# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0001145549-23-005368
**Filing Date:** 2023-2
**Character Count:** 73166
**Document Hash:** a9a3b19ce3fe0df29186d966ae181148
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005368.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005368

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230207

**DATE AS OF CHANGE**: 20230207

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI DAILY INCOME TRUST /MA/
- **CENTRAL INDEX KEY:** 0000701939
- **IRS NUMBER:** 236756825
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03451
- **FILM NUMBER:** 23593417

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003425734

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI CASH & PLUS TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS CASH & PLUS TRUST
- **DATE OF NAME CHANGE:** 19890123

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CASH PLUS TRUST
- **DATE OF NAME CHANGE:** 19860827

## Series and Classes Contracts Data

### SDIT GOVERNMENT FUND (Series ID: S000006773)

| Class ID   | Class Name                                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000018364 | SDIT GOVERNMENT FUND - SWEEP CLASS (FORMER)                                  | SGWXX           |
| C000018365 | SDIT GOVERNMENT FUND - INSTITUTIONAL, effective 1-17-2023 (formerly Class F) | SEOXX           |
| C000162326 | Class CAA                                                                    | GFAXX           |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2023-01-31

**EDGAR Series Identifier:** S000006773

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                                  | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | SEI Investments Global Funds Services                    |  |
| A.4    | Independent Public Accountant | KPMG<br>City: Philadelphia<br>State: PA                  |  |
| A.6    | Transfer Agent                | SEI Institutional Transfer Agent, Inc<br>CIK: 0001451217 | 084-06349         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 002-77048

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Exempt Government

- **A.11 - WAM:** 7 days

- **A.12 - WAL:** 62 days

- **Total Value of Portfolio Securities:** $9214774282.25

- **Amortized Cost of Portfolio Securities:** $9216262210.35

- **Cash:** $0.24

- **Total Other Assets:** $16574503.08

- **Total Liabilities:** $302656445.64

- **Net Assets of Series:** $8930180268.03

- **Number of Shares Outstanding (Series):** 8929833700.58

- **Stable Price Per Share:** $1.00

- **7-Day Gross Yield:** 4.1000%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $7082495316.80             |  | 78.1400%                   |
| Friday, Week 2 |  | $7335974254.12             |  | 80.7200%                   |
| Friday, Week 3 |  | $7547503678.98             |  | 77.2700%                   |
| Friday, Week 4 |  | $7490854139.50             |  | 78.3700%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $5180165340.92

- **B.4 - Shares Outstanding:** 5180173030.89

- **B.7.7 - 7-Day Net Yield:** 3.7500%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SEI Investments Management Corporation Advisor Waiver ,0.00  SEI Investments Global Funds Services Administrator Waiver,0.00 SEI Investments Distribution Co Shareholder Servicing Waiver,1,174,403.51

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 3   | $5618805305.50            | $435584184.64           |
| Week 4   | $522031296.33             | $508502806.91           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $6342809307.84

- **Gross Redemptions for month:** $1162636276.95

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $3729042738.34

- **B.4 - Shares Outstanding:** 3728695397.22

- **B.7.7 - 7-Day Net Yield:** 3.9000%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SEI Investments Management Corporation Advisor Waiver ,0.00  SEI Investments Global Funds Services Administrator Waiver,0.00 SEI Investments Distribution Co Shareholder Servicing Waiver,3,503.87

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1328081615.04            | $1127385707.57          |
| Week 2   | $1217955401.02            | $1255806024.34          |
| Week 3   | $662428781.76             | $5784552902.78          |
| Week 4   | $848643691.02             | $757143721.53           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $4323969241.62

- **Gross Redemptions for month:** $9585984697.37

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $20972188.77

- **B.4 - Shares Outstanding:** 20965272.47

- **B.7.7 - 7-Day Net Yield:** 3.9000%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SEI Investments Management Corporation Advisor Waiver ,0.00  SEI Investments Global Funds Services Administrator Waiver,0.00 SEI Investments Distribution Co Shareholder Servicing Waiver,29,868.72

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $203962.37                | $53663.51               |
| Week 2   | $964865.58                | $79038.67               |
| Week 3   | $3331234.35               | $145724.61              |
| Week 4   | $138729.33                | $1030077.40             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $4640697.57

- **Gross Redemptions for month:** $1480169.28

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AQY31, C.4 - ISIN: US3130AQY318, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15859105.02
- **C.18.a - Value (excl. sponsor support):** $15859105.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-02
- **C.13 - Final Legal Maturity Date:** 2023-05-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AR6R7, C.4 - ISIN: US3130AR6R70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59969748.73
- **C.18.a - Value (excl. sponsor support):** $59969748.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 2.080000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ASEB1, C.4 - ISIN: US3130ASEB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94674558.18
- **C.18.a - Value (excl. sponsor support):** $94674558.17
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 2.0700%
- **C.11 - Maturity Date (WAM):** 2023-02-13
- **C.12 - Maturity Date (WAL):** 2023-02-13
- **C.13 - Final Legal Maturity Date:** 2023-02-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AT5L7, C.4 - ISIN: US3130AT5L73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $51984516.20
- **C.18.a - Value (excl. sponsor support):** $51984516.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2023-09-25
- **C.12 - Maturity Date (WAL):** 2023-09-25
- **C.13 - Final Legal Maturity Date:** 2023-09-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AT6M4, C.4 - ISIN: US3130AT6M48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132478867.30
- **C.18.a - Value (excl. sponsor support):** $132478867.29
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-02
- **C.13 - Final Legal Maturity Date:** 2023-03-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATC96, C.4 - ISIN: US3130ATC961, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $41913559.09
- **C.18.a - Value (excl. sponsor support):** $41913559.08
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2023-02-10
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 3130ATGK7, C.4 - ISIN: US3130ATGK77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150000364.50
- **C.18.a - Value (excl. sponsor support):** $150000364.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATLQ8, C.4 - ISIN: US3130ATLQ82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999944.00
- **C.18.a - Value (excl. sponsor support):** $99999944.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATVU8, C.4 - ISIN: US3130ATVU84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85624369.19
- **C.18.a - Value (excl. sponsor support):** $85624369.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-10
- **C.13 - Final Legal Maturity Date:** 2023-04-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATVV6, C.4 - ISIN: US3130ATVV67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115381795.31
- **C.18.a - Value (excl. sponsor support):** $115381795.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-10
- **C.13 - Final Legal Maturity Date:** 2023-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATWK9, C.4 - ISIN: US3130ATWK93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197452284.72
- **C.18.a - Value (excl. sponsor support):** $197452284.71
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-18
- **C.13 - Final Legal Maturity Date:** 2023-04-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATYC5, C.4 - ISIN: US3130ATYC59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $41597145.05
- **C.18.a - Value (excl. sponsor support):** $41597145.05
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-27
- **C.13 - Final Legal Maturity Date:** 2023-03-27
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATYV3, C.4 - ISIN: US3130ATYV31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14910786.20
- **C.18.a - Value (excl. sponsor support):** $14910786.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-28
- **C.13 - Final Legal Maturity Date:** 2023-03-28
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130ATYW1, C.4 - ISIN: US3130ATYW14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $57693019.95
- **C.18.a - Value (excl. sponsor support):** $57693019.94
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-23
- **C.13 - Final Legal Maturity Date:** 2023-05-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AU7F5, C.4 - ISIN: US3130AU7F51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168796169.93
- **C.18.a - Value (excl. sponsor support):** $168796169.92
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-13
- **C.13 - Final Legal Maturity Date:** 2023-03-13
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORA 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUCV4, C.4 - ISIN: US3130AUCV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128944998.03
- **C.18.a - Value (excl. sponsor support):** $128944998.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-23
- **C.13 - Final Legal Maturity Date:** 2023-03-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUFS8, C.4 - ISIN: US3130AUFS85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49997870.00
- **C.18.a - Value (excl. sponsor support):** $49997870.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-05
- **C.13 - Final Legal Maturity Date:** 2023-04-05
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUHK3, C.4 - ISIN: US3130AUHK32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171295164.20
- **C.18.a - Value (excl. sponsor support):** $171295164.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-09
- **C.13 - Final Legal Maturity Date:** 2023-05-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANK 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 3130AUJ70, C.4 - ISIN: US3130AUJ709, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75662695.24
- **C.18.a - Value (excl. sponsor support):** $75662695.24
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-11
- **C.13 - Final Legal Maturity Date:** 2023-05-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUJY1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146869257.19
- **C.18.a - Value (excl. sponsor support):** $146869257.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-17
- **C.13 - Final Legal Maturity Date:** 2023-05-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMA9, C.4 - ISIN: US3130AUMA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133499875.84
- **C.18.a - Value (excl. sponsor support):** $133499875.84
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-04-25
- **C.13 - Final Legal Maturity Date:** 2023-04-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUMX9, C.4 - ISIN: US3130AUMX97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155196995.33
- **C.18.a - Value (excl. sponsor support):** $155196995.32
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-26
- **C.13 - Final Legal Maturity Date:** 2023-05-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUNR1, C.4 - ISIN: US3130AUNR11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139993173.60
- **C.18.a - Value (excl. sponsor support):** $139993173.60
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-24
- **C.13 - Final Legal Maturity Date:** 2024-01-24
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUPT5, C.4 - ISIN: US3130AUPT58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104800853.07
- **C.18.a - Value (excl. sponsor support):** $104800853.07
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AUQP2, C.4 - ISIN: US3130AUQP28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26691355.30
- **C.18.a - Value (excl. sponsor support):** $26691355.29
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-07-03
- **C.13 - Final Legal Maturity Date:** 2023-07-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB -99.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3130AURJ5, C.4 - ISIN: US3130AURJ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124610000.00
- **C.18.a - Value (excl. sponsor support):** $124610000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-06-02
- **C.13 - Final Legal Maturity Date:** 2023-06-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313312BH2, C.4 - ISIN: US313312BH26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54040000.00
- **C.18.a - Value (excl. sponsor support):** $54040000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313312DC1, C.4 - ISIN: US313312DC11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27613634.94
- **C.18.a - Value (excl. sponsor support):** $27613634.93
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BJ7, C.4 - ISIN: US313384BJ76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169718361.54
- **C.18.a - Value (excl. sponsor support):** $169718361.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 0.9000%
- **C.11 - Maturity Date (WAM):** 2023-02-02
- **C.12 - Maturity Date (WAL):** 2023-02-02
- **C.13 - Final Legal Maturity Date:** 2023-02-02
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BX6, C.4 - ISIN: US313384BX60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128285914.54
- **C.18.a - Value (excl. sponsor support):** $128285914.54
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2023-02-15
- **C.12 - Maturity Date (WAL):** 2023-02-15
- **C.13 - Final Legal Maturity Date:** 2023-02-15
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384FC8, C.4 - ISIN: US313384FC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98824583.33
- **C.18.a - Value (excl. sponsor support):** $98824583.33
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2023-05-03
- **C.12 - Maturity Date (WAL):** 2023-05-03
- **C.13 - Final Legal Maturity Date:** 2023-05-03
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMPZ9, C.4 - ISIN: US3133EMPZ95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000464.00
- **C.18.a - Value (excl. sponsor support):** $50000464.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-09
- **C.13 - Final Legal Maturity Date:** 2023-02-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMRJ3, C.4 - ISIN: US3133EMRJ36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35350175.69
- **C.18.a - Value (excl. sponsor support):** $35350175.68
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-17
- **C.13 - Final Legal Maturity Date:** 2023-02-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMTB8, C.4 - ISIN: US3133EMTB81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24905550.40
- **C.18.a - Value (excl. sponsor support):** $24905550.40
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-03-10
- **C.13 - Final Legal Maturity Date:** 2023-03-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN6L9, C.4 - ISIN: US3133EN6L97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $16769079.73
- **C.18.a - Value (excl. sponsor support):** $16769079.72
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2025-01-23
- **C.13 - Final Legal Maturity Date:** 2025-01-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENEK2, C.4 - ISIN: US3133ENEK29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45641568.19
- **C.18.a - Value (excl. sponsor support):** $45641568.19
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-08-22
- **C.13 - Final Legal Maturity Date:** 2023-08-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENHT0, C.4 - ISIN: US3133ENHT01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69569457.01
- **C.18.a - Value (excl. sponsor support):** $69569457.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-20
- **C.13 - Final Legal Maturity Date:** 2023-07-20
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENJ43, C.4 - ISIN: US3133ENJ437, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77748447.23
- **C.18.a - Value (excl. sponsor support):** $77748447.22
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-08-26
- **C.13 - Final Legal Maturity Date:** 2024-08-26
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENJB7, C.4 - ISIN: US3133ENJB74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58517184.87
- **C.18.a - Value (excl. sponsor support):** $58517184.87
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-11-22
- **C.13 - Final Legal Maturity Date:** 2023-11-22
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENKJ8, C.4 - ISIN: US3133ENKJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6901025.62
- **C.18.a - Value (excl. sponsor support):** $6901025.61
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-12
- **C.13 - Final Legal Maturity Date:** 2023-07-12
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENKL3, C.4 - ISIN: US3133ENKL38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9654016.98
- **C.18.a - Value (excl. sponsor support):** $9654016.98
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-01-10
- **C.13 - Final Legal Maturity Date:** 2024-01-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENKT6, C.4 - ISIN: US3133ENKT63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56027437.22
- **C.18.a - Value (excl. sponsor support):** $56027437.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-10-16
- **C.13 - Final Legal Maturity Date:** 2023-10-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENPD6, C.4 - ISIN: US3133ENPD66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64292536.88
- **C.18.a - Value (excl. sponsor support):** $64292536.88
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-05-16
- **C.13 - Final Legal Maturity Date:** 2023-05-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANK 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENSW1, C.4 - ISIN: US3133ENSW11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35169154.39
- **C.18.a - Value (excl. sponsor support):** $35169154.39
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-07-25
- **C.13 - Final Legal Maturity Date:** 2023-07-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENWG1, C.4 - ISIN: US3133ENWG15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59202497.22
- **C.18.a - Value (excl. sponsor support):** $59202497.21
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-05-09
- **C.13 - Final Legal Maturity Date:** 2024-05-09
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANK 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENY61, C.4 - ISIN: US3133ENY618, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $51830956.38
- **C.18.a - Value (excl. sponsor support):** $51830956.37
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-11-07
- **C.13 - Final Legal Maturity Date:** 2024-11-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 2.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENYG9, C.4 - ISIN: US3133ENYG96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $16888739.16
- **C.18.a - Value (excl. sponsor support):** $16888739.15
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 2.2500%
- **C.11 - Maturity Date (WAM):** 2023-06-07
- **C.12 - Maturity Date (WAL):** 2023-06-07
- **C.13 - Final Legal Maturity Date:** 2023-06-07
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: US BANK MONEY MARKET FUND

- **C.1 - Title:** US BANK MMDA GLOBAL FUND SERVICES3 4.300000%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 8AMMF0A76
- **C.18 - Value (incl. sponsor support):** $462284483.56
- **C.18.a - Value (excl. sponsor support):** $462284483.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.1800%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796T33, C.4 - ISIN: US912796T338, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41003127.32
- **C.18.a - Value (excl. sponsor support):** $41003127.31
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 1.1000%
- **C.11 - Maturity Date (WAM):** 2023-02-23
- **C.12 - Maturity Date (WAL):** 2023-02-23
- **C.13 - Final Legal Maturity Date:** 2023-02-23
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796W47, C.4 - ISIN: US912796W472, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52251007.23
- **C.18.a - Value (excl. sponsor support):** $52251007.22
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 2.0900%
- **C.11 - Maturity Date (WAM):** 2023-05-18
- **C.12 - Maturity Date (WAL):** 2023-05-18
- **C.13 - Final Legal Maturity Date:** 2023-05-18
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YL7, C.4 - ISIN: US912796YL76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119274992.06
- **C.18.a - Value (excl. sponsor support):** $119274992.06
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2023-03-16
- **C.12 - Maturity Date (WAL):** 2023-03-16
- **C.13 - Final Legal Maturity Date:** 2023-03-16
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796YW3, C.4 - ISIN: US912796YW32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29576369.56
- **C.18.a - Value (excl. sponsor support):** $29576369.56
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2023-05-04
- **C.12 - Maturity Date (WAL):** 2023-05-04
- **C.13 - Final Legal Maturity Date:** 2023-05-04
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796Z77, C.4 - ISIN: US912796Z772, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $109242064.97
- **C.18.a - Value (excl. sponsor support):** $109242064.96
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2023-03-21
- **C.12 - Maturity Date (WAL):** 2023-03-21
- **C.13 - Final Legal Maturity Date:** 2023-03-21
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912796ZD4, C.4 - ISIN: US912796ZD42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19132721.82
- **C.18.a - Value (excl. sponsor support):** $19132721.81
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2023-11-30
- **C.12 - Maturity Date (WAL):** 2023-11-30
- **C.13 - Final Legal Maturity Date:** 2023-11-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBX8, C.4 - ISIN: US91282CBX83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15678755.19
- **C.18.a - Value (excl. sponsor support):** $15678755.18
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 2.0700%
- **C.11 - Maturity Date (WAM):** 2023-04-30
- **C.12 - Maturity Date (WAL):** 2023-04-30
- **C.13 - Final Legal Maturity Date:** 2023-04-30
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.789000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFS5, C.4 - ISIN: US91282CFS52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68466905.14
- **C.18.a - Value (excl. sponsor support):** $68466905.13
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2024-10-31
- **C.13 - Final Legal Maturity Date:** 2024-10-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.829000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGF2, C.4 - ISIN: US91282CGF23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $90014598.90
- **C.18.a - Value (excl. sponsor support):** $90014598.90
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2025-01-31
- **C.13 - Final Legal Maturity Date:** 2025-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BRYD9QCY1
- **C.18 - Value (incl. sponsor support):** $505000000.00
- **C.18.a - Value (excl. sponsor support):** $505000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.6500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYD9QD20
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRYD9QD87
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.0400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: BANK OF NOVA SCOTIA

- **C.1 - Title:** TRI-PARTY THE BANK OF NOVA SCOTIA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BRYD9QDG9
- **C.18 - Value (incl. sponsor support):** $551000000.00
- **C.18.a - Value (excl. sponsor support):** $551000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 6.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRYD9QDK0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRYD9QDL8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 8.4000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRYD9QE37
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRYD9QE45
- **C.18 - Value (incl. sponsor support):** $460000000.00
- **C.18.a - Value (excl. sponsor support):** $460000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.1500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES L 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYD9QEC7
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** TRI-PARTY MUFG SECURITIES AMERICAS 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BRYD9QED5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LL 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRYD9QEK9
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: NATIXIS SA

- **C.1 - Title:** TRI-PARTY NATIXIS S.A. 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BRYD9QEL7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 8.4000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYD9QET0
- **C.18 - Value (incl. sponsor support):** $112000000.00
- **C.18.a - Value (excl. sponsor support):** $112000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYD9QEU7
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** SEI DAILY INCOME TRUST

**Date:** 2023-02-07

**By:** Ankit Puri

**Name of Signing Officer:** Ankit Puri

**Title of Signing Officer:** Fund Accounting Director