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II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 36179XX43 2053-04-20 4.50000000 2006.00 1530.52 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N53Z0 2054-12-20 6.00000000 21001728.00 20974264.56 Agency Mortgage-Backed Securities Y MoodysCreditRating AAA SandPCreditRating AAA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 50000000.00 50000000.00 0.0091 N Y Y N FHLB Float 07/17/26 FEDERAL HOME LOAN BANK VARIABLE RATE 07/17/2026 3.62999900 3130B9KD1 2549001DPIFGXC1TOL40 US3130B9KD17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y SandPCreditRating NA MoodysCreditRating NA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 41599768.29 41599768.29 0.0075 N N Y N FEDERAL HOME LOAN BANK * FED HOME LN DISCOUNT NT ZERO COUPON 07/31/2026 0.00000000 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y SandPCreditRating NA MoodysCreditRating NA 2026-07-31 2026-07-31 2026-07-31 N N N 0.0345 25679922.21 25679922.21 0.0047 N N Y N FEDERAL HOME LOAN BANK * FED HOME LN DISCOUNT NT ZERO COUPON 07/29/2026 0.00000000 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating NA SandPCreditRating NA 2026-07-29 2026-07-29 2026-07-29 N N N 0.0351 37091820.17 37091820.17 0.0067 N N Y N B 10/20/26 TREASURY BILL 0.000000% 10/20/2026 0.00000000 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y MoodysCreditRating NA SandPCreditRating NA 2026-10-20 2026-10-20 2026-10-20 N N N 0.0368 27980352.41 27980352.41 0.0051 N Y Y N FNMA Float 01/07/28 FANNIE MAE VARIABLE RATE 01/07/2028 3.70000100 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating Aa1 SandPCreditRating AA+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 34164566.37 34164566.37 0.0062 N N N N FHLB Float 01/24/28 FEDERAL HOME LOAN BANK VARIABLE RATE 01/24/2028 3.69500000 3130BAGR2 2549001DPIFGXC1TOL40 US3130BAGR21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating Aa1 SandPCreditRating AA+ 2026-07-24 2026-07-24 2026-07-24 N N N 0.0370 15799674.05 15799674.05 0.0029 N N N N FHLB Float 11/30/26 FEDERAL HOME LOAN BANK VARIABLE RATE 11/30/2026 3.65000000 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating NA SandPCreditRating NA 2026-08-30 2026-08-30 2026-08-30 N N N 0.0365 6614936.10 6614936.10 0.0012 N N N N FFCB Float 03/16/28 FEDERAL FARM CREDIT BANK VARIABLE RATE 03/16/2028 3.70500100 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating Aa1 SandPCreditRating AA+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0371 6900146.07 6900146.07 0.0013 N N N N TD SECURITIES (U REPO TD SECURITIES (USA) LLC REPURCHASE AGREEMENT 3.65000000 BYJ7GHCE2 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 549300M8ZYFG0OCMTT87 3618N5ET2 2055-01-20 4.50000000 74810117.00 68340000.38 Agency Mortgage-Backed Securities Y SandPCreditRating AAA MoodysCreditRating AAA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 67000000.00 67000000.00 0.0121 N Y Y N FHLB Float 11/23/26 FEDERAL HOME LOAN BANK VARIABLE RATE 11/23/2026 3.65000000 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating NA SandPCreditRating NA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 13774928.23 13774928.23 0.0025 N N N N THE BANK OF NOVA REPO THE BANK OF NOVA SCOTIA REPURCHASE AGREEMENT 3.64000000 BYJ7GHA46 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.87500000 14500.00 15357.96 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25000000 7182800.00 5339195.68 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75000000 100.00 99.73 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.62500000 100.00 94.95 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.50000000 34243800.00 33677052.45 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.87500000 7353900.00 7241539.52 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.37500000 60200.00 61323.84 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.62500000 200.00 224.54 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.50000000 1243200.00 1194513.32 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25000000 1000.00 991.92 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.62500000 1000.00 891.41 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.12500000 3581400.00 3473900.07 U.S. Treasuries (including strips) Y SandPCreditRating AAA MoodysCreditRating AAA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 50000000.00 50000000.00 0.0091 N Y Y N FHLB Float 03/18/27 FEDERAL HOME LOAN BANK VARIABLE RATE 03/18/2027 3.71999900 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating Aa1 SandPCreditRating AA+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0372 15944870.37 15944870.37 0.0029 N N N N FHLB Float 07/16/26 FEDERAL HOME LOAN BANK VARIABLE RATE 07/16/2026 3.62499800 3130B9UM0 2549001DPIFGXC1TOL40 US3130B9UM06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y SandPCreditRating NA MoodysCreditRating NA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 41599801.57 41599801.57 0.0075 N N Y N T 4 1/4 11/30/26 US TREASURY N/B 4.250000% 11/30/2026 4.25000000 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y MoodysCreditRating Aa1 SandPCreditRating NA 2026-11-30 2026-11-30 2026-11-30 N N N 0.0361 19904245.12 19904245.12 0.0036 N Y Y N T 3 1/4 06/30/27 US TREASURY N/B 3.250000% 06/30/2027 3.25000000 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y SandPCreditRating NA MoodysCreditRating Aa1 2027-06-30 2027-06-30 2027-06-30 N N N 0.0391 9420289.02 9420289.02 0.0017 N Y Y N TF Float 07/31/26 US TREASURY FRN VARIABLE RATE 07/31/2026 3.95769600 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y MoodysCreditRating Aa1 SandPCreditRating NA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0396 12200548.39 12200548.39 0.0022 N Y Y N J.P. MORGAN SECU REPO J.P. MORGAN SECURITIES L REPURCHASE AGREEMENT 3.64000000 BYJ7GHBW3 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.12500000 11200.00 11199.91 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0.00000000 17658668.39 15339025.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.37500000 3200.00 3203.69 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25000000 3200.00 2663.90 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25000000 3200.00 3012.98 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.12500000 18163200.00 18191181.75 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75000000 70556800.00 68812266.93 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.37500000 50892000.00 33185286.39 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75000000 4000.00 4049.71 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.37500000 200.00 186.98 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.37500000 9600.00 13078.41 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.62500000 4000.00 3912.41 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25000000 12000.00 11700.40 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 254900HROIFWPRGM1V77 9128207D3 2027-05-15 0.00000000 6000.00 5791.25 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.37500000 68472000.00 59356168.58 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00000000 100.00 95.60 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.62500000 400.00 397.42 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25000000 6400.00 6390.37 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.62500000 300.00 303.57 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.62500000 59859200.00 60046837.43 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.12500000 3200.00 3246.62 U.S. Treasuries (including strips) Y SandPCreditRating AAA MoodysCreditRating AAA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 250000000.00 250000000.00 0.0453 N Y Y N B 03/18/27 TREASURY BILL 0.000000% 03/18/2027 0.00000000 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y SandPCreditRating NA MoodysCreditRating NA 2027-03-18 2027-03-18 2027-03-18 N N N 0.0356 58951473.96 58951473.96 0.0107 N Y Y N B 08/27/26 TREASURY BILL 0.000000% 08/27/2026 0.00000000 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y SandPCreditRating NA MoodysCreditRating NA 2026-08-27 2026-08-27 2026-08-27 N N N 0.0358 4871519.14 4871519.14 0.0009 N Y Y N FEDERAL HOME LOAN BANK * FED HOME LN DISCOUNT NT ZERO COUPON 08/19/2026 0.00000000 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating NA SandPCreditRating NA 2026-08-19 2026-08-19 2026-08-19 N N N 0.0362 44388207.23 44388207.23 0.0080 N N Y N FHLB Float 07/08/26 FEDERAL HOME LOAN BANK VARIABLE RATE 07/08/2026 3.62499800 3130B9GZ7 2549001DPIFGXC1TOL40 US3130B9GZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating NA SandPCreditRating NA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 12399944.20 12399944.20 0.0022 N N Y N FHLB Float 05/17/27 FEDERAL HOME LOAN BANK VARIABLE RATE 05/17/2027 3.70500100 3130B8LF7 2549001DPIFGXC1TOL40 US3130B8LF72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y MoodysCreditRating Aa1 SandPCreditRating AA+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0371 9609596.00 9609596.00 0.0017 N N N N B 07/02/26 TREASURY BILL 0.000000% 07/02/2026 0.00000000 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y MoodysCreditRating NA SandPCreditRating NA 2026-07-02 2026-07-02 2026-07-02 N N N 0.0175 5089491.10 5089491.10 0.0009 N Y Y N B 07/21/26 TREASURY BILL 0.000000% 07/21/2026 0.00000000 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y SandPCreditRating NA MoodysCreditRating NA 2026-07-21 2026-07-21 2026-07-21 N N N 0.0343 23053780.83 23053780.83 0.0042 N Y Y N FFCB Float 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REPO NATIXIS S.A. REPURCHASE AGREEMENT 3.64000000 BYJ7GHC36 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75000000 100.00 99.68 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.12500000 6523700.00 6582975.30 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00000000 138.52 98.44 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.12500000 1000.00 1085.31 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.62500000 22178000.00 22175954.72 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25000000 800.00 790.45 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.00000000 100.00 72.87 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.87500000 100.00 99.70 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.00000000 100.00 99.99 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.62500000 200.00 175.25 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.37500000 12533000.00 12766971.72 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75000000 200.00 260.43 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.87500000 6119000.00 6109416.12 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25000000 500.00 621.90 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.12500000 8829700.00 8968119.16 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.37500000 100.00 79.46 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.87500000 2000.00 1943.31 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25000000 45522200.00 45714258.16 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.87500000 1000.00 949.92 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.12500000 53704900.00 53657371.16 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.00000000 300.00 284.35 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.62500000 4999700.00 5016842.20 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.00000000 22764200.00 22662648.90 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75000000 20673800.00 20338677.70 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.62500000 100.00 103.80 U.S. Treasuries (including strips) Y MoodysCreditRating AAA SandPCreditRating AAA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 200000000.00 200000000.00 0.0363 N Y Y N GOLDMAN SACHS & REPO GOLDMAN SACHS & CO. LLC REPURCHASE AGREEMENT 3.64000000 BYJ7GHBM5 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N U.S. TREASURY BOND 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75000000 10366500.00 10200091.76 U.S. Treasuries (including strips) Y MoodysCreditRating AAA SandPCreditRating AAA 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 10000000.00 10000000.00 0.0018 N Y Y N SEI DAILY INCOME TRUST 2024-08-07 Glenn Kurdziel Glenn Kurdziel Fund Accounting Director