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P-1 Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 9000000.00 9000000.00 0.0009 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, F 2.570000% 8NAV47T0Y26Q87Y0QP81 BRTQD7QJ3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_18-18A 2045-05-25 4.500000 4757083.00 3987068.73 Agency Collateralized Mortgage Obligation FNMA_18-8D 2047-10-25 3.500000 25268000.00 23606940.90 Agency Collateralized Mortgage Obligation FNMA_18-35 2048-05-25 2.810000 30746911.00 28941089.75 Agency Collateralized Mortgage Obligation FNMA_18-19D 2045-09-25 3.500000 29481000.00 27986264.35 Agency Collateralized Mortgage Obligation FNMA_18-45K 2038-10-25 3.500000 27284000.00 27106290.21 Agency Collateralized Mortgage Obligation FHLMC_4824D 2029-10-15 4.000000 28907000.00 29187380.11 Agency Collateralized Mortgage Obligation FHLMC_48-57 2049-01-15 4.500000 25548050.00 27396638.34 Agency Collateralized Mortgage Obligation GNMA_17-42B 2044-06-20 3.000000 44533829.00 32843196.00 Agency Collateralized Mortgage Obligation GNMA_16-120B 2046-09-20 2.903000 10647465.00 8312517.27 Agency Collateralized Mortgage Obligation GNMA_17-88E 2046-03-20 3.000000 30701958.00 26716322.85 Agency Collateralized Mortgage Obligation GNMA_17-118A 2047-05-20 3.000000 41548088.00 34929191.09 Agency Collateralized Mortgage Obligation GNMA_17-149C 2047-06-20 2.500000 36839519.00 33334079.03 Agency Collateralized Mortgage Obligation GNMA_17-162G 2047-03-20 3.000000 30332000.00 27984397.97 Agency Collateralized Mortgage Obligation GNMA_19-1D 2049-01-20 2.965500 32000000.00 32018624.00 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 347000000.00 347000000.00 0.0344 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORAT 2.560000% 1VUV7VQFKUOQSJ21A208 BRTQD7QM6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 401949900.00 401880028.70 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0256 394000000.00 394000000.00 0.0391 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 2.530000% FOR8UP27PHTHYVLBNG30 BRTQD7QS3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 05/15/40 2035-08-15 0.00 9956238.11 6120000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0253 6000000.00 6000000.00 0.0006 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 2.550000% K5HU16E3LMSVCCJJJ255 BRTQD7QT1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 254900HROIFWPRGM1V77 2024-01-15 0.625000 44367000.00 47617523.01 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2044-05-15 3.375000 86258000.00 91998889.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.875000 2998700.00 2958381.65 U.S. Treasuries (including strips) 2 NOTE F 21 2021-11-15 2.000000 97736600.00 96819942.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 1261600.00 1222061.25 U.S. Treasuries (including strips) 2 1/4 NOTE K 21 2021-04-30 2.250000 45000000.00 44983270.44 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 280000000.00 280000000.00 0.0278 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 2.580000% R0MUWSFPU8MPRO8K5P83 BRTQD7R03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 8499900.00 9876335.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2043-11-15 3.750000 53451900.00 60524309.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 25007000.00 24869781.16 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 47.36 37.79 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 21.71 16.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 0.00 8.64 5.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 204.73 88.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.00 41.44 17.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-15 0.00 48.09 47.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 153.35 73.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 6234200.00 6204275.84 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-08-31 2.750000 55478300.00 56723395.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 33958300.00 34122248.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 58605200.00 62679367.13 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 250000000.00 250000000.00 0.0248 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 2.580000% VYVVCKR63DVZZN70PB21 BRTQD7R11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 474000.00 485133.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-08-15 2.000000 1010600.00 984519.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2020-09-30 1.375000 350000.00 344857.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2019-05-31 1.500000 22000000.00 21984928.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 10142200.00 9963952.80 U.S. Treasuries (including strips) 2 NOTE F 21 2021-11-15 2.000000 24999900.00 24765429.53 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 3256800.00 3184982.13 U.S. Treasuries (including strips) 2 3/8 TRIB 25 2025-01-15 2.375000 39204000.00 57253726.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 20500000.00 21120992.00 U.S. Treasuries (including strips) 1 1/8 NOTE AD 21 2021-09-30 1.125000 31992800.00 30992113.56 U.S. Treasuries (including strips) 2 1/4 NOTE K 21 2021-04-30 2.250000 26000.00 25990.33 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 13941000.00 13622540.07 U.S. Treasuries (including strips) 1 3/4 NOTE AA 22 2022-06-30 1.750000 6000.00 5863.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 25500.00 25226.42 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-09-30 1.875000 28000.00 27570.36 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2021-10-15 2.875000 25764700.00 26223059.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 11758900.00 11508317.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 1392900.00 1394907.01 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-01-31 2.500000 286163200.00 286085935.94 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 500000000.00 500000000.00 0.0496 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 2.550000% L3I9ZG2KFGXZ61BMYR72 BRTQD7R37 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 27927800.00 31857282.44 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 46432300.00 43199153.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 650400.00 647364.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 53057800.00 53845393.48 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 127000000.00 127000000.00 0.0126 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.570000% KX1WK48MPD4Y2NCUIZ63 BRTQD7R94 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 5000000.00 4564054.89 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2047-02-15 3.000000 1000.00 1004.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 7.625000 400.00 479.53 U.S. Treasuries (including strips) FMAR 786668 G 2028-12-01 4.442000 88158.00 630.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 5.500000 602041.00 115448.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-01-01 6.000000 1387.00 87.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2033-07-11 3.930000 10000.00 10045.44 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 44413600.00 44871504.22 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 2036-06-02 3.130000 2000.00 1822.29 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 18476000.00 12366651.94 Agency Debentures and Agency Strips U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2020-06-30 2.500000 100.00 100.12 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-01-15 0.00 715000.00 498501.58 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-08-01 3.750000 3446633.00 3546947.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.020000 357496.00 359011.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE S6XOOCT0IEG5ABCC6L87 2044-06-01 3.195000 4048.00 1931.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE S6XOOCT0IEG5ABCC6L87 2032-06-01 4.890000 2233.00 91.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 3.000000 1103.00 763.94 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0257 65000000.00 65000000.00 0.0064 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.550000% KX1WK48MPD4Y2NCUIZ63 BRTQD7RB9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 3/8 NOTE Q 23 2023-09-30 1.375000 850700.00 812287.74 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-11-30 2.125000 17977100.00 17629234.23 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2021-04-15 2.375000 4999800.00 5018432.77 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2020-06-30 2.500000 100.00 100.13 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 23000000.00 23000000.00 0.0023 N Y Y N SEI DAILY INCOME TRUST 2019-02-07 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director