The
following
abbreviations
are
used
in
the
report:
Principal
Amount
Value
U.S.
Treasury
Notes
(continued)
$
85,139,000
2.00%,
08/15/25
...............
$
83,057,086
56,783,000
2.25%,
11/15/25
...............
55,775,989
59,079,000
1.63%,
02/15/26
...............
56,750,457
9,395,000
0.75%,
03/31/26
...............
8,729,276
29,558,000
2.00%,
11/15/26
...............
28,652,786
30,000,000
1.50%,
01/31/27
...............
28,450,781
35,253,000
0.50%,
04/30/27
...............
31,774,520
26,258,000
2.38%,
05/15/27
...............
25,831,308
90,879,000
1.00%,
07/31/28
...............
82,206,445
3,249,000
2.63%,
02/15/29
...............
3,233,897
37,468,000
2.38%,
03/31/29
...............
36,695,223
25,961,000
2.88%,
04/30/29
...............
26,238,864
35,999,000
1.50%,
02/15/30
...............
33,213,296
95,981,000
1.38%,
11/15/31
...............
86,067,962
837,977,606
Total
U.S.
Government
Securities
(Cost
$946,134,989)
916,731,923
Shares
INVESTMENT
COMPANY
—
1.0%
14,760,277
SEI
Daily
Income
Trust
Government
II
Fund
-
Class
A,
1.37%(e)
...
14,760,277
Total
Investment
Company
(Cost
$14,760,277)
14,760,277
TOTAL
INVESTMENTS
—
99.5%
(Cost
$1,553,475,419)
$
1,489,068,189
OTHER
ASSETS
IN
EXCESS
OF
LIABILITIES
—
0.5%
8,096,626
NET
ASSETS
—
100.0%
$
1,497,164,815
(a)
Security
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
The
security
may
be
resold
in
transactions
exempt
from
registration
normally
to
qualified
institutional
buyers.
The
security
has
been
determined
to
be
liquid
in
accordance
with
procedures
adopted
by
the
Fund’s
Board
of
Directors.
(b)
Variable
rate
security.
Security
may
be
issued
at
a
fixed
coupon
rate,
which
converts
to
a
variable
rate
at
a
specified
date.
Rate
shown
is
the
rate
in
effect
as
of
July
31,
2022.
(c)
Floating
rate
security.
Rate
shown
is
the
rate
in
effect
as
of
July
31,
2022.
(d)
Inflation
protected
security.
(e)
The
rate
shown
represents
the
current
yield
as
of
July
31,
2022.
CLO
—
Collateralized
Loan
Obligation
GMTN
—
Global
Medium
Term
Note
LIBOR
—
London
Interbank
Offered
Rate
MTN
—
Medium
Term
Note
REIT
—
Real
Estate
Investment
Trust
SOFR
—
Secured
Overnight
Financing
Rate
Portfolio
Diversification
by
Sector
(Unaudited)
Sector:
Percentage
of
Net
Assets
Asset-Backed
Securities
.........................
7.3
%
Corporate
Bonds
.............................
29.2
Municipal
Bonds
.............................
0.7
Non-Agency
Mortgage-Backed
Securities
............
0.1
U.S.
Government
Securities
.....................
61.2
Other
*
......................................
1.5
100.0%
*
Includes
cash
and
equivalents,
investment
company,
pending
trades
and
Fund
share
transactions,
interest
and
dividends
receivable,
prepaids
and
accrued
expenses
payable.