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Agency Standard and Poor's Ratings Services AA+ 2019-06-06 2020-03-06 2020-03-06 N N N 0.0243 99968025.00 99968025.00 0.0140 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.413000% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-11 2020-09-11 2020-09-11 N N N 0.0241 33869546.21 33869546.21 0.0047 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.483000% 3133EKGX8 US3133EKGX82 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-16 2021-04-16 2021-04-16 N N N 0.0248 50749586.59 50749586.58 0.0071 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA BENCHMARK NOTE 0.875000% 3135G0N33 B1V7KEBTPIMZEU4LTD58 US3135G0N339 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-08-02 2019-08-02 2019-08-02 N N N 0.0259 52051604.05 52051604.05 0.0073 N N N N UNITED STATES TREASURY TREASURY BILL 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-22 2019-08-22 2019-08-22 N N N 0.0237 248725000.00 248725000.00 0.0347 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-29 2019-08-29 2019-08-29 N N N 0.0244 99442958.00 99442958.00 0.0139 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SQ3 254900HROIFWPRGM1V77 US912796SQ38 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-10-31 2019-10-31 2019-10-31 N N N 0.0233 47754111.37 47754111.36 0.0067 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796VF3 254900HROIFWPRGM1V77 US912796VF36 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-06-11 2019-06-11 2019-06-11 N N N 0.0214 51973816.96 51973816.96 0.0073 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796VJ5 254900HROIFWPRGM1V77 US912796VJ57 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-07-02 2019-07-02 2019-07-02 N N N 0.0224 31117172.56 31117172.55 0.0043 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.369000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-06-01 2020-10-31 2020-10-31 N N N 0.0237 239861462.40 239861462.40 0.0335 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.439000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-06-01 2021-01-31 2021-01-31 N N N 0.0244 209543780.79 209543780.78 0.0293 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC. 2.500000% 549300HN4UKV1E2R3U73 BRTTY2DF7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC STRUCTURED PASS THROUGH ADJ REMIC 2038-01-15 2.851500 33493780.00 14908621.07 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-06-25 4.000000 13722145.00 15145122.51 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-02-20 3.159370 116883737.00 18593904.39 Agency Collateralized Mortgage Obligation GNMA_17-103 2047-07-20 4.000000 108750000.00 13838726.42 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-09-25 3.500000 17376528.00 15881973.75 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2058-10-25 2.779750 12290426.00 11068051.18 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2048-08-25 2.729750 19833000.00 17517825.74 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2059-06-25 3.566000 60522075.00 8840173.70 Agency Collateralized Mortgage Obligation FMAC STRUCTURED PASS THROUGH ADJ REMIC 2038-10-15 2.851500 31069935.00 14304321.43 Agency Collateralized Mortgage Obligation GOLD REMIC 2030-01-15 4.000000 16835000.00 17057564.11 Agency Collateralized Mortgage Obligation GOLD REMIC 2030-04-15 4.000000 16835000.00 17393902.67 Agency Collateralized Mortgage Obligation GOLD REMIC 2039-07-15 4.000000 14622239.00 15410205.46 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2067-03-20 3.629000 14633045.00 14401463.19 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2042-10-20 2.250000 25257000.00 16629916.38 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2040-05-20 2.940630 45119815.00 16912804.36 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2047-05-20 3.000000 17101000.00 17199872.28 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-06-20 2.865880 17956035.00 17395551.48 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0250 250000000.00 250000000.00 0.0349 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 2.490000% 7TK5RJIZDFROZCA6XF66 BRTTY2DG5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-02-15 2.500000 97048100.00 98940089.71 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services A-1+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 163000000.00 163000000.00 0.0228 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORAT 2.470000% 1VUV7VQFKUOQSJ21A208 BRTTY2DT7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 50814900.00 53040084.47 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 52000000.00 52000000.00 0.0073 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 2.470000% K5HU16E3LMSVCCJJJ255 BRTTY2DY6 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 10005000.00 10399592.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 99161100.00 106176881.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 865000.00 868119.19 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2047-02-15 3.000000 55033000.00 59389283.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 49998900.00 51368919.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 44485000.00 46372278.80 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-04-15 2.250000 830000.00 837528.82 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-04-15 2.250000 2721000.00 2745681.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 909000.00 925517.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 6400000.00 6516292.35 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 280000000.00 280000000.00 0.0391 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.490000% MBNUM2BPBDO7JBLYG310 BRTTY2E17 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-10-01 2.921000 1000.00 1001.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 1929305.00 2057540.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2033-07-01 3.000000 1000.00 863.54 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2029-01-20 2.500000 225968.00 91072.94 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2035-05-20 5.500000 400000.00 103654.29 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2033-10-15 6.000000 1097970.00 19238.51 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2027-08-15 6.230000 250000.00 29990.94 Agency Mortgage-Backed Securities U.S. TREASURY BILL 254900HROIFWPRGM1V77 2019-10-03 0.00 6953000.00 6896632.03 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0249 9000000.00 9000000.00 0.0013 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. 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F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 350000000.00 350000000.00 0.0489 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.470000% MBNUM2BPBDO7JBLYG310 BRTTY2EA7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 52184700.00 55876837.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 69104200.00 67288100.01 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2026-01-15 2.000000 18200.00 25845.16 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 400.00 433.72 U.S. Treasuries (including strips) 1 NOTE AS 19 254900HROIFWPRGM1V77 2019-10-15 1.000000 118020700.00 117542342.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 100.00 104.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 100.00 104.22 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-01-31 2.625000 1268600.00 1319384.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 12796800.00 12946944.85 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 250000000.00 250000000.00 0.0349 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. 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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 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 15000000.00 15000000.00 0.0021 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.470000% SUVUFHICNZMP2WKHG940 BRTTY2EN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2020-11-30 2.000000 102256500.00 102000040.70 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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NR Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 350000000.00 350000000.00 0.0489 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.480000% KX1WK48MPD4Y2NCUIZ63 BRTTY2EV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 5/8 BOND 44 254900HROIFWPRGM1V77 2044-02-15 3.625000 3251200.00 3876160.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 100.00 110.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 19175600.00 19583750.32 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 23000000.00 23000000.00 0.0032 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.500000% KX1WK48MPD4Y2NCUIZ63 BRTTY2EY5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2024-11-15 2.250000 21711800.00 21927316.99 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2024-01-15 0.625000 840300.00 925218.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2022-05-15 1.750000 100.00 99.27 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 254900HROIFWPRGM1V77 2024-08-15 2.375000 12321000.00 12593254.82 U.S. Treasuries (including strips) 03.000 FGPC J30510 G 2030-01-01 3.000000 12019.00 6857.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 12065.00 8522.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 5.500000 602041.00 117432.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2033-07-11 3.930000 10000.00 10544.74 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1000.00 957.18 Agency Mortgage-Backed Securities U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2020-07-31 2.625000 1000.00 1012.76 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 2036-06-02 3.130000 2000.00 1942.63 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT INTEREST COMPONENT 2028-07-15 0.00 1000.00 782.89 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 1555000.00 1117629.81 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 7450.00 6941.71 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 2.625000 500.00 510.64 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-08-01 3.750000 3447236.00 3687146.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.020000 42415.00 44985.11 Agency Mortgage-Backed Securities U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-01-31 2.500000 9583000.00 9855610.41 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 10805716.00 11249971.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 2036000.00 1510909.49 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.500000 22734.00 8058.47 Agency Mortgage-Backed Securities GINNIE MAE II 2049-03-20 5.000000 1095309.00 1168078.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-05-15 0.00 11000.00 9533.70 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 1304.00 1272.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 5.000000 377586.00 116483.25 Agency Mortgage-Backed Securities GINNIE MAE II 2049-04-20 4.000000 363200.00 375635.17 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 5.000000 1573558.00 1698990.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.00 2400.00 2347.08 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 N N N 0.0250 65000000.00 65000000.00 0.0091 N Y Y N SEI DAILY INCOME TRUST 2019-06-07 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director