N-MFP2 0000701939 XXXXXXXX 2019-06-30 0000701939 S000006773 2 N N 002-77048 SEI Investments Management Corporation 801-24593 BLACKROCK INVESTMENTS, LLC 801-56972 KPMG Philadelphia PA SEI Investments Global Funds Services SEI Institutional Transfer Agent, Inc 0001451217 084-06349 N N N Exempt Government N 27 102 3819976889.00 4054243505.00 3978601647.00 3918525870.00 5014693434.00 5197752202.00 5137312487.00 5060695045.00 0.00 0.5419 0.5673 0.5771 0.5813 0.7114 0.7272 0.7451 0.7507 0.0000 287827228.51 6449242714.42 6448878821.85 5568152.81 13578229.51 6728695973.66 6728643066.6990 1.0000 0.0232 1.0001 1.0001 1.0001 1.0001 0.0000 C000018365 1.00 6708062549.03 6708016359.3490 1.0001 1.0001 1.0001 1.0001 0.0000 1072476429.71 1189675380.74 774752125.59 718017949.44 897110190.13 1114860469.60 1207857144.72 1363410658.01 0.00 0.00 3952195890.15 4385964457.79 0.0212 Y SEI Investments Management Corporation Advisor Waiver, 0.00 SEI Investments Global Funds Services Administrator Waiver,67873.94 SEI Investments Distribution Co Shareholder Servicing Waiver, 1427540.57 C000162326 1.00 20633424.63 20626707.3500 1.0004 1.0004 1.0004 1.0004 0.0000 615088.19 708708.20 238654.49 193688.95 233517.83 406383.75 185100.20 537534.02 0.00 0.00 1272360.71 1846314.92 0.0212 Y SEI Investments Management Corporation Advisor Waiver, 0.00 SEI Investments Global Funds Services Administrator Waiver,0.00 SEI Investments Distribution Co Shareholder Servicing Waiver, 4332.28 FEDERAL HOME LOAN BANKS FHLB 2.279000% 3130AD6C1 2549001DPIFGXC1TOL40 US3130AD6C10 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-09-19 2019-12-19 2019-12-19 N N N 0.0228 29009417.75 29009417.75 0.0043 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.324000% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-27 2019-08-27 2019-08-27 N N N 0.0232 51983959.28 51983959.28 0.0077 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.332000% 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-11 2019-07-11 2019-07-11 N N N 0.0233 93313363.25 93313363.25 0.0139 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.354000% 3130AE2K5 2549001DPIFGXC1TOL40 US3130AE2K53 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-17 2020-04-17 2020-04-17 N N N 0.0235 41890212.61 41890212.61 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 2.285000% 3130AEN89 2549001DPIFGXC1TOL40 US3130AEN895 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-19 2019-07-19 2019-07-19 N N N 0.0228 118289262.69 118289262.69 0.0176 N N N N FEDERAL HOME LOAN BANKS FHLB 2.270000% 3130AESG6 2549001DPIFGXC1TOL40 US3130AESG68 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-08-16 2019-08-16 2019-08-16 N N N 0.0227 23644230.59 23644230.59 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 2.344000% 3130AETR1 2549001DPIFGXC1TOL40 US3130AETR15 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-24 2020-02-24 2020-02-24 N N N 0.0234 62739842.15 62739842.15 0.0093 N N N N FEDERAL HOME LOAN BANKS FHLB 2.327000% 3130AEX96 2549001DPIFGXC1TOL40 US3130AEX969 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-09 2019-09-09 2019-09-09 N N N 0.0233 92421143.07 92421143.06 0.0137 N N N N FEDERAL HOME LOAN BANKS FHLB 2.350000% 3130AF2Q9 2549001DPIFGXC1TOL40 US3130AF2Q96 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-05 2019-07-05 2019-07-05 N N N 0.0235 74999466.00 74999466.00 0.0111 N N Y N FEDERAL HOME LOAN BANKS FHLB 2.452000% 3130AFA23 2549001DPIFGXC1TOL40 US3130AFA238 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-20 2020-04-20 2020-04-20 N N N 0.0245 46777003.98 46777003.97 0.0070 N N N N FEDERAL HOME LOAN BANKS FHLB 2.422000% 3130AFB55 2549001DPIFGXC1TOL40 US3130AFB558 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-29 2019-10-29 2019-10-29 N N N 0.0242 25002800.25 25002800.25 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 2.329000% 3130AFKY2 2549001DPIFGXC1TOL40 US3130AFKY22 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-17 2019-09-17 2019-09-17 N N N 0.0233 35660472.68 35660472.68 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 2.261000% 3130AFLV7 2549001DPIFGXC1TOL40 US3130AFLV73 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-09-21 2020-12-21 2020-12-21 N N N 0.0226 50992098.96 50992098.96 0.0076 N N N N FEDERAL HOME LOAN BANKS FHLB 2.366000% 3130AFQ42 2549001DPIFGXC1TOL40 US3130AFQ424 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-14 2020-01-14 2020-01-14 N N N 0.0237 26273658.37 26273658.37 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 2.440000% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2019-07-17 2019-07-17 N N N 0.0252 14839726.20 14839726.20 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 2.470000% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2020-01-17 2020-01-17 N N N 0.0255 4944608.90 4944608.89 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 2.495000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2020-07-24 2020-07-24 N N N 0.0258 13631081.03 13631081.02 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 2.401000% 3130AFUC9 2549001DPIFGXC1TOL40 US3130AFUC91 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-04 2020-08-04 2020-08-04 N N N 0.0240 28836304.33 28836304.32 0.0043 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.430000% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2019-11-13 2019-11-13 N N N 0.0251 117935426.17 117935426.17 0.0175 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.364000% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-25 2020-02-25 2020-02-25 N N N 0.0236 45044016.77 45044016.76 0.0067 N N N N FEDERAL HOME LOAN BANKS FHLB 2.440000% 3130AFXS1 2549001DPIFGXC1TOL40 US3130AFXS17 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2019-08-27 2019-08-27 N N N 0.0252 25083571.16 25083571.15 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 2.450000% 3130AG2E4 2549001DPIFGXC1TOL40 US3130AG2E49 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2019-12-06 2019-12-06 N N N 0.0253 19417703.78 19417703.77 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 2.490000% 3130AG2G9 2549001DPIFGXC1TOL40 US3130AG2G96 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-11 2019-07-11 2019-07-11 N N N 0.0248 16240970.66 16240970.66 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 2.480000% 3130AG2P9 2549001DPIFGXC1TOL40 US3130AG2P95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-15 2019-07-15 2019-07-15 N N N 0.0246 37733175.36 37733175.35 0.0056 N N N N FEDERAL HOME LOAN BANKS FHLB 2.535000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2021-03-12 2021-03-12 N N N 0.0262 39408083.84 39408083.83 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 2.425000% 3130AGMU6 2549001DPIFGXC1TOL40 US3130AGMU64 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-01 2020-01-17 2020-01-17 N N N 0.0244 29185149.79 29185149.78 0.0043 N N N N FEDERAL HOME LOAN BANKS FHLB 2.430000% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2019-12-20 2019-12-20 N N N 0.0238 36344672.91 36344672.90 0.0054 N N N N FEDERAL HOME LOAN BANKS FHLB 2.455000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-29 2020-06-19 2020-06-19 N N N 0.0246 14565712.92 14565712.92 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312JM3 US313312JM39 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-23 2019-07-23 2019-07-23 N N N 0.0239 23453425.83 23453425.82 0.0035 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312TJ9 US313312TJ99 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-02-21 2020-02-21 2020-02-21 N N N 0.0238 33551672.26 33551672.26 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HT9 2549001DPIFGXC1TOL40 US313384HT94 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-05 2019-07-05 2019-07-05 N N N 0.0191 58150782.15 58150782.14 0.0086 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384HW2 2549001DPIFGXC1TOL40 US313384HW24 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-08 2019-07-08 2019-07-08 N N N 0.0209 29647312.05 29647312.04 0.0044 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384HY8 2549001DPIFGXC1TOL40 US313384HY89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-10 2019-07-10 2019-07-10 N N N 0.0220 95657359.50 95657359.50 0.0142 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384JA8 2549001DPIFGXC1TOL40 US313384JA85 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-12 2019-07-12 2019-07-12 N N N 0.0219 84073446.13 84073446.13 0.0125 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384KC2 2549001DPIFGXC1TOL40 US313384KC23 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-08-07 2019-08-07 2019-08-07 N N N 0.0234 49252872.83 49252872.83 0.0073 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384KE8 2549001DPIFGXC1TOL40 US313384KE88 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-08-09 2019-08-09 2019-08-09 N N N 0.0239 74291706.16 74291706.16 0.0110 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384KK4 2549001DPIFGXC1TOL40 US313384KK49 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-08-14 2019-08-14 2019-08-14 N N N 0.0233 156401398.42 156401398.42 0.0232 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-08-16 2019-08-16 2019-08-16 N N N 0.0241 63181078.33 63181078.32 0.0094 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384LF4 2549001DPIFGXC1TOL40 US313384LF45 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0231 33162166.40 33162166.40 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 313384LG2 2549001DPIFGXC1TOL40 US313384LG28 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-09-04 2019-09-04 2019-09-04 N N N 0.0234 71211189.00 71211189.00 0.0106 N N N N FEDERAL HOME LOAN BANKS FHLB 313384LP2 2549001DPIFGXC1TOL40 US313384LP27 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-09-11 2019-09-11 2019-09-11 N N N 0.0235 41051886.40 41051886.40 0.0061 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MF3 2549001DPIFGXC1TOL40 US313384MF36 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-09-27 2019-09-27 2019-09-27 N N N 0.0241 19680535.20 19680535.20 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0239 23495159.50 23495159.50 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0245 21260911.35 21260911.35 0.0032 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-15 2019-10-15 2019-10-15 N N N 0.0244 35575474.21 35575474.21 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 313384NF2 2549001DPIFGXC1TOL40 US313384NF27 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-21 2019-10-21 2019-10-21 N N N 0.0240 36675343.34 36675343.34 0.0055 N N N N FEDERAL HOME LOAN BANKS FHLB 313384NQ8 2549001DPIFGXC1TOL40 US313384NQ81 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-30 2019-10-30 2019-10-30 N N N 0.0241 33592769.48 33592769.48 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 313384PE3 2549001DPIFGXC1TOL40 US313384PE34 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-11-13 2019-11-13 2019-11-13 N N N 0.0238 39164134.38 39164134.37 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 313384PK9 2549001DPIFGXC1TOL40 US313384PK93 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-11-18 2019-11-18 2019-11-18 N N N 0.0238 59822427.30 59822427.29 0.0089 N N N N FEDERAL HOME LOAN BANKS FHLB 313384PM5 2549001DPIFGXC1TOL40 US313384PM59 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-11-20 2019-11-20 2019-11-20 N N N 0.0237 89254500.30 89254500.30 0.0133 N N N N FEDERAL HOME LOAN BANKS FHLB 313384PW3 2549001DPIFGXC1TOL40 US313384PW32 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-11-29 2019-11-29 2019-11-29 N N N 0.0234 26781998.92 26781998.92 0.0040 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 313396NZ2 S6XOOCT0IEG5ABCC6L87 US313396NZ29 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-11-08 2019-11-08 2019-11-08 N N N 0.0237 3989515.01 3989515.01 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 2.426000% 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-14 2020-12-14 2020-12-14 N N N 0.0243 36977995.73 36977995.73 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.369000% 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-07 2020-02-07 2020-02-07 N N N 0.0237 79340454.79 79340454.78 0.0118 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.344000% 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-17 2020-08-17 2020-08-17 N N N 0.0234 25227643.28 25227643.27 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.329000% 3133EJYP8 US3133EJYP83 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-05 2019-09-05 2019-09-05 N N N 0.0233 16758689.37 16758689.36 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.381000% 3133EJZ44 US3133EJZ449 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-06 2020-03-06 2020-03-06 N N N 0.0238 99971384.00 99971384.00 0.0149 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.372000% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-11 2020-09-11 2020-09-11 N N N 0.0237 33858523.22 33858523.21 0.0050 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.439000% 3133EKGX8 US3133EKGX82 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-16 2021-04-16 2021-04-16 N N N 0.0244 50723035.55 50723035.55 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.377000% 3133EKRK4 US3133EKRK43 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-18 2020-06-18 2020-06-18 N N N 0.0238 8751570.75 8751570.75 0.0013 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 0.0258 52124726.75 52124726.74 0.0077 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 0.0235 249242027.50 249242027.50 0.0370 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 0.0242 99655833.00 99655833.00 0.0148 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 0.0232 47884532.94 47884532.94 0.0071 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SX8 254900HROIFWPRGM1V77 US912796SX88 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-12-19 2019-12-19 2019-12-19 N N N 0.0214 102981719.20 102981719.19 0.0153 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 0.0114 31173319.98 31173319.97 0.0046 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.141000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-06-29 2020-10-31 2020-10-31 N N N 0.0214 239646720.00 239646720.00 0.0356 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.211000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-06-29 2021-01-31 2021-01-31 N N N 0.0221 209338338.72 209338338.71 0.0311 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC. 2.500000% 549300HN4UKV1E2R3U73 BRTUSET19 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2047-04-20 4.000000 38259892.00 25738580.71 Agency Mortgage-Backed Securities GINNIE MAE II 2047-06-20 4.000000 151495302.00 110856198.96 Agency Mortgage-Backed Securities FREMF_17-KF37 2027-06-25 12.001750 63063605.00 56769196.10 Agency Collateralized Mortgage Obligation FNR_19-30-PA 2048-10-25 3.500000 63708222.00 65118530.91 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 250000000.00 250000000.00 0.0372 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 2.500000% G5GSEF7VJP5I7OUK5573 BRTUSET27 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 1/4 TRIN D 20 2020-07-15 1.250000 34548100.00 40947460.80 U.S. Treasuries (including strips) 1 1/8 TRIN A 21 254900HROIFWPRGM1V77 2021-01-15 1.125000 23453100.00 27728753.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.250000 125297200.00 135323850.24 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 200000000.00 200000000.00 0.0297 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.490000% MBNUM2BPBDO7JBLYG310 BRTUSETC5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 254900HROIFWPRGM1V77 2044-02-15 1.375000 1000.00 1253.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2043-11-15 3.750000 100.00 123.60 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2044-11-15 3.000000 87988900.00 96501294.32 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 2044-02-15 3.625000 48900.00 59763.06 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2044-05-15 3.375000 2612000.00 3046781.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 137785800.00 155390878.17 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 250000000.00 250000000.00 0.0372 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.510000% MBNUM2BPBDO7JBLYG310 BRTUSETE1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNSTR_410 2042-04-01 4.000000 100695.00 4366.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-15 3.625000 1561800.00 1597089.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 377954.98 365093.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-07-18 0.00 300.00 299.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 4549600.00 4881710.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK FLOATING RATE 2019-08-07 2.359000 1120000.00 1121597.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK FLOATING RATE 2019-12-26 2.193000 15000.00 14999.13 Agency Debentures and Agency Strips GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-04-20 4.500000 2000.00 2145.23 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-04-20 5.000000 1123965.00 1193072.36 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 9000000.00 9000000.00 0.0013 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 2.470000% L3I9ZG2KFGXZ61BMYR72 BRTUSETM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2020-08-15 2.625000 17150000.00 17448981.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 208900.00 227827.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 14900.00 19984.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.000000 5618800.00 5596521.62 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 109.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 40646400.00 40575820.75 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 600.00 593.69 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-11-30 2.125000 1955400.00 1990887.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.00 4574300.00 4539855.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 2988800.00 3054583.12 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 72000000.00 72000000.00 0.0107 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 2.490000% R0MUWSFPU8MPRO8K5P83 BRTUSETN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2024-11-15 2.250000 100.00 102.55 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 254900HROIFWPRGM1V77 2025-11-15 2.250000 24851500.00 25500030.15 U.S. Treasuries (including strips) 1 3/8 NOTE Y 20 2020-04-30 1.375000 23692000.00 23613733.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 0.52 0.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 10.36 9.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 47.22 46.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 143.46 125.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-15 0.875000 1805000.00 1804073.32 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 2030-11-15 0.00 133.20 103.90 U.S. Treasuries (including strips) TINT 05/15/43 2043-05-15 0.00 326.64 174.60 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.00 95.55 50.79 U.S. Treasuries (including strips) TINT 11/15/38 254900HROIFWPRGM1V77 2038-11-15 0.00 1.28 0.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 250.49 143.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 19.61 10.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 48.39 27.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.00 26.58 14.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.00 94.88 52.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.00 103.03 56.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.00 31.07 19.61 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.00 27.49 22.18 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.00 523.12 410.94 U.S. Treasuries (including strips) TINT 05/15/36 2036-05-15 0.00 116.61 77.84 U.S. Treasuries (including strips) TINT 05/15/44 2044-05-15 0.00 1025.60 533.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.00 1231.81 632.28 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 2045-02-15 0.00 738.85 375.98 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 2044-02-15 0.00 81.92 42.89 U.S. Treasuries (including strips) TINT 05/15/29 2045-05-15 0.00 29.50 14.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.00 527.09 502.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 91.39 69.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.00 112.18 69.17 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2041-08-15 0.00 20.70 11.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 161407.00 77325.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.00 100.00 99.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 100.00 102.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 300.00 203.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 1000.00 823.98 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 50000000.00 50000000.00 0.0074 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 2.500000% FOR8UP27PHTHYVLBNG30 BRTUSETX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 1310910.30 636931.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 18587800.00 19763068.01 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 20000000.00 20000000.00 0.0030 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 2.510000% FOR8UP27PHTHYVLBNG30 BRTUSEU25 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 40639000.00 59419038.24 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 37326000.00 53613804.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-07-14 1.125000 830000.00 823721.05 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2023-10-17 2.795000 320000.00 333987.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2024-03-08 2.665000 400000.00 417673.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-26 1.000000 490000.00 489765.07 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-08-17 1.250000 1125000.00 1117359.69 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-01-05 2.000000 31255000.00 31689479.23 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2021-03-26 2.625000 1000.00 1021.00 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-04-13 2.500000 21570000.00 21935144.15 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-19 2.750000 5000.00 5185.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2028-09-08 3.250000 84995000.00 91882192.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-20 0.00 2500000.00 2487400.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2032-11-08 3.120000 123000.00 130579.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2028-01-18 2.875000 3137000.00 3308201.08 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2028-07-26 2.680000 215000.00 223702.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK FLOATING RATE 2020-08-25 2.450000 255000.00 255461.90 Agency Debentures and Agency Strips FED HOME LOAN OPTIONAL PRINC REDEMP SEC 2549001DPIFGXC1TOL40 2031-06-30 2.000000 3165000.00 3140641.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2020-10-15 2.860000 2000000.00 2034458.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2022-12-09 3.000000 16800000.00 17486336.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2029-06-08 2.750000 13285000.00 13784268.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2020-12-11 3.125000 22780000.00 23217050.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2020-12-11 3.750000 100000.00 102789.08 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2028-08-03 2.830000 421000.00 443211.38 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2039-08-08 3.330000 2600000.00 2830646.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2036-12-17 3.200000 253000.00 267860.66 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2028-02-22 2.910000 2000.00 2115.23 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2020-05-13 1.420000 540000.00 537722.82 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2023-01-23 2.120000 5000000.00 5085983.89 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2044-03-09 3.610000 119000.00 134566.42 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2031-03-03 2.820000 158000.00 164217.04 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2019-09-27 1.550000 1014000.00 1016064.56 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2032-02-02 3.300000 2112000.00 2305267.71 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2035-06-06 3.030000 355000.00 368426.69 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2034-09-29 2.530000 3940000.00 3885961.81 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2027-11-15 2.620000 917000.00 941884.12 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2032-08-25 2.940000 1000.00 1047.75 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2031-09-29 3.340000 1000000.00 1090717.22 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2021-04-05 2.540000 360000.00 366815.56 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2020-11-30 2.250000 9595000.00 9658231.05 Agency Debentures and Agency Strips Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 350000000.00 350000000.00 0.0520 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 2.490000% K5HU16E3LMSVCCJJJ255 BRTUSEU33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2020-11-15 2.625000 200000.00 202680.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-05-15 2.125000 87157600.00 88791871.32 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 2043-05-15 2.875000 50150000.00 53824866.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 250000.00 303481.87 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 15310100.00 15638843.82 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2021-08-15 8.125000 14952200.00 17355669.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.00 239998000.00 112868899.42 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2049-02-15 3.000000 625000.00 693707.56 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0249 284000000.00 284000000.00 0.0422 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 2.530000% ZBUT11V806EZRVTWT807 BRTUSEU66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 5/8 TPRN 44 254900HROIFWPRGM1V77 2044-02-15 0.00 2086800.00 1109117.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 42882918.40 32807405.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.00 25560345.59 19818674.04 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2025-02-15 0.00 236067209.27 212484803.27 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0253 261000000.00 261000000.00 0.0388 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 2.510000% 7TK5RJIZDFROZCA6XF66 BRTUSEU82 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 2042-08-15 2.750000 1603800.00 1699807.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 4171800.00 4420230.58 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 6000000.00 6000000.00 0.0009 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.520000% KX1WK48MPD4Y2NCUIZ63 BRTUSEUC3 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 2022-07-31 2.000000 27950600.00 28401912.62 U.S. Treasuries (including strips) 6 5/8 BOND 27 254900HROIFWPRGM1V77 2027-02-15 6.625000 4999300.00 6782317.69 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2047-05-15 3.000000 3106000.00 3414633.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 100.00 101.06 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 5.500000 5226225.00 1011163.45 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2036-06-02 3.130000 1993000.00 1942040.10 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 730000.00 543527.34 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 169641.00 160554.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 1000.00 758.36 Agency Debentures and Agency Strips GINNIE MAE II 2049-05-20 5.000000 1573558.00 1699338.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.500000 1673987.00 1403963.29 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2032-06-28 2.900000 59000.00 59440.73 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-12-26 3.350000 4010000.00 4004250.11 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 3.520000 149276.00 159398.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 3.510000 364465.00 389021.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 5880.00 6050.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 5.500000 1000.00 64.48 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 4.500000 9934850.00 10639449.43 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 4.500000 1480759.00 1593107.15 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.500000 1488218.00 1593272.81 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 5.000000 2349969.00 2526052.17 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 65000000.00 65000000.00 0.0097 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.500000% KX1WK48MPD4Y2NCUIZ63 BRTUSEUD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 12578200.00 15356703.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2043-11-15 3.750000 801000.00 990006.92 U.S. Treasuries (including strips) 1 1/8 TRIN A 21 254900HROIFWPRGM1V77 2021-01-15 1.125000 100.00 118.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 8914300.00 10173120.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 100.00 102.95 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 26000000.00 26000000.00 0.0039 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.520000% SUVUFHICNZMP2WKHG940 BRTUSEUL3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-09-01 4.000000 32356490.00 19134515.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 4.000000 152034588.00 75135175.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 75670303.00 71101254.56 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2047-05-01 4.000000 19600586.00 16835482.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 71500000.00 75293572.08 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 250000000.00 250000000.00 0.0372 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.500000% SUVUFHICNZMP2WKHG940 BRTUSEUR0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 15573900.00 15546338.85 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-04-30 2.875000 54692400.00 58106265.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 53981900.00 56832744.61 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-04-15 2.250000 62881000.00 64048648.63 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2029-05-15 2.375000 58377900.00 60466058.45 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 250000000.00 250000000.00 0.0372 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 2.500000% VYVVCKR63DVZZN70PB21 BRTUSEUS8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2019-09-30 1.375000 309710400.00 310080063.90 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 304000000.00 304000000.00 0.0452 N Y Y N SEI DAILY INCOME TRUST 2019-07-08 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director