# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0001752724-25-156779
**Filing Date:** 2025-6
**Character Count:** 286353
**Document Hash:** 12bf5e27874c5b049ca961f1aed546db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156779.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156779

**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:** 251075517

**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 GNMA FUND (Series ID: S000008269)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000022554 | SDIT GNMA FUND - CLASS F, effective 1-31-2017 (formerly Class A) | SEGMX           |
| C000147421 | Class Y                                                          | SGMYX           |

## 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 GNMA FUND

- **b. EDGAR series identifier (if any):** S000008269

- **c. LEI of Series:** 5493001L5ZV8Q54PWC13

**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:** $21366148.73

**Total Liabilities:** $6936987.39

**Net Assets:** $14429161.34

**Cash Not Reported:** $25299.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.00151798 | **1-Year:** 19.38793053 | **5-Year:** 148.32598922 | **10-Year:** 355.01706945 | **30-Year:** 157.43609078

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

- **3-Month:** -52.31490065 | **1-Year:** -824.27375671 | **5-Year:** -2311.12486068 | **10-Year:** -4026.29608641 | **30-Year:** -830.57411907

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022554 | 0.27%                | 0.05%                | 2.20%                |
| Class ID C000147421 | 0.29%                | 0.07%                | 2.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11757.67                | $-14327.22                                 |
| Month 2  | $-48655.00               | $7380.65                                   |
| Month 3  | $15989.22                | $295406.09                                 |

**Designated Index Information**

- **Index Name:** Bloomberg GNMA Index (USD)

- **Index Identifier:** LEH_GNMA

### Schedule of Portfolio Investments

| Name                                            | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4731 LB                                    | CUSIP: 3137FBPD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    167361 | PA      | $130993.37    | 0.91%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-169 ZK          | CUSIP: 38378YJZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58516 | PA      | $50631.23     | 0.35%             | 2043-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 600759                                       | CUSIP: 36200GMG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2880 | PA      | $2869.41      | 0.02%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 412390                                       | CUSIP: 36206JC36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       401 | PA      | $402.58       | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 733799                                       | CUSIP: 3620AMGG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5808 | PA      | $5956.25      | 0.04%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780977                                       | CUSIP: 36225BCN6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       196 | PA      | $200.62       | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    425000 | PA      | $424082.52    | 2.94%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA1921                                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     81595 | PA      | $79960.40     | 0.55%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780615                                       | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2424 | PA      | $2450.54      | 0.02%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 622122                                       | CUSIP: 36291AD30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6871 | PA      | $6899.72      | 0.05%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 4636                                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    230784 | PA      | $229004.43    | 1.59%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 621132                                       | CUSIP: 36290YA99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16982 | PA      | $17479.22     | 0.12%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H032654<br>LEI: N/A                  | Short            | DBT              | USGA              | US        |   -100000 | PA      | $-90832.52    | -0.63%            | 2055-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 4923                                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8518 | PA      | $8452.78      | 0.06%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H030658<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    330000 | PA      | $292116.73    | 2.02%             | 2055-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-62 CI           | CUSIP: 38379LS49<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    120650 | PA      | $26573.07     | 0.18%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 4747                                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25026 | PA      | $25301.66     | 0.18%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |    -24000 | PA      | $-20824.85    | -0.14%            | 2055-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 781429                                       | CUSIP: 36225BSS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       601 | PA      | $639.31       | 0.00%             | 2032-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 605461                                       | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23721 | PA      | $23605.67     | 0.16%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K123 X1   | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1012271 | PA      | $35029.03     | 0.24%             | 2030-12-25      | Floating      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H052652<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    675000 | PA      | $674638.75    | 4.68%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5191                                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    114375 | PA      | $104706.42    | 0.73%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780892                                       | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2649 | PA      | $2715.12      | 0.02%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 604871                                       | CUSIP: 36200M6G3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       838 | PA      | $846.96       | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 472005                                       | CUSIP: 36209HKS3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1303 | PA      | $1326.57      | 0.01%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 5175                                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    134536 | PA      | $133498.38    | 0.93%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 BG4091                                      | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8891 | PA      | $8300.45      | 0.06%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 782442                                       | CUSIP: 36241KWB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5942 | PA      | $6012.56      | 0.04%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET PARIBAS      | CUSIP: PAMGZZVY7<br>LEI: N/A                  | Long             | RA               |  | US        |    500000 | PA      | $500000.00    | 3.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA9907                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     97420 | PA      | $98609.68     | 0.68%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN AA0159                                       | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    288479 | PA      | $273617.33    | 1.90%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-23 CI           | CUSIP: 38379VRH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    227182 | PA      | $7587.59      | 0.05%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 782789                                       | CUSIP: 36241LC20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5224 | PA      | $5377.44      | 0.04%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3374                                      | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7380 | PA      | $6441.37      | 0.04%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H060655<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    180000 | PA      | $182046.09    | 1.26%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H042653<br>LEI: N/A                  | Short            | DBT              | USGA              | US        |    -50000 | PA      | $-47855.42    | -0.33%            | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3452                                      | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3847 | PA      | $3356.73      | 0.02%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA MAY             | CUSIP: 21H022655<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1075000 | PA      | $916016.39    | 6.35%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 494109                                       | CUSIP: 36210J3S5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3887 | PA      | $3904.96      | 0.03%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5265                                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    199181 | PA      | $193322.74    | 1.34%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 CG          | CUSIP: 38380GK45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80000 | PA      | $68254.92     | 0.47%             | 2047-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-115 YA          | CUSIP: 38382HG20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48778 | PA      | $37273.17     | 0.26%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA7053                                      | CUSIP: 36179VZS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    607808 | PA      | $539303.39    | 3.74%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 628869                                       | CUSIP: 36291HT20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1393 | PA      | $1398.09      | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 688029                                       | CUSIP: 36296DLJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     37054 | PA      | $39816.54     | 0.28%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 615635                                       | CUSIP: 36290R4U4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25673 | PA      | $26381.44     | 0.18%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K737 X1   | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1873534 | PA      | $14338.53     | 0.10%             | 2026-10-25      | Floating      | 0.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5192                                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    176252 | PA      | $166309.05    | 1.15%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 506659                                       | CUSIP: 36210YZY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5237 | PA      | $5370.49      | 0.04%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 617841                                       | CUSIP: 36290ULW4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20337 | PA      | $21506.52     | 0.15%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 641944                                       | CUSIP: 36291YER4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       313 | PA      | $311.91       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-26 IK           | CUSIP: 38378JAS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    184825 | PA      | $24936.27     | 0.17%             | 2043-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5329                                      | CUSIP: 36179T4N2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     41332 | PA      | $37939.54     | 0.26%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 693467                                       | CUSIP: 36296KMQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     34019 | PA      | $34874.43     | 0.24%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4901                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     59424 | PA      | $55934.08     | 0.39%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 781339                                       | CUSIP: 36225BPY8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1197 | PA      | $1285.87      | 0.01%             | 2031-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 BF9693                                      | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8979 | PA      | $8382.61      | 0.06%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 BB0185                                      | CUSIP: 3617AQF20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     86192 | PA      | $80489.55     | 0.56%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US LONG BOND(CBT) JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6 | NC      | $-699750.00   | -4.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 626815                                       | CUSIP: 36291FK49<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     53744 | PA      | $54919.39     | 0.38%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-122 IP          | CUSIP: 38379ETX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     88175 | PA      | $3050.75      | 0.02%             | 2029-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-126 KI          | CUSIP: 38380BAQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     63044 | PA      | $1179.48      | 0.01%             | 2028-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 506238                                         | CUSIP: 31383LLT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        37 | PA      | $37.09        | 0.00%             | 2028-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-84 IO           | CUSIP: 38379PQ67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    191411 | PA      | $27582.07     | 0.19%             | 2042-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 4715                                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     63851 | PA      | $64554.33     | 0.45%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3308                                      | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     64598 | PA      | $56384.12     | 0.39%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 781252                                       | CUSIP: 36225BL97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1555 | PA      | $1632.70      | 0.01%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4126                                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     41674 | PA      | $37397.76     | 0.26%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4484 CI                                    | CUSIP: 3137BJQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    134869 | PA      | $7287.90      | 0.05%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5762                                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     31982 | PA      | $29352.12     | 0.20%             | 2049-02-20      | Fixed         | 3.50%                 | 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        |        -2 | NC      | $-224437.50   | -1.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 638060                                       | CUSIP: 36291TZZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3178 | PA      | $3162.89      | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 451440                                       | CUSIP: 36208HPZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       198 | PA      | $198.55       | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 4656                                        | CUSIP: 36202FE51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23786 | PA      | $22771.08     | 0.16%             | 2040-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5137                                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4401 | PA      | $4131.65      | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 784115                                      | CUSIP: 3622A2SC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132999 | PA      | $119592.52    | 0.83%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2016-71 IN                                  | CUSIP: 3136AT4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47135 | PA      | $9223.15      | 0.06%             | 2046-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 605758                                       | CUSIP: 36200N5T4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18598 | PA      | $19072.41     | 0.13%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4195                                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     88506 | PA      | $79401.45     | 0.55%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA                    | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |    400000 | PA      | $391526.49    | 2.71%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2017-110 PB                                 | CUSIP: 3136B0NX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79000 | PA      | $58875.32     | 0.41%             | 2057-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 517382                                         | CUSIP: 31383YXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       130 | PA      | $129.91       | 0.00%             | 2028-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 784801                                      | CUSIP: 3622AAGJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    455678 | PA      | $416926.82    | 2.89%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 479231                                       | CUSIP: 36209RLL5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1422 | PA      | $1426.13      | 0.01%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4199 QI                                    | CUSIP: 3137B2AV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80841 | PA      | $2065.76      | 0.01%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC STRIPS FHS 324 C18                                    | CUSIP: 31325VBN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    163641 | PA      | $14460.13     | 0.10%             | 2033-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE-ACES FNA 2019-M21 X1                                   | CUSIP: 3136B6WW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    900870 | PA      | $36019.83     | 0.25%             | 2029-05-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H040657<br>LEI: N/A                  | Short            | DBT              | USGA              | US        |    -50000 | PA      | $-46532.25    | -0.32%            | 2055-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-24 CI           | CUSIP: 38379JVP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    114896 | PA      | $17680.57     | 0.12%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA6819                                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    779192 | PA      | $665502.01    | 4.61%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-57 TI           | CUSIP: 38377EG73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    219735 | PA      | $40411.68     | 0.28%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4624 BI                                    | CUSIP: 3137BSMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     87838 | PA      | $15934.23     | 0.11%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 692488                                       | CUSIP: 36296JJ97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10654 | PA      | $10929.29     | 0.08%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 628110                                       | CUSIP: 36291GYF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11525 | PA      | $11469.51     | 0.08%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 660769                                         | CUSIP: 31391ACE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12124 | PA      | $12483.37     | 0.09%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US 5YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $436781.25    | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 647723                                       | CUSIP: 36292FSL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     35864 | PA      | $36247.15     | 0.25%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 604574                                       | CUSIP: 36200MT78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6631 | PA      | $6612.38      | 0.05%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 651993                                       | CUSIP: 36292LKE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4443 | PA      | $4488.77      | 0.03%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA1287                                      | CUSIP: 36179NNC8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60747 | PA      | $59567.15     | 0.41%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 478716                                       | CUSIP: 36209QYM1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2009 | PA      | $2020.31      | 0.01%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K110 X1   | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    562787 | PA      | $36425.57     | 0.25%             | 2030-04-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-93 IL                                  | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55403 | PA      | $1104.56      | 0.01%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN CO6356                                       | CUSIP: 3617FJBZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    112221 | PA      | $110242.48    | 0.76%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-149 LZ          | CUSIP: 38378UKN6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     51975 | PA      | $44768.56     | 0.31%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA7193                                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    123515 | PA      | $105317.75    | 0.73%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3378                                      | CUSIP: 36179RXF1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    367027 | PA      | $358078.16    | 2.48%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 475654                                       | CUSIP: 36209MMB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7168 | PA      | $7265.31      | 0.05%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 635907                                       | CUSIP: 36291RNY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9691 | PA      | $10000.71     | 0.07%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA1377                                      | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    125276 | PA      | $122766.20    | 0.85%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA2679                                      | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    269716 | PA      | $256535.65    | 1.78%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3171                                      | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8475 | PA      | $7397.86      | 0.05%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4320                                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5683 | PA      | $5092.68      | 0.04%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780509                                       | CUSIP: 36225AR69<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       115 | PA      | $116.36       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 603212                                       | CUSIP: 36200KDR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7822 | PA      | $7905.25      | 0.05%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 478966                                       | CUSIP: 36209RCB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1973 | PA      | $2044.71      | 0.01%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 651737                                       | CUSIP: 36292LBE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7292 | PA      | $7478.00      | 0.05%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 592591                                       | CUSIP: 36201TKC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       374 | PA      | $381.55       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4450                                      | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9534 | PA      | $8550.54      | 0.06%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 521331                                       | CUSIP: 36211SEC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2633 | PA      | $2700.42      | 0.02%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 343340                                       | CUSIP: 36203ALV6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       254 | PA      | $254.18       | 0.00%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 647290                                       | CUSIP: 36292FC39<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1842 | PA      | $1852.24      | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K116 X1   | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    688020 | PA      | $40388.85     | 0.28%             | 2030-07-25      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 609505                                       | CUSIP: 36202UDJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4407 | PA      | $4451.55      | 0.03%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5466                                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25864 | PA      | $24330.41     | 0.17%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5398                                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     38730 | PA      | $36422.25     | 0.25%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 490103                                       | CUSIP: 36210ENU9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1400 | PA      | $1430.65      | 0.01%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3243                                      | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     79524 | PA      | $71516.38     | 0.50%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 500075                                       | CUSIP: 36210RQ45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       769 | PA      | $772.79       | 0.01%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3520                                      | CUSIP: 36179R4D8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     42943 | PA      | $38611.94     | 0.27%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 543916                                       | CUSIP: 36212UGZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        84 | PA      | $84.67        | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 611012                                       | CUSIP: 36202VYH8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17103 | PA      | $17135.00     | 0.12%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA7367                                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     91735 | PA      | $78225.80     | 0.54%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-74 IC           | CUSIP: 38382E5F0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    293382 | PA      | $14592.98     | 0.10%             | 2035-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5019                                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10508 | PA      | $9645.27      | 0.07%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA6818                                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    907577 | PA      | $740579.29    | 5.13%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA7052                                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    151633 | PA      | $129412.26    | 0.90%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 783384                                       | CUSIP: 36241LXM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     74772 | PA      | $77040.80     | 0.53%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 620469                                       | CUSIP: 36290XJN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19856 | PA      | $20110.96     | 0.14%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 3930 AI                                    | CUSIP: 3137AFB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     21721 | PA      | $353.12       | 0.00%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |   -402000 | PA      | $-334130.65   | -2.32%            | 2055-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H062651<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    450000 | PA      | $460000.25    | 3.19%             | 2055-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2015-21 WI                                  | CUSIP: 3136ANHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70978 | PA      | $3237.73      | 0.02%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 621382                                       | CUSIP: 36290YJ33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8088 | PA      | $8036.91      | 0.06%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-126 IO          | CUSIP: 38378H3E4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    181549 | PA      | $23011.39     | 0.16%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 646863                                       | CUSIP: 36292ETU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7865 | PA      | $7893.37      | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 419422                                         | CUSIP: 31379G4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       512 | PA      | $513.27       | 0.00%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 550753                                       | CUSIP: 36213CZS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       805 | PA      | $804.10       | 0.01%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 616413                                       | CUSIP: 36290SYJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10488 | PA      | $10599.46     | 0.07%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA0393                                      | CUSIP: 36179MNJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    579052 | PA      | $554336.10    | 3.84%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2014-68 ID                                  | CUSIP: 3136ALQU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    150092 | PA      | $5980.39      | 0.04%             | 2034-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 432848                                       | CUSIP: 36207HZM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       769 | PA      | $772.98       | 0.01%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 BI          | CUSIP: 38380GZW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80171 | PA      | $17544.26     | 0.12%             | 2047-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2018-13 MP                                  | CUSIP: 3136B02D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195263 | PA      | $185809.80    | 1.29%             | 2057-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 619302                                       | CUSIP: 36290WAB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7612 | PA      | $7790.57      | 0.05%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 3977                                        | CUSIP: 36202EM22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25155 | PA      | $26600.01     | 0.18%             | 2037-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 PJ          | CUSIP: 38380BQJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    358180 | PA      | $298858.17    | 2.07%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-21 DI           | CUSIP: 38378Y2A6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21829 | PA      | $113.34       | 0.00%             | 2026-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4166 PI                                    | CUSIP: 3137AYCZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     40559 | PA      | $899.38       | 0.01%             | 2041-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 605098                                       | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11734 | PA      | $11863.56     | 0.08%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-167 AI          | CUSIP: 38380CEN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    179849 | PA      | $16536.50     | 0.11%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 521917                                       | CUSIP: 36211SYN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        99 | PA      | $99.82        | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 BD3961                                      | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22262 | PA      | $20807.84     | 0.14%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |   -877000 | PA      | $-791393.99   | -5.48%            | 2055-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2016-3 JI                                   | CUSIP: 3136ARFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4716 | PA      | $55.53        | 0.00%             | 2031-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 BE6414                                      | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12588 | PA      | $11771.73     | 0.08%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |   -345000 | PA      | $-321486.16   | -2.23%            | 2055-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 190291                                         | CUSIP: 31368HKC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         9 | PA      | $8.83         | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4837                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24782 | PA      | $22751.37     | 0.16%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 633252                                       | CUSIP: 36291NQD6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12514 | PA      | $12833.35     | 0.09%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 485850                                       | CUSIP: 36209YWK0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       560 | PA      | $570.31       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA6598                                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    180368 | PA      | $154251.76    | 1.07%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 597962                                       | CUSIP: 36200DJF1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       374 | PA      | $381.12       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-185 GI          | CUSIP: 38379F3V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13896 | PA      | $36.67        | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 781636                                       | CUSIP: 36225BY93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15633 | PA      | $16251.45     | 0.11%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-144 BI          | CUSIP: 38379ER38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     30114 | PA      | $850.97       | 0.01%             | 2029-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA7051                                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1232807 | PA      | $1005957.43   | 6.97%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 446971                                       | CUSIP: 36208CQY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1901 | PA      | $1907.04      | 0.01%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 3735                                        | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23037 | PA      | $23162.08     | 0.16%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 781288                                       | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4889 | PA      | $5112.89      | 0.04%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 550567                                       | CUSIP: 36213CTY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1813 | PA      | $1832.39      | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 613931                                       | CUSIP: 36290QA88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1092 | PA      | $1120.17      | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4003                                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5224 | PA      | $4689.59      | 0.03%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 AT4121                                      | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    224802 | PA      | $206135.98    | 1.43%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-107 JI          | CUSIP: 38380TE93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    278249 | PA      | $48625.91     | 0.34%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                         | CUSIP: 01F040669<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |   -345000 | PA      | $-321432.26   | -2.23%            | 2055-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-3 MT | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    165948 | PA      | $148883.00    | 1.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 642208                                       | CUSIP: 36291YNZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1270 | PA      | $1283.80      | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 604566                                       | CUSIP: 36200MTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11534 | PA      | $11687.86     | 0.08%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4182 IE                                    | CUSIP: 3137B0WS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     60398 | PA      | $1507.75      | 0.01%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 650385                                       | CUSIP: 36292JRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23378 | PA      | $23264.28     | 0.16%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA2754                                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     27814 | PA      | $25674.03     | 0.18%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                        | TSY INFL IX N/B 1.750000% 01/15/2034                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    100000 | PA      | $102790.70    | 0.71%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 697699                                       | CUSIP: 36296QDC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15445 | PA      | $15898.85     | 0.11%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-182 LZ          | CUSIP: 38380UBE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    155717 | PA      | $95671.14     | 0.66%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-130 IO          | CUSIP: 38380GAS3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    123023 | PA      | $22088.06     | 0.15%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 781995                                       | CUSIP: 36241KGC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16764 | PA      | $17800.98     | 0.12%             | 2035-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4261                                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    146408 | PA      | $131346.45    | 0.91%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 4697                                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     80422 | PA      | $81260.54     | 0.56%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 BF1236                                      | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10884 | PA      | $10185.62     | 0.07%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE INTEREST STRIP FNS 410 C6                              | CUSIP: 31395QCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5810 | PA      | $78.10        | 0.00%             | 2027-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA6996                                      | CUSIP: 36179VXZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48939 | PA      | $43480.43     | 0.30%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4963                                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22559 | PA      | $21216.16     | 0.15%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-42 EI           | CUSIP: 38379V5S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    182109 | PA      | $19210.54     | 0.13%             | 2046-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-49 PZ           | CUSIP: 38379WGC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    254047 | PA      | $186063.28    | 1.29%             | 2045-11-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780628                                       | CUSIP: 36225AVV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       149 | PA      | $149.20       | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA9967                                      | CUSIP: 36180ACC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 784718                                       | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     31095 | PA      | $26817.97     | 0.19%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 514832                                       | CUSIP: 36211J4R5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       600 | PA      | $600.84       | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1520 X1 | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    598847 | PA      | $20908.33     | 0.14%             | 2036-02-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4018 AI                                    | CUSIP: 3137AMVN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9373 | PA      | $59.86        | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 668876                                       | CUSIP: 36295FCM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9747 | PA      | $9887.58      | 0.07%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K066 X1   | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1531771 | PA      | $19073.01     | 0.13%             | 2027-06-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                          | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |   -491000 | PA      | $-469518.90   | -3.25%            | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4586                                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    689250 | PA      | $633071.21    | 4.39%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA0784                                      | CUSIP: 36179M2R0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60693 | PA      | $58102.38     | 0.40%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-98 BI                                  | CUSIP: 3136A8CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51547 | PA      | $3168.31      | 0.02%             | 2042-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 550718                                       | CUSIP: 36213CYP9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25529 | PA      | $25802.22     | 0.18%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4779                                      | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6004 | PA      | $5642.53      | 0.04%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 475338                                      | CUSIP: 36209MBF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     36246 | PA      | $33172.68     | 0.23%             | 2041-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 693518                                       | CUSIP: 36296KPB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     43101 | PA      | $43815.07     | 0.30%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-69 AI           | CUSIP: 38378EPV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       829 | PA      | $8.14         | 0.00%             | 2027-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 619298                                       | CUSIP: 36290V7K4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18950 | PA      | $19379.75     | 0.13%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H020659<br>LEI: N/A                  | Short            | DBT              | USGA              | US        |    -25000 | PA      | $-20390.39    | -0.14%            | 2055-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 373342                                         | CUSIP: 31377CWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2035 | PA      | $2039.36      | 0.01%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-161 GI          | CUSIP: 38380BA21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     88022 | PA      | $13014.76     | 0.09%             | 2046-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 393374                                       | CUSIP: 36205K6K3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       507 | PA      | $509.04       | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 AU2010                                      | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    220699 | PA      | $202373.05    | 1.40%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 595273                                       | CUSIP: 36200AJS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       540 | PA      | $568.85       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 550677                                       | CUSIP: 36213CXE5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1495 | PA      | $1493.59      | 0.01%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 490925                                       | CUSIP: 36210FLE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1540 | PA      | $1579.53      | 0.01%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 633178                                       | CUSIP: 36291NM32<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2750 | PA      | $2761.25      | 0.02%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4125                                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    189396 | PA      | $165309.97    | 1.15%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 604994                                       | CUSIP: 36200NC74<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1734 | PA      | $1748.23      | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 613767                                       | CUSIP: 36290NZ88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1666 | PA      | $1707.97      | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-2 AI            | CUSIP: 38380CNU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    138187 | PA      | $29105.23     | 0.20%             | 2047-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 615607                                       | CUSIP: 36290R3Q4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    139699 | PA      | $142878.32    | 0.99%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA6092                                      | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    114644 | PA      | $110643.26    | 0.77%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-18 IC           | CUSIP: 38379JZD6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60341 | PA      | $2006.26      | 0.01%             | 2030-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4178 MI                                    | CUSIP: 3137B06E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     52903 | PA      | $1122.24      | 0.01%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2010-126 NI                                 | CUSIP: 31398SBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     98392 | PA      | $11880.82     | 0.08%             | 2040-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4451                                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     49131 | PA      | $45144.18     | 0.31%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-43 IA           | CUSIP: 38381TR23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    111732 | PA      | $16400.60     | 0.11%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780912                                       | CUSIP: 36225BAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1690 | PA      | $1734.23      | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA2524                                      | CUSIP: 36179QYV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28157 | PA      | $28363.72     | 0.20%             | 2045-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA1523                                      | CUSIP: 36179NVQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22434 | PA      | $21984.67     | 0.15%             | 2043-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA5264                                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     66752 | PA      | $62807.47     | 0.44%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | FREDDIE MAC REMICS FHR 4176 KI                                    | CUSIP: 3137B0Q64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28999 | PA      | $352.77       | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 457587                                       | CUSIP: 36208QJ80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       284 | PA      | $284.73       | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA2753                                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    336365 | PA      | $302898.39    | 2.10%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE-ACES FNA 2020-M2 X                                     | CUSIP: 3136B75H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    781717 | PA      | $6739.97      | 0.05%             | 2030-01-25      | Floating      | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 528714                                       | CUSIP: 36212BK36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5858 | PA      | $5878.52      | 0.04%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-163 YA          | CUSIP: 38380KLU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225000 | PA      | $186937.18    | 1.30%             | 2047-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA3103                                      | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21779 | PA      | $19010.87     | 0.13%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 542079                                       | CUSIP: 36212SFU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       470 | PA      | $472.01       | 0.00%             | 2031-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780650                                       | CUSIP: 36225AWK2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       268 | PA      | $272.72       | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 632259                                       | CUSIP: 36291MMG5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17262 | PA      | $17289.69     | 0.12%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-51 GI           | CUSIP: 38378EAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     42112 | PA      | $554.93       | 0.00%             | 2040-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 781430                                       | CUSIP: 36225BST6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       286 | PA      | $304.51       | 0.00%             | 2031-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 605231                                       | CUSIP: 36200NLL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       720 | PA      | $726.57       | 0.01%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 594078                                       | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     42796 | PA      | $43145.32     | 0.30%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 465528                                       | CUSIP: 36209AD98<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       691 | PA      | $698.02       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 520992                                       | CUSIP: 36211RXV6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3343 | PA      | $3428.30      | 0.02%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 544217                                       | CUSIP: 36212USE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     33438 | PA      | $34170.08     | 0.24%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 785009                                       | CUSIP: 3622AAN26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    253916 | PA      | $241076.77    | 1.67%             | 2042-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA4719                                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29781 | PA      | $27249.03     | 0.19%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 353812                                       | CUSIP: 36203NAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4233 | PA      | $4247.81      | 0.03%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 604801                                       | CUSIP: 36200M3J0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7029 | PA      | $7107.23      | 0.05%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 600270                                       | CUSIP: 36200F2B3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3938 | PA      | $3922.34      | 0.03%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL 30YR TBA (MAY)                                 | CUSIP: 21H050656<br>LEI: N/A                  | Short            | DBT              | USGA              | US        |   -570000 | PA      | $-559083.47   | -3.87%            | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 615413                                       | CUSIP: 36290RVE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     42821 | PA      | $44467.69     | 0.31%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 780656                                       | CUSIP: 36225AWR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       179 | PA      | $180.87       | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE POOL FN 401789                                         | CUSIP: 31378LKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        48 | PA      | $48.52        | 0.00%             | 2027-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 MA6865                                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     69369 | PA      | $59294.46     | 0.41%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 583674                                       | CUSIP: 36201HMX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       881 | PA      | $904.67       | 0.01%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 583126                                       | CUSIP: 36201GYX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19779 | PA      | $19990.22     | 0.14%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-113 BZ          | CUSIP: 38378HTS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    224723 | PA      | $188209.57    | 1.30%             | 2042-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | US ULTRA BOND CBT JUN25 FINANCIAL COMMODITY FUTURE.               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $363093.75    | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-99 AX           | CUSIP: 38378VPP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     49579 | PA      | $44919.62     | 0.31%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 2657                                        | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4775 | PA      | $4920.58      | 0.03%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2012-53 BI                                  | CUSIP: 3136A5P34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9021 | PA      | $166.67       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 LI           | CUSIP: 38379XH52<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     71406 | PA      | $418.55       | 0.00%             | 2029-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association           | FANNIE MAE REMICS FNR 2018-25 AL                                  | CUSIP: 3136B1VB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49000 | PA      | $43226.49     | 0.30%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 604839                                       | CUSIP: 36200M4Y6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6002 | PA      | $6051.48      | 0.04%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 762752                                       | CUSIP: 36176DEZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25749 | PA      | $25879.81     | 0.18%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2      | GINNIE MAE II POOL G2 BE6810                                      | CUSIP: 3617G1R75<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19419 | PA      | $18159.51     | 0.13%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | GINNIE MAE I POOL GN 644748                                       | CUSIP: 36292CHZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19330 | PA      | $19481.42     | 0.14%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer