N-MFP2 0000701939 XXXXXXXX 2021-08-31 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 Government/Agency N 35 90 5587456413.00 5498339759.00 5568389023.00 6338663760.00 7085625922.00 7285366166.00 7182497216.00 8192073107.00 0.00 0.6483 0.6100 0.6269 0.6410 0.8222 0.8082 0.8086 0.8285 0.0000 0.00 8621927433.60 8620946202.71 70452706.91 133881658.38 8557517251.24 8557562283.9360 1.0000 0.0007 1.0001 1.0001 1.0001 1.0001 0.0000 C000018365 1.00 8544022055.63 8544073619.8560 1.0001 1.0001 1.0001 1.0001 0.0000 899270943.93 1847791653.30 1013606575.29 665510400.72 1661574481.10 1582042470.90 1668496169.18 715570227.16 0.00 0.00 5598951606.04 6439571890.37 0.0001 Y SEI Investments Management Corporation Advisor Waiver ,208,557.58 SEI Investments Global Funds Services Administrator Waiver,853,061.11 SEI Investments Distribution Co Shareholder Servicing Waiver,1,890,969.68 C000162326 1.00 13495195.61 13488664.0800 1.0007 1.0006 1.0006 1.0006 0.0000 118929.04 58114.20 3409741.44 235405.78 70494.61 1058467.43 38059.71 79317.61 0.00 0.00 3639835.43 1468325.80 0.0001 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,2,818.66 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.135000% 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2021-09-10 2021-09-10 N N N 0.0014 44170681.10 44170681.10 0.0052 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.170000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-02-28 2022-02-28 N N N 0.0017 41207678.75 41207678.74 0.0048 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.115000% 3130AKEK8 2549001DPIFGXC1TOL40 US3130AKEK86 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-04-28 2022-04-28 N N N 0.0011 13952929.64 13952929.63 0.0016 N N N N FEDERAL HOME LOAN BANKS FHLB 0.090000% 3130AKJH0 2549001DPIFGXC1TOL40 US3130AKJH03 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-12-09 2021-12-09 2021-12-09 N N N 0.0010 2110187.49 2110187.49 0.0002 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANK 0.040000% 3130AM4G4 2549001DPIFGXC1TOL40 US3130AM4G43 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-10-15 2021-10-15 2021-10-15 N N N 0.0004 17294925.98 17294925.97 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 0.060000% 3130AMB68 2549001DPIFGXC1TOL40 US3130AMB687 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-03-28 2022-03-28 N N N 0.0006 6209003.92 6209003.91 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 0.060000% 3130AMCZ3 2549001DPIFGXC1TOL40 US3130AMCZ30 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-03-30 2022-03-30 N N N 0.0006 10378320.93 10378320.93 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 0.065000% 3130AMX72 2549001DPIFGXC1TOL40 US3130AMX723 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-12-16 2022-12-16 N N N 0.0007 90881131.98 90881131.98 0.0106 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130AMZT2 2549001DPIFGXC1TOL40 US3130AMZT23 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-12-23 2021-12-23 2021-12-23 N N N 0.0005 21109100.29 21109100.29 0.0025 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.060000% 3130AN2U3 2549001DPIFGXC1TOL40 US3130AN2U37 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-03-29 2022-03-29 2022-03-29 N N N 0.0007 23234733.26 23234733.26 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.050000% 3130ANA34 2549001DPIFGXC1TOL40 US3130ANA349 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-11-12 2021-11-12 2021-11-12 N N N 0.0005 24997904.25 24997904.25 0.0029 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.045000% 3130ANCG3 2549001DPIFGXC1TOL40 US3130ANCG32 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-11-30 2021-11-30 2021-11-30 N N N 0.0005 82871690.45 82871690.45 0.0097 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANK90 2549001DPIFGXC1TOL40 US3130ANK900 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-02-07 2022-02-07 2022-02-07 N N N 0.0005 20488003.25 20488003.24 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.060000% 3130ANL32 2549001DPIFGXC1TOL40 US3130ANL320 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-09-06 2022-09-06 N N N 0.0006 46620288.58 46620288.57 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313NN4 US313313NN49 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-10-28 2021-10-28 2021-10-28 N N N 0.0010 9804379.15 9804379.14 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313PH5 US313313PH52 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-11-16 2021-11-16 2021-11-16 N N N 0.0008 60918571.19 60918571.19 0.0071 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313PZ5 US313313PZ50 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-12-02 2021-12-02 2021-12-02 N N N 0.0010 20572371.75 20572371.74 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 313385LL8 2549001DPIFGXC1TOL40 US313385LL87 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-09-08 2021-09-08 2021-09-08 N N N 0.0003 111849129.81 111849129.80 0.0131 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385LT1 2549001DPIFGXC1TOL40 US313385LT14 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-09-15 2021-09-15 2021-09-15 N N N 0.0004 84998678.25 84998678.25 0.0099 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385LV6 2549001DPIFGXC1TOL40 US313385LV69 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-09-17 2021-09-17 2021-09-17 N N N 0.0005 118762888.36 118762888.35 0.0139 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385MB9 2549001DPIFGXC1TOL40 US313385MB96 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-09-23 2021-09-23 2021-09-23 N N N 0.0004 41553984.40 41553984.39 0.0049 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385MH6 2549001DPIFGXC1TOL40 US313385MH66 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-09-29 2021-09-29 2021-09-29 N N N 0.0004 121911208.44 121911208.44 0.0142 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385MQ6 2549001DPIFGXC1TOL40 US313385MQ65 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-10-06 2021-10-06 2021-10-06 N N N 0.0004 24999028.00 24999028.00 0.0029 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385NW2 2549001DPIFGXC1TOL40 US313385NW25 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-11-05 2021-11-05 2021-11-05 N N N 0.0004 27312534.82 27312534.82 0.0032 N N N N FEDERAL HOME LOAN BANKS FHLB 313385PB6 2549001DPIFGXC1TOL40 US313385PB69 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-11-10 2021-11-10 2021-11-10 N N N 0.0003 4784534.95 4784534.94 0.0006 N N N N FEDERAL HOME LOAN BANKS FHLB 313385PH3 2549001DPIFGXC1TOL40 US313385PH30 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-11-16 2021-11-16 2021-11-16 N N N 0.0004 98139643.21 98139643.21 0.0115 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QV1 2549001DPIFGXC1TOL40 US313385QV15 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2021-12-22 2021-12-22 2021-12-22 N N N 0.0005 11083276.28 11083276.28 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313385TC0 2549001DPIFGXC1TOL40 US313385TC07 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-02-15 2022-02-15 2022-02-15 N N N 0.0004 116437996.43 116437996.42 0.0136 N N N N FEDERAL HOME LOAN BANKS FHLB 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-03-02 2022-03-02 2022-03-02 N N N 0.0004 10272662.44 10272662.43 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.195000% 3133EJ2Q1 US3133EJ2Q11 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-07 2021-12-13 2021-12-13 N N N 0.0020 17769588.88 17769588.87 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.226000% 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-08 2021-10-08 2021-10-08 N N N 0.0023 5260982.20 5260982.19 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.206000% 3133EK7B6 US3133EK7B60 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-12 2021-11-12 2021-11-12 N N N 0.0021 7787472.59 7787472.59 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.240000% 3133EK7M2 US3133EK7M26 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2021-11-18 2021-11-18 N N N 0.0024 12830160.14 12830160.13 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133EL2R4 US3133EL2R40 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-28 2021-12-28 2021-12-28 N N N 0.0009 21964674.70 21964674.69 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.145000% 3133EL6K5 US3133EL6K50 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-09-02 2022-09-02 N N N 0.0015 25582572.55 25582572.54 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANK 0.230000% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-01-14 2022-01-14 N N N 0.0023 29183442.49 29183442.48 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.450000% 3133ELVH4 US3133ELVH41 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-04-01 2022-04-01 N N N 0.0045 50116249.50 50116249.50 0.0059 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.260000% 3133ELW59 US3133ELW590 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-07-20 2022-07-20 N N N 0.0026 103016628.76 103016628.76 0.0120 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.100000% 3133EMGD8 US3133EMGD84 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-05-05 2022-05-05 N N N 0.0010 45014340.60 45014340.60 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.095000% 3133EMJM5 US3133EMJM56 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-09-08 2022-09-08 N N N 0.0009 45222157.11 45222157.10 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133EMKE1 US3133EMKE12 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-07-11 2022-07-11 N N N 0.0009 44831251.16 44831251.16 0.0052 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.110000% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-10-21 2022-10-21 N N N 0.0011 61301011.57 61301011.56 0.0072 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133EMLW0 US3133EMLW01 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-12-29 2021-12-29 2021-12-29 N N N 0.0010 2735276.86 2735276.86 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.110000% 3133EMMS8 US3133EMMS89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2023-01-13 2023-01-13 N N N 0.0011 17066256.98 17066256.98 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.110000% 3133EMNH1 US3133EMNH16 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2023-01-20 2023-01-20 N N N 0.0011 28849156.96 28849156.95 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.105000% 3133EMPZ9 US3133EMPZ95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2023-02-09 2023-02-09 N N N 0.0011 50030172.50 50030172.50 0.0058 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.100000% 3133EMRJ3 US3133EMRJ36 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2023-02-17 2023-02-17 N N N 0.0010 35368832.01 35368832.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.075000% 3133EMVQ2 US3133EMVQ23 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2023-01-12 2023-01-12 N N N 0.0008 80124082.54 80124082.53 0.0094 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORA MTN 0.230000% 3134GVGV4 S6XOOCT0IEG5ABCC6L87 US3134GVGV47 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2021-12-13 2021-12-13 N N N 0.0023 36763052.86 36763052.86 0.0043 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORA MTN 0.370000% 3134GVHN1 S6XOOCT0IEG5ABCC6L87 US3134GVHN12 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2021-09-23 2021-09-23 N N N 0.0037 111331948.11 111331948.10 0.0130 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORA 0.240000% 3134GVTC2 S6XOOCT0IEG5ABCC6L87 US3134GVTC29 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-05-11 2022-05-11 N N N 0.0024 40037434.80 40037434.80 0.0047 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORA MTN 0.115000% 3134GXBT0 S6XOOCT0IEG5ABCC6L87 US3134GXBT02 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-11-10 2022-11-10 N N N 0.0011 25814899.32 25814899.32 0.0030 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIAT 0.250000% 3135G02J1 B1V7KEBTPIMZEU4LTD58 US3135G02J11 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2021-12-16 2021-12-16 N N N 0.0025 40024671.60 40024671.60 0.0047 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.340000% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2021-10-04 2021-10-04 N N N 0.0034 40008958.00 40008958.00 0.0047 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.400000% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-04-07 2022-04-07 N N N 0.0040 59338101.85 59338101.85 0.0069 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-04-15 2022-04-15 N N N 0.0044 30781751.77 30781751.76 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIAT 0.170000% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-09-01 2022-07-29 2022-07-29 N N N 0.0017 51165212.72 51165212.71 0.0060 N N N N US BANK MONEY MARKET FUND US BANK MMDA GLOBAL FUND SERVICES3 0.050000% 8AMMF0A76 Investment Company Y Fitch, Inc. UNK Moody's Investors Service, Inc. UNK Standard and Poor's Ratings Services UNK 2021-09-01 2021-09-01 2021-09-01 N N N 0.0000 372588133.74 372588133.74 0.0435 N Y Y N UNITED STATES TREASURY TREASURY BILL 9127965G0 254900HROIFWPRGM1V77 US9127965G05 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-12-02 2021-12-02 2021-12-02 N N N 0.0011 92594942.17 92594942.17 0.0108 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796C31 254900HROIFWPRGM1V77 US912796C318 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-01-27 2022-01-27 2022-01-27 N N N 0.0009 125916695.99 125916695.99 0.0147 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796F53 254900HROIFWPRGM1V77 US912796F535 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-09-23 2021-09-23 2021-09-23 N N N 0.0004 17344589.27 17344589.27 0.0020 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796F61 254900HROIFWPRGM1V77 US912796F618 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-09-30 2021-09-30 2021-09-30 N N N 0.0004 418752349.11 418752349.10 0.0489 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796G78 254900HROIFWPRGM1V77 US912796G780 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-10-28 2021-10-28 2021-10-28 N N N 0.0005 25547775.11 25547775.10 0.0030 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796J59 254900HROIFWPRGM1V77 US912796J594 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-12-09 2021-12-09 2021-12-09 N N N 0.0004 145386305.71 145386305.70 0.0170 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796J67 254900HROIFWPRGM1V77 US912796J677 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-12-16 2021-12-16 2021-12-16 N N N 0.0004 127565995.27 127565995.26 0.0149 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796J75 254900HROIFWPRGM1V77 US912796J750 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-12-23 2021-12-23 2021-12-23 N N N 0.0006 21451801.06 21451801.05 0.0025 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796K73 254900HROIFWPRGM1V77 US912796K733 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-01-13 2022-01-13 2022-01-13 N N N 0.0005 59779985.18 59779985.17 0.0070 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796K99 254900HROIFWPRGM1V77 US912796K998 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-02-03 2022-02-03 2022-02-03 N N N 0.0005 214423447.41 214423447.40 0.0251 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796L98 254900HROIFWPRGM1V77 US912796L988 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 117920711.66 117920711.66 0.0138 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796M22 254900HROIFWPRGM1V77 US912796M226 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-10-05 2021-10-05 2021-10-05 N N N 0.0003 219147776.65 219147776.65 0.0256 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796M48 254900HROIFWPRGM1V77 US912796M481 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-10-19 2021-10-19 2021-10-19 N N N 0.0003 131373179.61 131373179.60 0.0154 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796P52 254900HROIFWPRGM1V77 US912796P526 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-12-07 2021-12-07 2021-12-07 N N N 0.0005 103170825.23 103170825.23 0.0121 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796P78 254900HROIFWPRGM1V77 US912796P781 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-12-21 2021-12-21 2021-12-21 N N N 0.0004 6434146.85 6434146.84 0.0008 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796P86 254900HROIFWPRGM1V77 US912796P864 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-12-28 2021-12-28 2021-12-28 N N N 0.0005 52232294.60 52232294.60 0.0061 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.500000% 9128286C9 254900HROIFWPRGM1V77 US9128286C90 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-02-15 2022-02-15 2022-02-15 N N N 0.0009 1976611.92 1976611.91 0.0002 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-05-15 2022-05-15 2022-05-15 N N N 0.0009 15566183.75 15566183.75 0.0018 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-06-15 2022-06-15 2022-06-15 N N N 0.0008 1732443.75 1732443.75 0.0002 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-02-28 2022-02-28 2022-02-28 N N N 0.0011 2052011.34 2052011.33 0.0002 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-05-31 2022-05-31 2022-05-31 N N N 0.0009 24626531.25 24626531.25 0.0029 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-05-31 2022-05-31 2022-05-31 N N N 0.0009 41109085.84 41109085.83 0.0048 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.375000% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 2038656.65 2038656.65 0.0002 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-05-31 2022-05-31 2022-05-31 N N N 0.0008 114019520.91 114019520.91 0.0133 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-06-30 2022-06-30 2022-06-30 N N N 0.0007 6822664.03 6822664.02 0.0008 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.100000% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2021-09-01 2022-07-31 2022-07-31 N N N 0.0010 9020624.09 9020624.09 0.0011 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.094000% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2021-09-01 2023-01-31 2023-01-31 N N N 0.0009 170084337.00 170084337.00 0.0199 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 0.050000% G5GSEF7VJP5I7OUK5573 BRWSBBJQ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-05-15 0.250000 133907600.00 133634521.65 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-08-31 1.375000 91215900.00 93330831.86 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-04-30 2.875000 120413700.00 131694461.81 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2048-08-15 3.000000 111027400.00 136842197.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 135510600.00 133800618.26 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2040-08-15 1.125000 152792300.00 135697459.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 750000000.00 750000000.00 0.0876 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.050000% R0MUWSFPU8MPRO8K5P83 BRWSBBJX5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 27772000.00 31752381.70 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-06-30 0.875000 20834200.00 20982210.01 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 254900HROIFWPRGM1V77 2050-11-15 0.00 100.00 56.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 20079500.00 22760015.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2029-01-15 2.500000 49500.00 81751.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 22908000.00 23951436.99 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 2040-05-15 0.00 200.00 144.46 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 2030-11-15 0.00 3.20 2.81 U.S. Treasuries (including strips) 2 1/4 NOTE N 21 254900HROIFWPRGM1V77 2039-05-15 0.00 146.72 105.31 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.00 10.00 6.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.00 37.61 30.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-11-15 0.00 2.33 1.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.00 2.52 2.39 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 2037-08-15 0.00 4.82 3.62 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2038-11-15 0.00 219.15 159.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 92.86 70.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.00 230.34 191.07 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 2045-11-15 0.00 100.00 62.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.00 6.16 5.87 U.S. Treasuries (including strips) TINT 05/15/35 254900HROIFWPRGM1V77 2035-05-15 0.00 46.24 36.69 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 2030-08-15 0.00 26.01 22.95 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 2040-02-15 0.00 170.62 119.98 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2044-05-15 0.00 0.42 0.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 100.00 72.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.00 235.05 197.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.00 74.14 54.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.00 7.67 4.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.00 25.29 15.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 59.99 58.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 200.00 123.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-02-15 0.00 332.75 277.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.00 9.09 7.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.00 0.04 0.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.00 320.10 231.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 100.00 66.00 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-08-31 2.750000 307684900.00 333622737.07 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2048-08-15 3.000000 100.00 123.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 0.00 0.02 0.01 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2047-02-15 0.00 11.00 6.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.00 200.00 115.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.00 86.58 50.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 354500.00 346740.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.00 522.34 298.21 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 425000000.00 425000000.00 0.0497 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC. 0.050000% 549300HN4UKV1E2R3U73 BRWSBBKB1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 02.000 CLSD8166 2051-08-01 2.000000 508964464.00 517783121.61 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5836 2051-09-01 2.500000 144794772.00 151716879.14 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 650000000.00 650000000.00 0.0760 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.060000% MBNUM2BPBDO7JBLYG310 BRWSBBKD7 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 2025-05-15 2.125000 200.00 212.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2043-11-15 3.750000 1400.00 1906.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 15888900.00 19997972.69 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-04-30 2.875000 100.00 109.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 359000.00 392235.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 7700.00 7611.59 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 20000000.00 20000000.00 0.0023 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 0.050000% L3I9ZG2KFGXZ61BMYR72 BRWSBBKU9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY BILL 254900HROIFWPRGM1V77 2022-07-14 0.00 100.00 99.94 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-05-31 0.125000 10155000.00 10150269.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-21 0.00 849700.00 849678.76 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-05-15 0.250000 200.00 199.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 2600.00 2599.91 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 2021-10-21 0.00 16471400.00 16470214.06 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 2022-02-17 0.00 966000.00 965777.82 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2051-02-15 0.125000 17969000.00 21453032.80 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2031-07-15 0.125000 46050900.00 52552268.91 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-08-15 0.375000 200.00 199.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 3202000.00 3594545.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 17668600.00 21842191.81 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-05-15 2.500000 875000.00 932279.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 447600.00 451394.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-08-31 1.375000 100.00 102.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.875000 499800.00 504401.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 4047900.00 4191160.79 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2022-04-15 0.125000 66660000.00 75704425.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 200.00 247.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 5085200.00 5349424.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 725300.00 914359.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 7954100.00 8652649.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 16077600.00 17849372.49 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-09-30 1.625000 259700.00 272319.61 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-06-30 1.750000 13900.00 14483.36 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2049-11-15 2.375000 100.00 111.22 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2050-02-15 2.000000 1492000.00 1525345.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 10751200.00 10756955.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 300.00 296.56 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 250000000.00 250000000.00 0.0292 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 0.050000% FOR8UP27PHTHYVLBNG30 BRWSBBKV7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 53145760.07 53040000.01 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 52000000.00 52000000.00 0.0061 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.050000% MBNUM2BPBDO7JBLYG310 BRWSBBKW5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 98185700.00 110222673.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 100.00 146.73 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2046-02-15 1.000000 1401400.00 2166739.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 16163700.00 24213349.74 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2047-05-15 3.000000 154164500.00 191064443.36 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2047-08-15 2.750000 57300.00 67569.46 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 2047-11-15 2.750000 291400.00 345934.24 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 2047-11-15 2.750000 69476800.00 82479081.05 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2048-02-15 1.000000 65399100.00 99440092.67 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 500000000.00 500000000.00 0.0584 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 0.050000% FOR8UP27PHTHYVLBNG30 BRWSBBKZ8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2042-11-20 3.500000 5084280.00 913094.81 Agency Mortgage-Backed Securities GINNIE MAE I 2041-06-15 4.290000 170000.00 34167.65 Agency Mortgage-Backed Securities GINNIE MAE I 2042-02-15 4.000000 61525.00 13962.52 Agency Mortgage-Backed Securities GINNIE MAE I 2042-04-15 2.990000 995620.00 395850.99 Agency Mortgage-Backed Securities GINNIE MAE I 2042-07-15 4.000000 675000.00 138178.05 Agency Mortgage-Backed Securities GINNIE MAE II 2042-11-20 3.500000 795000.00 225686.19 Agency Mortgage-Backed Securities GINNIE MAE II 2045-11-20 3.000000 4127960.00 1066678.05 Agency Mortgage-Backed Securities GINNIE MAE II 2051-01-20 3.500000 122890240.00 120375742.90 Agency Mortgage-Backed Securities GINNIE MAE II 2050-05-20 5.000000 2941752.00 1490151.07 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 4.000000 8285680.00 2204397.91 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.000000 1376538.00 1403697.37 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.000000 1066334.00 596253.54 Agency Mortgage-Backed Securities GINNIE MAE II 2050-06-20 3.000000 1051922.00 557075.45 Agency Mortgage-Backed Securities GINNIE MAE I 2050-05-15 5.000000 501796.00 476120.07 Agency Mortgage-Backed Securities GINNIE MAE II 2051-02-20 2.000000 1495676.00 1514281.00 Agency Mortgage-Backed Securities GINNIE MAE II 2051-02-20 2.000000 12714400.00 12525067.83 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 3.000000 15166016.00 11840623.14 Agency Mortgage-Backed Securities GINNIE MAE II 2051-02-20 2.000000 1757192.00 1774823.53 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 3.500000 930000.00 298332.91 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 4.000000 1315094.00 332152.08 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.000000 81000.00 42948.69 Agency Mortgage-Backed Securities GINNIE MAE II 2044-09-20 4.000000 181093.00 43649.18 Agency Mortgage-Backed Securities GINNIE MAE II 2042-01-20 3.000000 1983098.00 763239.29 Agency Mortgage-Backed Securities GINNIE MAE II 2040-01-20 5.500000 3940000.00 317297.90 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 5.500000 2483728.00 81901.52 Agency Mortgage-Backed Securities GINNIE MAE I 2040-06-15 4.500000 1180000.00 166782.48 Agency Mortgage-Backed Securities GINNIE MAE I 2040-09-15 4.000000 135000.00 33594.18 Agency Mortgage-Backed Securities GINNIE MAE I 2041-02-15 4.500000 1001880.00 641080.06 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 4.000000 95000.00 14524.29 Agency Mortgage-Backed Securities GINNIE MAE I 2041-02-15 5.000000 142114.00 19267.07 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-01-20 5.000000 520061952.00 93018371.76 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2050-11-20 3.000000 1627744.00 1681006.65 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 250000000.00 250000000.00 0.0292 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 0.050000% 7TK5RJIZDFROZCA6XF66 BRWSBBL04 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 2031-08-15 1.250000 15339500.00 15300038.80 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 15000000.00 15000000.00 0.0018 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.050000% ZBUT11V806EZRVTWT807 BRWSBBL20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-27 0.00 200.00 199.96 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 254900HROIFWPRGM1V77 2023-02-28 1.500000 1500.00 1530.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 154953600.00 152998270.84 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 150000000.00 150000000.00 0.0175 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 0.050000% K5HU16E3LMSVCCJJJ255 BRWSBBL53 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-06-30 0.875000 35787000.00 36041237.46 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 254900HROIFWPRGM1V77 2025-11-15 2.250000 8975100.00 9628606.30 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-09-30 1.375000 200.00 205.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 264900.00 352519.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.250000 4965000.00 4977490.07 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 50000000.00 50000000.00 0.0058 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 0.050000% KX1WK48MPD4Y2NCUIZ63 BRWSBBL87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-30 0.625000 4000000.00 3922684.15 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-06-30 0.875000 1000.00 1007.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.094005 100.00 100.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 100.00 98.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-16 0.00 100.00 100.00 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-04-30 0.750000 32871000.00 32985614.39 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2041-02-15 1.875000 2723400.00 2756694.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-09 0.00 100.00 99.99 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-07-15 0.375000 500.00 500.11 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2031-08-15 1.250000 100.00 99.74 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-08-31 0.750000 510200.00 509679.60 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2044-02-15 1.375000 25000.00 41287.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 100.00 101.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2028-04-15 3.625000 900.00 2073.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 500.00 751.57 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2044-05-15 3.375000 100.00 129.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 5566900.00 6849148.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 200.00 473.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 19870500.00 45907557.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 100.00 146.73 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2042-05-15 3.000000 1500.00 1821.35 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 2043-05-15 2.875000 9484000.00 11315137.53 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-08-15 2.375000 900.00 953.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 45992600.00 69357986.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 100.00 116.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 1100.00 1150.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 14999900.00 16003236.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 100.00 149.80 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2047-08-15 2.750000 100.00 117.92 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-08-31 1.625000 10660600.00 10824783.90 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2025-02-15 7.625000 7755000.00 9679684.12 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-11-30 2.125000 4999600.00 5294234.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 4999900.00 5168545.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 1364600.00 1435504.03 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2048-05-15 3.125000 600.00 762.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 6019000.00 6487368.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 3858100.00 4863767.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 4347700.00 5006294.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.500000 9534700.00 9605348.19 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-06-30 1.750000 400.00 416.79 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2049-11-15 2.375000 197700.00 219889.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 100.00 124.00 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2050-02-15 2.000000 4823200.00 4930996.42 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-03-15 0.500000 100.00 100.76 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2029-01-15 0.875000 900.00 1139.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 0.125000 1819300.00 1820027.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-09 0.00 900.00 899.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 100.00 98.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-07 0.00 800.00 799.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-04 0.00 200.00 199.98 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2050-11-15 1.625000 100.00 94.04 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 250000000.00 250000000.00 0.0292 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 0.050000% SUVUFHICNZMP2WKHG940 BRWSBBLD6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 32086000.00 12411126.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 20915520.00 13818852.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 24736587.00 12923887.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 14541782.00 13993236.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 10315626.00 7987334.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-08-01 4.000000 12614574.00 12725414.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 14938696.00 15533683.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 37239750.00 14703157.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 14760595.00 15300546.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 4.000000 10498134.00 2142760.15 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 118000000.00 118000000.00 0.0138 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 0.050000% SUVUFHICNZMP2WKHG940 BRWSBBLJ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 0.125000 2922700.00 2921035.81 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2028-04-30 1.250000 1364900.00 1390379.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 22962000.00 23128648.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2030-02-15 1.500000 22649500.00 23233226.85 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-11-30 0.375000 24058300.00 23786744.90 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 73000000.00 73000000.00 0.0085 N Y Y N SEI DAILY INCOME TRUST 2021-09-08 Peter Rodriguez Peter Rodriguez Fund Accounting Director