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Govt Standard and Poor's Ratings Services AA+ 2019-08-01 2020-10-31 2020-10-31 N N N 0.0210 239649338.40 239649338.40 0.0359 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.166000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-08-01 2021-01-31 2021-01-31 N N N 0.0217 209341823.20 209341823.20 0.0314 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.271000% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-10-31 2021-07-31 2021-07-31 N N N 0.0227 39976020.80 39976020.80 0.0060 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0202 37852253.62 37852253.61 0.0057 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.094000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-08-01 2020-07-31 2020-07-31 N N N 0.0210 17362457.32 17362457.32 0.0026 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC. 2.560000% 549300HN4UKV1E2R3U73 BRTVN62F7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_4246 2036-02-15 5.593653 27004098.00 6551634.74 Agency Collateralized Mortgage Obligation GNMA_19-72B 2049-06-20 3.778500 35576285.00 6523165.32 Agency Collateralized Mortgage Obligation FNMA_19-12C 2059-04-25 3.784000 39312282.00 6536080.10 Agency Collateralized Mortgage Obligation FNMA_19-15C 2049-04-25 3.734000 44000000.00 8079450.10 Agency Collateralized Mortgage Obligation GNMA_19-58B 2049-05-20 3.828500 44165714.00 7606610.78 Agency Collateralized Mortgage Obligation GNMA_19-10B 2049-01-20 3.778500 46310478.00 6715669.60 Agency Collateralized Mortgage Obligation GNMA_19-29R 2049-03-20 3.828500 46960249.00 7562248.22 Agency Collateralized Mortgage Obligation GNMA_19-89B 2049-07-20 3.717000 51428571.00 9277842.78 Agency Collateralized Mortgage Obligation GNMA_19-89C 2049-07-20 3.731000 52223873.00 6810744.48 Agency Collateralized Mortgage Obligation FNMA_18-34A 2048-05-25 3.934000 53390539.00 6776805.82 Agency Collateralized Mortgage Obligation GNMA_19-38B 2049-03-20 3.778500 54658368.00 7009005.17 Agency Collateralized Mortgage Obligation GNMA_19-45D 2049-04-20 3.778500 54816363.00 7721462.38 Agency Collateralized Mortgage Obligation FNMA_18-21D 2048-04-25 3.934000 57325923.00 7232943.17 Agency Collateralized Mortgage Obligation GNMA_18-121F 2045-09-20 4.000000 58102800.00 6569439.72 Agency Collateralized Mortgage Obligation GNMA_19-42F 2046-01-20 4.000000 62169770.00 8882191.09 Agency Collateralized Mortgage Obligation GNMA_16-17M 2046-02-20 3.828500 69088880.00 7940791.27 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-66 2045-09-25 3.984000 98175670.00 7723937.37 Agency Collateralized Mortgage Obligation GNMA_19-53 2061-06-16 0.876220 100000000.00 8145111.44 Agency Collateralized Mortgage Obligation GNMA_19-7 2061-01-16 0.787670 100000000.00 8007410.86 Agency Collateralized Mortgage Obligation GNMA_19-76 2061-03-16 0.827340 100000000.00 8034868.20 Agency Collateralized Mortgage Obligation GNMA_15-168C 2045-11-20 4.000000 135882500.00 7112496.43 Agency Collateralized Mortgage Obligation GNMA_15-022 2055-03-16 0.726000 261843106.00 8452951.54 Agency Collateralized Mortgage Obligation GNMA_18-104E 2040-02-16 5.000000 4065643.00 683735.77 Agency Collateralized Mortgage Obligation FNMA_18-49E 2048-07-25 3.500000 7163812.00 7591798.25 Agency Collateralized Mortgage Obligation FNMA_18-8D 2047-10-25 3.500000 8873000.00 7941565.44 Agency Collateralized Mortgage Obligation GNMA_19-10C 2049-01-20 3.778500 27703980.00 4475125.12 Agency Collateralized Mortgage Obligation GNMA_17-141 2047-09-20 3.928500 33056117.00 6346651.77 Agency Collateralized Mortgage Obligation FHLMC_4863B 2045-03-15 4.500000 44996965.00 6678243.53 Agency Collateralized Mortgage Obligation GNMA_18-H02K 2068-02-20 2.004870 46316374.00 5973510.16 Agency Collateralized Mortgage Obligation FNMA_17-72B 2047-09-25 4.500000 50000000.00 6856423.76 Agency Collateralized Mortgage Obligation GNMA_17-134E 2047-09-20 3.928500 50000000.00 6362477.78 Agency Collateralized Mortgage Obligation GNMA_18-135D 2048-10-20 3.368500 50000000.00 5986000.05 Agency Collateralized Mortgage Obligation GNMA_17-139 2047-09-20 4.500000 57933153.00 6246950.69 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-02-20 3.328500 59133737.00 9237926.80 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2048-02-20 3.500000 86071012.00 8374746.98 Agency Collateralized Mortgage Obligation GNMA_19-H01F 2068-12-20 1.277500 92331924.00 8340027.53 Agency Collateralized Mortgage Obligation GNMA_10-20 2040-02-20 3.878500 312823039.00 6131955.86 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 250000000.00 250000000.00 0.0375 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.550000% MBNUM2BPBDO7JBLYG310 BRTVN62J9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 3 1/2 NOTE C 20 2020-05-15 3.500000 3513800.00 3578609.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 129.99 78.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.00 5.48 5.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.500000 5613500.00 5601206.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-31 2.098600 100.00 100.56 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 9000000.00 9000000.00 0.0013 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 2.530000% G5GSEF7VJP5I7OUK5573 BRTVN62P5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-07-31 1.875000 511238300.00 510000080.84 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 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 72000000.00 72000000.00 0.0108 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.530000% MBNUM2BPBDO7JBLYG310 BRTVN62W0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-08-31 2.750000 1100.00 1151.81 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 60600.00 59852.60 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 3097700.00 3054435.46 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 254900HROIFWPRGM1V77 2023-10-31 1.625000 17247800.00 17166261.03 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 254900HROIFWPRGM1V77 2023-11-15 2.750000 75599500.00 78852098.65 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-10-31 2.875000 148485000.00 155775242.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 6.250000 100.00 120.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 90600.00 90849.98 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 250000000.00 250000000.00 0.0375 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORAT 2.530000% 1VUV7VQFKUOQSJ21A208 BRTVN6341 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 113995800.00 117300039.51 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 350000000.00 350000000.00 0.0524 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 261000000.00 261000000.00 0.0391 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 2.520000% K5HU16E3LMSVCCJJJ255 BRTVN63P4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-07-31 2.875000 121900.00 128566.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2020-07-31 2.625000 9319100.00 9374213.16 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-06-30 2.000000 675000.00 680565.23 U.S. Treasuries (including strips) 1 1/8 NOTE K 20 2020-04-30 1.125000 10707300.00 10661713.67 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-02-15 2.500000 9800000.00 10073166.07 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-11-30 2.125000 40471900.00 41132064.14 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2049-02-15 3.000000 8513000.00 9351759.55 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 900000.00 1196074.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 2255000.00 2333625.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 39970000.00 44264761.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.125000 13000000.00 13196321.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.125000 8550000.00 9589351.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 84246400.00 84910402.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 18000000.00 18604755.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 337900.00 349170.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 508000.00 524237.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 2.250000 17685400.00 17861964.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 3073400.00 3060025.10 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-07-31 1.750000 12443700.00 12387330.04 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 284000000.00 284000000.00 0.0425 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 2.550000% 7TK5RJIZDFROZCA6XF66 BRTVN63Q2 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 2025-09-30 3.000000 19013400.00 20400047.26 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 20000000.00 20000000.00 0.0030 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.530000% KX1WK48MPD4Y2NCUIZ63 BRTVN63T6 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 26041900.00 26519177.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 2.750000 500.00 517.43 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-07-31 1.875000 400.00 398.25 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 26000000.00 26000000.00 0.0039 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.540000% KX1WK48MPD4Y2NCUIZ63 BRTVN63V1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANKS FUNDING CORP 2038-04-05 3.980000 1000.00 1021.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2030-02-12 3.370000 7065000.00 7252269.60 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 5134000.00 3771795.78 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-03-15 0.00 1000.00 777.97 Agency Debentures and Agency Strips GINNIE MAE II 2049-07-20 5.000000 26647094.00 28262541.50 Agency Mortgage-Backed Securities 2 3/4 NOTE F 23 254900HROIFWPRGM1V77 2023-11-15 2.750000 12352900.00 12884372.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-16 0.00 14395100.00 14124601.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 1000.00 992.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 1000.00 1033.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 600.00 594.76 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 65000000.00 65000000.00 0.0097 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.560000% SUVUFHICNZMP2WKHG940 BRTVN6424 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 4978194.00 4685853.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 79976980.00 73939988.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 34584559.00 36015620.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 4.000000 152034588.00 74319256.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-09-01 4.000000 116751980.00 68539281.90 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 250000000.00 250000000.00 0.0375 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.540000% SUVUFHICNZMP2WKHG940 BRTVN6440 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-15 2.625000 100420600.00 102132688.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 150182600.00 152867364.28 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 250000000.00 250000000.00 0.0375 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 2.530000% VYVVCKR63DVZZN70PB21 BRTVN6481 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 5/8 NOTE AF 20 2020-11-30 1.625000 41875000.00 41808348.96 U.S. Treasuries (including strips) 1 3/8 NOTE Y 20 2020-04-30 1.375000 94415700.00 94246459.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.750000 77447100.00 77296078.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-15 1.375000 93964300.00 93817363.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-03 0.00 2917500.00 2911842.97 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0253 304000000.00 304000000.00 0.0455 N Y Y N SEI DAILY INCOME TRUST 2019-08-06 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director