# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0001752724-25-156781
**Filing Date:** 2025-6
**Character Count:** 335969
**Document Hash:** 098a89efe07a910eaf2a03fd963e9629
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156781.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156781

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI DAILY INCOME TRUST /MA/
- **CENTRAL INDEX KEY:** 0000701939

**ORGANIZATION NAME:**
- **EIN:** 236756825
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03451
- **FILM NUMBER:** 251075519

**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 SHORT DURATION GOVERNMENT FUND (Series ID: S000008267)

| Class ID   | Class Name                                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000022552 | SDIT SHORT DURATION GOVERNMENT FUND - CLASS F, effective 1-31-2017 (formerly Class A) | TCSGX           |
| C000147419 | Class Y                                                                               | SDGFX           |

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 34.6%** | **CORPORATE OBLIGATIONS — 34.6%** | **CORPORATE OBLIGATIONS — 34.6%** |
| **Communication Services — 0.6%** | **Communication Services — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 11/10/2026  | $1260 | $1284 |
| **Consumer Discretionary — 3.2%** | **Consumer Discretionary — 3.2%** |  |
| &nbsp;&nbsp;&nbsp;AutoZone  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 07/15/2026  | 450 | 453 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.389%, 01/08/2026  | 1220 | 1207 |
| &nbsp;&nbsp;&nbsp;General Motors  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/01/2025  | 701 | 704 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.718%, SOFRRATE + 0.330%, 12/24/2025 (A) | 1045 | 1044 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/03/2025 (B) | 250 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 06/24/2026 (B) | 275 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/08/2027 (B) | 1250 | 1259 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/20/2026  | 210 | 214 |
| &nbsp;&nbsp;&nbsp;Sodexo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.634%, 04/16/2026 (B) | 500 | 485 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2025 (B) | 330 | 323 |
|  |  | 6218 |
| **Consumer Staples — 1.3%** | **Consumer Staples — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.215%, 09/06/2026  | 760 | 748 |
| &nbsp;&nbsp;&nbsp;Element Fleet Management  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.643%, 03/13/2027 (B) | 290 | 295 |
| &nbsp;&nbsp;&nbsp;Mars  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/01/2027 (B) | 1465 | 1474 |
|  |  | 2517 |
| **Energy — 0.7%** | **Energy — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.055%, 08/15/2026 (B) | 55 | 56 |
| &nbsp;&nbsp;&nbsp;ONEOK  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 11/01/2026  | 450 | 455 |
| &nbsp;&nbsp;&nbsp;Ovintiv  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 05/15/2025  | 400 | 400 |
| &nbsp;&nbsp;&nbsp;Williams  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/02/2026  | 485 | 488 |
|  |  | 1399 |
| **Financials — 20.2%** | **Financials — 20.2%** |  |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) | 300 | 307 |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.990%, SOFRRATE + 0.999%, 05/01/2026 (A) | 275 | 275 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/01/2025  | $325 | $324 |
| &nbsp;&nbsp;&nbsp;Ares Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2027  | 250 | 257 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.684%, 02/23/2026 (B) | 170 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.349%, 07/09/2027 (B) | 270 | 275 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 08/18/2025  | 325 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.080%, SOFRRATE + 1.290%, 01/20/2027 (A) | 275 | 276 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.004%, SOFRINDX + 0.620%, 09/15/2026 (A) | 675 | 674 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.587%, SOFRRATE + 0.693%, 04/20/2027 (A) | 1090 | 1094 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 06/11/2025  | 425 | 423 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.935%, 01/26/2026 (B) | 350 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, 07/13/2025 (B) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.325%, H15T1Y + 3.050%, 11/02/2026 (A) | 1005 | 1016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.852%, SOFRRATE + 2.714%, 05/07/2026 (A) | 235 | 235 |
| &nbsp;&nbsp;&nbsp;BPCE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.203%, 01/18/2027 (B) | 300 | 304 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.237%, 06/28/2027  | 240 | 244 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.985%, SOFRRATE + 2.160%, 07/24/2026 (A) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, SOFRRATE + 1.546%, 09/29/2026 (A) | 1270 | 1274 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.904%, SOFRRATE + 0.520%, 06/15/2026 (A)(B) | 425 | 425 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.106%, H15T1Y + 0.550%, 02/24/2027 (A)(B) | 1250 | 1214 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/18/2025  | 250 | 251 |
| &nbsp;&nbsp;&nbsp;Corebridge Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/02/2026 (B) | 180 | 183 |
| &nbsp;&nbsp;&nbsp;Credit Agricole  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.589%, 07/05/2026 (B) | 420 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.247%, SOFRRATE + 0.892%, 01/26/2027 (A)(B) | 1070 | 1042 |
| &nbsp;&nbsp;&nbsp;Danske Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B) | 305 | 307 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.587%, SOFRRATE + 1.219%, 11/16/2027 (A) | $550 | $547 |
| &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/02/2025 (B) | 300 | 302 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.414%, SOFRRATE + 0.750%, 05/21/2027 (A) | 325 | 328 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.798%, SOFRRATE + 1.075%, 08/10/2026 (A) | 1320 | 1323 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.336%, SOFRRATE + 3.030%, 11/03/2026 (A) | 300 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.887%, SOFRRATE + 1.570%, 08/14/2027 (A) | 1240 | 1259 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.470%, SOFRRATE + 0.765%, 09/22/2027 (A) | 1560 | 1497 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.462%, H15T1Y + 1.375%, 01/05/2028 (A) | 200 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.627%, H15T1Y + 0.850%, 05/11/2027 (A) | 1335 | 1294 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/21/2025  | 300 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 01/27/2026  | 460 | 460 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, SOFRRATE + 1.295%, 01/28/2027 (A) | 275 | 276 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.512%, SOFRRATE + 0.858%, 07/20/2027 (A) | 1545 | 1492 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.479%, 07/16/2025  | 375 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.754%, 04/21/2026  | 250 | 251 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B) | 250 | 257 |
| &nbsp;&nbsp;&nbsp;Pacific Life Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/28/2026 (B) | 250 | 254 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.615%, SOFRINDX + 1.730%, 10/20/2027 (A) | 175 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.812%, SOFRRATE + 1.322%, 06/12/2026 (A) | 200 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, SOFRRATE + 1.342%, 01/21/2028 (A) | 90 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.102%, SOFRRATE + 0.796%, 07/23/2027 (A) | 975 | 980 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2027 (B) | 235 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/18/2026 (B) | 500 | 493 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.784%, 12/12/2025 (B) | $| 1030 | $1033 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.069%, SOFRRATE + 0.790%, 07/23/2027 (A) |  | 1220 | 1230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 06/10/2025  |  | 525 | 523 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.673%, SOFRRATE + 0.989%, 06/14/2027 (A) |  | 1075 | 1038 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.351%, 06/13/2025 (B) |  | 500 | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.488%, H15T1Y + 1.100%, 12/14/2026 (A)(B) |  | 1360 | 1331 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B) |  | 350 | 353 |
| &nbsp;&nbsp;&nbsp;State Street  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.048%, SOFRRATE + 0.640%, 10/22/2027 (A) |  | 355 | 354 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.532%, 07/17/2026  |  | 1450 | 1470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970%, SOFRRATE + 0.590%, 09/10/2026 (A) |  | 425 | 424 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, SOFRRATE + 1.456%, 07/28/2026 (A) |  | 860 | 858 |
| &nbsp;&nbsp;&nbsp;UBS  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.864%, SOFRRATE + 0.720%, 01/10/2028 (A) |  | 300 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/01/2026  |  | 500 | 485 |
| &nbsp;&nbsp;&nbsp;UBS Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.305%, SOFRINDX + 0.980%, 02/02/2027 (A)(B) |  | 1365 | 1330 |
| &nbsp;&nbsp;&nbsp;US Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.507%, SOFRRATE + 0.690%, 10/22/2027 (A) |  | 1275 | 1276 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, TSFR3M + 1.432%, 06/17/2027 (A) |  | 1495 | 1474 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 08/01/2025  |  | 325 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.811%, 01/15/2026  |  | 350 | 351 |
|  |  |  | 39737 |
| **Health Care — 2.3%** | **Health Care — 2.3%** | **Health Care — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Bayer US Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/21/2026 (B) |  | 200 | 204 |
| &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.382%, 11/01/2025  |  | 290 | 288 |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2026  |  | 275 | 276 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248%, SOFRRATE + 0.870%, 03/01/2028 (A) |  | 745 | 743 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Illumina  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 12/12/2025  | $| 300 | $302 |
| &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 11/15/2025  |  | 800 | 785 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 09/02/2025  |  | 1240 | 1224 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, 07/01/2026  |  | 235 | 231 |
| &nbsp;&nbsp;&nbsp;Solventum  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 02/25/2027  |  | 225 | 228 |
| &nbsp;&nbsp;&nbsp;Stryker  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/10/2027  |  | 300 | 302 |
|  |  |  | 4583 |
| **Industrials — 2.0%** | **Industrials — 2.0%** | **Industrials — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 01/15/2027  |  | 250 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/30/2026  |  | 1355 | 1325 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 01/15/2027  |  | 1080 | 1038 |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/15/2026  |  | 500 | 493 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/07/2027  |  | 300 | 302 |
| &nbsp;&nbsp;&nbsp;John Deere Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/08/2027  |  | 300 | 303 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/24/2026 (B) |  | 250 | 253 |
|  |  |  | 3969 |
| **Information Technology — 1.0%** | **Information Technology — 1.0%** | **Information Technology — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.459%, 09/15/2026  |  | 1005 | 992 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/25/2026  |  | 1090 | 1062 |
|  |  |  | 2054 |
| **Materials — 0.2%** | **Materials — 0.2%** | **Materials — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.230%, 10/01/2025 (B) |  | 375 | 368 |
| **Utilities — 3.1%** | **Utilities — 3.1%** | **Utilities — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 06/06/2027 (B) |  | 260 | 263 |
| &nbsp;&nbsp;&nbsp;American Electric Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.699%, 08/15/2025  |  | 350 | 351 |
| &nbsp;&nbsp;&nbsp;Consumers 2023 Securitization Funding LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 03/01/2028  |  | 136 | 138 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/08/2025  |  | 500 | 502 |
| &nbsp;&nbsp;&nbsp;Georgia Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.666%, SOFRINDX + 0.280%, 09/15/2026 (A) |  | 500 | 498 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.749%, 09/01/2025  | $| 225 | $| 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.214%, SOFRINDX + 0.800%, 02/04/2028 (A) |  | 1210 |  | 1211 |
| &nbsp;&nbsp;&nbsp;NYSEG Storm Funding LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.713%, 05/01/2029  |  | 415 |  | 418 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.329%, SOFRINDX + 0.950%, 09/04/2025 (A) |  | 995 |  | 994 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 03/01/2026  |  | 1065 |  | 1070 |
| &nbsp;&nbsp;&nbsp;Spire  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/01/2026  |  | 400 |  | 402 |
|  |  |  |  | 6072 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $67,967) ($ Thousands) |  |  |  | 68201 |
| **ASSET-BACKED SECURITIES — 29.4%** | **ASSET-BACKED SECURITIES — 29.4%** | **ASSET-BACKED SECURITIES — 29.4%** | **ASSET-BACKED SECURITIES — 29.4%** | **ASSET-BACKED SECURITIES — 29.4%** |
| **Automotive — 18.6%** | **Automotive — 18.6%** | **Automotive — 18.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust, Ser 2023-1, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.460%, 05/15/2028  |  | 387 |  | 390 |
| &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.827%, 05/17/2032 (B) |  | 552 |  | 559 |
| &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830%, 03/15/2028 (B) |  | 100 |  | 100 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.490%, 09/18/2026  |  | 476 |  | 476 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.010%, 01/19/2027  |  | 356 |  | 351 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2023-A, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.330%, 02/17/2032 (B) |  | 1220 |  | 1232 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 07/15/2032 (B) |  | 67 |  | 67 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 11/15/2032 (B) |  | 103 |  | 104 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2024-B, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.540%, 04/15/2033 (B) |  | 884 |  | 889 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2025-A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, 01/17/2034 (B) |  | 100 |  | 100 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.020%, 02/20/2027 (B) |  | 1050 |  | 1033 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.960%, 02/20/2027 (B) |  | 150 |  | 148 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Bank of America Auto Trust, Ser 2023-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/17/2026 (B) | $111 | $111 |
| &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.971%, 07/29/2032 (B) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2023-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.990%, 09/25/2026  | 295 | 296 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2024-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2027  | 250 | 252 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2024-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290%, 01/25/2027  | 456 | 455 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust, Ser 2022-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, 08/25/2026  | 322 | 321 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.470%, 02/25/2028  | 444 | 447 |
| &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust, Ser 2024-4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.720%, 09/15/2028  | 730 | 731 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2022-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.470%, 12/15/2026  | 323 | 321 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2022-4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340%, 08/16/2027  | 392 | 393 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2023-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2027  | 587 | 587 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2023-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.720%, 11/16/2026  | 24 | 24 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2024-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/15/2027  | 200 | 201 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2024-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 05/17/2027  | 113 | 113 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2024-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.890%, 07/16/2029  | 145 | 146 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2025-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.468%, 05/15/2026  | 90 | 90 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 01/10/2028  | 146 | 143 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/10/2028  | 28 | 27 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.660%, 06/12/2028  | 71 | 68 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2022-N1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, 12/11/2028 (B) | 90 | 89 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2023-N3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.410%, 09/10/2027 (B) | $43 | $43 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 04/12/2027 (B) | 21 | 21 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760%, 04/12/2027 (B) | 61 | 61 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/10/2027 (B) | 42 | 42 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2025-N1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.636%, 03/10/2026 (B) | 207 | 207 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2021-AL1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 09/22/2031 (B) | 56 | 55 |
| &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust, Ser 2024-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.530%, 09/27/2027 (B) | 355 | 356 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 05/15/2035 (B) | 184 | 186 |
| &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.090%, 10/15/2026 (B) | 34 | 34 |
| &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.430%, 10/15/2026 (B) | 91 | 91 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2023-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.910%, 08/16/2027 (B) | 17 | 17 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2023-D, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 06/15/2027 (B) | 22 | 22 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2024-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 09/15/2027 (B) | 26 | 26 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.390%, 08/15/2033 (B) | 550 | 557 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2023-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.290%, 08/16/2027 (B) | 30 | 30 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 05/21/2029 (B) | 46 | 46 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, 07/20/2029 (B) | 22 | 22 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2022-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760%, 10/22/2029 (B) | 98 | 99 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.510%, 01/22/2029 (B) | 81 | 81 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.560%, 04/22/2030 (B) | $216 | $218 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 03/20/2030 (B) | 622 | 632 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.230%, 03/20/2030 (B) | 192 | 194 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.740%, 12/20/2026 (B) | 149 | 150 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2024-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.724%, 10/21/2025 (B) | 138 | 138 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2024-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.690%, 07/20/2027 (B) | 970 | 972 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2025-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.555%, 05/20/2026 (B) | 205 | 205 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 12/15/2026 (B) | 3 | 3 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 01/18/2028 (B) | 61 | 61 |
| &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust, Ser 2023-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 11/16/2026  | 21 | 21 |
| &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust, Ser 2023-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.440%, 10/16/2028 (B) | 201 | 203 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2023-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760%, 04/15/2027 (B) | 7 | 7 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2023-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.890%, 07/15/2027 (B) | 49 | 49 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240%, 07/15/2026  | 67 | 67 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.060%, 05/15/2027  | 300 | 301 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/15/2028  | 175 | 175 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2024-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, 08/15/2027  | 385 | 384 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2024-D, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.604%, 12/15/2025  | 149 | 149 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2025-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470%, 12/15/2027  | 470 | 470 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.990%, 05/15/2028 (B) | $117 | $118 |
| &nbsp;&nbsp;&nbsp;GECU Auto Receivables Trust, Ser 2023-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 03/15/2027 (B) | 163 | 163 |
| &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 09/15/2027 (B) | 930 | 931 |
| &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.370%, 06/15/2028 (B) | 124 | 125 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.380%, 11/20/2026  | 385 | 385 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2025-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.408%, 02/20/2026  | 206 | 205 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2021-4, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990%, 10/18/2027  | 525 | 516 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660%, 02/16/2028  | 397 | 397 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.740%, 09/16/2026  | 10 | 10 |
| &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Series, Ser 2025-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590%, 03/15/2029 (B) | 495 | 497 |
| &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340%, 06/15/2028 (B) | 800 | 808 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC, Ser 2023-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.490%, 06/25/2027 (B) | 980 | 987 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2023-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.410%, 04/15/2026  | 7 | 7 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.410%, 02/18/2028  | 495 | 499 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.560%, 03/15/2027  | 450 | 450 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2025-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/18/2028  | 140 | 140 |
| &nbsp;&nbsp;&nbsp;Huntington Auto Trust, Ser 2024-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/15/2027 (B) | 277 | 278 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 03/16/2026 (B) | 62 | 62 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.020%, 03/15/2027 (B) | $500 | $502 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830%, 01/18/2028 (B) | 370 | 374 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.580%, 09/15/2027 (B) | 130 | 130 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2025-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, 10/15/2029  | 305 | 306 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.210%, 06/15/2027 (B) | 26 | 26 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2024-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.440%, 11/16/2026 (B) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2024-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 03/15/2027 (B) | 265 | 266 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2024-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.640%, 11/15/2027 (B) | 275 | 274 |
| &nbsp;&nbsp;&nbsp;Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 12/15/2028 (B) | 177 | 182 |
| &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust, Ser 2025-1A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.630%, 05/15/2028 (B) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.740%, 01/15/2027  | 610 | 610 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust, Ser 2024-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.570%, 12/15/2026  | 88 | 88 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust, Ser 2024-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.110%, 10/15/2026  | 284 | 284 |
| &nbsp;&nbsp;&nbsp;OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.230%, 04/15/2027 (B) | 99 | 99 |
| &nbsp;&nbsp;&nbsp;Octane Receivables Trust, Ser 2023-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.440%, 03/20/2029 (B) | 524 | 529 |
| &nbsp;&nbsp;&nbsp;OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.630%, 09/14/2027 (B) | 75 | 74 |
| &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.790%, 01/22/2029 (B) | 446 | 448 |
| &nbsp;&nbsp;&nbsp;Prestige Auto Receivables Trust, Ser 2023-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 04/15/2027 (B) | 559 | 560 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Prestige Auto Receivables Trust, Ser 2025-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.668%, 04/15/2026 (B) | $445 | $445 |
| &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.451%, 12/15/2032 (B) | 28 | 28 |
| &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.493%, 06/15/2033 (B) | 169 | 170 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760%, 07/16/2029  | 585 | 580 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 11/15/2027  | 403 | 403 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 02/16/2027  | 6 | 6 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2024-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/15/2027  | 88 | 88 |
| &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust, Ser 2023-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.270%, 04/20/2026 (B) | 9 | 9 |
| &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust, Ser 2024-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.390%, 11/20/2026 (B) | 545 | 546 |
| &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust, Ser 2024-C, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.940%, 11/20/2026 (B) | 45 | 45 |
| &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust, Ser 2025-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.038%, 07/25/2031 (B) | 257 | 259 |
| &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust, Ser 2025-A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.185%, 07/25/2031 (B) | 231 | 232 |
| &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.890%, 03/22/2027 (B) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 06/21/2027 (B) | 38 | 38 |
| &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.710%, 05/22/2028 (B) | 622 | 622 |
| &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.540%, 12/21/2026 (B) | 199 | 199 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 08/17/2026  | 102 | 102 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460%, 03/15/2028  | 195 | 195 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2024-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310%, 02/22/2027 (B) | 174 | 174 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2024-B, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, 09/20/2027 (B) | $| 305 | $305 |
| &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust, Ser 2024-1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.622%, 11/20/2025  |  | 50 | 50 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/16/2027 (B) |  | 197 | 197 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.230%, 01/15/2027 (B) |  | 131 | 131 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.240%, 07/15/2027 (B) |  | 480 | 484 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.890%, 02/16/2027 (B) |  | 334 | 335 |
| &nbsp;&nbsp;&nbsp;Westlake Flooring Master Trust, Ser 2024-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.430%, 02/15/2028 (B) |  | 45 | 45 |
| &nbsp;&nbsp;&nbsp;Westlake Flooring Master Trust, Ser 2024-1A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.070%, 02/15/2028 (B) |  | 830 | 837 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/18/2038 (B) |  | 313 | 315 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.460%, 08/18/2038 (B) |  | 285 | 289 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2025-1A, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.570%, 01/18/2040 (B) |  | 360 | 361 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2021-C, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.440%, 08/17/2026  |  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2022-A, Cl A4 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 03/15/2028  |  | 500 | 490 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2022-D, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, 02/15/2028  |  | 290 | 291 |
| &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust, Ser 2025-A, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 04/17/2028  |  | 125 | 125 |
|  |  |  | 36750 |
| **Credit Card — 2.0%** | **Credit Card — 2.0%** | **Credit Card — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2023-1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.870%, 05/15/2028  |  | 100 | 101 |
| &nbsp;&nbsp;&nbsp;Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.720%, 02/15/2029  |  | 745 | 748 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CARDS II Trust, Ser 2024-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.037%, SOFRRATE + 0.680%, 07/15/2029 (A)(B) | $| 410 | $410 |
| &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust, Ser 2025-CRT5, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240%, 05/15/2029 (B) |  | 355 | 360 |
| &nbsp;&nbsp;&nbsp;Golden Credit Card Trust, Ser 2021-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 08/15/2028 (B) |  | 1595 | 1531 |
| &nbsp;&nbsp;&nbsp;Trillium Credit Card Trust II, Ser 2023-3A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.226%, SOFRRATE + 0.850%, 08/26/2028 (A)(B) |  | 725 | 726 |
|  |  |  | 3876 |
| **Miscellaneous Business Services — 8.8%** | **Miscellaneous Business Services — 8.8%** | **Miscellaneous Business Services — 8.8%** |  |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 11/16/2026 (B) |  | 2 | 2 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2024-A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, 02/15/2029 (B) |  | 115 | 116 |
| &nbsp;&nbsp;&nbsp;AGL CLO 14, Ser 2025-14A, Cl AR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, TSFR3M + 1.130%, 12/02/2034 (A)(B) |  | 500 | 498 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/21/2028 (B) |  | 51 | 51 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.380%, 01/21/2031 (B) |  | 485 | 490 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XII, Ser 2024-12A, Cl ARR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.336%, TSFR3M + 1.080%, 04/15/2031 (A)(B) |  | 337 | 336 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XV, Ser 2018-15A, Cl A1RR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.541%, TSFR3M + 1.272%, 04/20/2031 (A)(B) |  | 144 | 144 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XXIII, Ser 2025-23A, Cl ARR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.306%, TSFR3M + 1.050%, 04/15/2033 (A)(B) |  | 500 | 499 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XXIV, Ser 2021-24A, Cl A1AL |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.481%, TSFR3M + 1.212%, 10/20/2030 (A)(B) |  | 182 | 182 |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (B) |  | 81 | 75 |
| &nbsp;&nbsp;&nbsp;Auxilior Term Funding LLC, Ser 2023-1A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.180%, 12/15/2028 (B) |  | 109 | 110 |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO, Ser 2025-1A, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.457%, TSFR3M + 1.160%, 04/23/2038 (A)(B) |  | 1000 | 993 |
| &nbsp;&nbsp;&nbsp;Carbone CLO, Ser 2017-1A, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.671%, TSFR3M + 1.402%, 01/20/2031 (A)(B) |  | 95 | 95 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.511%, TSFR3M + 1.232%, 04/17/2031 (A)(B) | $150 | $150 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.511%, TSFR3M + 1.242%, 07/20/2031 (A)(B) | 144 | 144 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2023-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820%, 09/16/2030 (B) | 128 | 129 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 10/14/2032 (B) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2017-1A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.644%, TSFR3M + 1.372%, 01/22/2031 (A)(B) | 127 | 127 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2022-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 04/17/2028  | 329 | 331 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2024-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/18/2028  | 415 | 414 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2025-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/15/2028  | 310 | 310 |
| &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust, Ser 2023-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 04/23/2029 (B) | 18 | 19 |
| &nbsp;&nbsp;&nbsp;Dewolf Park CLO, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.438%, TSFR3M + 1.182%, 10/15/2030 (A)(B) | 228 | 228 |
| &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2023-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.560%, 05/15/2034 (B) | 212 | 214 |
| &nbsp;&nbsp;&nbsp;DLLAA LLC, Ser 2023-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 07/20/2026 (B) | 37 | 37 |
| &nbsp;&nbsp;&nbsp;DLLAD LLC, Ser 2021-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.640%, 09/21/2026 (B) | 39 | 39 |
| &nbsp;&nbsp;&nbsp;DLLST LLC, Ser 2024-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.330%, 01/20/2026 (B) | 46 | 46 |
| &nbsp;&nbsp;&nbsp;FirstKey Homes Trust, Ser 2020-SFR2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.266%, 10/19/2037 (B) | 426 | 418 |
| &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC, Ser 2023-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 02/16/2026 (B) | 141 | 141 |
| &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC, Ser 2024-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.320%, 08/17/2026 (B) | 542 | 543 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.740%, 02/25/2039 (B) | 41 | 40 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2023-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.040%, 01/21/2031 (B) | 57 | 57 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.180%, 05/20/2031 (B) | 740 | 741 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2023-C, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760%, 08/17/2026  | 101 | 102 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2024-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.360%, 08/16/2027  | 160 | 160 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2017-11, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.698%, TSFR3M + 1.442%, 01/15/2031 (A)(B) | $93 | $93 |
| &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2018-21, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.518%, TSFR3M + 1.262%, 04/15/2031 (A)(B) | 159 | 159 |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2023-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, 07/15/2026 (B) | 151 | 151 |
| &nbsp;&nbsp;&nbsp;LCM XXIV, Ser 2021-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.511%, TSFR3M + 1.242%, 03/20/2030 (A)(B) | 18 | 18 |
| &nbsp;&nbsp;&nbsp;M&T Equipment Notes, Ser 2023-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.090%, 07/15/2030 (B) | 46 | 46 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XXX, Ser 2024-30A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.621%, TSFR3M + 1.360%, 07/16/2037 (A)(B) | 875 | 873 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.660%, 11/15/2027 (B) | 174 | 173 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2021-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.560%, 06/13/2028 (B) | 22 | 21 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2023-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.790%, 11/13/2026 (B) | 125 | 125 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/13/2027 (B) | 636 | 638 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 05/15/2069 (B) | 245 | 231 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 05/15/2069 (B) | 322 | 294 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO, Ser 2024-25A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670%, TSFR3M + 1.400%, 07/18/2038 (A)(B) | 750 | 749 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2018-5A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.624%, TSFR3M + 1.342%, 04/26/2031 (A)(B) | 13 | 13 |
| &nbsp;&nbsp;&nbsp;OneMain Financial Issuance Trust, Ser 2022-S1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 05/14/2035 (B) | 550 | 548 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.318%, TSFR3M + 1.062%, 10/15/2029 (A)(B) | 47 | 47 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2024-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.306%, TSFR3M + 1.050%, 10/15/2032 (A)(B) | 449 | 448 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2025-A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2029 (B) | $| 350 | $| 351 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2025-B, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 02/15/2030 (B) |  | 205 |  | 207 |
| &nbsp;&nbsp;&nbsp;SCF Equipment Leasing, Ser 2023-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.560%, 01/22/2030 (B) |  | 23 |  | 23 |
| &nbsp;&nbsp;&nbsp;SCF Equipment Trust LLC, Ser 2025-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820%, 07/22/2030 (B) |  | 100 |  | 100 |
| &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust, Ser 2025-1, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/27/2034 (B) |  | 828 |  | 829 |
| &nbsp;&nbsp;&nbsp;Tesla Sustainable Energy Trust, Ser 2024-1A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830%, 12/03/2025 (B) |  | 21 |  | 21 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Trust, Ser 2024-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 09/20/2029 (B) |  | 1375 |  | 1386 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2022-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 11/20/2028  |  | 685 |  | 685 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2024-3, Cl A1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340%, 04/22/2030  |  | 750 |  | 766 |
| &nbsp;&nbsp;&nbsp;VFI ABS LLC, Ser 2023-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.270%, 03/26/2029 (B) |  | 72 |  | 73 |
| &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC, Ser 2024-1A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.073%, 09/15/2025 (B) |  | 32 |  | 32 |
| &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC, Ser 2025-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410%, 11/15/2027 (B) |  | 75 |  | 75 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-2A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.513%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |  | 111 |  | 111 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2020-2A, Cl A1RR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.561%, TSFR3M + 1.282%, 04/17/2030 (A)(B) |  | 2 |  | 2 |
|  |  |  |  | 17369 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $57,812) ($ Thousands) |  |  |  | 57995 |
| **U.S. TREASURY OBLIGATIONS — 14.7%** | **U.S. TREASURY OBLIGATIONS — 14.7%** | **U.S. TREASURY OBLIGATIONS — 14.7%** | **U.S. TREASURY OBLIGATIONS — 14.7%** | **U.S. TREASURY OBLIGATIONS — 14.7%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.264%, 05/27/2025 (C) |  | 2550 |  | 2542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.249%, 06/03/2025 (C) |  | 2975 |  | 2964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.245%, 12/26/2025 (C) |  | 1050 |  | 1023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, 02/19/2026 (C) |  | 975 |  | 945 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490%, USBMMY3M + 0.245%, 01/31/2026 (A) |  | 2000 |  | 2002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/31/2025  |  | 4200 |  | 4199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/31/2026  |  | 2000 |  | 1999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2025 (D) |  | 2000 |  | 1996 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/28/2026  | $| 3025 | $| 2988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 12/31/2026  |  | 2175 |  | 2091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/31/2026  |  | 350 |  | 338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 08/31/2026  |  | 2425 |  | 2331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 02/28/2026  |  | 3625 |  | 3522 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $28,874) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $28,874) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $28,874) ($ Thousands) |  | 28940 |
| **MORTGAGE-BACKED SECURITIES — 14.4%** | **MORTGAGE-BACKED SECURITIES — 14.4%** | **MORTGAGE-BACKED SECURITIES — 14.4%** | **MORTGAGE-BACKED SECURITIES — 14.4%** | **MORTGAGE-BACKED SECURITIES — 14.4%** |
| **Agency Mortgage-Backed Obligations — 2.6%** | **Agency Mortgage-Backed Obligations — 2.6%** | **Agency Mortgage-Backed Obligations — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.198%, H15T1Y + 2.150%, 02/01/2030(A) |  | 1 |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/28/2025 |  | 860 |  | 859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2030 to 09/01/2030  |  | 421 |  | 413 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K067, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.895%, 03/25/2027 |  | 83 |  | 82 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3786, Cl ED |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2039 |  | 137 |  | 137 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4166, Cl PV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/15/2037 |  | 747 |  | 735 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4479, Cl TA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2034 |  | 639 |  | 628 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2018-4753, Cl QV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2040 |  | 445 |  | 442 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.465%, H15T1Y + 2.215%, 01/01/2029(A) |  | 2 |  | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2027 |  | 2 |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2032 |  | 188 |  | 185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2030 to 12/01/2030  |  | 300 |  | 294 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2001-33, Cl FA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.918%, SOFR30A + 0.564%, 07/25/2031(A) |  | 1 |  | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-137, Cl UE |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/25/2041 |  | 65 |  | 62 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-63, Cl MA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/25/2040 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-57, Cl CA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2034 |  | 167 |  | 165 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-177, Cl LA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/20/2052 |  | 1071 |  | 1058 |
|  |  |  |  | 5065 |
| **Non-Agency Mortgage-Backed Obligations — 11.8%** | **Non-Agency Mortgage-Backed Obligations — 11.8%** | **Non-Agency Mortgage-Backed Obligations — 11.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.466%, 12/25/2059(A)(B) |  | 15 |  | 14 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.531%, 01/26/2065(A)(B) | $99 | $93 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.691%, 04/25/2065(A)(B) | 106 | 100 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.469%, 06/25/2065(A)(B) | 55 | 52 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2020-R1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990%, 04/25/2053(A)(B) | 39 | 37 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.909%, 01/25/2066(A)(B) | 176 | 150 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.068%, 05/25/2066(A)(B) | 174 | 150 |
| &nbsp;&nbsp;&nbsp;Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.962%, 10/25/2048(A)(B) | 64 | 61 |
| &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust, Ser BNK3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 02/15/2050 | 150 | 148 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.211%, 03/15/2053 | 175 | 169 |
| &nbsp;&nbsp;&nbsp;BMO MORTGAGE TRUST, Ser C3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.429%, 09/15/2054(A) | 224 | 224 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.487%, TSFR1M + 1.164%, 09/15/2038(A)(B) | 960 | 955 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser OANA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.220%, TSFR1M + 1.898%, 04/15/2037(A)(B) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.449%, 05/25/2060(A)(B) | 36 | 35 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 02/25/2049(A)(B) | 71 | 67 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.970%, 03/25/2060(A)(B) | 52 | 50 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.699%, 04/25/2060(A)(B) | 135 | 127 |
| &nbsp;&nbsp;&nbsp;BSPRT, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.845%, SOFR30A + 1.500%, 02/15/2037(A)(B) | 188 | 187 |
| &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.724%, 02/25/2055(A)(B) | 19 | 18 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.307%, TSFR1M + 0.984%, 06/15/2038(A)(B) | $758 | $755 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.089%, TSFR1M + 0.767%, 05/15/2038(A)(B) | 60 | 60 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.136%, TSFR1M + 0.814%, 09/15/2036(A)(B) | 275 | 272 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser CSMO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.437%, TSFR1M + 2.115%, 06/15/2027(A)(B) | 225 | 225 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.943%, TSFR1M + 0.620%, 10/15/2036(A)(B) | 600 | 597 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.322%, TSFR1M + 1.000%, 01/15/2039(A)(B) | 625 | 622 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser ARIA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.336%, TSFR1M + 1.014%, 10/15/2036(A)(B) | 120 | 119 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser VLT6, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.214%, TSFR1M + 1.893%, 03/15/2042(A)(B) | 850 | 840 |
| &nbsp;&nbsp;&nbsp;BX, Ser 2021-MFM1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.387%, TSFR1M + 1.064%, 01/15/2034(A)(B) | 385 | 384 |
| &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.367%, 06/15/2050 | 209 | 207 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.554%, SOFR30A + 1.200%, 02/25/2050(A)(B) | 219 | 215 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 04/15/2049 | 61 | 61 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.098%, 04/10/2049 | 59 | 59 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.156%, 02/25/2058(A)(B) | 59 | 58 |
| &nbsp;&nbsp;&nbsp;COLT Funding LLC, Ser 2021-3R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.051%, 12/25/2064(A)(B) | 86 | 79 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.325%, 10/26/2065(A)(B) | 63 | 59 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/25/2066(A)(B) | 142 | 121 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924%, 08/25/2066(A)(B) | $213 | $178 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.798%, 07/27/2054(B) | 61 | 55 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.397%, 10/25/2066(A)(B) | 377 | 316 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 10/25/2066(A)(B) | 361 | 309 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.004%, SOFR30A + 1.650%, 12/25/2041(A)(B) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.254%, SOFR30A + 1.900%, 12/25/2041(A)(B) | 625 | 628 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.654%, SOFR30A + 2.300%, 01/25/2043(A)(B) | 103 | 105 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.854%, SOFR30A + 2.500%, 04/25/2043(A)(B) | 188 | 190 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.503%, SOFR30A + 1.150%, 03/25/2044(A)(B) | 118 | 117 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser C14, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.359%, 11/15/2051(A) | 104 | 103 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 03/25/2056(A)(B) | 162 | 130 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.715%, 05/25/2065(A)(B) | 34 | 33 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.899%, 04/25/2066(A)(B) | 58 | 51 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.739%, 11/25/2059(A)(B) | 12 | 12 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.178%, 10/25/2065(A)(B) | 27 | 25 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797%, 02/25/2066(A)(B) | 34 | 29 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931%, 06/25/2066(A)(B) | $113 | $93 |
| &nbsp;&nbsp;&nbsp;ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.138%, TSFR1M + 0.815%, 11/15/2038(A)(B) | 529 | 527 |
| &nbsp;&nbsp;&nbsp;Extended Stay America Trust, Ser 2021-ESH, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.817%, TSFR1M + 1.494%, 07/15/2038(A)(B) | 215 | 214 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.654%, SOFR30A + 1.300%, 02/25/2042(A)(B) | 62 | 62 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2024-DNA2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.604%, SOFR30A + 1.250%, 05/25/2044(A)(B) | 181 | 181 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.604%, SOFR30A + 1.250%, 03/25/2044(A)(B) | 199 | 199 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.368%, SOFR30A + 6.014%, 10/25/2028(A) | 100 | 103 |
| &nbsp;&nbsp;&nbsp;Fontainebleau Miami Beach Mortgage Trust, Ser FBLU, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.772%, TSFR1M + 1.450%, 12/15/2039(A)(B) | 430 | 426 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.555%, 04/25/2065(B)(E) | 40 | 38 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-CM1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.469%, 04/25/2065(A)(B) | 146 | 139 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874%, 01/25/2066(A)(B) | 82 | 72 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.262%, 07/25/2066(A)(B) | 554 | 463 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.553%, 11/10/2048 | 10 | 10 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.777%, 10/10/2049 | 106 | 105 |
| &nbsp;&nbsp;&nbsp;HLTN Commercial Mortgage Trust, Ser DPLO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.963%, TSFR1M + 1.642%, 06/15/2041(A)(B) | 350 | 348 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071%, 06/25/2056(A)(B) | 222 | 193 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.073%, 09/25/2056(A)(B) | $163 | $137 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.595%, 11/25/2056(A)(B) | 182 | 157 |
| &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust, Ser JP1, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, 01/15/2049 | 78 | 77 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%, 08/15/2048 | 4 | 4 |
| &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust, Ser JP7, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.241%, 09/15/2050 | 211 | 208 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.670%, 10/25/2029(A)(B) | 382 | 373 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.191%, TSFR1M + 0.864%, 04/25/2046(A)(B) | 52 | 51 |
| &nbsp;&nbsp;&nbsp;Metlife Securitization Trust, Ser 2017-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2055(A)(B) | 40 | 38 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.669%, TSFR1M + 1.350%, 02/19/2037(A)(B) | 324 | 323 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.479%, 03/25/2065(A)(B) | 30 | 29 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.014%, 01/26/2065(A)(B) | 38 | 35 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.852%, 01/25/2056(A)(B) | 49 | 47 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 04/25/2065(A)(B) | 84 | 79 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.029%, 11/25/2064(A)(B) | 129 | 113 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.537%, TSFR1M + 1.215%, 04/15/2038(A)(B) | 536 | 535 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2021-STOR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.137%, TSFR1M + 0.814%, 07/15/2038(A)(B) | 155 | 154 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.137%, TSFR1M + 0.815%, 01/15/2039(A)(B) | 104 | 103 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 01/25/2061(A)(B) | 48 | 48 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/25/2062(A)(B) | 15 | 15 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2058(A)(B) | $121 | $119 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2066(A)(B) | 562 | 551 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2069(A)(B) | 137 | 133 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/25/2060(A)(B) | 77 | 73 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228%, 06/15/2052 | 17 | 17 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser H3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.120%, 07/15/2051 | 60 | 60 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser HR2, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.509%, 12/15/2050 | 107 | 105 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2057(A)(B) | 67 | 65 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/27/2057(A)(B) | 156 | 151 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.803%, 09/25/2057(A)(B) | 75 | 71 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.492%, 09/25/2059(A)(B) | 22 | 20 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/24/2060(A)(B) | 28 | 27 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 10/25/2058(A)(B) | 41 | 39 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.156%, 11/27/2056(A)(B) | 265 | 229 |
| &nbsp;&nbsp;&nbsp;NYC Commercial Mortgage Trust, Ser 3BP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.535%, TSFR1M + 1.213%, 02/15/2042(A)(B) | 785 | 777 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2018-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.091%, TSFR1M + 0.764%, 06/25/2057(A)(B) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.957%, 10/25/2061(A)(B) | 406 | 342 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.847%, SOFRRATE + 0.482%, 11/15/2038(A)(B) | $32 | $32 |
| &nbsp;&nbsp;&nbsp;Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.376%, 01/26/2060(A)(B) | 7 | 7 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2048(A)(B) | 3 | 3 |
| &nbsp;&nbsp;&nbsp;SREIT Trust, Ser 2021-MFP, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.516%, TSFR1M + 1.194%, 11/15/2038(A)(B) | 398 | 396 |
| &nbsp;&nbsp;&nbsp;SREIT Trust, Ser MFP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.167%, TSFR1M + 0.845%, 11/15/2038(A)(B) | 84 | 83 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.219%, 05/25/2065(A)(B) | 80 | 75 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2024-SFR4, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.422%, TSFR1M + 2.100%, 10/17/2041(A)(B) | 175 | 176 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2024-SFR4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.072%, TSFR1M + 1.750%, 10/17/2041(A)(B) | 485 | 487 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2025-SFR5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.772%, TSFR1M + 1.450%, 02/17/2042(A)(B) | 285 | 286 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2025-SFR5, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.072%, TSFR1M + 1.750%, 02/17/2042(A)(B) | 550 | 552 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.275%, 02/25/2050(A)(B) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.486%, 04/25/2065(A)(B) | 19 | 18 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.943%, 05/25/2065(A)(B) | 33 | 31 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.127%, 06/25/2056(A)(B) | 197 | 167 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2057(A)(B) | 29 | 29 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2058(A)(B) | 14 | 13 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/25/2058(A)(B) | 75 | 74 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/25/2058(A)(B) | 23 | 22 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-5, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/25/2058(A)(B) | $146 | $144 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/25/2068(A)(B) | 338 | 324 |
| &nbsp;&nbsp;&nbsp;TRK Trust, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 07/25/2056(A)(B) | 130 | 115 |
| &nbsp;&nbsp;&nbsp;TTAN, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.537%, TSFR1M + 1.214%, 03/15/2038(A)(B) | 211 | 211 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C4, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 10/15/2050 | 386 | 381 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.417%, 01/25/2060(B)(E) | 12 | 12 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.502%, 05/25/2065(B)(E) | 34 | 33 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.815%, 01/25/2066(A)(B) | 74 | 65 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.052%, 01/25/2066(A)(B) | 148 | 131 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.031%, 02/25/2066(A)(B) | 96 | 85 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.918%, 02/25/2064(A)(B) | 142 | 131 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.020%, 04/25/2064(A)(B) | 70 | 67 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.324%, 01/15/2059 | 6 | 6 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.514%, 08/15/2049 | 46 | 46 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C31, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.427%, 11/15/2048 | 155 | 154 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.911%, 06/15/2049 | 39 | 39 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C39, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.212%, 09/15/2050 | 104 | 103 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 11/15/2050 | 160 | 158 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser NXS6, Cl ASB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.827%, 11/15/2049 | $| 58 | $| 58 |
|  |  |  |  | 23363 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $29,233) ($ Thousands) |  |  |  | 28428 |
| **MUNICIPAL BONDS — 1.4%** | **MUNICIPAL BONDS — 1.4%** | **MUNICIPAL BONDS — 1.4%** | **MUNICIPAL BONDS — 1.4%** | **MUNICIPAL BONDS — 1.4%** |
| **Florida — 0.2%** | **Florida — 0.2%** | **Florida — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;County, of Miami-Dade Florida Aviation Revenue, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.949%, 10/01/2025  |  | 390 |  | 388 |
| **New Jersey — 0.3%** | **New Jersey — 0.3%** | **New Jersey — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority, Ser BB, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.608%, 06/15/2026  |  | 595 |  | 598 |
| **New York — 0.7%** | **New York — 0.7%** | **New York — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;City of New York New York, Ser D-2, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.267%, 10/01/2026  |  | 330 |  | 331 |
| &nbsp;&nbsp;&nbsp;City of New York New York, Ser H, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.542%, 02/01/2027  |  | 205 |  | 206 |
| &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.724%, 11/01/2026  |  | 945 |  | 955 |
|  |  |  |  | 1492 |
| **Pennsylvania — 0.2%** | **Pennsylvania — 0.2%** | **Pennsylvania — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Pennsylvania Higher Educational Facilities Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.961%, 11/01/2025  |  | 205 |  | 205 |
| &nbsp;&nbsp;&nbsp;Redevelopment Authority of the City of Philadelphia, Ser A, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.503%, 09/01/2026  |  | 165 |  | 166 |
|  |  |  |  | 371 |
| Total Municipal Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,832) ($ Thousands) |  |  |  | 2849 |
| **COMMERCIAL PAPER — 0.6%** | **COMMERCIAL PAPER — 0.6%** | **COMMERCIAL PAPER — 0.6%** | **COMMERCIAL PAPER — 0.6%** | **COMMERCIAL PAPER — 0.6%** |
| **Automotive — 0.3%** | **Automotive — 0.3%** | **Automotive — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.180%, 07/28/2025  |  | 625 |  | 618 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** |
| **Financials — 0.3%** | **Financials — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;ANZ Group Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/27/2025 (F) | $600 | $600 |
| Total Commercial Paper | Total Commercial Paper |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,218) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,218) ($ Thousands) | 1218 |
| **REPURCHASE AGREEMENT(G) — 4.5%** | **REPURCHASE AGREEMENT(G) — 4.5%** | **REPURCHASE AGREEMENT(G) — 4.5%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, dated 04/30/2025 to be repurchased on 05/01/2025, repurchase price $8,801,068 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $5,926,730, 2.000% - 7.409%, 11/01/2025 – 04/01/2055; with a total market value $8,976,000)  | 8800 | 8800 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,800) ($ Thousands) |  | 8800 |
| Total Investments in Securities — 99.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $196,736) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $196,736) ($ Thousands)  | $196431 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Ultra Short Duration Bond Fund** (Concluded)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: |
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation <br> (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 35 | Jun-2025 | $7232 | $7285 | $53 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (19) | Jun-2025 | $(2089) | $(2132) | $(43) |
|  |  |  | $5143 | $5153 | $10 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $197,188 ($ Thousands). |
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On April 30, 2025, the value of these securities amounted to $78,364 ($ Thousands), representing 39.7% of the Net Assets of the Fund. |
| (C) | Interest rate represents the security's effective yield at the time of purchase. |
| (D) | Security, or a portion thereof, has been pledged as collateral on open futures contracts.  |
| (E) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (F) | No interest rate available. |
| (G) | Tri-Party Repurchase Agreement. |

---

See "Glossary" for abbreviations.

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 70.7%** | **MORTGAGE-BACKED SECURITIES — 70.7%** | **MORTGAGE-BACKED SECURITIES — 70.7%** |
| **Agency Mortgage-Backed Obligations — 70.7%** | **Agency Mortgage-Backed Obligations — 70.7%** |  |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2052 to 03/01/2053  | $2180 | $2230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2053 | 2610 | 2617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/01/2025 to 12/01/2039  | 616 | 613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/01/2033 to 07/01/2049  | 3829 | 3770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/01/2029 to 05/01/2035  | 8851 | 8751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2031 to 12/01/2046  | 7475 | 6929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2030 to 02/01/2032  | 2638 | 2550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/01/2036 to 06/01/2036  | 2194 | 2009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/01/2041 | 492 | 407 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K060, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.958%, 07/25/2026 | 576 | 570 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.868%, 06/25/2027(A) | 16822 | 209 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.705%, 01/25/2030(A) | 12137 | 755 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.669%, 01/25/2031(A) | 13486 | 361 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.608%, 03/25/2031(A) | 10111 | 244 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.527%, 01/25/2033(A) | 14647 | 380 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K167, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.335%, 10/25/2034(A) | 15850 | 264 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K510, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.069%, 10/25/2028(A) | 2365 | 2437 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K511, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.860%, 10/25/2028 | 3190 | 3266 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K516, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.477%, 01/25/2029 | 14000 | 14627 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K517, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.355%, 01/25/2029(A) | 6620 | 6887 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K528, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.508%, 07/25/2029 | 3300 | 3345 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.727%, 10/25/2026(A) | 20555 | 157 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.858%, 03/25/2028(A) | 7484 | 98 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.938%, SOFR30A + 0.604%, 02/25/2026(A) | $1519 | $1519 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.928%, SOFR30A + 0.594%, 04/25/2026(A) | 2976 | 2975 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.948%, SOFR30A + 0.614%, 10/25/2026(A) | 487 | 486 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2003-2571, Cl FY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.209%, SOFR30A + 0.864%, 12/15/2032(A) | 1251 | 1257 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3148, Cl CF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.859%, SOFR30A + 0.514%, 02/15/2034(A) | 55 | 54 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3153, Cl FX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.809%, SOFR30A + 0.464%, 05/15/2036(A) | 41 | 41 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3174, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.759%, SOFR30A + 0.414%, 04/15/2036(A) | 823 | 818 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3219, Cl EF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.859%, SOFR30A + 0.514%, 04/15/2032(A) | 1213 | 1206 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2007-3339, Cl HF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.979%, SOFR30A + 0.634%, 07/15/2037(A) | 1253 | 1249 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3628, Cl PJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2040 | 486 | 487 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3781, Cl YB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2030 | 1002 | 990 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3786, Cl ED |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2039 | 1284 | 1279 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3788, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989%, SOFR30A + 0.644%, 01/15/2041(A) | 1726 | 1719 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl KE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2041 | 7899 | 7780 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2026 | 33 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4018, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2027 | 14 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4083, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2027 | 28 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4107, Cl HE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/15/2041 | 3828 | 3620 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4114, Cl MB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2032 | 2660 | 2587 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4117, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 07/15/2042 | 829 | 731 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4142, Cl PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 12/15/2027 | $381 | $370 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4146, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 12/15/2027 | 385 | 373 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4170, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2032 | 38 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4176, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2028 | 44 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2033 | 251 | 18 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 77 | 2 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4182, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 87 | 2 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4195, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2028 | 221 | 6 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4199, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2028 | 124 | 3 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4200, Cl LC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2033 | 4918 | 4622 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4220, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2028 | 32 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4223, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2042 | 709 | 674 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4247, Cl LA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2043 | 2094 | 1953 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4340, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2027 | 159 | 2 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4344, Cl KZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/15/2034 | 5165 | 5032 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4419, Cl CW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2037 | 894 | 872 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4456, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2044 | 612 | 589 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4471, Cl GA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2044 | 840 | 804 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2030 | 215 | 12 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4535, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2044 | 1536 | 1493 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4620, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2033 | 380 | 51 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4650, Cl LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2045 | 352 | 343 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4654, Cl AK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2044 | 1890 | 1853 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4657, Cl PU |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2044 | 1392 | 1363 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4673, Cl PH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2045 | 1715 | 1694 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4700, Cl HV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2040 | 4466 | 4356 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4709, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2047 | $487 | $463 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4740, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2047 | 4537 | 4076 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2018-4820, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2048 | 506 | 101 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-4978, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2040 | 1598 | 244 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-4996, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/25/2050 | 3678 | 526 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5010, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 2374 | 487 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5018, Cl LW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/25/2040 | 1179 | 957 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5048, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/15/2044 | 1860 | 1729 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5079, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 02/25/2051 | 5486 | 4744 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5083, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2051 | 3045 | 427 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5091, Cl IG, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2051 | 2573 | 526 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5169, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2051 | 3108 | 509 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5170, Cl DP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 1932 | 1701 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5183, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2052 | 3334 | 570 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5213, Cl JH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2051 | 2358 | 2240 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5228, Cl DG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2046 | 5000 | 4832 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5243, Cl AV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2033 | 3641 | 3634 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5264, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2039 | 751 | 746 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2023-5320, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2047 | 3432 | 591 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5413, Cl KV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2035 | 6846 | 7012 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5538, Cl AV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/25/2036 | 7488 | 7429 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2017-3, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2056 | 3069 | 2884 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2057 | 3162 | 2945 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2057(A) | 1618 | 1560 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/25/2058 | $3221 | $3093 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/26/2058 | 5454 | 5203 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2058 | 847 | 788 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2059 | 4123 | 3829 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/25/2059 | 532 | 476 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/25/2060 | 6530 | 5917 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2061 | 1136 | 1025 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/25/2042 | 156 | 167 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C2, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2028 | 224 | 5 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C16, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2043 | 1452 | 232 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2020-373, Cl 100 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/25/2038 | 3832 | 3448 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C14, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2052 | 3557 | 574 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C10, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2042 | 5025 | 614 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-389, Cl C35, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2052 | 4321 | 557 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 06/01/2037 | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.938%, H15T1Y + 2.165%, 08/01/2029(A) | 13 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/01/2026 to 01/01/2036  | 29 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/01/2038 to 05/01/2053  | 7055 | 7248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2038 to 06/01/2053  | 5408 | 5418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.170%, 02/01/2029 | 3325 | 3428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.065%, 12/01/2028 | 2440 | 2519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820%, 04/01/2029 | 2595 | 2659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2026 to 08/01/2044  | 5296 | 5324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 04/01/2029 | 2862 | 2892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2026 to 08/01/2051  | 3407 | 3348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/01/2027 to 02/01/2045  | 21553 | 21121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/01/2027 to 11/01/2036  | 8903 | 8589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.960%, 01/01/2027 | 1095 | 1076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/01/2028 to 09/01/2036  | 14100 | 13589 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/01/2036 to 12/01/2036  | $5455 | $4999 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2009-397, Cl 6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/25/2039 | 619 | 546 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2027 | 47 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2013-418, Cl C16, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2043 | 1546 | 328 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2022-426, Cl C38, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2052 | 4146 | 552 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-429, Cl C3, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2052 | 4000 | 633 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-437, Cl C8, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/25/2052 | 3463 | 549 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2002-53, Cl FK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868%, SOFR30A + 0.514%, 04/25/2032(A) | 25 | 25 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2005-101, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/25/2035 | 594 | 606 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-76, Cl QF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868%, SOFR30A + 0.514%, 08/25/2036(A) | 141 | 140 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-79, Cl DF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.818%, SOFR30A + 0.464%, 08/25/2036(A) | 103 | 102 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-47, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 05/25/2037 | 146 | 152 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-64, Cl FB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.838%, SOFR30A + 0.484%, 07/25/2037(A) | 932 | 925 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2008-16, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.168%, SOFR30A + 0.814%, 03/25/2038(A) | 391 | 391 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-110, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.218%, SOFR30A + 0.864%, 01/25/2040(A) | 1847 | 1848 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-112, Cl FM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.218%, SOFR30A + 0.864%, 01/25/2040(A) | 1195 | 1198 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-77, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/25/2039 | 723 | 727 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.388%, SOFR30A + 1.034%, 10/25/2039(A) | 1324 | 1333 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.318%, SOFR30A + 0.964%, 10/25/2039(A) | 1417 | 1423 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-4, Cl PL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/25/2040 | 340 | 340 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-56, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.004%, SOFR30A + 0.664%, 06/25/2040(A) | 1210 | 1201 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2011-17, Cl ZM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2031 | 2949 | 2910 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-103, Cl HB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/25/2027 | $442 | $431 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-111, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2027 | 159 | 4 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-124, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2042 | 1445 | 1413 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-140, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/25/2042 | 2230 | 1911 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-27, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/25/2042 | 716 | 48 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-43, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2027 | 455 | 8 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-47, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.531%, 05/25/2042(A) | 15 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2027 | 74 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2027 | 78 | 2 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-97, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2027 | 52 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-98, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/25/2042 | 527 | 32 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-10, Cl YA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 591 | 573 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-12, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 11/25/2041 | 204 | 199 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-121, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868%, SOFR30A + 0.514%, 12/25/2043(A) | 8316 | 8207 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-130, Cl FQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.668%, SOFR30A + 0.314%, 06/25/2041(A) | 1253 | 1241 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl JB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 403 | 390 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 716 | 695 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-76, Cl PH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2042 | 1715 | 1626 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-9, Cl PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 355 | 344 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-98, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/25/2043 | 5116 | 5060 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2014-50, Cl SC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.193%, 08/25/2044(A) | 695 | 47 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-21, Cl WI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.027%, 04/25/2055(A) | 568 | 26 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-41, Cl AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2034 | 353 | 346 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-42, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 06/25/2055(A) | 591 | 29 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-5, Cl CP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2043 | 580 | 566 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2030 | $74 | $3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/25/2035 | 299 | 27 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-75, Cl DB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2035 | 1062 | 1026 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/25/2046 | 1712 | 258 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2031 | 37 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-42, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2045 | 321 | 307 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2046 | 377 | 74 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-95, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2040 | 1407 | 1336 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-15, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/25/2043 | 1054 | 1030 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-68, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/25/2047 | 1499 | 270 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-69, Cl GA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2045 | 1235 | 1204 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-12, Cl PK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2046 | 6331 | 6247 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2057 | 1918 | 1826 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-55, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2047 | 7933 | 7854 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-89, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/25/2053 | 1390 | 1382 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-38, Cl PC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2048 | 639 | 604 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/25/2039 | 2112 | 185 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2033 | 1194 | 74 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-35, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2050 | 3409 | 557 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-37, Cl IM, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/25/2050 | 2760 | 556 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-4, Cl AP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2050 | 1355 | 1168 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-65, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 2348 | 455 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-74, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/25/2050 | 2296 | 408 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-77, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/25/2050 | 2952 | 598 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-85, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/25/2050 | 3497 | 581 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-26, Cl YI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2050 | 3377 | 599 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | $4075 | $617 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 3669 | 598 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-95, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2052 | 3527 | 519 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-22, Cl QH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/25/2052 | 4972 | 4945 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-72, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/25/2039 | 5553 | 5614 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-77, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/25/2039 | 1912 | 1905 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2023-53, Cl GB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/25/2044 | 756 | 773 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-41, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/25/2051 | 11008 | 11111 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2052 | 2264 | 2280 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2052 | 2421 | 2437 |
| &nbsp;&nbsp;&nbsp;FNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500% - 6.000%, 05/15/2045 – 06/15/2055 | (31482) | (30291) |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2018- M12, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.859%, SOFR30A + 0.514%, 08/25/2025(A) | 64 | 64 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.578%, 05/25/2029(A) | 9747 | 390 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/15/2037 to 02/20/2039  | 75 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2029 to 06/15/2041  | 342 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2034 to 02/15/2041  | 746 | 769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2039 to 04/15/2041  | 300 | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/20/2049 | 1083 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2041 to 08/15/2041  | 43 | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2046 | 1476 | 1357 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2003-86, Cl ZD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/20/2033 | 1374 | 1386 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-26, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/16/2040 | 1020 | 221 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/20/2040 | 490 | 90 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-68, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/16/2039 | 487 | 476 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2042 | 1485 | 188 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-143, Cl XK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/16/2027 | 1246 | 1220 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-26, Cl GJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2027 | 1184 | 1166 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-30, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 517 | 509 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-34, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | $528 | $519 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-36, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/20/2040 | 142 | 141 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-38, Cl GE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 802 | 788 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2040 | 63 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-84, Cl TE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/20/2042 | 990 | 934 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-129, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.833%, TSFR1M + 0.514%, 10/20/2039(A) | 2461 | 2449 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-136, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/20/2027 | 459 | 454 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-157, Cl AE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/16/2028 | 5047 | 4941 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-164, Cl CE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/16/2028 | 2843 | 2776 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-166, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2040 | 201 | 199 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/16/2043 | 282 | 38 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-51, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2027 | 86 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-129, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 1732 | 1679 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-139, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 1718 | 1667 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl DG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/16/2029 | 3073 | 3001 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-146, Cl GH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 2548 | 2460 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-149, Cl EA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2029 | 729 | 712 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-158, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2029 | 1548 | 1500 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-4, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/20/2044 | 118 | 23 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-55, Cl LB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2040 | 104 | 100 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-56, Cl BP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/16/2039 | 685 | 649 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-119, Cl ND |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2044 | 1208 | 1139 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-126, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/16/2027 | 20 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-126, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/16/2026 | 10 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-132, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/20/2045 | 744 | 137 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-165, Cl I, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2043 | 525 | 78 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-185, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2041 | $21 | $– |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-40, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/20/2044 | 413 | 402 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-126, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2028 | 95 | 2 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-167, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/20/2039 | 695 | 64 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-23, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2042 | 347 | 12 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-42, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/20/2046 | 682 | 72 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-49, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/16/2045 | 1016 | 213 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-81, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/16/2045 | 1038 | 949 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-91, Cl TJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/20/2046 | 5079 | 4524 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-99, Cl LI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/20/2029 | 174 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-107, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2047 | 821 | 144 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/16/2047 | 178 | 39 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2047 | 214 | 45 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/16/2047 | 667 | 96 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/20/2040 | 822 | 127 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/20/2047 | 439 | 67 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-95, Cl PG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2045 | 365 | 345 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-127, Cl PB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2047 | 1212 | 1146 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-6, Cl CM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2046 | 3969 | 3663 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-72, Cl ID, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/20/2045 | 2131 | 419 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-132, Cl NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/20/2049 | 2355 | 2211 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2048 | 1304 | 191 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-5, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/16/2044 | 1864 | 265 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-17, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2050 | 1567 | 331 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-47, Cl AC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/16/2050 | 3362 | 2739 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-215, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2049 | 2815 | 2507 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-124, Cl HA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/20/2048 | $| 946 | $| 929 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-34, Cl QJ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/20/2052 |  | 2412 |  | 2239 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-75, Cl DA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/20/2047 |  | 3994 |  | 3921 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-76, Cl GA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2052 |  | 4504 |  | 4407 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-87, Cl CA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2036 |  | 9492 |  | 8956 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2023-112, Cl NA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/20/2052 |  | 1042 |  | 1064 |
| &nbsp;&nbsp;&nbsp;UMBS TBA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/15/2055 |  | 3400 |  | 3393 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $428,170) ($ Thousands) |  |  |  | 427674 |
| **U.S. TREASURY OBLIGATIONS — 21.7%** | **U.S. TREASURY OBLIGATIONS — 21.7%** | **U.S. TREASURY OBLIGATIONS — 21.7%** | **U.S. TREASURY OBLIGATIONS — 21.7%** | **U.S. TREASURY OBLIGATIONS — 21.7%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation Indexed Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/15/2034  |  | 3919 |  | 3880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 07/15/2033  |  | 3546 |  | 3436 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/15/2026  |  | 47475 |  | 47981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/2026 (B) |  | 45200 |  | 45191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 05/31/2026  |  | 31400 |  | 30824 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $130,714) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $130,714) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $130,714) ($ Thousands) |  | 131312 |
| **REPURCHASE AGREEMENTS(C) — 3.0%** | **REPURCHASE AGREEMENTS(C) — 3.0%** | **REPURCHASE AGREEMENTS(C) — 3.0%** | **REPURCHASE AGREEMENTS(C) — 3.0%** | **REPURCHASE AGREEMENTS(C) — 3.0%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, dated 04/30/2025 to be repurchased on 05/01/2025, repurchase price $15,001,820 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $95,935,979, 1.820% - 7.500%, 03/01/2025 – 04/01/2055; with a total market value $15,300,000)  |  | 15000 |  | 15000 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **REPURCHASE AGREEMENTS(C) (continued)** | **REPURCHASE AGREEMENTS(C) (continued)** | **REPURCHASE AGREEMENTS(C) (continued)** |
| &nbsp;&nbsp;&nbsp;Deutsche Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, dated 04/30/2025 to be repurchased on 05/01/2025, repurchase price $3,000,365 (collateralized by a U.S. Government obligation, par value $4,291,000, 2.500%, 05/15/2046; with total market value $3,060,003)  | $3000 | $3000 |
| Total Repurchase Agreements |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $18,000) ($ Thousands) |  | 18000 |
| Total Investments in Securities — 95.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $576,884) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $576,884) ($ Thousands)  | $576986 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: |
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation <br> (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 1076 | Jun-2025 | $221863 | $223968 | $2105 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 12 |  | 1394 | 1400 | 6 |
|  |  |  | 223257 | 225368 | 2111 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (242) | Jun-2025 | $(25944) | $(26425) | $(481) |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (413) | Jun-2025 | (45348) | (46347) | (999) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (281) | Jun-2025 | (31671) | (32240) | (569) |
|  |  |  | (102963) | (105012) | (2049) |
|  |  |  | $120294 | $120356 | $62 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $605,118 ($ Thousands). |
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Security, or a portion thereof, has been pledged as collateral on open futures contracts.  |
| (C) | Tri-Party Repurchase Agreement. |

---

See "Glossary" for abbreviations.

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**GNMA Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 97.7%** | **MORTGAGE-BACKED SECURITIES — 97.7%** | **MORTGAGE-BACKED SECURITIES — 97.7%** |
| **Agency Mortgage-Backed Obligations — 97.7%** | **Agency Mortgage-Backed Obligations — 97.7%** |  |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.868%, 06/25/2027(A) | $1532 | $19 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.760%, 04/25/2030(A) | 563 | 36 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.520%, 07/25/2030(A) | 688 | 40 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.858%, 12/25/2030(A) | 1012 | 35 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.577%, 02/25/2036(A) | 599 | 21 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.727%, 10/25/2026(A) | 1874 | 14 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2026 | 22 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4018, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2027 | 9 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4166, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2041 | 41 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4176, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2028 | 29 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 53 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4182, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 60 | 2 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4199, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2028 | 81 | 2 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2030 | 135 | 7 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4624, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2036 | 88 | 16 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4731, Cl LB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/15/2047 | 167 | 131 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2058 | 166 | 149 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2014-324, Cl C18, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2033 | 164 | 15 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 03/01/2027 to 09/01/2028  | 3 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/01/2032 | 12 | 12 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2027 | 6 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-126, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/25/2040 | 98 | 12 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2027 | 9 |  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2027 | $55 | $1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-98, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/25/2042 | 52 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2014-68, Cl ID, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2034 | 150 | 6 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-21, Cl WI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.027%, 04/25/2055(A) | 71 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2031 | 5 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2046 | 47 | 9 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-110, Cl PB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2057 | 79 | 59 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2057 | 195 | 186 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-25, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2048 | 49 | 43 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.578%, 05/25/2029(A) | 901 | 36 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-M2, Cl X, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.381%, 01/25/2030(A) | 782 | 7 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/15/2027 to 03/15/2032  | 25 | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/15/2027 to 10/15/2035  | 22 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2027 to 10/20/2054  | 95 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2028 to 09/20/2054  | 169 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2033 to 02/15/2041  | 425 | 436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2033 to 07/15/2052  | 828 | 833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2033 to 08/20/2049  | 1394 | 1367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2040 to 09/20/2048  | 1502 | 1427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2042 to 08/15/2042  | 542 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2041 to 02/20/2049  | 1956 | 1794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/20/2045 to 12/20/2050  | 1546 | 1382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2045 to 05/20/2051  | 1722 | 1477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/20/2050 to 12/20/2050  | 2140 | 1747 |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500% - 6.500%, 1/15/2033 - 2/15/2053 | 204 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500% - 5.500%, 5/15/2046 - 6/15/2055 | 102 | 73 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/20/2040 | 220 | 40 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-113, Cl BZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/16/2042 | 225 | 188 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2042 | 182 | 23 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2040 | 42 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-69, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/16/2027 | 1 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-149, Cl LZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2043 | 52 | 45 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**GNMA Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-169, Cl ZK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/20/2043 | $59 | $51 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/16/2043 | 185 | 25 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-99, Cl AX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/20/2043(B) | 50 | 45 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-122, Cl IP, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/16/2029 | 88 | 3 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/16/2029 | 30 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-21, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/16/2026 | 22 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-18, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/16/2030 | 60 | 2 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-185, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2041 | 14 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-24, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2045 | 115 | 18 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-62, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2045 | 121 | 27 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-84, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/16/2042 | 191 | 28 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-126, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2028 | 63 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-136, Cl PJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/20/2046 | 358 | 299 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-161, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/16/2046 | 88 | 13 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-167, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/20/2039 | 180 | 17 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-23, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2042 | 227 | 8 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-42, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/20/2046 | 182 | 19 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-49, Cl PZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/16/2045 | 254 | 186 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-99, Cl LI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/20/2029 | 71 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-107, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2047 | 278 | 49 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-130, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/20/2040 | 123 | 22 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/16/2047 | 80 | 18 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl CG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2047 | 80 | 68 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-163, Cl YA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/20/2047 | 225 | 187 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-182, Cl LZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/20/2047 | 156 | 96 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2047 | 138 | 29 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2048 | $| 112 | $16 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-115, Cl YA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/20/2050 |  | 49 | 37 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-74, Cl IC, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/20/2035 |  | 293 | 15 |
| Total Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $15,500) ($ Thousands) |  |  | 14103 |
| **U.S. TREASURY OBLIGATION — 0.7%** | **U.S. TREASURY OBLIGATION — 0.7%** | **U.S. TREASURY OBLIGATION — 0.7%** | **U.S. TREASURY OBLIGATION — 0.7%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation Indexed Notes  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/15/2034  |  | 104 | 103 |
| Total U.S. Treasury Obligation |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $101) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $101) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $101) ($ Thousands) | 103 |
| **REPURCHASE AGREEMENT(C) — 3.5%** | **REPURCHASE AGREEMENT(C) — 3.5%** | **REPURCHASE AGREEMENT(C) — 3.5%** | **REPURCHASE AGREEMENT(C) — 3.5%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, dated 04/30/2025 to be repurchased on 05/01/2025, repurchase price $500,061 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $256,444, 2.000% - 7.500%, 05/01/2034 – 04/01/2055; with total market value $510,000)  |  | 500 | 500 |
| Total Repurchase Agreement |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $500) ($ Thousands) |  |  | 500 |
| Total Investments in Securities — 101.9% |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $16,101) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $16,101) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $16,101) ($ Thousands)  | $14706 |

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**GNMA Fund** (Concluded)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: | A list of the open futures contracts held by the Fund at April 30, 2025, is as follows: |
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation <br> (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 4 | Jun-2025 | $428 | $437 | $9 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 3 | Jun-2025 | 359 | 363 | 4 |
|  |  |  | 787 | 800 | 13 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (2) | Jun-2025 | $(223) | $(225) | $(2) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (6) |  | (697) | (700) | (3) |
|  |  |  | (920) | (925) | (5) |
|  |  |  | $(133) | $(125) | $8 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $14,429 ($ Thousands). |
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (C) | Tri-Party Repurchase Agreement. |

---

See "Glossary" for abbreviations.

------

SEI Daily Income Trust

**Glossary (abbreviations which are used in the preceding Schedules of Investments):** 

---

| |
|:---|
| **Portfolio Abbreviations** |
| ARM — Adjustable Rate Mortgage |
| Cl — Class |
| CLO — Collateralized Loan Obligation |
| DAC — Designated Activity Company |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| GNMA — Government National Mortgage Association |
| GO — General Obligation |
| IO — Interest Only — face amount represents notional amount |
| MTN — Medium Term Note |
| RB — Revenue Bond |
| REMIC — Real Estate Mortgage Investment Conduit |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| SOFR30A — Secured Overnight Financing Rate 30-day Average |
| SOFRINDX — Secured Overnight Financing Rate Index |
| TBA — To Be Announced |

---

------

SEI Daily Income Trust

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI DAILY INCOME TRUST

- **b. Investment Company Act file number:** 811-03451

- **c. CIK number of Registrant:** 0000701939

- **d. LEI of Registrant:** LTKY0J47NCTZPKTU4C46

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SDIT Short Duration Government Fund

- **b. EDGAR series identifier (if any):** S000008267

- **c. LEI of Series:** 549300NRAJ39MCMGSN10

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $640783970.48

**Total Liabilities:** $35664575.74

**Net Assets:** $605119394.74

**Cash Not Reported:** $17128.63

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1727.66407721 | **1-Year:** -26474.06584761 | **5-Year:** -47691.60746904 | **10-Year:** -17785.87026635 | **30-Year:** 262.57322220

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -609.38604337 | **1-Year:** -7302.41408198 | **5-Year:** -15544.40195978 | **10-Year:** -9633.66920108 | **30-Year:** -474.92834683

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147419 | 0.58%                | 0.49%                | 0.77%                |
| Class ID C000022552 | 0.67%                | 0.48%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $616389.02               | $2273894.41                                |
| Month 2  | $35845.52                | $804875.59                                 |
| Month 3  | $242332.10               | $4469130.18                                |

**Designated Index Information**

- **Index Name:** ICE BofA 1-3 Year US Treasury Index (USD)

- **Index Identifier:** ML1-3YR

### Schedule of Portfolio Investments

| Name                                            | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K517 A2   | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6620000 | PA      | $6887019.02   | 1.14%             | 2029-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 LI           | CUSIP: 38379XH52<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    174001 | PA      | $1019.93      | 0.00%             | 2029-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2016-71 IN                                  | CUSIP: 3136AT4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    377079 | PA      | $73785.29     | 0.01%             | 2046-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 626826                                       | CUSIP: 36291FLF3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     56643 | PA      | $58216.48     | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        | -15343000 | PA      | $-14671748.51 | -2.42%            | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-97 JI                                  | CUSIP: 3136A73B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51542 | PA      | $259.42       | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE INTEREST STRIP FNS 437 C8                              | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3462840 | PA      | $549010.73    | 0.09%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 627429                                       | CUSIP: 36291GA63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       431 | PA      | $442.41       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US 2YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1076 | NC      | $223967718.75 | 37.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3788 FA                                    | CUSIP: 3137A5PP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1725619 | PA      | $1719183.83   | 0.28%             | 2041-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRIPS FHS 386 C10                                    | CUSIP: 31325YBX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5024843 | PA      | $614019.77    | 0.10%             | 2042-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-144 DG          | CUSIP: 38379EV82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3073070 | PA      | $3000982.63   | 0.50%             | 2029-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 569569                                       | CUSIP: 36200QW67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6049 | PA      | $6361.35      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-165 I           | CUSIP: 38379FK73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    525332 | PA      | $78012.91     | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE INTEREST STRIP FNS 426 C38                             | CUSIP: 31422M2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4145761 | PA      | $552419.06    | 0.09%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2018-55 PA                                  | CUSIP: 3136B2TU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7933261 | PA      | $7854216.40   | 1.30%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2021-3 NI                                   | CUSIP: 3136BDQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4074683 | PA      | $617454.57    | 0.10%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-42 A5     | CUSIP: 31392MH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    156457 | PA      | $166716.17    | 0.03%             | 2042-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K516 A2   | CUSIP: 3137HBPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14000000 | PA      | $14627303.60  | 2.42%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-74 HI                                  | CUSIP: 3136BB6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2296349 | PA      | $407897.06    | 0.07%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR QN6383                                        | CUSIP: 3133GDCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1578195 | PA      | $1445623.84   | 0.24%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K125 X1   | CUSIP: 3137F9ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13485918 | PA      | $360976.22    | 0.06%             | 2031-01-25      | Floating      | 0.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4170 QI                                    | CUSIP: 3137AYYN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     37641 | PA      | $189.40       | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5243 AV                                    | CUSIP: 3137H84A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3640986 | PA      | $3633827.44   | 0.60%             | 2033-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA2110                                         | CUSIP: 31418BKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2134017 | PA      | $2083123.64   | 0.34%             | 2034-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-166 DA          | CUSIP: 38378U4C8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    201391 | PA      | $198529.12    | 0.03%             | 2040-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AZ9232                                         | CUSIP: 3140E2HJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6843 | PA      | $6695.99      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2016-3 JI                                   | CUSIP: 3136ARFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36714 | PA      | $432.36       | 0.00%             | 2031-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS1892                                         | CUSIP: 3140XHC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140044 | PA      | $133971.05    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 603130                                       | CUSIP: 36200KA72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3821 | PA      | $3951.42      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5320 CI                                    | CUSIP: 3137HABF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3431616 | PA      | $591072.79    | 0.10%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K737 X1   | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  20555221 | PA      | $157313.22    | 0.03%             | 2026-10-25      | Floating      | 0.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 256255                                         | CUSIP: 31371MTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2171 | PA      | $2235.11      | 0.00%             | 2026-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3781 YB                                    | CUSIP: 3137A3RV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1001712 | PA      | $989785.15    | 0.16%             | 2030-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4195 AI                                    | CUSIP: 3137B1CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    220542 | PA      | $6389.03      | 0.00%             | 2028-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4199 QI                                    | CUSIP: 3137B2AV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124208 | PA      | $3173.93      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BS8763                                         | CUSIP: 3140LKWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2670000 | PA      | $2713531.97   | 0.45%             | 2028-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1  | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14646780 | PA      | $379921.36    | 0.06%             | 2033-01-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-2 MA | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5454252 | PA      | $5203081.61   | 0.86%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-167 AI          | CUSIP: 38380CEN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    694616 | PA      | $63867.62     | 0.01%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-132 NA          | CUSIP: 38381Y5P5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2355348 | PA      | $2211061.43   | 0.37%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 783353                                       | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225511 | PA      | $228115.26    | 0.04%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AL7363                                         | CUSIP: 3138EQFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    247890 | PA      | $245726.79    | 0.04%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 726114                                       | CUSIP: 3620ACVF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       884 | PA      | $894.00       | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J12371                                   | CUSIP: 3128PRT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        37 | PA      | $36.79        | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-72 ID           | CUSIP: 38380WH28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2130842 | PA      | $419298.91    | 0.07%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2024-41 DA                                  | CUSIP: 3136BSPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11008466 | PA      | $11111297.46  | 1.84%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-40 PA           | CUSIP: 38379LGE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    412685 | PA      | $401998.71    | 0.07%             | 2044-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR SB0683                                        | CUSIP: 3132CWXL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3339966 | PA      | $3301172.27   | 0.55%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-2 AI            | CUSIP: 38380CNU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    213966 | PA      | $45066.17     | 0.01%             | 2047-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5048 A                                     | CUSIP: 3137F7DE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1859774 | PA      | $1729346.52   | 0.29%             | 2044-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-130 FQ                                 | CUSIP: 3136AHF96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1252598 | PA      | $1241354.17   | 0.21%             | 2041-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 718864                                       | CUSIP: 3620A4TV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1325 | PA      | $1318.66      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG G14523                                   | CUSIP: 3128MDG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       321 | PA      | $320.79       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-26 JI           | CUSIP: 38376VPU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1020359 | PA      | $220954.88    | 0.04%             | 2040-02-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG G13868                                   | CUSIP: 3128MCQV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3180 | PA      | $3173.49      | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS8493                                         | CUSIP: 3140XQNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2882772 | PA      | $2963646.80   | 0.49%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE-ACES FNA 2019-M21 X1                                   | CUSIP: 3136B6WW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9746615 | PA      | $389702.81    | 0.06%             | 2029-05-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4484 CI                                    | CUSIP: 3137BJQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    214658 | PA      | $11599.46     | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-164 CE          | CUSIP: 38378YFG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2843264 | PA      | $2775857.80   | 0.46%             | 2028-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 783379                                       | CUSIP: 36241LXG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     31998 | PA      | $30556.86     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4456 BA                                    | CUSIP: 3137BGQ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    612354 | PA      | $589065.21    | 0.10%             | 2044-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4220 IE                                    | CUSIP: 3137B2JF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31804 | PA      | $501.73       | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE INTEREST STRIP FNS 418 C16                             | CUSIP: 31395Q3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1546412 | PA      | $328287.49    | 0.05%             | 2043-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K107 X1   | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12137400 | PA      | $754948.73    | 0.12%             | 2030-01-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR ZS8551                                        | CUSIP: 3132A9QC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    557169 | PA      | $550849.73    | 0.09%             | 2030-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J12532                                   | CUSIP: 3128PRY52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       474 | PA      | $473.31       | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5010 IE                                    | CUSIP: 3137FVQ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2373795 | PA      | $487050.95    | 0.08%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US TREASURY N/B 2.125000% 05/31/2026                              | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  31400000 | PA      | $30823515.47  | 5.09%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 745056                                       | CUSIP: 3620C0WR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6386 | PA      | $6338.64      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4223 AL                                    | CUSIP: 3137B3JX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    708835 | PA      | $673682.91    | 0.11%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4018 AI                                    | CUSIP: 3137AMVN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13988 | PA      | $89.33        | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J35743                                   | CUSIP: 31307SLY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1074318 | PA      | $1036293.17   | 0.17%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-4 MA | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4123240 | PA      | $3828805.62   | 0.63%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3148 CF                                    | CUSIP: 31396JZE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     54708 | PA      | $54130.86     | 0.01%             | 2034-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-53 BI                                  | CUSIP: 3136A5P34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73811 | PA      | $1363.69      | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-42 EI           | CUSIP: 38379V5S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    681852 | PA      | $71927.86     | 0.01%             | 2046-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-76 GA           | CUSIP: 38383RNR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4504232 | PA      | $4406933.65   | 0.73%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-30 AB           | CUSIP: 38378DV51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    517234 | PA      | $508671.04    | 0.08%             | 2027-03-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR SD2305                                        | CUSIP: 3132DPR26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2610488 | PA      | $2617324.64   | 0.43%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AX9550                                         | CUSIP: 3138YBTG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3711 | PA      | $3639.04      | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5018 LW                                    | CUSIP: 3137FXBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1178945 | PA      | $957448.29    | 0.16%             | 2040-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US 5YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -342 | NC      | $-37344796.88 | -6.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR SD3029                                        | CUSIP: 3132DQLJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    152960 | PA      | $146832.23    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2014-50 SC                                  | CUSIP: 3136AKXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    695386 | PA      | $47235.24     | 0.01%             | 2044-08-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-26 IA                                  | CUSIP: 3136B9YL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2112247 | PA      | $185134.19    | 0.03%             | 2039-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 474700                                       | CUSIP: 36209LKM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       561 | PA      | $567.38       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 553167                                       | CUSIP: 36213FQU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13965 | PA      | $14359.40     | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG V60836                                   | CUSIP: 3132KE4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    968705 | PA      | $940117.92    | 0.16%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4978 MI                                    | CUSIP: 3137FT6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1598050 | PA      | $244073.42    | 0.04%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |  -4181000 | PA      | $-4241253.14  | -0.70%            | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE INTEREST STRIP FNS 410 C6                              | CUSIP: 31395QCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46710 | PA      | $627.85       | 0.00%             | 2027-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-51 GI           | CUSIP: 38378EAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     63167 | PA      | $832.40       | 0.00%             | 2040-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5538 AV                                    | CUSIP: 3137HKXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7488000 | PA      | $7429500.00   | 1.23%             | 2036-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG A90316                                   | CUSIP: 312938K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    607009 | PA      | $603209.71    | 0.10%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2025-3 BA                                   | CUSIP: 3136BUSZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2421218 | PA      | $2436748.03   | 0.40%             | 2052-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BA4768                                         | CUSIP: 3140E9JN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70374 | PA      | $68804.98     | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4176 KI                                    | CUSIP: 3137B0Q64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     43815 | PA      | $533.02       | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J15671                                   | CUSIP: 3128PVJQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1121 | PA      | $1121.07      | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN CB6484                                         | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5321820 | PA      | $5329306.25   | 0.88%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-140 PA                                 | CUSIP: 3136AAGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2230474 | PA      | $1910810.21   | 0.32%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-3 MV | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    847396 | PA      | $787969.34    | 0.13%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-167 X1  | CUSIP: 3137HHUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15849741 | PA      | $264040.84    | 0.04%             | 2034-10-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FM8373                                         | CUSIP: 3140XCJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1556265 | PA      | $1423783.11   | 0.24%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BZ0044                                         | CUSIP: 3140NUBN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2440000 | PA      | $2518502.97   | 0.42%             | 2028-12-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-55 LB           | CUSIP: 38379BJF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    103894 | PA      | $100222.65    | 0.02%             | 2040-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 698060                                       | CUSIP: 36296QQM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8114 | PA      | $8360.89      | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BP3414                                         | CUSIP: 3140KAYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    858679 | PA      | $786541.93    | 0.13%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BC4869                                         | CUSIP: 3140F0MT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42150 | PA      | $41135.51     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF72 A    | CUSIP: 3137FQ3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486922 | PA      | $486193.95    | 0.08%             | 2026-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-139 KA          | CUSIP: 38379GNX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1717598 | PA      | $1667359.26   | 0.28%             | 2029-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4178 MI                                    | CUSIP: 3137B06E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76506 | PA      | $1622.94      | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 256774                                         | CUSIP: 31371NFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1251 | PA      | $1337.36      | 0.00%             | 2037-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FM8344                                         | CUSIP: 3140XCHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1303331 | PA      | $1257689.79   | 0.21%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J12247                                   | CUSIP: 3128PRP86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       210 | PA      | $210.11       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 783384                                       | CUSIP: 36241LXM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    633088 | PA      | $652296.36    | 0.11%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-12 P                                   | CUSIP: 3136ABVF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204499 | PA      | $198998.01    | 0.03%             | 2041-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4200 LC                                    | CUSIP: 3137B24T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4917502 | PA      | $4621501.82   | 0.76%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5264 AB                                    | CUSIP: 3137H9BH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    750619 | PA      | $746363.04    | 0.12%             | 2039-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BZ0638                                         | CUSIP: 3140NUV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2595000 | PA      | $2658698.43   | 0.44%             | 2029-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-84 TE           | CUSIP: 38375GJB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    990361 | PA      | $933784.96    | 0.15%             | 2042-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-157 AE          | CUSIP: 38378U2V8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5047066 | PA      | $4940867.93   | 0.82%             | 2028-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4178 BI                                    | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    251445 | PA      | $18302.08     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3930 AI                                    | CUSIP: 3137AFB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32678 | PA      | $531.25       | 0.00%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRIPS FHS 303 C16                                    | CUSIP: 31325UEE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1452088 | PA      | $231721.04    | 0.04%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BT2752                                         | CUSIP: 3140LRBW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270282 | PA      | $248097.20    | 0.04%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-35 AI                                  | CUSIP: 3136BALN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3408777 | PA      | $556528.90    | 0.09%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-65 BI                                  | CUSIP: 3136BBTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2347522 | PA      | $455465.91    | 0.08%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2022-22 QH                                  | CUSIP: 3136BMG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4972058 | PA      | $4945230.20   | 0.82%             | 2052-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-17 EI           | CUSIP: 38382CJ51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1567262 | PA      | $331308.63    | 0.05%             | 2050-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA2163                                         | CUSIP: 31418BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    642246 | PA      | $594888.52    | 0.10%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2006-76 QF                                  | CUSIP: 31396KBZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140630 | PA      | $139763.31    | 0.02%             | 2036-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-124 BC                                 | CUSIP: 3136A9W61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1445429 | PA      | $1412630.53   | 0.23%             | 2042-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-87 CA           | CUSIP: 38383RYD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9492168 | PA      | $8956501.21   | 1.48%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-56 BP           | CUSIP: 38379BCS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    684501 | PA      | $649406.21    | 0.11%             | 2039-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5413 KV                                    | CUSIP: 3137HCVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6846249 | PA      | $7011846.68   | 1.16%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR ZN6438                                        | CUSIP: 3131YDEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    672688 | PA      | $663039.74    | 0.11%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AL6818                                         | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    662623 | PA      | $657318.03    | 0.11%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-42 AI                                  | CUSIP: 3136ANV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    591463 | PA      | $29418.96     | 0.00%             | 2055-06-25      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 KI           | CUSIP: 38380CP80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    821939 | PA      | $127100.51    | 0.02%             | 2040-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR SD2553                                        | CUSIP: 3132DPZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    564596 | PA      | $537304.53    | 0.09%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 848900                                         | CUSIP: 31408EDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16266 | PA      | $17075.46     | 0.00%             | 2036-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG G16018                                   | CUSIP: 3128ME4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    979919 | PA      | $957649.50    | 0.16%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 682100                                       | CUSIP: 36295VX53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       587 | PA      | $609.68       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K510 A2   | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2365000 | PA      | $2436940.46   | 0.40%             | 2028-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J15128                                   | CUSIP: 3128PUVV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2616 | PA      | $2617.40      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-149 EA          | CUSIP: 38379GSX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    729160 | PA      | $712215.01    | 0.12%             | 2029-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2007-64 FB                                  | CUSIP: 31396WVR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    931946 | PA      | $925033.20    | 0.15%             | 2037-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRIPS FHS 373 100                                    | CUSIP: 3133Q7PB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3831818 | PA      | $3447700.74   | 0.57%             | 2038-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5079 CB                                    | CUSIP: 3137F9DQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5486468 | PA      | $4743944.66   | 0.78%             | 2051-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-126 IO          | CUSIP: 38378H3E4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1485404 | PA      | $188274.98    | 0.03%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE INTEREST STRIP FNS 429 C3                              | CUSIP: 31423YVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3999870 | PA      | $632735.09    | 0.10%             | 2052-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 658384                                       | CUSIP: 36294SM95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80150 | PA      | $83945.06     | 0.01%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA0844                                         | CUSIP: 31417Y5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131794 | PA      | $132926.68    | 0.02%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-98 BI                                  | CUSIP: 3136A8CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    527188 | PA      | $32403.25     | 0.01%             | 2042-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-57 TI           | CUSIP: 38377EG73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    489772 | PA      | $90074.22     | 0.01%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |  -4058000 | PA      | $-3661889.16  | -0.61%            | 2055-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-38 GE           | CUSIP: 38378DQU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    802308 | PA      | $788093.99    | 0.13%             | 2027-03-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5091 IG                                    | CUSIP: 3137FYML7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2572858 | PA      | $525636.17    | 0.09%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 995018                                         | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86515 | PA      | $88888.01     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2016-95 BC                                  | CUSIP: 3136AUYH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1406851 | PA      | $1335980.75   | 0.22%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2016-42 DA                                  | CUSIP: 3136ASZ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    321294 | PA      | $306617.43    | 0.05%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-126 GI          | CUSIP: 38379QGG4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19850 | PA      | $103.12       | 0.00%             | 2027-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 AC           | CUSIP: 38382EAJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3362459 | PA      | $2738708.64   | 0.45%             | 2050-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-129 AF          | CUSIP: 38378WY23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2461298 | PA      | $2448631.84   | 0.40%             | 2039-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4657 PU                                    | CUSIP: 3137BVPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1392475 | PA      | $1362865.42   | 0.23%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BT7341                                         | CUSIP: 3140LWEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1141768 | PA      | $1048043.82   | 0.17%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 599564                                       | CUSIP: 36200FB98<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80920 | PA      | $82964.76     | 0.01%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AX2509                                         | CUSIP: 3138Y3YF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16359 | PA      | $16061.29     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 724245                                       | CUSIP: 3620AATA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1736 | PA      | $1779.53      | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AL8605                                         | CUSIP: 3138ETR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2798035 | PA      | $2768885.45   | 0.46%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-23 CI           | CUSIP: 38379VRH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    347238 | PA      | $11597.29     | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AL4237                                         | CUSIP: 3138ELV75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1496959 | PA      | $1483362.08   | 0.25%             | 2027-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-68 JI                                  | CUSIP: 3136AP2P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73631 | PA      | $3168.71      | 0.00%             | 2030-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4700 HV                                    | CUSIP: 3137F1RA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4466355 | PA      | $4356091.41   | 0.72%             | 2040-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4107 HE                                    | CUSIP: 3137AUF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3827614 | PA      | $3620003.84   | 0.60%             | 2041-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE INTEREST STRIP FNS 397 6                               | CUSIP: 3136FGRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    618753 | PA      | $545601.11    | 0.09%             | 2039-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AP3051                                         | CUSIP: 3138M6L96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16661 | PA      | $16413.40     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FNR 2012-93 IL SERIES 2012-93 CLASS IL                            | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78094 | PA      | $1556.97      | 0.00%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IA           | CUSIP: 38380CF81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    666807 | PA      | $95746.57     | 0.02%             | 2047-02-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4247 LA                                    | CUSIP: 3137B4HR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2094186 | PA      | $1953345.26   | 0.32%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FM3526                                         | CUSIP: 3140X64L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1897048 | PA      | $1896396.59   | 0.31%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR ZK7457                                        | CUSIP: 3131XBJA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    377753 | PA      | $373974.66    | 0.06%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2025-3 DA                                   | CUSIP: 3136BURE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2264329 | PA      | $2279870.74   | 0.38%             | 2052-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2010-4 PL                                   | CUSIP: 31398GW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    339783 | PA      | $339778.54    | 0.06%             | 2040-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4182 IE                                    | CUSIP: 3137B0WS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     87179 | PA      | $2176.29      | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2021-95 GI                                  | CUSIP: 3136BKWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3527300 | PA      | $519064.04    | 0.09%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET PARIBAS      | CUSIP: PAMGZZVY5<br>LEI: N/A                  | Long             | RA               |  | US        |  15000000 | PA      | $15000000.00  | 2.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS4639                                         | CUSIP: 3140XLEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1225432 | PA      | $1258199.92   | 0.21%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-27 PI                                  | CUSIP: 3136A4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    715805 | PA      | $47890.31     | 0.01%             | 2042-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4740 P                                     | CUSIP: 3137FCEH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4537102 | PA      | $4075911.48   | 0.67%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 410987                                       | CUSIP: 36206GRG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11900 | PA      | $12209.64     | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2021-26 YI                                  | CUSIP: 3136BHES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3377171 | PA      | $599076.73    | 0.10%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2010-56 AF                                  | CUSIP: 31398RK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1209851 | PA      | $1201255.44   | 0.20%             | 2040-06-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 833600                                         | CUSIP: 31407LDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6923 | PA      | $7194.72      | 0.00%             | 2035-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 367098                                       | CUSIP: 36204DX38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11471 | PA      | $10944.92     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA5145                                         | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2946371 | PA      | $3026566.24   | 0.50%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4146 AB                                    | CUSIP: 3137AXEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    384535 | PA      | $373495.15    | 0.06%             | 2027-12-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 641988                                       | CUSIP: 36291YF51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7799 | PA      | $8141.40      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AJ9947                                         | CUSIP: 3138E3BR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159312 | PA      | $153865.96    | 0.03%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 731641                                       | CUSIP: 3620AJZE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1655 | PA      | $1705.76      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K511 A2   | CUSIP: 3137HB3G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3190000 | PA      | $3266103.19   | 0.54%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-75 DA           | CUSIP: 38383RJZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3993753 | PA      | $3921205.28   | 0.65%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BU5932                                         | CUSIP: 3140M7SW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    774947 | PA      | $711321.71    | 0.12%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-21 WI                                  | CUSIP: 3136ANHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    568313 | PA      | $25924.05     | 0.00%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3400000 | PA      | $3392660.15   | 0.56%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-112 NA          | CUSIP: 38384CW88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1041682 | PA      | $1064138.05   | 0.18%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AL2877                                         | CUSIP: 3138EKFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83309 | PA      | $82484.72     | 0.01%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 KA           | CUSIP: 38378D3G8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    527928 | PA      | $519187.68    | 0.09%             | 2027-03-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BZ0611                                         | CUSIP: 3140NUVD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2862480 | PA      | $2891898.97   | 0.48%             | 2029-04-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 KA          | CUSIP: 38383DY69<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2814839 | PA      | $2506684.49   | 0.41%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-107 JI          | CUSIP: 38380TE93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    821415 | PA      | $143547.71    | 0.02%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  DEUTSCHE    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   3000000 | PA      | $3000000.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4535 PA                                    | CUSIP: 3137BMHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1536281 | PA      | $1493406.99   | 0.25%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5228 DG                                    | CUSIP: 3137H7U76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4999635 | PA      | $4831579.38   | 0.80%             | 2046-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2008-16 FA                                  | CUSIP: 31396YSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    390755 | PA      | $391044.77    | 0.06%             | 2038-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5170 DP                                    | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1931717 | PA      | $1700723.00   | 0.28%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS0102                                         | CUSIP: 3140XFDG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1661730 | PA      | $1555892.19   | 0.26%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG K93731                                   | CUSIP: 3132LQA80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2088432 | PA      | $1971326.45   | 0.33%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-126 HI          | CUSIP: 38379QFZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9596 | PA      | $0.99         | 0.00%             | 2026-12-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2005-101 B                                  | CUSIP: 31394UVF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    594214 | PA      | $605922.36    | 0.10%             | 2035-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-132 EI          | CUSIP: 38379M6M1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    744001 | PA      | $137440.53    | 0.02%             | 2045-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-41 AG                                  | CUSIP: 3136ANZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    352715 | PA      | $346416.16    | 0.06%             | 2034-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-26 IK           | CUSIP: 38378JAS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    282101 | PA      | $38060.63     | 0.01%             | 2043-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS2831                                         | CUSIP: 3140XJED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    324050 | PA      | $309996.04    | 0.05%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR RB5124                                        | CUSIP: 3133KYVR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    492239 | PA      | $407210.66    | 0.07%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33       | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3375000 | PA      | $3435805.72   | 0.57%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-51 IB           | CUSIP: 38378MSZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     85865 | PA      | $744.43       | 0.00%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4419 CW                                    | CUSIP: 3137BFP54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    894315 | PA      | $872055.93    | 0.14%             | 2037-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS1244                                         | CUSIP: 3140XGL23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1486965 | PA      | $1455922.14   | 0.24%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FM2399                                         | CUSIP: 3140X5UZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    259377 | PA      | $256449.42    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-2 MA | CUSIP: 35563PQP7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    532116 | PA      | $476421.36    | 0.08%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA2804                                         | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3194001 | PA      | $3021685.51   | 0.50%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-4 BI            | CUSIP: 38378P4B1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    117689 | PA      | $22606.03     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR ZS8686                                        | CUSIP: 3132A9UK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1054195 | PA      | $1026709.90   | 0.17%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AH9688                                         | CUSIP: 3138ABXS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36382 | PA      | $36358.69     | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-121 FA                                 | CUSIP: 3136AHEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8315617 | PA      | $8207384.19   | 1.36%             | 2043-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR SD4010                                        | CUSIP: 3132E0N32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    667573 | PA      | $643179.56    | 0.11%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2017-69 GA                                  | CUSIP: 3136AXD36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1234558 | PA      | $1203560.91   | 0.20%             | 2045-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS1377                                         | CUSIP: 3140XGQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2402649 | PA      | $2385825.17   | 0.39%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2017-68 IB                                  | CUSIP: 3136AXQ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1499217 | PA      | $269690.12    | 0.04%             | 2047-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-81 CA           | CUSIP: 38379YNX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1037592 | PA      | $948718.56    | 0.16%             | 2045-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AI9810                                         | CUSIP: 3138AP3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37048 | PA      | $36817.56     | 0.01%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BC1185                                         | CUSIP: 3140EVJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3132972 | PA      | $3095038.81   | 0.51%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 698033                                       | CUSIP: 36296QPS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     67263 | PA      | $69241.13     | 0.01%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-124 HA          | CUSIP: 38383T4H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    946338 | PA      | $928900.61    | 0.15%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 664541                                       | CUSIP: 36295AHS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1593 | PA      | $1633.69      | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4654 AK                                    | CUSIP: 3137BVRU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1890370 | PA      | $1852913.04   | 0.31%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG G14205                                   | CUSIP: 3128MC3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       109 | PA      | $108.91       | 0.00%             | 2026-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 726440                                       | CUSIP: 3620ADBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7458 | PA      | $7422.78      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF62 A    | CUSIP: 3137FLYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2975756 | PA      | $2974812.86   | 0.49%             | 2026-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2018-89 CA                                  | CUSIP: 3136B3RT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1390028 | PA      | $1382372.53   | 0.23%             | 2053-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2021-3 TT | CUSIP: 35563P5Y1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1136490 | PA      | $1024936.13   | 0.17%             | 2061-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-68 HI                                  | CUSIP: 3136AP2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299118 | PA      | $27346.89     | 0.00%             | 2035-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-185 GI          | CUSIP: 38379F3V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21048 | PA      | $55.54        | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-136 AB          | CUSIP: 38378UDX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    458508 | PA      | $453912.58    | 0.08%             | 2027-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3219 EF                                    | CUSIP: 31397BF48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1213356 | PA      | $1205748.10   | 0.20%             | 2032-04-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J12189                                   | CUSIP: 3128PRNE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       107 | PA      | $106.50       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG G08737                                   | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3352316 | PA      | $2973425.94   | 0.49%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-68 WA           | CUSIP: 38377GTK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    487081 | PA      | $476203.72    | 0.08%             | 2039-12-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2019-38 PC                                  | CUSIP: 3136B5FZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    639005 | PA      | $604383.61    | 0.10%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4471 GA                                    | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    839930 | PA      | $804061.88    | 0.13%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 676933                                       | CUSIP: 36295QBA7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25128 | PA      | $26214.37     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRIPS FHS 386 C14                                    | CUSIP: 31325YB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3557489 | PA      | $574351.03    | 0.09%             | 2052-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-26 GJ           | CUSIP: 38378C3R6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1184205 | PA      | $1166150.27   | 0.19%             | 2027-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4114 MB                                    | CUSIP: 3137AURW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2660209 | PA      | $2586521.28   | 0.43%             | 2032-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BM3417                                         | CUSIP: 3140J7YP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    170283 | PA      | $168512.07    | 0.03%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J12293                                   | CUSIP: 3128PRRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       137 | PA      | $136.29       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5213 JH                                    | CUSIP: 3137H6XV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2358117 | PA      | $2239690.25   | 0.37%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-158 A           | CUSIP: 38379GWF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1548298 | PA      | $1500014.75   | 0.25%             | 2029-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS6067                                         | CUSIP: 3140XMW51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    410541 | PA      | $395453.91    | 0.07%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS5497                                         | CUSIP: 3140XMDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    415328 | PA      | $398003.21    | 0.07%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2002-53 FK                                  | CUSIP: 31392EHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24868 | PA      | $24701.96     | 0.00%             | 2032-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5169 IO                                    | CUSIP: 3137H4GG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3108494 | PA      | $508539.36    | 0.08%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4344 KZ                                    | CUSIP: 3137BAJM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5164777 | PA      | $5032307.09   | 0.83%             | 2034-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K066 X1   | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16822051 | PA      | $209461.45    | 0.03%             | 2027-06-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS4600                                         | CUSIP: 3140XLDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2027036 | PA      | $1976013.65   | 0.33%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-37 IM                                  | CUSIP: 3136B9W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2759509 | PA      | $556413.67    | 0.09%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS2749                                         | CUSIP: 3140XJBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4850832 | PA      | $4817068.42   | 0.80%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-129 BA          | CUSIP: 38379GKJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1732056 | PA      | $1678766.63   | 0.28%             | 2029-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4820 JI                                    | CUSIP: 3137FHJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    505706 | PA      | $101493.95    | 0.02%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG G18631                                   | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    595129 | PA      | $573230.60    | 0.09%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4620 IO                                    | CUSIP: 3137BSAJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    380054 | PA      | $51499.20     | 0.01%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-5 JI            | CUSIP: 38381BD76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1863990 | PA      | $264841.64    | 0.04%             | 2044-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AE0803                                         | CUSIP: 31419A3M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    485491 | PA      | $481654.40    | 0.08%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG E02698                                   | CUSIP: 31294L7K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         9 | PA      | $8.58         | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 MA | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3220534 | PA      | $3092829.59   | 0.51%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-49 PI           | CUSIP: 38379WGB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1016426 | PA      | $212504.55    | 0.04%             | 2045-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 783710                                       | CUSIP: 3622A2DP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     66389 | PA      | $69279.58     | 0.01%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K528 A2   | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3300000 | PA      | $3344584.65   | 0.55%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3628 PJ                                    | CUSIP: 31398LUM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486470 | PA      | $487198.62    | 0.08%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR ZK7453                                        | CUSIP: 3131XBH69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2279506 | PA      | $2256362.94   | 0.37%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 548426                                         | CUSIP: 31385PHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12678 | PA      | $12704.60     | 0.00%             | 2029-08-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRIPS FHS 303 C2                                     | CUSIP: 31325UDY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    224267 | PA      | $5264.05      | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR SB0372                                        | CUSIP: 3132CWMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2443848 | PA      | $2442486.99   | 0.40%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-146 GH          | CUSIP: 38379GUB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2548353 | PA      | $2460326.76   | 0.41%             | 2029-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-1 MA | CUSIP: 35563PDZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3161746 | PA      | $2944501.99   | 0.49%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | TSY INFL IX N/B 1.750000% 01/15/2034                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3775000 | PA      | $3880348.99   | 0.64%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-76 PH                                  | CUSIP: 3136AFHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1715455 | PA      | $1625646.17   | 0.27%             | 2042-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3174 FA                                    | CUSIP: 31396TLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    823039 | PA      | $818088.59    | 0.14%             | 2036-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3786 ED                                    | CUSIP: 3137A5R97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1283860 | PA      | $1279207.24   | 0.21%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 BI          | CUSIP: 38380GZW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    178157 | PA      | $38986.83     | 0.01%             | 2047-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-9 PT                                   | CUSIP: 3136ABSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    355423 | PA      | $344132.99    | 0.06%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4142 PT                                    | CUSIP: 3137AX5Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    381043 | PA      | $369849.18    | 0.06%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IB           | CUSIP: 38380CG23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    439217 | PA      | $67150.21     | 0.01%             | 2047-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR RA8751                                        | CUSIP: 3133KQWL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    719660 | PA      | $738265.64    | 0.12%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2003-86 ZD           | CUSIP: 38374CG88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1373648 | PA      | $1385532.75   | 0.23%             | 2033-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4117 P                                     | CUSIP: 3137AUTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    828786 | PA      | $730810.09    | 0.12%             | 2042-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2018-13 MP                                  | CUSIP: 3136B02D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1918379 | PA      | $1825503.99   | 0.30%             | 2057-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR RA8307                                        | CUSIP: 3133KQGQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1460823 | PA      | $1491583.95   | 0.25%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-43 AI                                  | CUSIP: 3136A5YH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    455022 | PA      | $7824.87      | 0.00%             | 2027-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA2164                                         | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1169102 | PA      | $1140404.58   | 0.19%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2011-17 ZM                                  | CUSIP: 31397QYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2949360 | PA      | $2909583.44   | 0.48%             | 2031-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3930 KE                                    | CUSIP: 3137AFBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7898504 | PA      | $7779605.16   | 1.29%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4340 MI                                    | CUSIP: 3137BAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    159168 | PA      | $2290.34      | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 890762                                         | CUSIP: 31410LTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1276528 | PA      | $1232102.30   | 0.20%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 693463                                       | CUSIP: 36296KML3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       592 | PA      | $601.99       | 0.00%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-85 PI                                  | CUSIP: 3136BCU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3496743 | PA      | $580587.98    | 0.10%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-10 YA                                  | CUSIP: 3136ACAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    590969 | PA      | $572535.25    | 0.09%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-43 IA           | CUSIP: 38381TR23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1303540 | PA      | $191340.27    | 0.03%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US TREASURY N/B 4.375000% 12/15/2026                              | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  47475000 | PA      | $47981276.25  | 7.93%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-127 PB          | CUSIP: 38380YYX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1211654 | PA      | $1145953.51   | 0.19%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-5 CP                                   | CUSIP: 3136AMML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    579547 | PA      | $566480.99    | 0.09%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-4 AP                                   | CUSIP: 3136B8NA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1355304 | PA      | $1167666.83   | 0.19%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4650 LP                                    | CUSIP: 3137BUTP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    352269 | PA      | $343431.49    | 0.06%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3339 HF                                    | CUSIP: 31397JYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1253485 | PA      | $1248661.12   | 0.21%             | 2037-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2006-79 DF                                  | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102612 | PA      | $102100.86    | 0.02%             | 2036-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2017-15 BC                                  | CUSIP: 3136AVNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1053842 | PA      | $1029951.60   | 0.17%             | 2043-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-3 MA | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1618329 | PA      | $1560317.51   | 0.26%             | 2057-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 604383                                       | CUSIP: 36200MM83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       656 | PA      | $687.43       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US 10YR NOTE (CBT)JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -413 | NC      | $-46346343.75 | -7.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4673 PH                                    | CUSIP: 3137BXEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1714673 | PA      | $1693859.90   | 0.28%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AL5400                                         | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    636767 | PA      | $630815.74    | 0.10%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-4 CB                                   | CUSIP: 3136ACFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    716268 | PA      | $694654.64    | 0.11%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC NON GOLD POOL FH 846740                               | CUSIP: 3128HDPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       236 | PA      | $236.58       | 0.00%             | 2029-04-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J12650                                   | CUSIP: 3128PR5K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       671 | PA      | $670.06       | 0.00%             | 2025-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA0864                                         | CUSIP: 31417Y6A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    222329 | PA      | $224244.09    | 0.04%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4083 DI                                    | CUSIP: 3137ARZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27672 | PA      | $548.37       | 0.00%             | 2027-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-95 PG           | CUSIP: 38380FKG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    365390 | PA      | $344991.86    | 0.06%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-119 ND          | CUSIP: 38379MVD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1208051 | PA      | $1138583.89   | 0.19%             | 2044-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5183 IC                                    | CUSIP: 3137H4ZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3333647 | PA      | $569883.66    | 0.09%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2023-53 GB                                  | CUSIP: 3136BQTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    755976 | PA      | $772894.77    | 0.13%             | 2044-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4709 AB                                    | CUSIP: 3137FAMQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    487274 | PA      | $463215.85    | 0.08%             | 2047-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS1492                                         | CUSIP: 3140XGUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1970966 | PA      | $1916305.01   | 0.32%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 2571 FY                                    | CUSIP: 31393L6N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1250730 | PA      | $1257339.17   | 0.21%             | 2032-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-98 ZA                                  | CUSIP: 3136AGEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5115602 | PA      | $5060225.77   | 0.84%             | 2043-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 X1   | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7484051 | PA      | $97639.92     | 0.02%             | 2028-03-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4996 BI                                    | CUSIP: 3137FUSU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3677881 | PA      | $525628.75    | 0.09%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-143 XK          | CUSIP: 38378GF60<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1246493 | PA      | $1220425.75   | 0.20%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AL7364                                         | CUSIP: 3138EQFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    202748 | PA      | $201167.03    | 0.03%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR QN6604                                        | CUSIP: 3133GDKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    616226 | PA      | $563770.72    | 0.09%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2009-77 ZA                                  | CUSIP: 31398FER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    723005 | PA      | $727009.36    | 0.12%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FM7815                                         | CUSIP: 3140XBVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    853407 | PA      | $780770.00    | 0.13%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2022-72 CB                                  | CUSIP: 3136BPAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5553226 | PA      | $5614311.39   | 0.93%             | 2039-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2009-82 FC                                  | CUSIP: 31398FPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1324292 | PA      | $1333072.12   | 0.22%             | 2039-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA6156                                      | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1083330 | PA      | $1046512.49   | 0.17%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2022-77 CA                                  | CUSIP: 3136BPGF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1912493 | PA      | $1904897.24   | 0.31%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AH7877                                         | CUSIP: 3138A9XF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23883 | PA      | $23756.03     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 834666                                         | CUSIP: 31407MJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3824 | PA      | $3961.39      | 0.00%             | 2035-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1   | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10110723 | PA      | $244437.85    | 0.04%             | 2031-03-25      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-126 KI          | CUSIP: 38380BAQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     94565 | PA      | $1769.21      | 0.00%             | 2028-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC POOL FR SB0386                                        | CUSIP: 3132CWNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1623425 | PA      | $1605727.54   | 0.27%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS0101                                         | CUSIP: 3140XFDF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2296560 | PA      | $2150223.85   | 0.36%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2018-12 PK                                  | CUSIP: 3136B03B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6331289 | PA      | $6247138.09   | 1.03%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2016-3 IN                                   | CUSIP: 3136ARFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1711545 | PA      | $257943.29    | 0.04%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US 10YR ULTRA FUT JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -281 | NC      | $-32240359.38 | -5.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC GOLD POOL FG J12347                                   | CUSIP: 3128PRTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       316 | PA      | $315.44       | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-111 NI                                 | CUSIP: 3136A9GA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159191 | PA      | $3932.60      | 0.00%             | 2027-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 783363                                       | CUSIP: 36241LWY8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20686 | PA      | $21256.33     | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AN4021                                         | CUSIP: 3138LGPF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1095204 | PA      | $1075556.68   | 0.18%             | 2027-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2017-3 MA | CUSIP: 35563PBT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3068751 | PA      | $2884248.23   | 0.48%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 4372                                        | CUSIP: 36202E2D0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7662 | PA      | $8102.80      | 0.00%             | 2039-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN BZ0431                                         | CUSIP: 3140NUPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3325000 | PA      | $3428396.56   | 0.57%             | 2029-02-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K060 A1   | CUSIP: 3137BTAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    576102 | PA      | $570356.64    | 0.09%             | 2026-07-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 696520                                       | CUSIP: 36296NYR1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24926 | PA      | $25540.61     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2009-82 FD                                  | CUSIP: 31398FPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1417149 | PA      | $1422894.09   | 0.24%             | 2039-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA                    | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              |  | US        |  -7900000 | PA      | $-7732648.14  | -1.28%            | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN CA7114                                         | CUSIP: 3140QE3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    725596 | PA      | $677291.25    | 0.11%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF60 A    | CUSIP: 3137FL7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1518879 | PA      | $1519304.59   | 0.25%             | 2026-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 675613                                       | CUSIP: 36295NSA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19116 | PA      | $19773.72     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 QJ           | CUSIP: 38383MDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2412198 | PA      | $2239313.03   | 0.37%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US TREASURY N/B 4.000000% 02/15/2026                              | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  45200000 | PA      | $45190465.51  | 7.47%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-47 QI                                  | CUSIP: 3136A6DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14984 | PA      | $1044.45      | 0.00%             | 2042-05-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2009-110 FD                                 | CUSIP: 31398GND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1847284 | PA      | $1848267.17   | 0.31%             | 2040-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2021-2 TT | CUSIP: 35563P3S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6529929 | PA      | $5916569.93   | 0.98%             | 2060-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3736                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1475593 | PA      | $1356638.92   | 0.22%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN FS3867                                         | CUSIP: 3140XKJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6835799 | PA      | $6716001.55   | 1.11%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2021-3 TI                                   | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3669390 | PA      | $598303.29    | 0.10%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-6 CM            | CUSIP: 38380U4R1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3968628 | PA      | $3663298.64   | 0.61%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN AZ5012                                         | CUSIP: 3138YWSA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34087 | PA      | $33154.25     | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US LONG BOND(CBT) JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $1399500.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2007-47 DA                                  | CUSIP: 31396VL55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145649 | PA      | $152224.29    | 0.03%             | 2037-05-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 310229                                         | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2413619 | PA      | $2245084.07   | 0.37%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 722819                                       | CUSIP: 3620A9AU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57941 | PA      | $58562.05     | 0.01%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-91 TJ           | CUSIP: 38379XF47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5078782 | PA      | $4523843.53   | 0.75%             | 2046-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-77 HI                                  | CUSIP: 3136BCVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2951939 | PA      | $598098.61    | 0.10%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2020-26 AI                                  | CUSIP: 3136B9YK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1194229 | PA      | $73703.41     | 0.01%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 687731                                       | CUSIP: 36296DA81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16917 | PA      | $17577.14     | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN MA2524                                         | CUSIP: 31418BYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33420 | PA      | $32701.31     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2009-112 FM                                 | CUSIP: 31398GKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1194863 | PA      | $1197765.98   | 0.20%             | 2040-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2013-4 JB                                   | CUSIP: 3136ACFL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    403007 | PA      | $390467.22    | 0.06%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-75 DB                                  | CUSIP: 3136AQBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1061813 | PA      | $1026042.58   | 0.17%             | 2035-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-103 HB                                 | CUSIP: 3136A8ZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    442291 | PA      | $430764.86    | 0.07%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 5083 AI                                    | CUSIP: 3137FFMX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3045160 | PA      | $426570.03    | 0.07%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-36 AB           | CUSIP: 38378DVY8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    142248 | PA      | $140804.43    | 0.02%             | 2040-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3153 FX                                    | CUSIP: 31396RPG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     41027 | PA      | $40730.89     | 0.01%             | 2036-05-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 681198                                       | CUSIP: 36295UX30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6021 | PA      | $6256.17      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE-ACES FNA 2018-M12 FA                                   | CUSIP: 3136B23J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64049 | PA      | $63811.88     | 0.01%             | 2025-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRIPS FHS 389 C35                                    | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4321429 | PA      | $557169.55    | 0.09%             | 2052-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

**Name of Applicant:** SEI DAILY INCOME TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer