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NR Standard and Poor's Ratings Services A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 250000000.00 250000000.00 0.0353 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.170000% KX1WK48MPD4Y2NCUIZ63 BRTWJ6S96 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 2036-06-02 3.130000 2000.00 2015.36 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 5135000.00 4014943.53 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 405000.00 327155.35 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-10-19 2.480000 1000.00 1007.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2030-02-12 3.370000 7065000.00 7206052.73 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2038-04-05 3.980000 1000.00 1033.44 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-03-15 0.00 1000.00 823.68 Agency Debentures and Agency Strips GINNIE MAE II 2049-07-20 5.000000 26646669.00 28269978.18 Agency Mortgage-Backed Securities 2 NOTE L 24 254900HROIFWPRGM1V77 2024-05-31 2.000000 222000.00 228931.43 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-07-31 2.875000 76000.00 82252.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 23589000.00 26163716.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.00 300.00 296.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 800.00 795.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-19 0.00 1000.00 998.91 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0217 65000000.00 65000000.00 0.0092 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 2.160000% 7TK5RJIZDFROZCA6XF66 BRTWJ6SD7 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 2040-02-15 4.625000 7276700.00 10786450.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2039-08-15 4.500000 220000.00 320224.57 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 2040-05-15 4.375000 3688900.00 5355179.04 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2026-01-15 2.000000 1500000.00 2186467.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 1200000.00 1751692.55 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 20000000.00 20000000.00 0.0028 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 2.150000% FOR8UP27PHTHYVLBNG30 BRTWJ6SF2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-13 2.375000 528000.00 539125.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-09-10 2.750000 945000.00 977939.02 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-08-06 6.210000 1311000.00 2129454.68 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-09-15 6.750000 67957000.00 101131670.63 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 20000.00 30258.19 Agency Debentures and Agency Strips 5.625 FNSM A 07/37 B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 2000.00 3070.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2549001DPIFGXC1TOL40 2028-09-08 3.250000 3170000.00 3584324.64 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-27 0.00 1000000.00 998390.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-27 0.00 24100000.00 24061199.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-02-25 2.100250 300000.00 299994.51 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-19 0.00 100000000.00 99885500.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2019-11-15 2.320000 500000.00 503431.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK FLOATING RATE 2549001DPIFGXC1TOL40 2020-08-25 2.160000 255000.00 255090.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-06 0.00 28000000.00 27988800.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-10-25 0.00 2000000.00 1993640.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-02-21 2.130000 5000000.00 5002450.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2031-09-29 3.340000 550000.00 619650.59 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.00 94848936.07 86995444.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.00 600.00 422.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.00 200.00 144.25 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 350000000.00 350000000.00 0.0494 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC. 2.160000% 549300HN4UKV1E2R3U73 BRTWJ6SR6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 2.697000 35084556.00 33435327.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 4.500000 33306410.00 35025988.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 3.500000 45414944.00 33594027.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2049-02-01 4.500000 34392921.00 34971875.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-11-01 4.500000 40429904.00 34625329.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 86418726.00 31165467.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 3.560000 29705000.00 33748824.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 3.370000 33576000.00 35995678.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-11-01 3.420000 32400000.00 35489502.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 33031811.00 34120569.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 3.210000 17707286.00 18327409.91 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 350000000.00 350000000.00 0.0494 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 2.150000% VYVVCKR63DVZZN70PB21 BRTWJ6SS4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-15 1.375000 20855000.00 20906035.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.875000 807600.00 809762.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 9317900.00 9343704.83 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 2026-08-15 1.500000 55318900.00 55443888.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.250000 12620300.00 12655662.50 U.S. Treasuries (including strips) 1 NOTE AS 19 254900HROIFWPRGM1V77 2019-10-15 1.000000 180809100.00 181213238.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.500000 39462000.00 39551993.41 U.S. Treasuries (including strips) 1 1/4 NOTE R 19 254900HROIFWPRGM1V77 2019-10-31 1.250000 2493500.00 2500132.77 U.S. Treasuries (including strips) 1 5/8 NOTE AF 20 254900HROIFWPRGM1V77 2020-11-30 1.625000 44651000.00 44775589.71 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 360000000.00 360000000.00 0.0508 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 2.140000% FOR8UP27PHTHYVLBNG30 BRTWJ6SU9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 1.750000 14530800.00 20400048.42 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0214 20000000.00 20000000.00 0.0028 N Y Y N SEI DAILY INCOME TRUST 2019-09-09 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director