# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0002048251-25-003600
**Filing Date:** 2025-12
**Character Count:** 386212
**Document Hash:** b6c556bf0acb93c7e86a858de7610473
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-003600.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002048251-25-003600

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**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:** 251608381

**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 ULTRA SHORT DURATION BOND FUND (Series ID: S000008266)

| Class ID   | Class Name                                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000022551 | SDIT ULTRA SHORT DURATION BOND FUND - CLASS F, effective 1-31-2017 (formerly Class A) | SECPX           |
| C000158211 | Class Y                                                                               | SECYX           |

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 2025

**Ultra Short Duration Bond Fund**

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 35.8%** | **CORPORATE OBLIGATIONS — 35.8%** | **CORPORATE OBLIGATIONS — 35.8%** |
| **Consumer Discretionary — 4.2%** | **Consumer Discretionary — 4.2%** | **Consumer Discretionary — 4.2%** |
| &nbsp;&nbsp;&nbsp;American Honda Finance | &nbsp;&nbsp;&nbsp;American Honda Finance | &nbsp;&nbsp;&nbsp;American Honda Finance |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 07/09/2027 | $1195 | $1205 |
| &nbsp;&nbsp;&nbsp;AutoZone | &nbsp;&nbsp;&nbsp;AutoZone | &nbsp;&nbsp;&nbsp;AutoZone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 07/15/2026 | 450 | 453 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;BMW US Capital LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/11/2027 (A) | 300 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 08/12/2026 (A) | 500 | 489 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC MTN | &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC MTN | &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.389%, 01/08/2026 | 1220 | 1219 |
| &nbsp;&nbsp;&nbsp;Home Depot | &nbsp;&nbsp;&nbsp;Home Depot | &nbsp;&nbsp;&nbsp;Home Depot |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.512%, SOFRRATE + 0.330%,<br> 12/24/2025 (B) | 1045 | 1045 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;Hyundai Capital America |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/03/2025 (A) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 06/24/2026 (A) | 275 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/08/2027 (A) | 1330 | 1344 |
| &nbsp;&nbsp;&nbsp;Marriott International | &nbsp;&nbsp;&nbsp;Marriott International | &nbsp;&nbsp;&nbsp;Marriott International |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 07/15/2027 | 300 | 301 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/31/2026 (A) | 475 | 478 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive | &nbsp;&nbsp;&nbsp;O'Reilly Automotive | &nbsp;&nbsp;&nbsp;O'Reilly Automotive |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/20/2026 | 210 | 213 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit | &nbsp;&nbsp;&nbsp;Toyota Motor Credit | &nbsp;&nbsp;&nbsp;Toyota Motor Credit |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/14/2027 | 350 | 353 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2025 (A) | 330 | 329 |
|  |  | 8257 |
| **Consumer Staples — 1.6%** | **Consumer Staples — 1.6%** | **Consumer Staples — 1.6%** |
| &nbsp;&nbsp;&nbsp;BAT Capital | &nbsp;&nbsp;&nbsp;BAT Capital | &nbsp;&nbsp;&nbsp;BAT Capital |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.215%, 09/06/2026 | 800 | 794 |
| &nbsp;&nbsp;&nbsp;Element Fleet Management | &nbsp;&nbsp;&nbsp;Element Fleet Management | &nbsp;&nbsp;&nbsp;Element Fleet Management |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.643%, 03/13/2027 (A) | 290 | 295 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/01/2026 | 565 | 561 |
| &nbsp;&nbsp;&nbsp;Mars | &nbsp;&nbsp;&nbsp;Mars | &nbsp;&nbsp;&nbsp;Mars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/01/2027 (A) | 1465 | 1474 |
|  |  | 3124 |
| **Energy — 1.0%** | **Energy — 1.0%** | **Energy — 1.0%** |
| &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding LLC | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding LLC | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.055%, 08/15/2026 (A) | 55 | 56 |
| &nbsp;&nbsp;&nbsp;ONEOK | &nbsp;&nbsp;&nbsp;ONEOK | &nbsp;&nbsp;&nbsp;ONEOK |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 11/01/2026 | 1425 | 1442 |
| &nbsp;&nbsp;&nbsp;Williams | &nbsp;&nbsp;&nbsp;Williams | &nbsp;&nbsp;&nbsp;Williams |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/02/2026 | 485 | 487 |
|  |  | 1985 |
| **Financials — 22.3%** | **Financials — 22.3%** | **Financials — 22.3%** |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank | &nbsp;&nbsp;&nbsp;ABN AMRO Bank | &nbsp;&nbsp;&nbsp;ABN AMRO Bank |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.339%, H15T1Y + 1.650%,<br> 09/18/2027 (A)(B) | 300 | 305 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;American Honda Finance MTN | &nbsp;&nbsp;&nbsp;American Honda Finance MTN | &nbsp;&nbsp;&nbsp;American Honda Finance MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 09/09/2026 | $500 | $492 |
| &nbsp;&nbsp;&nbsp;Ares Capital | &nbsp;&nbsp;&nbsp;Ares Capital | &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;Athene Global Funding | &nbsp;&nbsp;&nbsp;Athene Global Funding |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.684%, 02/23/2026 (A) | 445 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.349%, 07/09/2027 (A) | 270 | 274 |
| &nbsp;&nbsp;&nbsp;Bank of America | &nbsp;&nbsp;&nbsp;Bank of America | &nbsp;&nbsp;&nbsp;Bank of America |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.080%, SOFRRATE + 1.290%, <br> 01/20/2027 (B) | 275 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.623%, SOFRRATE + 1.110%, <br> 05/09/2029 (B) | 250 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734%, SOFRRATE + 0.960%, <br> 07/22/2027 (B) | 1220 | 1199 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN | &nbsp;&nbsp;&nbsp;Bank of America MTN | &nbsp;&nbsp;&nbsp;Bank of America MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, TSFR3M + 1.572%, <br> 07/23/2029 (B) | 450 | 452 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN | &nbsp;&nbsp;&nbsp;Bank of Montreal MTN | &nbsp;&nbsp;&nbsp;Bank of Montreal MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.822%, SOFRINDX + 0.620%, <br> 09/15/2026 (B) | 675 | 676 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | &nbsp;&nbsp;&nbsp;Bank of New York Mellon |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.587%, SOFRRATE + 0.693%, <br> 04/20/2027 (B) | 1090 | 1092 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.935%, 01/26/2026 (A) | 350 | 351 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/03/2027 (A) | 450 | 465 |
| &nbsp;&nbsp;&nbsp;BPCE | &nbsp;&nbsp;&nbsp;BPCE | &nbsp;&nbsp;&nbsp;BPCE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.203%, 01/18/2027 (A) | 300 | 304 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.237%, 06/28/2027 | 240 | 245 |
| &nbsp;&nbsp;&nbsp;Citigroup | &nbsp;&nbsp;&nbsp;Citigroup | &nbsp;&nbsp;&nbsp;Citigroup |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, TSFR3M + 1.825%, <br> 01/10/2028 (B) | 1295 | 1290 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.760%, SOFRRATE + 0.520%, <br> 06/15/2026 (A)(B) | 425 | 426 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.372%, 05/27/2027 | 500 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.106%, H15T1Y + 0.550%, <br> 02/24/2027 (A)(B) | 1250 | 1237 |
| &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;Corebridge Global Funding |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/02/2026 (A) | 579 | 585 |
| &nbsp;&nbsp;&nbsp;Credit Agricole | &nbsp;&nbsp;&nbsp;Credit Agricole | &nbsp;&nbsp;&nbsp;Credit Agricole |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.589%, 07/05/2026 (A) | 420 | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.247%, SOFRRATE + 0.892%, <br> 01/26/2027 (A)(B) | 1070 | 1062 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/12/2027 (A) | 300 | 301 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY | &nbsp;&nbsp;&nbsp;Deutsche Bank NY | &nbsp;&nbsp;&nbsp;Deutsche Bank NY |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.494%, SOFRRATE + 1.219%, <br> 11/16/2027 (B) | 550 | 552 |
| &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;Equitable America Global Funding |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 09/15/2027 (A) | 70 | 70 |

---

SEI Daily Income Trust 1

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/02/2025 (A) | $300 | $300 |
| &nbsp;&nbsp;&nbsp;General Motors Financial | &nbsp;&nbsp;&nbsp;General Motors Financial | &nbsp;&nbsp;&nbsp;General Motors Financial |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 01/17/2027 | 1000 | 1001 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA NY | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA NY | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA NY |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.414%, SOFRRATE + 0.750%, <br>05/21/2027 (B) | 325 | 327 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | &nbsp;&nbsp;&nbsp;Goldman Sachs Group | &nbsp;&nbsp;&nbsp;Goldman Sachs Group |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.814%, TSFR3M + 1.420%, <br>04/23/2029 (B) | 500 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.691%, TSFR3M + 1.772%, <br>06/05/2028 (B) | 1335 | 1325 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC | &nbsp;&nbsp;&nbsp;HSBC Holdings PLC | &nbsp;&nbsp;&nbsp;HSBC Holdings PLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.336%, SOFRRATE + 3.030%, <br>11/03/2026 (B) | 300 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.887%, SOFRRATE + 1.570%, <br>08/14/2027 (B) | 1440 | 1458 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | &nbsp;&nbsp;&nbsp;JPMorgan Chase | &nbsp;&nbsp;&nbsp;JPMorgan Chase |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.470%, SOFRRATE + 0.765%, <br>09/22/2027 (B) | 1665 | 1626 |
| &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/28/2028 (A) | 300 | 303 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC | &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC | &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.462%, H15T1Y + 1.375%, <br>01/05/2028 (B) | 200 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.627%, H15T1Y + 0.850%, <br>05/11/2027 (B) | 1535 | 1514 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/21/2025 | 300 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 01/27/2026 | 460 | 460 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/01/2026 | 500 | 500 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;Morgan Stanley |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, SOFRRATE + 1.295%, <br>01/28/2027 (B) | 275 | 275 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN | &nbsp;&nbsp;&nbsp;Morgan Stanley MTN | &nbsp;&nbsp;&nbsp;Morgan Stanley MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.164%, SOFRRATE + 1.590%, <br>04/20/2029 (B) | 425 | 435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.512%, SOFRRATE + 0.858%, <br>07/20/2027 (B) | 1650 | 1618 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.754%, 04/21/2026 | 250 | 251 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;Nationwide Building Society |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.557%, SOFRRATE + 1.910%, <br>10/18/2027 (A)(B) | 250 | 255 |
| &nbsp;&nbsp;&nbsp;NTT Finance | &nbsp;&nbsp;&nbsp;NTT Finance | &nbsp;&nbsp;&nbsp;NTT Finance |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.567%, <br>07/16/2027 (A) | 1185 | 1194 |
| &nbsp;&nbsp;&nbsp;Pacific Life Global Funding II | &nbsp;&nbsp;&nbsp;Pacific Life Global Funding II | &nbsp;&nbsp;&nbsp;Pacific Life Global Funding II |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, <br>08/28/2026 (A) | 250 | 253 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | &nbsp;&nbsp;&nbsp;PNC Financial Services Group | &nbsp;&nbsp;&nbsp;PNC Financial Services Group |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.615%, SOFRINDX + 1.730%, <br>10/20/2027 (B) | 175 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, SOFRRATE + 1.342%, <br>01/21/2028 (B) | 90 | 91 |

---

---

| | | |
|:---|:---|:---|
| 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;5.102%, SOFRRATE + 0.796%, <br>07/23/2027 (B) | 1045 | 1051 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2027 (A) | 235 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/18/2026 (A) | 500 | 498 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN | &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN | &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.069%, SOFRRATE + 0.790%, <br>07/23/2027 (B) | 1300 | 1308 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.673%, SOFRRATE + 0.989%, <br>06/14/2027 (B) | 1275 | 1254 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC | &nbsp;&nbsp;&nbsp;Standard Chartered PLC | &nbsp;&nbsp;&nbsp;Standard Chartered PLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.170%, H15T1Y + 2.050%, <br>01/09/2027 (A)(B) | 350 | 351 |
| &nbsp;&nbsp;&nbsp;State Street | &nbsp;&nbsp;&nbsp;State Street | &nbsp;&nbsp;&nbsp;State Street |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.806%, SOFRRATE + 0.640%, <br>10/22/2027 (B) | 425 | 426 |
| &nbsp;&nbsp;&nbsp;Swedbank | &nbsp;&nbsp;&nbsp;Swedbank | &nbsp;&nbsp;&nbsp;Swedbank |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.136%, 09/12/2026 (A) | 375 | 381 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.532%, 07/17/2026 | 1560 | 1576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.801%, SOFRRATE + 0.590%, <br>09/10/2026 (B) | 425 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 01/06/2026 | 500 | 497 |
| &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;Truist Bank |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.671%, SOFRRATE + 0.590%, <br>05/20/2027 (B) | 1785 | 1789 |
| &nbsp;&nbsp;&nbsp;UBS | &nbsp;&nbsp;&nbsp;UBS | &nbsp;&nbsp;&nbsp;UBS |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.864%, SOFRRATE + 0.720%, <br>01/10/2028 (B) | 300 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/01/2026 | 500 | 492 |
| &nbsp;&nbsp;&nbsp;UBS Group | &nbsp;&nbsp;&nbsp;UBS Group | &nbsp;&nbsp;&nbsp;UBS Group |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.305%, SOFRINDX + 0.980%, <br>02/02/2027 (A)(B) | 1365 | 1354 |
| &nbsp;&nbsp;&nbsp;US Bank | &nbsp;&nbsp;&nbsp;US Bank | &nbsp;&nbsp;&nbsp;US Bank |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.507%, SOFRRATE + 0.690%, <br>10/22/2027 (B) | 1525 | 1530 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | &nbsp;&nbsp;&nbsp;Wells Fargo | &nbsp;&nbsp;&nbsp;Wells Fargo |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.303%, SOFRRATE + 1.790%, <br>10/23/2029 (B) | 450 | 476 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN | &nbsp;&nbsp;&nbsp;Wells Fargo MTN | &nbsp;&nbsp;&nbsp;Wells Fargo MTN |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, TSFR3M + 1.432%, <br>06/17/2027 (B) | 1615 | 1605 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank | &nbsp;&nbsp;&nbsp;Wells Fargo Bank | &nbsp;&nbsp;&nbsp;Wells Fargo Bank |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.811%, 01/15/2026 | 350 | 350 |
|  |  | 44104 |
| **Health Care — 1.5%** | **Health Care — 1.5%** | **Health Care — 1.5%** |
| &nbsp;&nbsp;&nbsp;Bayer US Finance LLC | &nbsp;&nbsp;&nbsp;Bayer US Finance LLC | &nbsp;&nbsp;&nbsp;Bayer US Finance LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/21/2026 (A) | 200 | 203 |
| &nbsp;&nbsp;&nbsp;CVS Health | &nbsp;&nbsp;&nbsp;CVS Health | &nbsp;&nbsp;&nbsp;CVS Health |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2026 | 275 | 276 |

---

2 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;HCA | &nbsp;&nbsp;&nbsp;HCA | &nbsp;&nbsp;&nbsp;HCA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.112%, SOFRRATE + 0.870%, <br>03/01/2028 (B) | 745 | 750 |
| &nbsp;&nbsp;&nbsp;Illumina | &nbsp;&nbsp;&nbsp;Illumina | &nbsp;&nbsp;&nbsp;Illumina |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 12/12/2025 | 300 | 300 |
| &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 11/15/2025 | 800 | 799 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, 07/01/2026 | 315 | 311 |
| &nbsp;&nbsp;&nbsp;Solventum | &nbsp;&nbsp;&nbsp;Solventum | &nbsp;&nbsp;&nbsp;Solventum |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 02/25/2027 | 69 | 70 |
| &nbsp;&nbsp;&nbsp;Stryker | &nbsp;&nbsp;&nbsp;Stryker | &nbsp;&nbsp;&nbsp;Stryker |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/10/2027 | 300 | 302 |
|  |  | 3011 |
| **Industrials — 1.8%** | **Industrials — 1.8%** | **Industrials — 1.8%** |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | &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 | 1505 | 1495 |
| &nbsp;&nbsp;&nbsp;Air Lease | &nbsp;&nbsp;&nbsp;Air Lease | &nbsp;&nbsp;&nbsp;Air Lease |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 01/15/2027 | 1080 | 1053 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services | &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;John Deere Capital | &nbsp;&nbsp;&nbsp;John Deere Capital |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/08/2027 | 300 | 302 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP | &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP | &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/24/2026 (A) | 250 | 252 |
|  |  | 3659 |
| **Information Technology — 1.1%** | **Information Technology — 1.1%** | **Information Technology — 1.1%** |
| &nbsp;&nbsp;&nbsp;Broadcom | &nbsp;&nbsp;&nbsp;Broadcom | &nbsp;&nbsp;&nbsp;Broadcom |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.459%, 09/15/2026 | 1005 | 1001 |
| &nbsp;&nbsp;&nbsp;Oracle | &nbsp;&nbsp;&nbsp;Oracle | &nbsp;&nbsp;&nbsp;Oracle |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/25/2026 | 1090 | 1079 |
|  |  | 2080 |
| **Utilities — 2.3%** | **Utilities — 2.3%** | **Utilities — 2.3%** |
| &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC | &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC | &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 06/06/2027 (A) | 260 | 263 |
| &nbsp;&nbsp;&nbsp;Consumers 2023 Securitization <br> Funding LLC | &nbsp;&nbsp;&nbsp;Consumers 2023 Securitization <br> Funding LLC | &nbsp;&nbsp;&nbsp;Consumers 2023 Securitization <br> Funding LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 03/01/2028 | 97 | 98 |
| &nbsp;&nbsp;&nbsp;DTE Electric | &nbsp;&nbsp;&nbsp;DTE Electric | &nbsp;&nbsp;&nbsp;DTE Electric |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/14/2027 | 160 | 161 |
| &nbsp;&nbsp;&nbsp;Duke Energy | &nbsp;&nbsp;&nbsp;Duke Energy | &nbsp;&nbsp;&nbsp;Duke Energy |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/08/2025 | 500 | 500 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm <br> Funding LLC | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm <br> Funding LLC | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm <br> Funding LLC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.295%, 07/01/2028 | 419 | 402 |
| &nbsp;&nbsp;&nbsp;Georgia Power | &nbsp;&nbsp;&nbsp;Georgia Power | &nbsp;&nbsp;&nbsp;Georgia Power |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.482%, SOFRINDX + 0.280%, <br> 09/15/2026 (B) | 500 | 500 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.955%, SOFRINDX + 0.800%,<br> 02/04/2028 (B) | 1210 | 1219 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;NYSEG Storm Funding LLC | &nbsp;&nbsp;&nbsp;NYSEG Storm Funding LLC | &nbsp;&nbsp;&nbsp;NYSEG Storm Funding LLC | &nbsp;&nbsp;&nbsp;NYSEG Storm Funding LLC | &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;Southern California Edison | &nbsp;&nbsp;&nbsp;Southern California Edison | &nbsp;&nbsp;&nbsp;Southern California Edison | &nbsp;&nbsp;&nbsp;Southern California Edison | &nbsp;&nbsp;&nbsp;Southern California Edison |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 03/01/2026 |  | 1065 |  | 1068 |
|  |  |  |  | 4629 |
| Total Corporate Obligations | Total Corporate Obligations | Total Corporate Obligations | Total Corporate Obligations | Total Corporate Obligations |
| &nbsp;&nbsp;&nbsp;(Cost $70,549) ($ Thousands) |  |  |  | 70849 |
| **ASSET-BACKED SECURITIES — 33.8%** | **ASSET-BACKED SECURITIES — 33.8%** | **ASSET-BACKED SECURITIES — 33.8%** | **ASSET-BACKED SECURITIES — 33.8%** | **ASSET-BACKED SECURITIES — 33.8%** |
| **Automotive — 22.5%** | **Automotive — 22.5%** | **Automotive — 22.5%** | **Automotive — 22.5%** | **Automotive — 22.5%** |
| &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 |  | 255 |  | 257 |
| &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust, Ser 2025-1, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030%, 07/17/2028 |  | 185 |  | 185 |
| &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 (A) |  | 427 |  | 434 |
| &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 (A) |  | 62 |  | 62 |
| &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 |  | 89 |  | 88 |
| &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 (A) |  | 42 |  | 43 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2023-B, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.890%, 07/15/2032 (A) |  | 283 |  | 289 |
| &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 (A) |  | 67 |  | 67 |
| &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 (A) |  | 589 |  | 593 |
| &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 (A) |  | 445 |  | 446 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2025-B, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590%, 03/15/2034 (A) |  | 115 |  | 116 |
| &nbsp;&nbsp;&nbsp;AutoNation Finance Trust, Ser 2025-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.720%, 04/10/2028 (A) |  | 215 |  | 215 |
| &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 (A) |  | 700 |  | 697 |
| &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 (A) |  | 100 |  | 100 |
| &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 |

---

SEI Daily Income Trust 3

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;BMW Vehicle Lease Trust, Ser 2024-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290%, 01/25/2027 | $229 | $229 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2025-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 09/27/2027 | 150 | 150 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2025-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.970%, 09/25/2028 | 320 | 320 |
| &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 | 265 | 266 |
| &nbsp;&nbsp;&nbsp;BofA Auto Trust, Ser 2025-1A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.520%, 11/22/2027 (A) | 64 | 64 |
| &nbsp;&nbsp;&nbsp;BofA Auto Trust, Ser 2025-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/20/2029 (A) | 500 | 502 |
| &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 | 732 |
| &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust, Ser 2025-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 01/16/2029 | 915 | 914 |
| &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 | 197 | 197 |
| &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 | 213 | 214 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2023-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.180%, 11/15/2028 | 475 | 481 |
| &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 | 1385 | 1400 |
| &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 | 2 | 2 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 08/15/2028 | 70 | 70 |
| &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 | 61 | 60 |
| &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 (A) | 67 | 66 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2025-P3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 02/12/2029 | 500 | 500 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2021-AL1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 09/22/2031 (A) | 30 | 30 |
| &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 (A) | 96 | 96 |
| &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 (A) | 123 | 123 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2025-C, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.710%, 12/17/2029 (A) | 750 | 751 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, <br> Ser 2023-3A, Cl A | &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, <br> Ser 2023-3A, Cl A | &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, <br> Ser 2023-3A, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.390%, 08/15/2033 (A) | $433 | $435 |
| &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust, Ser 2025-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.730%, 09/15/2032 | 365 | 367 |
| &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 (A) | 7 | 7 |
| &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 (A) | 38 | 38 |
| &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 (A) | 39 | 39 |
| &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 (A) | 143 | 144 |
| &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 (A) | 455 | 461 |
| &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 (A) | 144 | 145 |
| &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 (A) | 82 | 83 |
| &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 (A) | 809 | 811 |
| &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 (A) | 64 | 64 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 01/18/2028 (A) | 25 | 25 |
| &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 (A) | 122 | 122 |
| &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 | 173 | 173 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, 03/15/2028 | 705 | 707 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 11/15/2034 (A) | 500 | 498 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-B, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.930%, 08/15/2027 | 201 | 201 |
| &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 | 104 | 105 |

---

4 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;Ford Credit Auto Owner Trust, Ser 2024-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, 08/15/2027 | 209 | $209 |
| &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 | 440 | 440 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2025-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910%, 04/15/2030 | 200 | 200 |
| &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920%, 05/15/2028 (A) | 300 | 301 |
| &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A, Ser 2025-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.630%, 04/15/2030 | 1140 | 1155 |
| &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 (A) | 57 | 57 |
| &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 (A) | 61 | 61 |
| &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 | 34 | 34 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing <br> Trust, Ser 2024-3, Cl A3 | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing <br> Trust, Ser 2024-3, Cl A3 | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing <br> Trust, Ser 2024-3, Cl A3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, 10/20/2027 | 500 | 500 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.190%, 10/20/2027 | 175 | 175 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170%, 08/21/2028 | 550 | 551 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/20/2029 | 620 | 622 |
| &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 | 294 | 293 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 06/16/2028 | 715 | 720 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2025-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/16/2028 | 68 | 68 |
| &nbsp;&nbsp;&nbsp;Gm Financial Consumer Automobile Receivables Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, 06/16/2028 | 245 | 245 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2025-4, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 12/18/2028 | 705 | 704 |
| &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 (A) | 495 | 498 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &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 (A) | $800 | $806 |
| &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 (A) | 980 | 985 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC, Ser 2023-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/25/2028 (A) | 225 | 229 |
| &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 | 312 | 314 |
| &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 | 209 | 209 |
| &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;Honda Auto Receivables Owner Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.190%, 03/21/2028 | 380 | 381 |
| &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 (A) | 402 | 403 |
| &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 (A) | 370 | 373 |
| &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 (A) | 127 | 128 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, 01/18/2028 (A) | 405 | 406 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.360%, 07/17/2028 (A) | 500 | 503 |
| &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 | 307 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2028 | 220 | 221 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2025-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 04/15/2030 | 245 | 245 |
| &nbsp;&nbsp;&nbsp;Hyundai Floorplan Master Owner Trust, Ser 2025-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.010%, 10/15/2030 (A) | 290 | 290 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2025-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/17/2028 (A) | 290 | 290 |
| &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 (A) | 79 | 79 |

---

SEI Daily Income Trust 5

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.740%, 01/15/2027 | $74 | $74 |
| &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 | 28 | 28 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, 04/16/2029 | 115 | 116 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust, Ser 2024-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/16/2029 | 471 | 474 |
| &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.180%, 09/25/2030 (A) | 1250 | 1249 |
| &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 09/25/2030 (A) | 350 | 350 |
| &nbsp;&nbsp;&nbsp;NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 09/15/2029 (A) | 180 | 181 |
| &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 | 33 | 33 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust, Ser 2024-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, 04/15/2027 | 500 | 501 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070%, 12/17/2029 | 449 | 447 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 03/15/2028 | 340 | 342 |
| &nbsp;&nbsp;&nbsp;Octane Receivables Trust, Ser 2023-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.440%, 03/20/2029 (A) | 263 | 264 |
| &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 (A) | 13 | 13 |
| &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 (A) | 260 | 262 |
| &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust, Ser 2024-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.440%, 01/22/2030 (A) | 420 | 422 |
| &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670%, 11/22/2027 (A) | 500 | 502 |
| &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust, Ser 2025-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, 10/20/2028 (A) | 495 | 500 |
| &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 (A) | 44 | 44 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &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 | $494 | $493 |
| &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 (A) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust, Ser 2025-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670%, 11/15/2028 (A) | 130 | 130 |
| &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 (A) | 201 | 202 |
| &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 (A) | 180 | 181 |
| &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/20/2030 (A) | 500 | 502 |
| &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.440%, 12/20/2030 (A) | 180 | 181 |
| &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470%, 07/20/2028 (A) | 530 | 533 |
| &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310%, 05/22/2028 (A) | 540 | 541 |
| &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 (A) | 18 | 18 |
| &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 | 190 | 191 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2025-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290%, 06/15/2028 | 240 | 240 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2024-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.260%, 06/20/2028 (A) | 500 | 504 |
| &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 (A) | 62 | 62 |
| &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 (A) | 305 | 305 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2025-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, 11/20/2028 (A) | 215 | 215 |
| &nbsp;&nbsp;&nbsp;USB Auto Owner Trust, Ser 2025-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.510%, 06/15/2028 (A) | 660 | 661 |
| &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust, Ser 2025-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 12/20/2027 | 435 | 437 |

---

6 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;Volkswagen Auto Lease Trust, Ser 2025-B, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.010%, 01/22/2029 | $| 270 | $| 270 |
| &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 (A) |  | 19 |  | 19 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2025-P1, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660%, 04/15/2030 (A) |  | 400 |  | 405 |
| &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 (A) |  | 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 (A) |  | 830 |  | 833 |
| &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 (A) |  | 199 |  | 201 |
| &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 (A) |  | 196 |  | 199 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.870%, 06/21/2039 (A) |  | 207 |  | 209 |
| &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 (A) |  | 360 |  | 362 |
| &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 |  | 496 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2022-B, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.440%, 03/15/2028 |  | 500 |  | 498 |
| &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 |  | 158 |  | 159 |
| &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust, Ser 2024-A, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/17/2029 |  | 475 |  | 481 |
| &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 |  | 475 |  | 477 |
|  |  |  |  | 44530 |
| **Credit Card — 2.3%** | **Credit Card — 2.3%** | **Credit Card — 2.3%** | **Credit Card — 2.3%** | **Credit Card — 2.3%** |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2024-3, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/15/2029 |  | 765 |  | 775 |
| &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 |  | 747 |
| &nbsp;&nbsp;&nbsp;CARDS II Trust, Ser 2024-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.879%, SOFRRATE + 0.680%,<br> 07/15/2029 (A)(B) |  | 410 |  | 411 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Evergreen Credit Card Trust, Ser 2025-CRT5, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240%, 05/15/2029 (A) | $| 355 | $| 359 |
| &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 (A) |  | 1595 |  | 1559 |
| &nbsp;&nbsp;&nbsp;Trillium Credit Card Trust II, Ser 2025-1A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405%, 09/26/2030 (A) |  | 185 |  | 185 |
| &nbsp;&nbsp;&nbsp;WF Card Issuance Trust, Ser 2025-A1, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 05/15/2030 |  | 425 |  | 430 |
|  |  |  |  | 4466 |
| **Miscellaneous Business Services — 9.0%** | **Miscellaneous Business Services — 9.0%** | **Miscellaneous Business Services — 9.0%** | **Miscellaneous Business Services — 9.0%** | **Miscellaneous Business Services — 9.0%** |
| &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 (A) |  | 115 |  | 115 |
| &nbsp;&nbsp;&nbsp;AGL CLO 14, Ser 2025-14A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, TSFR3M + 1.130%, <br>12/02/2034 (A)(B) |  | 500 |  | 500 |
| &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 (A) |  | 24 |  | 24 |
| &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 (A) |  | 364 |  | 368 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XV LLC, Ser 2025-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/22/2031 (A) |  | 500 |  | 504 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XII, Ser 2024-12A, Cl ARR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.985%, TSFR3M + 1.080%,<br> 04/15/2031 (A)(B) |  | 90 |  | 90 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XXIII, Ser 2025-23A, Cl ARR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.955%, TSFR3M + 1.050%, <br>04/15/2033 (A)(B) |  | 449 |  | 448 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XXIV, Ser 2021-24A, Cl A1AL |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.096%, TSFR3M + 1.212%, <br>10/20/2030 (A)(B) |  | 102 |  | 102 |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (A) |  | 62 |  | 57 |
| &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 (A) |  | 51 |  | 51 |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO, Ser 2024-4A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.084%, TSFR3M + 1.200%, <br>10/20/2034 (A)(B) |  | 250 |  | 250 |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO, Ser 2025-1A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.020%, TSFR3M + 1.160%, <br>04/23/2038 (A)(B) |  | 1000 |  | 1000 |
| &nbsp;&nbsp;&nbsp;Barings Equipment Finance LLC, Ser 2025-B, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.020%, 02/13/2029 (A) |  | 135 |  | 135 |
| &nbsp;&nbsp;&nbsp;Carbone CLO, Ser 2017-1A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.286%, TSFR3M + 1.402%, <br>01/20/2031 (A)(B) |  | 24 |  | 24 |

---

SEI Daily Income Trust 7

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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, <br> Ser 2021-1A, Cl AR3 | &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, <br> Ser 2021-1A, Cl AR3 | &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, <br> Ser 2021-1A, Cl AR3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.126%, TSFR3M + 1.242%, <br>07/20/2031 (A)(B) | $71 | $71 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2023-1, Cl A2 | &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2023-1, Cl A2 | &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2023-1, Cl A2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820%, 09/16/2030 (A) | 63 | 63 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-1, Cl A2 | &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-1, Cl A2 | &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-1, Cl A2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 10/14/2032 (A) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-2, Cl A2 | &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-2, Cl A2 | &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-2, Cl A2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, 08/15/2034 (A) | 205 | 205 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2022-C, Cl A3 | &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2022-C, Cl A3 | &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2022-C, Cl A3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 04/17/2028 | 196 | 197 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2024-C, Cl A2A | &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2024-C, Cl A2A | &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2024-C, Cl A2A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/18/2028 | 169 | 170 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2025-A, Cl A2A | &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2025-A, Cl A2A | &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2025-A, Cl A2A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/15/2028 | 280 | 280 |
| &nbsp;&nbsp;&nbsp;Dewolf Park CLO, Ser 2021-1A, Cl AR | &nbsp;&nbsp;&nbsp;Dewolf Park CLO, Ser 2021-1A, Cl AR | &nbsp;&nbsp;&nbsp;Dewolf Park CLO, Ser 2021-1A, Cl AR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.086%, TSFR3M + 1.182%, <br>10/15/2030 (A)(B) | 111 | 111 |
| &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2023-2, Cl A2 | &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2023-2, Cl A2 | &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2023-2, Cl A2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.560%, 05/15/2034 (A) | 111 | 112 |
| &nbsp;&nbsp;&nbsp;Elmwood CLO 15, Ser 2025-2A, Cl A1R | &nbsp;&nbsp;&nbsp;Elmwood CLO 15, Ser 2025-2A, Cl A1R | &nbsp;&nbsp;&nbsp;Elmwood CLO 15, Ser 2025-2A, Cl A1R |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.007%, TSFR3M + 1.150%, <br>04/22/2035 (A)(B) | 500 | 499 |
| &nbsp;&nbsp;&nbsp;FirstKey Homes Trust, Ser 2020-SFR2, Cl A | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust, Ser 2020-SFR2, Cl A | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.266%, 10/19/2037 (A) | 389 | 388 |
| &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 (A) | 78 | 78 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2020-AA, Cl A | &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 (A) | 34 | 34 |
| &nbsp;&nbsp;&nbsp;HINNT LLC, Ser 2024-A, Cl A | &nbsp;&nbsp;&nbsp;HINNT LLC, Ser 2024-A, Cl A | &nbsp;&nbsp;&nbsp;HINNT LLC, Ser 2024-A, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.490%, 03/15/2043 (A) | 784 | 797 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2024-1A, Cl A3 | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2024-1A, Cl A3 | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.180%, 05/20/2031 (A) | 471 | 471 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2025-2A, Cl A2 | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2025-2A, Cl A2 | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2025-2A, Cl A2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 11/22/2032 (A) | 220 | 220 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2024-C, Cl A2A | &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2024-C, Cl A2A | &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 | 80 | 80 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2025-B, Cl A2A | &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2025-B, Cl A2A | &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2025-B, Cl A2A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, 07/17/2028 | 175 | 176 |
| &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2017-11, Cl AR | &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2017-11, Cl AR | &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2017-11, Cl AR |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.346%, TSFR3M + 1.442%, <br>01/15/2031 (A)(B) | 52 | 52 |
| &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2018-21, Cl A | &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2018-21, Cl A | &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2018-21, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.166%, TSFR3M + 1.262%, <br>04/15/2031 (A)(B) | 103 | 103 |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2025-1A, Cl A2 | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2025-1A, Cl A2 | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2025-1A, Cl A2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, 12/15/2027 (A) | 500 | 502 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2025-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 04/17/2028 (A) | $100 | $100 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XXX, Ser 2024-30A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.254%, TSFR3M + 1.360%, <br>07/16/2037 (A)(B) | 875 | 878 |
| &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 (A) | 5 | 5 |
| &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 (A) | 34 | 35 |
| &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 (A) | 194 | 195 |
| &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 (A) | 210 | 200 |
| &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 (A) | 281 | 258 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO, Ser 2024-25A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.284%, TSFR3M + 1.400%, <br>07/18/2038 (A)(B) | 750 | 751 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO, Ser 2025-45A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.972%, TSFR3M + 1.060%,<br>10/14/2036 (A)(B) | 750 | 749 |
| &nbsp;&nbsp;&nbsp;NYCTL Trust, Ser 2025-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.840%, 11/10/2038 (A) | 732 | 730 |
| &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 (A) | 318 | 318 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2025-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.195%, TSFR3M + 1.290%,<br>10/15/2038 (A)(B) | 500 | 501 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2024-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.955%, TSFR3M + 1.050%, <br>10/15/2032 (A)(B) | 359 | 359 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2025-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2029 (A) | 350 | 352 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2025-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 02/15/2030 (A) | 205 | 208 |
| &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 (A) | 64 | 64 |
| &nbsp;&nbsp;&nbsp;Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.034%, TSFR3M + 1.150%, <br>10/20/2034 (A)(B) | 725 | 725 |

---

8 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;SMB Private Education Loan Trust, Ser 2021-B, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 07/17/2051 (A) | $| 54 | $| 51 |
| &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 (A) |  | 488 |  | 489 |
| &nbsp;&nbsp;&nbsp;Tricon Residential Trust, Ser 2024-SFR2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/17/2040 (A) |  | 299 |  | 300 |
| &nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC, Ser 2020-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.960%, 10/17/2050 (A) |  | 144 |  | 138 |
| &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 |  | 765 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2024-6, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 08/20/2030 |  | 485 |  | 486 |
| &nbsp;&nbsp;&nbsp;VFI ABS LLC, Ser 2023-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.270%, 03/26/2029 (A) |  | 25 |  | 25 |
| &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 (A) |  | 75 |  | 75 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-2A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.090%, TSFR3M + 1.232%, <br>04/25/2031 (A)(B) |  | 29 |  | 29 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2025-3A, Cl A1RR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.944%, TSFR3M + 1.060%, <br>04/20/2034 (A)(B) |  | 725 |  | 726 |
|  |  |  |  | 17889 |
| Total Asset-Backed Securities | Total Asset-Backed Securities | Total Asset-Backed Securities | Total Asset-Backed Securities | Total Asset-Backed Securities |
| &nbsp;&nbsp;&nbsp;(Cost $66,669) ($ Thousands) |  |  |  | 66885 |
| **U.S. TREASURY OBLIGATIONS — 15.2%** | **U.S. TREASURY OBLIGATIONS — 15.2%** | **U.S. TREASURY OBLIGATIONS — 15.2%** | **U.S. TREASURY OBLIGATIONS — 15.2%** | **U.S. TREASURY OBLIGATIONS — 15.2%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills | &nbsp;&nbsp;&nbsp;U.S. Treasury Bills | &nbsp;&nbsp;&nbsp;U.S. Treasury Bills | &nbsp;&nbsp;&nbsp;U.S. Treasury Bills | &nbsp;&nbsp;&nbsp;U.S. Treasury Bills |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.245%, 12/26/2025 (C) |  | 1050 |  | 1044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, 02/19/2026 (C) |  | 975 |  | 964 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes | &nbsp;&nbsp;&nbsp;U.S. Treasury Notes | &nbsp;&nbsp;&nbsp;U.S. Treasury Notes | &nbsp;&nbsp;&nbsp;U.S. Treasury Notes | &nbsp;&nbsp;&nbsp;U.S. Treasury Notes |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/31/2026 |  | 2000 |  | 2000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/31/2027 (D) |  | 2950 |  | 2951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 09/15/2028 |  | 1475 |  | 1466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2027 |  | 7450 |  | 7405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/28/2026 |  | 3025 |  | 3011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/31/2027 |  | 1300 |  | 1279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/30/2026 |  | 5025 |  | 4915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 12/31/2026 |  | 4275 |  | 4157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/31/2026 |  | 350 |  | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 08/31/2026 |  | 675 |  | 659 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |
| &nbsp;&nbsp;&nbsp;(Cost $30,126) ($ Thousands) |  |  |  | 30195 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 12.6%** | **MORTGAGE-BACKED SECURITIES — 12.6%** | **MORTGAGE-BACKED SECURITIES — 12.6%** |
| **Agency Mortgage-Backed Obligations — 3.1%** | **Agency Mortgage-Backed Obligations — 3.1%** | **Agency Mortgage-Backed Obligations — 3.1%** |
| &nbsp;&nbsp;&nbsp;FHLMC | &nbsp;&nbsp;&nbsp;FHLMC | &nbsp;&nbsp;&nbsp;FHLMC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2030 to 09/01/2030 | $355 | $349 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3786, Cl ED |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2039 | 31 | 31 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4166, Cl PV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/15/2037 | 722 | 714 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4479, Cl TA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2034 | 512 | 505 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2018-4753, Cl QV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2040 | 262 | 261 |
| &nbsp;&nbsp;&nbsp;FNMA | &nbsp;&nbsp;&nbsp;FNMA | &nbsp;&nbsp;&nbsp;FNMA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.465%, H15T1Y + 2.215%,<br> 01/01/2029(B) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2027 | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2032 | 170 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2030 to 12/01/2030 | 258 | 253 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2001-33, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2001-33, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2001-33, Cl FA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747%, SOFR30A + 0.564%,<br> 07/25/2031(B) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-137, Cl UE | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-137, Cl UE | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-137, Cl UE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/25/2041 | 55 | 53 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-57, Cl CA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-57, Cl CA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-57, Cl CA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2034 | 129 | 128 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-81, Cl YA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-81, Cl YA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-81, Cl YA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2046 | 371 | 360 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-3, Cl BA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-3, Cl BA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-3, Cl BA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/25/2049 | 915 | 882 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-177, Cl LA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-177, Cl LA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-177, Cl LA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/20/2052 | 767 | 759 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-50, Cl BD | &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-50, Cl BD | &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-50, Cl BD |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/20/2050 | 870 | 835 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2025-47, Cl HA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2025-47, Cl HA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2025-47, Cl HA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/20/2052 | 842 | 844 |
|  |  | 6145 |
| **Non-Agency Mortgage-Backed Obligations — 9.5%** | **Non-Agency Mortgage-Backed Obligations — 9.5%** | **Non-Agency Mortgage-Backed Obligations — 9.5%** |
| &nbsp;&nbsp;&nbsp;ALA Trust, Ser OANA, Cl A | &nbsp;&nbsp;&nbsp;ALA Trust, Ser OANA, Cl A | &nbsp;&nbsp;&nbsp;ALA Trust, Ser OANA, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.776%, TSFR1M + 1.743%, <br>06/15/2040(A)(B) | 760 | 763 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, <br> Ser 2020-1, Cl A1 | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, <br> Ser 2020-1, Cl A1 | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, <br> Ser 2020-1, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.466%, 12/25/2059(A)(B) | 12 | 12 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A | &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A | &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.198%, TSFR1M + 1.164%,<br>09/15/2038(A)(B) | 960 | 960 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2020-NQM1, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2020-NQM1, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2020-NQM1, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.449%, 05/25/2060(A)(B) | 28 | 27 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM1, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM1, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM1, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 02/25/2049(A)(B) | 64 | 60 |

---

SEI Daily Income Trust 9

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;BRAVO Residential Funding Trust, <br> Ser 2021-NQM2, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM2, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM2, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.970%, 03/25/2060(A)(B) | $28 | $28 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM3, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM3, Cl A1 | &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, <br> Ser 2021-NQM3, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.699%, 04/25/2060(A)(B) | 116 | 108 |
| &nbsp;&nbsp;&nbsp;BSPRT, Ser 2022-FL8, Cl A | &nbsp;&nbsp;&nbsp;BSPRT, Ser 2022-FL8, Cl A | &nbsp;&nbsp;&nbsp;BSPRT, Ser 2022-FL8, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.734%, SOFR30A + 1.500%,<br> 02/15/2037(A)(B) | 105 | 105 |
| &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, <br> Ser 2020-1, Cl A1 | &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, <br> Ser 2020-1, Cl A1 | &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, <br> Ser 2020-1, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.724%, 02/25/2055(A)(B) | 6 | 6 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, <br> Ser 2021- VOLT, Cl A | &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, <br> Ser 2021- VOLT, Cl A | &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, <br> Ser 2021- VOLT, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.847%, TSFR1M + 0.814%,<br>09/15/2036(A)(B) | 266 | 266 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, <br> Ser CSMO, Cl A | &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, <br> Ser CSMO, Cl A | &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, <br> Ser CSMO, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.147%, TSFR1M + 2.115%,<br>06/15/2027(A)(B) | 225 | 226 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.653%, TSFR1M + 0.620%,<br>10/15/2036(A)(B) | 600 | 598 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.032%, TSFR1M + 1.000%,<br>01/15/2039(A)(B) | 625 | 624 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser ARIA, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser ARIA, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser ARIA, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.046%, TSFR1M + 1.014%,<br> 10/15/2036(A)(B) | 120 | 120 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser GW, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser GW, Cl A | &nbsp;&nbsp;&nbsp;BX Trust, Ser GW, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.632%, TSFR1M + 1.600%,<br> 07/15/2042(A)(B) | 725 | 726 |
| &nbsp;&nbsp;&nbsp;BX, Ser 2021-MFM1, Cl B | &nbsp;&nbsp;&nbsp;BX, Ser 2021-MFM1, Cl B | &nbsp;&nbsp;&nbsp;BX, Ser 2021-MFM1, Cl B |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.097%, TSFR1M + 1.064%,<br>01/15/2034(A)(B) | 316 | 316 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, <br> Ser 2018-RP2, Cl A1 | &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, <br> Ser 2018-RP2, Cl A1 | &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, <br> Ser 2018-RP2, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, 02/25/2058(A)(B) | 47 | 46 |
| &nbsp;&nbsp;&nbsp;COLT Funding LLC, <br> Ser 2021-3R, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Funding LLC, <br> Ser 2021-3R, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Funding LLC, <br> Ser 2021-3R, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.051%, 12/25/2064(A)(B) | 73 | 68 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2020-2R, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2020-2R, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2020-2R, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.325%, 10/26/2065(A)(B) | 44 | 41 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-1, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-1, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-1, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/25/2066(A)(B) | 129 | 113 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-2, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-2, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-2, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924%, 08/25/2066(A)(B) | 197 | 167 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-2R, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-2R, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-2R, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.798%, 07/27/2054(A) | 58 | 52 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-4, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-4, Cl A1 | &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, <br> Ser 2021-4, Cl A1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.397%, 10/25/2066(A)(B) | 361 | 310 |

---

---

| | | |
|:---|:---|:---|
| 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-HX1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 10/25/2066(A)(B) | $343 | $298 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.833%, SOFR30A + 1.650%, <br>12/25/2041(A)(B) | 250 | 251 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.083%, SOFR30A + 1.900%, <br>12/25/2041(A)(B) | 1025 | 1038 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.483%, SOFR30A + 2.300%, <br>01/25/2043(A)(B) | 91 | 92 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.683%, SOFR30A + 2.500%, <br> 04/25/2043(A)(B) | 138 | 139 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, SOFR30A + 1.150%,<br> 03/25/2044(A)(B) | 89 | 89 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser C14, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.359%, 11/15/2051(B) | 79 | 79 |
| &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) | 143 | 122 |
| &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) | 26 | 25 |
| &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) | 55 | 49 |
| &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) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;ELM Trust, Ser ELM, Cl A10 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.801%, 06/10/2039(A)(B) | 520 | 525 |
| &nbsp;&nbsp;&nbsp;ELM Trust, Ser ELM, Cl A15 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.801%, 06/10/2039(A)(B) | 485 | 488 |
| &nbsp;&nbsp;&nbsp;ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.849%, TSFR1M + 0.815%,<br> 11/15/2038(A)(B) | 526 | 525 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.483%, SOFR30A + 1.300%,<br> 02/25/2042(A)(B) | 39 | 39 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2024-DNA2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.433%, SOFR30A + 1.250%,<br> 05/25/2044(A)(B) | 172 | 173 |

---

10 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.433%, SOFR30A + 1.250%,<br> 03/25/2044(A)(B) | $139 | $139 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.197%, SOFR30A + 6.014%,<br> 10/25/2028(B) | 68 | 69 |
| &nbsp;&nbsp;&nbsp;Fontainebleau Miami Beach Mortgage Trust, Ser FBLU, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.482%, TSFR1M + 1.450%,<br> 12/15/2039(A)(B) | 555 | 556 |
| &nbsp;&nbsp;&nbsp;HLTN Commercial Mortgage Trust, Ser DPLO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.674%, TSFR1M + 1.642%,<br> 06/15/2041(A)(B) | 350 | 351 |
| &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) | 204 | 178 |
| &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) | 156 | 135 |
| &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) | 174 | 152 |
| &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 | 158 | 157 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.586%, 10/25/2029(A)(B) | 250 | 246 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.856%, TSFR1M + 0.864%,<br> 04/25/2046(A)(B) | 49 | 49 |
| &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) | 35 | 34 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.352%, TSFR1M + 1.350%,<br> 02/19/2037(A)(B) | 284 | 284 |
| &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) | 34 | 33 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.247%, TSFR1M + 1.215%,<br> 04/15/2038(A)(B) | 536 | 536 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2021-STOR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.848%, TSFR1M + 0.814%,<br> 07/15/2038(A)(B) | 155 | 155 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.847%, TSFR1M + 0.815%,<br> 01/15/2039(A)(B) | 10 | 10 |

---

---

| | | |
|:---|:---|:---|
| 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 2018-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/25/2062(A)(B) | $8 | $8 |
| &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) | 98 | 96 |
| &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) | 478 | 469 |
| &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) | 146 | 142 |
| &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) | 64 | 62 |
| &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 | 51 | 51 |
| &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 | 86 | 85 |
| &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) | 61 | 59 |
| &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) | 143 | 139 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.764%, 09/25/2057(A)(B) | 69 | 66 |
| &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) | 24 | 23 |
| &nbsp;&nbsp;&nbsp;NRTH Commercial Mortgage Trust, Ser PARK, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.543%, TSFR1M + 1.393%,<br> 10/15/2040(A)(B) | 425 | 425 |
| &nbsp;&nbsp;&nbsp;NYC Commercial Mortgage Trust, Ser 3BP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.245%, TSFR1M + 1.213%,<br> 02/15/2042(A)(B) | 785 | 780 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2018-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.756%, TSFR1M + 0.764%,<br> 06/25/2057(A)(B) | 9 | 8 |
| &nbsp;&nbsp;&nbsp;Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.768%, SOFRRATE + 0.482%,<br> 11/15/2038(A)(B) | 29 | 28 |
| &nbsp;&nbsp;&nbsp;PRPM LLC, Ser 2025-RCF3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/25/2055(A)(E) | 196 | 197 |

---

SEI Daily Income Trust 11

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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;Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.376%, 01/26/2060(A)(B) | $4 | $4 |
| &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) | 2 | 1 |
| &nbsp;&nbsp;&nbsp;SREIT Trust, Ser 2021-MFP, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.227%, TSFR1M + 1.194%,<br> 11/15/2038(A)(B) | 398 | 398 |
| &nbsp;&nbsp;&nbsp;SREIT Trust, Ser MFP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.878%, TSFR1M + 0.845%,<br> 11/15/2038(A)(B) | 84 | 84 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2024-SFR4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.782%, TSFR1M + 1.750%,<br> 10/17/2041(A)(B) | 484 | 486 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2024-SFR4, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.132%, TSFR1M + 2.100%,<br> 10/17/2041(A)(B) | 175 | 176 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2025-SFR5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.483%, TSFR1M + 1.450%,<br> 02/17/2042(A)(B) | 285 | 285 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2025-SFR5, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.783%, TSFR1M + 1.750%,<br> 02/17/2042(A)(B) | 550 | 551 |
| &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) | 14 | 13 |
| &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) | 22 | 22 |
| &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) | 8 | 8 |
| &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) | 51 | 51 |
| &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) | 19 | 19 |
| &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) | 105 | 104 |
| &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) | 275 | 266 |
| &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) | 115 | 105 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C4, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 10/15/2050 | 289 | 287 |
| &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) | 67 | 61 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A2 | &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A2 | &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) | 135 | 121 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Verus Securitization Trust, Ser 2021-2, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.031%, 02/25/2066(A)(B) | $| 89 | $| 81 |
| &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) |  | 113 |  | 106 |
| &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) |  | 58 |  | 55 |
| &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 |  | 71 |  | 71 |
| &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 |  | 118 |  | 117 |
|  |  |  |  | 18895 |
| Total Mortgage-Backed Securities | Total Mortgage-Backed Securities | Total Mortgage-Backed Securities | Total Mortgage-Backed Securities | Total Mortgage-Backed Securities |
| &nbsp;&nbsp;&nbsp;(Cost $25,327) ($ Thousands) |  |  |  | 25040 |
| **MUNICIPAL BONDS — 1.7%** | **MUNICIPAL BONDS — 1.7%** | **MUNICIPAL BONDS — 1.7%** | **MUNICIPAL BONDS — 1.7%** | **MUNICIPAL BONDS — 1.7%** |
| **New Jersey — 0.3%** | **New Jersey — 0.3%** | **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 |  | 597 |
| **New York — 0.9%** | **New York — 0.9%** | **New York — 0.9%** | **New York — 0.9%** | **New York — 0.9%** |
| &nbsp;&nbsp;&nbsp;City of New York New York, Ser D-2, GO | &nbsp;&nbsp;&nbsp;City of New York New York, Ser D-2, GO | &nbsp;&nbsp;&nbsp;City of New York New York, Ser D-2, GO | &nbsp;&nbsp;&nbsp;City of New York New York, Ser D-2, GO | &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;City of New York New York, Ser H, GO | &nbsp;&nbsp;&nbsp;City of New York New York, Ser H, GO | &nbsp;&nbsp;&nbsp;City of New York New York, Ser H, GO | &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 |  | 207 |
| &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority Future Tax Secured Revenue, RB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.724%, 11/01/2026 |  | 945 |  | 953 |
| &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.507%, 11/01/2026 |  | 375 |  | 377 |
|  |  |  |  | 1868 |
| **Pennsylvania — 0.5%** | **Pennsylvania — 0.5%** | **Pennsylvania — 0.5%** | **Pennsylvania — 0.5%** | **Pennsylvania — 0.5%** |
| &nbsp;&nbsp;&nbsp;City of Philadelphia Pennsylvania, Ser B, GO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460%, 08/01/2027 |  | 335 |  | 338 |
| &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development, Ser A, RB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 04/15/2028 |  | 450 |  | 468 |

---

12 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 2025

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

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &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 |
|  |  |  | 972 |
| Total Municipal Bonds | Total Municipal Bonds | Total Municipal Bonds | Total Municipal Bonds |
| &nbsp;&nbsp;&nbsp;(Cost $3,418) ($ Thousands) |  |  | 3437 |
| **REPURCHASE AGREEMENT(F) — 2.0%** | **REPURCHASE AGREEMENT(F) — 2.0%** | **REPURCHASE AGREEMENT(F) — 2.0%** | **REPURCHASE AGREEMENT(F) — 2.0%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $3,901,346 (collateralized by U.S. Government obligations, ranging in par value $2,880 - $3,921,089, 4.500% - 6.000%, 10/01/2054 – 04/01/2055; with a total market value $3,978,001) |  | 3900 | 3900 |
| Total Repurchase Agreement | Total Repurchase Agreement | Total Repurchase Agreement | Total Repurchase Agreement |
| &nbsp;&nbsp;&nbsp;(Cost $3,900) ($ Thousands) |  |  | 3900 |
| Total Investments in Securities — 101.1% | Total Investments in Securities — 101.1% | Total Investments in Securities — 101.1% | Total Investments in Securities — 101.1% |
| &nbsp;&nbsp;&nbsp;(Cost $199,989) ($ Thousands) |  |  | $200306 |

---

A list of the open futures contracts held by the Fund at October 31, 2025, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration<br> Date**  | **Notional Amount (Thousands)** | **Value<br> (Thousands)** | **Unrealized<br> Depreciation(Thousands)** |
| Long Contracts | Long Contracts | Long Contracts | Long Contracts | Long Contracts | Long Contracts |
| &nbsp;&nbsp;&nbsp;U.S. 2-Year Treasury Note | 33 | Dec-2025 | $6877 | $6873 | $(4) |
| Short Contracts | Short Contracts | Short Contracts | Short Contracts | Short Contracts | Short Contracts |
| &nbsp;&nbsp;&nbsp;U.S. 10-Year Treasury Note | (24) | Dec-2025 | $(2701) | $(2705) | $(4) |
|  |  |  | $4176 | $4168 | $(8) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $198,173 ($ Thousands). |
| (A) | Security, or a portion thereof, 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 October 31, 2025, the value of these securities amounted to $76,772 ($ Thousands), representing 38.7% of the Net Assets of the Fund. |
| (B) | 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. |
| (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) | Tri-Party Repurchase Agreement. |

---

See "Glossary" for abbreviations.

SEI Daily Income Trust 13

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 2025

**Short-Duration Government Fund**

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 73.3%** | **MORTGAGE-BACKED SECURITIES — 73.3%** | **MORTGAGE-BACKED SECURITIES — 73.3%** |
| **Agency Mortgage-Backed Obligations — 73.3%** | **Agency Mortgage-Backed Obligations — 73.3%** | **Agency Mortgage-Backed Obligations — 73.3%** |
| &nbsp;&nbsp;&nbsp;FHLMC | &nbsp;&nbsp;&nbsp;FHLMC | &nbsp;&nbsp;&nbsp;FHLMC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2052 to 03/01/2053 | $1972 | $2043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2053 | 2418 | 2457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2040 | 1214 | 1227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2026 to 12/01/2039 | 558 | 563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/01/2033 to 07/01/2049 | 3513 | 3478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/01/2029 to 05/01/2035 | 7412 | 7334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2031 to 12/01/2046 | 6918 | 6502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2030 to 02/01/2032 | 2294 | 2221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/01/2036 | 573 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/01/2041 | 471 | 399 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser 170, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.209%, 02/25/2035(A) | 7888 | 157 |
| &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 | 310 | 309 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.727%, 06/25/2027(A) | 16669 | 149 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.586%, 01/25/2030(A) | 12065 | 677 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.576%, 01/25/2031(A) | 13454 | 332 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 03/25/2031(A) | 10090 | 225 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.353%, 01/25/2033(A) | 14644 | 361 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K167, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.154%, 10/25/2034(A) | 15849 | 253 |
| &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 | 2432 |
| &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 | 3265 |
| &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 | 14611 |
| &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 | 6880 |
| &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 | 3353 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.608%, 10/25/2026(A) | 20355 | 87 |

---

---

| | | |
|:---|:---|:---|
| 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 K742, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.766%, 03/25/2028(A) | $7452 | $73 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912%, SOFR30A + 0.604%,<br> 02/25/2026(A) | 501 | 502 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.902%, SOFR30A + 0.594%,<br> 04/25/2026(A) | 1785 | 1785 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.922%, SOFR30A + 0.614%,<br> 10/25/2026(A) | 140 | 140 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2003-2571, Cl FY | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2003-2571, Cl FY | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2003-2571, Cl FY |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.098%, SOFR30A + 0.864%,<br> 12/15/2032(A) | 1078 | 1083 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3148, Cl CF | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3148, Cl CF | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3148, Cl CF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.748%, SOFR30A + 0.514%,<br> 02/15/2034(A) | 49 | 49 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3153, Cl FX | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3153, Cl FX | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3153, Cl FX |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.698%, SOFR30A + 0.464%,<br> 05/15/2036(A) | 35 | 35 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3174, Cl FA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3174, Cl FA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3174, Cl FA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.648%, SOFR30A + 0.414%,<br> 04/15/2036(A) | 765 | 758 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3219, Cl EF | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3219, Cl EF | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3219, Cl EF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.748%, SOFR30A + 0.514%,<br> 04/15/2032(A) | 1122 | 1116 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2007-3339, Cl HF | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2007-3339, Cl HF | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2007-3339, Cl HF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868%, SOFR30A + 0.634%,<br> 07/15/2037(A) | 1153 | 1149 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3628, Cl PJ | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3628, Cl PJ | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3628, Cl PJ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2040 | 426 | 428 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3781, Cl YB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3781, Cl YB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3781, Cl YB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2030 | 858 | 848 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3786, Cl ED | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3786, Cl ED | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3786, Cl ED |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2039 | 290 | 289 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3788, Cl FA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3788, Cl FA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3788, Cl FA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.878%, SOFR30A + 0.644%,<br> 01/15/2041(A) | 1586 | 1580 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2026 | 17 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl KE | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl KE | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl KE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2041 | 7384 | 7272 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4083, Cl DI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4083, Cl DI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4083, Cl DI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2027 | 17 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4107, Cl HE | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4107, Cl HE | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4107, Cl HE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/15/2041 | 3304 | 3140 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4114, Cl MB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4114, Cl MB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4114, Cl MB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2032 | 2308 | 2244 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4117, Cl P | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4117, Cl P | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4117, Cl P |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 07/15/2042 | 746 | 674 |

---

14 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

October 31, 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 | $261 | $255 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4146, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 12/15/2027 | 265 | 259 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4176, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2028 | 15 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2033 | 222 | 15 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 55 | 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 | 64 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4195, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2028 | 168 | 4 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4199, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2028 | 91 | 2 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4200, Cl LC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2033 | 4425 | 4175 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4220, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2028 | 15 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4223, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2042 | 679 | 647 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4247, Cl LA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2043 | 2094 | 2000 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4292, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2043 | 570 | 559 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4340, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2027 | 72 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4344, Cl KZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/15/2034 | 5256 | 5133 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4419, Cl CW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2037 | 711 | 695 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4456, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2044 | 555 | 535 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4471, Cl GA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2044 | 777 | 747 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2030 | 174 | 9 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4535, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2044 | 1361 | 1322 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4620, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2033 | 353 | 45 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4650, Cl LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2045 | 320 | 308 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4654, Cl AK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2044 | 1627 | 1597 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4657, Cl PU |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2044 | 1208 | 1181 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4673, Cl PH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2045 | 1445 | 1430 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4700, Cl HV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2040 | 4466 | 4378 |

---

---

| | | |
|:---|:---|:---|
| 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 | $453 | $431 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4740, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2047 | 4281 | 3889 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2018-4820, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2048 | 473 | 92 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-4978, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2040 | 1481 | 222 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-4996, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/25/2050 | 3575 | 569 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5010, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 2190 | 441 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5018, Cl LW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/25/2040 | 1117 | 959 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5048, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/15/2044 | 1523 | 1419 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5079, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 02/25/2051 | 5016 | 4399 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5083, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2051 | 2958 | 440 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5091, Cl IG, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2051 | 2416 | 490 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5169, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2051 | 2976 | 482 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5170, Cl DP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 1805 | 1589 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5183, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2052 | 3186 | 517 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5213, Cl JH | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5213, Cl JH | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5213, Cl JH |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2051 | 2080 | 1987 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5228, Cl DG | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5228, Cl DG | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5228, Cl DG |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2046 | 4627 | 4472 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5243, Cl AV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5243, Cl AV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5243, Cl AV |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2033 | 3456 | 3460 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5263, Cl GA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5263, Cl GA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5263, Cl GA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/25/2045 | 3296 | 3304 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5264, Cl AB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5264, Cl AB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5264, Cl AB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2039 | 508 | 506 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2023-5320, Cl CI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2023-5320, Cl CI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2023-5320, Cl CI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2047 | 3184 | 533 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5413, Cl KV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5413, Cl KV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5413, Cl KV |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2035 | 6581 | 6759 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5491, Cl CV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5491, Cl CV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5491, Cl CV |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/25/2035 | 6161 | 6300 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5538, Cl AV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5538, Cl AV | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5538, Cl AV |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/25/2036 | 7228 | 7317 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5558, Cl EA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5558, Cl EA | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5558, Cl EA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/25/2052 | 4309 | 4305 |
| &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 | 2890 | 2741 |

---

SEI Daily Income Trust 15

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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 2018-1, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2057 | $2972 | $2795 |
| &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) | 1506 | 1464 |
| &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 | 2992 | 2912 |
| &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 | 5089 | 4924 |
| &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 | 824 | 785 |
| &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 | 3847 | 3567 |
| &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 | 502 | 452 |
| &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 | 5941 | 5438 |
| &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 | 1016 | 929 |
| &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 | 148 | 159 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C16, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C16, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C16, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2043 | 1363 | 211 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C2, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C2, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C2, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2028 | 143 | 3 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2020-373, Cl 100 | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2020-373, Cl 100 | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2020-373, Cl 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/25/2038 | 3473 | 3109 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C10, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C10, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C10, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2042 | 4766 | 564 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C14, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C14, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C14, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2052 | 3403 | 545 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-389, Cl C35, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-389, Cl C35, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-389, Cl C35, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2052 | 4151 | 547 |
| &nbsp;&nbsp;&nbsp;FNMA | &nbsp;&nbsp;&nbsp;FNMA | &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;6.500%, 05/01/2026 to 01/01/2036 | 27 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.492%, H15T1Y + 2.165%,<br> 08/01/2029(A) | 8 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/01/2038 to 05/01/2053 | 6203 | 6417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2038 to 06/01/2053 | 9053 | 9225 |
| &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 | 2512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820%, 04/01/2029 | 2595 | 2655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2026 to 08/01/2044 | 5082 | 5130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/01/2030 | 1209 | 1220 |

---

---

| | | |
|:---|:---|:---|
| 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;4.390%, 04/01/2029 | $2862 | $2896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2026 to 08/01/2051 | 3066 | 3031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/01/2027 to 02/01/2045 | 15172 | 14873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/01/2027 to 11/01/2036 | 7892 | 7631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.960%, 01/01/2027 | 1080 | 1066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/01/2028 to 09/01/2036 | 11235 | 10868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/01/2036 to 12/01/2036 | 4219 | 3902 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2009-397, Cl 6 | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2009-397, Cl 6 | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2009-397, Cl 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/25/2039 | 580 | 523 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2027 | 20 |  |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2013-418, Cl C16, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2013-418, Cl C16, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2013-418, Cl C16, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2043 | 1442 | 303 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2022-426, Cl C38, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2022-426, Cl C38, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2022-426, Cl C38, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2052 | 4000 | 505 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-429, Cl C3, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-429, Cl C3, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-429, Cl C3, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2052 | 3854 | 602 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-437, Cl C8, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-437, Cl C8, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-437, Cl C8, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/25/2052 | 3328 | 512 |
| &nbsp;&nbsp;&nbsp;FNMA TBA | &nbsp;&nbsp;&nbsp;FNMA TBA | &nbsp;&nbsp;&nbsp;FNMA TBA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500% - 5.500%, <br> 11/15/2055 - 12/15/2055 | (27976) | (27142) |
| &nbsp;&nbsp;&nbsp;FNMA TBA | &nbsp;&nbsp;&nbsp;FNMA TBA | &nbsp;&nbsp;&nbsp;FNMA TBA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500% - 6.000%, <br> 11/15/2040 - 12/15/2055 | 5744 | 5844 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2002-53, Cl FK | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2002-53, Cl FK | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2002-53, Cl FK |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.697%, SOFR30A + 0.514%,<br> 04/25/2032(A) | 22 | 22 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2005-101, Cl B | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2005-101, Cl B | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2005-101, Cl B |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/25/2035 | 535 | 545 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-76, Cl QF | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-76, Cl QF | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-76, Cl QF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.697%, SOFR30A + 0.514%,<br> 08/25/2036(A) | 127 | 126 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-79, Cl DF | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-79, Cl DF | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-79, Cl DF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.647%, SOFR30A + 0.464%,<br> 08/25/2036(A) | 92 | 91 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-47, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-47, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-47, Cl DA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 05/25/2037 | 133 | 139 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-64, Cl FB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-64, Cl FB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-64, Cl FB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.667%, SOFR30A + 0.484%,<br> 07/25/2037(A) | 851 | 844 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2008-16, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2008-16, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2008-16, Cl FA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.997%, SOFR30A + 0.814%,<br> 03/25/2038(A) | 374 | 374 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-110, Cl FD | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-110, Cl FD | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-110, Cl FD |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.047%, SOFR30A + 0.864%,<br> 01/25/2040(A) | 1731 | 1737 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-112, Cl FM | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-112, Cl FM | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-112, Cl FM |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.047%, SOFR30A + 0.864%,<br> 01/25/2040(A) | 1104 | 1108 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-77, Cl ZA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-77, Cl ZA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-77, Cl ZA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/25/2039 | 674 | 674 |

---

16 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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 2009-82, Cl FC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.217%, SOFR30A + 1.034%,<br> 10/25/2039(A) | $1271 | $1283 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FD | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FD | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FD |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.147%, SOFR30A + 0.964%,<br> 10/25/2039(A) | 1292 | 1301 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-4, Cl PL | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-4, Cl PL | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-4, Cl PL |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/25/2040 | 290 | 291 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-56, Cl AF | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-56, Cl AF | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-56, Cl AF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.021%, SOFR30A + 0.664%,<br> 06/25/2040(A) | 1143 | 1138 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2011-17, Cl ZM | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2011-17, Cl ZM | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2011-17, Cl ZM |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2031 | 2555 | 2519 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-103, Cl HB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-103, Cl HB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-103, Cl HB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/25/2027 | 300 | 294 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-111, Cl NI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-111, Cl NI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-111, Cl NI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2027 | 109 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-124, Cl BC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-124, Cl BC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-124, Cl BC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2042 | 1181 | 1157 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-140, Cl PA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-140, Cl PA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-140, Cl PA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/25/2042 | 2127 | 1836 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-27, Cl PI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-27, Cl PI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-27, Cl PI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/25/2042 | 582 | 36 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-43, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-43, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-43, Cl AI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2027 | 245 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-47, Cl QI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-47, Cl QI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-47, Cl QI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.521%, 05/25/2042(A) | 12 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2027 | 42 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2027 | 52 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-98, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-98, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-98, Cl BI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/25/2042 | 417 | 21 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-10, Cl YA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-10, Cl YA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-10, Cl YA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 393 | 384 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-12, Cl P | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-12, Cl P | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-12, Cl P |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 11/25/2041 | 154 | 151 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-121, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-121, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-121, Cl FA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.697%, SOFR30A + 0.514%,<br> 12/25/2043(A) | 7651 | 7585 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-130, Cl FQ | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-130, Cl FQ | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-130, Cl FQ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.497%, SOFR30A + 0.314%,<br> 06/25/2041(A) | 1083 | 1074 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl CB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl CB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl CB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 495 | 484 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl JB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl JB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl JB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 289 | 282 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-76, Cl PH | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-76, Cl PH | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-76, Cl PH |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2042 | 1546 | 1473 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-9, Cl PT | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-9, Cl PT | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-9, Cl PT |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 247 | 241 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-98, Cl ZA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-98, Cl ZA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-98, Cl ZA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/25/2043 | 4850 | 4822 |

---

---

| | | |
|:---|:---|:---|
| 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 2014-50, Cl SC, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2014-50, Cl SC, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2014-50, Cl SC, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.841%, 08/25/2044(A) | $642 | $41 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-21, Cl WI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-21, Cl WI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-21, Cl WI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.632%, 04/25/2055(A) | 512 | 23 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-41, Cl AG | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-41, Cl AG | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-41, Cl AG |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2034 | 276 | 272 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-42, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-42, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-42, Cl AI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.752%, 06/25/2055(A) | 549 | 27 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-5, Cl CP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-5, Cl CP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-5, Cl CP |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2043 | 487 | 476 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl HI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl HI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl HI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/25/2035 | 274 | 24 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl JI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl JI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl JI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2030 | 56 | 2 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-75, Cl DB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-75, Cl DB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-75, Cl DB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2035 | 970 | 938 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl IN, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl IN, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl IN, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/25/2046 | 1547 | 222 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2031 | 10 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-42, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-42, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-42, Cl DA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2045 | 293 | 281 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2046 | 358 | 68 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-95, Cl BC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-95, Cl BC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-95, Cl BC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2040 | 1235 | 1177 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-15, Cl BC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-15, Cl BC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-15, Cl BC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/25/2043 | 901 | 883 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-68, Cl IB, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-68, Cl IB, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-68, Cl IB, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/25/2047 | 1397 | 247 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-69, Cl GA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-69, Cl GA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-69, Cl GA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2045 | 1102 | 1073 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-12, Cl PK | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-12, Cl PK | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-12, Cl PK |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2046 | 5262 | 5198 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2057 | 1802 | 1742 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-55, Cl PA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-55, Cl PA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-55, Cl PA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2047 | 6553 | 6500 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-89, Cl CA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-89, Cl CA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-89, Cl CA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/25/2053 | 1074 | 1070 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-38, Cl PC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-38, Cl PC | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-38, Cl PC |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2048 | 599 | 568 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-42, Cl KA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-42, Cl KA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-42, Cl KA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2049 | 6234 | 5732 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl AI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2033 | 1010 | 60 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl IA, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl IA, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl IA, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/25/2039 | 1824 | 156 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-35, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-35, Cl AI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-35, Cl AI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2050 | 3278 | 526 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-37, Cl IM, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-37, Cl IM, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-37, Cl IM, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/25/2050 | 2602 | 525 |

---

SEI Daily Income Trust 17

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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 2020-4, Cl AP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-4, Cl AP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-4, Cl AP |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2050 | $1267 | $1113 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-65, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-65, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-65, Cl BI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 2182 | 416 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-74, Cl HI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-74, Cl HI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-74, Cl HI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/25/2050 | 2110 | 362 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-77, Cl HI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-77, Cl HI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-77, Cl HI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/25/2050 | 2792 | 569 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-85, Cl PI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-85, Cl PI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-85, Cl PI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/25/2050 | 3292 | 535 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-26, Cl YI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-26, Cl YI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-26, Cl YI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2050 | 3183 | 585 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl NI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl NI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl NI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 3896 | 590 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl TI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl TI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl TI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 3566 | 614 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-86, Cl T | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-86, Cl T | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-86, Cl T |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2048 | 1075 | 972 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-95, Cl GI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-95, Cl GI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-95, Cl GI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2052 | 3336 | 531 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-22, Cl QH | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-22, Cl QH | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-22, Cl QH |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/25/2052 | 4628 | 4571 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-5, Cl AB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-5, Cl AB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-5, Cl AB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2050 | 1601 | 1390 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-72, Cl CB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-72, Cl CB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-72, Cl CB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/25/2039 | 4839 | 4858 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-77, Cl CA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-77, Cl CA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-77, Cl CA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/25/2039 | 1261 | 1258 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2023-53, Cl GB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2023-53, Cl GB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2023-53, Cl GB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/25/2044 | 648 | 657 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-41, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-41, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-41, Cl DA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/25/2051 | 9582 | 9669 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-70, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-70, Cl FA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-70, Cl FA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.233%, SOFR30A + 1.050%,<br> 10/25/2054(A) | 4484 | 4491 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl BA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl BA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl BA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2052 | 2154 | 2179 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl DA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl DA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2052 | 1957 | 1977 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-34, Cl BA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-34, Cl BA | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-34, Cl BA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/25/2051 | 1990 | 1990 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO | &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO | &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.453%, 05/25/2029(A) | 9660 | 330 |
| &nbsp;&nbsp;&nbsp;GNMA | &nbsp;&nbsp;&nbsp;GNMA | &nbsp;&nbsp;&nbsp;GNMA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/15/2037 to 02/20/2039 | 73 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2029 to 06/15/2041 | 311 | 322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2038 to 02/15/2041 | 706 | 734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2039 to 04/15/2041 | 283 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/20/2049 | 1024 | 1013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2041 to 08/15/2041 | 41 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2046 | 1402 | 1310 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2003-86, Cl ZD | &nbsp;&nbsp;&nbsp;GNMA, Ser 2003-86, Cl ZD | &nbsp;&nbsp;&nbsp;GNMA, Ser 2003-86, Cl ZD |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/20/2033 | 1241 | 1247 |

---

---

| | | |
|:---|:---|:---|
| 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 2010-26, Cl JI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-26, Cl JI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-26, Cl JI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/16/2040 | $967 | $190 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/20/2040 | 456 | 93 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-68, Cl WA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-68, Cl WA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-68, Cl WA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/16/2039 | 395 | 388 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2042 | 1384 | 194 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-143, Cl XK | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-143, Cl XK | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-143, Cl XK |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/16/2027 | 803 | 790 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-26, Cl GJ | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-26, Cl GJ | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-26, Cl GJ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2027 | 729 | 721 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-30, Cl AB | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-30, Cl AB | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-30, Cl AB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 297 | 293 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-34, Cl KA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-34, Cl KA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-34, Cl KA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 315 | 311 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-36, Cl AB | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-36, Cl AB | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-36, Cl AB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/20/2040 | 107 | 107 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-38, Cl GE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-38, Cl GE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-38, Cl GE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 485 | 479 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2040 | 38 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-84, Cl TE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-84, Cl TE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-84, Cl TE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/20/2042 | 851 | 807 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-129, Cl AF | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-129, Cl AF | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-129, Cl AF |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.546%, TSFR1M + 0.514%,<br> 10/20/2039(A) | 2307 | 2296 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-136, Cl AB | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-136, Cl AB | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-136, Cl AB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/20/2027 | 312 | 311 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-157, Cl AE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-157, Cl AE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-157, Cl AE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/16/2028 | 3747 | 3682 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-164, Cl CE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-164, Cl CE | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-164, Cl CE |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/16/2028 | 1892 | 1855 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-166, Cl DA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-166, Cl DA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-166, Cl DA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2040 | 171 | 169 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/16/2043 | 265 | 35 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-51, Cl IB, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-51, Cl IB, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-51, Cl IB, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2027 | 51 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-129, Cl BA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-129, Cl BA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-129, Cl BA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 1349 | 1314 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-139, Cl KA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-139, Cl KA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-139, Cl KA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 1260 | 1228 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl DG | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl DG | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl DG |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/16/2029 | 2203 | 2162 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-146, Cl GH | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-146, Cl GH | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-146, Cl GH |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 1981 | 1918 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-149, Cl EA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-149, Cl EA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-149, Cl EA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2029 | 473 | 463 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-158, Cl A | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-158, Cl A | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-158, Cl A |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2029 | 1209 | 1176 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-4, Cl BI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-4, Cl BI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-4, Cl BI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/20/2044 | 111 | 22 |

---

18 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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 2014-55, Cl LB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2040 | $88 | $85 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-56, Cl BP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/16/2039 | 628 | 599 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-119, Cl ND |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2044 | 1089 | 1045 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-126, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/16/2027 | 10 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-126, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/16/2026 | 4 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-132, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/20/2045 | 692 | 136 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-165, Cl I, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2043 | 483 | 75 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-40, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/20/2044 | 290 | 284 |
| &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 2016-167, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/20/2039 | 632 | 47 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-23, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2042 | 264 | 8 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-42, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/20/2046 | 631 | 73 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-49, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/16/2045 | 950 | 170 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-81, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/16/2045 | 962 | 891 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-91, Cl TJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/20/2046 | 4728 | 4238 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-99, Cl LI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/20/2029 | 85 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-107, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2047 | 763 | 123 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/16/2047 | 168 | 36 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2047 | 205 | 41 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/16/2047 | 595 | 79 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/20/2047 | 399 | 58 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/20/2040 | 744 | 118 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-95, Cl PG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2045 | 331 | 317 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-127, Cl PB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2047 | 1105 | 1049 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-6, Cl CM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2046 | 3726 | 3471 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-72, Cl ID, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/20/2045 | 2005 | 377 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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 2019-132, Cl NA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/20/2049 | $| 2162 | $| 2042 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2048 |  | 1240 |  | 186 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-5, Cl JI, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/16/2044 |  | 1715 |  | 265 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-17, Cl EI, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2050 |  | 1469 |  | 309 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-47, Cl AC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/16/2050 |  | 3177 |  | 2597 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-215, Cl KA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2049 |  | 2648 |  | 2379 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-124, Cl HA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/20/2048 |  | 1332 |  | 1311 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-34, Cl QJ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/20/2052 |  | 2238 |  | 2105 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-75, Cl DA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/20/2047 |  | 3705 |  | 3685 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-76, Cl GA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2052 |  | 4037 |  | 3969 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-87, Cl CA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2036 |  | 8748 |  | 8280 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2023-112, Cl NA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/20/2052 |  | 919 |  | 943 |
| &nbsp;&nbsp;&nbsp;Seasoned Loans Structured Transaction Trust, Ser 2023-1, Cl A12 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2033(B) |  | 15840 |  | 15594 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $430,383) ($ Thousands) |  |  |  | 432928 |
| **U.S. TREASURY OBLIGATIONS — 19.7%** | **U.S. TREASURY OBLIGATIONS — 19.7%** | **U.S. TREASURY OBLIGATIONS — 19.7%** | **U.S. TREASURY OBLIGATIONS — 19.7%** | **U.S. TREASURY OBLIGATIONS — 19.7%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/15/2026 (C) |  | 6875 |  | 6923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2028 |  | 23775 |  | 23857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/31/2027 |  | 47275 |  | 47286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/15/2028 |  | 11775 |  | 11783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 10/31/2026 |  | 27275 |  | 26585 |
| Total U.S. Treasury Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $116,301) ($ Thousands) |  |  |  | 116434 |

---

SEI Daily Income Trust 19

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 2025

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **REPURCHASE AGREEMENTS(D) — 3.3%** | **REPURCHASE AGREEMENTS(D) — 3.3%** | **REPURCHASE AGREEMENTS(D) — 3.3%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $9,703,347 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $8,401,891, 2.000% - 7.500%, 09/01/2025 – 11/01/2055; with a total market value $9,894,000) | $9700 | $9700 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank | &nbsp;&nbsp;&nbsp;Deutsche Bank | &nbsp;&nbsp;&nbsp;Deutsche Bank |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.160%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $9,803,397 (collateralized by a U.S. Government obligation, par value $10,318,938, 5.500%, 05/01/2055; with total market value $9,996,000) | 9800 | 9800 |
| Total Repurchase Agreements |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $19,500) ($ Thousands) |  | 19500 |
| Total Investments in Securities — 96.3% | Total Investments in Securities — 96.3% | Total Investments in Securities — 96.3% |
| &nbsp;&nbsp;&nbsp;(Cost $566,184) ($ Thousands) |  | $568862 |

---

A list of the open futures contracts held by the Fund at October 31, 2025, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation (Depreciation)(Thousands)** |
| Long Contracts | Long Contracts | Long Contracts | Long Contracts | Long Contracts | Long Contracts |
| &nbsp;&nbsp;&nbsp;U.S. 2-Year Treasury Note | 958 | Dec-2025 | $199560 | $199496 | $(64) |
| &nbsp;&nbsp;&nbsp;U.S. Long Treasury Bond | 2 | Dec-2025 | 228 | 234 | 6 |
|  |  |  | 199788 | 199730 | (58) |
| Short Contracts | Short Contracts | Short Contracts | Short Contracts | Short Contracts | Short Contracts |
| &nbsp;&nbsp;&nbsp;U.S. 5-Year Treasury Note | (300) | Dec-2025 | $(32763) | $(32763) | $– |
| &nbsp;&nbsp;&nbsp;U.S. 10-Year Treasury Note | (248) | Dec-2025 | (27850) | (27942) | (92) |
| &nbsp;&nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (216) | Dec-2025 | (24591) | (24945) | (354) |
|  |  |  | (85204) | (85650) | (446) |
|  |  |  | $114584 | $114080 | $(504) |

---

Percentages are based on Net Assets of $590,466 ($ Thousands).

&nbsp;&nbsp;&nbsp;&nbsp;(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.

&nbsp;&nbsp;&nbsp;&nbsp;(B) Security,
or a portion thereof, 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 October 31, 2025, the value of these securities amounted
to $15,594 ($ Thousands), representing 2.6% of the Net Assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(C) Security,
or a portion thereof, has been pledged as collateral on open futures contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(D) Tri-Party
Repurchase Agreement.

See "Glossary" for abbreviations.

20 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 2025

**GNMA Fund**

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 98.1%** | **MORTGAGE-BACKED SECURITIES — 98.1%** | **MORTGAGE-BACKED SECURITIES — 98.1%** |
| **Agency Mortgage-Backed Obligations — 98.1%** | **Agency Mortgage-Backed Obligations — 98.1%** | **Agency Mortgage-Backed Obligations — 98.1%** |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.727%, 06/25/2027(A) | $1518 | $14 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.640%, 04/25/2030(A) | 558 | 33 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.412%, 07/25/2030(A) | 683 | 37 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.765%, 12/25/2030(A) | 1009 | 33 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.470%, 02/25/2036(A) | 598 | 20 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.608%, 10/25/2026(A) | 1855 | 8 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2026 | 11 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4166, Cl PI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4166, Cl PI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4166, Cl PI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2041 | 21 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4176, Cl KI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4176, Cl KI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4176, Cl KI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2028 | 10 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 38 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4182, Cl IE, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4182, Cl IE, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4182, Cl IE, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 44 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4199, Cl QI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4199, Cl QI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4199, Cl QI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2028 | 59 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2030 | 109 | 6 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4624, Cl BI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4624, Cl BI, IO | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4624, Cl BI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2036 | 84 | 15 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4731, Cl LB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4731, Cl LB | &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4731, Cl LB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/15/2047 | 167 | 132 |
| &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, <br> Ser 2019-3, Cl MT | &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, <br> Ser 2019-3, Cl MT | &nbsp;&nbsp;&nbsp;FHLMC Seasoned Credit Risk Transfer Trust, <br> Ser 2019-3, Cl MT |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2058 | 159 | 143 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2014-324, Cl C18, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2014-324, Cl C18, IO | &nbsp;&nbsp;&nbsp;FHLMC, Ser 2014-324, Cl C18, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2033 | 146 | 12 |
| &nbsp;&nbsp;&nbsp;FNMA | &nbsp;&nbsp;&nbsp;FNMA | &nbsp;&nbsp;&nbsp;FNMA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 03/01/2027 to 09/01/2028 | 2 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/01/2032 | 11 | 11 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO | &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2027 | 2 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-126, Cl NI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-126, Cl NI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-126, Cl NI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/25/2040 | 87 | 10 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2027 | 5 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2027 | 34 | 1 |

---

---

| | | |
|:---|:---|:---|
| 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 2012-98, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/25/2042 | $41 | $2 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2014-68, Cl ID, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2034 | 118 | 4 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-21, Cl WI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.632%, 04/25/2055(A) | 64 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2031 | 1 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2046 | 45 | 8 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-110, Cl PB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-110, Cl PB | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-110, Cl PB |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2057 | 79 | 60 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2057 | 183 | 177 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-25, Cl AL | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-25, Cl AL | &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-25, Cl AL |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2048 | 49 | 45 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO | &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO | &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.453%, 05/25/2029(A) | 893 | 31 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-M2, Cl X, IO | &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-M2, Cl X, IO | &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-M2, Cl X, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.303%, 01/25/2030(A) | 726 | 6 |
| &nbsp;&nbsp;&nbsp;GNMA | &nbsp;&nbsp;&nbsp;GNMA | &nbsp;&nbsp;&nbsp;GNMA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/15/2027 to 03/15/2032 | 21 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/15/2027 to 10/15/2035 | 19 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2027 to 10/15/2038 | 87 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2028 to 11/15/2034 | 62 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2037 to 10/20/2055 | 1136 | 1157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2033 to 01/20/2045 | 652 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2033 to 08/20/2049 | 1103 | 1101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2040 to 09/20/2048 | 1001 | 968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2042 to 08/15/2042 | 520 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2041 to 02/20/2049 | 1203 | 1113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/20/2045 to 12/20/2050 | 1147 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2045 to 05/20/2051 | 1639 | 1426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/20/2050 | 866 | 721 |
| &nbsp;&nbsp;&nbsp;GNMA TBA | &nbsp;&nbsp;&nbsp;GNMA TBA | &nbsp;&nbsp;&nbsp;GNMA TBA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2055 - 12/15/2055 | 1465 | 1353 |
| &nbsp;&nbsp;&nbsp;GNMA TBA | &nbsp;&nbsp;&nbsp;GNMA TBA | &nbsp;&nbsp;&nbsp;GNMA TBA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/15/2055 - 12/15/2055 | (1528) | (1405) |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/20/2040 | 205 | 42 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2042 | 169 | 24 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2040 | 25 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-149, Cl LZ | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-149, Cl LZ | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-149, Cl LZ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2043 | 53 | 45 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-169, Cl ZK | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-169, Cl ZK | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-169, Cl ZK |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/20/2043 | 59 | 52 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/16/2043 | 173 | 23 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-99, Cl AX | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-99, Cl AX | &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-99, Cl AX |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/20/2043(B) | 47 | 43 |

---

SEI Daily Income Trust 21

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 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 2014-122, Cl IP, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/16/2029 | $62 | $2 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/16/2029 | 23 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-21, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/16/2026 | 5 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-18, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/16/2030 | 40 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-24, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2045 | 108 | 17 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-62, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2045 | 117 | 26 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-84, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/16/2042 | 179 | 27 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-126, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2028 | 42 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-136, Cl PJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/20/2046 | 357 | 303 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-161, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/16/2046 | 80 | 11 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-167, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/20/2039 | 164 | 12 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-23, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2042 | 172 | 5 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-42, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/20/2046 | 168 | 20 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-49, Cl PZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/16/2045 | 258 | 193 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-99, Cl LI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/20/2029 | 35 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-107, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2047 | 258 | 42 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-130, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/20/2040 | 115 | 20 |

---

---

| | | |
|:---|:---|:---|
| 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 2017-134, Cl BI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl BI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl BI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/16/2047 | 76 | $16 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl CG | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl CG | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl CG |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2047 | 80 | 69 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-163, Cl YA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-163, Cl YA | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-163, Cl YA |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/20/2047 | 225 | 191 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-182, Cl LZ | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-182, Cl LZ | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-182, Cl LZ |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/20/2047 | 158 | 101 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2047 | 132 | 26 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2048 | 106 | 16 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-74, Cl IC, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-74, Cl IC, IO | &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-74, Cl IC, IO |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/20/2035 | 242 | 11 |
| Total Mortgage-Backed Securities | Total Mortgage-Backed Securities | Total Mortgage-Backed Securities |
| &nbsp;&nbsp;&nbsp;(Cost $11,909) ($ Thousands) |  | 10994 |
| **REPURCHASE AGREEMENT(C) — 0.9%** | **REPURCHASE AGREEMENT(C) — 0.9%** | **REPURCHASE AGREEMENT(C) — 0.9%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $100,035 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $95,544, 2.400% - 6.000%, 12/01/2033 – 10/01/2055; with a total market value $102,000) | 100 | 100 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $100) ($ Thousands) |  | 100 |
| Total Investments in Securities — 99.0% | Total Investments in Securities — 99.0% |  |
| &nbsp;&nbsp;&nbsp;(Cost $12,009) ($ Thousands) |  | $11094 |

---

A list of the open futures contracts held by the Fund at October 31, 2025, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation (Depreciation)(Thousands)** |
| Long Contracts | Long Contracts | Long Contracts | Long Contracts | Long Contracts | Long Contracts |
| &nbsp;&nbsp;&nbsp;U.S. 10-Year Treasury Note | 2 | Dec-2025 | $225 | $225 | $– |
| &nbsp;&nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 2 | Dec-2025 | 234 | 243 | 9 |
|  |  |  | 459 | 468 | 9 |
| Short Contracts | Short Contracts | Short Contracts | Short Contracts | Short Contracts | Short Contracts |
| &nbsp;&nbsp;&nbsp;U.S. 5-Year Treasury Note | (1) | Dec-2025 | $(110) | $(110) | $– |
| &nbsp;&nbsp;&nbsp;U.S. Long Treasury Bond | (2) | Dec-2025 | (228) | (234) | (6) |
| &nbsp;&nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (3) | Dec-2025 | (341) | (346) | (5) |
|  |  |  | (679) | (690) | (11) |
|  |  |  | $(220) | $(222) | $(2) |

---

22 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

October 31, 2025

**GNMA Fund** (Concluded)

Percentages are based on Net Assets of $11,205 ($ Thousands).

&nbsp;&nbsp;&nbsp;&nbsp;(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.

&nbsp;&nbsp;&nbsp;&nbsp;(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.

&nbsp;&nbsp;&nbsp;&nbsp;(C) Tri-Party
Repurchase Agreement.

See "Glossary" for abbreviations.

SEI Daily Income Trust 23

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

**Portfolio Abbreviations** 

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

H15T1Y — US Treasury Yield Curve Rate T Note Constant Maturity 1 Year

IO — Interest Only — face amount represents notional amount

MTN — Medium Term Note

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

SOFRRATE — Secured Overnight Financing Rate

TBA — To Be Announced

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

24 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 Ultra Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000008266

- **c. LEI of Series:** QHE4BC1KQ4QI4DLFWQ86

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $200873367.64

**Total Liabilities:** $2699665.62

**Net Assets:** $198173702.02

**Cash Not Reported:** $849295.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1829.79966278 | **1-Year:** -10626.57882200 | **5-Year:** -4972.24423564 | **10-Year:** -1340.81710061 | **30-Year:** -150.35347234

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

- **3-Month:** -87.86712775 | **1-Year:** -1099.02695540 | **5-Year:** -1921.65662436 | **10-Year:** -255.59493479 | **30-Year:** -13.74492786

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158211 | 0.36%                | 0.37%                | 0.57%                |
| Class ID C000022551 | 0.35%                | 0.36%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15930.65                | $-116019.48                                |
| Month 2  | $23370.39                | $84495.11                                  |
| Month 3  | $6878.77                 | $441581.44                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Swedbank AB                                            | SWEDBANK AB 144A 6.136000% 09/12/2026                                            | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |    375000 | PA      | $381293.19    | 0.19%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                            | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                             | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263340.98    | 0.13%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.750000% 05/24/2026          | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251666.98    | 0.13%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2025-SFR5 TRUST STAR 2025-SFR5 A                                            | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284624 | PA      | $284802.25    | 0.14%             | 2042-02-17      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A2A                                  | CUSIP: 891943AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61704 | PA      | $61731.11     | 0.03%             | 2027-02-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                  | NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028                     | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1218600.10   | 0.61%             | 2028-02-04      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 WLAKE 2025-P1 A4                   | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $404698.84    | 0.20%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                             | CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1                                           | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    143078 | PA      | $122108.19    | 0.06%             | 2056-03-25      | Floating      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-47 HA                          | CUSIP: 38385DC79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    841977 | PA      | $843729.53    | 0.43%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A2              | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    540000 | PA      | $541034.69    | 0.27%             | 2028-05-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2015-57 CA                                                 | CUSIP: 3136APZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129228 | PA      | $127618.41    | 0.06%             | 2034-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                      | PALMER SQUARE CLO 2021-3 LTD PLMRS 2021-3A A1R                                   | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500934.00    | 0.25%             | 2038-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                               | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1                                   | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12256 | PA      | $11961.69     | 0.01%             | 2059-12-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A B                           | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    200602 | PA      | $202073.87    | 0.10%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                 | CHASE AUTO OWNER TRUST 2024-3 CHAOT 2024-3A A2                                   | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95833 | PA      | $95990.37     | 0.05%             | 2027-09-27      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                           | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                               | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34066 | PA      | $33508.68     | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                     | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1                         | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10286 | PA      | $9959.99      | 0.01%             | 2059-11-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN AZ4793                                                        | CUSIP: 3138YWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47715 | PA      | $46786.08     | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1 PILOT 2024-1A A3                     | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501953.30    | 0.25%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                        | TOYOTA MOTOR CREDIT CORP 4.500000% 05/14/2027                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353231.64    | 0.18%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3              | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    259688 | PA      | $261693.24    | 0.13%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 M1                       | CUSIP: 35564NBX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    139359 | PA      | $139488.64    | 0.07%             | 2044-03-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                        | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A              | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    555000 | PA      | $555687.48    | 0.28%             | 2039-12-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2023-A MMAF 2023-A A2                                 | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34495 | PA      | $34545.91     | 0.02%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A3                             | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $244788.34    | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A2                                     | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       280 | PA      | $280.09       | 0.00%             | 2026-11-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2024-SFR4 TRUST STAR 2024-SFR4 B                                            | CUSIP: 85520AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175546.88    | 0.09%             | 2041-10-17      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3               | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    714962 | PA      | $720011.10    | 0.36%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                   | DTE ELECTRIC CO 4.250000% 05/14/2027                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160981.04    | 0.08%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO, LTD.                                | KKR CLO 21 LTD KKR 21 A                                                          | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    102654 | PA      | $102648.29    | 0.05%             | 2031-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD               | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-1 LTD CGMS 2015-1A AR3                 | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     70647 | PA      | $70664.41     | 0.04%             | 2031-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST VZMT 2024-6 B                                               | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $486278.70    | 0.25%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2018-3 MCMLT 2018-3 A1                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     97536 | PA      | $96286.44     | 0.05%             | 2058-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                   | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215000 | PA      | $214845.20    | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1                   | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     23934 | PA      | $23364.88     | 0.01%             | 2060-05-24      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST         | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2                | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56583 | PA      | $56815.31     | 0.03%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-177 LA                         | CUSIP: 38383UB82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    767333 | PA      | $759411.32    | 0.38%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113208 | PA      | $105839.95    | 0.05%             | 2064-02-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A1                              | CUSIP: 29375TAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64099 | PA      | $64141.00     | 0.03%             | 2026-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104293 | PA      | $104524.25    | 0.05%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                     | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     67081 | PA      | $67470.71     | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2013-2 LTD INGIM 2013-2A A1R                                            | CUSIP: 92916WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28965 | PA      | $28966.44     | 0.01%             | 2031-04-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1                        | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    173757 | PA      | $152486.65    | 0.08%             | 2056-11-25      | Floating      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                  | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1 ODART 2019-1A A                     | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13108 | PA      | $13100.12     | 0.01%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2025-P3 CRVNA 2025-P3 A2                          | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $499558.00    | 0.25%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2017-81 YA                                                 | CUSIP: 3136AX3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    371350 | PA      | $359547.95    | 0.18%             | 2046-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2021-4 A4               | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    293605 | PA      | $292529.10    | 0.15%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2021-A MMAF 2021-A A3                                 | CUSIP: 55317JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4741 | PA      | $4724.64      | 0.00%             | 2028-06-13      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 493805                                                        | CUSIP: 31382VR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1326 | PA      | $1329.46      | 0.00%             | 2029-01-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    142760 | PA      | $143598.34    | 0.07%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A3                              | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $199786.78    | 0.10%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A             | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                       | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1140000 | PA      | $1155189.70   | 0.58%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 2.500000% 02/28/2026                                             | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3025000 | PA      | $3011552.94   | 1.52%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1                    | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    137575 | PA      | $139275.57    | 0.07%             | 2043-04-25      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XXIII APID 2015-23A ARR                                               | CUSIP: 03765YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    448653 | PA      | $448322.43    | 0.23%             | 2033-04-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 2.300000% 09/09/2026                             | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492390.82    | 0.25%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                 | CVS HEALTH CORP 5.000000% 02/20/2026                                             | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275413.11    | 0.14%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG          | PHILADELPHIA PA AUTH FOR INDL PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT  | CUSIP: 71781LAM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $467960.90    | 0.24%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                              | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50900 | PA      | $51225.97     | 0.03%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                        | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                          | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63645 | PA      | $63687.11     | 0.03%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon                            | BANK OF NEW YORK MELLON/THE 4.587000% 04/20/2027                                 | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1092244.44   | 0.55%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A3                                     | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283000 | PA      | $288867.81    | 0.15%             | 2032-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1                    | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     90519 | PA      | $92386.41     | 0.05%             | 2043-01-25      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company     | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027          | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    250000 | PA      | $255073.87    | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                        | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                           | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502296.85    | 0.25%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4479 TA                                                   | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    511998 | PA      | $504779.90    | 0.25%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                | MANUFACTURERS & TRADERS TRUST CO 4.650000% 01/27/2026                            | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460326.49    | 0.23%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                   | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1625777.25   | 0.82%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3                                   | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    213333 | PA      | $213730.97    | 0.11%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4166 PV                                                   | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    721816 | PA      | $714129.86    | 0.36%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-2 LLC EFF 2024-2 A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     82467 | PA      | $82832.29     | 0.04%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                 | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    207076 | PA      | $208770.94    | 0.11%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 5.450000% 06/24/2026                                | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276958.90    | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2025-1 ALLYA 2025-1 A2                               | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185000 | PA      | $184966.81    | 0.09%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| TRK TRUST                                              | TRK 2021-INV1 TRUST TRK 2021-INV1 A1                                             | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115406 | PA      | $104926.81    | 0.05%             | 2056-07-25      | Floating      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2014-5 JPMMT 2014-5 A1                                  | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250044 | PA      | $246156.17    | 0.12%             | 2029-10-25      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST               | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                 | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62290 | PA      | $62397.23     | 0.03%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                    | BMW US CAPITAL LLC 144A 1.250000% 08/12/2026                                     | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $489025.79    | 0.25%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                               | GOLDEN CREDIT CARD TRUST GCCT 2021-1A A                                          | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1595000 | PA      | $1559238.66   | 0.79%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-2 CCG 2025-2 A2                                       | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $205025.79    | 0.10%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 A1A                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105388 | PA      | $104330.78    | 0.05%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV            | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JUW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $377314.35    | 0.19%             | 2026-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN 928005                                                        | CUSIP: 31412LAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1037 | PA      | $1059.78      | 0.00%             | 2027-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                 | WELLS FARGO BANK NA 4.811000% 01/15/2026                                         | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350227.52    | 0.18%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A3                                    | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501466.40    | 0.25%             | 2027-04-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)             | COOPERATIEVE RABOBANK UA/NY 4.372000% 05/27/2027                                 | CUSIP: 21688ABM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $503756.98    | 0.25%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1                                  | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21926 | PA      | $21590.90     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2                        | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     68008 | PA      | $68762.20     | 0.03%             | 2028-10-25      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 MBART 2024-1 A3                      | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    471463 | PA      | $473686.77    | 0.24%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                            | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $498493.60    | 0.25%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                      | CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1                         | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46916 | PA      | $46317.55     | 0.02%             | 2058-02-25      | Floating      | 3.11%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A2A                                  | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70000 | PA      | $70129.16     | 0.04%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                  | GEORGIA POWER CO VARIABLE RATE 09/15/2026                                        | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500176.39    | 0.25%             | 2026-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC GOLD POOL FG G15562                                                  | CUSIP: 3128MEMK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    317660 | PA      | $312136.05    | 0.16%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A3                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $181322.89    | 0.09%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2024-B ARIFL 2024-B A2                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    588998 | PA      | $593097.40    | 0.30%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                         | CARDS II TRUST CARD2 2024-1A A                                                   | CUSIP: 14161GCJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    410000 | PA      | $410509.18    | 0.21%             | 2029-07-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                  | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A A2                           | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $181028.92    | 0.09%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                        | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY     | CUSIP: 64613CEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $597108.86    | 0.30%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.250000% 06/30/2027                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7450000 | PA      | $7405474.63   | 3.74%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                          | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327068.45    | 0.17%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C                     | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    494236 | PA      | $493280.21    | 0.25%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1                                   | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    129467 | PA      | $112758.10    | 0.06%             | 2066-06-25      | Floating      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                               | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A2                                | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215014 | PA      | $215444.13    | 0.11%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                        | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13765 | PA      | $13430.67     | 0.01%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A2                              | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    808636 | PA      | $810956.14    | 0.41%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A2A                 | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    915000 | PA      | $914006.90    | 0.46%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-2 TPMT 2018-2 A1                                  | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51380 | PA      | $50839.83     | 0.03%             | 2058-03-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.625000% 08/31/2027                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2950000 | PA      | $2950691.42   | 1.49%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                | ROYAL BANK OF CANADA MTN 5.069000% 07/23/2027                                    | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1308191.72   | 0.66%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-A VWALT 2025-A A2A                              | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    435000 | PA      | $436559.48    | 0.22%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                  | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.935000% 01/26/2026                  | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    350000 | PA      | $350592.91    | 0.18%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                        | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1                            | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3765 | PA      | $3740.25      | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                         | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    196140 | PA      | $197363.59    | 0.10%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A WOART 2022-A A4                         | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $496474.25    | 0.25%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2021-LGCY BX 2021-LGCY A                                                | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $597562.50    | 0.30%             | 2036-10-15      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 GMALT 2024-3 A3                     | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500369.80    | 0.25%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT FUNDING LLC COLT 2021-3R A1                                                 | CUSIP: 19688DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73360 | PA      | $67710.01     | 0.03%             | 2064-12-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC GOLD POOL FG G18545                                                  | CUSIP: 3128MMTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     37365 | PA      | $36726.44     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN 5.532000% 07/17/2026                               | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1560000 | PA      | $1576022.88   | 0.80%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2025-A A3                | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $477484.35    | 0.24%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                              | BPR TRUST 2021-TY BPR 2021-TY A                                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    960000 | PA      | $959550.05    | 0.48%             | 2038-09-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                | NYCTL 2025-A TRUST NYCTL 2025-A A                                                | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    732000 | PA      | $730367.13    | 0.37%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 0.750000% 08/31/2026                                             | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    675000 | PA      | $658658.94    | 0.33%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                               | HCA INC VARIABLE RATE 03/01/2028                                                 | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    745000 | PA      | $750002.44    | 0.38%             | 2028-03-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 WFCM 2017-C39 ASB                 | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71330 | PA      | $70695.21     | 0.04%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                             | CPS AUTO RECEIVABLES TRUST 2025-C CPS 2025-C B                                   | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $751017.00    | 0.38%             | 2029-12-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WF CARD ISSUANCE TRUST                                 | WF CARD ISSUANCE TRUST WFCIT 2025-A1 A                                           | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $429833.44    | 0.22%             | 2030-05-15      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     67279 | PA      | $60591.95     | 0.03%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I 2017-HR2 MSC 2017-HR2 ASB                               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     85673 | PA      | $85082.74     | 0.04%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                     | NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD NEUB 2021-45A AR                       | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749445.75    | 0.38%             | 2036-10-14      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I TRUST 2019-H6 MSC 2019-H6 A2                            | CUSIP: 61769JAX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17392 | PA      | $17358.65     | 0.01%             | 2052-06-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-B MBALT 2024-B A2A                           | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27726 | PA      | $27739.71     | 0.01%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                   | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    264643 | PA      | $266313.76    | 0.13%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                    | PFS FINANCING CORP PFSFC 2025-A B                                                | CUSIP: 69335PFT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $351650.08    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST HAROT 2023-3 A3                        | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    311850 | PA      | $314155.56    | 0.16%             | 2028-02-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                         | MORGAN STANLEY CAPITAL I TRUST 2018-H3 MSC 2018-H3 ASB                           | CUSIP: 61767YAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50593 | PA      | $50552.71     | 0.03%             | 2051-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                            | NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027                            | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $255096.34    | 0.13%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2025-SFR5 TRUST STAR 2025-SFR5 B                                            | CUSIP: 85520CAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $550687.50    | 0.28%             | 2042-02-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | WELLS FARGO & CO MTN 3.196000% 06/17/2027                                        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1604973.13   | 0.81%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-1A A1                                 | CUSIP: 96328GCE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $362473.27    | 0.18%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                              | KRAFT HEINZ FOODS CO 3.000000% 06/01/2026                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    565000 | PA      | $560806.53    | 0.28%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                             | COOPERATIEVE RABOBANK UA 144A 1.106000% 02/24/2027                               | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |   1250000 | PA      | $1237608.05   | 0.62%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 BD                          | CUSIP: 38383PJL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    870221 | PA      | $835312.79    | 0.42%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 CAS 2024-R03 2M1                    | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     89327 | PA      | $89326.64     | 0.05%             | 2044-03-25      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-3 TPMT 2018-3 A1                                  | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19419 | PA      | $19092.40     | 0.01%             | 2058-05-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1                                 | CUSIP: 81746WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1521 | PA      | $1507.91      | 0.00%             | 2048-08-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING, LLC                               | NYSEG STORM FUNDING LLC 4.713000% 05/01/2029                                     | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $418043.80    | 0.21%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                  | AIR LEASE CORP 2.200000% 01/15/2027                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1052789.75   | 0.53%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 4.623000% 05/09/2029                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253007.82    | 0.13%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2022-N1 CRVNA 2022-N1 A2                          | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     67031 | PA      | $66269.94     | 0.03%             | 2028-12-11      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                  | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    281409 | PA      | $257707.59    | 0.13%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-2 KCOT 2025-2A A2                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100396.36    | 0.05%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association              | MORGAN STANLEY BANK NA 4.754000% 04/21/2026                                      | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250607.34    | 0.13%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                        | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-3A A                                  | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $228720.47    | 0.12%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2025-A CNH 2025-A A2A                                        | CUSIP: 12674BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280010 | PA      | $280401.19    | 0.14%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                         | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI    | CUSIP: 717868JT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $165656.16    | 0.08%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 1.625000% 11/30/2026                                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5025000 | PA      | $4915230.58   | 2.48%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                            | EVERGREEN CREDIT CARD TRUST EVGRN 2025-CRT5 B                                    | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    355000 | PA      | $358891.94    | 0.18%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1                     | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63771 | PA      | $59881.62     | 0.03%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                           | NEW YORK NY CITY OF NEW YORK NY                                                  | CUSIP: 64966SHP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $331274.59    | 0.17%             | 2026-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1                       | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61280 | PA      | $59412.09     | 0.03%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                              | MFA 2021-INV1 TRUST MFRA 2021-INV1 A1                                            | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34261 | PA      | $33312.62     | 0.02%             | 2056-01-25      | Floating      | 0.85%                 | Yes           |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1                       | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25749 | PA      | $24754.10     | 0.01%             | 2065-05-25      | Floating      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2021-SJ1 TPMT 2021-SJ1 A1                              | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    274737 | PA      | $265606.53    | 0.13%             | 2068-07-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                     | ORACLE CORP 1.650000% 03/25/2026                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1079361.21   | 0.54%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                             | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A2                               | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $290174.90    | 0.15%             | 2028-07-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                             | MADISON PARK FUNDING XXX LTD MDPK 2018-30A A1R                                   | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $877591.75    | 0.44%             | 2037-07-16      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                           | METLIFE SECURITIZATION TRUST MST 2017-1A A                                       | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     35489 | PA      | $34221.81     | 0.02%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-1 KCOT 2025-1A A2                                 | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501765.75    | 0.25%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                     | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A B                  | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    427389 | PA      | $434070.99    | 0.22%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A C                           | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    180202 | PA      | $181477.77    | 0.09%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3                         | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    158266 | PA      | $158940.71    | 0.08%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 STACR 2024-DNA2 A1                       | CUSIP: 35564NCW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    172288 | PA      | $173096.37    | 0.09%             | 2044-05-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1                        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    203914 | PA      | $177538.80    | 0.09%             | 2056-06-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-A FORDO 2025-A A2A                             | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    439570 | PA      | $440468.99    | 0.22%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC              | DUKE ENERGY PROGRESS NC STORM FUNDING LLC 1.295000% 07/01/2028                   | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418894 | PA      | $401571.08    | 0.20%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A4                     | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620000 | PA      | $621763.65    | 0.31%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                               | STATE STREET CORP VARIABLE RATE 10/22/2027                                       | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426169.80    | 0.22%             | 2027-10-22      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                            | ONEOK INC 5.550000% 11/01/2026                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1442108.09   | 0.73%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                 | PNC FINANCIAL SERVICES GROUP INC/THE 5.300000% 01/21/2028                        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91194.16     | 0.05%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026                           | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    425000 | PA      | $426184.40    | 0.22%             | 2026-09-10      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                  | SOLVENTUM CORP 5.450000% 02/25/2027                                              | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70018.30     | 0.04%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA2474                                                        | CUSIP: 31418BXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210006 | PA      | $205832.83    | 0.10%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                          | GOLDMAN SACHS GROUP INC/THE 3.814000% 04/23/2029                                 | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495176.24    | 0.25%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2024-A A4                | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $480555.08    | 0.24%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA 144A 5.203000% 01/18/2027                                                | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $303634.99    | 0.15%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                            | AGL CLO 14 LTD AGL 2021-14A AR                                                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500340.50    | 0.25%             | 2034-12-02      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST HAROT 2025-3 A2A                       | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $380596.26    | 0.19%             | 2028-03-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                         | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SCLP 2025-1 A                            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    488484 | PA      | $489309.53    | 0.25%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | STANDARD CHARTERED PLC 144A 6.170000% 01/09/2027                                 | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    350000 | PA      | $350959.75    | 0.18%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY 5.050000% 01/28/2027                                              | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275402.98    | 0.14%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                        | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $425132.81    | 0.21%             | 2040-10-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                  | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    199297 | PA      | $200508.58    | 0.10%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN 0.750000% 01/06/2026                               | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $496994.79    | 0.25%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                            | PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025                                 | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799018.27    | 0.40%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                            | ELMWOOD CLO 15 LTD ELM15 2022-2A A1R                                             | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499455.50    | 0.25%             | 2035-04-22      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST                         | WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A B                                  | CUSIP: 96043GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830000 | PA      | $832956.13    | 0.42%             | 2028-02-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                       | FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A                          | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121513 | PA      | $122502.11    | 0.06%             | 2028-10-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                   | UBS AG/LONDON 1.250000% 06/01/2026                                               | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |    500000 | PA      | $491678.78    | 0.25%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1025000 | PA      | $1037997.21   | 0.52%             | 2041-12-25      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                            | VFI ABS 2023-1 LLC VFI 2023-1A A                                                 | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     24566 | PA      | $24667.67     | 0.01%             | 2029-03-26      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST NAROT 2022-A A4                       | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    449207 | PA      | $446586.67    | 0.23%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                              | FHF TRUST 2022-1 FHF 2022-1A A                                                   | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     24989 | PA      | $24982.59     | 0.01%             | 2028-01-18      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                   | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                   | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96929 | PA      | $98332.83     | 0.05%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A3                              | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172506 | PA      | $172881.88    | 0.09%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                 | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                        | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    122700 | PA      | $123381.28    | 0.06%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2025-GW BX 2025-GW A                                                    | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $725906.25    | 0.37%             | 2042-07-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2023-A MBALT 2023-A A3                            | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73884 | PA      | $73899.50     | 0.04%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 144A 5.500000% 12/02/2025                | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300297.59    | 0.15%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2025-1 LTD BCC 2025-1A A1                                | CUSIP: 05686CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999733.00    | 0.50%             | 2038-04-23      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                         | ELEMENT FLEET MANAGEMENT CORP 144A 5.643000% 03/13/2027                          | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    290000 | PA      | $295322.57    | 0.15%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A1                                   | CUSIP: 14320AAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2398 | PA      | $2398.09      | 0.00%             | 2026-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2                                       | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62648 | PA      | $62945.43     | 0.03%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3                                   | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1385000 | PA      | $1399730.58   | 0.71%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42423 | PA      | $42755.05     | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                      | GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2                         | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     60903 | PA      | $61269.93     | 0.03%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                              | ARES CAPITAL CORP 7.000000% 01/15/2027                                           | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256761.38    | 0.13%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                     | AQUA FINANCE TRUST 2021-A AQFIT 2021-A A                                         | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62012 | PA      | $57152.32     | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027                                    | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1535000 | PA      | $1513751.50   | 0.76%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                              | ELM TRUST 2024-ELM ELM 2024-ELM A15                                              | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $488434.14    | 0.25%             | 2039-06-10      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                        | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                             | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |   1275000 | PA      | $1254164.09   | 0.63%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145527 | PA      | $142131.52    | 0.07%             | 2069-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A2A                       | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190476 | PA      | $190838.76    | 0.10%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2                        | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     23858 | PA      | $23910.71     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2018-4 MCMLT 2018-4 A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    477728 | PA      | $469468.46    | 0.24%             | 2066-04-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                       | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                             | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54119 | PA      | $51054.19     | 0.03%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI FLOORPLAN MASTER OWNER TRUST                   | HYUNDAI FLOORPLAN MASTER OWNER TRUST HFMOT 2025-1A A                             | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $289862.83    | 0.15%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58192 | PA      | $55492.21     | 0.03%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                        | SREIT TRUST 2021-MFP SREIT 2021-MFP B                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    398450 | PA      | $397827.13    | 0.20%             | 2038-11-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 3.750000% 08/31/2026                                             | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $1999578.12   | 1.01%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2022-4 LLC EFF 2022-4 A2                              | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     38201 | PA      | $38381.64     | 0.02%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2021-4 LTD BCC 2021-4A A1R                               | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250110.75    | 0.13%             | 2034-10-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        33 | NC      | $6871992.19   | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                              | COREBRIDGE GLOBAL FUNDING 144A 5.750000% 07/02/2026                              | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    579000 | PA      | $585114.51    | 0.30%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | MITSUBISHI UFJ FINANCIAL GROUP INC 3.850000% 03/01/2026                          | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $499677.19    | 0.25%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2019-3 BA                                                  | CUSIP: 3136B3G61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    914896 | PA      | $881571.04    | 0.44%             | 2049-02-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2012-137 UE                                                | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55129 | PA      | $52991.25     | 0.03%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                            | SCCU AUTO RECEIVABLES TRUST 2025-1 SCCU 2025-1A A2                               | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130000 | PA      | $130284.22    | 0.07%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                        | CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST CSAIL 2018-C14 ASB                      | CUSIP: 12596GBA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79382 | PA      | $79147.09     | 0.04%             | 2051-11-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                | DUKE ENERGY CORP 5.000000% 12/08/2025                                            | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500280.46    | 0.25%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                          | BARINGS EQUIPMENT FINANCE LLC 2025-B MMAF 2025-B A2                              | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135000 | PA      | $134893.19    | 0.07%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                          | BROADCOM INC 3.459000% 09/15/2026                                                | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1000609.27   | 0.50%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                              | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A2                                  | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63791 | PA      | $63962.66     | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                        | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A2A                         | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79121 | PA      | $79288.11     | 0.04%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 A3                                   | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    196615 | PA      | $197210.23    | 0.10%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3                                    | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    470614 | PA      | $471454.69    | 0.24%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-2 BMWLT 2025-2 A3                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $319808.10    | 0.16%             | 2028-09-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.875000% 07/31/2026                | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $477856.07    | 0.24%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A A                         | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $697119.65    | 0.35%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2022-B FORDO 2022-B A4                              | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200691 | PA      | $200637.86    | 0.10%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 5.080000% 01/20/2027                                        | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275401.38    | 0.14%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3              | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $532917.17    | 0.27%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORPORATION                                    | STRYKER CORP 4.550000% 02/10/2027                                                | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301888.59    | 0.15%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                 | JOHN DEERE OWNER TRUST 2025-B JDOT 2025-B A2A                                    | CUSIP: 47800UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175507.97    | 0.09%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                     | SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026                               | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1067568.57   | 0.54%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                 | PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027                        | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178942.98    | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                      | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 CAALT 2023-3A A                         | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    432938 | PA      | $435173.47    | 0.22%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2                                 | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194189 | PA      | $194737.69    | 0.10%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1                        | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155955 | PA      | $134547.15    | 0.07%             | 2056-09-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2022-3 LLC EFF 2022-3 A2                              | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6531 | PA      | $6532.55      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                          | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC B                            | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    536000 | PA      | $535832.50    | 0.27%             | 2038-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 B                                    | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $480582.68    | 0.24%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                   | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                     | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $725318.28    | 0.37%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                     | BANK OF MONTREAL MTN VARIABLE RATE 09/15/2026                                    | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    675000 | PA      | $676382.54    | 0.34%             | 2026-09-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7988 | PA      | $7934.13      | 0.00%             | 2062-05-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                              | O'REILLY AUTOMOTIVE INC 5.750000% 11/20/2026                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213387.72    | 0.11%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    266428 | PA      | $266263.24    | 0.13%             | 2036-09-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-B WOART 2022-B A4                         | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $498262.30    | 0.25%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                               | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD NEUB 2017-25A AR2                      | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751185.00    | 0.38%             | 2038-07-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A4                                   | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251558.65    | 0.13%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026                                  | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    445000 | PA      | $446719.01    | 0.23%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST NAROT 2023-B A3                       | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    339908 | PA      | $342394.03    | 0.17%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                          | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                       | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64184 | PA      | $61655.42     | 0.03%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                          | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP NYC 2025-3BP A                            | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $780093.75    | 0.39%             | 2042-02-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                 | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026                      | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55619.93     | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-A B                | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     44191 | PA      | $44262.61     | 0.02%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2024-1 PFAST 2024-1A A3              | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $421525.15    | 0.21%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2A                       | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140000 | PA      | $140115.71    | 0.07%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | WELLS FARGO & CO 6.303000% 10/23/2029                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $476027.13    | 0.24%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2022-LBA6 BX 2022-LBA6 A                                                | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $623812.38    | 0.31%             | 2039-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                             | JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2                            | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49467 | PA      | $48610.53     | 0.02%             | 2046-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502136.10    | 0.25%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | CREDIT AGRICOLE SA 144A 1.247000% 01/26/2027                                     | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   1070000 | PA      | $1061778.27   | 0.54%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                    | PFS FINANCING CORP PFSFC 2025-B A                                                | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $207817.17    | 0.10%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                          | FORD MOTOR CREDIT CO LLC MTN 4.389000% 01/08/2026                                | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1218992.07   | 0.62%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                         | COMMONWEALTH BANK OF AUSTRALIA 144A VARIABLE RATE 06/15/2026                     | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |    425000 | PA      | $425473.29    | 0.21%             | 2026-06-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                         | CITIGROUP INC 3.887000% 01/10/2028                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1290001.74   | 0.65%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1                                 | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57535 | PA      | $52020.12     | 0.03%             | 2054-07-27      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2                      | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    364240 | PA      | $368170.18    | 0.19%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $373428.01    | 0.19%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                       | PRINCIPAL LIFE GLOBAL FUNDING II 144A 3.000000% 04/18/2026                       | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497482.61    | 0.25%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2024-C CNH 2024-C A2A                                        | CUSIP: 18978GAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    169376 | PA      | $169470.15    | 0.09%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                               | BX 2021-MFM1 BX 2021-MFM1 B                                                      | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    315826 | PA      | $315635.91    | 0.16%             | 2034-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                   | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    197322 | PA      | $167497.96    | 0.08%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                              | RWJ BARNABAS HEALTH INC 2.954000% 07/01/2026                                     | CUSIP: 78349AAA1<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310925.40    | 0.16%             | 2026-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1                     | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     28351 | PA      | $27636.89     | 0.01%             | 2060-03-25      | Floating      | 0.97%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2025-A ARIFL 2025-A A2                                     | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445000 | PA      | $445820.14    | 0.22%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA3098                                                        | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169836 | PA      | $167602.73    | 0.08%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    143605 | PA      | $144637.20    | 0.07%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    402000 | PA      | $402996.35    | 0.20%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A2A                    | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175193.76    | 0.09%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                        | SREIT TRUST 2021-MFP SREIT 2021-MFP A                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     83884 | PA      | $83753.08     | 0.04%             | 2038-11-15      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1                       | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    142998 | PA      | $139399.63    | 0.07%             | 2057-08-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                        | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-1A A                                  | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    980000 | PA      | $984779.75    | 0.50%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST             | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP7 ASB            | CUSIP: 465968AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    158094 | PA      | $156663.91    | 0.08%             | 2050-09-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PARAGON MORTGAGES PLC                                  | PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C                                        | CUSIP: 69913BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | GB        |     28527 | PA      | $28341.09     | 0.01%             | 2038-11-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A                      | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     39410 | PA      | $39471.12     | 0.02%             | 2042-02-25      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                            | TRUIST BANK 4.671000% 05/20/2027                                                 | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1788758.94   | 0.90%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/26/2025                                               | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1043955.63   | 0.53%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 0.750000% 05/31/2026                                             | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    350000 | PA      | $343977.54    | 0.17%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                     | BSPRT 2022-FL8 ISSUER LTD BSPRT 2022-FL8 A                                       | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    105062 | PA      | $105113.65    | 0.05%             | 2037-02-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                             | STAR 2024-SFR4 TRUST STAR 2024-SFR4 A                                            | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    483930 | PA      | $485744.27    | 0.25%             | 2041-10-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                        | PALMER SQUARE LOAN FUNDING 2024-1 LTD PSTAT 2024-1A A1                           | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    359156 | PA      | $359219.62    | 0.18%             | 2032-10-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST          | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-4 A3               | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    730000 | PA      | $731541.61    | 0.37%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 ASB                 | CUSIP: 95000DBE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         5 | PA      | $4.57         | 0.00%             | 2049-06-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-1 CCG 2025-1 A2                                       | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100339.79    | 0.05%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A B                         | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $99718.92     | 0.05%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 144A 5.349000% 07/09/2027                                  | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274366.50    | 0.14%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                 | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.900000% 11/03/2027                     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464792.35    | 0.23%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                         | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                     | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302120.88    | 0.15%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                       | PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027                       | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237470.87    | 0.12%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                   | VERIZON MASTER TRUST VZMT 2024-3 A1A                                             | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $764502.45    | 0.39%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 WFCM 2017-C41 ASB                 | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    117652 | PA      | $116678.10    | 0.06%             | 2050-11-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A3                               | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    270000 | PA      | $270232.63    | 0.14%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-1 VFET 2025-1A A2                      | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75000 | PA      | $75117.13     | 0.04%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC NON GOLD POOL FH 846789                                              | CUSIP: 3128HDRJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       421 | PA      | $419.73       | 0.00%             | 2030-02-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2021-STOR MHP 2021-STOR A                                                    | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155000 | PA      | $154646.34    | 0.08%             | 2038-07-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN 4.550000% 07/09/2027                             | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1204872.78   | 0.61%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1                       | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     55293 | PA      | $49200.33     | 0.02%             | 2066-04-25      | Floating      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                | MANUFACTURERS & TRADERS TRUST CO 5.400000% 11/21/2025                            | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300085.12    | 0.15%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                       | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 OMFIT 2022-S1 A                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    318083 | PA      | $317782.20    | 0.16%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A2A                  | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127492 | PA      | $127923.14    | 0.06%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                      | AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A A                          | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115376.77    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP MTN 4.271000% 07/23/2029                                    | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451689.30    | 0.23%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST HAROT 2024-4 A2                        | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    208767 | PA      | $208982.69    | 0.11%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | CREDIT AGRICOLE SA 144A 5.589000% 07/05/2026                                     | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    420000 | PA      | $424212.37    | 0.21%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                           | WILLIAMS COS INC/THE 5.400000% 03/02/2026                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486816.54    | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                       | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 05/28/2028                       | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302710.94    | 0.15%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 B                 | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $349658.65    | 0.18%             | 2030-09-25      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                         | PACIFIC LIFE GLOBAL FUNDING II 144A 5.500000% 08/28/2026                         | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253118.61    | 0.13%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A2A                                   | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33412 | PA      | $33422.88     | 0.02%             | 2026-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A             | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                       | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    300000 | PA      | $301054.59    | 0.15%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                              | ALA TRUST 2025-OANA ALA 2025-OANA A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    760000 | PA      | $762850.00    | 0.38%             | 2040-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2              | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19374 | PA      | $19399.61     | 0.01%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                   | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A2                                     | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    660000 | PA      | $661378.34    | 0.33%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A2A                                         | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    228655 | PA      | $228762.27    | 0.12%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION             | CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/07/2027                         | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302078.06    | 0.15%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360911 | PA      | $309900.25    | 0.16%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $502605.65    | 0.25%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| COLT TRUST                                             | COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1                                 | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     43657 | PA      | $41288.03     | 0.02%             | 2065-10-26      | Floating      | 1.33%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                     | ABN AMRO BANK NV 144A 6.339000% 09/18/2027                                       | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $305321.93    | 0.15%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                          | MHP 2022-MHIL MHP 2022-MHIL A                                                    | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10356 | PA      | $10311.89     | 0.01%             | 2039-01-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                     | MARS INC 144A 4.450000% 03/01/2027                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1474465.07   | 0.74%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A2A                       | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240000 | PA      | $240502.54    | 0.12%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US BANK NA/CINCINNATI OH 4.507000% 10/22/2027                                    | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1530075.92   | 0.77%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                           | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1440000 | PA      | $1458075.67   | 0.74%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025-2A A2                                    | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $219778.15    | 0.11%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2025-B FORDL 2025-B A2A                             | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    705000 | PA      | $706690.66    | 0.36%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-3 A2A              | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $245507.27    | 0.12%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST                          | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A                            | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    525620 | PA      | $525269.84    | 0.27%             | 2038-11-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $244697.04    | 0.12%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A2A                  | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    405000 | PA      | $406231.04    | 0.20%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                           | NEW YORK NY CITY OF NEW YORK NY                                                  | CUSIP: 64966SMT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206776.59    | 0.10%             | 2027-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                         | CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A                           | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     60699 | PA      | $59914.83     | 0.03%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                               | PRPM 2025-RCF3 LLC PRPM 2025-RCF3 A1                                             | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195657 | PA      | $197005.72    | 0.10%             | 2055-07-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2                | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77849 | PA      | $77975.82     | 0.04%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $-2704125.00  | -1.36%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY MTN 5.164000% 04/20/2029                                          | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434500.27    | 0.22%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                           | MARRIOTT INTERNATIONAL INC/MD 4.200000% 07/15/2027                               | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300930.05    | 0.15%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                       | EQUITABLE AMERICA GLOBAL FUNDING 144A 3.950000% 09/15/2027                       | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69904.73     | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2A                                  | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $150325.05    | 0.08%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                             | CFMT 2021-AL1 LLC CFMT 2021-AL1 B                                                | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29727 | PA      | $29607.80     | 0.01%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC HOLDINGS PLC 7.336000% 11/03/2026                                           | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    300000 | PA      | $300000.00    | 0.15%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   1185000 | PA      | $1193905.69   | 0.60%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                              | TOWD POINT MORTGAGE TRUST 2018-1 TPMT 2018-1 A1                                  | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7664 | PA      | $7603.71      | 0.00%             | 2058-01-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 2.500000% 03/31/2027                                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1300000 | PA      | $1279382.81   | 0.65%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  PARIBAS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   3900000 | PA      | $3900000.00   | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | MORGAN STANLEY MTN 1.512000% 07/20/2027                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1618434.15   | 0.82%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2A                            | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $220599.35    | 0.11%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HLTN COMMERCIAL MORTGAGE TRUST                         | HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO HLTN 2024-DPLO A                        | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $350546.88    | 0.18%             | 2041-06-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A2A              | CUSIP: 36273EAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    705000 | PA      | $704307.27    | 0.36%             | 2028-12-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILLUMINA, INC.                                         | ILLUMINA INC 5.800000% 12/12/2025                                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300090.41    | 0.15%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2                              | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455039 | PA      | $461118.46    | 0.23%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST                        | BARCLAYS DRYROCK ISSUANCE TRUST DROCK 2023-1 A                                   | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-MBS          |  | US        |    745000 | PA      | $747172.72    | 0.38%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028                                    | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $202771.13    | 0.10%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO, LTD.                                  | DEWOLF PARK CLO LTD DWOLF 2017-1A AR                                             | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    110598 | PA      | $110612.43    | 0.06%             | 2030-10-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                   | HOME DEPOT INC/THE VARIABLE RATE 12/24/2025                                      | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1045431.53   | 0.53%             | 2025-12-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST               | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 AMCAR 2021-2 C                   | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     88610 | PA      | $88289.47     | 0.04%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                    | GMF FLOORPLAN OWNER REVOLVING TRUST SERIES 2025-1 GFORT 2025-1A A1               | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $498353.87    | 0.25%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                         | AUTOZONE INC 5.050000% 07/15/2026                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452865.67    | 0.23%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC AXIS 2025-1A A2                        | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $504364.05    | 0.25%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                 | GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027                             | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000707.94   | 0.50%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                              | OBX 2018-1 TRUST OBX 2018-1 A2                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8707 | PA      | $8535.77      | 0.00%             | 2057-06-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 4753 QV                                                   | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    262320 | PA      | $261269.10    | 0.13%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     88523 | PA      | $80760.85     | 0.04%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 6.250000% 11/03/2025                                | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250000.00    | 0.13%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                          | GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028                                 | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1324757.71   | 0.67%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                   | FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    388947 | PA      | $388157.44    | 0.20%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                 | PNC FINANCIAL SERVICES GROUP INC/THE 5.102000% 07/23/2027                        | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1050915.89   | 0.53%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 02/19/2026                                               | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $964056.70    | 0.49%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                    | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                    | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $251244.93    | 0.13%             | 2041-12-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1                       | CUSIP: 64830CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     69245 | PA      | $65896.34     | 0.03%             | 2057-09-25      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                       | DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027                            | CUSIP: 251526CN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    550000 | PA      | $552317.60    | 0.28%             | 2027-11-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company     | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.750000% 01/30/2026          | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1505000 | PA      | $1495542.28   | 0.75%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                | MF1 2022-FL8 LTD MF1 2022-FL8 A                                                  | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    283786 | PA      | $283784.45    | 0.14%             | 2037-02-19      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                               | BX TRUST 2021-ARIA BX 2021-ARIA A                                                | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120000 | PA      | $119812.50    | 0.06%             | 2036-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 4.300000% 08/12/2027                | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $300676.02    | 0.15%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS GROUP AG 144A 1.305000% 02/02/2027                                           | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1365000 | PA      | $1354419.19   | 0.68%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                             | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134566 | PA      | $121500.83    | 0.06%             | 2066-01-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A4                                   | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503563.55    | 0.25%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                              | BAT CAPITAL CORP 3.215000% 09/06/2026                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $793901.00    | 0.40%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                            | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $116348.13    | 0.06%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST           | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-3 A                      | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $775007.81    | 0.39%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                           | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A                              | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17770 | PA      | $17780.46     | 0.01%             | 2026-12-21      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                           | DEXT ABS 2023-2 LLC DEXT 2023-2 A2                                               | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110991 | PA      | $111744.59    | 0.06%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1343833.06   | 0.68%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                    | BMW US CAPITAL LLC 144A 4.150000% 08/11/2027                                     | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $300655.28    | 0.15%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                          | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 ASB                          | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    288666 | PA      | $286598.57    | 0.14%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST                         | WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A A                                  | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45000 | PA      | $45139.22     | 0.02%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2001-33 FA                                                 | CUSIP: 31359S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1290 | PA      | $1288.49      | 0.00%             | 2031-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HNNT LLC                                               | HINNT 2024-A LLC HINTT 2024-A A                                                  | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    783576 | PA      | $797370.51    | 0.40%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-2 A2A              | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     68210 | PA      | $68316.28     | 0.03%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                          | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $302373.74    | 0.15%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 A                 | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1248913.25   | 0.63%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                               | TRICON RESIDENTIAL 2024-SFR2 TRUST TCN 2024-SFR2 A                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299264 | PA      | $300206.73    | 0.15%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CARBONE CLO                                            | CARBONE CLO LTD CRBN 2017-1A A1                                                  | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23915 | PA      | $23940.38     | 0.01%             | 2031-01-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                    | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-1 A1                              | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $805785.28    | 0.41%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A3                               | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255185 | PA      | $257235.73    | 0.13%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | FREDDIE MAC REMICS FHR 3786 ED                                                   | CUSIP: 3137A5R97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     30917 | PA      | $30857.85     | 0.02%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                          | TRILLIUM CREDIT CARD TRUST II TCCT 2025-1A B                                     | CUSIP: 89621ACD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185000 | PA      | $184935.27    | 0.09%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                     | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $551442.27    | 0.28%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                           | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO BX 2022-CSMO A                            | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $225703.13    | 0.11%             | 2027-06-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A3                     | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33540 | PA      | $33554.14     | 0.02%             | 2026-11-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XII APID 2013-12A ARR                                                 | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     90368 | PA      | $90343.28     | 0.05%             | 2031-04-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B A2                                     | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115549.75    | 0.06%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                        | PHILADELPHIA PA CITY OF PHILADELPHIA PA                                          | CUSIP: 717813D63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $338284.64    | 0.17%             | 2027-08-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                           | DRIVE AUTO RECEIVABLES TRUST 2025-1 DRIVE 2025-1 A3                              | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $366716.92    | 0.19%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-1 LLC EFF 2023-1 A2                              | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     38641 | PA      | $38720.93     | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC               | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 1.250000% 11/24/2025                | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    330000 | PA      | $329378.48    | 0.17%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | BAYER US FINANCE LLC 144A 6.125000% 11/21/2026                                   | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203382.09    | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    209984 | PA      | $199801.96    | 0.10%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| United States of America                               | US TREASURY N/B 1.250000% 12/31/2026                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4275000 | PA      | $4156602.55   | 2.10%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1                     | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    116283 | PA      | $108523.02    | 0.05%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                               | COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    343014 | PA      | $297743.98    | 0.15%             | 2066-10-25      | Floating      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                               | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                   | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $305223.90    | 0.15%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-A HART 2025-A A3                             | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $306865.78    | 0.15%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                         | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A                                  | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    196161 | PA      | $198638.19    | 0.10%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 PILOT 2025-1A A3                     | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $499656.51    | 0.25%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XXIV APID 2016-24A A1AL                                               | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    102145 | PA      | $102127.34    | 0.05%             | 2030-10-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV            | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $952813.83    | 0.48%             | 2026-11-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                              | ELM TRUST 2024-ELM ELM 2024-ELM A10                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520000 | PA      | $524878.80    | 0.26%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP 1.734000% 07/22/2027                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1198436.15   | 0.60%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                               | OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A A2                                  | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    262729 | PA      | $264303.39    | 0.13%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                      | BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 BHLD 2020-1 A1                          | CUSIP: 12062RAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6438 | PA      | $6400.87      | 0.00%             | 2055-02-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2024-C FORDO 2024-C A2A                             | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    208724 | PA      | $208846.27    | 0.11%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                               | VOYA CLO 2017-3 LTD VOYA 2017-3A A1RR                                            | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $725533.60    | 0.37%             | 2034-04-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                 | JOHN DEERE OWNER TRUST 2024-C JDOT 2024-C A2A                                    | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79870 | PA      | $79916.79     | 0.04%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3                                     | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     99890 | PA      | $100208.53    | 0.05%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                               | TRINITY RAIL LEASING 2018 LLC TRL 2020-1A A                                      | CUSIP: 89657AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144432 | PA      | $137673.63    | 0.07%             | 2050-10-17      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                        | BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1                     | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     28134 | PA      | $27520.80     | 0.01%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD/LLC                                        | KKR CLO 11 LTD KKR 11 AR                                                         | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     52002 | PA      | $52011.94     | 0.03%             | 2031-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer