N-MFP2 0000701939 XXXXXXXX 2022-09-30 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 Government/Agency N 26 71 5224408961.31 5227799878.55 5013605372.59 5021277872.53 5394611312.86 6778398915.60 6836742125.85 6475917896.09 6537880120.37 6496221807.14 0.5864 0.5802 0.5592 0.5556 0.5995 0.7608 0.7588 0.7223 0.7234 0.7220 8196.51 8983450268.63 8988397290.15 9474696.40 17235797.04 8980644386.02 8980372690.9640 1.0000 0.0277 0.9996 0.9995 0.9994 0.9995 0.9995 C000018365 1.00 8963455983.10 8963191121.6140 0.9995 0.9995 0.9994 0.9995 0.9995 1095236332.53 1777801178.77 643425415.75 566047778.40 1104821010.77 1048098725.69 1293409091.60 1063657627.48 1497685353.79 1542382769.93 5027774273.22 4757045585.96 0.0256 Y SEI Investments Management Corporation Advisor Waiver ,0.00 SEI Investments Global Funds Services Administrator Waiver-,5,964.27 SEI Investments Distribution Co Shareholder Servicing Waiver,1,814,349.45 C000162326 1.00 17188402.92 17181569.3500 0.9999 0.9998 0.9997 0.9998 0.9998 274619.62 157685.66 2935260.70 307762.48 1017270.14 1741533.18 155460.80 1747253.16 311880.12 178770.11 4494152.54 3993454.87 0.0256 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,3,626.36 FEDERAL HOME LOAN BANKS FHLB 2.975000% 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+ 2022-10-03 2022-12-16 2022-12-16 N N N 0.0298 90902654.65 90902654.65 0.0101 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.980000% 3130AQY31 2549001DPIFGXC1TOL40 US3130AQY318 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-05-02 2023-05-02 N N N 0.0298 15860862.15 15860862.14 0.0018 N N N N FEDERAL HOME LOAN BANKS FHLB 2.975000% 3130AR6R7 2549001DPIFGXC1TOL40 US3130AR6R70 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-03-02 2023-03-02 N N N 0.0298 169176935.97 169176935.97 0.0188 N N N N FEDERAL HOME LOAN BANKS FHLB 2.965000% 3130ARU41 2549001DPIFGXC1TOL40 US3130ARU413 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2022-10-21 2022-10-21 N N N 0.0296 112580260.06 112580260.05 0.0125 N N N N FEDERAL HOME LOAN BANKS FHLB 2.080000% 3130ASEB1 2549001DPIFGXC1TOL40 US3130ASEB14 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2023-02-13 2023-02-13 2023-02-13 N N N 0.0208 94079167.69 94079167.68 0.0105 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANK 2.970000% 3130AT4X2 2549001DPIFGXC1TOL40 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-10-03 2022-12-23 2022-12-23 N N N 0.0297 24480529.01 24480529.01 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 2.965000% 3130AT5E3 2549001DPIFGXC1TOL40 US3130AT5E31 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-10-03 2022-12-01 2022-12-01 N N N 0.0296 107115235.65 107115235.65 0.0119 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.450000% 3130AT5L7 2549001DPIFGXC1TOL40 US3130AT5L73 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2023-09-25 2023-09-25 2023-09-25 N N N 0.0347 52099572.00 52099571.99 0.0058 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.970000% 3130AT5W3 2549001DPIFGXC1TOL40 US3130AT5W39 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2022-10-03 2023-01-04 2023-01-04 N N N 0.0297 48001317.60 48001317.60 0.0053 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.990000% 3130AT6M4 2549001DPIFGXC1TOL40 US3130AT6M48 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2022-10-03 2023-03-02 2023-03-02 N N N 0.0299 132485035.56 132485035.56 0.0148 N N N N FEDERAL HOME LOAN BANKS FED HOME LN BANK 3.250000% 3130ATB48 2549001DPIFGXC1TOL40 US3130ATB484 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2023-01-09 2023-01-09 2023-01-09 N N N 0.0326 89080754.22 89080754.22 0.0099 N N N N FEDERAL HOME LOAN BANKS FHLB 3.250000% 3130ATB55 2549001DPIFGXC1TOL40 US3130ATB559 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2023-01-06 2023-01-06 2023-01-06 N N N 0.0325 156241807.99 156241807.99 0.0174 N N N N FEDERAL HOME LOAN BANKS FHLB 3.410000% 3130ATC96 2549001DPIFGXC1TOL40 US3130ATC961 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2023-02-10 2023-02-10 2023-02-10 N N N 0.0345 41867137.21 41867137.21 0.0047 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.970000% 3130ATCZ8 2549001DPIFGXC1TOL40 US3130ATCZ82 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-10-03 2023-01-17 2023-01-17 N N N 0.0297 75710066.94 75710066.93 0.0084 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.970000% 3130ATEK9 2549001DPIFGXC1TOL40 US3130ATEK95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-10-03 2023-01-17 2023-01-17 N N N 0.0297 105252056.68 105252056.67 0.0117 N N N N FEDERAL HOME LOAN BANKS FHLB 2.970000% 3130ATF36 2549001DPIFGXC1TOL40 US3130ATF360 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-10-03 2023-01-25 2023-01-25 N N N 0.0297 160357261.57 160357261.57 0.0179 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.000000% 3130ATGK7 2549001DPIFGXC1TOL40 US3130ATGK77 U.S. Treasury Debt Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2022-10-03 2023-03-23 2023-03-23 N N N 0.0300 150002754.00 150002754.00 0.0167 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AZ3 254900C5LP6DN9OP9V83 US313312AZ33 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2023-01-24 2023-01-24 2023-01-24 N N N 0.0250 19777403.40 19777403.40 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BH2 254900C5LP6DN9OP9V83 US313312BH26 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2023-02-01 2023-02-01 2023-02-01 N N N 0.0180 53366808.05 53366808.04 0.0059 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313M70 254900C5LP6DN9OP9V83 US313313M704 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-11-01 2022-11-01 2022-11-01 N N N 0.0039 37394993.59 37394993.59 0.0042 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384BJ7 2549001DPIFGXC1TOL40 US313384BJ76 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2023-02-02 2023-02-02 2023-02-02 N N N 0.0180 167608135.19 167608135.19 0.0187 N N N N FEDERAL HOME LOAN BANKS FHLB 313385J23 2549001DPIFGXC1TOL40 US313385J237 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0073 47890000.00 47890000.00 0.0053 N Y Y N FEDERAL HOME LOAN BANKS FHLB 313385L95 2549001DPIFGXC1TOL40 US313385L951 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2022-10-26 2022-10-26 2022-10-26 N N N 0.0265 199618946.00 199618946.00 0.0222 N N Y N FEDERAL HOME LOAN BANKS FHLBDN 313385M37 2549001DPIFGXC1TOL40 US313385M371 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2022-10-28 2022-10-28 2022-10-28 N N N 0.0267 37321469.35 37321469.35 0.0042 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.970000% 3133EM2N1 254900C5LP6DN9OP9V83 US3133EM2N18 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2022-11-16 2022-11-16 N N N 0.0297 141785950.51 141785950.50 0.0158 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.020000% 3133EMLK6 254900C5LP6DN9OP9V83 US3133EMLK62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2022-10-21 2022-10-21 N N N 0.0302 61266940.88 61266940.87 0.0068 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.020000% 3133EMMS8 254900C5LP6DN9OP9V83 US3133EMMS89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-01-13 2023-01-13 N N N 0.0302 17057641.31 17057641.30 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.020000% 3133EMNH1 254900C5LP6DN9OP9V83 US3133EMNH16 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-01-20 2023-01-20 N N N 0.0302 28833996.70 28833996.70 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.015000% 3133EMPZ9 254900C5LP6DN9OP9V83 US3133EMPZ95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-02-09 2023-02-09 N N N 0.0302 50008697.00 50008697.00 0.0056 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.010000% 3133EMRJ3 254900C5LP6DN9OP9V83 US3133EMRJ36 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-02-17 2023-02-17 N N N 0.0301 35352226.34 35352226.34 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.000000% 3133EMTB8 254900C5LP6DN9OP9V83 US3133EMTB81 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-03-10 2023-03-10 N N N 0.0300 24907414.29 24907414.29 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.985000% 3133EMVQ2 254900C5LP6DN9OP9V83 US3133EMVQ23 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-01-12 2023-01-12 N N N 0.0299 80114553.45 80114553.45 0.0089 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.010000% 3133ENEK2 254900C5LP6DN9OP9V83 US3133ENEK29 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-08-22 2023-08-22 N N N 0.0301 45639405.77 45639405.76 0.0051 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.010000% 3133ENHT0 254900C5LP6DN9OP9V83 US3133ENHT01 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-07-20 2023-07-20 N N N 0.0301 69573674.82 69573674.82 0.0077 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 3.050000% 3133ENJ43 254900C5LP6DN9OP9V83 US3133ENJ437 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2024-08-26 2024-08-26 N N N 0.0305 77755729.13 77755729.13 0.0087 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.020000% 3133ENJB7 254900C5LP6DN9OP9V83 US3133ENJB74 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-11-22 2023-11-22 N N N 0.0302 58556646.83 58556646.82 0.0065 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.995000% 3133ENKJ8 254900C5LP6DN9OP9V83 US3133ENKJ81 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-07-12 2023-07-12 N N N 0.0300 6901260.98 6901260.97 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.015000% 3133ENKL3 254900C5LP6DN9OP9V83 US3133ENKL38 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2024-01-10 2024-01-10 N N N 0.0302 9662901.09 9662901.09 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.005000% 3133ENKT6 254900C5LP6DN9OP9V83 US3133ENKT63 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-10-16 2023-10-16 N N N 0.0300 56024521.37 56024521.37 0.0062 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 2.975000% 3133ENPD6 254900C5LP6DN9OP9V83 US3133ENPD66 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-05-16 2023-05-16 N N N 0.0298 64291434.95 64291434.95 0.0072 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANK 2.990000% 3133ENSW1 254900C5LP6DN9OP9V83 US3133ENSW11 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2023-07-25 2023-07-25 N N N 0.0299 35168713.78 35168713.77 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.010000% 3133ENWG1 254900C5LP6DN9OP9V83 US3133ENWG15 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2022-10-03 2024-05-09 2024-05-09 N N N 0.0301 59296878.34 59296878.34 0.0066 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.250000% 3133ENYG9 254900C5LP6DN9OP9V83 US3133ENYG96 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2023-06-07 2023-06-07 2023-06-07 N N N 0.0226 16810727.48 16810727.48 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORA MTN 3.025000% 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+ 2022-10-03 2022-11-10 2022-11-10 N N N 0.0303 25815116.43 25815116.42 0.0029 N N N N US BANK MONEY MARKET FUND US BANK MMDA GLOBAL FUND SERVICES3 2.980000% 8AMMF0A76 Investment Company Y Fitch, Inc. UNK Moody's Investors Service, Inc. UNK Standard and Poor's Ratings Services UNK 2022-10-03 2022-10-03 2022-10-03 N N N 0.0150 485611955.38 485611955.38 0.0541 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-10-06 2022-10-06 2022-10-06 N N N 0.0144 71144056.61 71144056.60 0.0079 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-12-29 2022-12-29 2022-12-29 N N N 0.0039 88132829.86 88132829.85 0.0098 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2023-01-26 2023-01-26 2023-01-26 N N N 0.0063 48825188.35 48825188.34 0.0054 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796T33 254900HROIFWPRGM1V77 US912796T338 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2023-02-23 2023-02-23 2023-02-23 N N N 0.0114 40537609.72 40537609.72 0.0045 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796W47 254900HROIFWPRGM1V77 US912796W472 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2023-05-18 2023-05-18 2023-05-18 N N N 0.0212 51787564.66 51787564.66 0.0058 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796XR5 254900HROIFWPRGM1V77 US912796XR55 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2023-01-12 2023-01-12 2023-01-12 N N N 0.0267 194831916.18 194831916.17 0.0217 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796YL7 254900HROIFWPRGM1V77 US912796YL76 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2023-03-16 2023-03-16 2023-03-16 N N N 0.0350 117898500.97 117898500.96 0.0131 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796YX1 254900HROIFWPRGM1V77 US912796YX15 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-12-06 2022-12-06 2022-12-06 N N N 0.0270 142537250.34 142537250.34 0.0159 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796YY9 254900HROIFWPRGM1V77 US912796YY97 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2022-12-13 2022-12-13 2022-12-13 N N N 0.0273 10437481.53 10437481.53 0.0012 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796ZJ1 254900HROIFWPRGM1V77 US912796ZJ12 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2023-01-10 2023-01-10 2023-01-10 N N N 0.0320 223002778.50 223002778.50 0.0248 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828YW4 254900HROIFWPRGM1V77 US912828YW42 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-12-15 2022-12-15 2022-12-15 N N N 0.0135 37885715.00 37885715.00 0.0042 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.346000% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-10-03 2023-01-31 2023-01-31 N N N 0.0335 170165520.50 170165520.50 0.0189 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBX8 254900HROIFWPRGM1V77 US91282CBX83 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2023-04-30 2023-04-30 2023-04-30 N N N 0.0210 15500120.55 15500120.54 0.0017 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.326000% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2022-10-03 2023-07-31 2023-07-31 N N N 0.0333 50056184.50 50056184.50 0.0056 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC. 3.050000% 549300HN4UKV1E2R3U73 BRY8BPQJ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 3.000000 138678082.00 122291757.86 Other Instrument POOL FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-02-01 3.000000 149058537.00 128474794.10 Other Instrument POOL FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 144117550.00 135056423.39 Other Instrument POOL FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-07-01 4.500000 139486887.00 133318797.68 Other Instrument POOL FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 11957767.00 10278227.51 Other Instrument POOL Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 514000000.00 514000000.00 0.0572 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 2.970000% L3I9ZG2KFGXZ61BMYR72 BRY8BPQL4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 2.500000 6458500.00 6050690.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 1.500000 435400.00 409271.22 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2041-11-15 2.000000 100.00 72.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-02-15 2.250000 8889500.00 6571318.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 3.250000 1092000.00 1076469.98 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2031-07-15 0.125000 49500.00 48150.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-30 0.625000 53144700.00 44932586.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 33334000.00 31296503.69 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2030-11-15 0.875000 100.00 80.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 1.375000 1700.00 1117.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 1005500.00 1124204.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 150448000.00 142776054.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 100.00 89.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 3899700.00 3070086.60 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2027-09-30 0.375000 100.00 83.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 100.00 63.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 200.00 196.56 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2047-05-15 3.000000 7515100.00 6451375.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-05-15 2.125000 1000.00 956.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2038-02-15 4.375000 978200.00 1051231.19 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0297 240000000.00 240000000.00 0.0267 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 3.050000% G5GSEF7VJP5I7OUK5573 BRY8BPQM2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 4.250000 5089200.00 5100019.64 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 5000000.00 5000000.00 0.0006 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 2.960000% R0MUWSFPU8MPRO8K5P83 BRY8BPQR1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-02-15 0.125000 21790800.00 15035046.59 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-12-15 1.000000 900000.00 842030.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.875000 52069800.00 47643703.88 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2041-11-15 2.000000 201373000.00 146958793.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.625000 248700.00 232003.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.750000 1365000.00 1272906.86 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-01-15 1.125000 1240000.00 1158982.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 3.125000 1293000.00 1260066.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 1.875000 97641200.00 65763667.18 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2041-02-15 1.875000 407549800.00 291935155.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.00 100.00 37.72 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 254900HROIFWPRGM1V77 2048-11-15 0.00 100.00 37.94 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2049-02-15 1.000000 182000.00 178575.28 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-04-30 0.375000 30000000.00 27235713.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 1.750000 550000.00 523941.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 930000.00 882575.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 1000000.00 898996.00 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-09-30 0.250000 1702000.00 1514388.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 33907000.00 30554083.70 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-04-30 2.875000 125000.00 122371.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.00 1640823.02 1184444.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 100.00 100.88 U.S. Treasuries (including strips) 3 5/8 TPRN 44 254900HROIFWPRGM1V77 2044-02-15 0.00 45646400.00 19301260.72 U.S. Treasuries (including strips) TINT 05/15/43 2043-05-15 0.00 40.55 17.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.00 1114801.92 497943.00 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 2028-05-15 0.00 2.56 2.04 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 2044-02-15 0.00 9223259.98 3795196.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 100.00 51.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 0.00 1177700.63 816917.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 38.03 19.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.00 45117767.68 17163926.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 140289700.00 159561121.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 1461000.00 1417515.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 5858600.00 2266047.89 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-11-30 2.125000 800.00 771.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 4436600.00 4164730.70 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2044-02-15 1.375000 1277200.00 1471234.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2024-11-15 2.250000 383000.00 370935.31 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2040-02-15 2.125000 16996200.00 24643898.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-08-15 2.000000 23000000.00 21688333.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 118800.00 142455.34 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0296 875000000.00 875000000.00 0.0974 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 2.980000% FOR8UP27PHTHYVLBNG30 BRY8BPR09 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-11-30 1.250000 398243900.00 357000035.99 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0298 350000000.00 350000000.00 0.0390 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 3.040000% FOR8UP27PHTHYVLBNG30 BRY8BPRE9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2061-06-15 3.250000 149999.00 136590.58 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2051-01-20 3.000000 851000.00 435564.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-12-20 4.500000 1000000.00 159257.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-06-15 5.000000 13669696.00 358951.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-09-20 3.500000 28200928.00 3705876.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-08-15 4.290000 90000.00 15234.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-02-20 3.500000 496369.00 455220.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-02-20 3.500000 439497.00 402444.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-06-15 3.200000 8254200.00 7510330.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-02-20 3.500000 3047760.00 2774450.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-02-20 3.500000 445391.00 406461.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2064-09-15 3.500000 2221260.00 2030756.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2044-12-15 3.550000 1520544.00 1442696.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-02-15 2.850000 100000.00 88471.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-02-20 3.500000 630433.00 577910.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-03-20 4.000000 603805.00 565667.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-05-15 2.800000 7860160.00 6935600.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-03-20 4.000000 1018274.00 955547.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-10-20 4.000000 1045400.00 990869.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-10-20 3.500000 17388544.00 13508877.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-02-20 3.500000 2131876.00 1914505.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-01-20 4.500000 1136574.00 148036.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-03-20 4.000000 26553984.00 15909967.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-01-20 4.000000 580000.00 94282.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-08-15 4.750000 3052548.00 208128.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-09-20 4.500000 1673436.00 278904.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2046-05-15 3.000000 1450000.00 810932.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2042-06-20 4.000000 125000.00 16960.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-08-20 3.000000 1159898.00 481668.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-05-20 5.000000 2765364.00 346644.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-07-15 4.000000 6747800.00 6512310.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2062-07-15 3.700000 8672656.00 8161262.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 4.000000 5235810.00 4692178.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-08-15 3.780000 11603648.00 11016485.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-08-20 4.000000 1064710.00 853675.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-08-20 4.500000 1280972.00 1243854.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-09-15 3.340000 13280160.00 12250437.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 4.500000 1044814.00 1015829.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2048-12-15 5.500000 1679250.00 187874.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-11-20 4.500000 1503556.00 296099.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-02-20 3.000000 2029068.00 1085313.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2052-06-15 4.000000 1729828.00 1644269.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2050-02-15 3.000000 4128056.00 1148120.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-08-20 4.500000 1087732.00 1069105.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-08-20 3.500000 600000.00 411966.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2050-10-15 2.500000 785094.00 394121.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-05-20 3.500000 32021952.00 19166191.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 3.500000 4313056.00 2343651.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-07-20 3.500000 1179850.00 641248.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-07-20 3.500000 911566.00 817023.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2063-12-15 4.120000 1597468.00 1534086.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-01-20 3.500000 6381744.00 3423500.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-05-20 3.500000 456637.00 393784.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2044-04-15 4.000000 27032000.00 2345348.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-10-20 4.000000 14546112.00 240644.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-08-20 3.500000 1834510.00 1112251.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-07-20 4.500000 1073346.00 181082.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-07-20 4.000000 1898012.00 691360.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-10-20 3.500000 119334.00 37692.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-11-20 5.500000 19065311.00 28435.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-09-15 4.500000 14000000.00 1092174.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-02-20 4.000000 15000000.00 681905.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-11-15 4.000000 869998.00 176727.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-02-20 3.000000 31951616.00 3760956.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-02-20 3.500000 638783.00 229545.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-04-20 3.000000 1013000.00 701851.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-02-20 4.000000 25850080.00 6794275.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-02-20 3.500000 79735808.00 67878149.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2040-12-20 4.000000 1104766.00 126305.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2037-11-15 5.500000 10000000.00 156563.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-02-15 5.500000 5000000.00 98710.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-09-15 5.000000 802583.00 50440.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-05-15 5.000000 1458936.00 32349.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-08-15 3.000000 1013936.00 566170.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2026-12-15 3.500000 1000000.00 64715.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-05-15 5.000000 102320.00 6887.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-06-20 5.000000 101219.00 11210.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2042-03-20 4.000000 1622670.00 200189.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-12-15 3.100000 494705.00 115521.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-04-15 3.500000 51839.00 37729.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-03-15 3.000000 8000000.00 1937805.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-03-20 3.000000 6750000.00 1683587.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2027-07-15 3.000000 3014648.00 187330.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-06-15 3.000000 750000.00 103863.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-11-15 3.250000 3718572.00 930072.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-02-20 2.500000 4998750.00 950696.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-02-20 3.000000 74749440.00 11106489.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2042-06-20 4.000000 2174500.00 172093.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2029-03-20 3.000000 538458.00 47224.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-09-20 5.500000 265000.00 23199.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-10-20 3.000000 1199100.00 217495.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-01-20 3.000000 10736784.00 1664699.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-02-20 4.500000 505000.00 45530.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2029-04-20 4.000000 1302530.00 134651.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-07-20 3.000000 980000.00 129527.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-07-20 4.500000 57000.00 6605.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-09-20 4.000000 9187104.00 1244799.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-11-20 5.000000 6032528.00 1085617.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-06-20 6.000000 390000.00 87059.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-03-20 4.000000 52343104.00 6719243.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-10-20 4.000000 6476000.00 2783364.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-08-20 4.500000 2004384.00 1931305.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 3.500000 5454112.00 5004237.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 5.000000 7244176.00 7157215.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-06-20 5.000000 2392110.00 403973.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-12-20 3.500000 32443136.00 5573272.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-11-15 5.000000 928001.00 116489.77 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 5.000000 5174912.00 570175.14 Agency Mortgage-Backed Securities GINNIE MAE II 2044-06-20 3.500000 31293408.00 2997279.27 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2043-04-20 4.000000 390000.00 44636.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-02-20 4.500000 3287484.00 341226.19 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2036-05-20 2.500000 1989226.00 1413084.82 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2045-02-15 3.000000 2016452.00 358317.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2041-01-20 4.500000 2619336.00 184576.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-12-20 3.500000 5145000.00 978720.58 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.500000 2725712.00 393339.02 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 5.000000 502613.00 61856.08 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.500000 15345000.00 1942739.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2032-12-20 2.500000 33195.00 7566.91 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2047-07-20 4.500000 140507392.00 17506320.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-02-20 3.000000 3834340.00 3373744.63 Corporate Debt Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-08-15 3.310000 13365952.00 12289107.33 Corporate Debt Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 4.000000 16348768.00 14931279.12 Corporate Debt Securities MIWD HOLDCO II LLC 254900X3SPV5RVFJEY72 2030-02-01 5.500000 22926016.00 19978009.72 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.00 93900.00 35104.51 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 2030-11-15 0.00 15067893.76 10975604.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 24271488.00 18845596.86 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2029-11-15 0.00 12039618.52 9101722.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.00 18109100.00 13543198.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 22540400.00 11679173.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 0.00 13255136.00 9194491.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.00 4100000.00 2028995.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 0.00 24527100.00 13963768.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.00 45754400.00 19624519.70 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0304 460000000.00 460000000.00 0.0512 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.980000% MBNUM2BPBDO7JBLYG310 BRY8BPRK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 1.375000 37231700.00 30569282.75 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2031-01-15 0.125000 33029200.00 33141365.21 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2031-07-15 0.125000 55467500.00 53955657.47 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2031-08-15 1.250000 649059500.00 527651297.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-15 0.125000 632700.00 649777.54 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2031-02-15 1.125000 369000.00 300548.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 100.00 102.66 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2030-02-15 1.500000 300.00 256.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 10800.00 12720.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 10409400.00 11619063.37 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0298 645000000.00 645000000.00 0.0718 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 2.990000% K5HU16E3LMSVCCJJJ255 BRY8BPRL3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 48456400.00 51000098.39 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0299 50000000.00 50000000.00 0.0056 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 3.050000% MBNUM2BPBDO7JBLYG310 BRY8BPRT6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY BOND 254900HROIFWPRGM1V77 2048-05-15 3.125000 5746600.00 5100083.08 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 5000000.00 5000000.00 0.0006 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 3.050000% 7TK5RJIZDFROZCA6XF66 BRY8BPS08 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY BOND 254900HROIFWPRGM1V77 2050-11-15 1.625000 3209500.00 2040031.22 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 2000000.00 2000000.00 0.0002 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 3.050000% SUVUFHICNZMP2WKHG940 BRY8BPS57 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 2029-04-30 2.875000 27780800.00 26362371.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 4.250000 31107500.00 31153539.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-31 0.375000 50453000.00 42523029.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-06-30 2.000000 38940300.00 37661111.15 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0305 135000000.00 135000000.00 0.0150 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 2.950000% KX1WK48MPD4Y2NCUIZ63 BRY8BPS73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 2.500000 2100000.00 1967399.70 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-12-31 1.250000 2214100.00 1978847.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 9000000.00 6986976.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2028-07-31 1.000000 10000000.00 8469536.09 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-03-15 0.250000 4755600.00 4486326.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-09 0.00 137320400.00 135069306.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-30 0.00 600.00 588.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-08-15 3.000000 35613400.00 31284163.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 3.375000 44300000.00 40707569.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 4.125000 10300000.00 10366744.00 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2031-05-15 1.625000 41385200.00 35140783.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-08-31 0.750000 4000000.00 3518978.19 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2051-05-15 2.375000 4599400.00 3527000.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 672500.00 631279.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.00 12308100.00 4643723.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 1.375000 2600000.00 1708902.65 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-02-28 0.500000 10000000.00 8842213.65 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-02-28 2.500000 620700.00 588983.98 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-07-31 2.875000 5000000.00 4846103.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 18000000.00 17772840.00 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-01-31 2.500000 5000000.00 4905220.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 1.500000 2205400.00 2100673.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 51402100.00 52768639.22 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-08-31 1.250000 27530300.00 26065355.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.250000 9000000.00 8834377.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 0.250000 10000000.00 8951154.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-31 0.375000 52500000.00 44248291.67 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2027-05-31 0.500000 18000000.00 15347460.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 2387300.00 1966778.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 5000000.00 4338281.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 3904500.00 3600022.21 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-09-30 1.375000 867000.00 842865.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 15000000.00 14684776.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 2982900.00 2931638.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.00 16.90 12.99 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 254900HROIFWPRGM1V77 2024-03-31 2.125000 8000000.00 7750184.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2045-05-15 3.000000 4076800.00 3486071.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 50000000.00 55810437.50 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 2044-02-15 3.625000 5000000.00 4716636.25 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2044-05-15 3.375000 100000000.00 91392925.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0295 664000000.00 664000000.00 0.0739 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.970000% SUVUFHICNZMP2WKHG940 BRY8D2QB5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-06-30 3.250000 10540600.00 10200085.92 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2022-10-03 2022-10-03 2022-10-03 N N N 0.0297 10000000.00 10000000.00 0.0011 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 2.980000% ZBUT11V806EZRVTWT807 BRY8D43K6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-10 0.00 200.00 198.21 Agency Mortgage-Backed Securities U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2029-07-31 2.625000 38000.00 35268.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 400.00 380.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-06-30 3.250000 16984700.00 16451550.27 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2041-08-15 1.750000 58550400.00 40491378.10 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2028-07-31 1.000000 4800.00 4071.17 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2028-10-31 1.375000 800.00 693.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-01 0.00 14400.00 14331.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 3.000000 100.00 98.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-09-30 3.875000 49106000.00 49143173.24 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2026-08-31 0.750000 800.00 704.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.125000 1600.00 1588.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 2.875000 100.00 98.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-01-31 2.500000 1800.00 1766.55 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2024-10-15 0.125000 1000.00 1112.67 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-04-30 0.375000 1600.00 1454.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 17462400.00 15366257.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 64.00 23.64 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 22900.00 25618.68 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2039-11-15 4.375000 200.00 215.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 800.00 928.25 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.00 121.60 50.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.00 4.00 2.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 100.00 97.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.125000 5400.00 5253.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.250000 200.00 196.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 3200.00 3069.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2024-11-15 2.250000 3000.00 2907.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 800.00 661.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 6613200.00 7980076.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-02-15 2.000000 6400.00 6100.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 600.00 672.17 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2022-10-03 2022-10-03 2022-10-03 N N N 0.0298 127000000.00 127000000.00 0.0141 N Y Y N SEI DAILY INCOME TRUST 2022-10-05 Ankit Puri Ankit Puri Fund Accounting Director