# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0001752724-25-156780
**Filing Date:** 2025-6
**Character Count:** 385513
**Document Hash:** e7e0715bbace9e88b74794d96bb215cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156780.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156780

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03451
- **FILM NUMBER:** 251075518

**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)** 

April 30, 2025

**Ultra Short Duration Bond Fund** 

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

See "Glossary" for abbreviations.

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**Short-Duration Government Fund** 

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

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

---

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

---

---

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

---

---

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

---

See "Glossary" for abbreviations.

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**GNMA Fund** 

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**GNMA Fund** (Continued)

---

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

---

---

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

---

------

SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2025

**GNMA Fund** (Concluded)

---

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

---

---

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

---

See "Glossary" for abbreviations.

------

SEI Daily Income Trust

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

---

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

---

------

SEI Daily Income Trust

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SDIT 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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $198395082.24

**Total Liabilities:** $1196211.39

**Net Assets:** $197198870.85

**Cash Not Reported:** $895363.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1670.30810582 | **1-Year:** -10582.10796501 | **5-Year:** -4820.88031026 | **10-Year:** -765.94486220 | **30-Year:** -30.72356450

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

- **3-Month:** -87.28255635 | **1-Year:** -799.22232717 | **5-Year:** -1402.84619233 | **10-Year:** -478.58539131 | **30-Year:** -43.97959835

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158211 | 0.36%                | 0.38%                | 0.45%                |
| Class ID C000022551 | 0.35%                | 0.37%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36214.15                | $31925.44                                  |
| Month 2  | $8049.83                 | $-93817.73                                 |
| Month 3  | $41572.17                | $181060.45                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $263488.90    | 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      | $252683.77    | 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        |    285000 | PA      | $286517.34    | 0.15%             | 2042-02-17      | Floating      | 5.77%                 | 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        |    174023 | PA      | $173703.42    | 0.09%             | 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      | $1210844.37   | 0.61%             | 2028-02-04      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                              | CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1                                            | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161627 | PA      | $130408.62    | 0.07%             | 2056-03-25      | Floating      | 0.83%                 | 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        |    167110 | PA      | $164504.97    | 0.08%             | 2034-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TTAN MHC                                                | TTAN 2021-MHC TTN 2021-MHC B                                                      | CUSIP: 87303TAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    211487 | PA      | $210826.35    | 0.11%             | 2038-03-15      | Floating      | 5.54%                 | 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        |     14826 | PA      | $14344.27     | 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        |    256811 | PA      | $258568.74    | 0.13%             | 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        |    354744 | PA      | $355865.36    | 0.18%             | 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        |     41227 | PA      | $40146.93     | 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        |     12353 | PA      | $11702.50     | 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        |     56402 | PA      | $55232.41     | 0.03%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1                                            | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    554442 | PA      | $463278.60    | 0.23%             | 2066-07-25      | Floating      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    129032 | PA      | $112625.67    | 0.06%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  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        |    445918 | PA      | $448393.12    | 0.23%             | 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        |    199474 | PA      | $199225.04    | 0.10%             | 2044-03-25      | Floating      | 5.60%                 | 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        |    430000 | PA      | $426506.25    | 0.22%             | 2039-12-15      | Floating      | 5.77%                 | 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        |    125059 | PA      | $125396.57    | 0.06%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                     | DT AUTO OWNER TRUST 2023-3 DTAOT 2023-3A A                                        | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30234 | PA      | $30279.96     | 0.02%             | 2027-08-16      | Fixed         | 6.29%                 | Yes           |                  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        |     45095 | PA      | $45116.15     | 0.02%             | 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      | $176167.06    | 0.09%             | 2041-10-17      | Floating      | 6.42%                 | Yes           |                  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        |    158807 | PA      | $158556.23    | 0.08%             | 2031-04-15      | Floating      | 5.52%                 | 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        |    143880 | PA      | $143815.53    | 0.07%             | 2031-07-20      | Floating      | 5.51%                 | Yes           |                  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        |    121347 | PA      | $119267.52    | 0.06%             | 2058-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2023-P5 CRVNA 2023-P5 A2                           | CUSIP: 14687RAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20884 | PA      | $20906.56     | 0.01%             | 2027-04-12      | Fixed         | 5.77%                 | 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        |     27823 | PA      | $26912.11     | 0.01%             | 2060-05-24      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                | BX TRUST 2025-VLT6 BX 2025-VLT6 B                                                 | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    850000 | PA      | $839906.25    | 0.43%             | 2042-03-15      | Floating      | 6.21%                 | Yes           |                  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        |    117231 | PA      | $117867.72    | 0.06%             | 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        |   1071276 | PA      | $1058424.50   | 0.54%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                 | BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025                                      | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    425000 | PA      | $423385.29    | 0.21%             | 2025-06-11      | Fixed         | 1.30%                 | 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        |    142054 | PA      | $131316.47    | 0.07%             | 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        |    205000 | PA      | $205039.95    | 0.10%             | 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        |    175043 | PA      | $175162.45    | 0.09%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                   | SBNA AUTO LEASE TRUST 2023-A SBALT 2023-A A2                                      | CUSIP: 78436TAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8911 | PA      | $8919.10      | 0.00%             | 2026-04-20      | Fixed         | 6.27%                 | Yes           |                  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        |    103397 | PA      | $103920.35    | 0.05%             | 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        |    111209 | PA      | $111181.00    | 0.06%             | 2031-04-25      | Floating      | 5.51%                 | 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        |    182090 | PA      | $157073.45    | 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        |     74810 | PA      | $74444.44     | 0.04%             | 2027-09-14      | Fixed         | 3.63%                 | 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        |    525000 | PA      | $515852.98    | 0.26%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2023-N3 CRVNA 2023-N3 A                            | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42662 | PA      | $42782.68     | 0.02%             | 2027-09-10      | Fixed         | 6.41%                 | Yes           |                  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        |     21624 | PA      | $21343.84     | 0.01%             | 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        |      1583 | PA      | $1589.69      | 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        |    216235 | PA      | $217576.07    | 0.11%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2024-P1 CRVNA 2024-P1 A2                           | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42230 | PA      | $42292.82     | 0.02%             | 2027-08-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1                                    | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105905 | PA      | $99670.92     | 0.05%             | 2065-04-25      | Floating      | 1.69%                 | 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      | $2987748.79   | 1.52%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                            | DELL EQUIPMENT FINANCE TRUST 2023-3 DEFT 2023-3 A2                                | CUSIP: 24702EAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18437 | PA      | $18456.65     | 0.01%             | 2029-04-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                           | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1                     | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    187894 | PA      | $190232.44    | 0.10%             | 2043-04-25      | Floating      | 6.85%                 | 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        |    500000 | PA      | $499281.50    | 0.25%             | 2033-04-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 SDART 2024-1 A2                     | CUSIP: 80288AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5801 | PA      | $5804.21      | 0.00%             | 2027-02-16      | Fixed         | 5.71%                 | 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      | $275606.75    | 0.14%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                  | WELLS FARGO BANK NA 5.550000% 08/01/2025                                          | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325530.42    | 0.17%             | 2025-08-01      | Fixed         | 5.55%                 | 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        |    108922 | PA      | $109843.88    | 0.06%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A2A                                   | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200323 | PA      | $200602.56    | 0.10%             | 2027-03-15      | Fixed         | 5.30%                 | 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      | $1094089.28   | 0.55%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                               | DLLST 2024-1 LLC DLLST 2024-1A A2                                                 | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46114 | PA      | $46149.91     | 0.02%             | 2026-01-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                           | CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 CAS 2023-R02 1M1                     | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    102937 | PA      | $104932.22    | 0.05%             | 2043-01-25      | Floating      | 6.65%                 | 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      | $255288.98    | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED         | ANZ GROUP HLDGS LTD COML PAPER FLT25 08/27/2025                                   | CUSIP: 05253MXZ2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $599850.42    | 0.30%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 0.500000% 02/28/2026                                              | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3625000 | PA      | $3522197.25   | 1.79%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4479 TA                                                    | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    638808 | PA      | $628205.76    | 0.32%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2021-NQM1 TRUST MFRA 2021-NQM1 A1                                             | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     84342 | PA      | $78854.02     | 0.04%             | 2065-04-25      | Floating      | 1.15%                 | Yes           |                  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      | $459729.04    | 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        |   1560000 | PA      | $1497357.36   | 0.76%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1                                            | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39872 | PA      | $38128.81     | 0.02%             | 2065-04-25      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                 | BMW VEHICLE LEASE TRUST 2023-2 BMWLT 2023-2 A3                                    | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    294815 | PA      | $296216.99    | 0.15%             | 2026-09-25      | Fixed         | 5.99%                 | 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        |    586703 | PA      | $586872.64    | 0.30%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                          | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A1                             | CUSIP: 88164AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20884 | PA      | $20883.62     | 0.01%             | 2025-12-03      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4166 PV                                                    | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    747039 | PA      | $735388.70    | 0.37%             | 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        |    148830 | PA      | $149567.61    | 0.08%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  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      | $277397.93    | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | 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        |    129950 | PA      | $115211.35    | 0.06%             | 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        |    381984 | PA      | $373430.78    | 0.19%             | 2029-10-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                               | BPR TRUST 2022-OANA BPR 2022-OANA A                                               | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $250161.00    | 0.13%             | 2037-04-15      | Floating      | 6.22%                 | Yes           |                  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        |    100000 | PA      | $100075.87    | 0.05%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  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      | $1531422.82   | 0.78%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                               | DLLAA 2023-1 LLC DLLAA 2023-1A A2                                                 | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37130 | PA      | $37195.86     | 0.02%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 CGCMT 2016-GC37 AAB                 | CUSIP: 17290XAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58966 | PA      | $58624.82     | 0.03%             | 2049-04-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37629 | PA      | $35503.81     | 0.02%             | 2065-01-26      | Floating      | 1.01%                 | 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        |    145852 | PA      | $143811.02    | 0.07%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 WLAKE 2023-4A A2                     | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130577 | PA      | $130912.50    | 0.07%             | 2027-01-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                            | TRUIST FINANCIAL CORP MTN 4.260000% 07/28/2026                                    | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    860000 | PA      | $858216.76    | 0.44%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 928005                                                         | CUSIP: 31412LAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1529 | PA      | $1550.21      | 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      | $351014.06    | 0.18%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265182 | PA      | $229530.68    | 0.12%             | 2056-11-27      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                | TREASURY BILL 0.000000% 05/27/2025                                                | CUSIP: 912797PK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2542215.64   | 1.29%             | 2025-05-27      | None          | 0.00%                 | 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        |     29251 | PA      | $28622.76     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A2A                                   | CUSIP: 14319BAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     24422 | PA      | $24441.81     | 0.01%             | 2026-11-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                           | FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2                         | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     99588 | PA      | $102558.40    | 0.05%             | 2028-10-25      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                             | EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B                               | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    214870 | PA      | $214064.39    | 0.11%             | 2038-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                              | VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1                                 | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12219 | PA      | $11977.06     | 0.01%             | 2060-01-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                | BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175226 | PA      | $168773.63    | 0.09%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  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        |     58566 | PA      | $57532.02     | 0.03%             | 2058-02-25      | Floating      | 3.16%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                   | AIR LEASE CORP MTN 2.875000% 01/15/2026                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492931.17    | 0.25%             | 2026-01-15      | Fixed         | 2.88%                 | 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      | $497859.21    | 0.25%             | 2026-09-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG G15562                                                   | CUSIP: 3128MEMK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    376676 | PA      | $369718.77    | 0.19%             | 2030-09-01      | Fixed         | 3.00%                 | 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        |    883534 | PA      | $888746.72    | 0.45%             | 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      | $410387.00    | 0.21%             | 2029-07-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022-1 A3                                    | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    322970 | PA      | $320601.63    | 0.16%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  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      | $597787.75    | 0.30%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 CGCMT 2016-P3 AAB                     | CUSIP: 29429CAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61136 | PA      | $60918.03     | 0.03%             | 2049-04-15      | Fixed         | 3.13%                 | 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      | $328044.58    | 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        |    585000 | PA      | $580401.90    | 0.29%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                       | T-MOBILE US TRUST 2024-1 TMUST 2024-1A A                                          | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1375000 | PA      | $1385991.61   | 0.70%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  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        |    142257 | PA      | $120781.24    | 0.06%             | 2066-06-25      | Floating      | 0.91%                 | 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        |     19279 | PA      | $18374.30     | 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        |    970000 | PA      | $972403.37    | 0.49%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  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        |     75239 | PA      | $74118.75     | 0.04%             | 2058-03-25      | Floating      | 3.25%                 | 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        |   1220000 | PA      | $1230035.66   | 0.62%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                          | CHASE MORTGAGE FINANCE CORP CHASE 2021-CL1 M1                                     | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    219010 | PA      | $215015.01    | 0.11%             | 2050-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                        | MIAMI-DADE CNTY FL AVIATION RE COUNTY OF MIAMI-DADE FL AVIATION REVENUE           | CUSIP: 59333P4K1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $387626.27    | 0.20%             | 2025-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                         | PALMER SQUARE LOAN FUNDING 2021-4 LTD PSTAT 2021-4A A1                            | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     46709 | PA      | $46665.98     | 0.02%             | 2029-10-15      | Floating      | 5.32%                 | Yes           |                  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      | $351036.92    | 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        |      6805 | PA      | $6720.95      | 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        |    328996 | PA      | $330795.97    | 0.17%             | 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      | $489751.35    | 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      | $597000.00    | 0.30%             | 2036-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                      | M&T EQUIPMENT 2023-LEAF1 NOTES MTLRF 2023-1A A2                                   | CUSIP: 551925AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45750 | PA      | $45777.05     | 0.02%             | 2030-07-15      | Fixed         | 6.09%                 | Yes           |                  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        |     86015 | PA      | $78579.60     | 0.04%             | 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        |     44492 | PA      | $43675.04     | 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        |   1450000 | PA      | $1469609.08   | 0.75%             | 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        |    125000 | PA      | $125299.23    | 0.06%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                | AMERICAN EXPRESS CO 4.990000% 05/01/2026                                          | CUSIP: 025816DE6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275000.00    | 0.14%             | 2026-05-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                               | MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A1                                             | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29993 | PA      | $28936.56     | 0.01%             | 2065-03-25      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                   | ARI FLEET LEASE TRUST 2023-A ARIFL 2023-A A3                                      | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1220000 | PA      | $1232248.31   | 0.62%             | 2032-02-17      | Fixed         | 5.33%                 | Yes           |                  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      | $954587.71    | 0.48%             | 2038-09-15      | Floating      | 5.49%                 | 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        |   2425000 | PA      | $2330652.34   | 1.18%             | 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      | $743375.90    | 0.38%             | 2028-03-01      | Floating      | 5.24%                 | 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        |    104320 | PA      | $102903.83    | 0.05%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 2.875000% 06/15/2025                                              | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $1996484.38   | 1.01%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                              | LAD AUTO RECEIVABLES TRUST 2024-2 LADAR 2024-2A A2                                | CUSIP: 505920AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265222 | PA      | $265559.42    | 0.13%             | 2027-03-15      | Fixed         | 5.70%                 | 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        |     73876 | PA      | $65398.00     | 0.03%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST                                   | ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1                                       | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64448 | PA      | $61403.03     | 0.03%             | 2048-10-25      | Floating      | 2.96%                 | No            |                  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        |    106734 | PA      | $105353.06    | 0.05%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | DANSKE BANK A/S MTN 6.259000% 09/22/2026                                          | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    305000 | PA      | $306723.44    | 0.16%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | ROYALTY PHARMA PLC 1.200000% 09/02/2025                                           | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   1240000 | PA      | $1224398.30   | 0.62%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  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      | $17356.34     | 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        |     87829 | PA      | $87760.88     | 0.04%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                         | CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITZN 2023-2 A2A                           | CUSIP: 17295FAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33558 | PA      | $33587.81     | 0.02%             | 2026-10-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                            | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A1                               | CUSIP: 34535VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148654 | PA      | $148652.22    | 0.08%             | 2025-12-15      | Fixed         | 4.60%                 | 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        |    443611 | PA      | $446601.38    | 0.23%             | 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      | $351301.44    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                     | TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A2A                        | CUSIP: 89231FAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101605 | PA      | $101671.48    | 0.05%             | 2026-08-17      | Fixed         | 5.60%                 | No            |                  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        |    495000 | PA      | $498570.09    | 0.25%             | 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        |     60213 | PA      | $59775.49     | 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      | $256898.24    | 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      | $552322.38    | 0.28%             | 2042-02-17      | Floating      | 6.07%                 | 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        |   1495000 | PA      | $1474038.40   | 0.75%             | 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      | $360904.57    | 0.18%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  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      | $1214362.53   | 0.62%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                           | CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 CAS 2024-R03 2M1                     | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    117504 | PA      | $117321.66    | 0.06%             | 2044-03-25      | Floating      | 5.50%                 | 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        |     22530 | PA      | $22061.79     | 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        |      3212 | PA      | $3162.72      | 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      | $417704.56    | 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      | $1038153.81   | 0.53%             | 2027-01-15      | Fixed         | 2.20%                 | 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        |     90034 | PA      | $88954.18     | 0.05%             | 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        |    321679 | PA      | $293831.43    | 0.15%             | 2069-05-15      | Fixed         | 0.84%                 | 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      | $250881.30    | 0.13%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                     | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A1                        | CUSIP: 92868RAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49573 | PA      | $49574.78     | 0.03%             | 2025-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                             | OCP CLO 2014-5 LTD OCP 2014-5A A1R                                                | CUSIP: 67102SAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12928 | PA      | $12926.36     | 0.01%             | 2031-04-26      | Floating      | 5.62%                 | No            |                  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        |    310000 | PA      | $310063.36    | 0.16%             | 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      | $165803.12    | 0.08%             | 2026-09-01      | Fixed         | 4.50%                 | 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      | $359474.92    | 0.18%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 STAR 2021-2 A1                         | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     32867 | PA      | $30720.45     | 0.02%             | 2065-05-25      | Floating      | 0.94%                 | 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        |     71391 | PA      | $66613.06     | 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      | $330570.01    | 0.17%             | 2026-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US 10YR NOTE (CBT)JUN25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -19 | NC      | $-2132156.25  | -1.08%            |  |  |  | No            |                  1 | 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        |     66810 | PA      | $64714.02     | 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        |     48503 | PA      | $46577.56     | 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        |     34307 | PA      | $32566.58     | 0.02%             | 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        |    337809 | PA      | $323924.76    | 0.16%             | 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      | $1062247.59   | 0.54%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                              | LAD AUTO RECEIVABLES TRUST 2024-1 LADAR 2024-1A A2                                | CUSIP: 501689AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10485 | PA      | $10487.65     | 0.01%             | 2026-11-16      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                     | SOCIETE GENERALE SA 144A 4.351000% 06/13/2025                                     | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $499662.15    | 0.25%             | 2025-06-13      | Fixed         | 4.35%                 | No            |                  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      | $873447.75    | 0.44%             | 2037-07-16      | Floating      | 5.62%                 | 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        |     39944 | PA      | $38142.82     | 0.02%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  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        |    552242 | PA      | $559458.45    | 0.28%             | 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        |    230694 | PA      | $232270.71    | 0.12%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                               | KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2                                  | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    151034 | PA      | $151249.99    | 0.08%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  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        |    289862 | PA      | $291295.91    | 0.15%             | 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        |    181252 | PA      | $181081.71    | 0.09%             | 2044-05-25      | Floating      | 5.60%                 | 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        |    221739 | PA      | $192607.02    | 0.10%             | 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        |    470000 | PA      | $470470.56    | 0.24%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STAR 2021-1 TRUST STAR 2021-1 A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80393 | PA      | $75068.13     | 0.04%             | 2065-05-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2021-1 AOMT 2021-1 A1                                    | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    176319 | PA      | $150250.97    | 0.08%             | 2066-01-25      | Floating      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                | STATE STREET CORP VARIABLE RATE 10/22/2027                                        | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353686.50    | 0.18%             | 2027-10-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                             | ONEOK INC 5.550000% 11/01/2026                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455498.25    | 0.23%             | 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      | $91305.22     | 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      | $424269.00    | 0.22%             | 2026-09-10      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                   | SOLVENTUM CORP 5.450000% 02/25/2027                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228313.03    | 0.12%             | 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        |    243511 | PA      | $238395.13    | 0.12%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                             | GECU AUTO RECEIVABLES TRUST 2023-1 GECU 2023-1A A2                                | CUSIP: 36169EAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    162528 | PA      | $162743.71    | 0.08%             | 2027-03-15      | Fixed         | 5.95%                 | Yes           |                  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      | $304209.34    | 0.15%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY FRN VARIABLE RATE 01/31/2026                                          | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $2002332.80   | 1.02%             | 2026-01-31      | Floating      | 4.52%                 | 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      | $498080.50    | 0.25%             | 2034-12-02      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST              | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C31 ASB             | CUSIP: 46644YAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3884 | PA      | $3874.56      | 0.00%             | 2048-08-15      | Fixed         | 3.54%                 | 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        |    828175 | PA      | $829042.63    | 0.42%             | 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      | $353080.45    | 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      | $276042.18    | 0.14%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST                              | BANK OF AMERICA AUTO TRUST 2023-2 BAAT 2023-2A A2                                 | CUSIP: 06054YAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    111285 | PA      | $111407.65    | 0.06%             | 2026-08-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)              | COOPERATIEVE RABOBANK UA/NY MTN 5.500000% 07/18/2025                              | CUSIP: 21688AAW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $250445.95    | 0.13%             | 2025-07-18      | Fixed         | 5.50%                 | No            |                  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        |    312594 | PA      | $314814.78    | 0.16%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                             | PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025                                  | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785286.14    | 0.40%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  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      | $837293.96    | 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        |    201377 | PA      | $203411.28    | 0.10%             | 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      | $484658.09    | 0.25%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                           | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $627726.50    | 0.32%             | 2041-12-25      | Floating      | 6.25%                 | 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        |     72408 | PA      | $72843.73     | 0.04%             | 2029-03-26      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                               | FHF TRUST 2022-1 FHF 2022-1A A                                                    | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61375 | PA      | $61270.68     | 0.03%             | 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        |    135603 | PA      | $137592.97    | 0.07%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                               | OBX 2021-NQM4 TRUST OBX 2021-NQM4 A1                                              | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    405834 | PA      | $341910.69    | 0.17%             | 2061-10-25      | Floating      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1                          | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26548 | PA      | $24848.54     | 0.01%             | 2065-10-25      | Floating      | 1.18%                 | Yes           |                  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        |    300000 | PA      | $300712.38    | 0.15%             | 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        |    184489 | PA      | $185554.24    | 0.09%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  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        |    610196 | PA      | $610220.57    | 0.31%             | 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      | $301636.36    | 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      | $993018.00    | 0.50%             | 2038-04-23      | Floating      | 5.46%                 | 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      | $294942.13    | 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        |     90000 | PA      | $90043.95     | 0.05%             | 2026-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                         | PRESTIGE AUTO RECEIVABLES TRUST 2025-1 PART 2025-1A A1                            | CUSIP: 74113UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445000 | PA      | $445000.00    | 0.23%             | 2026-04-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                               | FHF TRUST 2021-2 FHF 2021-2A A                                                    | CUSIP: 30322JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3012 | PA      | $3006.82      | 0.00%             | 2026-12-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                   | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.749000% 09/01/2025                          | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225702.45    | 0.11%             | 2025-09-01      | Fixed         | 5.75%                 | 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        |    128071 | PA      | $128857.60    | 0.07%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                | VOYA CLO 2014-2 LTD VOYA 2014-2A A1RR                                             | CUSIP: 92912VAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2003 | PA      | $2002.11      | 0.00%             | 2030-04-17      | Floating      | 5.56%                 | No            |                  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        |    145000 | PA      | $146550.57    | 0.07%             | 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        |     66853 | PA      | $67377.25     | 0.03%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | BARCLAYS PLC 7.325000% 11/02/2026                                                 | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1005000 | PA      | $1016274.53   | 0.52%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  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        |    124258 | PA      | $125385.67    | 0.06%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association               | MORGAN STANLEY BANK NA 5.479000% 07/16/2025                                       | CUSIP: 61690U7U8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375465.98    | 0.19%             | 2025-07-16      | Fixed         | 5.48%                 | No            |                  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      | $256879.41    | 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        |     81451 | PA      | $75193.93     | 0.04%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-R1 AOMT 2020-R1 A1                                  | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39211 | PA      | $37257.01     | 0.02%             | 2053-04-25      | Floating      | 0.99%                 | 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        |   1335000 | PA      | $1293717.10   | 0.66%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                            | BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A                             | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     60013 | PA      | $59787.91     | 0.03%             | 2038-05-15      | Floating      | 5.09%                 | 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        |   1075000 | PA      | $1037541.73   | 0.53%             | 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        |    137075 | PA      | $133252.57    | 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        |    195000 | PA      | $195187.75    | 0.10%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                 | ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025                                     | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    525000 | PA      | $522947.25    | 0.27%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                        | PACIFIC GAS AND ELECTRIC CO VARIABLE RATE 09/04/2025                              | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    995000 | PA      | $994309.23    | 0.50%             | 2025-09-04      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST      | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A2A               | CUSIP: 36267KAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9592 | PA      | $9597.38      | 0.00%             | 2026-09-16      | Fixed         | 5.74%                 | 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        |     51367 | PA      | $51438.57     | 0.03%             | 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        |    562137 | PA      | $550939.07    | 0.28%             | 2066-04-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 ASB                | CUSIP: 95000KBC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     58167 | PA      | $57895.11     | 0.03%             | 2049-11-15      | Fixed         | 2.83%                 | No            |                  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        |     70444 | PA      | $66760.10     | 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      | $396208.43    | 0.20%             | 2038-11-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                              | VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1                                 | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33501 | PA      | $32726.64     | 0.02%             | 2065-05-25      | Floating      | 1.50%                 | No            |                  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      | $1999140.62   | 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        |     98127 | PA      | $98566.69     | 0.05%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                               | COREBRIDGE GLOBAL FUNDING 144A 5.750000% 07/02/2026                               | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182773.90    | 0.09%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                 | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.230000% 10/01/2025                  | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368256.78    | 0.19%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                  | BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR BVABS 2024-CAR1F A             | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    249773 | PA      | $250421.97    | 0.13%             | 2032-07-29      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-137 UE                                                 | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64613 | PA      | $61785.91     | 0.03%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1 CRVNA 2024-N1 A2                           | CUSIP: 14687QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61312 | PA      | $61376.25     | 0.03%             | 2027-04-12      | Fixed         | 5.76%                 | 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        |    103865 | PA      | $103392.59    | 0.05%             | 2051-11-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                              | APIDOS CLO XV APID 2013-15A A1RR                                                  | CUSIP: 03764QBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    144059 | PA      | $144011.17    | 0.07%             | 2031-04-20      | Floating      | 5.54%                 | 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      | $501928.82    | 0.25%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                      | BMO 2022-C3 MORTGAGE TRUST BMO 2022-C3 A1                                         | CUSIP: 05602QAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    223794 | PA      | $224123.59    | 0.11%             | 2054-09-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC 3.459000% 09/15/2026                                                 | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $992225.14    | 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        |    100000 | PA      | $100156.63    | 0.05%             | 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        |    100000 | PA      | $100090.04    | 0.05%             | 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        |    391869 | PA      | $393147.53    | 0.20%             | 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        |    740000 | PA      | $741188.37    | 0.38%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  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        |   1050000 | PA      | $1032699.99   | 0.52%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                              | CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D A                                    | CUSIP: 12598VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22148 | PA      | $22167.18     | 0.01%             | 2027-06-15      | Fixed         | 6.40%                 | Yes           |                  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      | $276083.56    | 0.14%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                     | STRYKER CORP 4.550000% 02/10/2027                                                 | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301521.20    | 0.15%             | 2027-02-10      | Fixed         | 4.55%                 | 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      | $1070130.39   | 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      | $180237.83    | 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        |    550000 | PA      | $556581.08    | 0.28%             | 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        |    635507 | PA      | $637659.34    | 0.32%             | 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        |    163064 | PA      | $136594.63    | 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        |     21612 | PA      | $21578.21     | 0.01%             | 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      | $534660.00    | 0.27%             | 2038-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US 2YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        35 | NC      | $7285195.31   | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A A3                     | CUSIP: 959926AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    197176 | PA      | $197379.99    | 0.10%             | 2027-02-16      | Fixed         | 5.80%                 | 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      | $674191.90    | 0.34%             | 2026-09-15      | Floating      | 4.99%                 | 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        |     15264 | PA      | $15071.05     | 0.01%             | 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      | $214016.30    | 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        |    275000 | PA      | $272421.88    | 0.14%             | 2036-09-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                  | JOHN DEERE OWNER TRUST 2023-C JDOT 2023-C A2                                      | CUSIP: 47787CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101423 | PA      | $101488.75    | 0.05%             | 2026-08-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                              | LAD AUTO RECEIVABLES TRUST 2024-3 LADAR 2024-3A A2                                | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    274535 | PA      | $274450.15    | 0.14%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                             | OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A2                                | CUSIP: 674921AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     98592 | PA      | $98781.74     | 0.05%             | 2027-04-15      | Fixed         | 6.23%                 | Yes           |                  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      | $749418.00    | 0.38%             | 2038-07-18      | Floating      | 5.67%                 | 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      | $252084.08    | 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        |    170000 | PA      | $171450.37    | 0.09%             | 2026-02-23      | Fixed         | 5.68%                 | 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        |     76667 | PA      | $73038.30     | 0.04%             | 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      | $776745.18    | 0.39%             | 2042-02-15      | Floating      | 5.53%                 | 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      | $55775.06     | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10283 | PA      | $9810.70      | 0.00%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                 | BMW VEHICLE OWNER TRUST 2022-A BMWOT 2022-A A3                                    | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    322006 | PA      | $321077.41    | 0.16%             | 2026-08-25      | Fixed         | 3.21%                 | 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        |    169293 | PA      | $169897.15    | 0.09%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST               | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A2A                | CUSIP: 78398AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4158 | PA      | $4160.52      | 0.00%             | 2027-03-22      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                           | MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1                              | CUSIP: 59980CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48263 | PA      | $48085.90     | 0.02%             | 2061-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                   | HUNTINGTON AUTO TRUST 2024-1 HUNT 2024-1A A2                                      | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277172 | PA      | $277578.23    | 0.14%             | 2027-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2A                        | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140000 | PA      | $139997.23    | 0.07%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                          | ENTERPRISE FLEET FINANCING 2022-2 LLC EFF 2022-2 A2                               | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46475 | PA      | $46439.17     | 0.02%             | 2029-05-21      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 B                            | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27918 | PA      | $27028.97     | 0.01%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST               | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A2                 | CUSIP: 78435VAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37791 | PA      | $37823.80     | 0.02%             | 2027-06-21      | Fixed         | 5.35%                 | Yes           |                  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      | $621875.00    | 0.32%             | 2039-01-15      | Floating      | 5.32%                 | 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        |     52112 | PA      | $51034.06     | 0.03%             | 2046-04-25      | Floating      | 5.19%                 | No            |                  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      | $1042187.77   | 0.53%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                              | FLAGSHIP CREDIT AUTO TRUST 2023-2 FCAT 2023-2 A2                                  | CUSIP: 33843EAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7076 | PA      | $7078.82      | 0.00%             | 2027-04-15      | Fixed         | 5.76%                 | Yes           |                  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      | $207378.94    | 0.11%             | 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      | $1207342.78   | 0.61%             | 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      | $425216.21    | 0.22%             | 2026-06-15      | Floating      | 4.89%                 | 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        |     60630 | PA      | $55327.50     | 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        |    485463 | PA      | $489987.20    | 0.25%             | 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      | $373671.47    | 0.19%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Spire Inc.                                              | SPIRE INC 5.300000% 03/01/2026                                                    | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401547.58    | 0.20%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  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      | $493373.48    | 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        |    415000 | PA      | $414180.17    | 0.21%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                            | GS MORTGAGE SECURITIES TRUST 2015-GS1 GSMS 2015-GS1 AAB                           | CUSIP: 36252AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9650 | PA      | $9614.89      | 0.00%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                | BX 2021-MFM1 BX 2021-MFM1 B                                                       | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385000 | PA      | $383556.25    | 0.19%             | 2034-01-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                              | CPS AUTO RECEIVABLES TRUST 2024-A CPS 2024-A A                                    | CUSIP: 22411CAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26471 | PA      | $26507.85     | 0.01%             | 2027-09-15      | Fixed         | 5.71%                 | 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        |    212510 | PA      | $178016.79    | 0.09%             | 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        |    235000 | PA      | $230906.41    | 0.12%             | 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        |     51807 | PA      | $49972.43     | 0.03%             | 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        |    100000 | PA      | $99874.42     | 0.05%             | 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        |    187748 | PA      | $185233.08    | 0.09%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | BARCLAYS PLC 2.852000% 05/07/2026                                                 | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    235000 | PA      | $234886.16    | 0.12%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 WLAKE 2023-4A A3                     | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $484344.53    | 0.25%             | 2027-07-15      | Fixed         | 6.24%                 | Yes           |                  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        |    192075 | PA      | $193569.90    | 0.10%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1                                    | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54840 | PA      | $52054.10     | 0.03%             | 2065-06-25      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                 | CARMAX AUTO OWNER TRUST 2024-2 CARMX 2024-2 A2A                                   | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112608 | PA      | $112904.99    | 0.06%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  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        |    500000 | PA      | $501630.80    | 0.25%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                    | VERIZON MASTER TRUST VZMT 2022-4 A                                                | CUSIP: 92348KAS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $684475.43    | 0.35%             | 2028-11-20      | Fixed         | 3.40%                 | 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      | $83517.16     | 0.04%             | 2038-11-15      | Floating      | 5.17%                 | 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        |    155847 | PA      | $151232.93    | 0.08%             | 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      | $986659.00    | 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        |    210751 | PA      | $207791.86    | 0.11%             | 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        |     32258 | PA      | $31917.44     | 0.02%             | 2038-11-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                              | CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B A                                    | CUSIP: 12664WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16897 | PA      | $16908.86     | 0.01%             | 2027-08-16      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                   | BANK OF AMERICA NA 5.650000% 08/18/2025                                           | CUSIP: 06428CAC8<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325800.49    | 0.17%             | 2025-08-18      | Fixed         | 5.65%                 | 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        |     61951 | PA      | $61912.76     | 0.03%             | 2042-02-25      | Floating      | 5.65%                 | Yes           |                  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      | $1023105.36   | 0.52%             | 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      | $338488.28    | 0.17%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC 4.050000% 08/28/2025                                                  | CUSIP: 3134GXR63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    860000 | PA      | $859157.87    | 0.44%             | 2025-08-28      | Fixed         | 4.05%                 | 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        |    187515 | PA      | $187178.67    | 0.09%             | 2037-02-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                           | GOLDMAN SACHS GROUP INC/THE 5.798000% 08/10/2026                                  | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1323055.10   | 0.67%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                           | TRILLIUM CREDIT CARD TRUST II TCCT 2023-3A A                                      | CUSIP: 89621ABT5<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    725000 | PA      | $725797.50    | 0.37%             | 2028-08-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                              | STAR 2024-SFR4 TRUST STAR 2024-SFR4 A                                             | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    484622 | PA      | $487041.09    | 0.25%             | 2041-10-17      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                           | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 VFET 2024-1A A1                       | CUSIP: 92887QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     32072 | PA      | $32079.35     | 0.02%             | 2025-09-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                               | SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A2                                 | CUSIP: 784024AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     23153 | PA      | $23177.44     | 0.01%             | 2030-01-22      | Fixed         | 6.56%                 | 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        |    448662 | PA      | $447551.89    | 0.23%             | 2032-10-15      | Floating      | 5.31%                 | 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      | $731285.75    | 0.37%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                   | AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025                               | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350759.63    | 0.18%             | 2025-08-15      | Fixed         | 5.70%                 | 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        |     39138 | PA      | $38829.05     | 0.02%             | 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      | $100052.29    | 0.05%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                            | BX COMMERCIAL MORTGAGE TRUST 2021-SOAR BX 2021-SOAR B                             | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    758378 | PA      | $754586.31    | 0.38%             | 2038-06-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                 | ROYAL BANK OF CANADA 144A 4.784000% 12/12/2025                                    | CUSIP: 780082AM5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1030000 | PA      | $1032878.18   | 0.52%             | 2025-12-12      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST | BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE BACM 2017-BNK3 ASB              | CUSIP: 06427DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    149970 | PA      | $148406.76    | 0.08%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  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        |    150000 | PA      | $147862.29    | 0.07%             | 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      | $274838.77    | 0.14%             | 2027-07-09      | Fixed         | 5.35%                 | 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      | $302556.28    | 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      | $237822.82    | 0.12%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                         | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 ASB                         | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    209061 | PA      | $206796.08    | 0.10%             | 2050-06-15      | Fixed         | 3.37%                 | 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      | $765452.10    | 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        |    159579 | PA      | $157595.86    | 0.08%             | 2050-11-15      | Fixed         | 3.39%                 | 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      | $74966.36     | 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        |       710 | PA      | $709.20       | 0.00%             | 2030-02-01      | Floating      | 7.20%                 | 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      | $154321.88    | 0.08%             | 2038-07-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                                | LCM XXIV LTD LCM 24A AR                                                           | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18095 | PA      | $18098.37     | 0.01%             | 2030-03-20      | Floating      | 5.51%                 | Yes           |                  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        |     57641 | PA      | $51247.44     | 0.03%             | 2066-04-25      | Floating      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1                         | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    197273 | PA      | $166572.51    | 0.08%             | 2056-06-25      | Floating      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                          | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A1                               | CUSIP: 29374MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    138466 | PA      | $138481.83    | 0.07%             | 2025-10-21      | Fixed         | 4.72%                 | 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      | $300779.88    | 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        |    550000 | PA      | $547565.21    | 0.28%             | 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        |    130000 | PA      | $130164.45    | 0.07%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SDART 2024-2 A2                     | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     87563 | PA      | $87669.80     | 0.04%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  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      | $115477.35    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  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        |    450000 | PA      | $449972.91    | 0.23%             | 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      | $425664.26    | 0.22%             | 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      | $487638.33    | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                        | WORLD OMNI AUTO RECEIVABLES TRUST 2021-C WOART 2021-C A3                          | CUSIP: 98164CAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       579 | PA      | $578.06       | 0.00%             | 2026-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                              | MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A4                                 | CUSIP: 60700KAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    174140 | PA      | $172741.20    | 0.09%             | 2027-11-15      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     34298 | PA      | $29110.18     | 0.01%             | 2066-02-25      | Floating      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                  | PNC FINANCIAL SERVICES GROUP INC/THE 5.812000% 06/12/2026                         | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200186.35    | 0.10%             | 2026-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2021-NQM1 TRUST GCAT 2021-NQM1 A1                                            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     82267 | PA      | $71627.07     | 0.04%             | 2066-01-25      | Floating      | 0.87%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                         | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A2A                           | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     90603 | PA      | $90707.66     | 0.05%             | 2026-10-15      | Fixed         | 5.43%                 | 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      | $254175.76    | 0.13%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                        | CIFC FUNDING 2015-I LTD CIFC 2015-1A ARR                                          | CUSIP: 12548MBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    127153 | PA      | $127108.52    | 0.06%             | 2031-01-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21677 | PA      | $20501.92     | 0.01%             | 2059-09-25      | Floating      | 2.49%                 | 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        |    283707 | PA      | $284002.20    | 0.14%             | 2026-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                   | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026           | CUSIP: 161175CM4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1284337.93   | 0.65%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  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        |    333868 | PA      | $334931.68    | 0.17%             | 2027-02-16      | Fixed         | 5.89%                 | Yes           |                  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        |    455817 | PA      | $455128.68    | 0.23%             | 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      | $302460.63    | 0.15%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 B                            | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71187 | PA      | $68393.72     | 0.03%             | 2028-06-12      | Fixed         | 0.66%                 | 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        |    377157 | PA      | $315849.87    | 0.16%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A                                   | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     98720 | PA      | $93358.62     | 0.05%             | 2065-01-26      | Floating      | 2.53%                 | No            |                  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        |     62982 | PA      | $58581.73     | 0.03%             | 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      | $306641.50    | 0.16%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD                | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A A1R2                 | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    149804 | PA      | $149755.02    | 0.08%             | 2031-04-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                  | GENERAL MOTORS CO 6.125000% 10/01/2025                                            | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    701000 | PA      | $703623.46    | 0.36%             | 2025-10-01      | Fixed         | 6.12%                 | 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        |    104012 | PA      | $103361.80    | 0.05%             | 2039-01-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| BON SECOURS MERCY HEALTH, INC.                          | BON SECOURS MERCY HEALTH INC 3.382000% 11/01/2025                                 | CUSIP: 58942HAA9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287597.32    | 0.15%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  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      | $1473843.28   | 0.75%             | 2027-03-01      | Fixed         | 4.45%                 | 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        |   1275000 | PA      | $1275684.05   | 0.65%             | 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        |   1240000 | PA      | $1259490.56   | 0.64%             | 2027-08-14      | Fixed         | 5.89%                 | 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        |    529384 | PA      | $526736.89    | 0.27%             | 2038-11-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                   | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A1                      | CUSIP: 36271VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205588 | PA      | $205551.01    | 0.10%             | 2026-02-20      | Fixed         | 4.41%                 | No            |                  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      | $244288.51    | 0.12%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                | AMERICAN EXPRESS CO 3.950000% 08/01/2025                                          | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324344.09    | 0.16%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K067 A1                   | CUSIP: 3137FAWR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     82895 | PA      | $81738.97     | 0.04%             | 2027-03-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 WFCM 2015-C31 A3                   | CUSIP: 94989WAR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    154664 | PA      | $153944.63    | 0.08%             | 2048-11-15      | Fixed         | 3.43%                 | No            |                  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      | $206547.46    | 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        |    145831 | PA      | $142567.45    | 0.07%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                | ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1                                    | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    174098 | PA      | $150277.14    | 0.08%             | 2066-05-25      | Floating      | 1.07%                 | 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        |    541982 | PA      | $543066.45    | 0.28%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                            | GS MORTGAGE SECURITIES TRUST 2016-GS3 GSMS 2016-GS3 AAB                           | CUSIP: 36251PAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105737 | PA      | $104788.80    | 0.05%             | 2049-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP 4.985000% 07/24/2026                                   | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249999.51    | 0.13%             | 2026-07-24      | Fixed         | 4.99%                 | 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        |     56130 | PA      | $55326.93     | 0.03%             | 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      | $303809.69    | 0.15%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 4.250000% 05/31/2025                                              | CUSIP: 91282CHD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4200000 | PA      | $4198974.61   | 2.13%             | 2025-05-31      | Fixed         | 4.25%                 | 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        |     13615 | PA      | $13415.64     | 0.01%             | 2058-01-25      | Floating      | 3.00%                 | 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        |   8800000 | PA      | $8800000.00   | 4.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1491636.57   | 0.76%             | 2027-07-20      | Fixed         | 1.51%                 | 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      | $347812.50    | 0.18%             | 2041-06-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| ILLUMINA, INC.                                          | ILLUMINA INC 5.800000% 12/12/2025                                                 | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302024.24    | 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        |    622046 | PA      | $632217.45    | 0.32%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST               | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A2                 | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    621746 | PA      | $621625.19    | 0.32%             | 2028-05-22      | Fixed         | 4.71%                 | 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      | $747911.24    | 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      | $202677.67    | 0.10%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                          | CITIGROUP INC 5.610000% 09/29/2026                                                | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1274351.52   | 0.65%             | 2026-09-29      | Fixed         | 5.61%                 | 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        |    228051 | PA      | $227903.18    | 0.12%             | 2030-10-15      | Floating      | 5.44%                 | 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      | $1044373.00   | 0.53%             | 2025-12-24      | Floating      | 4.70%                 | 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        |    356051 | PA      | $351399.55    | 0.18%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                            | OVINTIV INC 5.650000% 05/15/2025                                                  | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399850.50    | 0.20%             | 2025-05-15      | Fixed         | 5.65%                 | 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      | $497496.68    | 0.25%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                         | TOYOTA MOTOR CREDIT CORP COMMERCIAL PAPER                                         | CUSIP: 89233GUU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | ABS-APCP         |  | US        |    625000 | PA      | $618308.50    | 0.31%             | 2025-07-28      | None          | 0.18%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC 5.050000% 07/15/2026                                                 | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452904.34    | 0.23%             | 2026-07-15      | Fixed         | 5.05%                 | 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        |      9862 | PA      | $9631.63      | 0.00%             | 2057-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                           | LENDBUZZ SECURITIZATION TRUST 2023-3 LBZZ 2023-3A A2                              | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    177276 | PA      | $181728.96    | 0.09%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4753 QV                                                    | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    445184 | PA      | $441981.21    | 0.22%             | 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        |     95547 | PA      | $84612.65     | 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      | $251539.47    | 0.13%             | 2025-11-03      | Fixed         | 6.25%                 | 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        |    425527 | PA      | $417742.08    | 0.21%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD AUTO TRUST                                  | FIFTH THIRD AUTO TRUST 2023-1 FITAT 2023-1 A2A                                    | CUSIP: 31680EAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20763 | PA      | $20773.48     | 0.01%             | 2026-11-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 B                      | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    403144 | PA      | $402733.70    | 0.20%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  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        |    975000 | PA      | $980255.98    | 0.50%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2015-JP1 ASB             | CUSIP: 46590KAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77554 | PA      | $77186.80     | 0.04%             | 2049-01-15      | Fixed         | 3.73%                 | 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      | $944941.56    | 0.48%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.        | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2023-1 A2                 | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    141287 | PA      | $141407.17    | 0.07%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                           | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                     | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $250469.00    | 0.13%             | 2041-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                     | SOCIETE GENERALE SA 144A 1.488000% 12/14/2026                                     | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |   1360000 | PA      | $1331349.48   | 0.68%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  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        |     74973 | PA      | $71122.84     | 0.04%             | 2057-09-25      | Floating      | 3.80%                 | 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      | $546987.31    | 0.28%             | 2027-11-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | TREASURY BILL 0.000000% 06/03/2025                                                | CUSIP: 912797PL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2975000 | PA      | $2963495.59   | 1.50%             | 2025-06-03      | None          | 0.00%                 | 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        |   1355000 | PA      | $1324699.63   | 0.67%             | 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        |    324242 | PA      | $322705.26    | 0.16%             | 2037-02-19      | Floating      | 5.67%                 | 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      | $119100.00    | 0.06%             | 2036-10-15      | Floating      | 5.34%                 | Yes           |                  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      | $1330014.09   | 0.67%             | 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        |    147759 | PA      | $130566.63    | 0.07%             | 2066-01-25      | Floating      | 1.05%                 | Yes           |                  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        |    760000 | PA      | $747865.63    | 0.38%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A2A                   | CUSIP: 44935VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62257 | PA      | $62286.27     | 0.03%             | 2026-03-16      | Fixed         | 5.85%                 | Yes           |                  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        |    198820 | PA      | $199214.40    | 0.10%             | 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        |    211936 | PA      | $213970.64    | 0.11%             | 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        |   1250000 | PA      | $1258649.71   | 0.64%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                   | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.524000% 07/13/2025                   | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $249677.66    | 0.13%             | 2025-07-13      | Fixed         | 4.52%                 | 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        |    386372 | PA      | $381428.54    | 0.19%             | 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      | $45278.65     | 0.02%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                       | AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A                         | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2069 | PA      | $2059.38      | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | 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        |      1470 | PA      | $1462.79      | 0.00%             | 2031-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 ASB                  | CUSIP: 94989YBA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5780 | PA      | $5766.84      | 0.00%             | 2059-01-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                              | LAD AUTO RECEIVABLES TRUST 2022-1 LADAR 2022-1A A                                 | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26386 | PA      | $26409.08     | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST            | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-1 A                       | CUSIP: 02582JJZ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100632.31    | 0.05%             | 2028-05-15      | Fixed         | 4.87%                 | 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      | $302047.83    | 0.15%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST HIGHER EDL FACS AUTH REV                | PENNSYLVANIA ST HGR EDUCTNL FA PENNSYLVANIA HIGHER EDUCATIONAL FACILITIES AUTHORI | CUSIP: 70917TSB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205657.39    | 0.10%             | 2025-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CARBONE CLO                                             | CARBONE CLO LTD CRBN 2017-1A A1                                                   | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     95370 | PA      | $95337.76     | 0.05%             | 2031-01-20      | Floating      | 5.67%                 | 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      | $807628.96    | 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        |    386818 | PA      | $389879.56    | 0.20%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST      | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-1 A3                | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    396638 | PA      | $396870.92    | 0.20%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3786 ED                                                    | CUSIP: 3137A5R97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    137041 | PA      | $136544.60    | 0.07%             | 2039-09-15      | Fixed         | 4.00%                 | 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      | $225351.56    | 0.11%             | 2027-06-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                    | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-C B                 | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27951 | PA      | $28006.12     | 0.01%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                          | CARVANA AUTO RECEIVABLES TRUST 2025-N1 CRVNA 2025-N1 A1                           | CUSIP: 14688XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    206617 | PA      | $206620.17    | 0.10%             | 2026-03-10      | Fixed         | 4.64%                 | 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        |    384817 | PA      | $385514.29    | 0.20%             | 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        |    336561 | PA      | $335931.85    | 0.17%             | 2031-04-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                              | FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 A2                                  | CUSIP: 33846BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49396 | PA      | $49470.52     | 0.03%             | 2027-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                   | HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2                                     | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57011 | PA      | $57112.06     | 0.03%             | 2031-01-21      | Fixed         | 6.04%                 | Yes           |                  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        |     80687 | PA      | $80928.23     | 0.04%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                            | SODEXO INC 144A 1.634000% 04/16/2026                                              | CUSIP: 833794AA8<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $484977.51    | 0.25%             | 2026-04-16      | Fixed         | 1.63%                 | No            |                  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      | $323511.97    | 0.16%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                               | DLLAD 2021-1 LLC DLLAD 2021-1A A3                                                 | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39233 | PA      | $38954.51     | 0.02%             | 2026-09-21      | Fixed         | 0.64%                 | Yes           |                  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      | $203585.20    | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 D                    | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    476408 | PA      | $475656.18    | 0.24%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                              | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A A3                          | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    930000 | PA      | $931115.54    | 0.47%             | 2027-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1                          | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    112700 | PA      | $93204.86     | 0.05%             | 2066-06-25      | Floating      | 0.93%                 | Yes           |                  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        |    245036 | PA      | $231408.71    | 0.12%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-63 MA                                                  | CUSIP: 3136A6TC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       258 | PA      | $257.07       | 0.00%             | 2040-06-25      | Fixed         | 4.00%                 | 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        |   2175000 | PA      | $2090548.84   | 1.06%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                            | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A2A                              | CUSIP: 345290AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66567 | PA      | $66604.75     | 0.03%             | 2026-07-15      | Fixed         | 5.24%                 | 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        |    134963 | PA      | $126920.29    | 0.06%             | 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        |    361388 | PA      | $308661.46    | 0.16%             | 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      | $304865.65    | 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      | $306316.26    | 0.16%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                      | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST HAROT 2023-2 A2                         | CUSIP: 437927AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6553 | PA      | $6555.67      | 0.00%             | 2026-04-15      | Fixed         | 5.41%                 | 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        |    284643 | PA      | $289052.43    | 0.15%             | 2038-08-18      | Fixed         | 6.46%                 | 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        |    182431 | PA      | $182273.72    | 0.09%             | 2030-10-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV             | NEW YORK NY CITY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY        | CUSIP: 64972JQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $955204.58    | 0.48%             | 2026-11-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                              | GCAT 2021-CM1 TRUST GCAT 2021-CM1 A                                               | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145829 | PA      | $138927.00    | 0.07%             | 2065-04-25      | Floating      | 2.47%                 | Yes           |                  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        |    524456 | PA      | $528738.70    | 0.27%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 WFCM 2016-BNK1 ASB                | CUSIP: 95000GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46111 | PA      | $45760.34     | 0.02%             | 2049-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R A1                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40982 | PA      | $38986.44     | 0.02%             | 2058-10-25      | Floating      | 0.94%                 | Yes           |                  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        |     18817 | PA      | $18501.18     | 0.01%             | 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        |    385000 | PA      | $384355.43    | 0.19%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  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        |    160000 | PA      | $159887.60    | 0.08%             | 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        |    545000 | PA      | $546193.22    | 0.28%             | 2026-11-20      | Fixed         | 5.39%                 | 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        |     35715 | PA      | $34773.36     | 0.02%             | 2060-05-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                         | PRESTIGE AUTO RECEIVABLES TRUST 2023-1 PART 2023-1A B                             | CUSIP: 74113GAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    559423 | PA      | $559716.47    | 0.28%             | 2027-04-15      | Fixed         | 5.55%                 | Yes           |                  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        |     92948 | PA      | $92952.91     | 0.05%             | 2031-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer