# EDGAR Filing Document

**Accession Number:** 0000835597
**File Stem:** 0001752724-23-049002
**Filing Date:** 2023-3
**Character Count:** 1081933
**Document Hash:** ac2f64576885062cf28b97a04c02aa3b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049002.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049002

**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:** 23690674

**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 EMERGING MARKETS DEBT FUND (Series ID: S000006421)

| Class ID   | Class Name                                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000017610 | SIT EMERGING MARKETS DEBT FUND - CLASS F, effective 1-31-2017 (formerly Class A) | SITEX           |
| C000147410 | Class Y                                                                          | SIEDX           |

## 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 Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000006421

- **c. LEI of Series:** 1BNBZ6S2ZXNZOA0AG379

**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:** $1329437050.65

**Total Liabilities:** $90261927.78

**Net Assets:** $1239175122.87

**Cash Not Reported:** $25487515.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -615.92832860 | **1-Year:** -12418.20586857 | **5-Year:** -61589.30658594 | **10-Year:** -134433.31001789 | **30-Year:** -69393.55104862

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

- **3-Month:** -987.77272038 | **1-Year:** -18073.73512647 | **5-Year:** -64278.70578777 | **10-Year:** -89132.02006816 | **30-Year:** -32428.89113170

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017610 | 1.24%                | 7.85%                | 0.00%                |
| Class ID C000147410 | 1.27%                | 7.73%                | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8730127.15             | $14137470.93                               |
| Month 2  | $-8499960.19             | $94999088.10                               |
| Month 3  | $-25633413.26            | $20261759.43                               |

**Designated Index Information**

- **Index Name:** 50% EMBIGLDIV / 50% JPMGBIEGDV Index

- **Index Identifier:** EMBIGJPMGB

### 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/ZAR SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-34060.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1941.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | Credit Default Swap                                                              | CUSIP: CDS98ZF03<br>LEI: N/A                  | N/A              | DCR              |  | XX        |    12643063 | NC      | $739032.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      457000 | PA      | $434081.47    | 0.04%             | 2025-04-11      | Fixed         | 4.75%                 | 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      | $276.44       | 0.00%             |  |  |  | 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      | $5313.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.500000% 04/15/2040                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 13000000000 | PA      | $857828.05    | 0.07%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI              | HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 7.250000% 02/24/2027                 | CUSIP: 421790AH9<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     2508000 | PA      | $2444442.26   | 0.20%             | 2027-02-24      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                 | EXPORT-IMPORT BANK OF KOREA MTN 8.000000% 05/15/2024                             | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |  8800000000 | PA      | $574494.30    | 0.05%             | 2024-05-15      | Fixed         | 8.00%                 | 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      | $1190.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   104873598 | PA      | $4971557.11   | 0.40%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 5.375000% 04/24/2030                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |     1885000 | PA      | $1684004.26   | 0.14%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank                                      | AFRICAN EXPORT-IMPORT BANK/THE MTN 3.994000% 09/21/2029                          | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      363000 | PA      | $314612.10    | 0.03%             | 2029-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 7.250000% 10/26/2050                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4553000000 | PA      | $532282.45    | 0.04%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                   | AMERICA MOVIL SAB DE CV 7.125000% 12/09/2024                                     | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | NUSS              | MX        |    18110000 | PA      | $863715.20    | 0.07%             | 2024-12-09      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.375000% 01/23/2045                                         | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      710000 | PA      | $439617.73    | 0.04%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    23145437 | NC      | $-80417.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     3361902 | NC      | $-77694.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                              | RUSSIAN FEDERATION 7.500000% 03/31/2030                                          | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |         114 | PA      | $73.42        | 0.00%             | 2030-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL S.A.                                                  | ECOPETROL SA 6.875000% 04/29/2030                                                | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      492000 | PA      | $446161.61    | 0.04%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/COP SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4489.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                      | FX Forward Contract: KRW/USD SETTLE 2023-02-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $559964.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      789000 | PA      | $607485.39    | 0.05%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $17827.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    23055000 | PA      | $846592.07    | 0.07%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE S.A.                                  | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 7.500000% MATURITY: PERPETUAL     | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      476000 | PA      | $435707.25    | 0.04%             | 2171-09-27      | Fixed         | 7.50%                 | Yes           |                  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        |    64042000 | PA      | $1875193.01   | 0.15%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 0.250000% 02/10/2027                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    44470000 | PA      | $1607184.16   | 0.13%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                     | STUDIO CITY FINANCE LTD 144A 6.000000% 07/15/2025                                | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | NUSS              | MO        |       87000 | PA      | $75431.16     | 0.01%             | 2025-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.000000% 02/15/2033                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2009000000 | PA      | $129244.48    | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | 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        |      890000 | PA      | $158352.53    | 0.01%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIAGENL REP 1.90% 09/01/2030                                         | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   608673410 | PA      | $730665.29    | 0.06%             | 2030-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 5.750000% 11/03/2027                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 11195200000 | PA      | $1746349.96   | 0.14%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 11/03/2028                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2310000 | PA      | $132963.60    | 0.01%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2463.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.232000% 06/30/2031                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1200000 | PA      | $276008.69    | 0.02%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8155.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2750000 | PA      | $159885.00    | 0.01%             | 2023-12-31      | Fixed         | 6.38%                 | 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        | 17571700000 | PA      | $2556267.46   | 0.21%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRK: BNP PARIBAS                                                | BRK: BNP PARIBAS PAY: 6.395                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   752359754 | NC      | $19477.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 9.000000% 03/15/2029                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 36550000000 | PA      | $2612887.57   | 0.21%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES LIMITED                                       | VEDANTA RESOURCES LTD 7.125000% 05/31/2023                                       | CUSIP: G9328DAJ9<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | NUSS              | IN        |      200000 | PA      | $187475.81    | 0.02%             | 2023-05-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 4.875000% 10/09/2026                                          | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1017000 | PA      | $909010.87    | 0.07%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                           | MC BRAZIL DOWNSTREAM TRADING SARL 7.250000% 06/30/2031                           | CUSIP: L626A6AA2<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | NUSS              | BR        |      350000 | PA      | $288611.02    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                              | REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028                                   | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2941000 | PA      | $242632.50    | 0.02%             | 2028-05-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2649000 | PA      | $152582.40    | 0.01%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                        | TSMC ARIZONA CORP 4.250000% 04/22/2032                                           | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |      444000 | PA      | $429298.24    | 0.03%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Promigas S.A. E.S.P.                                            | PROMIGAS SA ESP / GASES DEL PACIFICO SAC 3.750000% 10/16/2029                    | CUSIP: P7922TAA7<br>LEI: 254900IXHTV7LDSFQD65 | Long             | DBT              | NUSS              | CO        |      740000 | PA      | $601974.31    | 0.05%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior, S.N.C.                     | BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISL 2.720000% 08/11/2031          | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | NUSS              | MX        |      991000 | PA      | $826673.05    | 0.07%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Republica de El Salvador                                        | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                                     | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      795000 | PA      | $347685.66    | 0.03%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.921000% 07/06/2048                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3070000 | PA      | $726358.44    | 0.06%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                | COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029                       | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      638000 | PA      | $564265.77    | 0.05%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                     | CUSIP: 71656MBM0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      553000 | PA      | $352813.28    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                         | EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.830000% 09/14/2061                     | CUSIP: P3742RAX8<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | NUSS              | CL        |      350000 | PA      | $239957.41    | 0.02%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.125000% 03/11/2039                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1057000 | PA      | $803089.42    | 0.06%             | 2039-03-11      | Fixed         | 4.12%                 | 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        | 20721000000 | PA      | $3648560.73   | 0.29%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Emirate of Sharjah                                              | FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050                | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     2703000 | PA      | $1771167.78   | 0.14%             | 2050-07-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                | COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029                       | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     1234000 | PA      | $1091385.51   | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                      | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1933000 | PA      | $1352019.09   | 0.11%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    26000000 | NC      | $-107514.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE S.A.                                  | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 6.750000% MATURITY: PERPETUAL     | CUSIP: 05971PAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      609000 | PA      | $594135.59    | 0.05%             | 2171-09-27      | Fixed         | 6.75%                 | Yes           |                  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        |    56125000 | PA      | $2567713.89   | 0.21%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PEN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-16486.42    | -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        |  2626000000 | PA      | $391097.16    | 0.03%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                | MONG DUONG FINANCE HOLDINGS BV 144A 5.125000% 05/07/2029                         | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | NUSS              | VN        |     1111000 | PA      | $922216.86    | 0.07%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| INDIA RUPEE                                                     | FX Forward Contract: INR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-2920.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.150000% 06/19/2020                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2616000 | PA      | $149635.20    | 0.01%             | 2023-12-31      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $-175.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA 3.624000% 05/26/2030                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      409000 | PA      | $356024.98    | 0.03%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 2.650000% 06/17/2028                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    61000000 | PA      | $1818020.28   | 0.15%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    48100000 | PA      | $2517935.35   | 0.20%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blossom Joy Limited                                             | BLOSSOM JOY LTD 3.100000% MATURITY: PERPETUAL                                    | CUSIP: N/A<br>LEI: 300300LGCJ91O86HIU38       | Long             | DBT              | NUSS              | CN        |      202000 | PA      | $188984.50    | 0.02%             | 2171-04-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                         | MINERVA LUXEMBOURG SA 144A 4.375000% 03/18/2031                                  | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | NUSS              | BR        |      297000 | PA      | $243727.11    | 0.02%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047                            | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |     1852000 | PA      | $1431410.80   | 0.12%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republika Srbija                                                | REPUBLIC OF SERBIA 2.125000% 12/01/2030                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      400000 | PA      | $286880.00    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | PETROLEOS DE VENEZUELA 6.0%  05/16/2024                                          | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     1755099 | PA      | $83367.20     | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                           | FX Forward Contract: CNY/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $28918.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Honduras                                           | HONDURAS GOVERNMENT 6.250000% 01/19/2027                                         | CUSIP: P5178RAC2<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      326000 | PA      | $286820.43    | 0.02%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-02-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2090.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                              | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024                                   | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3073600 | PA      | $245888.00    | 0.02%             | 2024-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANESE REPUBLIC 6.850000% 03/23/2027                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      742000 | PA      | $42679.84     | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                | FX Forward Contract: SGD/USD SETTLE 2023-01-25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $9946.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSU Energy S.A.                                                 | MSU ENERGY SA / UGEN SA / UENSA SA 144A 6.875000% 02/01/2025                     | CUSIP: 76706AAA2<br>LEI: 529900D1ZX75KRP2HC66 | Long             | DBT              | NUSS              | AR        |      285000 | PA      | $192288.53    | 0.02%             | 2025-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1.9865%                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    12429983 | NC      | $171928.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | R2030 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |         593 | NC      | $3111380.21   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                      | EURO-BUND FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -84 | NC      | $-11917010.86 | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-01-06                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $-15717.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | Petroleos de Venezuela SA 9.750000% 05/17/2035                                   | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     1000000 | PA      | $47500.00     | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | 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        |    15463000 | PA      | $2733720.91   | 0.22%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.500000% 05/15/2038                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 20345000000 | PA      | $1344899.16   | 0.11%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 6.375000% 04/15/2032                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 27123000000 | PA      | $1675588.99   | 0.14%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                            | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.940000% 09/30/2040                       | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |      593000 | PA      | $476118.21    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 2.000000% 06/17/2042                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    25400000 | PA      | $590600.48    | 0.05%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 0.050000% 11/29/2029                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    18530000 | PA      | $578939.69    | 0.05%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.280000% 08/14/2041                                       | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      676000 | PA      | $521211.07    | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | 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        |    10157000 | PA      | $1554029.68   | 0.13%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.125000% 05/15/2024                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 73060000000 | PA      | $4840057.53   | 0.39%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.696000% 10/15/2042                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2200000 | PA      | $519130.08    | 0.04%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2656.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 3.750000% 03/16/2025                                          | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      600000 | PA      | $579840.68    | 0.05%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | Petroleos de Venezuela SA 9.000000% 11/17/2021                                   | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     4300000 | PA      | $193500.00    | 0.02%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                            | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 04/16/2050                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      260000 | PA      | $220035.40    | 0.02%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | PETROLEOS DE VEN 5.375%  04/12/2027                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      199000 | PA      | $8955.00      | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA INVESTMNT ISSUE 4.070000% 09/30/2026                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6500000 | PA      | $1484865.14   | 0.12%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS INTERNATIONAL                                | BRK: GOLDMAN SACHS INTERNATIONAL PAY: 6M PRAGUE INTERBANK OFFER RATE (PRIBOR)    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    53176486 | NC      | $-80298.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LIMITED                        | BIOCEANICO SOVEREIGN CERTIFICATE LTD ZERO COUPON 06/05/2034                      | CUSIP: G11176AA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |     1604929 | PA      | $1101783.91   | 0.09%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     5677464 | NC      | $-80109.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 6.125000% 01/18/2041                                        | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2454000 | PA      | $1950994.34   | 0.16%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $10091.05     | 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        |    22775000 | PA      | $4460971.61   | 0.36%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/15/2043                 | CUSIP: Y20721BE8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      698000 | PA      | $628983.63    | 0.05%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA (SPAIN) S.A.                                      | AI CANDELARIA SPAIN SA 144A 5.750000% 06/15/2033                                 | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |      780000 | PA      | $593385.00    | 0.05%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UPL CORPORATION LIMITED                                         | UPL CORP LTD 4.625000% 06/16/2030                                                | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | NUSS              | IN        |      950000 | PA      | $739645.60    | 0.06%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6745.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 144A 6.350000% 02/12/2048                                    | CUSIP: 71654QCJ9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      430000 | PA      | $262837.50    | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Africa Finance Corporation                                      | AFRICA FINANCE CORP 144A 2.875000% 04/28/2028                                    | CUSIP: 00830YAD3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     1679000 | PA      | $1441421.50   | 0.12%             | 2028-04-28      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Republica de El Salvador                                        | REPUBLIC OF EL SALVADOR 7.124600% 01/20/2050                                     | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      640000 | PA      | $246967.00    | 0.02%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PHP SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3053.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                    | STATE OIL CO OF THE AZERBAIJAN REPUBLIC 6.950000% 03/18/2030                     | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |      200000 | PA      | $206096.80    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | 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        |    10313000 | PA      | $301722.83    | 0.02%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                  | ATLANTICA TRANSMISION SUR SA 144A 6.875000% 04/30/2043                           | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | NUSS              | PE        |      259159 | PA      | $234214.86    | 0.02%             | 2043-04-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    24924409 | NC      | $-85583.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                     | FX Forward Contract: INR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-1311.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LIMITED                                | ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030                           | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | NUSS              | IN        |      540000 | PA      | $409207.80    | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 6.9225%                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    42601696 | NC      | $199962.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                             | ABU DHABI CRUDE OIL PIPELINE LLC 144A 4.600000% 11/02/2047                       | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |     1485000 | PA      | $1362487.50   | 0.11%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 4.400000% 04/16/2050                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      600000 | PA      | $548852.40    | 0.04%             | 2050-04-16      | Fixed         | 4.40%                 | 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        |   140573000 | PA      | $6799095.58   | 0.55%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | GHANA GOVERNMENT BOND 19.250000% 12/18/2023                                      | CUSIP: BN1508850<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     4011000 | PA      | $331953.40    | 0.03%             | 2023-12-18      | Fixed         | 19.25%                | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 5.400000% 08/12/2034                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5455000 | PA      | $1143189.74   | 0.09%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                           | BERMUDA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/15/2032                  | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      896000 | PA      | $889865.49    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  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      | $2279.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                                 | FX Forward Contract: PHP/USD SETTLE 2023-02-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |           1 | NC      | $77.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.450000% 02/02/2061                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      599000 | PA      | $428285.00    | 0.03%             | 2061-02-02      | Fixed         | 3.45%                 | 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        |  3812000000 | PA      | $247200.24    | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.600300% 03/01/2029                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $162470.00    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/31/2030                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      255000 | PA      | $163854.96    | 0.01%             | 2030-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5175000 | PA      | $959496.72    | 0.08%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $666.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 11/25/2027                 | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      740000 | PA      | $709849.44    | 0.06%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2035                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2887633 | PA      | $1327554.76   | 0.11%             | 2035-07-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-239122.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                          | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 1.500000% 09/30/2034                | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |      969000 | PA      | $762581.15    | 0.06%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $153243.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 7.470000% 11/12/2026                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |    15660000 | PA      | $683463.80    | 0.06%             | 2026-11-12      | Fixed         | 7.47%                 | 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        |  4278900000 | PA      | $662752.19    | 0.05%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                          | MONGOLIA INTL BOND 3.500000% 07/07/2027                                          | CUSIP: Y6142NAF5<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      857000 | PA      | $683548.85    | 0.06%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                                 | FX Forward Contract: PHP/USD SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |           1 | NC      | $11935.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                        | REPUBLIC OF EL SALVADOR 8.625000% 02/28/2029                                     | CUSIP: P01012BX3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1431000 | PA      | $625345.97    | 0.05%             | 2029-02-28      | Fixed         | 8.62%                 | 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      | $6401.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1340000 | PA      | $1158162.00   | 0.09%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-31                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-181888.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA 7.000000% 05/22/2027                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1914000 | PA      | $1708968.49   | 0.14%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                        | REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032                                     | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |      297000 | PA      | $129638.48    | 0.01%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 6.000000% 02/22/2033                                          | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1656000 | PA      | $1493798.13   | 0.12%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANESE REPUBLIC 6.1%  10/04/2022                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      569000 | PA      | $32592.32     | 0.00%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2836000 | PA      | $1809364.31   | 0.15%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 2.000000% 10/13/2033                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    23420000 | PA      | $776051.38    | 0.06%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                | SERBIA TREASURY BONDS 4.500000% 01/11/2026                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    15250000 | PA      | $130239.10    | 0.01%             | 2026-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2739000 | PA      | $159245.46    | 0.01%             | 2023-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     3882000 | PA      | $628604.97    | 0.05%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                        | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                                     | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1618000 | PA      | $707616.85    | 0.06%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                    | FX Forward Contract: CLP/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $2326.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/COP SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $22466.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/HUF SETTLE 2023-01-10                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-62731.88    | -0.01%            |  |  |  | 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        | 15587700000 | PA      | $2398520.37   | 0.19%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050                    | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1290000 | PA      | $869772.18    | 0.07%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Republika Srbija                                                | REPUBLIC OF SERBIA 3.125000% 05/15/2027                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      320000 | PA      | $293280.91    | 0.02%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 7.750000% 04/07/2029                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      870000 | PA      | $318246.00    | 0.03%             | 2029-04-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 1.250000% 03/11/2033                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2088000 | PA      | $1545225.63   | 0.12%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 0.125000% 07/09/2030                                       | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |      402550 | PA      | $102069.21    | 0.01%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 6.150000% 08/12/2032                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     9069000 | PA      | $2086760.75   | 0.17%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                | FX Forward Contract: SGD/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $47473.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 6.750000% 04/18/2028                                       | CUSIP: Y8137FAL2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       91000 | PA      | $28232.93     | 0.00%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 5.950000% 01/15/2031                                          | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2585000 | PA      | $2132625.00   | 0.17%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     4000000 | PA      | $673931.06    | 0.05%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 1.648000% 06/10/2031                                     | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1728000 | PA      | $1378383.07   | 0.11%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 4.650000% 09/20/2032                                       | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      464000 | PA      | $453715.85    | 0.04%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                            | GALAXY PIPELINE ASSETS BIDCO LTD 2.160000% 03/31/2034                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | NUSS              | AE        |     1534936 | PA      | $1304100.49   | 0.11%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029                   | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      731000 | PA      | $640034.36    | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 2.750000% 04/25/2028                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5821000 | PA      | $1087161.74   | 0.09%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.250000% 05/15/2036                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 50369000000 | PA      | $3527520.85   | 0.28%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                            | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051                 | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      519000 | PA      | $372011.93    | 0.03%             | 2051-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Independent State of Papua New Guinea                           | PNG GOVT INTL BOND 8.375000% 10/04/2028                                          | CUSIP: Y6726SAP6<br>LEI: 254900NKI6OC90ZW9W36 | Long             | DBT              | NUSS              | PG        |      282000 | PA      | $244776.00    | 0.02%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | REPUBLIC OF ANGOLA 8.750000% 04/14/2032                                          | CUSIP: BV8060618<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      206000 | PA      | $178045.80    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 6.875000% 03/17/2036                                          | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      550000 | PA      | $459250.00    | 0.04%             | 2036-03-17      | Fixed         | 6.88%                 | 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      | $-7841.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048                                 | CUSIP: Y44709AG1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $164414.80    | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-1008.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                            | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      720000 | PA      | $516085.92    | 0.04%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                      | FX Forward Contract: GHS/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $272496.98    | 0.02%             |  |  |  | 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        |          22 | NC      | $1912930.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GHANA CEDI                                                      | FX Forward Contract: GHS/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $253244.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LIMITED                                   | SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026                                   | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | NUSS              | CN        |     1949000 | PA      | $355658.80    | 0.03%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3515000 | PA      | $759194.05    | 0.06%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 3.750000% 04/19/2071                                       | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1228000 | PA      | $762561.05    | 0.06%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-491.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | GUATEMALA GOVERNMENT BOND 144A 3.700000% 10/07/2033                              | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      226000 | PA      | $186044.08    | 0.02%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BRK:JP MORGAN CHASE                                             | BRK:JP MORGAN CHASE PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   347626074 | NC      | $-78973.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033                   | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1039000 | PA      | $738147.16    | 0.06%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  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        |  7144600000 | PA      | $847518.58    | 0.07%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                    | QATARENERGY TRADING LLC 144A 2.250000% 07/12/2031                                | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |      705000 | PA      | $583360.71    | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT BOND 2.750000% 06/15/2029                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $430125.01    | 0.03%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRK: JPMORGAN CHASE BANK                                        | BRK: JPMORGAN CHASE BANK PAY: ID OVERNIGHT BRAZIL INTERBANK DEPOSIT              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     2544213 | NC      | $-14731.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Israel                                                 | STATE OF ISRAEL 4.500000% 04/03/2120                                             | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1199000 | PA      | $1048597.44   | 0.08%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | R2032 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |         608 | NC      | $3152044.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PT Freeport Indonesia                                           | FREEPORT INDONESIA PT 144A 6.200000% 04/14/2052                                  | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |      662000 | PA      | $577934.19    | 0.05%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Georgia                                             | REPUBLIC OF GEORGIA 2.750000% 04/22/2026                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GE        |      280000 | PA      | $253084.29    | 0.02%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                            | PROVINCIA DE CORDOBA 144A 6.875000% 12/10/2025                                   | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      540167 | PA      | $435509.64    | 0.04%             | 2025-12-10      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.250000% 05/15/2047          | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      480000 | PA      | $405000.00    | 0.03%             | 2047-05-15      | Fixed         | 5.25%                 | 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        |      344000 | PA      | $308740.00    | 0.02%             | 2026-09-23      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Republica de Honduras                                           | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                         | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      519000 | PA      | $415377.32    | 0.03%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    12388713 | NC      | $-331976.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4329000 | PA      | $986280.13    | 0.08%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI INTERNATIONAL BOND 4.375000% 04/16/2029                                    | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     3970000 | PA      | $3918390.00   | 0.32%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      158000 | PA      | $115742.22    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                         | COSTA RICA GOVERNMENT 6.125000% 02/19/2031                                       | CUSIP: P3699PGK7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      797000 | PA      | $773997.64    | 0.06%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/PLN SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1486.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-219.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETWORK I2I LIMITED                                             | NETWORK I2I LTD 144A 5.650000% MATURITY: PERPETUAL                               | CUSIP: 64132NAA4<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | NUSS              | IN        |      260000 | PA      | $247975.00    | 0.02%             | 2171-04-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/KRW SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-72897.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MV24 CAPITAL B.V                                                | MV24 CAPITAL BV 144A 6.748000% 06/01/2034                                        | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      355447 | PA      | $324784.95    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 7.253000% 03/15/2033                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      285000 | PA      | $51296.01     | 0.00%             | 2033-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                    | FX Forward Contract: RON/EUR SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |           1 | NC      | $3095.20      | 0.00%             |  |  |  | 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        |          42 | NC      | $8613281.25   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                         | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 4.700000% 10/22/2031                     | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | NUSS              | XX        |      280000 | PA      | $237888.00    | 0.02%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-184.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PHP SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4814.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                                 | 1MDB GLOBAL INVESTMENTS LTD 4.400000% 03/09/2023                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     1000000 | PA      | $979000.00    | 0.08%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 11/28/2047                   | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1461000 | PA      | $937406.82    | 0.08%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 2.36% FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    63731552 | NC      | $-8174.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 2.4233% FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   195118598 | NC      | $-31212.12    | -0.00%            |  |  |  | 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        |   109983300 | PA      | $5487580.98   | 0.44%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $4480.39      | 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        |     1050000 | PA      | $234836.82    | 0.02%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 6.125000% 10/24/2028                                          | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1295000 | PA      | $1154298.25   | 0.09%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-12.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Energy                                                    | QATARENERGY TRADING LLC 144A 3.300000% 07/12/2051                                | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |      234000 | PA      | $172575.00    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 2.550000% 01/27/2032                                           | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      893000 | PA      | $730631.99    | 0.06%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CNAC (HK) FINBRIDGE COMPANY LIMITED                             | CNAC HK FINBRIDGE CO LTD 5.125000% 03/14/2028                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | NUSS              | CN        |      246000 | PA      | $236513.00    | 0.02%             | 2028-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.000000% 05/15/2027                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 28700000000 | PA      | $1887504.67   | 0.15%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                     | STUDIO CITY FINANCE LTD 144A 6.500000% 01/15/2028                                | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | NUSS              | MO        |      371000 | PA      | $288088.78    | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republique du Benin                                             | BENIN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/19/2032                    | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     2449000 | PA      | $2023517.65   | 0.16%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 5.125000% 02/17/2028                                          | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      711000 | PA      | $614304.00    | 0.05%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 7.450000% 04/30/2044                                          | CUSIP: P3579EAY3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2443000 | PA      | $2274326.88   | 0.18%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 6.588000% 02/21/2028                    | CUSIP: 03846JW48<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      429000 | PA      | $348958.90    | 0.03%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIA PESOS 4.500000% 03/01/2026                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   390000000 | PA      | $444726.80    | 0.04%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 7.750000% 09/01/2027                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      845000 | PA      | $174840.64    | 0.01%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GeoPark Limited                                                 | GEOPARK LTD 144A 5.500000% 01/17/2027                                            | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | NUSS              | CO        |      974000 | PA      | $837392.15    | 0.07%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                | FX Forward Contract: SGD/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |           1 | NC      | $18085.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                         | STANDARD CHARTERED BANK MTN 8.250000% 05/18/2029                                 | CUSIP: AV6441332<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | NUSS              | GB        |  6861000000 | PA      | $474466.82    | 0.04%             | 2029-05-18      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 5.750000% 04/19/2047                                 | CUSIP: Y4596HAD9<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |       63000 | PA      | $48692.70     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                           | FX Forward Contract: CNY/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $36760.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                          | KALLPA GENERACION SA 144A 4.125000% 08/16/2027                                   | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | NUSS              | PE        |      213000 | PA      | $195170.11    | 0.02%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $940.67       | 0.00%             |  |  |  | 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        |         -29 | NC      | $-4185701.02  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5741.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    37880000 | PA      | $6599463.25   | 0.53%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-15373.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 7.000000% 05/22/2027          | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      493000 | PA      | $440188.85    | 0.04%             | 2027-05-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     2329000 | PA      | $121918.33    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | ARAB REPUBLIC OF EGYPT 8.700200% 03/01/2049                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1190000 | PA      | $791842.66    | 0.06%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                         | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1680000 | PA      | $1162389.82   | 0.09%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.059000% 09/30/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     7200000 | PA      | $1643116.61   | 0.13%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  2335690714 | NC      | $-374367.95   | -0.03%            |  |  |  | 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        |  6550000000 | PA      | $424753.82    | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | Petroleos de Venezuela SA 6.000000% 11/15/2026                                   | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     5067000 | PA      | $228015.00    | 0.02%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                      | FX Forward Contract: KRW/USD SETTLE 2023-02-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $30969.29     | 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        |  1954700000 | PA      | $291118.67    | 0.02%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     3174000 | PA      | $181806.72    | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                      | ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028                                  | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |      391000 | PA      | $342361.95    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      387000 | PA      | $22252.50     | 0.00%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 5.250000% 08/10/2029                                       | CUSIP: P5015VAP1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $191980.13    | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2045                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      119000 | PA      | $87983.74     | 0.01%             | 2045-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                              | RUSSIA GOVT BOND - OFZ 6.700000% 03/14/2029                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    35842000 | PA      | $132566.30    | 0.01%             | 2029-03-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                          | REPUBLIC OF PARAGUAY 6.100000% 08/11/2044                                        | CUSIP: P75744AB1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1260000 | PA      | $1210595.54   | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                             | ABU DHABI CRUDE OIL PIPELINE LLC 144A 4.600000% 11/02/2047                       | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |     1038000 | PA      | $952365.00    | 0.08%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 28-DAY MXN - TIIE                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    40000000 | NC      | $-175078.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 3.100000% 05/07/2041                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      650000 | PA      | $466919.24    | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2953000 | PA      | $2097929.32   | 0.17%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | PETROLEOS DE VEN 5.375%  04/12/2027                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     4364300 | PA      | $196393.50    | 0.02%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.625000% 03/27/2032                 | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1168000 | PA      | $928064.77    | 0.07%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/KRW SETTLE 2023-02-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-122450.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                         | COSTA RICA GOVERNMENT 7.000000% 04/04/2044                                       | CUSIP: P3699PGH4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       58000 | PA      | $54544.23     | 0.00%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 1.400000% 10/30/2031                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      641000 | PA      | $531892.02    | 0.04%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sagicor Financial Corporation Limited                           | SAGICOR FINANCIAL CO LTD 144A 5.300000% 05/13/2028                               | CUSIP: 78669QAA8<br>LEI: 213800UV8KH689JE3785 | Long             | DBT              | NUSS              | US        |      520000 | PA      | $487151.60    | 0.04%             | 2028-05-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030                            | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      984000 | PA      | $879077.02    | 0.07%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/PLN SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-45087.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 6.700000% 01/26/2036                                          | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      520000 | PA      | $541606.12    | 0.04%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $61287.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.750000% 04/14/2041                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2422000 | PA      | $1446251.86   | 0.12%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Republique du Benin                                             | BENIN INTL GOV BOND 4.875000% 01/19/2032                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      102000 | PA      | $84278.81     | 0.01%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                              | ZAMBIA GOVERNMENT BOND 11.000000% 06/28/2026                                     | CUSIP: BQ2494160<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    78885000 | PA      | $2969010.78   | 0.24%             | 2026-06-28      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 9.02% FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  2184689893 | NC      | $20249.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     5903000 | PA      | $338123.84    | 0.03%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    49740443 | NC      | $-87286.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 1.300000% 03/23/2034                                       | CUSIP: BR4171160<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      514000 | PA      | $393968.47    | 0.03%             | 2034-03-23      | Fixed         | 1.30%                 | 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      | $349036.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026                  | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      636000 | PA      | $131041.44    | 0.01%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                | COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033                            | CUSIP: P30179BK3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      720000 | PA      | $544583.79    | 0.04%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 4.125000% 02/22/2042                                        | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3224000 | PA      | $2015239.74   | 0.16%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT BOND 14.664000% 10/06/2030                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     4750000 | PA      | $160734.80    | 0.01%             | 2030-10-06      | Fixed         | 14.66%                | No            |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 4.400000% 04/16/2050                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |     2265000 | PA      | $2071917.81   | 0.17%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030                               | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |      563000 | PA      | $451244.50    | 0.04%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   275000000 | PA      | $319113.17    | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                              | RUSSIA GOVT BOND - OFZ 7.000000% 07/30/2036                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    86250000 | PA      | $319006.85    | 0.03%             | 2036-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     3000000 | NC      | $-145.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT BOND 14.382000% 01/12/2031                                      | CUSIP: BN4651095<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4531000 | PA      | $150767.95    | 0.01%             | 2031-01-12      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 1.300000% 03/23/2034                                       | CUSIP: BR4171160<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      229000 | PA      | $175522.92    | 0.01%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 3.000000% 02/01/2028                                     | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      271000 | PA      | $252093.75    | 0.02%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 9.875000% 01/15/2028                                          | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1250000 | PA      | $1293442.50   | 0.10%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                        | CT TRUST 144A 5.125000% 02/03/2032                                               | CUSIP: 12659BAA2<br>LEI: 5493003LN2KNNGM2Q244 | Long             | DBT              | NUSS              | GT        |      548000 | PA      | $481194.64    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-118.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   539017913 | NC      | $-66745.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA 5.125000% 06/15/2048                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      244000 | PA      | $193370.00    | 0.02%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-7473.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT BOND 4.500000% 05/27/2032                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   354560000 | PA      | $677054.73    | 0.05%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                       | SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039                                    | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |      160000 | PA      | $142832.64    | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $26.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                       | PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 3.000000% 09/01/2037              | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |      665743 | PA      | $159687.66    | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 8.750000% 11/21/2033                                            | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      490000 | PA      | $595472.49    | 0.05%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                                  | FX Forward Contract: ILS/USD SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |           1 | NC      | $-34691.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 4.125000% 05/15/2051                                        | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1675000 | PA      | $1001799.02   | 0.08%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $414.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1042803.64  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 1.600000% 12/17/2029                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     7000000 | PA      | $193243.32    | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      420000 | PA      | $371751.03    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                         | SASOL FINANCING USA LLC 6.500000% 09/27/2028                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |      360000 | PA      | $326157.67    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                                  | FX Forward Contract: ILS/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |           1 | NC      | $-26788.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.500000% 04/15/2040                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17705000000 | PA      | $1168295.82   | 0.09%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-02-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $1299.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1010000000 | PA      | $1162635.13   | 0.09%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/GHS SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8253.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   115000000 | PA      | $133447.33    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LIMITED                                              | GRUPO AVAL LTD 144A 4.375000% 02/04/2030                                         | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | NUSS              | CO        |      812000 | PA      | $657744.99    | 0.05%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                         | MEITUAN 3.050000% 10/28/2030                                                     | CUSIP: G59669AC8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | NUSS              | CN        |      204000 | PA      | $157308.13    | 0.01%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      549000 | PA      | $454297.50    | 0.04%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY:4.43%                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    12557924 | NC      | $725.03       | 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        |    36448900 | PA      | $1769639.01   | 0.14%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | REPUBLIC OF ANGOLA 8.750000% 04/14/2032                                          | CUSIP: BV8060618<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1241000 | PA      | $1072596.30   | 0.09%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LIMITED                           | OOREDOO INTERNATIONAL FINANCE LTD MTN 2.625000% 04/08/2031                       | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | NUSS              | QA        |      363000 | PA      | $311584.68    | 0.03%             | 2031-04-08      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6329336 | PA      | $1785436.82   | 0.14%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                         | CORP NACIONAL DEL COBRE DE CHILE 3.150000% 01/14/2030                            | CUSIP: P3143NBH6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      600000 | PA      | $529548.64    | 0.04%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-1404.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                | COMISION FEDERAL DE ELECTRICIDAD 144A 6.264000% 02/15/2052                       | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      263000 | PA      | $206896.68    | 0.02%             | 2052-02-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PEN SETTLE 2023-01-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-58776.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | IVORY COAST 6.875000% 10/17/2040                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1619000 | PA      | $1294336.07   | 0.10%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                           | GOVT OF BERMUDA 3.717000% 01/25/2027                                             | CUSIP: G10367AD5<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      631000 | PA      | $606548.75    | 0.05%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                     | EXPORT-IMPORT BANK OF INDIA MTN 2.250000% 01/13/2031                             | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      615000 | PA      | $483179.67    | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                 | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/10/2047                   | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      228000 | PA      | $195215.42    | 0.02%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 2.550000% 07/27/2033                                           | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     6134000 | PA      | $4800578.14   | 0.39%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 2.783000% 01/23/2031                                            | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1279000 | PA      | $1058026.79   | 0.09%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3827000 | PA      | $862532.32    | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.375000% 04/15/2039                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 18619000000 | PA      | $1322856.91   | 0.11%             | 2039-04-15      | Fixed         | 8.38%                 | 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        | 17922000000 | PA      | $1259679.65   | 0.10%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/RON SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6488.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $36911.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                      | ESKOM HOLDINGS SOC LTD 144A 7.125000% 02/11/2025                                 | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |     2564000 | PA      | $2327906.88   | 0.19%             | 2025-02-11      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                      | TUNISIAN REPUBLIC 6.375000% 07/15/2026                                           | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      622000 | PA      | $414239.16    | 0.03%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                              | REPUBLIC OF ZAMBIA 5.375000% 09/20/2022                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      912000 | PA      | $377112.00    | 0.03%             | 2022-09-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRK: JPMORGAN CHASE BANK                                        | BRK: JPMORGAN CHASE BANK PAY: BRL - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    11490225 | NC      | $15175.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 5.350000% 08/12/2040                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1426000 | PA      | $277465.68    | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $1393.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.300000% 04/29/2053                                          | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $144361.20    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                         | CORP NACIONAL DEL COBRE DE CHILE 144A 3.750000% 01/15/2031                       | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      234000 | PA      | $210770.09    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L                 | CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 3.875000% 05/18/2029               | CUSIP: 12482TAC2<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |     1094000 | PA      | $974443.30    | 0.08%             | 2029-05-18      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEXICAN UDIBONOS 4.00% 11/30/2028                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    97935375 | PA      | $4954601.01   | 0.40%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 5.000000% 06/15/2045                                        | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1177000 | PA      | $800720.03    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                      | ESKOM HOLDINGS SOC LTD MTN 6.750000% 08/06/2023                                  | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |     1063000 | PA      | $1020692.60   | 0.08%             | 2023-08-06      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EGP SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $172149.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2635000 | PA      | $421123.70    | 0.03%             | 2031-09-24      | Fixed         | 3.65%                 | 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        |    72081400 | PA      | $3422777.64   | 0.28%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                           | FX Forward Contract: CNY/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $16004.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-02-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $-3468.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | REPUBLIC OF NIGERIA 9.248000% 01/21/2049                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      322000 | PA      | $240115.40    | 0.02%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042                 | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      692000 | PA      | $676871.21    | 0.05%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050                    | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1476000 | PA      | $995181.19    | 0.08%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | Petroleos de Venezuela SA 6.000000% 05/16/2024                                   | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     2089797 | PA      | $99265.36     | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.750000% 04/27/2032                                       | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1230000 | PA      | $1152159.23   | 0.09%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY                | STATE AGE ROADS 6.250000% 06/24/2028                                             | CUSIP: N/A<br>LEI: 254900FGEO8P5USHG994       | Long             | DBT              | NUSS              | UA        |     1016000 | PA      | $172212.00    | 0.01%             | 2028-06-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $44750.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                         | GOVERNMENT OF UKRAINE 15.840000% 02/26/2025                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    66553000 | PA      | $925262.83    | 0.07%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 8.875000% 05/07/2042                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1286000 | PA      | $452029.00    | 0.04%             | 2042-05-07      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                           | MINEJESA CAPITAL BV 144A 4.625000% 08/10/2030                                    | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | NUSS              | ID        |      386000 | PA      | $337827.20    | 0.03%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | Ivory Coast Government International Bond 6.625000% 03/22/2048                   | CUSIP: AR7769417<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | CORP              | CI        |      524000 | PA      | $392640.69    | 0.03%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      640000 | PA      | $454220.43    | 0.04%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1161.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                           | CEMEX SAB DE CV 144A 5.125000% MATURITY: PERPETUAL                               | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $184802.00    | 0.01%             | 2171-09-08      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 01/15/2045                 | CUSIP: Y20721BM0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      123000 | PA      | $118703.26    | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.125000% 06/15/2043                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 30266000000 | PA      | $1944178.58   | 0.16%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 5.350000% 08/12/2040                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      708000 | PA      | $137759.96    | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/IDR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-24673.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                               | FX Forward Contract: MYR/USD SETTLE 2023-01-25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $22946.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 7.000000% 03/26/2031                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3876300000 | PA      | $563910.13    | 0.05%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 3.000000% 01/15/2034                                            | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      722000 | PA      | $568685.90    | 0.05%             | 2034-01-15      | Fixed         | 3.00%                 | 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      | $157180.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 6.850000% 11/03/2025                                       | CUSIP: Y8137FAE8<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1339000 | PA      | $421909.19    | 0.03%             | 2025-11-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 6.400000% 06/05/2049                                          | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      651000 | PA      | $525505.80    | 0.04%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 02/08/2038                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1163000 | PA      | $836547.25    | 0.07%             | 2038-02-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Russia, Federation of (Government)                              | RUSSIA GOVT BOND - OFZ 8.150000% 02/03/2027                                      | CUSIP: EJ0370613<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    87350000 | PA      | $323075.34    | 0.03%             | 2027-02-03      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                           | FX Forward Contract: CZK/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |           1 | NC      | $42267.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1529.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 04/14/2020                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2787000 | PA      | $159639.36    | 0.01%             | 2023-04-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049                   | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      792000 | PA      | $616809.60    | 0.05%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/THB SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7599.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                             | R186 BOND FUTURE  FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |         519 | NC      | $3260073.41   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-31                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-27683.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      712000 | PA      | $589180.00    | 0.05%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 1.000000% 06/26/2026                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    46200000 | PA      | $1764467.66   | 0.14%             | 2026-06-26      | Fixed         | 1.00%                 | 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        |     8054000 | PA      | $1504209.02   | 0.12%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                         | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10701000 | PA      | $2441230.23   | 0.20%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.000000% 02/22/2033                  | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      230000 | PA      | $207471.96    | 0.02%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    25563928 | PA      | $1580711.65   | 0.13%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                              | Venezuela Government International Bond Maturity:09/15/2027                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2300000 | PA      | $201250.00    | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.125000% 03/07/2028                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      715000 | PA      | $634621.54    | 0.05%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 3.125000% 04/15/2031                                        | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      332000 | PA      | $246414.96    | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $459.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Bermuda                                           | GOVT OF BERMUDA 5.000000% 07/15/2032                                             | CUSIP: G10367AH6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      409000 | PA      | $406199.76    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                             | NEXA RESOURCES SA 144A 5.375000% 05/04/2027                                      | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | NUSS              | BR        |     2591000 | PA      | $2438935.38   | 0.20%             | 2027-05-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $47379.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                       | MEXICO CITY AIRPORT TRUST 144A 5.500000% 07/31/2047                              | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      715000 | PA      | $550550.00    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1805000 | PA      | $1336612.28   | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                     | FX Forward Contract: INR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-6435.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI CANDELARIA (SPAIN) S.A.                                      | AI CANDELARIA SPAIN SA 144A 7.500000% 12/15/2028                                 | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | NUSS              | CO        |      377000 | PA      | $357019.00    | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                         | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    21955000 | PA      | $5008616.93   | 0.40%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A.                       | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A 5.125000% 08/11/2061                 | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |      311000 | PA      | $253980.30    | 0.02%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $1043.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 2.800000% 10/01/2033          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   640000000 | PA      | $616223.96    | 0.05%             | 2033-10-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                              | PERUVIAN GOVERNMENT INTERNATIONAL BOND 144A 5.700000% 08/12/2024                 | CUSIP: 715638BT8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4932000 | PA      | $1274361.10   | 0.10%             | 2024-08-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.480000% 03/15/2023                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4136000 | PA      | $938477.99    | 0.08%             | 2023-03-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                              | ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     1375000 | PA      | $54178.38     | 0.00%             | 2026-08-29      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | Petroleos de Venezuela SA 6.000000% 11/15/2026                                   | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     4166279 | PA      | $187482.56    | 0.02%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UZAUTO MOTORS Joint Stock Company                               | UZAUTO MOTORS AJ 4.850000% 05/04/2026                                            | CUSIP: N/A<br>LEI: 25490082QA3E2MKBZI88       | Long             | DBT              | NUSS              | UZ        |      769000 | PA      | $633440.68    | 0.05%             | 2026-05-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                             | REPUBLIC OF ARMENIA 3.950000% 09/26/2029                                         | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |      200000 | PA      | $165904.00    | 0.01%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2712000 | PA      | $1984370.40   | 0.16%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.250000% 05/15/2036                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23920000000 | PA      | $1675202.98   | 0.14%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   804913471 | NC      | $-162263.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $5835.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-14883.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $3852.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 4.300000% 03/31/2052                                       | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      311000 | PA      | $262829.76    | 0.02%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $591.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEX BONOS DESARR FIX RT 8.000000% 11/07/2047                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     9449400 | PA      | $432309.23    | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   143826724 | PA      | $7117373.00   | 0.57%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045                                      | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1519000 | PA      | $1125050.83   | 0.09%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-57248.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSC GEORGIAN RAILWAY                                            | GEORGIAN RAILWAY JSC 144A 4.000000% 06/17/2028                                   | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | NUSS              | GE        |      209000 | PA      | $182875.00    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-01-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-7380.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    40277000 | PA      | $6785980.34   | 0.55%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY                | STATE AGENCY OF ROADS OF UKRAINE 144A 6.250000% 06/24/2028                       | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | NUSS              | UA        |      363000 | PA      | $61528.50     | 0.00%             | 2028-06-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 03/22/2048              | CUSIP: AR7769417<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1115000 | PA      | $835485.44    | 0.07%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                             | R213 BOND FUTURE  FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |         851 | NC      | $4190250.98   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 1.585000% 12/17/2035                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    10400000 | PA      | $255704.31    | 0.02%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 1.500000% 07/31/2040                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1439000 | PA      | $587229.06    | 0.05%             | 2040-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Republica del Ecuador                                           | REPUBLIC OF ECUADOR 2.500000% 07/31/2035                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     5314247 | PA      | $2443161.55   | 0.20%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Powerchina Roadbridge Group (British Virgin Islands) Limited    | POWERCHINA ROADBRIDGE GROUP BRITISH VIRGIN ISLANDS 3.080000% MATURITY: PERPETUAL | CUSIP: N/A<br>LEI: 54930030HB6G7DYU0727       | Long             | DBT              | NUSS              | CN        |      285000 | PA      | $261630.00    | 0.02%             | 2171-10-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/IDR SETTLE 2023-01-19                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-15284.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   345651277 | NC      | $-321689.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVT INTL BOND 0.400000% 10/21/2023                                        | CUSIP: Y15025AA0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2610000 | PA      | $2527397.83   | 0.20%             | 2023-10-21      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6710.38     | -0.00%            |  |  |  | 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        |  1137200000 | PA      | $154255.18    | 0.01%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 7.000000% 03/20/2028                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2048000 | PA      | $118169.60    | 0.01%             | 2028-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                 | DP WORLD SALAAM 6.000000% MATURITY: PERPETUAL                                    | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | NUSS              | AE        |      877000 | PA      | $866958.35    | 0.07%             | 2172-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.875000% 05/19/2033                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      492000 | PA      | $451627.40    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 3.050000% 03/12/2051                                       | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1187000 | PA      | $851790.18    | 0.07%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   140353000 | PA      | $6423325.37   | 0.52%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                         | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 4.700000% 10/22/2031                | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      683000 | PA      | $580276.80    | 0.05%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    24486000 | PA      | $1225667.13   | 0.10%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | SEI LIQUIDITY FUND                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    67283998 | NS      | $67289508.67  | 5.43%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-246713.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    43952053 | PA      | $2087948.54   | 0.17%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                 | ISRAEL FIXED BOND 1.300000% 04/30/2032                                           | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |    22097791 | PA      | $5204269.33   | 0.42%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/CZK SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-9033.36     | -0.00%            |  |  |  | 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      | $-15888.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Honduras                                           | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                         | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      299000 | PA      | $239302.15    | 0.02%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3499.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANESE REPUBLIC 8.200000% 05/17/2033                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2700000 | PA      | $155790.00    | 0.01%             | 2033-05-17      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                            | MILLICOM INTERNATIONAL CELLULAR SA 144A 6.250000% 03/25/2029                     | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | NUSS              | GT        |      288000 | PA      | $275334.28    | 0.02%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 02/07/2034                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2450000 | PA      | $1947993.04   | 0.16%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-03-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $73394.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $-238.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |     1498000 | PA      | $1110018.00   | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 7.375000% 09/25/2032                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1508000 | PA      | $273400.40    | 0.02%             | 2032-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRK: CITIBANK                                                   | BRK: CITIBANK PAY: 9.00% FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    46229649 | NC      | $217290.01    | 0.02%             |  |  |  | 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        |          72 | NC      | $5890391.46   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gol Finance SA                                                  | GOL FINANCE SA 144A 7.000000% 01/31/2025                                         | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | NUSS              | BR        |      884000 | PA      | $389331.48    | 0.03%             | 2025-01-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA                                    | DEVELOPMENT BANK OF MONGOLIA LLC 144A 7.250000% 10/23/2023                       | CUSIP: 25161AAA7<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |      784000 | PA      | $694231.97    | 0.06%             | 2023-10-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHILEAN PESO                                                    | FX Forward Contract: CLP/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $113520.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-889.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    15983000 | PA      | $790930.71    | 0.06%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $2047.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $9710.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 04/18/2024                  | CUSIP: 25714PBY3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       47333 | PA      | $47002.00     | 0.00%             | 2024-04-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      320000 | PA      | $227110.21    | 0.02%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1225000 | PA      | $69947.50     | 0.01%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2637000 | PA      | $574596.61    | 0.05%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                      | FX Forward Contract: GHS/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $153195.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 2.500000% 10/25/2027                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    20235000 | PA      | $3463647.30   | 0.28%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $1001.44      | 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        |    27620000 | PA      | $1236697.38   | 0.10%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.375000% 03/15/2024                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 20173000000 | PA      | $1338081.67   | 0.11%             | 2024-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.500000% 06/15/2035                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4700000000 | PA      | $310973.99    | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | PETROLEOS DE VENEZUELA 6.0%  05/16/2024                                          | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     6030000 | PA      | $286425.00    | 0.02%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank                                      | AFRICAN EXPORT-IMPORT BANK/THE 144A 3.798000% 05/17/2031                         | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $165360.00    | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 3.160000% 01/23/2030                                          | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      165000 | PA      | $141897.34    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                             | ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051                                    | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | NUSS              | CL        |      226388 | PA      | $171971.36    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  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        |  1211900000 | PA      | $176302.84    | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TRY SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-189.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                             | MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033                                      | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | NUSS              | AE        |     1003000 | PA      | $1058766.80   | 0.09%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                              | REPUBLIC OF ZAMBIA 8.500000% 04/14/2024                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      200000 | PA      | $90000.00     | 0.01%             | 2024-04-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047                                  | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      720000 | PA      | $470484.00    | 0.04%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 2.659000% 05/24/2031                                       | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3312000 | PA      | $2671223.12   | 0.22%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 144A 3.500000% 04/14/2033                            | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      212000 | PA      | $157092.00    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 7.253000% 03/15/2033                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      724000 | PA      | $130309.86    | 0.01%             | 2033-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                            | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.700000% 03/02/2031                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $164883.20    | 0.01%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $27095.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 5.625000% 01/07/2041                                      | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      757000 | PA      | $640175.26    | 0.05%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/CLP SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-13804.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.642000% 11/07/2033                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      500000 | PA      | $118289.32    | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028                | CUSIP: 85227SAW6<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2837000 | PA      | $880184.78    | 0.07%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 6.300000% 06/22/2048                                    | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      540000 | PA      | $429300.00    | 0.03%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                     | FX Forward Contract: INR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-732.90      | -0.00%            |  |  |  | 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      | $-7593.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Arab Emirates Government                                 | UAE INTERNATIONAL GOVERNMENT BOND MTN 2.000000% 10/19/2031                       | CUSIP: 31424EAA0<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |      620000 | PA      | $520025.00    | 0.04%             | 2031-10-19      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 3.750000% 05/25/2027                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7048000 | PA      | $1413986.67   | 0.11%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 7.625000% 05/16/2029                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1414000 | PA      | $520352.00    | 0.04%             | 2029-05-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 5.200000% 05/15/2049                                        | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      294000 | PA      | $200239.24    | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | 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        |     5980000 | PA      | $1063986.69   | 0.09%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027                   | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      287000 | PA      | $231035.00    | 0.02%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  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      | $-22467.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EGP SETTLE 2023-01-18                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $33272.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $2299.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 6.850000% 02/12/2042                                            | CUSIP: 715638BL5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      613000 | PA      | $141360.17    | 0.01%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                   | KAZTRANSGAS JSC 4.375000% 09/26/2027                                             | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | NUSS              | KZ        |      815000 | PA      | $735472.30    | 0.06%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.181000% 07/15/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4186000 | PA      | $956066.39    | 0.08%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                     | FX Forward Contract: INR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-1450.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $20217.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                      | TUNISIAN REPUBLIC 5.625000% 02/17/2024                                           | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     2855000 | PA      | $2377463.40   | 0.19%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                | COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031                       | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      391000 | PA      | $305187.49    | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/EUR SETTLE 2023-01-10                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $32010.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.882000% 03/14/2025                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    16013000 | PA      | $3651509.28   | 0.29%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047                     | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1435000 | PA      | $953810.06    | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 5.670000% 03/13/2028                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     3000000 | PA      | $102305.22    | 0.01%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | Credit Default Swap                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | XX        |     8990000 | NC      | $525497.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 2.125000% 09/22/2031                  | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1179000 | PA      | $873238.14    | 0.07%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-655.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 3.250000% 09/21/2071                                           | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      379000 | PA      | $233317.91    | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      588000 | PA      | $454465.20    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 6.876000% 05/21/2031                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      260000 | PA      | $47458.74     | 0.00%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | IVORY COAST 5.250000% 03/22/2030                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1583000 | PA      | $1421319.41   | 0.11%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/CLP SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1167.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                   | FX Forward Contract: TWD/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |           1 | NC      | $1248.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PHP SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $398.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                        | PETRONAS CAPITAL LTD MTN 4.550000% 04/21/2050                                    | CUSIP: Y68856AV8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     1401000 | PA      | $1246880.96   | 0.10%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                      | TUNISIAN REPUBLIC 5.750000% 01/30/2025                                           | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      426000 | PA      | $293301.00    | 0.02%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                             | REPUBLIC OF ARMENIA 3.600000% 02/02/2031                                         | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |      630000 | PA      | $499636.62    | 0.04%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                   | EMPRESA NACIONAL DEL PETROLEO 4.500000% 09/14/2047                               | CUSIP: P37110AM8<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $151733.84    | 0.01%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/THB SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-351.20      | -0.00%            |  |  |  | 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        |    52357000 | PA      | $2692722.48   | 0.22%             | 2024-12-05      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III | PERUSAHAAN PENERBIT SBSN INDONESIA III 4.700000% 06/06/2032                      | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      355000 | PA      | $349297.59    | 0.03%             | 2032-06-06      | Fixed         | 4.70%                 | 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        |     1886000 | PA      | $370298.82    | 0.03%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PHP SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4915.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.875000% 07/17/2049          | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      311000 | PA      | $245475.14    | 0.02%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 5.500000% 12/12/2028                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    11380000 | PA      | $509867.44    | 0.04%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                             | MEGLOBAL CANADA ULC MTN 5.875000% 05/18/2030                                     | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | NUSS              | KW        |      222000 | PA      | $223110.00    | 0.02%             | 2030-05-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                             | R2037 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |         446 | NC      | $2080420.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/INR SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6456.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                  | TULLOW OIL PLC 144A 7.000000% 03/01/2025                                         | CUSIP: 899415AE3<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | NUSS              | GH        |     1241000 | PA      | $748964.83    | 0.06%             | 2025-03-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.903000% 02/21/2048                    | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      290000 | PA      | $182734.80    | 0.01%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/CNY SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-304775.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/COP SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1562.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 5.000000% 06/15/2045                                        | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2220000 | PA      | $1510279.08   | 0.12%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $8866.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                | REPUBLIC OF IRAQ 5.800000% 01/15/2028                                            | CUSIP: M82152AA3<br>LEI: 2549004N3P710UQ9X454 | Long             | DBT              | NUSS              | IQ        |     1713250 | PA      | $1576190.00   | 0.13%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT BOND 3.020000% 10/22/2025                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    24700000 | PA      | $3605631.61   | 0.29%             | 2025-10-22      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $-15979.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.500000% 04/01/2056                                          | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2043000 | PA      | $1488417.78   | 0.12%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                      | TUNISIAN REPUBLIC 5.625000% 02/17/2024                                           | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      250000 | PA      | $208184.19    | 0.02%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                | REPUBLIC OF SERBIA 1.500000% 06/26/2029                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     2863000 | PA      | $2183786.49   | 0.18%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                         | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 5.800000% 05/15/2050                  | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |     1165000 | PA      | $976569.84    | 0.08%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  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        |    98000000 | PA      | $2722261.01   | 0.22%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2720000 | PA      | $2011149.40   | 0.16%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $735615.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 3.650000% 06/20/2031                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    58000000 | PA      | $1824102.08   | 0.15%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                | COMISION FEDERAL DE ELECTRICIDAD 144A 4.750000% 02/23/2027                       | CUSIP: 200447AF7<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      258000 | PA      | $240585.00    | 0.02%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 2.400000% 12/17/2023                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    88000000 | PA      | $2569107.52   | 0.21%             | 2023-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 3.650000% 07/28/2025                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    12120000 | PA      | $2396840.59   | 0.19%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   735900000 | PA      | $1517300.60   | 0.12%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048                            | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      720000 | PA      | $591893.28    | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $2174.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                              | UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028                                      | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |      218000 | PA      | $174134.04    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 4.200000% 12/04/2036                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     7740000 | PA      | $314668.35    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                              | ZAMBIA GOVERNMENT BOND 11.000000% 01/25/2026                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    18620000 | PA      | $732254.49    | 0.06%             | 2026-01-25      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.757000% 04/20/2023                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1500000 | PA      | $340563.89    | 0.03%             | 2023-04-20      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                         | COSTA RICA GOVERNMENT 7.158000% 03/12/2045                                       | CUSIP: P3699PGJ0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      387000 | PA      | $369574.28    | 0.03%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | REPUBLIC OF ECUADOR 2.500000% 07/31/2035                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     5500000 | PA      | $2528559.28   | 0.20%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIGERIAN NAIRA                                                  | FX Forward Contract: NGN/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NG        |           1 | NC      | $-2989.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031                                    | CUSIP: 71654QCZ3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      540000 | PA      | $408697.92    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                     | MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050                                 | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | NUSS              | MX        |      627000 | PA      | $473385.00    | 0.04%             | 2050-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kazakhstan                                          | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 07/21/2045                | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1765000 | PA      | $1829528.40   | 0.15%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 10.750000% 10/14/2030                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      400000 | PA      | $279304.00    | 0.02%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                  | REPUBLICA ORIENT URUGUAY 4.975000% 04/20/2055                                    | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1865587 | PA      | $1782371.02   | 0.14%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 2.783000% 01/23/2031                                            | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3638000 | PA      | $3009461.65   | 0.24%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $755.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.500000% 06/02/2041                                         | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      279000 | PA      | $181559.25    | 0.01%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    10000000 | PA      | $1742202.55   | 0.14%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                | BRASKEM NETHERLANDS FINANCE BV 144A 5.875000% 01/31/2050                         | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |      654000 | PA      | $506631.83    | 0.04%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 8.200000% 08/12/2026                                            | CUSIP: 715638AY8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2240000 | PA      | $614196.63    | 0.05%             | 2026-08-12      | Fixed         | 8.20%                 | 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      | $46837.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wanda Properties International Co. Limited                      | WANDA PROPERTIES INTERNATIONAL CO LTD 7.250000% 01/29/2024                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      600000 | PA      | $538914.00    | 0.04%             | 2024-01-29      | Fixed         | 7.25%                 | 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        |          44 | NC      | $3599683.67   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 7.500000% 08/26/2026                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4587900000 | PA      | $807838.99    | 0.07%             | 2026-08-26      | Fixed         | 7.50%                 | 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      | $-46416.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 6.250000% 11/26/2025                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   647300000 | PA      | $114200.51    | 0.01%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.000000% 04/14/2033                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      179000 | PA      | $122057.52    | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL S.A.                                                  | ECOPETROL SA 5.875000% 11/02/2051                                                | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      346000 | PA      | $232692.70    | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 1.200000% 03/13/2031                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    29710000 | PA      | $970117.09    | 0.08%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 9.8% FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  3894489847 | NC      | $-123431.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 4.500000% 01/30/2030                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      206000 | PA      | $175371.74    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                             | MDGH GMTN RSC LTD MTN 3.950000% 05/21/2050                                       | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $173551.60    | 0.01%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $35060.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP World Limited                                                | DP WORLD LTD/UNITED ARAB EMIRATES MTN 4.700000% 09/30/2049                       | CUSIP: 23330JAC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |      826000 | PA      | $694352.12    | 0.06%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                            | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     1399000 | PA      | $1227518.97   | 0.10%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 6.750000% 04/18/2028                                       | CUSIP: Y8137FAL2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2557000 | PA      | $793314.24    | 0.06%             | 2028-04-18      | Fixed         | 6.75%                 | 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      | $-14899.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                          | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 1.500000% 09/30/2034                | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |      790000 | PA      | $621712.18    | 0.05%             | 2034-09-30      | Fixed         | 1.50%                 | 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        |  5895000000 | PA      | $381882.26    | 0.03%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones                                  | BANCO DE CREDITO E INVERSIONES SA 144A 3.500000% 10/12/2027                      | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | NUSS              | CL        |     1046000 | PA      | $962821.73    | 0.08%             | 2027-10-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                             | REPUBLIC OF ANGOLA VIA AVENIR II BV MTN VARIABLE RATE 07/01/2023                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AO        |     2476308 | PA      | $2482498.45   | 0.20%             | 2023-07-01      | Floating      | 12.64%                | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                              | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024                                   | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      230000 | PA      | $18400.00     | 0.00%             | 2024-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 5.750000% 05/11/2047                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1363000 | PA      | $926840.00    | 0.07%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/KRW SETTLE 2023-02-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-118470.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049                    | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      529000 | PA      | $352004.01    | 0.03%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| CNAC (HK) FINBRIDGE COMPANY LIMITED                             | CNAC HK FINBRIDGE CO LTD 4.125000% 07/19/2027                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | NUSS              | CN        |      320000 | PA      | $296966.40    | 0.02%             | 2027-07-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                           | FREEPORT INDONESIA PT MTN 5.315000% 04/14/2032                                   | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |     1099000 | PA      | $1008040.46   | 0.08%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                           | MINEJESA CAPITAL BV 144A 5.625000% 08/10/2037                                    | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | NUSS              | ID        |      995000 | PA      | $774613.03    | 0.06%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $8362.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-354.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 5.300000% 01/21/2041                                          | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1396000 | PA      | $1077186.46   | 0.09%             | 2041-01-21      | Fixed         | 5.30%                 | 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        |  6575300000 | PA      | $979276.90    | 0.08%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 6.000000% 02/26/2026                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    72840000 | PA      | $3287648.46   | 0.27%             | 2026-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 2.500000% 07/25/2027                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5419000 | PA      | $1028637.08   | 0.08%             | 2027-07-25      | Fixed         | 2.50%                 | 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        |     4000000 | PA      | $576203.84    | 0.05%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                    | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 04/08/2031                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     2780000 | PA      | $973000.00    | 0.08%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $3079.69      | 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        |     3480000 | PA      | $805477.37    | 0.07%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | Petroleos de Venezuela SA 6.000000% 11/15/2026                                   | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     3982074 | PA      | $179193.33    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 2.750000% 01/31/2027                                           | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1103000 | PA      | $1013563.00   | 0.08%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031          | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | NUSS              | ID        |      250000 | PA      | $190258.17    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 9.375000% 04/01/2029                                          | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      350000 | PA      | $415066.00    | 0.03%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 144A 6.500000% 01/23/2029                                    | CUSIP: 71654QCM2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      785000 | PA      | $671887.78    | 0.05%             | 2029-01-23      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republica Del Paraguay                                          | REPUBLIC OF PARAGUAY 5.400000% 03/30/2050                                        | CUSIP: P75744AG0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      571000 | PA      | $492027.94    | 0.04%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                | BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 5.333000% 02/15/2028                  | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      788000 | PA      | $764951.00    | 0.06%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.625000% 06/15/2035                                         | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1583000 | PA      | $1148319.60   | 0.09%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 04/17/2049                     | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      724000 | PA      | $680832.22    | 0.05%             | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-894124.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.375000% 04/15/2039                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 25561000000 | PA      | $1816077.42   | 0.15%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                              | RUSSIA GOVT BOND - OFZ 7.050000% 01/19/2028                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   271518000 | PA      | $1004244.66   | 0.08%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA INVESTMNT ISSUE 4.369000% 10/31/2028                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1200000 | PA      | $277454.96    | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | 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        |     8146000 | PA      | $1521391.44   | 0.12%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2580000 | PA      | $2322000.00   | 0.19%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1609000 | PA      | $92517.50     | 0.01%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                        | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                                     | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     4778000 | PA      | $2089612.67   | 0.17%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-43604.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 05/09/2028                  | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      415000 | PA      | $377152.00    | 0.03%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      659000 | PA      | $593100.00    | 0.05%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 5.000000% 09/30/2030                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    19660000 | PA      | $857536.33    | 0.07%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049                    | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      340000 | PA      | $226240.76    | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY 4.250000% 06/16/2031                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      759000 | PA      | $729336.31    | 0.06%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $7440.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIANJIAN HAIYU LIMITED                                          | DIANJIAN HAIYU LTD MTN 4.300000% MATURITY: PERPETUAL                             | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | NUSS              | CN        |      204000 | PA      | $200024.77    | 0.02%             | 2171-12-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | ARAB REPUBLIC OF EGYPT 7.625000% 05/29/2032                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     3489000 | PA      | $2576626.50   | 0.21%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $916962.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-30593.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 5.950000% 01/28/2031                                         | CUSIP: P78625EA7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1490000 | PA      | $1127703.52   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 6.950000% 08/12/2031                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2670000 | PA      | $659083.17    | 0.05%             | 2031-08-12      | Fixed         | 6.95%                 | 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        |    70037400 | PA      | $3602026.11   | 0.29%             | 2024-12-05      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LIMITED                               | POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030                                  | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |      569000 | PA      | $498225.46    | 0.04%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 0.500000% 07/09/2030                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5131501 | PA      | $1383912.66   | 0.11%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 1.500000% 07/09/2035                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    13040000 | PA      | $3307539.02   | 0.27%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZMW SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $24369.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-02-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1771.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $3308.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | LETRA TESOURO NACIONAL ZERO COUPON 07/01/2023                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    70349000 | PA      | $12502382.04  | 1.01%             | 2023-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                   | FX Forward Contract: COP/USD SETTLE 2023-01-06                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $-10902.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1327000 | PA      | $981174.73    | 0.08%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 6.74% FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     3027895 | NC      | $-27784.62    | -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      | $28291.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 03/04/2023                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1341000 | PA      | $1334295.00   | 0.11%             | 2023-03-04      | Fixed         | 2.88%                 | 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        |      300000 | PA      | $45318.70     | 0.00%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $312607.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dianjian International Finance Limited                          | DIANJIAN INTERNATIONAL FINANCE LTD 4.600000% MATURITY: PERPETUAL                 | CUSIP: N/A<br>LEI: 549300UN39CUV8F5DI82       | Long             | DBT              | NUSS              | CN        |      303000 | PA      | $302242.50    | 0.02%             | 2171-07-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    18000000 | PA      | $3135964.59   | 0.25%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6320000 | PA      | $1324913.98   | 0.11%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   444724581 | NC      | $-108690.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 3.625000% 10/30/2042                                           | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      925000 | PA      | $705342.14    | 0.06%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                          | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 3.700000% 11/25/2030               | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      205000 | PA      | $171283.24    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $749.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                              | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019                                   | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3976100 | PA      | $288267.25    | 0.02%             | 2019-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 8.000000% 04/20/2033                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1545000 | PA      | $1548858.62   | 0.12%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 6.82%                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    17914814 | NC      | $88935.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-10004.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 7.625000% 05/16/2029                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      774000 | PA      | $284832.00    | 0.02%             | 2029-05-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1505.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 02/08/2030                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      657000 | PA      | $540777.78    | 0.04%             | 2030-02-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 2.25%  04/18/2029                                           | CUSIP: P6S32JU32<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1479600000 | PA      | $829296.66    | 0.07%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     3591362 | NC      | $-82997.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-06-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-68854.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2915000 | PA      | $526480.04    | 0.04%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                | BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 144A 5.333000% 02/15/2028             | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      134390 | PA      | $130459.52    | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Sultanate of Oman                                               | OMAN GOV INTERNTL BOND 6.750000% 10/28/2027                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     3535000 | PA      | $3658512.90   | 0.30%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 9.750000% 11/01/2028                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      497000 | PA      | $99628.62     | 0.01%             | 2028-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EGP SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-31585.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      837000 | PA      | $723419.10    | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republica de El Salvador                                        | EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/18/2027              | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      838000 | PA      | $366625.00    | 0.03%             | 2027-01-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2222000 | PA      | $1625837.40   | 0.13%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS MTN 4.875000% 02/21/2028                                     | CUSIP: AM5152690<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      755000 | PA      | $656900.52    | 0.05%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                                | DP WORLD LTD/UNITED ARAB EMIRATES MTN 6.850000% 07/02/2037                       | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |      210000 | PA      | $222600.00    | 0.02%             | 2037-07-02      | Fixed         | 6.85%                 | Yes           |                  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        | 11590000000 | PA      | $1623582.87   | 0.13%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                     | FIRST QUANTUM MINERALS LTD 144A 6.875000% 10/15/2027                             | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |      529000 | PA      | $496320.10    | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                                 | 1MDB GLOBAL INVESTMENTS LTD 4.400000% 03/09/2023                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     2600000 | PA      | $2545400.00   | 0.21%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 10/25/2032                    | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1927000 | PA      | $2035871.65   | 0.16%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEX BONOS DESARR FIX RT 5.000000% 03/06/2025                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    19109100 | PA      | $888997.63    | 0.07%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031          | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | NUSS              | ID        |      891000 | PA      | $678080.11    | 0.05%             | 2031-11-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                            | GALAXY PIPELINE ASSETS BIDCO LTD 2.940000% 09/30/2040                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | NUSS              | AE        |     3622000 | PA      | $2908094.67   | 0.23%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | N/A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |           1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                           | FX Forward Contract: CZK/EUR SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |           1 | NC      | $24127.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 3.500000% 01/31/2034                                           | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      228000 | PA      | $194095.94    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $87531.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | Mexican Udibonos 4.500000% 12/04/2025                                            | CUSIP: EF2271213<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   137940223 | PA      | $7036793.52   | 0.57%             | 2025-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI                      | SOUTHERN GAS CORRIDOR CJSC 144A 6.875000% 03/24/2026                             | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | NUSS              | AZ        |     1132000 | PA      | $1158964.24   | 0.09%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIAN LEU                                                    | FX Forward Contract: RON/EUR SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |           1 | NC      | $1480.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      647000 | PA      | $457752.50    | 0.04%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-02-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $95392.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048          | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      740000 | PA      | $702963.00    | 0.06%             | 2048-05-21      | Fixed         | 6.15%                 | 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      | $-18006.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 1.000000% 06/17/2027                                    | CUSIP: Y6065BNV5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    39000000 | PA      | $1080672.32   | 0.09%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $13070.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                              | REPUBLIC OF ZAMBIA 5.375000% 09/20/2022                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     1792000 | PA      | $740992.00    | 0.06%             | 2022-09-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                     | EIG PEARL HOLDINGS SARL 144A 4.387000% 11/30/2046                                | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | NUSS              | SA        |      822000 | PA      | $630929.39    | 0.05%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 05/29/2032                    | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2092000 | PA      | $1544942.00   | 0.12%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CT Trust                                                        | CT TRUST 144A 5.125000% 02/03/2032                                               | CUSIP: 12659BAA2<br>LEI: 5493003LN2KNNGM2Q244 | Long             | DBT              | NUSS              | GT        |      414000 | PA      | $363530.25    | 0.03%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO    | NPC UKRENERGO 144A 6.875000% 11/09/2026                                          | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | NUSS              | UA        |      731000 | PA      | $126229.08    | 0.01%             | 2026-11-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-5.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                      | ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027                                      | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     1189000 | PA      | $1034430.00   | 0.08%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/EUR SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $181867.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 3.450000% 06/17/2043                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    56234000 | PA      | $1638190.61   | 0.13%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 7.875000% 02/11/2035                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      285000 | PA      | $101032.50    | 0.01%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                        | PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030                                    | CUSIP: Y68856AT3<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |      405000 | PA      | $369189.50    | 0.03%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                            | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036                       | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |      580000 | PA      | $466786.33    | 0.04%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | IVORY COAST 6.625000% 03/22/2048                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      356000 | PA      | $266755.89    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                       | SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039                                    | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      920000 | PA      | $821287.68    | 0.07%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 6.750000% 06/20/2026                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1299000 | PA      | $239562.00    | 0.02%             | 2026-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2385000000 | PA      | $3240583.30   | 0.26%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     4693020 | NC      | $-268.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 6.375000% 04/15/2032                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11000000000 | PA      | $679551.63    | 0.05%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan              | DEVELOPMENT BANK OF KAZAKHSTAN JSC 144A 2.950000% 05/06/2031                     | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      465000 | PA      | $367112.85    | 0.03%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2035                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      268000 | PA      | $199575.88    | 0.02%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                              | REPUBLIC OF ZAMBIA 8.970000% 07/30/2027                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     2711000 | PA      | $1197014.94   | 0.10%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 4.875000% 04/16/2043                                          | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2334000 | PA      | $1513729.70   | 0.12%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 6.375000% 04/15/2032                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  6904000000 | PA      | $426511.31    | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $102214.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                         | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2500000 | PA      | $570327.59    | 0.05%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                     | PROSUS NV MTN 3.061000% 07/13/2031                                               | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |      907000 | PA      | $699370.29    | 0.06%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                         | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     5529000 | PA      | $3825507.91   | 0.31%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10190.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $22949.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 2.500000% 08/25/2028                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     4980000 | PA      | $190525.93    | 0.02%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 8.2% 08/12/2026                                                 | CUSIP: 715638AY8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       15000 | PA      | $4112.93      | 0.00%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 1.100000% 03/12/2033                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      690000 | PA      | $534726.99    | 0.04%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    63896902 | PA      | $3161985.98   | 0.26%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco B.V.                                     | IHS NETHERLANDS HOLDCO BV 144A 8.000000% 09/18/2027                              | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | NUSS              | NG        |      299000 | PA      | $262127.32    | 0.02%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Poinsettia Finance Limited S.a r.l.                             | POINSETTIA FINANCE LTD 6.625000% 06/17/2031                                      | CUSIP: G7150PAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     5230140 | PA      | $4419468.30   | 0.36%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $17702.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2023                  | CUSIP: 903724AQ5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       24000 | PA      | $5274.00      | 0.00%             | 2023-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-670.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-182878.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | GUATEMALA GOVERNMENT BOND 144A 5.250000% 08/10/2029                              | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      701000 | PA      | $672890.36    | 0.05%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 06/16/2029                  | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      378000 | PA      | $360990.00    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: FIXED 6.96                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   188804367 | NC      | $-56779.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2027                  | CUSIP: 903724AU6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      223000 | PA      | $46141.38     | 0.00%             | 2027-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042                  | CUSIP: BQ4352952<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      378000 | PA      | $225267.82    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2820000 | PA      | $1901362.44   | 0.15%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 1.500000% 07/09/2035                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    13742000 | PA      | $3485598.25   | 0.28%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.825000% 07/18/2026                | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      909000 | PA      | $283159.43    | 0.02%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           |                  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        | 13657500000 | PA      | $2130446.49   | 0.17%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $18317.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    44698000 | PA      | $2081878.64   | 0.17%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 3.400000% 06/17/2036                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   135084000 | PA      | $4040316.77   | 0.33%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2100000 | PA      | $1287719.40   | 0.10%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-70092.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.254000% 05/31/2035                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     7600000 | PA      | $1731460.81   | 0.14%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 0.950000% 05/15/2030                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     5750000 | PA      | $189246.44    | 0.02%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                          | PERTAMINA PERSERO PT MTN 3.650000% 07/30/2029                                    | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |     1035000 | PA      | $947144.22    | 0.08%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                           | FX Forward Contract: CZK/EUR SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |           1 | NC      | $10404.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                          | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 5.375000% 02/20/2029               | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     1433000 | PA      | $1326270.16   | 0.11%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/JPY SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-143846.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                 | EXPORT-IMPORT BANK OF KOREA MTN 7.250000% 12/07/2024                             | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |   700000000 | PA      | $45374.66     | 0.00%             | 2024-12-07      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $5274.60      | 0.00%             |  |  |  | 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        |    21883000 | PA      | $607869.77    | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | REPUBLIC OF ANGOLA 8.250000% 05/09/2028                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1085000 | PA      | $986048.00    | 0.08%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    47200221 | NC      | $-195404.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                              | RUSSIAN FEDERATION 4.375000% 03/21/2029                                          | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     3000000 | PA      | $780000.00    | 0.06%             | 2029-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDINGS LIMITED                               | CHINALCO CAPITAL HOLDINGS LTD 2.125000% 06/03/2026                               | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | NUSS              | CN        |      173000 | PA      | $156521.75    | 0.01%             | 2026-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 04/12/2021                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     8178000 | PA      | $468435.84    | 0.04%             | 2023-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                            | GABON GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 12/12/2024                    | CUSIP: 362420AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      481000 | PA      | $450216.00    | 0.04%             | 2024-12-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 5.940000% 02/12/2029                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4923000 | PA      | $1182324.99   | 0.10%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $40060.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10695000 | PA      | $2436651.88   | 0.20%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Republique du Senegal                                           | REPUBLIC OF SENEGAL 6.750000% 03/13/2048                                         | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      722000 | PA      | $507441.82    | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 8.625000% 04/07/2034                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      292000 | PA      | $104010.40    | 0.01%             | 2034-04-07      | Fixed         | 8.62%                 | 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        |    68976000 | PA      | $3275318.05   | 0.26%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 8.000000% 05/22/2032          | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      301000 | PA      | $256361.70    | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                            | ABU DHABI GOVT INT'L 3.125000% 09/30/2049                                        | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     1049000 | PA      | $773878.77    | 0.06%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                         | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 5.000000% 07/27/2027                | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      865000 | PA      | $811214.30    | 0.07%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025                                   | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     9439000 | PA      | $1706076.68   | 0.14%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MYR SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8645.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     8095000 | PA      | $1500893.90   | 0.12%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-7703.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Bermuda                                           | GOVT OF BERMUDA 4.750000% 02/15/2029                                             | CUSIP: G10367AF0<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     1754000 | PA      | $1745983.26   | 0.14%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 5.875000% 01/30/2060                                          | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3002000 | PA      | $2197974.61   | 0.18%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | REPUBLIC OF ANGOLA 8.750000% 04/14/2032                                          | CUSIP: BV8060618<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1007000 | PA      | $870350.10    | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $5857.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                           | FX Forward Contract: CNY/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $35826.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-16586.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                    | ISLAMIC REP OF PAKISTAN 8.250000% 09/30/2025                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     1000000 | PA      | $479070.00    | 0.04%             | 2025-09-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                           | GOVT OF BERMUDA 4.750000% 02/15/2029                                             | CUSIP: G10367AF0<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      313000 | PA      | $311569.42    | 0.03%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 6.375000% 07/15/2037                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1500000000 | PA      | $92676.73     | 0.01%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 3.100000% 01/22/2061                                           | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      308000 | PA      | $191758.51    | 0.02%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                          | REPUBLIC OF PARAGUAY 5.600000% 03/13/2048                                        | CUSIP: P75744AF2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      903000 | PA      | $787249.92    | 0.06%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 08/01/2041              | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2206000 | PA      | $614971.03    | 0.05%             | 2041-08-01      | Floating      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    24982000 | PA      | $3734556.26   | 0.30%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                         | COSTA RICA GOVERNMENT 7.000000% 04/04/2044                                       | CUSIP: P3699PGH4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1171000 | PA      | $1101229.17   | 0.09%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025                  | CUSIP: 903724AS1<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2445000 | PA      | $504892.50    | 0.04%             | 2025-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republique du Benin                                             | BENIN INTL GOV BOND 4.950000% 01/22/2035                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      334000 | PA      | $257867.15    | 0.02%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                 | KINGDOM OF JORDAN 4.950000% 07/07/2025                                           | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      270000 | PA      | $258479.64    | 0.02%             | 2025-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051                   | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      903000 | PA      | $600495.00    | 0.05%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 5.200000% 05/28/2024          | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | XX        | 11593600000 | PA      | $735570.82    | 0.06%             | 2024-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $1419.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.935000% 09/30/2043                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2200000 | PA      | $530342.06    | 0.04%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                 | DAE FUNDING LLC 144A 3.375000% 03/20/2028                                        | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |      550000 | PA      | $486750.00    | 0.04%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 144A 6.700000% 02/16/2032                                    | CUSIP: 71643VAA3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      183000 | PA      | $143700.20    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| AES Panama Generation Holding, S.R.L.                           | AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030                     | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |      492000 | PA      | $427400.40    | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    25306000 | PA      | $4159111.98   | 0.34%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      675000 | PA      | $460272.79    | 0.04%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-02-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $909.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $322.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 2.000000% 06/17/2042                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    68120000 | PA      | $1583925.37   | 0.13%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | REPUBLIC OF ANGOLA 9.500000% 11/12/2025                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      325000 | PA      | $333827.00    | 0.03%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $3590.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 6.876000% 05/21/2031                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5982000 | PA      | $1091916.00   | 0.09%             | 2031-05-21      | Fixed         | 6.88%                 | 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        |          39 | NC      | $5238187.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 2.375000% 02/11/2030                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      800000 | PA      | $746765.71    | 0.06%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.125000% 06/15/2043                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4500000000 | PA      | $289063.75    | 0.02%             | 2043-06-15      | Fixed         | 7.12%                 | 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        |  6950100000 | PA      | $1395766.29   | 0.11%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | GHANA GOVERNMENT BOND 20.750000% 03/06/2023                                      | CUSIP: BG6008471<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1920000 | PA      | $182860.34    | 0.01%             | 2023-03-06      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6300000 | PA      | $1413162.41   | 0.11%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 3.250000% 06/24/2026                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3585000 | PA      | $672712.82    | 0.05%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 3.000000% 06/30/2030          | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      565000 | PA      | $463072.70    | 0.04%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.500000% 05/15/2038                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2012000000 | PA      | $133002.56    | 0.01%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 3.870000% 07/23/2060                                          | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      942000 | PA      | $606775.10    | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | 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        |  4338000000 | PA      | $270437.06    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                      | FX Forward Contract: KRW/USD SETTLE 2023-02-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $88419.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-307396.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                                 | FX Forward Contract: PHP/USD SETTLE 2023-01-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |           1 | NC      | $148404.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044                    | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      386000 | PA      | $311338.00    | 0.03%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 06/14/2028                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     1057000 | PA      | $1093371.56   | 0.09%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 6.500000% 09/20/2033                                          | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      711000 | PA      | $590211.05    | 0.05%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                               | OMAN GOV INTERNTL BOND 6.750000% 01/17/2048                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     3769000 | PA      | $3526103.03   | 0.28%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $42488.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6671.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1630000 | PA      | $1348825.00   | 0.11%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 10/17/2031              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      205000 | PA      | $182887.33    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.250000% 06/15/2032                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12030000000 | PA      | $837370.84    | 0.07%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA INVESTMNT ISSUE 4.119000% 11/30/2034                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1248000 | PA      | $279396.40    | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 11/17/2051                     | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1380000 | PA      | $994265.16    | 0.08%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 2.450000% 01/31/2031                                           | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      327000 | PA      | $271222.64    | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EGP SETTLE 2023-01-18                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $85831.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VEB FINANCE PUBLIC LIMITED COMPANY                              | VEB FINANCE 6.8% 11/22/2025                                                      | CUSIP: N/A<br>LEI: 635400KYY8E2NCZXJ191       | Long             | DBT              | NUSS              | RU        |      580000 | PA      | $31118.04     | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/KRW SETTLE 2023-03-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1381.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Arab Emirates Government                                 | UAE INTERNATIONAL GOVERNMENT BOND MTN 4.951000% 07/07/2052                       | CUSIP: N/A<br>LEI: 98450060C643D82DF808       | Long             | DBT              | NUSS              | AE        |      332000 | PA      | $331397.75    | 0.03%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY 6.86%                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     6859336 | NC      | $-75823.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042                 | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2568000 | PA      | $2511857.31   | 0.20%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-21770.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030                              | CUSIP: U48057EU0<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        | 43433000000 | PA      | $2816539.33   | 0.23%             | 2030-09-18      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.500000% 08/15/2032                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 26770000000 | PA      | $1779008.00   | 0.14%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 3.375000% 03/14/2024                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      936000 | PA      | $916789.54    | 0.07%             | 2024-03-14      | Fixed         | 3.38%                 | 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        |     2643000 | PA      | $467258.90    | 0.04%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republica de Honduras                                           | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                         | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      463000 | PA      | $370558.18    | 0.03%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1419000 | PA      | $1219772.40   | 0.10%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 5.400000% 08/12/2034                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1243000 | PA      | $260492.18    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1513000 | PA      | $1070447.50   | 0.09%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                                 | 1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     3100000 | PA      | $3034900.00   | 0.24%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 5.625000% 06/19/2047                                       | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |     1179000 | PA      | $770417.55    | 0.06%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-02-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $921.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 1.600000% 06/17/2035                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    27023000 | PA      | $668893.07    | 0.05%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 1.500000% 07/31/2040                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1447485 | PA      | $590691.63    | 0.05%             | 2040-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.000000% 02/15/2033                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15000000000 | PA      | $964991.17    | 0.08%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.950000% 01/28/2060                                         | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      359000 | PA      | $226896.47    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7375.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 7.64                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    23014490 | NC      | $78892.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   790000000 | PA      | $909387.87    | 0.07%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  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        |    13610000 | PA      | $2055958.31   | 0.17%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                              | BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028                   | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      797000 | PA      | $729570.61    | 0.06%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 9.3% FIXED                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  1726292278 | NC      | $-121134.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-06-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-61953.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 6.375000% 10/23/2034                                     | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $221305.25    | 0.02%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/IDR SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3531.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    65869000 | PA      | $2544560.31   | 0.21%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIA PESOS 6.000000% 01/01/2043                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   375000000 | PA      | $485568.28    | 0.04%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT BOND 2.600000% 09/01/2032                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $421951.47    | 0.03%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    21943000 | PA      | $3697017.32   | 0.30%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $2710.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                              | KINGDOM OF BAHRAIN 5.450000% 09/16/2032                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     3779000 | PA      | $3333947.17   | 0.27%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT BOND 2.620000% 09/25/2029                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     3000000 | PA      | $425812.04    | 0.03%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4938.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4413.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 2.875000% 06/17/2046                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     3431000 | PA      | $87502.51     | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 7.875000% 02/11/2035                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      816000 | PA      | $289272.00    | 0.02%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $89139.28     | 0.01%             |  |  |  | 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        |    50399000 | PA      | $2256636.90   | 0.18%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 01/21/2055                     | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      748000 | PA      | $588541.36    | 0.05%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republique du Cameroun                                          | REPUBLIC OF CAMEROON 5.950000% 07/07/2032                                        | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      543000 | PA      | $427479.43    | 0.03%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   145102383 | PA      | $6758368.41   | 0.55%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                              | ZAMBIA GOVERNMENT BOND 10.000000% 06/28/2024                                     | CUSIP: BQ2493055<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    66325000 | PA      | $3167436.00   | 0.26%             | 2024-06-28      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028                | CUSIP: 85227SAW6<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2542000 | PA      | $788660.46    | 0.06%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  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        |     9121000 | PA      | $253364.72    | 0.02%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                          | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044               | CUSIP: 486661AF8<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1020000 | PA      | $909166.80    | 0.07%             | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Royaume du Maroc                                                | KINGDOM OF MOROCCO 5.500000% 12/11/2042                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $171424.80    | 0.01%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.478000% 06/14/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4234000 | PA      | $957566.49    | 0.08%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2875000 | PA      | $459480.32    | 0.04%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                             | SUZANO AUSTRIA GMBH 144A 7.000000% 03/16/2047                                    | CUSIP: 86964WAB8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |      399000 | PA      | $398034.60    | 0.03%             | 2047-03-16      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.375000% 02/05/2050          | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      265000 | PA      | $198051.53    | 0.02%             | 2050-02-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                              | REPUBLIC OF ZAMBIA 5.375000% 09/20/2022                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      853000 | PA      | $352715.50    | 0.03%             | 2022-09-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $466.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                     | FIRST QUANTUM MINERALS LTD 144A 6.875000% 03/01/2026                             | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |      403000 | PA      | $381649.70    | 0.03%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BRK: BNP PARIBAS                                                | BRK: BNP PARIBAS PAY: 5.02% FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   246270626 | NC      | $58932.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.500000% 01/19/2063                                          | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1474000 | PA      | $1037852.98   | 0.08%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY 1.750000% 06/05/2035                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1547000 | PA      | $1081376.10   | 0.09%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     8953117 | NC      | $-133378.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                             | SUZANO AUSTRIA GMBH 144A 5.000000% 01/15/2030                                    | CUSIP: 86964WAG7<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |      494000 | PA      | $462507.50    | 0.04%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republique Gabonaise                                            | GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      900000 | PA      | $735858.00    | 0.06%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2920000 | PA      | $641740.97    | 0.05%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                | KINGDOM OF MOROCCO 3.000000% 12/15/2032                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      681000 | PA      | $541119.88    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7110000000 | PA      | $491686.21    | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                             | MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033                                      | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | NUSS              | AE        |      213000 | PA      | $224842.80    | 0.02%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MYR SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10562.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1684.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                        | PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032                                    | CUSIP: Y6886MAE0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     1724000 | PA      | $1423747.73   | 0.11%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    10901721 | NC      | $-204132.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $8355.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 5.625000% 06/19/2047                                       | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      640000 | PA      | $418208.00    | 0.03%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.875000% 09/16/2025                                    | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      852000 | PA      | $853226.88    | 0.07%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond LTD                                              | LEVIATHAN BOND LTD 144A 6.750000% 06/30/2030                                     | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | NUSS              | IL        |      393849 | PA      | $370695.40    | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 6.825000% 07/18/2026                                       | CUSIP: Y8137FAF5<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      500000 | PA      | $155753.26    | 0.01%             | 2026-07-18      | Fixed         | 6.83%                 | 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        |     4084000 | PA      | $624855.49    | 0.05%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-247314.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                             | ABU DHABI CRUDE OIL PIPELINE LLC 4.600000% 11/02/2047                            | CUSIP: AP6574192<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |     1010000 | PA      | $926675.00    | 0.07%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                              | RUSSIA GOVT BOND - OFZ 6.900000% 07/23/2031                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    32372000 | PA      | $119732.05    | 0.01%             | 2031-07-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                             | SUZANO AUSTRIA GMBH 144A 6.000000% 01/15/2029                                    | CUSIP: 86964WAC6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |      288000 | PA      | $286463.21    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 2.850000% 02/14/2030                                       | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2929000 | PA      | $2599843.11   | 0.21%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                               | OMAN GOV INTERNTL BOND 7.000000% 01/25/2051                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $193000.00    | 0.02%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZMW SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10038.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 5.200000% 05/15/2049                                        | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3070000 | PA      | $2090933.56   | 0.17%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/HUF SETTLE 2023-01-23                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-41061.16    | -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      | $-2979.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-174458.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | REPUBLIC OF ECUADOR 2.500000% 07/31/2035                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1826000 | PA      | $839481.68    | 0.07%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI                  | TURKIYE SISE VE CAM FABRIKALARI AS 144A 6.950000% 03/14/2026                     | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | NUSS              | TR        |      500000 | PA      | $486799.00    | 0.04%             | 2026-03-14      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 3.500000% 01/11/2028                                       | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1859000 | PA      | $1764468.38   | 0.14%             | 2028-01-11      | Fixed         | 3.50%                 | 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      | $-6232.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP World Limited                                                | DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048                       | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |      439000 | PA      | $410984.78    | 0.03%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 2.400000% 09/17/2025                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    29490000 | PA      | $1206468.32   | 0.10%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                | VEDANTA RESOURCES FINANCE II PLC 8.950000% 03/11/2025                            | CUSIP: G9T27HAD6<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | NUSS              | IN        |      540000 | PA      | $366525.00    | 0.03%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-30593.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                | VEDANTA RESOURCES FINANCE II PLC 144A 13.875000% 01/21/2024                      | CUSIP: 92243XAD3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | NUSS              | IN        |      286000 | PA      | $249075.23    | 0.02%             | 2024-01-21      | Fixed         | 13.88%                | Yes           |                  2 | On Loan: No      |
| Republica Del Paraguay                                          | REPUBLIC OF PARAGUAY 2.739000% 01/29/2033                                        | CUSIP: P75744AK1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      874000 | PA      | $699476.62    | 0.06%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-03-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $93202.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                | KINGDOM OF MOROCCO 3.000000% 12/15/2032                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      336000 | PA      | $266984.26    | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 9.850000% 06/28/2027                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5060000000 | PA      | $918944.35    | 0.07%             | 2027-06-28      | Fixed         | 9.85%                 | 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      | $-17885.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 6.400000% 06/05/2049                                          | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      520000 | PA      | $419758.86    | 0.03%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TRY SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-53571.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                  | REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050                                    | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      170000 | PA      | $166572.48    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                         | FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |      400000 | PA      | $247232.00    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 2.45% FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    65039533 | NC      | $-11295.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | REPUBLIC OF NIGERIA 7.696000% 02/23/2038                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1811000 | PA      | $1226771.40   | 0.10%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 3.875000% 06/12/2030                                      | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      389000 | PA      | $337587.78    | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                           | CEMEX SAB DE CV 144A 3.875000% 07/11/2031                                        | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |      572000 | PA      | $482787.96    | 0.04%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 4.500000% 03/15/2029                                        | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      843000 | PA      | $728394.02    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/IDR SETTLE 2023-02-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-72187.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1695.27      | 0.00%             |  |  |  | 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        |     3000000 | PA      | $425792.64    | 0.03%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                           | GOVT OF BERMUDA 3.717000% 01/25/2027                                             | CUSIP: G10367AD5<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      143000 | PA      | $137458.75    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      685000 | PA      | $564761.95    | 0.05%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 0.500000% 07/09/2029                                       | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |       13070 | PA      | $3487.23      | 0.00%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      800000 | PA      | $180304.64    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | 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        |          78 | NC      | $8759156.25   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.350000% 02/12/2048                                         | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      370000 | PA      | $226162.50    | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PHP SETTLE 2023-02-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-31954.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      313000 | PA      | $229286.80    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/EUR SETTLE 2023-01-23                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $155520.80    | 0.01%             |  |  |  | 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        |     8360000 | PA      | $1210996.51   | 0.10%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                          | MONGOLIA INTL BOND 5.125000% 04/07/2026                                          | CUSIP: Y6142NAC2<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      781000 | PA      | $667811.79    | 0.05%             | 2026-04-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY:2.33%                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   830040908 | NC      | $140895.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                    | FX Forward Contract: CLP/USD SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $132651.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      410000 | PA      | $114296.52    | 0.01%             | 2041-08-01      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                        | TSMC ARIZONA CORP 2.500000% 10/25/2031                                           | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |      200000 | PA      | $163674.19    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $295.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10729.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4798.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 4.150000% 09/20/2027                                       | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      372000 | PA      | $364652.32    | 0.03%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2035                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     4067666 | PA      | $1870060.83   | 0.15%             | 2035-07-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                | BRAZIL MINAS SPE 5.333% 02/15/28                                                 | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      616000 | PA      | $597982.00    | 0.05%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                   | FX Forward Contract: COP/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $-2930.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                 | INTER-AMERICAN DEVELOPMENT BANK MTN 7.875000% 03/14/2023                         | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | XX        | 44650000000 | PA      | $2879914.24   | 0.23%             | 2023-03-14      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-619076.83   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/PLN SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-24386.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                          | MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 03/09/2024                  | CUSIP: Y6142NAA6<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |     2651000 | PA      | $2551599.08   | 0.21%             | 2024-03-09      | Fixed         | 8.75%                 | 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        | 12896000000 | PA      | $853259.68    | 0.07%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                | REPUBLIC OF IRAQ 01/15/2028 5.8%                                                 | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |      858688 | PA      | $789992.50    | 0.06%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/CZK SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-717.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                               | OMAN GOV INTERNTL BOND 6.250000% 01/25/2031                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1188000 | PA      | $1194543.50   | 0.10%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1500533 | PA      | $586043.56    | 0.05%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           |                  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        |    57733000 | PA      | $2679675.10   | 0.22%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $3229.02      | 0.00%             |  |  |  | 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        |  7650100000 | PA      | $1037695.69   | 0.08%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 6.500000% 02/15/2048                                          | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      296000 | PA      | $243466.45    | 0.02%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      613000 | PA      | $473787.70    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avenir Issuer II (Ireland) DAC                                  | REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DA 6.927000% 02/19/2027          | CUSIP: N/A<br>LEI: 635400VEZIQKZPR7KU35       | Long             | DBT              | NUSS              | AO        |     3188571 | PA      | $2893628.57   | 0.23%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| NEON CAPITAL LIMITED                                            | NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KY        |   245168372 | PA      | $1619343.18   | 0.13%             | 2028-01-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      447000 | PA      | $395649.31    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $13480.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030                               | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |      228000 | PA      | $182742.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-06-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-68943.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 6.900000% 08/12/2037                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1171000 | PA      | $274356.22    | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                             | REPUBLIC OF ARMENIA 3.600000% 02/02/2031                                         | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |      435000 | PA      | $344987.19    | 0.03%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 9.375000% 04/01/2029                                          | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      164000 | PA      | $194488.07    | 0.02%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110                    | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2756000 | PA      | $2318083.97   | 0.19%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.600000% 11/27/2026                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1613000 | PA      | $92748.85     | 0.01%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-178434.88   | -0.01%            |  |  |  | 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      | $-40817.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                            | REPUBLIC OF GABON 6.625000% 02/06/2031                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      240000 | PA      | $195960.00    | 0.02%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                  | REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034                                    | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2946174 | PA      | $3184099.41   | 0.26%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1145000000 | PA      | $1318036.86   | 0.11%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     7036000 | PA      | $1573630.36   | 0.13%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                     | FX Forward Contract: INR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-5163.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY:7.14                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        | 10885264411 | NC      | $229873.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025                                   | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    35886000 | PA      | $6486308.71   | 0.52%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $476.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 3.870000% 07/23/2060                                          | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1010000 | PA      | $650576.28    | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republique du Senegal                                           | REPUBLIC OF SENEGAL 6.750000% 03/13/2048                                         | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      230000 | PA      | $161650.44    | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | REPUBLIC OF ECUADOR 5.500000% 07/31/2030                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      498098 | PA      | $320062.07    | 0.03%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 7.750000% 09/01/2026                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1905000 | PA      | $392506.20    | 0.03%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.350000% 06/28/2024                | CUSIP: 85227SBA3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      864000 | PA      | $266756.98    | 0.02%             | 2024-06-28      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   155276097 | PA      | $7772474.39   | 0.63%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 1.950000% 07/30/2037                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     4580000 | PA      | $140443.62    | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                   | FX Forward Contract: COP/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $2679.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independent State of Papua New Guinea                           | PAPUA NEW GUINEA GOVERNMENT INTERNATIONAL BOND 144 8.375000% 10/04/2028          | CUSIP: 69888UAB1<br>LEI: 254900NKI6OC90ZW9W36 | Long             | DBT              | NUSS              | PG        |      275000 | PA      | $238700.00    | 0.02%             | 2028-10-04      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $13850.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    29971056 | PA      | $1371816.54   | 0.11%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.250000% 02/02/2033                     | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2776000 | PA      | $2251302.69   | 0.18%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-64002.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT BOND 3.280000% 12/03/2027                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    23300000 | PA      | $3442479.59   | 0.28%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                   | FX Forward Contract: TWD/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |           1 | NC      | $-1871.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     2705129 | NC      | $-164.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | GHANA GOVERNMENT INTERNATIONAL BOND 144A 10.750000% 10/14/2030                   | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1055000 | PA      | $736664.30    | 0.06%             | 2030-10-14      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| The State of Qatar                                              | QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 03/14/2029                    | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      759000 | PA      | $745899.66    | 0.06%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                 | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 01/15/2028                   | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      418000 | PA      | $422271.96    | 0.03%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |      320000 | PA      | $237120.00    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                             | KOREA TREASURY BOND 3.125000% 09/10/2027                                         | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        | 10654590000 | PA      | $8199036.80   | 0.66%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | Ivory Coast Government International Bond 6.625000% 03/22/2048                   | CUSIP: AR7769417<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | CORP              | CI        |      271000 | PA      | $203064.17    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republique du Benin                                             | BENIN INTL GOV BOND 4.950000% 01/22/2035                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      819000 | PA      | $632314.96    | 0.05%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1223.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 1.500000% 07/09/2035                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2191000 | PA      | $555737.58    | 0.04%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                     | EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030                             | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1060000 | PA      | $916891.23    | 0.07%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                              | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 144A VARIABLE RATE 11/08/2026        | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | NUSS              | UA        |      990000 | PA      | $168300.00    | 0.01%             | 2026-11-08      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 8.625000% 04/07/2034                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     2898000 | PA      | $1032267.60   | 0.08%             | 2034-04-07      | Fixed         | 8.62%                 | 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        |          14 | NC      | $1729474.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA RUPEE                                                     | FX Forward Contract: INR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-2089.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-02-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $1076.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI ANONIM SIRKETI                       | AYDEM YENILENEBILIR ENERJI AS 144A 7.750000% 02/02/2027                          | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | NUSS              | TR        |      655000 | PA      | $533222.40    | 0.04%             | 2027-02-02      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 3.250000% 07/25/2025                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     8670000 | PA      | $1813164.09   | 0.15%             | 2025-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.762000% 04/07/2037                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1000000 | PA      | $238465.38    | 0.02%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                               | FX Forward Contract: MYR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $2635.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $6804.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                       | BANK LEUMI LE-ISRAEL BM 144A 3.275000% 01/29/2031                                | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | NUSS              | IL        |      431000 | PA      | $381383.28    | 0.03%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $18066.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEL Energy VI S.a r.l.                                          | FEL ENERGY VI SARL 144A 5.750000% 12/01/2040                                     | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | NUSS              | MX        |      177503 | PA      | $151892.51    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 4.125000% 02/22/2042                                        | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1266000 | PA      | $791344.14    | 0.06%             | 2042-02-22      | Fixed         | 4.12%                 | 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      | $620.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1085.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 6.375000% 10/14/2025                                          | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      819000 | PA      | $784192.50    | 0.06%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/CZK SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1155.93     | -0.00%            |  |  |  | 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        |     3500000 | PA      | $503725.71    | 0.04%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC.                                         | GRAN TIERRA ENERGY INC 144A 7.750000% 05/23/2027                                 | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |      293000 | PA      | $237346.57    | 0.02%             | 2027-05-23      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CHILEAN PESO                                                    | FX Forward Contract: CLP/USD SETTLE 2023-02-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $128013.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE S.A.                                  | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 5.875000% MATURITY: PERPETUAL     | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      417000 | PA      | $371565.72    | 0.03%             | 2171-01-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8087.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.               | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 3.250000% 08/15/2030            | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | NUSS              | KZ        |      450000 | PA      | $318226.50    | 0.03%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.625000% 12/02/2040                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1164000 | PA      | $691351.33    | 0.06%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | PETROLEOS DE VENEZUELA S 5.50% 04/12/2037                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |     1000000 | PA      | $45035.71     | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     2368423 | NC      | $-165.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT INTERNATIONAL BOND 144A 1.250000% 10/26/2026                    | CUSIP: 60367QAB9<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1460000 | PA      | $1313296.82   | 0.11%             | 2026-10-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                         | ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024                            | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      477000 | PA      | $294824.16    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                         | SASOL FINANCING USA LLC 5.875000% 03/27/2024                                     | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |      442000 | PA      | $432094.64    | 0.03%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/INR SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4258.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.500000% 04/16/2050                                          | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      735000 | PA      | $554068.48    | 0.04%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   577724723 | NC      | $-95285.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 01/31/2027                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      472000 | PA      | $422298.40    | 0.03%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-01-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-4131.96     | -0.00%            |  |  |  | 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      | $8141.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/RON SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-868.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL ENERGY ANDINA, LLC                                    | SIERRACOL ENERGY ANDINA LLC 144A 6.000000% 06/15/2028                            | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     1237000 | PA      | $970747.50    | 0.08%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 1.585000% 12/17/2035                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    63197000 | PA      | $1553821.69   | 0.13%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $5049.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | REPUBLIC OF ECUADOR 5.500000% 07/31/2030                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      924000 | PA      | $593733.28    | 0.05%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 2.750000% 07/23/2029                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    55670000 | PA      | $2122800.02   | 0.17%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 8.500000% 10/12/2035                                       | CUSIP: Y20721AE9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1265000 | PA      | $1597062.50   | 0.13%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA 8.000000% 05/22/2032                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      970000 | PA      | $826149.00    | 0.07%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    11902918 | NC      | $-19871.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   525000000 | PA      | $713335.95    | 0.06%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  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      | $-981.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS MTN 8.750000% 06/02/2029                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1861707 | PA      | $1745705.53   | 0.14%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1520.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY 2.125000% 09/22/2031                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1438000 | PA      | $1065069.08   | 0.09%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $14642.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6500000 | PA      | $1330767.43   | 0.11%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    13110000 | PA      | $2748357.96   | 0.22%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $27647.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIA PESOS 4.500000% 03/01/2026                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   625000000 | PA      | $712703.21    | 0.06%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 144A 5.350000% 02/12/2028                                    | CUSIP: 71654QCH3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      279000 | PA      | $234768.71    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | Yes           |                  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        | 10917200000 | PA      | $1529333.81   | 0.12%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-94638.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                   | FX Forward Contract: COP/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $-20197.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 10.750000% 10/14/2030                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     3054000 | PA      | $2132486.04   | 0.17%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045                                      | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      560000 | PA      | $414765.28    | 0.03%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1379000 | PA      | $1185388.40   | 0.10%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 3.250000% 04/22/2032                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1280000 | PA      | $930812.66    | 0.08%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Financiera de Desarrollo Territorial S.A.                       | FINANCIERA DE DESARROLLO TERRITORIAL SA FINDETER 1 7.875000% 08/12/2024          | CUSIP: 31772MAA0<br>LEI: 54930036EU95I2CWYJ76 | Long             | DBT              | NUSS              | CO        |  1127000000 | PA      | $210033.81    | 0.02%             | 2024-08-12      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047                                      | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      709000 | PA      | $560959.57    | 0.05%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                | SERBIA TREASURY BONDS 5.875000% 02/08/2028                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    43860000 | PA      | $379665.59    | 0.03%             | 2028-02-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 4.850000% 09/27/2027                                    | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      420000 | PA      | $397950.00    | 0.03%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                           | FX Forward Contract: CNY/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $304.71       | 0.00%             |  |  |  | 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      | $-1075637.73  | -0.09%            |  |  |  | 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        |     3685000 | PA      | $739293.54    | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                    | FX Forward Contract: RON/EUR SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |           1 | NC      | $590.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 5.248000% 09/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2667000 | PA      | $644014.17    | 0.05%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046                                     | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      347000 | PA      | $252903.25    | 0.02%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 5.250000% 08/10/2029                                       | CUSIP: P5015VAP1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1250000 | PA      | $1199875.81   | 0.10%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/THB SETTLE 2023-01-06                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-19301.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 144A 6.950000% 01/28/2060                                    | CUSIP: 71654QDA7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      308000 | PA      | $194663.27    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY 3.125000% 09/21/2051                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      892000 | PA      | $535578.21    | 0.04%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 3.775000% 06/25/2032                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   181773000 | PA      | $5750231.22   | 0.46%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/RON SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-9.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                    | ISLAMIC REP OF PAKISTAN 7.875000% 03/31/2036                                     | CUSIP: Y8793YAL6<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $70000.00     | 0.01%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                    | FX Forward Contract: CLP/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $46910.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                              | QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050                    | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1150000 | PA      | $1051967.10   | 0.08%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MINMETALS BOUNTEOUS FINANCE (BVI) LIMITED                       | MINMETALS BOUNTEOUS FINANCE BVI LTD 3.375000% MATURITY: PERPETUAL                | CUSIP: N/A<br>LEI: 3003005FATJ63Y0MR949       | Long             | DBT              | NUSS              | CN        |      805000 | PA      | $773202.50    | 0.06%             | 2171-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                           | GOVT OF BERMUDA 2.375000% 08/20/2030                                             | CUSIP: G10367AE3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      221000 | PA      | $186421.65    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                          | KALLPA GENERACION SA 144A 4.125000% 08/16/2027                                   | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | NUSS              | PE        |      723000 | PA      | $662478.83    | 0.05%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                   | EMPRESA NACIONAL DEL PETROLEO 5.250000% 11/06/2029                               | CUSIP: P37110AN6<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      749000 | PA      | $723575.31    | 0.06%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      402000 | PA      | $291785.61    | 0.02%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1248.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 4.500000% 01/30/2030                                          | CUSIP: P3579ECF2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1723000 | PA      | $1466822.84   | 0.12%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 7.850000% 03/14/2029                                       | CUSIP: Y8137FAP3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1598000 | PA      | $495782.62    | 0.04%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES OVERSEAS LIMITED                               | WANDA PROPERTIES OVERSEAS LTD 6.875000% 07/23/2023                               | CUSIP: N/A<br>LEI: 549300BJ7FGBP0KHXY31       | Long             | DBT              | NUSS              | CN        |      232000 | PA      | $219750.40    | 0.02%             | 2023-07-23      | Fixed         | 6.88%                 | 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        |  3621700000 | PA      | $507345.13    | 0.04%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     4807975 | NC      | $-66078.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 3.500000% 02/12/2034                                       | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      203000 | PA      | $162454.54    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | 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      | $-134958.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    50000000 | NC      | $-37556.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | REPUBLIC OF POLAND 5.750000% 11/16/2032                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1031000 | PA      | $1097093.29   | 0.09%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | REPUBLIC OF POLAND 5.500000% 11/16/2027                                          | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1155000 | PA      | $1184942.22   | 0.10%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      112225 | PA      | $43830.25     | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.375000% 03/15/2034                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 30833000000 | PA      | $2167152.25   | 0.17%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                             | MDGH GMTN RSC LTD MTN 4.500000% 11/07/2028                                       | CUSIP: 55276VAG7<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | NUSS              | AE        |      548000 | PA      | $542739.20    | 0.04%             | 2028-11-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENCOSUD S.A.                                                   | CENCOSUD SA 144A 4.375000% 07/17/2027                                            | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | NUSS              | CL        |     1819000 | PA      | $1728285.76   | 0.14%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                             | CENTRAIS ELETRICAS BRASILEIRAS SA 144A 4.625000% 02/04/2030                      | CUSIP: 15236FAB6<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | NUSS              | BR        |      226000 | PA      | $197750.00    | 0.02%             | 2030-02-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     6669601 | NC      | $-104255.78   | -0.01%            |  |  |  | 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      | $-125.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $19584.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-25506.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-03-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $2968.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    89701877 | PA      | $5546596.81   | 0.45%             | 2026-12-21      | Fixed         | 10.50%                | 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        |    11445000 | PA      | $2023374.24   | 0.16%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VEB FINANCE PUBLIC LIMITED COMPANY                              | VNESHECONOMBANK VIA VEB FINANCE PLC 144A 6.800000% 11/22/2025                    | CUSIP: 91821XAD5<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | NUSS              | RU        |      150000 | PA      | $7182.71      | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT BOND 14.292000% 01/05/2028                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    19000000 | PA      | $659563.64    | 0.05%             | 2028-01-05      | Fixed         | 14.29%                | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | TURKEY GOVERNMENT BOND 1.5%  06/18/2025                                          | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | USGA              | TR        |    13622349 | PA      | $2419326.73   | 0.20%             | 2025-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 3.700000% 10/07/2033                                       | CUSIP: P5015VAM8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      700000 | PA      | $576242.72    | 0.05%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.500000% 01/23/2029                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      955000 | PA      | $817392.14    | 0.07%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048          | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      657000 | PA      | $624117.15    | 0.05%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2791000 | PA      | $2191624.38   | 0.18%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVT INTL BOND 0.550000% 10/21/2025                                        | CUSIP: Y15025AB8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1150000 | PA      | $1032308.01   | 0.08%             | 2025-10-21      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $10967.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/RON SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3058.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 5.125000% 04/15/2027                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19322000000 | PA      | $1193526.80   | 0.10%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2050                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      519000 | PA      | $383081.41    | 0.03%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 7.190000% 09/12/2024                                         | CUSIP: P78625DC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    45182100 | PA      | $2144655.74   | 0.17%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     6361099 | NC      | $-361.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/THB SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6872.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Senegal                                           | REPUBLIC OF SENEGAL 4.750000% 03/13/2028                                         | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      827000 | PA      | $759577.16    | 0.06%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANESE REPUBLIC 8.250000% 05/17/2034                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     7412000 | PA      | $427672.40    | 0.03%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 2.000000% 10/13/2033                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    38630000 | PA      | $1280054.00   | 0.10%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 6.125000% 01/18/2041                                        | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1586000 | PA      | $1260911.58   | 0.10%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/EUR SETTLE 2023-01-23                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $8485.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2300000 | PA      | $501165.04    | 0.04%             | 2032-07-15      | Fixed         | 3.58%                 | 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        |          18 | NC      | $2256187.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029                   | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      377000 | PA      | $330086.12    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 1.875000% 05/27/2030                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      230000 | PA      | $211592.44    | 0.02%             | 2030-05-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 8.750000% 03/11/2061                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      693000 | PA      | $240471.00    | 0.02%             | 2061-03-11      | Fixed         | 8.75%                 | 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        | 11845700000 | PA      | $1606806.69   | 0.13%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.500000% 05/15/2038                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2137000000 | PA      | $141265.64    | 0.01%             | 2038-05-15      | Fixed         | 7.50%                 | 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      | $-17268.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3285000 | PA      | $747543.51    | 0.06%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-01-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-7297.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Benin                                             | BENIN INTL GOV BOND 6.875000% 01/19/2052                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      158000 | PA      | $121548.32    | 0.01%             | 2052-01-19      | Fixed         | 6.88%                 | 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      | $-1480.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA S.A.                                           | FONDO MIVIVIENDA SA 144A 7.000000% 02/14/2024                                    | CUSIP: 344593AE8<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |     3704000 | PA      | $947004.06    | 0.08%             | 2024-02-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY 3.125000% 09/21/2051                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     2887000 | PA      | $1733424.09   | 0.14%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                          | REPUBLIC OF PARAGUAY 4.950000% 04/28/2031                                        | CUSIP: P75744AJ4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      880000 | PA      | $850413.04    | 0.07%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1019000 | PA      | $210961.92    | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 5.103000% 04/23/2048                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      214000 | PA      | $214884.25    | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 4.150000% 10/24/2030                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2875000 | PA      | $484615.13    | 0.04%             | 2030-10-24      | Fixed         | 4.15%                 | 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        |  5331000000 | PA      | $332342.09    | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | 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        | 11951000000 | PA      | $855401.34    | 0.07%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                                  | FX Forward Contract: ILS/USD SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |           1 | NC      | $-79627.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                          | MONGOLIA INTL BOND 3.500000% 07/07/2027                                          | CUSIP: Y6142NAF5<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      494000 | PA      | $394017.66    | 0.03%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 7.550000% 03/28/2030                                       | CUSIP: Y8137FAR9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1255000 | PA      | $387895.12    | 0.03%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $10682.53     | 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        |     9219000 | PA      | $2067927.66   | 0.17%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $391742.84    | 0.03%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-75.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 7%                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   264995633 | NC      | $-84926.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    52186814 | PA      | $2430681.76   | 0.20%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION ELECTRICA, S.A.                          | EMPRESA DE TRANSMISION ELECTRICA SA 144A 5.125000% 05/02/2049                    | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | NUSS              | PA        |      635000 | PA      | $512412.96    | 0.04%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republika Srbija                                                | SERBIA INTERNATIONAL BOND MTN 2.050000% 09/23/2036                               | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1141000 | PA      | $682332.59    | 0.06%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                    | QATARENERGY TRADING LLC 144A 3.125000% 07/12/2041                                | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |      292000 | PA      | $224376.30    | 0.02%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANESE REPUBLIC 6.650000% 04/22/2024                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2250000 | PA      | $129734.33    | 0.01%             | 2024-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-42801.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 2.750000% 06/17/2052                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     1861000 | PA      | $43776.77     | 0.00%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAMME LIMITED                                 | SHARJAH SUKUK PROGRAM LTD MTN 3.854000% 04/03/2026                               | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | AE        |      359000 | PA      | $342453.69    | 0.03%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/IDR SETTLE 2023-02-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-261.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1085000 | PA      | $665321.69    | 0.05%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY:8.37                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        | 11102749344 | NC      | $88980.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  1931133335 | NC      | $-298145.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    75000000 | PA      | $87030.86     | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                         | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 5.710000% 11/15/2023                  | CUSIP: 74445PAB8<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |      618000 | PA      | $618000.00    | 0.05%             | 2023-11-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    21544051 | NC      | $-346866.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 6.400000% 02/14/2035                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2176000 | PA      | $2207356.03   | 0.18%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.052900% 01/15/2032                     | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1152000 | PA      | $840211.20    | 0.07%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 2.875000% 06/06/2025                                      | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3091000 | PA      | $2917720.86   | 0.24%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 6.850000% 03/14/2024                                       | CUSIP: Y8137FAN8<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      512000 | PA      | $157962.78    | 0.01%             | 2024-03-14      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI INTERNATIONAL BOND 5.250000% 01/16/2050                                    | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      680000 | PA      | $666400.00    | 0.05%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      260000 | PA      | $154946.11    | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                              | UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028                                      | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |      592000 | PA      | $472877.76    | 0.04%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 3.875000% 04/23/2023                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      239000 | PA      | $237685.50    | 0.02%             | 2023-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 7.125000% 06/15/2042                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12000000000 | PA      | $771885.02    | 0.06%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $12648.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 1.500000% 04/24/2040                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    27480000 | PA      | $724883.35    | 0.06%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                    | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     3033000 | PA      | $1198035.00   | 0.10%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI                      | SOUTHERN GAS CORRIDOR CJSC 6.875000% 03/24/2026                                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |     5772000 | PA      | $5909489.04   | 0.48%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 5.400000% 08/12/2034                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4002000 | PA      | $838688.42    | 0.07%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $13316.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EUR SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-54564.23    | -0.00%            |  |  |  | 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        |   195201600 | PA      | $9269127.28   | 0.75%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/INR SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $22857.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 5.248000% 09/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      950000 | PA      | $229401.37    | 0.02%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales, S.A                               | TELECOMUNICACIONES DIGITALES SA 144A 4.500000% 01/30/2030                        | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | NUSS              | PA        |      208000 | PA      | $186836.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 2.150000% 07/28/2031                                       | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2059000 | PA      | $1704224.17   | 0.14%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                 | KINGDOM OF JORDAN 5.850000% 07/07/2030                                           | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      505000 | PA      | $451369.00    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                        | EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 02/01/2041              | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      545000 | PA      | $210545.36    | 0.02%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/CNY SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-20578.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO    | NPC UKRENERGO 144A 6.875000% 11/09/2026                                          | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | NUSS              | UA        |      300000 | PA      | $51804.00     | 0.00%             | 2026-11-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047                                  | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       92000 | PA      | $60117.40     | 0.00%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                            | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A 8.375000% 11/08/2027                      | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | NUSS              | CO        |  2351000000 | PA      | $361422.25    | 0.03%             | 2027-11-08      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | REPUBLIC OF POLAND 5.750000% 11/16/2032                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2570000 | PA      | $2734752.42   | 0.22%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPEK, S.A.B. DE C.V.                                           | ALPEK SAB DE CV 144A 4.250000% 09/18/2029                                        | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | NUSS              | MX        |      653000 | PA      | $592597.50    | 0.05%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDINGS LIMITED                               | CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL                      | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | NUSS              | CN        |      224000 | PA      | $217805.88    | 0.02%             | 2171-03-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                | FX Forward Contract: IDR/USD SETTLE 2023-01-24                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $16156.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032                                     | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5087000 | PA      | $4127128.93   | 0.33%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047                                    | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      386000 | PA      | $282590.60    | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6822000 | PA      | $1530253.01   | 0.12%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                         | EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.068000% 08/18/2050                     | CUSIP: P3742RAW0<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | NUSS              | CL        |      250000 | PA      | $156243.95    | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047                                    | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      560000 | PA      | $409976.00    | 0.03%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | JPMORGAN CHASE BANK NA MTN 7.500000% 06/15/2035                                  | CUSIP: ZR7661609<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        | 36336000000 | PA      | $2404159.73   | 0.19%             | 2035-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 5.375000% 04/24/2032                                       | CUSIP: P5015VAK2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      540000 | PA      | $529470.00    | 0.04%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republica de Honduras                                           | HONDURAS GOVERNMENT 6.250000% 01/19/2027                                         | CUSIP: P5178RAC2<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       90000 | PA      | $79183.55     | 0.01%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 6.150000% 08/12/2032                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4479000 | PA      | $1030609.93   | 0.08%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/21/2051                  | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      299000 | PA      | $179526.78    | 0.01%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $12357.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-155206.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 3.750000% 03/01/2030                                            | CUSIP: JK2053607<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $197741.70    | 0.02%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $22815.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | LETRA TESOURO NACIONAL ZERO COUPON 01/01/2024                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    68366000 | PA      | $11427231.71  | 0.92%             | 2024-01-01      | None          | 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        | 14690000000 | PA      | $1032512.78   | 0.08%             | 2034-03-15      | Fixed         | 8.38%                 | 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        |          76 | NC      | $8202656.25   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2535000 | PA      | $395162.65    | 0.03%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                           | FX Forward Contract: CNY/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $6560.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-559.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                              | QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.817000% 03/14/2049                    | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1863000 | PA      | $1811767.50   | 0.15%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 3.875000% 02/15/2061                                        | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1035000 | PA      | $574765.43    | 0.05%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $77.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                               | REPUBLIC OF GHANA 10.750000% 10/14/2030                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1570000 | PA      | $1096268.20   | 0.09%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/PLN SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-30123.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 4.375000% 03/21/2023                                        | CUSIP: 195325BP9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2871000000 | PA      | $580262.23    | 0.05%             | 2023-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)                  | OIL AND GAS HOLDING CO BSCC/THE 144A 7.625000% 11/07/2024                        | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | NUSS              | BH        |      220000 | PA      | $223502.40    | 0.02%             | 2024-11-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 4.750000% 06/19/2032                                       | CUSIP: P7808BAA5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      754000 | PA      | $582766.60    | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 3.100000% 05/07/2041                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      243000 | PA      | $174555.96    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BRAZIL LOAN TRUST 1                                             | BRAZIL LOAN TRUST 1 144A 5.477000% 07/24/2023                                    | CUSIP: 105859AA0<br>LEI: 549300V5WCG7Q7KQX569 | Long             | DBT              | CORP              | BR        |       56680 | PA      | $56680.08     | 0.00%             | 2023-07-24      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                              | ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/20/2022                   | CUSIP: 988895AA6<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      299000 | PA      | $123636.50    | 0.01%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)                  | OIL AND GAS HOLDING CO BSCC/THE 144A 8.375000% 11/07/2028                        | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | NUSS              | BH        |      560000 | PA      | $586990.88    | 0.05%             | 2028-11-07      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Dubai                                                | EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS MT 3.900000% 09/09/2050          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |      490000 | PA      | $349781.60    | 0.03%             | 2050-09-09      | Fixed         | 3.90%                 | 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      | $-2305.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.899000% 11/16/2027                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      776000 | PA      | $176420.65    | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 5.000000% 10/12/2046                                    | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      357000 | PA      | $249007.50    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 05/26/2028                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      261000 | PA      | $240805.01    | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                | KINGDOM OF MOROCCO 4.000000% 12/15/2050                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      673000 | PA      | $459916.09    | 0.04%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                     | RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032                                | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | NUSS              | IN        |      800000 | PA      | $648587.82    | 0.05%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY 1.500000% 11/17/2050                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      552000 | PA      | $291125.08    | 0.02%             | 2050-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | PERU BONO SOBERANO 6.9% 08/12/2037                                               | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3326000 | PA      | $779256.01    | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/KRW SETTLE 2023-01-06                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-32332.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBK Tier 1 Financing (2) Limited                                | NBK TIER 1 FINANCING 2 LTD 144A 4.500000% MATURITY: PERPETUAL                    | CUSIP: 62878WAA6<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | NUSS              | KW        |      513000 | PA      | $470090.63    | 0.04%             | 2171-05-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    12592558 | NC      | $-106613.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 5.750000% 04/18/2023                                       | CUSIP: Y8137FAK4<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      434000 | PA      | $134521.29    | 0.01%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA 4.000000% 02/14/2051                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1606000 | PA      | $1062818.68   | 0.09%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UZAUTO MOTORS Joint Stock Company                               | UZAUTO MOTORS AJ 144A 4.850000% 05/04/2026                                       | CUSIP: 46653NAA0<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | NUSS              | UZ        |     1744000 | PA      | $1436567.68   | 0.12%             | 2026-05-04      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $4986.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 3.550000% 03/10/2051                                            | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      602000 | PA      | $427918.38    | 0.03%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 4.900000% 06/01/2030                                       | CUSIP: P5015VAH9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1385000 | PA      | $1308513.62   | 0.11%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT BOND 14.556000% 10/13/2027                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    11537000 | PA      | $406120.59    | 0.03%             | 2027-10-13      | Fixed         | 14.56%                | 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        |    90294000 | PA      | $4383884.96   | 0.35%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $540419.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                            | MILLICOM INTERNATIONAL CELLULAR SA 144A 5.125000% 01/15/2028                     | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | NUSS              | GT        |      507600 | PA      | $472029.75    | 0.04%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 3.400000% 06/17/2036                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    53400000 | PA      | $1597175.95   | 0.13%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 1.25% 3/12/28                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | USGA              | TH        |    56563000 | PA      | $1790122.30   | 0.14%             | 2028-03-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 4.150000% 01/26/2028                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2145000 | PA      | $393608.03    | 0.03%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                    | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      805000 | PA      | $275712.50    | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | MEXICAN UDIBONOS 3.5%  11/16/2023                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    72009115 | PA      | $3614229.58   | 0.29%             | 2023-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                    | FX Forward Contract: RON/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |           1 | NC      | $571.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 9.750000% 06/05/2026                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    19150000 | PA      | $326490.13    | 0.03%             | 2026-06-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI                    | TURK IHRACAT KR 5.750000% 07/06/2026                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |      671000 | PA      | $609543.11    | 0.05%             | 2026-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 4.817000% 03/14/2049                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |     2837000 | PA      | $2758982.50   | 0.22%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 1.750000% 06/23/2032                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    18680000 | PA      | $619034.99    | 0.05%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $658.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA 8.250000% 02/28/2048                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      801000 | PA      | $618572.25    | 0.05%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/IDR SETTLE 2023-01-18                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-40108.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 5.170000% 10/13/2027                                     | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      499000 | PA      | $512115.73    | 0.04%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA 4.000000% 02/14/2051                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      168000 | PA      | $111179.04    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  1623158367 | NC      | $-239028.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042                  | CUSIP: BQ4352952<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      297000 | PA      | $176996.14    | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 4.750000% 02/11/2029                                       | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      119000 | PA      | $119314.87    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $155.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                                 | 1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     3300000 | PA      | $3230700.00   | 0.26%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 6.250000% 11/26/2025                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 16666200000 | PA      | $2940349.85   | 0.24%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                            | Empresas Publicas de Medellin ESP 7.625000% 09/10/2024                           | CUSIP: 29246BAC2<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |  3116000000 | PA      | $573882.09    | 0.05%             | 2024-09-10      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $18365.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/CNY SETTLE 2023-03-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-13994.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                                | REPUBLIC OF SERBIA 1.650000% 03/03/2033                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      270000 | PA      | $174157.33    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      990000 | PA      | $675066.76    | 0.05%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 5.375000% 04/24/2030                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |      600000 | PA      | $536022.58    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   424147078 | NC      | $-409673.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1178.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                 | COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028                                     | CUSIP: P06518AG2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      950000 | PA      | $725063.13    | 0.06%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 10/29/2035                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1700000 | PA      | $1334209.44   | 0.11%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                          | KALLPA GENERACION SA 144A 4.875000% 05/24/2026                                   | CUSIP: 48344FAA8<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | NUSS              | PE        |      263000 | PA      | $252525.39    | 0.02%             | 2026-05-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    29099000 | PA      | $6395212.48   | 0.52%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.150000% 11/20/2059                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      539000 | PA      | $351652.22    | 0.03%             | 2059-11-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LIMITED                                       | DP WORLD CRESCENT LTD MTN 4.848000% 09/26/2028                                   | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | NUSS              | AE        |      475000 | PA      | $468751.85    | 0.04%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-3282.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBK SPC LIMITED                                                 | NBK SPC LTD 144A 1.625000% 09/15/2027                                            | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | NUSS              | KW        |      680000 | PA      | $597040.00    | 0.05%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   410390000 | PA      | $577823.53    | 0.05%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica de Mocambique                                         | MOZAMBIQUE INTERNATIONAL BOND 144A 5.000000% 09/15/2031                          | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |     1356000 | PA      | $1030560.00   | 0.08%             | 2031-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KOREAN WON                                                      | FX Forward Contract: KRW/USD SETTLE 2023-01-19                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $38462.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT BOND 3.270000% 11/19/2030                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    12100000 | PA      | $1796802.22   | 0.14%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4433.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                         | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 4.750000% 05/15/2025                  | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |      240000 | PA      | $236025.24    | 0.02%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/PLN SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-15992.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 5.940000% 02/12/2029                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      367000 | PA      | $88140.01     | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                            | YAPI VE KREDI BANKASI AS MTN 5.850000% 06/21/2024                                | CUSIP: 984848AJ0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | NUSS              | TR        |      429000 | PA      | $420771.78    | 0.03%             | 2024-06-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS, LLC                                         | ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COL 4.050000% 04/27/2026          | CUSIP: 00216DAA9<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | NUSS              | CL        |      255000 | PA      | $224846.25    | 0.02%             | 2026-04-27      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                     | REPUBLIC OF PHILIPPINES 5.609000% 04/13/2033                                     | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      210000 | PA      | $222158.11    | 0.02%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                                 | FX Forward Contract: PHP/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |           1 | NC      | $113757.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Mocambique                                         | REPUBLIC OF MOZAMBIQUE 5.000000% 09/15/2031                                      | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      200000 | PA      | $152000.00    | 0.01%             | 2031-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iochpe-Maxion Austria GmbH                                      | IOCHPE-MAXION AUSTRIA GMBH / MAXION WHEELS DE MEXI 5.000000% 05/07/2028          | CUSIP: 46188AAA2<br>LEI: 529900AOUL9V2EKUEZ41 | Long             | DBT              | NUSS              | BR        |      620000 | PA      | $515536.20    | 0.04%             | 2028-05-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/KRW SETTLE 2023-03-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-19192.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $16998.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     5012193 | NC      | $-389.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    27064261 | NC      | $-89675.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | Petroleos de Venezuela SA 6.000000% 05/16/2024                                   | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     8101936 | PA      | $384841.96    | 0.03%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    12047000 | PA      | $2466423.88   | 0.20%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRK: BNP PARIBAS                                                | BRK: BNP PARIBAS PAY: 1-DAY BRL - CETIP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     7697191 | NC      | $116793.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.696000% 02/23/2038                  | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      601000 | PA      | $407117.40    | 0.03%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANESE REPUBLIC 6.000000% 01/27/2023                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      560000 | PA      | $31864.00     | 0.00%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TWD SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-46484.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 0.500000% 07/09/2030                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5649575 | PA      | $1523631.85   | 0.12%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                           | MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031                      | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | NUSS              | BR        |      337000 | PA      | $277891.18    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     4102283 | NC      | $-95821.38    | -0.01%            |  |  |  | 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        |  9503600000 | PA      | $1462343.91   | 0.12%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 6.200000% 05/11/2027                                       | CUSIP: Y8137FAH1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1014000 | PA      | $313406.90    | 0.03%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                      | TUNISIAN REPUBLIC 144A 6.375000% 07/15/2026                                      | CUSIP: AZ5985371<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     2375000 | PA      | $1581700.98   | 0.13%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TRY SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-49498.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 6.375000% 08/15/2028                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2052000000 | PA      | $130363.13    | 0.01%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      346000 | PA      | $286315.00    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 5.200000% 09/12/2023                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $207667.01    | 0.02%             | 2023-09-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA WAKALA SUKUK BERHAD                                    | MALAYSIA WAKALA SUKUK BHD 2.070000% 04/28/2031                                   | CUSIP: Y57542AA3<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |     1230000 | PA      | $1038774.02   | 0.08%             | 2031-04-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 8.000000% 04/20/2033                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      576000 | PA      | $577438.55    | 0.05%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 4.650000% 10/07/2041                                       | CUSIP: P5015VAN6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      210000 | PA      | $168617.78    | 0.01%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | 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        |     1500000 | PA      | $218185.75    | 0.02%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $978582.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                | KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047                            | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      440000 | PA      | $340076.00    | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    12034000 | PA      | $1798961.25   | 0.15%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                        | REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    88105000 | PA      | $4032687.28   | 0.33%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                  | TULLOW OIL PLC 144A 10.250000% 05/15/2026                                        | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | NUSS              | GH        |      351000 | PA      | $281502.00    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PHP SETTLE 2023-01-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3239.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                          | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 3.375000% 02/05/2030          | CUSIP: 71568QAL1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      750000 | PA      | $635625.00    | 0.05%             | 2030-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2250000 | PA      | $512619.61    | 0.04%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NWD (MTN) LIMITED                                               | NWD MTN LTD 4.125000% 07/18/2029                                                 | CUSIP: N/A<br>LEI: 254900STSWBVJ5FV9O74       | Long             | DBT              | NUSS              | HK        |      757000 | PA      | $614661.29    | 0.05%             | 2029-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3271.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-84853.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                           | MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031                      | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | NUSS              | BR        |      888000 | PA      | $732247.38    | 0.06%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      732000 | PA      | $539826.47    | 0.04%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/31/2030                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1559715 | PA      | $1002223.70   | 0.08%             | 2030-07-31      | Fixed         | 5.50%                 | Yes           |                  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        |  4352300000 | PA      | $678919.44    | 0.05%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                      | FX Forward Contract: GHS/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $200019.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT BOND 16.100000% 05/07/2029                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    14920000 | PA      | $545437.99    | 0.04%             | 2029-05-07      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS INTERNATIONAL                                | BRK: GOLDMAN SACHS INTERNATIONAL PAY: 7.316% FIXED                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     4292973 | NC      | $-77243.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 3.000000% 01/15/2034                                            | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1046000 | PA      | $823885.67    | 0.07%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 6.400000% 02/14/2035                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1220000 | PA      | $1237580.13   | 0.10%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.882000% 03/14/2025                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10309000 | PA      | $2350803.04   | 0.19%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                     | EIG PEARL HOLDINGS SARL 144A 3.545000% 08/31/2036                                | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | NUSS              | SA        |      657000 | PA      | $549848.56    | 0.04%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/EGP SETTLE 2023-01-18                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $67165.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                 | KINGDOM OF JORDAN 7.375000% 10/10/2047                                           | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      667000 | PA      | $571090.74    | 0.05%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                          | REPUBLIC OF KAZAKHSTAN 4.875000% 10/14/2044                                      | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |     2204000 | PA      | $1964513.36   | 0.16%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 5.875000% 06/26/2031                                          | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2181000 | PA      | $1782793.02   | 0.14%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 5.103000% 04/23/2048                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      353000 | PA      | $354458.60    | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                              | CSN RESOURCES SA 144A 4.625000% 06/10/2031                                       | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | NUSS              | BR        |      625000 | PA      | $494981.38    | 0.04%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| The State of Qatar                                              | STATE OF QATAR 3.750000% 04/16/2030                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |     2744000 | PA      | $2654820.00   | 0.21%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 2.875000% 12/17/2028                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    19665000 | PA      | $592771.91    | 0.05%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027                     | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      498000 | PA      | $410586.06    | 0.03%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 4.875000% 04/16/2043                                          | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1095000 | PA      | $710168.82    | 0.06%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                           | REPUBLIC OF ECUADOR 1.500000% 07/31/2040                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2636000 | PA      | $1075702.44   | 0.09%             | 2040-07-31      | Fixed         | 1.50%                 | 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        |    26897800 | PA      | $1204360.56   | 0.10%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 144A 7.690000% 01/23/2050                                    | CUSIP: 71654QCW0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      427000 | PA      | $295440.74    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $2654.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.350000% 02/12/2048                                         | CUSIP: P78625DE0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      678000 | PA      | $414427.50    | 0.03%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/TRY SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1786.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                           | FX Forward Contract: CZK/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |           1 | NC      | $3488.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                                | SERBIA TREASURY BONDS 4.500000% 08/20/2032                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    10270000 | PA      | $76651.97     | 0.01%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                    | ISLAMIC REP OF PAKISTAN 6.875000% 12/05/2027                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      319000 | PA      | $123236.08    | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047                                      | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      880000 | PA      | $696254.48    | 0.06%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 2.750000% 07/23/2029                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    25230000 | PA      | $962066.54    | 0.08%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 4.500000% 01/19/2063                                          | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1077000 | PA      | $758322.70    | 0.06%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                      | ESKOM HOLDINGS SOC LTD MTN 7.500000% 09/15/2033                                  | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |    35200000 | PA      | $1481061.22   | 0.12%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA 8.000000% 05/22/2032                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      578000 | PA      | $492282.60    | 0.04%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 6.875000% 06/24/2024          | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      662000 | PA      | $607265.84    | 0.05%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                        | TSMC ARIZONA CORP 3.250000% 10/25/2051                                           | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |      220000 | PA      | $157989.53    | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.504000% 04/30/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2500000 | PA      | $582553.92    | 0.05%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.625000% 06/15/2035                                         | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     3100000 | PA      | $2248762.32   | 0.18%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | IVORY COAST 6.625000% 03/22/2048                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     3359000 | PA      | $2516946.71   | 0.20%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     6905000 | PA      | $1491389.74   | 0.12%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                             | ABU DHABI CRUDE OIL PIPELINE LLC 144A 3.650000% 11/02/2029                       | CUSIP: 00401MAA4<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |      207000 | PA      | $193545.00    | 0.02%             | 2029-11-02      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    13886737 | NC      | $-15215.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1865000 | PA      | $1652856.25   | 0.13%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 3.771000% 05/24/2061                                       | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      999000 | PA      | $630898.13    | 0.05%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     5602000 | PA      | $4398953.69   | 0.35%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $12122.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    23805835 | NC      | $-21645.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $3382.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY 1.750000% 06/05/2035                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      265000 | PA      | $185238.96    | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 02/27/2027                 | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      394000 | PA      | $348583.62    | 0.03%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                    | STATE OIL CO OF THE AZERBAIJAN REPUBLIC 6.950000% 03/18/2030                     | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |      230000 | PA      | $237011.32    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Company Limited                              | GC TREASURY CENTER CO LTD MTN 4.300000% 03/18/2051                               | CUSIP: 36830BAC9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | NUSS              | TH        |      735000 | PA      | $510115.30    | 0.04%             | 2051-03-18      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                              | BONOS DE TESORERIA 6.350000% 08/12/2028                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1880000 | PA      | $468227.00    | 0.04%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 7.500000% 07/25/2028                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     9759000 | PA      | $2289031.61   | 0.18%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/PHP SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2952.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 3.000000% 01/30/2030                                        | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2336000 | PA      | $1786078.11   | 0.14%             | 2030-01-30      | Fixed         | 3.00%                 | 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        |     5900000 | PA      | $931751.37    | 0.08%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY: 1-DAY BRL - CETIP                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     5579011 | NC      | $-323.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/USD SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1442.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/RON SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-726.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                         | CORP NACIONAL DEL COBRE DE CHILE 144A 3.700000% 01/30/2050                       | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      452000 | PA      | $336365.78    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      800000 | PA      | $182050.17    | 0.01%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 7.750000% 09/01/2027                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      580000 | PA      | $120008.96    | 0.01%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $5578.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 2.3883% FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   182310318 | NC      | $-25967.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2355000 | PA      | $1743890.26   | 0.14%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029                   | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      500000 | PA      | $437780.00    | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | REPUBLIC OF ANGOLA 9.375000% 05/08/2048                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     3580000 | PA      | $2828200.00   | 0.23%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Azarbayjan Respublikasi                                         | REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029                                      | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |      250000 | PA      | $235195.96    | 0.02%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 6.850000% 01/27/2045                                          | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1386000 | PA      | $1201632.12   | 0.10%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVERNMENT BOND 2.890000% 11/18/2031                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    40670000 | PA      | $5842452.34   | 0.47%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZMW SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $33746.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LIMITED                                   | SHIMAO GROUP HOLDINGS LTD 5.200000% 01/30/2025                                   | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | NUSS              | CN        |     1406000 | PA      | $256595.00    | 0.02%             | 2025-01-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-03-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $4064.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-01-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $125.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      443000 | PA      | $420783.57    | 0.03%             | 2025-04-11      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.899000% 11/16/2027                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    11750000 | PA      | $2671317.82   | 0.22%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                | FX Forward Contract: PEN/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $3450.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                  | REPUBLICA ORIENT URUGUAY 8.250000% 05/21/2031                                    | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    13839901 | PA      | $300534.50    | 0.02%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1870000 | PA      | $106777.00    | 0.01%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-02-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6803.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 1.000000% 07/09/2029                                       | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1117484 | PA      | $296644.42    | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Azarbayjan Respublikasi                                         | REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032                                      | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |     1324000 | PA      | $1102230.00   | 0.09%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                             | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2044000 | PA      | $576590.16    | 0.05%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)                  | OIL AND GAS HOLDING CO BSCC/THE 8.375000% 11/07/2028                             | CUSIP: N/A<br>LEI: 549300OBH16L6TS6IW50       | Long             | DBT              | NUSS              | BH        |      450000 | PA      | $471689.10    | 0.04%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061                     | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      658000 | PA      | $405222.72    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                               | REPUBLIC OF KENYA 6.875000% 06/24/2024                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $183464.00    | 0.01%             | 2024-06-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UAH CURRENCY FV PLACEHOLDER VALUED AT BROKER QUOTE AVERAGE FROM NINETY ONE       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    88497075 | PA      | $1230343.55   | 0.10%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                         | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047                     | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2683000 | PA      | $2397378.55   | 0.19%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BRK: HSBC BANK                                                  | BRK: HSBC BANK PAY: 7.345                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    15930397 | NC      | $68785.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                        | TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050                                    | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | NUSS              | CN        |      450000 | PA      | $284453.85    | 0.02%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                              | ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    12744000 | PA      | $359745.69    | 0.03%             | 2031-01-25      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Qatar Energy                                                    | QATARENERGY TRADING LLC 2.250000% 07/12/2031                                     | CUSIP: M8180AAD0<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |     2491000 | PA      | $2061207.84   | 0.17%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 1.450000% 12/17/2024                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    67979000 | PA      | $1954963.79   | 0.16%             | 2024-12-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 1.950000% 11/17/2036                                            | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1550000 | PA      | $1132051.36   | 0.09%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1100000 | PA      | $814555.96    | 0.07%             | 2032-09-29      | Fixed         | 2.25%                 | 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        |  4922400000 | PA      | $866737.87    | 0.07%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                          | BRK: J.P. MORGAN CHASE PAY:7.51                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  1479239910 | NC      | $-5277.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                     | REPUBLIC OF NIGERIA 7.875000% 02/16/2032                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      923000 | PA      | $693846.79    | 0.06%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029                  | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      281000 | PA      | $51291.94     | 0.00%             | 2029-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      453000 | PA      | $348784.39    | 0.03%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $745.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uganda                                              | UGANDA GOVERNMENT BOND 14.250000% 06/22/2034                                     | CUSIP: V3843WBS8<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  3800000000 | PA      | $911908.60    | 0.07%             | 2034-06-22      | Fixed         | 14.25%                | 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      | $363.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 6.500000% 02/15/2048                                          | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2468000 | PA      | $2029983.78   | 0.16%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 10876000000 | PA      | $752120.84    | 0.06%             | 2029-05-15      | Fixed         | 8.25%                 | 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        |    24642000 | PA      | $721534.40    | 0.06%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033                     | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1959000 | PA      | $1385992.50   | 0.11%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                      | REPUBLIC OF SRI LANKA 6.200000% 05/11/2027                                       | CUSIP: Y8137FAH1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      910000 | PA      | $281262.60    | 0.02%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-29216.63    | -0.00%            |  |  |  | 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      | $-12192.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                          | REPUBLIC OF UZBEKISTAN 3.900000% 10/19/2031                                      | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      505000 | PA      | $414100.00    | 0.03%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.600300% 03/01/2029                     | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      583000 | PA      | $473600.05    | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 3.750000% 09/12/2031                                      | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1999000 | PA      | $1678703.11   | 0.14%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1625.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                           | FREEPORT INDONESIA PT MTN 5.315000% 04/14/2032                                   | CUSIP: Y7141BAB9<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |      641000 | PA      | $587947.17    | 0.05%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049                   | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      409000 | PA      | $318529.20    | 0.03%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $34299.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                         | REPUBLIC OF COSTA RICA 7% 04/04/2044                                             | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      230000 | PA      | $216240.24    | 0.02%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    11518838 | NC      | $-699.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 0.050000% 11/29/2029                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    31030000 | PA      | $969481.84    | 0.08%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                             | LEBANESE REPUBLIC 6.750000% 11/29/2027                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1123000 | PA      | $64594.96     | 0.01%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                               | OMAN GOV INTERNTL BOND 7.000000% 01/25/2051                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      999000 | PA      | $964035.00    | 0.08%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE. LTD.                                            | MEDCO BELL PTE LTD 144A 6.375000% 01/30/2027                                     | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | NUSS              | ID        |      466000 | PA      | $420188.58    | 0.03%             | 2027-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $7101.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                    | FX Forward Contract: PLN/EUR SETTLE 2023-01-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $21681.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/EUR SETTLE 2023-01-06                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $59831.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 01/15/2045                 | CUSIP: Y20721BM0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      210000 | PA      | $202664.10    | 0.02%             | 2045-01-15      | Fixed         | 5.12%                 | 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      | $-1934.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: ING BANK NV                                                | BRK: ING BANK NV PAY: 5.695% FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     7101289 | NC      | $34136.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                  | FX Forward Contract: EGP/USD SETTLE 2023-05-31                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-66796.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                               | FX Forward Contract: MYR/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $42459.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                      | CHINA GOVT INTL BOND 3.250000% 10/19/2023                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     1392000 | PA      | $1379764.32   | 0.11%             | 2023-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                     | RELIANCE INDUSTRIES LTD 144A 3.625000% 01/12/2052                                | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | NUSS              | IN        |      671000 | PA      | $440267.25    | 0.04%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 5.300000% 01/21/2041                                          | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1551000 | PA      | $1196788.11   | 0.10%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                              | FX Forward Contract: ZAR/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $29655.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    49740443 | NC      | $-53406.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                    | STATE OIL CO OF THE AZER 6.95% 03/18/2030                                        | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |     2380000 | PA      | $2452551.92   | 0.20%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                            | GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      361000 | PA      | $295160.82    | 0.02%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                 | EXPORT-IMPORT BANK OF KOREA MTN 5.750000% 03/05/2024                             | CUSIP: Y2R832FT7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        | 12200000000 | PA      | $775690.38    | 0.06%             | 2024-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                              | REPUBLIC OF PANAMA 8.125000% 04/28/2034                                          | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      478000 | PA      | $569656.50    | 0.05%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 5.87 FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   504947603 | NC      | $101158.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 6.875000% 08/15/2051                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 28231000000 | PA      | $1729494.44   | 0.14%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2691000 | PA      | $1788643.12   | 0.14%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 4.600000% 02/10/2048                                       | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      394000 | PA      | $303843.19    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                   | KAZTRANSGAS JSC 144A 4.375000% 09/26/2027                                        | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |      165000 | PA      | $148899.30    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 6.375000% 08/15/2028                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 44000000000 | PA      | $2795310.74   | 0.23%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025                                   | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    21448000 | PA      | $3876674.72   | 0.31%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                        | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      132000 | PA      | $96805.17     | 0.01%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2100000 | PA      | $434759.59    | 0.04%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 16674000000 | PA      | $1153076.77   | 0.09%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK: ING BANK NV                                                | BRK: ING BANK NV PAY: 6.325% FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    11109229 | NC      | $-13408.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.800000% 08/17/2023                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    13526000 | PA      | $3074655.27   | 0.25%             | 2023-08-17      | Fixed         | 3.80%                 | 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        | 12216000000 | PA      | $792182.09    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | 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      | $-38318.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                            | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 04/16/2025                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      901000 | PA      | $861312.75    | 0.07%             | 2025-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 8.000000% 04/20/2033                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4478000 | PA      | $4489183.76   | 0.36%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                   | EMPRESA NACIONAL DEL PETROLEO 144A 3.450000% 09/16/2031                          | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      331000 | PA      | $278283.76    | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  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      | $-36151.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                    | FX Forward Contract: MXN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $701.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1022.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Financiera de Desarrollo Territorial S.A.                       | FINDETER 7.875000% 08/12/2024                                                    | CUSIP: P40420AA2<br>LEI: 54930036EU95I2CWYJ76 | Long             | DBT              | NUSS              | CO        |   884000000 | PA      | $164747.01    | 0.01%             | 2024-08-12      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                         | CORP NACIONAL DEL COBRE DE CHILE 3.000000% 09/30/2029                            | CUSIP: P3143NBE3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      224000 | PA      | $195653.76    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                      | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5472000 | PA      | $3827340.11   | 0.31%             | 2050-01-14      | Fixed         | 4.75%                 | 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        |     3000000 | PA      | $468019.33    | 0.04%             | 2051-04-12      | Fixed         | 3.72%                 | 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        |    13911000 | PA      | $2128394.89   | 0.17%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   538140000 | PA      | $1036934.71   | 0.08%             | 2032-11-24      | Fixed         | 4.75%                 | 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      | $-11.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | TITULOS DE TESORERIA 7.000000% 03/26/2031                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 10051800000 | PA      | $1462299.57   | 0.12%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 6M BUDAPEST INTERBANK OFFER RATE (BUBOR)                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   256484397 | NC      | $-34251.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                             | PETROLEOS DEL PERU SA 5.625000% 06/19/2047                                       | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |     4974000 | PA      | $3250260.30   | 0.26%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                    | HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   539600000 | PA      | $1112563.40   | 0.09%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/BRL SETTLE 2023-03-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4117.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                     | IVORY COAST 4.875000% 01/30/2032                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      370000 | PA      | $310842.81    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                           | POLAND GOVERNMENT BOND 2.500000% 07/25/2027                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5538000 | PA      | $1051225.72   | 0.08%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/KRW SETTLE 2023-01-06                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-63748.83    | -0.01%            |  |  |  | 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        |     7630000 | PA      | $369040.28    | 0.03%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                         | SASOL FINANCING USA LLC 4.375000% 09/18/2026                                     | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |      351000 | PA      | $310307.58    | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                   | REPUBLIC OF INDONESIA 3.550000% 03/31/2032                                       | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      249000 | PA      | $224478.32    | 0.02%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                  | LETRA TESOURO NACIONAL ZERO COUPON 01/01/2025                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    34000000 | PA      | $5069736.64   | 0.41%             | 2025-01-01      | None          | 0.00%                 | 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      | $-11211.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                                 | FX Forward Contract: PHP/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |           1 | NC      | $46017.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 4.650000% 10/07/2041                                       | CUSIP: P5015VAN6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      239000 | PA      | $191903.10    | 0.02%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                  | ANGLOGOLD ASHANTI HOLDINGS PLC 3.750000% 10/01/2030                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | NUSS              | AU        |      229000 | PA      | $198619.59    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS TESORERIA PESOS 4.500000% 03/01/2026                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1145000000 | PA      | $1305672.28   | 0.11%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leader Goal International Limited                               | LEADER GOAL INTERNATIONAL LTD MTN 4.250000% MATURITY: PERPETUAL                  | CUSIP: N/A<br>LEI: 3003004DZA8V8EM94C74       | Long             | DBT              | NUSS              | CN        |      212000 | PA      | $211788.03    | 0.02%             | 2171-07-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                             | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029                   | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      675000 | PA      | $591003.00    | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures.                                             | CSN INOVA VENTURES 144A 6.750000% 01/28/2028                                     | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | NUSS              | BR        |      592000 | PA      | $564881.60    | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Greenko Power II Limited                                        | GREENKO POWER II LTD 4.300000% 12/13/2028                                        | CUSIP: V3855MAA5<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | NUSS              | IN        |      500000 | PA      | $418038.54    | 0.03%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                          | ARAB REPUBLIC OF EGYPT 7.903000% 02/21/2048                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      854000 | PA      | $538122.48    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/IDR SETTLE 2023-01-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4979.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                              | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    16624088 | NC      | $-65525.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                             | THAILAND GOVERNMENT BOND 3.625000% 06/16/2023                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    30000000 | PA      | $875853.61    | 0.07%             | 2023-06-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                 | CZECH REPUBLIC 2.500000% 08/25/2028                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   116480000 | PA      | $4456317.29   | 0.36%             | 2028-08-25      | Fixed         | 2.50%                 | 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        | 35797000000 | PA      | $2562195.77   | 0.21%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                 | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 07/07/2030                   | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      559000 | PA      | $499634.20    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  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        |    20144600 | PA      | $974334.05    | 0.08%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                   | FX Forward Contract: THB/USD SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $416.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 4.254000% 05/31/2035                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     8924000 | PA      | $2033099.51   | 0.16%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                | COMISION FEDERAL DE ELECTRICIDAD 7.350000% 11/25/2025                            | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    39784700 | PA      | $1884374.56   | 0.15%             | 2025-11-25      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $350.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                             | REPUBLIC OF TURKEY 9.875000% 01/15/2028                                          | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1244000 | PA      | $1287233.98   | 0.10%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                         | SA GLOBAL SUKUK LTD 1.602000% 06/17/2026                                         | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | NUSS              | SA        |      847000 | PA      | $755959.36    | 0.06%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Republique du Senegal                                           | SENEGAL GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 03/13/2028                  | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      113000 | PA      | $103787.45    | 0.01%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                        | UNITED MEXICAN STATES 2.659000% 05/24/2031                                       | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      339000 | PA      | $273413.24    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 7.450000% 04/30/2044                  | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      687000 | PA      | $639567.16    | 0.05%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      361000 | PA      | $230317.53    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.000000% 10/01/2028          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1115000000 | PA      | $1282472.25   | 0.10%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                         | ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    10610000 | PA      | $1916278.99   | 0.15%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                           | CEMEX SAB DE CV 144A 5.450000% 11/19/2029                                        | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |      750000 | PA      | $719996.24    | 0.06%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                              | ZAMBIA GOVERNMENT BOND 13.000000% 12/18/2027                                     | CUSIP: AQ3216613<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     5630000 | PA      | $199168.28    | 0.02%             | 2027-12-18      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Ukraine                                                         | UKRAINE GOVERNMENT 7.375000% 09/25/2032                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      493000 | PA      | $89380.90     | 0.01%             | 2032-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                  | FX Forward Contract: BRL/USD SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $-2646.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/ZAR SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-65654.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                              | REPUBLIC OF PERU 3.230000% 07/28/2121                                            | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2105000 | PA      | $1221736.23   | 0.10%             | 2121-07-28      | Fixed         | 3.23%                 | 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        |     5421000 | PA      | $1087574.03   | 0.09%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                           | REPUBLIC OF COLOMBIA 3.000000% 01/30/2030                                        | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      550000 | PA      | $420523.53    | 0.03%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                | FX Forward Contract: HUF/EUR SETTLE 2023-03-16                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $122031.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                    | FX Forward Contract: USD/HUF SETTLE 2023-03-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-326.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azarbayjan Respublikasi                                         | REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029                                      | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |     1795000 | PA      | $1688707.01   | 0.14%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                               | REPUBLIC OF CHILE 4.000000% 01/31/2052                                           | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      287000 | PA      | $221435.97    | 0.02%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                              | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC VARIABLE RATE 07/19/2024             | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | NUSS              | UA        |      720000 | PA      | $130054.75    | 0.01%             | 2024-07-19      | Fixed         | 7.12%                 | 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        | 18789000000 | PA      | $1171332.87   | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                          | REPUBLIC OF GUATEMALA 4.500000% 05/03/2026                                       | CUSIP: P5015VAF3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      185000 | PA      | $177608.50    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | 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        |    48472000 | PA      | $9517033.09   | 0.77%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                            | FX Forward Contract: EUR/RON SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-861.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                             | DOMINICAN REPUBLIC 6.000000% 02/22/2033                                          | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3139000 | PA      | $2831541.26   | 0.23%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | R2035 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |         314 | NC      | $1624453.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerajaan Malaysia                                               | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6620000 | PA      | $1492020.89   | 0.12%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                    | PETROLEOS DE VENEZUELA S 5.50% 04/12/2037                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |      740000 | PA      | $33326.43     | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | 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