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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0297 350000000.00 350000000.00 0.0346 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 2.900000% L3I9ZG2KFGXZ61BMYR72 BRTPETAY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 7 7/8 BOND 21 2021-02-15 7.875000 3624000.00 4127396.25 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 6110100.00 6074305.91 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 9000000.00 9000000.00 0.0009 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 2.950000% 7TK5RJIZDFROZCA6XF66 BRTPETB37 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2048-11-01 4.000000 4463321.00 4520532.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-07-01 4.000000 16498976.00 16732463.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-08-01 4.000000 49275879.00 49859999.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-10-01 4.000000 18978184.00 19196178.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 1430873.00 1450998.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 5313531.00 5377070.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 220749.00 223896.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 1447710.00 1465879.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 2774877.00 2806776.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 1301934.00 1318480.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 15326779.00 15523213.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 7381797.00 7470944.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 24939496.00 25264830.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 4.500000 500000.00 506166.23 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 1099540.00 1112228.50 Agency Mortgage-Backed Securities GINNIE MAE I 2046-05-15 4.500000 1622959.00 1643325.24 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 150000000.00 150000000.00 0.0148 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 2.950000% ZBUT11V806EZRVTWT807 BRTPETB86 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 77560000.00 76500136.28 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 353000000.00 353000000.00 0.0349 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.850000% KX1WK48MPD4Y2NCUIZ63 BRTPETBH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2022-08-15 1.625000 38300.00 37312.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 4200.00 5400.94 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2019-07-15 1.875000 15536200.00 18494296.85 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-06-30 2.750000 4890800.00 4922893.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.00 100.00 97.80 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0285 23000000.00 23000000.00 0.0023 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 2.950000% G5GSEF7VJP5I7OUK5573 BRTPETBN3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2025-02-15 2.000000 128899000.00 125555617.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 87874100.00 100547170.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 1.625000 4409400.00 4375805.29 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 130729400.00 126521482.07 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 350000000.00 350000000.00 0.0346 N Y Y N SEI DAILY INCOME TRUST 2019-01-08 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director