# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0002048251-26-005673
**Filing Date:** 2026-6
**Character Count:** 322562
**Document Hash:** 760f9bfdb4a2f0e03cef0150f3e59596
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005673.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0002048251-26-005673

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20270131

**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:** 261133828

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003425734

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI CASH & PLUS TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS CASH & PLUS TRUST
- **DATE OF NAME CHANGE:** 19890123

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CASH PLUS TRUST
- **DATE OF NAME CHANGE:** 19860827

## Series and Classes Contracts Data

### SDIT SHORT DURATION GOVERNMENT FUND (Series ID: S000008267)

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

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

**Ultra Short Duration Bond Fund**

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 37.8%** | **CORPORATE OBLIGATIONS — 37.8%** |  |
| **Communication Services — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;AT&T |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/01/2027 | $1420 | $1420 |
| **Consumer Discretionary — 3.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/13/2028 | 475 | 473 |
| &nbsp;&nbsp;&nbsp;AutoZone |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 07/15/2026 | 450 | 451 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/17/2028 (A) | 475 | 475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/11/2027 (A) | 300 | 299 |
| &nbsp;&nbsp;&nbsp;General Motors Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 01/17/2027 | 1000 | 999 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 06/24/2026 (A) | 275 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/08/2027 (A) | 1330 | 1338 |
| &nbsp;&nbsp;&nbsp;Marriott International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 07/15/2027 | 300 | 299 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/31/2026 (A) | 475 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/10/2028 (A) | 475 | 472 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/20/2026 | 210 | 212 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/14/2027 | 350 | 352 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/12/2028 | 475 | 472 |
|  |  | 6593 |
| **Consumer Staples — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;BAT Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.215%, 09/06/2026 | 800 | 798 |
| &nbsp;&nbsp;&nbsp;Element Fleet Management |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.643%, 03/13/2027 (A) | 290 | 293 |
| &nbsp;&nbsp;&nbsp;Mars |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/01/2027 (A) | 1465 | 1470 |
|  |  | 2561 |
| **Energy — 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.055%, 08/15/2026 (A) | 55 | 55 |
| &nbsp;&nbsp;&nbsp;Enbridge |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 07/15/2027 | 875 | 868 |
| &nbsp;&nbsp;&nbsp;ONEOK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 11/01/2026 | 1425 | 1432 |
|  |  | 2355 |
| **Financials — 24.9%** |  |  |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B) | 300 | 302 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.988%, H15T1Y + 0.780%, 12/03/2028 (A)(B) | $1350 | $1359 |
| &nbsp;&nbsp;&nbsp;American Express |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.009%, SOFR + 0.581%, 02/09/2029 (B) | 1570 | 1559 |
| &nbsp;&nbsp;&nbsp;American Honda Finance MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 07/09/2027 | 1195 | 1196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 09/09/2026 | 500 | 497 |
| &nbsp;&nbsp;&nbsp;Ares Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2027 | 250 | 253 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.349%, 07/09/2027 (A) | 270 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.606%, SOFR + 0.950%, 04/19/2027 (A)(B) | 475 | 476 |
| &nbsp;&nbsp;&nbsp;Avolon Holdings Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.528%, 11/18/2027 (A) | 1010 | 979 |
| &nbsp;&nbsp;&nbsp;Bank of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.623%, SOFR + 1.110%, 05/09/2029 (B) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734%, SOFR + 0.960%, 07/22/2027 (B) | 1220 | 1213 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, TSFR3M + 1.572%, 07/23/2029 (B) | 450 | 448 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.277%, SOFRINDX + 0.620%, 09/15/2026 (B) | 675 | 676 |
| &nbsp;&nbsp;&nbsp;Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.496%, SOFR + 1.880%, 09/13/2027 (B) | 275 | 277 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/03/2027 (A) | 450 | 459 |
| &nbsp;&nbsp;&nbsp;BPCE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.203%, 01/18/2027 (A) | 300 | 302 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.237%, 06/28/2027 | 240 | 243 |
| &nbsp;&nbsp;&nbsp;Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, TSFR3M + 1.825%, 01/10/2028 (B) | 1295 | 1290 |
| &nbsp;&nbsp;&nbsp;Citizens Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.192%, SOFR + 0.700%, 01/29/2029 (B) | 475 | 472 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, SOFR + 0.520%, 06/15/2026 (A)(B) | 425 | 425 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.655%, H15T1Y + 1.750%, 08/22/2028 (A)(B) | 1200 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.372%, 05/27/2027 | 500 | 502 |
| &nbsp;&nbsp;&nbsp;Corebridge Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/02/2026 (A) | 579 | 580 |
| &nbsp;&nbsp;&nbsp;Credit Agricole |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.589%, 07/05/2026 (A) | 420 | 421 |

---

SEI Daily Income Trust 1

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |  |
| &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/12/2027 (A) | $300 | $299 |
| &nbsp;&nbsp;&nbsp;Danske Bank MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.662%, H15T1Y + 0.750%, 03/27/2029 (A)(B) | 475 | 476 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.885%, SOFR + 1.219%, 11/16/2027 (B) | 550 | 551 |
| &nbsp;&nbsp;&nbsp;Equitable America Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 09/15/2027 (A) | 70 | 69 |
| &nbsp;&nbsp;&nbsp;F&G Global Funding MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/10/2027 (A) | 400 | 405 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/10/2028 | 180 | 180 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.414%, SOFR + 0.750%, 05/21/2027 (B) | 325 | 325 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.814%, TSFR3M + 1.420%, 04/23/2029 (B) | 500 | 493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.691%, TSFR3M + 1.772%, 06/05/2028 (B) | 1265 | 1254 |
| &nbsp;&nbsp;&nbsp;Guardian Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 10/28/2027 (A) | 695 | 708 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.887%, SOFR + 1.570%, 08/14/2027 (B) | 1515 | 1521 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.470%, SOFR + 0.765%, 09/22/2027 (B) | 1665 | 1647 |
| &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/28/2028 (A) | 300 | 300 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.985%, H15T1Y + 1.480%, 08/07/2027 (B) | 275 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.462%, H15T1Y + 1.375%, 01/05/2028 (B) | 200 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.627%, H15T1Y + 0.850%, 05/11/2027 (B) | 1285 | 1284 |
| &nbsp;&nbsp;&nbsp;Macquarie Bank MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.915%, 02/03/2028 (A) | 475 | 472 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/13/2028 (A) | 475 | 474 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.164%, SOFR + 1.590%, 04/20/2029 (B) | 425 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.512%, SOFR + 0.858%, 07/20/2027 (B) | 1650 | 1640 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.213%, SOFR + 0.762%, 02/08/2030 (B) | 265 | 262 |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 12/10/2027 | 1000 | 995 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |  |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.557%, SOFR + 1.910%, 10/18/2027 (A)(B) | $250 | $253 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 01/09/2028 (A) | 1420 | 1433 |
| &nbsp;&nbsp;&nbsp;NTT Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.567%, 07/16/2027 (A) | 1185 | 1188 |
| &nbsp;&nbsp;&nbsp;Pacific Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/28/2026 (A) | 250 | 251 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.615%, SOFRINDX + 1.730%, 10/20/2027 (B) | 175 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, SOFR + 1.342%, 01/21/2028 (B) | 90 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.102%, SOFR + 0.796%, 07/23/2027 (B) | 1045 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.075%, SOFR + 0.610%, 01/26/2029 (B) | 475 | 473 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2027 (A) | 235 | 236 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.069%, SOFR + 0.790%, 07/23/2027 (B) | 1300 | 1302 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.673%, SOFR + 0.989%, 06/14/2027 (B) | 1075 | 1071 |
| &nbsp;&nbsp;&nbsp;Societe Generale MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.792%, H15T1Y + 1.000%, 06/09/2027 (A)(B) | 300 | 299 |
| &nbsp;&nbsp;&nbsp;Swedbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.136%, 09/12/2026 (A) | 375 | 378 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.913%, 01/13/2028 | 475 | 472 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.532%, 07/17/2026 | 1560 | 1565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.248%, SOFR + 0.590%, 09/10/2026 (B) | 425 | 425 |
| &nbsp;&nbsp;&nbsp;Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.671%, SOFR + 0.590%, 05/20/2027 (B) | 1785 | 1785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.144%, SOFR + 0.662%, 01/27/2029 (B) | 1240 | 1234 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.047%, SOFR + 2.050%, 06/08/2027 (B) | 275 | 275 |
| &nbsp;&nbsp;&nbsp;UBS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.864%, SOFR + 0.720%, 01/10/2028 (B) | 300 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/01/2026 | 500 | 499 |
| &nbsp;&nbsp;&nbsp;UBS Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.703%, H15T1Y + 2.050%, 08/05/2027 (A)(B) | 200 | 200 |

---

2 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |  |
| &nbsp;&nbsp;&nbsp;US Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.507%, SOFR + 0.690%, 10/22/2027 (B) | $1275 | $1276 |
| &nbsp;&nbsp;&nbsp;Wells Fargo |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.303%, SOFR + 1.790%, 10/23/2029 (B) | 450 | 468 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, TSFR3M + 1.432%, 06/17/2027 (B) | 1615 | 1613 |
|  |  | 48225 |
| **Health Care — 1.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Augusta SpinCo |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.321%, 09/23/2027 | 475 | 474 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/21/2026 (A) | 200 | 202 |
| &nbsp;&nbsp;&nbsp;HCA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.532%, SOFR + 0.870%, 03/01/2028 (B) | 745 | 747 |
| &nbsp;&nbsp;&nbsp;Pfizer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/15/2027 | 500 | 499 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, 07/01/2026 | 315 | 314 |
| &nbsp;&nbsp;&nbsp;Solventum |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 02/25/2027 | 69 | 70 |
| &nbsp;&nbsp;&nbsp;Stryker |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/10/2027 | 300 | 301 |
|  |  | 2607 |
| **Industrials — 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 01/15/2027 | 250 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/15/2027 | 300 | 300 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/07/2027 | 300 | 301 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/03/2028 | 475 | 470 |
| &nbsp;&nbsp;&nbsp;John Deere Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/08/2027 | 300 | 301 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/05/2029 | 380 | 377 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/24/2026 (A) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;Sumisho Air Lease |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 01/15/2027 | 1080 | 1064 |
|  |  | 3316 |
| **Information Technology — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Oracle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 07/15/2026 | 475 | 473 |
| &nbsp;&nbsp;&nbsp;Salesforce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2028 | 1005 | 1006 |
|  |  | 1479 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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)** |  |  |
| **Utilities — 2.4%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 06/06/2027 (A) | $| 260 | $| 262 |
| &nbsp;&nbsp;&nbsp;Consumers 2023 Securitization Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 03/01/2028 |  | 57 |  | 57 |
| &nbsp;&nbsp;&nbsp;DTE Electric |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/14/2027 |  | 160 |  | 160 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.295%, 07/01/2028 |  | 348 |  | 335 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 03/15/2028 (A) |  | 475 |  | 473 |
| &nbsp;&nbsp;&nbsp;Georgia Power |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.937%, SOFRINDX + 0.280%, 09/15/2026 (B) |  | 500 |  | 499 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, SOFRINDX + 0.800%, 02/04/2028 (B) |  | 1210 |  | 1215 |
| &nbsp;&nbsp;&nbsp;NYSEG Storm Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.713%, 05/01/2029 |  | 338 |  | 341 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/04/2028 |  | 965 |  | 974 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2028 |  | 285 |  | 287 |
|  |  |  |  | 4603 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $73,158) ($ Thousands) |  |  |  | 73159 |
| **ASSET-BACKED SECURITIES — 31.4%** | **ASSET-BACKED SECURITIES — 31.4%** | **ASSET-BACKED SECURITIES — 31.4%** | **ASSET-BACKED SECURITIES — 31.4%** | **ASSET-BACKED SECURITIES — 31.4%** |
| **Automotive — 20.2%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust, Ser 2023-1, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.460%, 05/15/2028 |  | 146 |  | 147 |
| &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust, Ser 2025-1, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030%, 07/17/2028 |  | 164 |  | 164 |
| &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust, Ser 2026-1, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910%, 11/15/2028 |  | 105 |  | 105 |
| &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.827%, 05/17/2032 (A) |  | 325 |  | 329 |
| &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830%, 03/15/2028 (A) |  | 26 |  | 26 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2024-1, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.380%, 06/18/2029 |  | 375 |  | 380 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2023-B, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 07/15/2032 (A) |  | 20 |  | 20 |

---

SEI Daily Income Trust 3

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2023-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.890%, 07/15/2032 (A) | $283 | $287 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2024-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 11/15/2032 (A) | 37 | 37 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2024-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.540%, 04/15/2033 (A) | 338 | 339 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2025-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, 01/17/2034 (A) | 345 | 346 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2025-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590%, 03/15/2034 (A) | 107 | 108 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2026-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, 11/15/2034 (A) | 1175 | 1171 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2024-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2027 | 250 | 251 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2025-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 09/27/2027 | 88 | 88 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust, Ser 2025-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.970%, 09/25/2028 | 320 | 320 |
| &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust, Ser 2023-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.470%, 02/25/2028 | 124 | 125 |
| &nbsp;&nbsp;&nbsp;BofA Auto Trust, Ser 2025-1A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.520%, 11/22/2027 (A) | 22 | 22 |
| &nbsp;&nbsp;&nbsp;BofA Auto Trust, Ser 2025-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/20/2029 (A) | 500 | 501 |
| &nbsp;&nbsp;&nbsp;BofA Auto Trust, Ser 2026-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.180%, 10/15/2030 (A) | 140 | 140 |
| &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust, Ser 2025-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 01/16/2029 | 904 | 903 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2022-4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340%, 08/16/2027 | 29 | 29 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2023-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2027 | 61 | 61 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2023-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.180%, 11/15/2028 | 475 | 479 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2024-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.890%, 07/16/2029 | 1375 | 1383 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 08/15/2028 | 50 | 51 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 01/10/2028 | 21 | 21 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2022-N1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, 12/11/2028 (A) | 47 | 46 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2025-P3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 02/12/2029 | 378 | 377 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2021-AL1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 09/22/2031 (A) | 30 | 30 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2023-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 05/15/2035 (A) | $67 | $67 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2025-C, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.710%, 12/17/2029 (A) | 750 | 752 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.390%, 08/15/2033 (A) | 104 | 105 |
| &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust, Ser 2025-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.730%, 09/15/2032 | 365 | 366 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.560%, 04/22/2030 (A) | 50 | 50 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 03/20/2030 (A) | 283 | 285 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.230%, 03/20/2030 (A) | 94 | 94 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.740%, 12/20/2026 (A) | 10 | 11 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2024-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.690%, 07/20/2027 (A) | 490 | 491 |
| &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust, Ser 2023-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.440%, 10/16/2028 (A) | 54 | 54 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, 03/15/2028 | 573 | 574 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust, Ser 2026-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, 08/15/2028 | 175 | 175 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 11/15/2034 (A) | 500 | 499 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/15/2028 | 49 | 49 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2024-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, 08/15/2027 | 52 | 52 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2025-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470%, 12/15/2027 | 222 | 223 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2025-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910%, 04/15/2030 | 200 | 199 |
| &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920%, 05/15/2028 (A) | 300 | 300 |

---

4 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A, Ser 2025-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.630%, 04/15/2030 | $1410 | $1420 |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.990%, 05/15/2028 (A) | 6 | 6 |
| &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.370%, 06/15/2028 (A) | 6 | 6 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2024-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, 10/20/2027 | 415 | 416 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.190%, 10/20/2027 | 151 | 151 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170%, 08/21/2028 | 550 | 550 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/20/2029 | 620 | 620 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.770%, 04/20/2028 | 110 | 110 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2026-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 01/22/2029 | 675 | 673 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 06/16/2028 | 400 | 402 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2025-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/16/2028 | 31 | 31 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, 06/16/2028 | 165 | 165 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2025-4, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 12/18/2028 | 652 | 651 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2026-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.770%, 03/16/2029 | 185 | 184 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2026-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/16/2029 | 140 | 140 |
| &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.340%, 06/15/2028 (A) | 800 | 801 |
| &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust, Ser 2025-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590%, 03/15/2029 (A) | 495 | 497 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC, Ser 2023-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.490%, 06/25/2027 (A) | 327 | 327 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC, Ser 2023-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/25/2028 (A) | $225 | $227 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.410%, 02/18/2028 | 165 | 166 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2025-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/18/2028 | 87 | 87 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2025-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.190%, 03/21/2028 | 330 | 330 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.020%, 03/15/2027 (A) | 40 | 40 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830%, 01/18/2028 (A) | 370 | 372 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.580%, 09/15/2027 (A) | 92 | 92 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, 01/18/2028 (A) | 347 | 347 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.360%, 07/17/2028 (A) | 500 | 501 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2026-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 05/15/2028 (A) | 305 | 305 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2026-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.060%, 09/15/2028 (A) | 475 | 475 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2025-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, 10/15/2029 | 305 | 306 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2028 | 158 | 158 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2025-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 04/15/2030 | 245 | 244 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2025-D, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030%, 11/15/2028 | 490 | 490 |
| &nbsp;&nbsp;&nbsp;Hyundai Floorplan Master Owner Trust, Ser 2025-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.010%, 10/15/2030 (A) | 290 | 288 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2025-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/17/2028 (A) | 174 | 174 |
| &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust, Ser 2025-1A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.630%, 05/15/2028 (A) | 39 | 40 |

---

SEI Daily Income Trust 5

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust, Ser 2024-B, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220%, 06/17/2030 | $500 | $500 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, 04/16/2029 | 115 | 116 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust, Ser 2024-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/16/2029 | 309 | 310 |
| &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.180%, 09/25/2030 (A) | 1250 | 1249 |
| &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 09/25/2030 (A) | 350 | 349 |
| &nbsp;&nbsp;&nbsp;NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 09/15/2029 (A) | 380 | 381 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust, Ser 2024-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, 04/15/2027 | 152 | 152 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust, Ser 2026-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/15/2028 | 330 | 330 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070%, 12/17/2029 | 119 | 119 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 03/15/2028 | 165 | 166 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust, Ser 2024-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 03/15/2029 | 500 | 501 |
| &nbsp;&nbsp;&nbsp;Octane Receivables Trust, Ser 2023-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.440%, 03/20/2029 (A) | 44 | 44 |
| &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.790%, 01/22/2029 (A) | 124 | 125 |
| &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust, Ser 2024-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.440%, 01/22/2030 (A) | 338 | 338 |
| &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670%, 11/22/2027 (A) | 394 | 395 |
| &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust, Ser 2025-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, 10/20/2028 (A) | 495 | 498 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760%, 07/16/2029 | 318 | 318 |
| &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust, Ser 2025-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670%, 11/15/2028 (A) | 86 | 86 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust, Ser 2025-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.038%, 07/25/2031 (A) | $153 | $154 |
| &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust, Ser 2025-A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.185%, 07/25/2031 (A) | 138 | 139 |
| &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust, Ser 2026-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.284%, 03/25/2033 (A) | 680 | 677 |
| &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/20/2030 (A) | 473 | 474 |
| &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.440%, 12/20/2030 (A) | 180 | 180 |
| &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470%, 07/20/2028 (A) | 530 | 532 |
| &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2029 (A) | 550 | 552 |
| &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.740%, 04/20/2029 (A) | 220 | 221 |
| &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310%, 05/22/2028 (A) | 500 | 501 |
| &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290%, 06/20/2029 (A) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460%, 03/15/2028 | 103 | 103 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2025-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290%, 06/15/2028 | 184 | 185 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2024-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.260%, 06/20/2028 (A) | 477 | 478 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2024-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, 09/20/2027 (A) | 217 | 217 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2025-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, 11/20/2028 (A) | 215 | 214 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2026-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, 02/20/2029 (A) | 285 | 283 |
| &nbsp;&nbsp;&nbsp;USB Auto Owner Trust, Ser 2025-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.510%, 06/15/2028 (A) | 334 | 334 |
| &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust, Ser 2025-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 12/20/2027 | 358 | 359 |

---

6 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust, Ser 2025-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.010%, 01/22/2029 | $270 | $270 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2025-P1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660%, 04/15/2030 (A) | 400 | 402 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/18/2038 (A) | 105 | 106 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.460%, 08/18/2038 (A) | 122 | 123 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.870%, 06/21/2039 (A) | 161 | 162 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2025-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.570%, 01/18/2040 (A) | 318 | 319 |
| &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC, Ser 2026-1A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/18/2039 (A) | 109 | 109 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2022-B, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.440%, 03/15/2028 | 369 | 369 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2022-D, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, 02/15/2028 | 53 | 53 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2026-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.860%, 05/15/2031 | 150 | 149 |
| &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust, Ser 2024-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/17/2029 | 475 | 478 |
| &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust, Ser 2025-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 04/17/2028 | 475 | 477 |
|  |  | 39121 |
| **Credit Card — 2.0%** |  |  |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2023-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 05/15/2030 | 100 | 101 |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2024-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/15/2029 | 765 | 771 |
| &nbsp;&nbsp;&nbsp;CARDS II Trust, Ser 2024-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.326%, SOFR + 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;&nbsp;&nbsp;5.240%, 05/15/2029 (A) | 355 | 358 |
| &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC, Ser 2024-A2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.930%, 07/15/2030 | 1635 | 1651 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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)** |  |
| &nbsp;&nbsp;&nbsp;Trillium Credit Card Trust II, Ser 2025-1A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405%, 09/26/2030 (A) | $| 185 | $185 |
| &nbsp;&nbsp;&nbsp;WF Card Issuance Trust, Ser 2025-A1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 05/15/2030 |  | 425 | 427 |
|  |  |  | 3903 |
| **Miscellaneous Business Services — 9.2%** | **Miscellaneous Business Services — 9.2%** | **Miscellaneous Business Services — 9.2%** |  |
| &nbsp;&nbsp;&nbsp;AGL CLO 14, Ser 2025-14A, Cl AR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.802%, TSFR3M + 1.130%, 12/02/2034 (A)(B) |  | 500 | 500 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/21/2028 (A) |  | 3 | 3 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.380%, 01/21/2031 (A) |  | 245 | 246 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XV LLC, Ser 2025-1A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/22/2031 (A) |  | 430 | 433 |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (A) |  | 51 | 47 |
| &nbsp;&nbsp;&nbsp;Auxilior Term Funding LLC, Ser 2023-1A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.180%, 12/15/2028 (A) |  | 10 | 10 |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO, Ser 2025-1A, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.826%, TSFR3M + 1.160%, 04/23/2038 (A)(B) |  | 1000 | 998 |
| &nbsp;&nbsp;&nbsp;Barings Equipment Finance LLC, Ser 2025-B, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.020%, 02/13/2029 (A) |  | 135 | 135 |
| &nbsp;&nbsp;&nbsp;Barings Equipment Finance LLC, Ser 2026-A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890%, 04/13/2029 (A) |  | 150 | 150 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2023-1, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820%, 09/16/2030 (A) |  | 18 | 18 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-1, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 10/14/2032 (A) |  | 76 | 76 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2025-2, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, 08/15/2034 (A) |  | 205 | 205 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2022-C, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 04/17/2028 |  | 114 | 114 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2024-C, Cl A2A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/18/2028 |  | 43 | 43 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2025-A, Cl A2A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/15/2028 |  | 120 | 120 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2026-A, Cl A2A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, 06/15/2029 |  | 188 | 188 |
| &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2023-2, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.560%, 05/15/2034 (A) |  | 19 | 19 |
| &nbsp;&nbsp;&nbsp;Elmwood CLO 15, Ser 2025-2A, Cl A1R |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.814%, TSFR3M + 1.150%, 04/22/2035 (A)(B) |  | 500 | 500 |

---

SEI Daily Income Trust 7

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.740%, 02/25/2039 (A) | $28 | $27 |
| &nbsp;&nbsp;&nbsp;HINNT LLC, Ser 2024-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.490%, 03/15/2043 (A) | 639 | 646 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2024-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.180%, 05/20/2031 (A) | 9 | 9 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2025-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 11/22/2032 (A) | 220 | 220 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2024-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.360%, 08/16/2027 | 18 | 18 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2025-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, 07/17/2028 | 152 | 152 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2026-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/15/2028 | 95 | 95 |
| &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2018-21, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.935%, TSFR3M + 1.262%, 04/15/2031 (A)(B) | 30 | 30 |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2025-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, 12/15/2027 (A) | 321 | 322 |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2025-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 04/17/2028 (A) | 93 | 94 |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2026-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 01/16/2029 (A) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XXX, Ser 2024-30A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.040%, TSFR3M + 1.360%, 07/16/2037 (A)(B) | 875 | 876 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2024-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/13/2027 (A) | 65 | 65 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 05/15/2069 (A) | 176 | 168 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 05/15/2069 (A) | 244 | 223 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO, Ser 2024-25A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.075%, TSFR3M + 1.400%, 07/18/2038 (A)(B) | 750 | 750 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO, Ser 2025-45A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.729%, TSFR3M + 1.060%, 10/14/2036 (A)(B) | 750 | 749 |
| &nbsp;&nbsp;&nbsp;NYCTL Trust, Ser 2025-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.840%, 11/10/2038 (A) | 535 | 532 |
| &nbsp;&nbsp;&nbsp;OneMain Financial Issuance Trust, Ser 2022-S1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 05/14/2035 (A) | 139 | 139 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2025-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.963%, TSFR3M + 1.290%, 10/15/2038 (A)(B) | $500 | $500 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2026-1A, Cl A2R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.823%, TSFR3M + 1.150%, 10/15/2032 (A)(B) | 480 | 479 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2025-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2029 (A) | 350 | 351 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2025-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 02/15/2030 (A) | 205 | 207 |
| &nbsp;&nbsp;&nbsp;SCF Equipment Leasing LLC, Ser 2025-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820%, 07/22/2030 (A) | 41 | 41 |
| &nbsp;&nbsp;&nbsp;SCF Equipment Leasing LLC, Ser 2025-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 12/22/2031 (A) | 950 | 951 |
| &nbsp;&nbsp;&nbsp;Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.825%, TSFR3M + 1.150%, 10/20/2034 (A)(B) | 725 | 725 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 07/17/2051 (A) | 45 | 42 |
| &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust, Ser 2025-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/27/2034 (A) | 250 | 251 |
| &nbsp;&nbsp;&nbsp;Tricon Residential Trust, Ser 2024-SFR2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/17/2040 (A) | 299 | 298 |
| &nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC, Ser 2019-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 10/18/2049 (A) | 170 | 168 |
| &nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.960%, 10/17/2050 (A) | 129 | 124 |
| &nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC, Ser 2020-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.560%, 11/19/2050 (A) | 590 | 569 |
| &nbsp;&nbsp;&nbsp;Triumph Rail Holdings LLC, Ser 2021-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 06/19/2051 (A) | 226 | 219 |
| &nbsp;&nbsp;&nbsp;TRP 2021 LLC, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070%, 06/19/2051 (A) | 166 | 161 |
| &nbsp;&nbsp;&nbsp;TSTAT, Ser 2026-1A, Cl AR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.615%, TSFR3M + 0.940%, 01/20/2032 (A)(B) | 433 | 433 |
| &nbsp;&nbsp;&nbsp;USQ Rail I LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/28/2051 (A) | 627 | 595 |
| &nbsp;&nbsp;&nbsp;USQ Rail II LLC, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.210%, 06/28/2051 (A) | 508 | 490 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust Series, Ser 2025-9, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, 10/21/2030 | 200 | 200 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust Series, Ser 2026-1, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.940%, 02/20/2031 | 475 | 473 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2024-6, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 08/20/2030 | 485 | 485 |

---

8 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2026

**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)** |  |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2025-1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.710%, 01/21/2031 | $| 180 | $181 |
| &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC, Ser 2025-1A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410%, 11/15/2027 (A) |  | 48 | 48 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2025-3A, Cl A1RR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.735%, TSFR3M + 1.060%, 04/20/2034 (A)(B) |  | 725 | 724 |
|  |  |  | 17735 |
| Total Asset-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $60,781) ($ Thousands) |  |  | 60759 |
| **MORTGAGE-BACKED SECURITIES — 14.6%** | **MORTGAGE-BACKED SECURITIES — 14.6%** | **MORTGAGE-BACKED SECURITIES — 14.6%** |  |
| **Agency Mortgage-Backed Obligations — 4.1%** | **Agency Mortgage-Backed Obligations — 4.1%** | **Agency Mortgage-Backed Obligations — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2030 to 09/01/2030 |  | 295 | 289 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4150, Cl GE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2033 |  | 448 | 427 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4166, Cl PV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/15/2037 |  | 675 | 671 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4385, Cl EU |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2035 |  | 809 | 803 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4479, Cl TA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2034 |  | 395 | 390 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2018-4753, Cl QV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2040 |  | 88 | 88 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2026-431, Cl LB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2027 |  | 934 | 933 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2027 |  |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.840%, H15T1Y + 2.215%, 01/01/2029(B) |  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2032 |  | 149 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2030 to 12/01/2030 |  | 220 | 215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2029 |  | 738 | 728 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2001-33, Cl FA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, SOFR30A + 0.564%, 07/25/2031(B) |  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-137, Cl UE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/25/2041 |  | 46 | 44 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-57, Cl CA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2034 |  | 87 | 87 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-81, Cl YA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2046 |  | 339 | 328 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-3, Cl BA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/25/2049 |  | 836 | 802 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-177, Cl LA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/20/2052 |  | 529 | 525 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-50, Cl BD |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/20/2050 |  | 800 | 766 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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)** |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2025-47, Cl HA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/20/2052 | $| 653 | $650 |
|  |  |  | 7895 |
| **Non-Agency Mortgage-Backed Obligations — 10.5%** | **Non-Agency Mortgage-Backed Obligations — 10.5%** | **Non-Agency Mortgage-Backed Obligations — 10.5%** |  |
| &nbsp;&nbsp;&nbsp;ALA Trust, Ser OANA, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.398%, TSFR1M + 1.743%, 06/15/2040(A)(B) |  | 760 | 763 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.466%, 12/25/2059(A)(B) |  | 10 | 10 |
| &nbsp;&nbsp;&nbsp;BOCA Commercial Mortgage Trust, Ser BOCA, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.255%, TSFR1M + 1.600%, 12/15/2042(A)(B) |  | 990 | 991 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 02/25/2049(A)(B) |  | 50 | 48 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.970%, 03/25/2060(A)(B) |  | 14 | 13 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.699%, 04/25/2060(A)(B) |  | 102 | 95 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser CSMO, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.055%, TSFR1M + 1.400%, 02/15/2043(A)(B) |  | 700 | 700 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser CSMO, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.355%, TSFR1M + 1.700%, 02/15/2043(A)(B) |  | 150 | 150 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser VLT9, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, TSFR1M + 2.150%, 03/15/2045(A)(B) |  | 875 | 873 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.276%, TSFR1M + 0.620%, 10/15/2036(A)(B) |  | 600 | 600 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.655%, TSFR1M + 1.000%, 01/15/2039(A)(B) |  | 625 | 625 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser GW, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.255%, TSFR1M + 1.600%, 07/15/2042(A)(B) |  | 725 | 725 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 02/25/2058(A)(B) |  | 36 | 36 |
| &nbsp;&nbsp;&nbsp;COLT Funding LLC, Ser 2021-3R, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.051%, 12/25/2064(A)(B) |  | 62 | 57 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.325%, 10/26/2065(A)(B) |  | 37 | 36 |

---

SEI Daily Income Trust 9

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/25/2066(A)(B) | $118 | $103 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924%, 08/25/2066(A)(B) | 180 | 152 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.798%, 07/27/2054(A) | 52 | 47 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.397%, 10/25/2066(A)(B) | 339 | 289 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 10/25/2066(A)(B) | 327 | 283 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.295%, SOFR30A + 1.650%, 12/25/2041(A)(B) | 342 | 344 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.545%, SOFR30A + 1.900%, 12/25/2041(A)(B) | 1025 | 1028 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.145%, SOFR30A + 2.500%, 04/25/2043(A)(B) | 95 | 96 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.795%, SOFR30A + 1.150%, 03/25/2044(A)(B) | 46 | 46 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser C14, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.359%, 11/15/2051(B) | 57 | 57 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 03/25/2056(A)(B) | 135 | 110 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.715%, 05/25/2065(A)(B) | 17 | 17 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.899%, 04/25/2066(A)(B) | 52 | 47 |
| &nbsp;&nbsp;&nbsp;EFMT, Ser 2026-INV2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.682%, 02/25/2071(A)(B) | 441 | 437 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.739%, 11/25/2059(A)(B) | 8 | 7 |
| &nbsp;&nbsp;&nbsp;ELM Trust, Ser ELM, Cl A10 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.801%, 06/10/2039(A)(B) | 520 | 520 |
| &nbsp;&nbsp;&nbsp;ELM Trust, Ser ELM, Cl A15 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.994%, 06/10/2039(A)(B) | 485 | 485 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.945%, SOFR30A + 1.300%, 02/25/2042(A)(B) | 20 | 20 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.895%, SOFR30A + 1.250%, 03/25/2044(A)(B) | $60 | $60 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2025-DNA1, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.995%, SOFR30A + 1.350%, 01/25/2045(A)(B) | 150 | 150 |
| &nbsp;&nbsp;&nbsp;FHLMC Stacr Remic Trust, Ser 2025-HQA1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.795%, SOFR30A + 1.150%, 02/25/2045(A)(B) | 177 | 177 |
| &nbsp;&nbsp;&nbsp;Fontainebleau Miami Beach Mortgage Trust, Ser FBLU, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.105%, TSFR1M + 1.450%, 12/15/2039(A)(B) | 555 | 555 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071%, 06/25/2056(A)(B) | 186 | 166 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.073%, 09/25/2056(A)(B) | 145 | 122 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.595%, 11/25/2056(A)(B) | 164 | 141 |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Mortgage Trust, Ser 2022-8, Cl A12A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/25/2053(A)(B) | 193 | 190 |
| &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust, Ser JP7, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.241%, 09/15/2050 | 103 | 103 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2014-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.512%, 10/25/2029(A)(B) | 150 | 148 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.519%, TSFR1M + 0.864%, 04/25/2046(A)(B) | 47 | 46 |
| &nbsp;&nbsp;&nbsp;Metlife Securitization Trust, Ser 2017-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2055(A)(B) | 29 | 28 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.007%, TSFR1M + 1.350%, 02/19/2037(A)(B) | 150 | 150 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.852%, 01/25/2056(A)(B) | 19 | 18 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2021-STOR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470%, TSFR1M + 0.814%, 07/15/2038(A)(B) | 155 | 155 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/25/2062(A)(B) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2058(A)(B) | 66 | 65 |

---

10 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.473%, 04/25/2066(A)(B) | $402 | $395 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2069(A)(B) | 122 | 120 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/25/2060(A)(B) | 50 | 49 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser H3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.120%, 07/15/2051 | 40 | 40 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser HR2, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.509%, 12/15/2050 | 64 | 63 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2057(A)(B) | 57 | 55 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/27/2057(A)(B) | 132 | 128 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.749%, 09/25/2057(A)(B) | 64 | 61 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/24/2060(A)(B) | 19 | 19 |
| &nbsp;&nbsp;&nbsp;NRTH Commercial Mortgage Trust, Ser PARK, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.048%, TSFR1M + 1.393%, 10/15/2040(A)(B) | 425 | 425 |
| &nbsp;&nbsp;&nbsp;NYC Commercial Mortgage Trust, Ser 3BP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868%, TSFR1M + 1.213%, 02/15/2042(A)(B) | 785 | 783 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2018-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.419%, TSFR1M + 0.764%, 06/25/2057(A)(B) | 8 | 8 |
| &nbsp;&nbsp;&nbsp;Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.147%, SOFR + 0.482%, 11/15/2038(A)(B) | 25 | 25 |
| &nbsp;&nbsp;&nbsp;PRET Trust, Ser 2026-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/25/2070(A)(C) | 355 | 345 |
| &nbsp;&nbsp;&nbsp;PRPM LLC, Ser 2025-RCF3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/25/2055(A)(C) | 162 | 162 |
| &nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Ser 2023-CES1, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.515%, 06/25/2043(A)(B) | 226 | 226 |
| &nbsp;&nbsp;&nbsp;RCKT Mortgage Trust, Ser 2024-CES1, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.025%, 02/25/2044(A)(B) | 177 | 178 |
| &nbsp;&nbsp;&nbsp;Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.376%, 01/26/2060(A)(B) | 1 | 1 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2048(A)(B) | $1 | $1 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2024-SFR4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.405%, TSFR1M + 1.750%, 10/17/2041(A)(B) | 484 | 485 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2024-SFR4, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.755%, TSFR1M + 2.100%, 10/17/2041(A)(B) | 175 | 175 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2025-SFR5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.105%, TSFR1M + 1.450%, 02/17/2042(A)(B) | 285 | 285 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2025-SFR5, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.405%, TSFR1M + 1.750%, 02/17/2042(A)(B) | 550 | 549 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.486%, 04/25/2065(A)(B) | 9 | 9 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/25/2056(A)(B) | 843 | 834 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2057(A)(B) | 16 | 16 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2058(A)(B) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/25/2058(A)(B) | 32 | 32 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2058(A)(B) | 785 | 767 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/25/2058(A)(B) | 953 | 937 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-5, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/25/2058(A)(B) | 63 | 62 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/25/2068(A)(B) | 219 | 213 |
| &nbsp;&nbsp;&nbsp;TRK Trust, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 07/25/2056(A)(B) | 101 | 91 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C4, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 10/15/2050 | 135 | 134 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.815%, 01/25/2066(A)(B) | 61 | 56 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.052%, 01/25/2066(A)(B) | 122 | 112 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.031%, 02/25/2066(A)(B) | 78 | 71 |

---

SEI Daily Income Trust 11

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | | |
|:---|:---|:---|:---|
| 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)** |  |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.918%, 02/25/2064(A)(B) | $| 83 | $79 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.020%, 04/25/2064(A)(B) |  | 42 | 41 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C39, Cl ASB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.212%, 09/15/2050 |  | 39 | 38 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 11/15/2050 |  | 74 | 73 |
|  |  |  | 20231 |
| Total Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $28,444) ($ Thousands) |  |  | 28126 |
| **U.S. TREASURY OBLIGATIONS — 10.4%** | **U.S. TREASURY OBLIGATIONS — 10.4%** | **U.S. TREASURY OBLIGATIONS — 10.4%** |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/31/2027 (D) |  | 60 | 60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/31/2028 |  | 5110 | 5083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2028 |  | 5075 | 5024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/31/2027 |  | 2675 | 2653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 09/15/2028 |  | 1475 | 1457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2027 |  | 5950 | 5912 |
| Total U.S. Treasury Obligations |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $20,285) ($ Thousands) |  |  | 20189 |
| **MUNICIPAL BONDS — 1.9%** |  |  |  |
| **New Jersey — 0.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority, Ser BB, RB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.608%, 06/15/2026 |  | 595 | 596 |
| **New York — 1.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;City of New York New York, Ser D-2, GO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.267%, 10/01/2026 |  | 330 | 330 |
| &nbsp;&nbsp;&nbsp;City of New York New York, Ser H, GO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.542%, 02/01/2027 |  | 205 | 206 |
| &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority Future Tax Secured Revenue, RB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.724%, 11/01/2026 |  | 945 | 948 |
| &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.507%, 11/01/2026 |  | 375 | 376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805%, 11/01/2027 |  | 415 | 414 |
|  |  |  | 2274 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value <br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** |  |  |  |
| **Pennsylvania — 0.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;City of Philadelphia Pennsylvania, Ser B, GO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460%, 08/01/2027 | $| 335 | $337 |
| &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development, Ser A, RB, AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 04/15/2028 |  | 420 | 433 |
|  |  |  | 770 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,634) ($ Thousands) |  |  | 3640 |
| **COMMERCIAL PAPER — 1.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;Bank of America |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/04/2026 (E) |  | 725 | 725 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/18/2026 (E) |  | 500 | 501 |
| &nbsp;&nbsp;&nbsp;Swedbank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.916%, 09/18/2026 (F) |  | 500 | 493 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corporation |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.832%, 07/13/2026 (F) |  | 250 | 248 |
| Total Commercial Paper |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,966) ($ Thousands) |  |  | 1967 |
| **REPURCHASE AGREEMENT(G) — 2.3%** | **REPURCHASE AGREEMENT(G) — 2.3%** | **REPURCHASE AGREEMENT(G) — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;BNP Paribas |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, dated 4/30/2026 to be repurchased on 05/01/2026, repurchase price $4,400,446 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $12,390,149, 2.000% - 7.500%, 07/31/2030 – 04/01/2056; with a total market value $4,488,000) |  | 4400 | 4400 |
| Total Repurchase Agreement |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,400) ($ Thousands) |  |  | 4400 |
| Total Investments in Securities — 99.4% |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $192,668) ($ Thousands) |  |  | $192240 |

---

12 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

A list of the open futures contracts held by the Fund at April 30, 2026, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of <br> Contracts** | **Expiration <br> Date** | **Notional Amount <br> (Thousands)** | **Value <br> (Thousands)** | **Unrealized Appreciation <br> (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. 2-Year Treasury Notes | 3 | Jun-2026 | $621 | $621 | $– |
| &nbsp;&nbsp;&nbsp;U.S. 5-Year Treasury Notes | 25 | Jun-2026 | 2722 | 2696 | (26) |
|  |  |  | 3343 | 3317 | (26) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. 10-Year Treasury Notes | (19) | Jun-2026 | $(2153) | $(2101) | $52 |
|  |  |  | $1190 | $1216 | $26 |

---

Percentages are based on Net Assets of $193,473 ($ Thousands).

&nbsp;&nbsp;&nbsp;&nbsp;(A) Security, or a portion thereof,
exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt
from registration normally to qualified institutions. On April 30, 2026, the value of these securities amounted to $77,249 ($
Thousands), representing 39.9% of the Net Assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(B) Variable or floating rate
security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published
reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula
based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

&nbsp;&nbsp;&nbsp;&nbsp;(C) Step coupon security. Coupon
rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown
reflects the rate currently in effect.

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

&nbsp;&nbsp;&nbsp;&nbsp;(E) No interest rate available.

&nbsp;&nbsp;&nbsp;&nbsp;(F) Interest rate represents
the security's effective yield at the time of purchase.

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

See "Glossary" for abbreviations.

SEI Daily Income Trust 13

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

**Short-Duration Government Fund**

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 71.9%** | **MORTGAGE-BACKED SECURITIES — 71.9%** |  |
| **Agency Mortgage-Backed Obligations — 71.9%** | **Agency Mortgage-Backed Obligations — 71.9%** |  |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2052 to 03/01/2053 | $1816 | $1883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2053 | 2327 | 2350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2040 | 1063 | 1071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2026 to 12/01/2039 | 510 | 507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/01/2033 to 07/01/2049 | 3210 | 3147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/01/2029 to 05/01/2035 | 5980 | 5898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2031 to 12/01/2046 | 6385 | 5927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2030 to 02/01/2032 | 1957 | 1890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/01/2041 | 449 | 378 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser 176, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.215%, 12/25/2035(A) | 110464 | 990 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser 170, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.399%, 02/25/2035(A) | 7884 | 150 |
| &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 | 37 | 37 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.854%, 06/25/2027(A) | 16149 | 93 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 01/25/2030(A) | 11990 | 609 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.663%, 01/25/2031(A) | 13375 | 306 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.604%, 03/25/2031(A) | 10054 | 204 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.526%, 01/25/2033(A) | 14642 | 341 |
| &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) | 15849 | 243 |
| &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 | 2407 |
| &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 | 3231 |
| &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 | 14403 |
| &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 | 6801 |
| &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 | 3323 |

---

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.717%, 10/25/2026(A) | $20149 | $29 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.696%, 03/25/2028(A) | 5612 | 53 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2003-2571, Cl FY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, SOFR30A + 0.864%, 12/15/2032(A) | 980 | 984 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3148, Cl CF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.154%, SOFR30A + 0.514%, 02/15/2034(A) | 44 | 44 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3153, Cl FX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.104%, SOFR30A + 0.464%, 05/15/2036(A) | 32 | 32 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3174, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.054%, SOFR30A + 0.414%, 04/15/2036(A) | 700 | 693 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2006-3219, Cl EF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.154%, SOFR30A + 0.514%, 04/15/2032(A) | 967 | 962 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2007-3339, Cl HF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, SOFR30A + 0.634%, 07/15/2037(A) | 1076 | 1071 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3628, Cl PJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2040 | 400 | 400 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-3781, Cl YB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2030 | 743 | 732 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3788, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.284%, SOFR30A + 0.644%, 01/15/2041(A) | 1481 | 1474 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2026 | 6 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl KE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2041 | 6859 | 6709 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4083, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2027 | 6 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4107, Cl HE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/15/2041 | 2844 | 2711 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4114, Cl MB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2032 | 2049 | 1983 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4117, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 07/15/2042 | 692 | 617 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4142, Cl PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 12/15/2027 | 163 | 160 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2012-4146, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 12/15/2027 | 161 | 158 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4176, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2028 | 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 | 194 | 12 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 35 | 1 |

---

14 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2026

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

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4182, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | $44 | $1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4195, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2028 | 115 | 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 | 62 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4200, Cl LC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2033 | 3939 | 3706 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4220, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2028 | 2 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4223, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2042 | 650 | 617 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4247, Cl LA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2043 | 2094 | 1996 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4292, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2043 | 488 | 477 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4340, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2027 | 12 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4344, Cl KZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/15/2034 | 5348 | 5202 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2014-4419, Cl CW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2037 | 558 | 546 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4456, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2044 | 501 | 482 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4471, Cl GA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2044 | 717 | 686 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2030 | 138 | 6 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4535, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2044 | 1203 | 1168 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4620, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2033 | 306 | 38 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4650, Cl LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2045 | 293 | 282 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4654, Cl AK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2044 | 1395 | 1372 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4657, Cl PU |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2044 | 1028 | 1007 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4673, Cl PH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2045 | 1217 | 1207 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4700, Cl HV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2040 | 3884 | 3822 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4709, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2047 | 419 | 397 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4740, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2047 | 4067 | 3652 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2018-4820, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2048 | 444 | 86 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-4978, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2040 | 1378 | 201 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-4996, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/25/2050 | 3483 | 530 |

---

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5010, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | $2061 | $409 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5018, Cl LW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/25/2040 | 1067 | 906 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2020-5048, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/15/2044 | 1234 | 1147 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5079, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 02/25/2051 | 4644 | 4052 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5083, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2051 | 2865 | 423 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5091, Cl IG, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2051 | 2293 | 448 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5169, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2051 | 2836 | 449 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5170, Cl DP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 1689 | 1487 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2021-5183, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2052 | 3068 | 470 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5213, Cl JH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2051 | 1898 | 1811 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5228, Cl DG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2046 | 4266 | 4107 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5243, Cl AV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2033 | 3267 | 3253 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5263, Cl GA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/25/2045 | 3056 | 3063 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2022-5264, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2039 | 188 | 188 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2023-5320, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2047 | 2978 | 490 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5413, Cl KV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2035 | 6308 | 6439 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5491, Cl CV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/25/2035 | 5927 | 6000 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2024-5494, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.745%, SOFR30A + 1.100%, 01/25/2055(A) | 5105 | 5142 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5538, Cl AV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/25/2036 | 6960 | 7003 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2025-5558, Cl EA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/25/2052 | 5087 | 5092 |
| &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 | 2745 | 2600 |
| &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 | 2773 | 2607 |
| &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) | 1398 | 1361 |
| &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 | 2795 | 2706 |

---

SEI Daily Income Trust 15

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2026

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

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &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 | $4783 | $4608 |
| &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 | 800 | 758 |
| &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 | 3622 | 3405 |
| &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 | 470 | 423 |
| &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 | 5515 | 4971 |
| &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 | 923 | 832 |
| &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 | 140 | 149 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C16, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2043 | 1265 | 190 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2013-303, Cl C2, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2028 | 80 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2020-373, Cl 100 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/25/2038 | 3164 | 2823 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C10, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2042 | 4534 | 518 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-386, Cl C14, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2052 | 3260 | 483 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2022-389, Cl C35, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2052 | 4011 | 488 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 06/01/2037 | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2035 to 01/01/2036 | 25 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.145%, H15T1Y + 2.165%, 08/01/2029(A) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/01/2038 to 05/01/2053 | 5205 | 5380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2038 to 06/01/2053 | 11051 | 11268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.170%, 02/01/2029 | 3325 | 3404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.074%, SOFR30A + 2.155%, 11/01/2055(A) | 4558 | 4603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.065%, 12/01/2028 | 2440 | 2488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820%, 04/01/2029 | 2595 | 2634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/01/2031 to 08/01/2044 | 2234 | 2217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/01/2030 | 1200 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 04/01/2029 | 2862 | 2874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2026 to 08/01/2051 | 2806 | 2743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/01/2027 to 02/01/2045 | 11317 | 11008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/01/2027 to 11/01/2036 | 6969 | 6706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.960%, 01/01/2027 | 1065 | 1057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/01/2028 to 09/01/2036 | 8053 | 7772 |

---

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2009-397, Cl 6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/25/2039 | $543 | $488 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2027 | 7 |  |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2013-418, Cl C16, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2043 | 1353 | 253 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2022-426, Cl C38, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2052 | 3855 | 483 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-429, Cl C3, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2052 | 3715 | 580 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-437, Cl C11, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2052 | 4930 | 890 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2023-437, Cl C8, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/25/2052 | 3203 | 484 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2002-53, Cl FK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.160%, SOFR30A + 0.514%, 04/25/2032(A) | 19 | 19 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2005-101, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/25/2035 | 477 | 483 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-76, Cl QF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.160%, SOFR30A + 0.514%, 08/25/2036(A) | 114 | 113 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2006-79, Cl DF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.110%, SOFR30A + 0.464%, 08/25/2036(A) | 80 | 79 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-47, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 05/25/2037 | 123 | 128 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2007-64, Cl FB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, SOFR30A + 0.484%, 07/25/2037(A) | 629 | 625 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2008-16, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460%, SOFR30A + 0.814%, 03/25/2038(A) | 295 | 295 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-110, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.510%, SOFR30A + 0.864%, 01/25/2040(A) | 1609 | 1615 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-112, Cl FM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.510%, SOFR30A + 0.864%, 01/25/2040(A) | 1012 | 1016 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-77, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/25/2039 | 611 | 607 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.680%, SOFR30A + 1.034%, 10/25/2039(A) | 1227 | 1238 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2009-82, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.610%, SOFR30A + 0.964%, 10/25/2039(A) | 1160 | 1168 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-4, Cl PL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/25/2040 | 256 | 256 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-56, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.326%, SOFR30A + 0.664%, 06/25/2040(A) | 1045 | 1040 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2011-17, Cl ZM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2031 | 2183 | 2146 |

---

16 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **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 | $184 | $181 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-111, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2027 | 69 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-124, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2042 | 936 | 920 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-140, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/25/2042 | 2054 | 1759 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-27, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/25/2042 | 466 | 26 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-43, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2027 | 91 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-47, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.513%, 05/25/2042(A) | 10 | 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 | 19 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2027 | 26 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-98, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/25/2042 | 310 | 13 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-10, Cl YA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 251 | 247 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-12, Cl P |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 11/25/2041 | 100 | 99 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-121, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.160%, SOFR30A + 0.514%, 12/25/2043(A) | 7007 | 6948 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-130, Cl FQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, SOFR30A + 0.314%, 06/25/2041(A) | 942 | 936 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 308 | 302 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-4, Cl JB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 188 | 184 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-76, Cl PH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2042 | 1376 | 1309 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-9, Cl PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/25/2028 | 159 | 156 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2013-98, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/25/2043 | 4544 | 4480 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2014-50, Cl SC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.219%, 08/25/2044(A) | 583 | 35 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-21, Cl WI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.034%, 04/25/2055(A) | 452 | 20 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-41, Cl AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2034 | 208 | 205 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-42, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.218%, 06/25/2055(A) | 476 | 22 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-5, Cl CP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2043 | 413 | 404 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-68, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/25/2035 | 244 | 20 |

---

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **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 | $39 | $1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2015-75, Cl DB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2035 | 870 | 837 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/25/2046 | 1376 | 190 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-3, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2031 | 1 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-42, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2045 | 271 | 259 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2046 | 347 | 63 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-95, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2040 | 1109 | 1054 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-15, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/25/2043 | 635 | 626 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-68, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/25/2047 | 1305 | 226 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-69, Cl GA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2045 | 948 | 923 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-12, Cl PK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2046 | 4321 | 4274 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2057 | 1709 | 1647 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-55, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2047 | 5129 | 5101 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-89, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/25/2053 | 679 | 677 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-38, Cl PC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2048 | 557 | 526 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2019-42, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2049 | 5839 | 5311 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2033 | 884 | 50 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-26, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/25/2039 | 1563 | 129 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-35, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2050 | 3092 | 483 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-37, Cl IM, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/25/2050 | 2457 | 473 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-4, Cl AP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2050 | 1208 | 1048 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-65, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 2052 | 386 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-74, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/25/2050 | 1942 | 322 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-77, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/25/2050 | 2655 | 537 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2020-85, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/25/2050 | 3153 | 497 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-1, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2049 | 2561 | 425 |

---

SEI Daily Income Trust 17

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-26, Cl YI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2050 | $3032 | $530 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 3755 | 561 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-3, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 3461 | 573 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-86, Cl T |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2048 | 1023 | 913 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2021-95, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2052 | 3211 | 503 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-22, Cl QH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/25/2052 | 4275 | 4191 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-5, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2050 | 1549 | 1332 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-72, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/25/2039 | 4133 | 4142 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-75, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/25/2047 | 1721 | 1739 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2022-77, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/25/2039 | 407 | 406 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2023-53, Cl GB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/25/2044 | 505 | 513 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-41, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/25/2051 | 7742 | 7804 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2024-70, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.695%, SOFR30A + 1.050%, 10/25/2054(A) | 3638 | 3666 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-106, Cl PC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/25/2054 | 5895 | 5821 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-13, Cl BD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/25/2051 | 4200 | 4195 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2052 | 1602 | 1616 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-3, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2052 | 1510 | 1535 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2025-34, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/25/2051 | 1734 | 1732 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2026-1, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/25/2047 | 3119 | 3114 |
| &nbsp;&nbsp;&nbsp;FNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000% - 6.000%, 5/15/2041 - 5/15/2056 | 4019 | 4059 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.576%, 05/25/2029(A) | 9570 | 268 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/15/2037 to 02/20/2039 | 70 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2029 to 06/15/2041 | 286 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2038 to 02/15/2041 | 678 | 704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2039 to 04/15/2041 | 266 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/20/2049 | 975 | 954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2041 to 08/15/2041 | 38 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2046 | 1339 | 1234 |

---

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2052 - 5/15/2046 | $(256) | $(207) |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2003-86, Cl ZD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/20/2033 | 1125 | 1123 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-26, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/16/2040 | 902 | 173 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/20/2040 | 430 | 83 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-68, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/16/2039 | 292 | 288 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2042 | 1303 | 178 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-143, Cl XK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/16/2027 | 449 | 444 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-26, Cl GJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2027 | 362 | 359 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-30, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 134 | 133 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-34, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 149 | 148 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-36, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/20/2040 | 75 | 74 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-38, Cl GE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/20/2027 | 247 | 245 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2040 | 14 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-84, Cl TE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/20/2042 | 745 | 708 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-129, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.176%, TSFR1M + 0.514%, 10/20/2039(A) | 2153 | 2143 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-136, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/20/2027 | 187 | 187 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-157, Cl AE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/16/2028 | 2681 | 2642 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-164, Cl CE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/16/2028 | 1235 | 1215 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-166, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2040 | 143 | 141 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/16/2043 | 253 | 32 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-51, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2027 | 25 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-129, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 1011 | 986 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-139, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 882 | 862 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl DG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/16/2029 | 1401 | 1381 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-146, Cl GH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2029 | 1585 | 1536 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-149, Cl EA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2029 | 270 | 265 |

---

18 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 2026

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

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-158, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/20/2029 | $925 | $903 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-4, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/20/2044 | 103 | 19 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-55, Cl LB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2040 | 72 | 70 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-56, Cl BP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/16/2039 | 570 | 543 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-119, Cl ND |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2044 | 980 | 939 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-126, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/16/2027 | 4 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-132, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/20/2045 | 634 | 124 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-165, Cl I, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2043 | 460 | 69 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-40, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/20/2044 | 185 | 183 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-126, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2028 | 36 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-167, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/20/2039 | 576 | 31 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-23, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2042 | 173 | 4 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-42, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/20/2046 | 579 | 66 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-49, Cl PI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/16/2045 | 891 | 156 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-81, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/16/2045 | 888 | 820 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-91, Cl TJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/20/2046 | 4382 | 3891 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-99, Cl LI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/20/2029 | 37 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-107, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2047 | 722 | 115 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/16/2047 | 155 | 29 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2047 | 195 | 36 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/16/2047 | 539 | 67 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/20/2047 | 363 | 50 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-26, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/20/2040 | 677 | 105 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-95, Cl PG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2045 | 299 | 286 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-127, Cl PB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2047 | 1057 | 999 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-6, Cl CM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2046 | 3821 | 3548 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | Face Amount | Face Amount | Market Value |
| Description | (Thousands) | (Thousands) | ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2018-72, Cl ID, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/20/2045 | $| 1887 | $347 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-132, Cl NA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/20/2049 |  | 2051 | 1919 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2048 |  | 1159 | 165 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-5, Cl JI, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/16/2044 |  | 1586 | 234 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-17, Cl EI, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2050 |  | 1379 | 287 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-47, Cl AC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/16/2050 |  | 2976 | 2408 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-215, Cl KA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2049 |  | 2497 | 2229 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-124, Cl HA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/20/2048 |  | 1174 | 1151 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-34, Cl QJ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/20/2052 |  | 2091 | 1956 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-75, Cl DA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/20/2047 |  | 3239 | 3200 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2022-87, Cl CA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2036 |  | 8009 | 7535 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2023-112, Cl NA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/20/2052 |  | 751 | 763 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2024-127, Cl KE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/20/2044 |  | 3811 | 3629 |
| &nbsp;&nbsp;&nbsp;Seasoned Loans Structured Transaction Trust, Ser 2023-1, Cl A12 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2033(B) |  | 12392 | 12236 |
| Total Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $425,383) ($ Thousands) |  |  | 426562 |
| **U.S. TREASURY OBLIGATIONS — 19.5%** | **U.S. TREASURY OBLIGATIONS — 19.5%** | **U.S. TREASURY OBLIGATIONS — 19.5%** |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2028 |  | 23775 | 23711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/31/2027 |  | 47275 | 47136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/15/2028 |  | 11775 | 11706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2028 (C) |  | 33575 | 33258 |
| Total U.S. Treasury Obligations |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $116,361) ($ Thousands) |  |  | 115811 |

---

SEI Daily Income Trust 19

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2026

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

---

| | | |
|:---|:---|:---|
|  | Face Amount | Market Value |
| Description | (Thousands) | ($ Thousands) |
| **REPURCHASE AGREEMENTS(D) — 7.1%** | **REPURCHASE AGREEMENTS(D) — 7.1%** |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.650%, dated 04/30/2026 to be repurchased on 05/01/2026, repurchase price $41,404,198 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $10,949,960, 1.750% - 7.500%, 06/30/2027 – 10/20/2065; with a total market value $42,228) | $41400 | $41400 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.650%, dated 04/30/2026 to be repurchased on 05/01/2026, repurchase price $1,000,101 collateralized by a U.S. Government obligation, par value $1,427,916, 4.000%, 09/20/2052; with total market value $1,020,000) | 1000 | 1000 |
| Total Repurchase Agreements |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $42,400) ($ Thousands) |  | 42400 |
| Total Investments in Securities — 98.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $584,144) ($ Thousands) |  | $584773 |

---

A list of the open futures contracts held by the Fund at April 30, 2026, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| <br>**Type of Contract** | **Number of**<br>**Contracts** | **Expiration**<br>**Date** | **Notional Amount**<br>**(Thousands)** | **Value**<br>**(Thousands)** | **Unrealized Appreciation**<br>**(Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. 2-Year Treasury Notes | 756 | Jun-2026 | $158052 | $156586 | $(1466) |
| &nbsp;&nbsp;&nbsp;U.S. 5-Year Treasury Notes | 281 | Jun-2026 | 30694 | 30302 | (392) |
| &nbsp;&nbsp;&nbsp;U.S. Long Treasury Bonds | 2 | Jun-2026 | 235 | 226 | (9) |
|  |  |  | 188981 | 187114 | (1867) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. 10-Year Treasury Notes | (642) | Jun-2026 | $(71375) | $(71001) | $374 |
| &nbsp;&nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | (214) | Jun-2026 | (24820) | (24152) | 668 |
|  |  |  | (96195) | (95153) | 1042 |
|  |  |  | $92786 | $91961 | $(825) |

---

Percentages are based on Net Assets of $593,533 ($ Thousands).

&nbsp;&nbsp;&nbsp;&nbsp;(A) Variable
 or floating rate security. The rate shown is the effective interest rate as of period
 end. The rates on certain securities are not based on published reference rates and spreads
 and are either determined by the issuer or agent based on current market conditions;
 by using a formula based on the rates of underlying loans; or by adjusting periodically
 based on prevailing interest rates.

(B) Security,
 or a portion thereof, exempt from registration under Rule 144A of the Securities Act
 of 1933. These securities may be resold in transactions exempt from registration normally
 to qualified institutions. On April 30, 2026, the value of these securities amounted
 to $12,236 ($ Thousands), representing 2.1% of the Net Assets of the Fund.

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

(D) Tri-Party
 Repurchase Agreement.

See "Glossary" for abbreviations.

20 SEI Daily Income Trust

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2026

**GNMA Fund**

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 98.7%** | **MORTGAGE-BACKED SECURITIES — 98.7%** | **MORTGAGE-BACKED SECURITIES — 98.7%** |
| **Agency Mortgage-Backed Obligations — 98.7%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.854%, 06/25/2027(A) | $1470 | $8 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.752%, 04/25/2030(A) | 553 | 29 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.509%, 07/25/2030(A) | 676 | 33 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.851%, 12/25/2030(A) | 1002 | 29 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.574%, 02/25/2036(A) | 595 | 19 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.717%, 10/25/2026(A) | 1836 | 3 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2011-3930, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2026 | 4 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4178, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 24 |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4182, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2028 | 30 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2013-4199, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2028 | 40 | 1 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2015-4484, Cl Cl, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2030 | 87 | 4 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2016-4624, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2036 | 75 | 13 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2017-4731, Cl LB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/15/2047 | 167 | 130 |
| &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 | 154 | 140 |
| &nbsp;&nbsp;&nbsp;FHLMC, Ser 2014-324, Cl C18, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2033 | 130 | 10 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 03/01/2027 to 09/01/2028 | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/01/2032 | 10 | 11 |
| &nbsp;&nbsp;&nbsp;FNMA Interest, Ser 2012-410, Cl C6, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2027 | 1 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2010-126, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/25/2040 | 76 | 8 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-53, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2027 | 2 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-93, Cl IL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2027 | 19 |  |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2012-98, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/25/2042 | 30 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2014-68, Cl ID, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2034 | 86 | 2 |

---

---

| | | |
|:---|:---|:---|
| 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 2015-21, Cl WI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.034%, 04/25/2055(A) | $56 | $3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2016-71, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2046 | 43 | 8 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2017-110, Cl PB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/25/2057 | 79 | 60 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-13, Cl MP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2057 | 174 | 168 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC, Ser 2018-25, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2048 | 49 | 44 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2019-M21, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.576%, 05/25/2029(A) | 885 | 25 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2020-M2, Cl X, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.389%, 01/25/2030(A) | 718 | 5 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/15/2027 to 03/15/2032 | 17 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/15/2027 to 10/15/2035 | 16 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/15/2027 to 10/15/2038 | 83 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2028 to 11/15/2034 | 55 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2037 to 07/15/2041 | 332 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2033 to 01/20/2045 | 586 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2033 to 08/20/2049 | 1043 | 1028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2040 to 09/20/2048 | 949 | 908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2042 to 08/15/2042 | 480 | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2041 to 02/20/2049 | 1154 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/20/2045 to 12/20/2050 | 1095 | 983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2045 to 02/20/2052 | 2012 | 1730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/20/2050 | 831 | 684 |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000% - 6.000%, 5/15/2046 - 5/15/2056 | (38) | 162 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-57, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/20/2040 | 193 | 37 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-126, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/20/2042 | 159 | 22 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-51, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/20/2040 | 9 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-26, Cl IK, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/16/2043 | 166 | 21 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-99, Cl AX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/20/2043(B) | 45 | 41 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-122, Cl IP, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/16/2029 | 45 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-144, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/16/2029 | 16 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-18, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/16/2030 | 25 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-24, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2045 | 103 | 16 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-62, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2045 | 110 | 23 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-84, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/16/2042 | 173 | 26 |

---

SEI Daily Income Trust 21

**SCHEDULE OF INVESTMENTS (Unaudited)** 

April 30, 2026

**GNMA Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| 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 2016-126, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/20/2028 | $24 | $– |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-136, Cl PJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/20/2046 | 356 | 297 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-161, Cl GI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/16/2046 | 73 | 10 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-167, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/20/2039 | 149 | 8 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-23, Cl CI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2042 | 113 | 3 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-42, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/20/2046 | 155 | 18 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-49, Cl PZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/16/2045 | 262 | 193 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-99, Cl LI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/20/2029 | 15 |  |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-107, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2047 | 244 | 39 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-130, Cl IO, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/20/2040 | 108 | 18 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/16/2047 | 70 | 13 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-134, Cl CG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2047 | 76 | 66 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-163, Cl YA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/20/2047 | 225 | 190 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount<br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-182, Cl LZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/20/2047 | $160 | $100 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-2, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/16/2047 | 126 | 23 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2019-43, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2048 | 99 | 14 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-74, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/20/2035 | 196 | 8 |
| Total Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,022) ($Thousands) |  | 10067 |
| **REPURCHASE AGREEMENT(C) — 2.0%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, dated 04/30/2026 to be repurchased on 05/01/2026, repurchase price $200,020 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $199,322, 4.000% - 6.500%, 04/01/2033 – 03/20/2056; with a total market value $204,000) | $200 | 200 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $200) ($Thousands) |  | 200 |
| Total Investments in Securities — 100.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,222) ($Thousands) |  | $10267 |

---

A list of the open futures contracts held by the Fund at April 30, 2026, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Unrealized Appreciation (Depreciation)(Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. 10-Year Treasury Notes | 6 | Jun-2026 | $667 | $663 | $(4) |
| &nbsp;&nbsp;&nbsp;U.S. Ultra Long Treasury Bonds | 2 | Jun-2026 | 241 | 230 | (11) |
|  |  |  | 908 | 893 | (15) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;U.S. 5-Year Treasury Notes | (1) | Jun-2026 | $(110) | $(108) | $2 |
| &nbsp;&nbsp;&nbsp;U.S. Long Treasury Bonds | (2) | Jun-2026 | (235) | (225) | 10 |
| &nbsp;&nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | (2) | Jun-2026 | (232) | (226) | 6 |
|  |  |  | (577) | (559) | 18 |
|  |  |  | $331 | $334 | $3 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $10,194 ($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.

22 SEI Daily Income Trust

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

**Portfolio Abbreviations** <br> Cl — Class<br> CLO — Collateralized Loan Obligation<br> DAC — Designated Activity Company<br> FHLMC — Federal Home Loan Mortgage Corporation<br> FNMA — Federal National Mortgage Association<br> GNMA — Government National Mortgage Association<br> GO — General Obligation<br> H15T1Y — US Treasury Yield Curve Rate T Note Constant Maturity 1 Year<br> IO — Interest Only — face amount represents notional amount<br> MTN — Medium Term Note<br> RB — Revenue Bond<br> REMIC — Real Estate Mortgage Investment Conduit<br> Ser — Series<br> SOFR30A — Secured Overnight Financing Rate 30-day Average<br> SOFRINDX — Secured Overnight Financing Rate Index<br> SOFR — Secured Overnight Financing Rate<br> TBA — To Be Announced<br> TSFR1M — Term Secured Overnight Financing Rate 1 Month<br> TSFR3M — Term Secured Overnight Financing Rate 3 Month

SEI Daily Income Trust 23

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

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

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

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

- **a. Date of fiscal year-end:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $615444048.42

**Total Liabilities:** $21905550.75

**Net Assets:** $593538497.67

**Cash Not Reported:** $77005.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1642.27551139 | **1-Year:** -27891.18114232 | **5-Year:** -45989.30188789 | **10-Year:** -27829.68143296 | **30-Year:** -3074.47401721

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

- **3-Month:** -665.95045985 | **1-Year:** -6294.39629203 | **5-Year:** -12955.91134718 | **10-Year:** -6557.76497004 | **30-Year:** -174.91851047

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147419 | 0.29%                | -0.59%               | 0.57%                |
| Class ID C000022552 | 0.27%                | -0.61%               | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $102871.17               | $-195292.89                                |
| Month 2  | $802709.90               | $-5709324.56                               |
| Month 3  | $21336.76                | $2456671.06                                |

**Designated Index Information**

- **Index Name:** ICE BofA AAA U.S. Treasuries/Agencies 1-3

- **Index Identifier:** MLGOV1-3

### Schedule of Portfolio Investments

| Name                                                    | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K517 A2    | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6620000 | PA      | $6800573.08   | 1.15%             | 2029-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 LI            | CUSIP: 38379XH52<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     37436 | PA      | $107.60       | 0.00%             | 2029-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2016-71 IN                                   | CUSIP: 3136AT4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346579 | PA      | $63376.40     | 0.01%             | 2046-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 626826                                        | CUSIP: 36291FLF3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     50548 | PA      | $51242.74     | 0.01%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE INTEREST STRIP FNS 437 C8                               | CUSIP: 31424UPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3203283 | PA      | $483998.71    | 0.08%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3788 FA                                     | CUSIP: 3137A5PP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1480754 | PA      | $1474010.72   | 0.25%             | 2041-01-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC STRIPS FHS 386 C10                                     | CUSIP: 31325YBX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4533753 | PA      | $518030.27    | 0.09%             | 2042-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-144 DG           | CUSIP: 38379EV82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1401423 | PA      | $1381368.29   | 0.23%             | 2029-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 569569                                        | CUSIP: 36200QW67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4638 | PA      | $4722.07      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-165 I            | CUSIP: 38379FK73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    459565 | PA      | $68589.77     | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE INTEREST STRIP FNS 426 C38                              | CUSIP: 31422M2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3855050 | PA      | $482618.47    | 0.08%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2018-55 PA                                   | CUSIP: 3136B2TU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5129084 | PA      | $5101363.45   | 0.86%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2021-3 NI                                    | CUSIP: 3136BDQ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3754768 | PA      | $561361.06    | 0.09%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE.                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -677 | NC      | $-74871968.75 | -12.61%           |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-42 A5      | CUSIP: 31392MH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    139509 | PA      | $148696.28    | 0.03%             | 2042-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5558 EA                                     | CUSIP: 3137HM3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5086743 | PA      | $5091465.18   | 0.86%             | 2052-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K516 A2    | CUSIP: 3137HBPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14000000 | PA      | $14403309.20  | 2.43%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-74 HI                                   | CUSIP: 3136BB6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1942326 | PA      | $322128.54    | 0.05%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K125 X1    | CUSIP: 3137F9ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13375419 | PA      | $306207.48    | 0.05%             | 2031-01-25      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5243 AV                                     | CUSIP: 3137H84A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3267050 | PA      | $3253194.68   | 0.55%             | 2033-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA2110                                          | CUSIP: 31418BKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1757418 | PA      | $1703788.07   | 0.29%             | 2034-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-166 DA           | CUSIP: 38378U4C8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    142680 | PA      | $141119.06    | 0.02%             | 2040-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AZ9232                                          | CUSIP: 3140E2HJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4833 | PA      | $4724.86      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2016-3 JI                                    | CUSIP: 3136ARFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1307 | PA      | $5.01         | 0.00%             | 2031-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS1892                                          | CUSIP: 3140XHC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124534 | PA      | $119489.29    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 603130                                        | CUSIP: 36200KA72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3422 | PA      | $3460.58      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5320 CI                                     | CUSIP: 3137HABF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2978409 | PA      | $490434.13    | 0.08%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K737 X1    | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  20148842 | PA      | $29203.73     | 0.00%             | 2026-10-25      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3781 YB                                     | CUSIP: 3137A3RV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    742737 | PA      | $731815.88    | 0.12%             | 2030-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4195 AI                                     | CUSIP: 3137B1CJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    115311 | PA      | $2167.31      | 0.00%             | 2028-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4199 QI                                     | CUSIP: 3137B2AV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     62181 | PA      | $1209.02      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BS8763                                          | CUSIP: 3140LKWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2670000 | PA      | $2681937.86   | 0.45%             | 2028-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1   | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14641816 | PA      | $340826.33    | 0.06%             | 2033-01-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-2 MA  | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4782845 | PA      | $4608012.92   | 0.78%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-167 AI           | CUSIP: 38380CEN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    575664 | PA      | $31305.20     | 0.01%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-132 NA           | CUSIP: 38381Y5P5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2051178 | PA      | $1919212.77   | 0.32%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2022-75 B                                    | CUSIP: 3136BPMB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1720571 | PA      | $1738600.68   | 0.29%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 783353                                        | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    197911 | PA      | $202221.43    | 0.03%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AL7363                                          | CUSIP: 3138EQFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223011 | PA      | $221129.05    | 0.04%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2024-70 FA                                   | CUSIP: 3136BS6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3637743 | PA      | $3665641.57   | 0.62%             | 2054-10-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 726114                                        | CUSIP: 3620ACVF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       712 | PA      | $728.00       | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-72 ID            | CUSIP: 38380WH28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1886815 | PA      | $346560.20    | 0.06%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2024-41 DA                                   | CUSIP: 3136BSPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7742305 | PA      | $7803721.63   | 1.31%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-40 PA            | CUSIP: 38379LGE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    185170 | PA      | $182850.71    | 0.03%             | 2044-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SB0683                                         | CUSIP: 3132CWXL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2427001 | PA      | $2387636.95   | 0.40%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-2 AI             | CUSIP: 38380CNU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    194878 | PA      | $36281.09     | 0.01%             | 2047-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5048 A                                      | CUSIP: 3137F7DE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1234254 | PA      | $1147157.60   | 0.19%             | 2044-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-127 KE           | CUSIP: 38384USJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3811382 | PA      | $3629213.47   | 0.61%             | 2044-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-130 FQ                                  | CUSIP: 3136AHF96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    942454 | PA      | $936106.96    | 0.16%             | 2041-06-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 718864                                        | CUSIP: 3620A4TV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1262 | PA      | $1273.80      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG G14523                                    | CUSIP: 3128MDG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         3 | PA      | $3.12         | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-26 JI            | CUSIP: 38376VPU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    901632 | PA      | $173214.84    | 0.03%             | 2040-02-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS8493                                          | CUSIP: 3140XQNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2127341 | PA      | $2197451.77   | 0.37%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE-ACES FNA 2019-M21 X1                                    | CUSIP: 3136B6WW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9570115 | PA      | $267737.35    | 0.05%             | 2029-05-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4484 CI                                     | CUSIP: 3137BJQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    138391 | PA      | $6387.57      | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-164 CE           | CUSIP: 38378YFG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1234580 | PA      | $1215451.15   | 0.20%             | 2028-11-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 783379                                        | CUSIP: 36241LXG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28474 | PA      | $27298.56     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4456 BA                                     | CUSIP: 3137BGQ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500840 | PA      | $481730.75    | 0.08%             | 2044-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED LOANS STRUCTURED TRANSACTION TRUST | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES SLST 2023-1 A12 | CUSIP: 35564CNP8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12391652 | PA      | $12236220.83  | 2.06%             | 2033-10-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4220 IE                                     | CUSIP: 3137B2JF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2235 | PA      | $4.49         | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE INTEREST STRIP FNS 418 C16                              | CUSIP: 31395Q3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1353428 | PA      | $252876.04    | 0.04%             | 2043-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K107 X1    | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11989947 | PA      | $608461.05    | 0.10%             | 2030-01-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR ZS8551                                         | CUSIP: 3132A9QC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    386872 | PA      | $381966.60    | 0.06%             | 2030-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5010 IE                                     | CUSIP: 3137FVQ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2061468 | PA      | $409224.33    | 0.07%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 745056                                        | CUSIP: 3620C0WR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4053 | PA      | $4070.57      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4223 AL                                     | CUSIP: 3137B3JX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    649593 | PA      | $617396.68    | 0.10%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG J35743                                    | CUSIP: 31307SLY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    827845 | PA      | $797047.52    | 0.13%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2025-34 BA                                   | CUSIP: 3136BVC30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1734257 | PA      | $1731485.47   | 0.29%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-4 MA  | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3621983 | PA      | $3405197.20   | 0.57%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5263 GA                                     | CUSIP: 3137H95B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3055744 | PA      | $3063033.47   | 0.52%             | 2045-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3148 CF                                     | CUSIP: 31396JZE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     43776 | PA      | $43528.36     | 0.01%             | 2034-02-15      | Floating      | 4.15%                 | 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        |     18688 | PA      | $149.14       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-42 EI            | CUSIP: 38379V5S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    578643 | PA      | $65528.67     | 0.01%             | 2046-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-30 AB            | CUSIP: 38378DV51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    134014 | PA      | $133149.02    | 0.02%             | 2027-03-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SD2305                                         | CUSIP: 3132DPR26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2327397 | PA      | $2350251.73   | 0.40%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AX9550                                          | CUSIP: 3138YBTG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2461 | PA      | $2414.77      | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5018 LW                                     | CUSIP: 3137FXBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1066615 | PA      | $906380.41    | 0.15%             | 2040-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SD3029                                         | CUSIP: 3132DQLJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133803 | PA      | $128693.11    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2014-50 SC                                   | CUSIP: 3136AKXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    582892 | PA      | $34955.04     | 0.01%             | 2044-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-26 IA                                   | CUSIP: 3136B9YL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1562567 | PA      | $129438.70    | 0.02%             | 2039-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 474700                                        | CUSIP: 36209LKM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       390 | PA      | $395.72       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 553167                                        | CUSIP: 36213FQU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9919 | PA      | $10077.58     | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG V60836                                    | CUSIP: 3132KE4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    663808 | PA      | $645509.89    | 0.11%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4978 MI                                     | CUSIP: 3137FT6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1377862 | PA      | $200587.59    | 0.03%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                           | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | DBT              | USGA              | US        |  -2256000 | PA      | $-2302998.19  | -0.39%            | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY FUTURE.                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2 | NC      | $225687.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE INTEREST STRIP FNS 410 C6                               | CUSIP: 31395QCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6941 | PA      | $52.84        | 0.00%             | 2027-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-51 GI            | CUSIP: 38378EAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13643 | PA      | $37.47        | 0.00%             | 2040-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5538 AV                                     | CUSIP: 3137HKXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6960451 | PA      | $7002735.20   | 1.18%             | 2036-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG A90316                                    | CUSIP: 312938K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    510304 | PA      | $506614.30    | 0.09%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2025-3 BA                                    | CUSIP: 3136BUSZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1602398 | PA      | $1616240.28   | 0.27%             | 2052-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BA4768                                          | CUSIP: 3140E9JN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50782 | PA      | $49566.02     | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4176 KI                                     | CUSIP: 3137B0Q64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       679 | PA      | $6.10         | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2019-42 KA                                   | CUSIP: 3136B5VN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5839051 | PA      | $5311062.25   | 0.89%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN CB6484                                          | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4546698 | PA      | $4593726.31   | 0.77%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-140 PA                                  | CUSIP: 3136AAGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2054419 | PA      | $1759042.30   | 0.30%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-3 MV  | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    800000 | PA      | $757893.89    | 0.13%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-167 X1   | CUSIP: 3137HHUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15848956 | PA      | $243357.56    | 0.04%             | 2034-10-25      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BZ0044                                          | CUSIP: 3140NUBN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2440000 | PA      | $2487978.35   | 0.42%             | 2028-12-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-55 LB            | CUSIP: 38379BJF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     71519 | PA      | $69728.94     | 0.01%             | 2040-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                    | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       756 | NC      | $156586500.00 | 26.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 698060                                        | CUSIP: 36296QQM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7696 | PA      | $7964.94      | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BC4869                                          | CUSIP: 3140F0MT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35455 | PA      | $34412.59     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-139 KA           | CUSIP: 38379GNX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    882277 | PA      | $862180.41    | 0.15%             | 2029-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4178 MI                                     | CUSIP: 3137B06E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     35018 | PA      | $493.17       | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 256774                                          | CUSIP: 31371NFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       994 | PA      | $1050.26      | 0.00%             | 2037-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FM8344                                          | CUSIP: 3140XCHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    974826 | PA      | $939115.22    | 0.16%             | 2032-06-01      | 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        |    577099 | PA      | $600480.65    | 0.10%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-12 P                                    | CUSIP: 3136ABVF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100286 | PA      | $98896.79     | 0.02%             | 2041-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SB1625                                         | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1062580 | PA      | $1071086.94   | 0.18%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4200 LC                                     | CUSIP: 3137B24T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3939163 | PA      | $3705507.01   | 0.62%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5264 AB                                     | CUSIP: 3137H9BH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    188435 | PA      | $187881.70    | 0.03%             | 2039-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BZ0638                                          | CUSIP: 3140NUV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2595000 | PA      | $2633802.52   | 0.44%             | 2029-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-84 TE            | CUSIP: 38375GJB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    745006 | PA      | $708197.41    | 0.12%             | 2042-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-157 AE           | CUSIP: 38378U2V8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2680872 | PA      | $2642174.36   | 0.45%             | 2028-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4178 BI                                     | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    194451 | PA      | $12383.01     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3930 AI                                     | CUSIP: 3137AFB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6112 | PA      | $32.01        | 0.00%             | 2026-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC STRIPS FHS 303 C16                                     | CUSIP: 31325UEE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1265387 | PA      | $189559.23    | 0.03%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-35 AI                                   | CUSIP: 3136BALN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3091806 | PA      | $482682.18    | 0.08%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2021-86 T                                    | CUSIP: 3136BKYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1022663 | PA      | $913301.84    | 0.15%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-65 BI                                   | CUSIP: 3136BBTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2052144 | PA      | $385938.95    | 0.07%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2022-22 QH                                   | CUSIP: 3136BMG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4275363 | PA      | $4190733.94   | 0.71%             | 2052-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-17 EI            | CUSIP: 38382CJ51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1379291 | PA      | $287409.07    | 0.05%             | 2050-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA2163                                          | CUSIP: 31418BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    581799 | PA      | $542627.45    | 0.09%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2006-76 QF                                   | CUSIP: 31396KBZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114174 | PA      | $113431.35    | 0.02%             | 2036-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-124 BC                                  | CUSIP: 3136A9W61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    936141 | PA      | $919835.01    | 0.15%             | 2042-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-87 CA            | CUSIP: 38383RYD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8009232 | PA      | $7534683.72   | 1.27%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-56 BP            | CUSIP: 38379BCS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    570354 | PA      | $543184.78    | 0.09%             | 2039-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5413 KV                                     | CUSIP: 3137HCVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6307804 | PA      | $6439434.09   | 1.08%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR ZN6438                                         | CUSIP: 3131YDEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    535124 | PA      | $523870.33    | 0.09%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AL6818                                          | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    579600 | PA      | $574708.56    | 0.10%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-42 AI                                   | CUSIP: 3136ANV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    475974 | PA      | $22312.71     | 0.00%             | 2055-06-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 KI            | CUSIP: 38380CP80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    677392 | PA      | $104865.05    | 0.02%             | 2040-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SD2553                                         | CUSIP: 3132DPZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    490494 | PA      | $469506.75    | 0.08%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 848900                                          | CUSIP: 31408EDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15193 | PA      | $15984.74     | 0.00%             | 2036-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG G16018                                    | CUSIP: 3128ME4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    719391 | PA      | $700738.49    | 0.12%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-170 X1   | CUSIP: 3137HLJ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7884268 | PA      | $150328.54    | 0.03%             | 2035-02-25      | Floating      | 0.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 682100                                        | CUSIP: 36295VX53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       556 | PA      | $592.08       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K510 A2    | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2365000 | PA      | $2407089.67   | 0.41%             | 2028-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-149 EA           | CUSIP: 38379GSX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    270301 | PA      | $265264.78    | 0.04%             | 2029-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2007-64 FB                                   | CUSIP: 31396WVR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    629204 | PA      | $625074.49    | 0.11%             | 2037-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC STRIPS FHS 373 100                                     | CUSIP: 3133Q7PB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3164260 | PA      | $2823404.13   | 0.48%             | 2038-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 3.625000% 08/31/2027                               | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  47275000 | PA      | $47136498.91  | 7.94%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5079 CB                                     | CUSIP: 3137F9DQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4643612 | PA      | $4051782.39   | 0.68%             | 2051-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-126 IO           | CUSIP: 38378H3E4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1303190 | PA      | $178400.82    | 0.03%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE INTEREST STRIP FNS 429 C3                               | CUSIP: 31423YVK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3715208 | PA      | $579745.08    | 0.10%             | 2052-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 658384                                        | CUSIP: 36294SM95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     73110 | PA      | $77256.90     | 0.01%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA0844                                          | CUSIP: 31417Y5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100781 | PA      | $100813.41    | 0.02%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-98 BI                                   | CUSIP: 3136A8CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    310146 | PA      | $12485.59     | 0.00%             | 2042-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-57 TI            | CUSIP: 38377EG73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    429919 | PA      | $83407.18     | 0.01%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-38 GE            | CUSIP: 38378DQU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    246656 | PA      | $244714.42    | 0.04%             | 2027-03-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5091 IG                                     | CUSIP: 3137FYML7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2293390 | PA      | $447932.55    | 0.08%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 995018                                          | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74715 | PA      | $77052.19     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2016-95 BC                                   | CUSIP: 3136AUYH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1109289 | PA      | $1053498.11   | 0.18%             | 2040-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2016-42 DA                                   | CUSIP: 3136ASZ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270533 | PA      | $258813.43    | 0.04%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-126 GI           | CUSIP: 38379QGG4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4018 | PA      | $8.75         | 0.00%             | 2027-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 AC            | CUSIP: 38382EAJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2975670 | PA      | $2407737.19   | 0.41%             | 2050-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-129 AF           | CUSIP: 38378WY23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2152736 | PA      | $2143156.35   | 0.36%             | 2039-10-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4657 PU                                     | CUSIP: 3137BVPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1028474 | PA      | $1007375.90   | 0.17%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 599564                                        | CUSIP: 36200FB98<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     62314 | PA      | $63223.79     | 0.01%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AX2509                                          | CUSIP: 3138Y3YF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11132 | PA      | $10947.06     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 724245                                        | CUSIP: 3620AATA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1608 | PA      | $1652.83      | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AL8605                                          | CUSIP: 3138ETR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1833598 | PA      | $1817333.80   | 0.31%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FA3219                                          | CUSIP: 3140W3SH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3036599 | PA      | $3127674.01   | 0.53%             | 2040-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-23 CI            | CUSIP: 38379VRH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    172686 | PA      | $3884.81      | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE OR FREDDIE MAC 15YR TBA (MAY)                           | CUSIP: 01F052458<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3150000 | PA      | $3217478.29   | 0.54%             | 2041-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AL4237                                          | CUSIP: 3138ELV75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    575723 | PA      | $572330.63    | 0.10%             | 2027-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-68 JI                                   | CUSIP: 3136AP2P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39124 | PA      | $1092.58      | 0.00%             | 2030-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4700 HV                                     | CUSIP: 3137F1RA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3883650 | PA      | $3822438.68   | 0.64%             | 2040-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4107 HE                                     | CUSIP: 3137AUF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2844399 | PA      | $2710981.93   | 0.46%             | 2041-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE INTEREST STRIP FNS 397 6                                | CUSIP: 3136FGRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    543149 | PA      | $487809.39    | 0.08%             | 2039-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AP3051                                          | CUSIP: 3138M6L96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8127 | PA      | $8045.97      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 3.500000% 10/15/2028                               | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  33575000 | PA      | $33257611.50  | 5.60%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FNR 2012-93 IL SERIES 2012-93 CLASS IL                             | CUSIP: 3136A8GE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26473 | PA      | $303.81       | 0.00%             | 2027-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IA            | CUSIP: 38380CF81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    539113 | PA      | $67383.05     | 0.01%             | 2047-02-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4247 LA                                     | CUSIP: 3137B4HR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2094170 | PA      | $1996267.15   | 0.34%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FM3526                                          | CUSIP: 3140X64L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1488724 | PA      | $1477577.08   | 0.25%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR ZK7457                                         | CUSIP: 3131XBJA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    192548 | PA      | $191173.40    | 0.03%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE BANK                                   | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -214 | NC      | $-24151906.25 | -4.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2025-3 DA                                    | CUSIP: 3136BURE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1509815 | PA      | $1534959.17   | 0.26%             | 2052-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2010-4 PL                                    | CUSIP: 31398GW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    256102 | PA      | $256053.95    | 0.04%             | 2040-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4182 IE                                     | CUSIP: 3137B0WS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     43763 | PA      | $788.60       | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2021-95 GI                                   | CUSIP: 3136BKWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3211060 | PA      | $502569.42    | 0.08%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2025-13 BD                                   | CUSIP: 3136BU2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4199705 | PA      | $4195208.53   | 0.71%             | 2051-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET PARIBAS       | CUSIP: PAMGZZVY5<br>LEI: N/A                  | Long             | RA               |  | US        |  41400000 | PA      | $41400000.00  | 6.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS4639                                          | CUSIP: 3140XLEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1031015 | PA      | $1068392.92   | 0.18%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-27 PI                                   | CUSIP: 3136A4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    465685 | PA      | $26032.30     | 0.00%             | 2042-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4740 P                                      | CUSIP: 3137FCEH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4067085 | PA      | $3651782.55   | 0.62%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 410987                                        | CUSIP: 36206GRG7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10101 | PA      | $10465.34     | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 3.750000% 04/15/2028                               | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  23775000 | PA      | $23710919.00  | 3.99%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2021-26 YI                                   | CUSIP: 3136BHES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3032338 | PA      | $530445.40    | 0.09%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2010-56 AF                                   | CUSIP: 31398RK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1044568 | PA      | $1039919.63   | 0.18%             | 2040-06-25      | Floating      | 4.33%                 | 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        |   -275000 | PA      | $-272591.31   | -0.05%            | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 833600                                          | CUSIP: 31407LDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6441 | PA      | $6716.70      | 0.00%             | 2035-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 367098                                        | CUSIP: 36204DX38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9744 | PA      | $9331.10      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA5145                                          | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2046721 | PA      | $2114000.07   | 0.36%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4146 AB                                     | CUSIP: 3137AXEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160700 | PA      | $157948.32    | 0.03%             | 2027-12-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 641988                                        | CUSIP: 36291YF51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5788 | PA      | $6076.25      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AJ9947                                          | CUSIP: 3138E3BR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149420 | PA      | $143837.19    | 0.02%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 731641                                        | CUSIP: 3620AJZE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1569 | PA      | $1625.28      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K511 A2    | CUSIP: 3137HB3G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3190000 | PA      | $3231435.55   | 0.54%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-75 DA            | CUSIP: 38383RJZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3238935 | PA      | $3200326.10   | 0.54%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-21 WI                                   | CUSIP: 3136ANHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    451743 | PA      | $19786.08     | 0.00%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                           | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3400000 | PA      | $3416912.79   | 0.58%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-112 NA           | CUSIP: 38384CW88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    751268 | PA      | $763172.52    | 0.13%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AL2877                                          | CUSIP: 3138EKFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45025 | PA      | $44749.20     | 0.01%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 KA            | CUSIP: 38378D3G8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    148590 | PA      | $147525.41    | 0.02%             | 2027-03-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BZ0611                                          | CUSIP: 3140NUVD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2862480 | PA      | $2874285.75   | 0.48%             | 2029-04-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 KA           | CUSIP: 38383DY69<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2497184 | PA      | $2228710.96   | 0.38%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-107 JI           | CUSIP: 38380TE93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    721728 | PA      | $114925.36    | 0.02%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  DEUTSCHE     | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   1000000 | PA      | $1000000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4535 PA                                     | CUSIP: 3137BMHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1202823 | PA      | $1167489.75   | 0.20%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5228 DG                                     | CUSIP: 3137H7U76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4266261 | PA      | $4106696.30   | 0.69%             | 2046-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2008-16 FA                                   | CUSIP: 31396YSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    295015 | PA      | $295439.67    | 0.05%             | 2038-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5170 DP                                     | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1688544 | PA      | $1487332.62   | 0.25%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS0102                                          | CUSIP: 3140XFDG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1432710 | PA      | $1355875.75   | 0.23%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG K93731                                    | CUSIP: 3132LQA80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1759621 | PA      | $1666408.85   | 0.28%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-126 HI           | CUSIP: 38379QFZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        99 | PA      | $0.01         | 0.00%             | 2026-12-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2005-101 B                                   | CUSIP: 31394UVF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    476693 | PA      | $483447.11    | 0.08%             | 2035-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-132 EI           | CUSIP: 38379M6M1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    634111 | PA      | $123836.11    | 0.02%             | 2045-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-41 AG                                   | CUSIP: 3136ANZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    207773 | PA      | $205341.73    | 0.03%             | 2034-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-26 IK            | CUSIP: 38378JAS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    252748 | PA      | $32262.94     | 0.01%             | 2043-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS2831                                          | CUSIP: 3140XJED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    295761 | PA      | $283642.19    | 0.05%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR RB5124                                         | CUSIP: 3133KYVR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    449421 | PA      | $378274.10    | 0.06%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-51 IB            | CUSIP: 38378MSZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24567 | PA      | $55.20        | 0.00%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4419 CW                                     | CUSIP: 3137BFP54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    558075 | PA      | $546217.22    | 0.09%             | 2037-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS1244                                          | CUSIP: 3140XGL23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1066939 | PA      | $1043176.69   | 0.18%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FM2399                                          | CUSIP: 3140X5UZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    167565 | PA      | $165838.84    | 0.03%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-2 MA  | CUSIP: 35563PQP7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    469640 | PA      | $422911.94    | 0.07%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA2804                                          | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2745060 | PA      | $2598262.58   | 0.44%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-4 BI             | CUSIP: 38378P4B1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    103335 | PA      | $19405.27     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR ZS8686                                         | CUSIP: 3132A9UK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    836734 | PA      | $810604.78    | 0.14%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-121 FA                                  | CUSIP: 3136AHEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7007253 | PA      | $6948069.01   | 1.17%             | 2043-12-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SD4010                                         | CUSIP: 3132E0N32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    601679 | PA      | $579479.80    | 0.10%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2017-69 GA                                   | CUSIP: 3136AXD36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    947518 | PA      | $922802.03    | 0.16%             | 2045-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS1377                                          | CUSIP: 3140XGQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    594450 | PA      | $591852.76    | 0.10%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2017-68 IB                                   | CUSIP: 3136AXQ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1305496 | PA      | $225745.26    | 0.04%             | 2047-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2021-1 MI                                    | CUSIP: 3136BDZ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2560583 | PA      | $425070.84    | 0.07%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-81 CA            | CUSIP: 38379YNX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    887783 | PA      | $820418.91    | 0.14%             | 2045-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AI9810                                          | CUSIP: 3138AP3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7555 | PA      | $7533.95      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BC1185                                          | CUSIP: 3140EVJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2270525 | PA      | $2234465.81   | 0.38%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 698033                                        | CUSIP: 36296QPS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60052 | PA      | $62307.80     | 0.01%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-124 HA           | CUSIP: 38383T4H3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1173934 | PA      | $1151266.03   | 0.19%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-176 X1   | CUSIP: 3137HPUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        | 110463990 | PA      | $989801.54    | 0.17%             | 2035-12-25      | Floating      | 0.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 664541                                        | CUSIP: 36295AHS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1505 | PA      | $1552.57      | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4654 AK                                     | CUSIP: 3137BVRU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1394639 | PA      | $1371603.19   | 0.23%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 726440                                        | CUSIP: 3620ADBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6830 | PA      | $6922.12      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2022-5 AB                                    | CUSIP: 3136BLGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1548868 | PA      | $1332209.42   | 0.22%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2018-89 CA                                   | CUSIP: 3136B3RT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    678661 | PA      | $677104.11    | 0.11%             | 2053-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2021-3 TT  | CUSIP: 35563P5Y1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    922551 | PA      | $831824.22    | 0.14%             | 2061-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-68 HI                                   | CUSIP: 3136AP2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    244185 | PA      | $20378.33     | 0.00%             | 2035-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-136 AB           | CUSIP: 38378UDX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    186968 | PA      | $186480.44    | 0.03%             | 2027-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3219 EF                                     | CUSIP: 31397BF48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    967068 | PA      | $962406.78    | 0.16%             | 2032-04-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4292 P                                      | CUSIP: 3137B75T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    488069 | PA      | $477433.14    | 0.08%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG G08737                                    | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3069044 | PA      | $2749362.36   | 0.46%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-68 WA            | CUSIP: 38377GTK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    292097 | PA      | $288220.06    | 0.05%             | 2039-12-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2019-38 PC                                   | CUSIP: 3136B5FZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    556644 | PA      | $525462.84    | 0.09%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4471 GA                                     | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    716779 | PA      | $686379.28    | 0.12%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 676933                                        | CUSIP: 36295QBA7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22798 | PA      | $24489.33     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC STRIPS FHS 386 C14                                     | CUSIP: 31325YB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3260496 | PA      | $482466.26    | 0.08%             | 2052-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-26 GJ            | CUSIP: 38378C3R6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    361689 | PA      | $359356.42    | 0.06%             | 2027-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4114 MB                                     | CUSIP: 3137AURW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2049468 | PA      | $1982793.48   | 0.33%             | 2032-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BM3417                                          | CUSIP: 3140J7YP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94762 | PA      | $93714.20     | 0.02%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5213 JH                                     | CUSIP: 3137H6XV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1898264 | PA      | $1810543.70   | 0.31%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-158 A            | CUSIP: 38379GWF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    924910 | PA      | $903285.95    | 0.15%             | 2029-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS6067                                          | CUSIP: 3140XMW51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365021 | PA      | $351420.77    | 0.06%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS5497                                          | CUSIP: 3140XMDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    374785 | PA      | $359951.04    | 0.06%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2002-53 FK                                   | CUSIP: 31392EHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18950 | PA      | $18895.17     | 0.00%             | 2032-04-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5169 IO                                     | CUSIP: 3137H4GG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2836164 | PA      | $448510.71    | 0.08%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4344 KZ                                     | CUSIP: 3137BAJM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5348473 | PA      | $5201648.70   | 0.88%             | 2034-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K066 X1    | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16148947 | PA      | $92633.59     | 0.02%             | 2027-06-25      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS4600                                          | CUSIP: 3140XLDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1478964 | PA      | $1437011.79   | 0.24%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-37 IM                                   | CUSIP: 3136B9W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2456832 | PA      | $472992.21    | 0.08%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS2749                                          | CUSIP: 3140XJBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    253294 | PA      | $251788.70    | 0.04%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-129 BA           | CUSIP: 38379GKJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1010660 | PA      | $986133.67    | 0.17%             | 2029-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4820 JI                                     | CUSIP: 3137FHJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    443806 | PA      | $85932.63     | 0.01%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC GOLD POOL FG G18631                                    | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    465760 | PA      | $447876.82    | 0.08%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4620 IO                                     | CUSIP: 3137BSAJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    306334 | PA      | $37490.16     | 0.01%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-5 JI             | CUSIP: 38381BD76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1585528 | PA      | $234094.85    | 0.04%             | 2044-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AE0803                                          | CUSIP: 31419A3M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    425332 | PA      | $421743.08    | 0.07%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 MA  | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2795261 | PA      | $2706383.94   | 0.46%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-49 PI            | CUSIP: 38379WGB2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    890940 | PA      | $156451.20    | 0.03%             | 2045-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 783710                                        | CUSIP: 3622A2DP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     55606 | PA      | $58545.08     | 0.01%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K528 A2    | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3300000 | PA      | $3322831.38   | 0.56%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3628 PJ                                     | CUSIP: 31398LUM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    400210 | PA      | $400196.67    | 0.07%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR ZK7453                                         | CUSIP: 3131XBH69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1270658 | PA      | $1260961.66   | 0.21%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       269 | NC      | $29007867.19  | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 548426                                          | CUSIP: 31385PHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3847 | PA      | $3844.54      | 0.00%             | 2029-08-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC STRIPS FHS 303 C2                                      | CUSIP: 31325UDY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79789 | PA      | $1036.73      | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SB0372                                         | CUSIP: 3132CWMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1983633 | PA      | $1969166.23   | 0.33%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-146 GH           | CUSIP: 38379GUB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1584656 | PA      | $1536271.77   | 0.26%             | 2029-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-1 MA  | CUSIP: 35563PDZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2773178 | PA      | $2607279.44   | 0.44%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-76 PH                                   | CUSIP: 3136AFHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1376488 | PA      | $1308686.54   | 0.22%             | 2042-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3174 FA                                     | CUSIP: 31396TLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    699622 | PA      | $693318.69    | 0.12%             | 2036-04-15      | Floating      | 4.05%                 | 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        |    154531 | PA      | $29396.01     | 0.00%             | 2047-09-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-9 PT                                    | CUSIP: 3136ABSM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159149 | PA      | $155820.32    | 0.03%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4142 PT                                     | CUSIP: 3137AX5Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    163290 | PA      | $160326.30    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IB            | CUSIP: 38380CG23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    363111 | PA      | $50408.63     | 0.01%             | 2047-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR RA8751                                         | CUSIP: 3133KQWL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    585002 | PA      | $608238.60    | 0.10%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2003-86 ZD            | CUSIP: 38374CG88<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1125027 | PA      | $1122868.39   | 0.19%             | 2033-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2025-106 PC                                  | CUSIP: 3136BYAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5895431 | PA      | $5820970.82   | 0.98%             | 2054-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4117 P                                      | CUSIP: 3137AUTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    691666 | PA      | $616716.63    | 0.10%             | 2042-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2018-13 MP                                   | CUSIP: 3136B02D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1709455 | PA      | $1646560.07   | 0.28%             | 2057-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR RA8307                                         | CUSIP: 3133KQGQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1231168 | PA      | $1274267.04   | 0.21%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-43 AI                                   | CUSIP: 3136A5YH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91334 | PA      | $647.51       | 0.00%             | 2027-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA2164                                          | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    984019 | PA      | $953331.58    | 0.16%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2011-17 ZM                                   | CUSIP: 31397QYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2183235 | PA      | $2145858.75   | 0.36%             | 2031-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3930 KE                                     | CUSIP: 3137AFBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6859482 | PA      | $6709377.29   | 1.13%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4340 MI                                     | CUSIP: 3137BAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12169 | PA      | $28.35        | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 890762                                          | CUSIP: 31410LTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    985887 | PA      | $950324.55    | 0.16%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 693463                                        | CUSIP: 36296KML3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       504 | PA      | $507.80       | 0.00%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-85 PI                                   | CUSIP: 3136BCU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3153129 | PA      | $497348.35    | 0.08%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-10 YA                                   | CUSIP: 3136ACAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    251263 | PA      | $246546.12    | 0.04%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-43 IA            | CUSIP: 38381TR23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1158551 | PA      | $164866.62    | 0.03%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA MAY              | CUSIP: 21H022655<br>LEI: N/A                  | Short            | DBT              | USGA              | US        | -12400000 | PA      | $-10619627.72 | -1.79%            | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-127 PB           | CUSIP: 38380YYX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1057454 | PA      | $998880.41    | 0.17%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-5 CP                                    | CUSIP: 3136AMML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    412770 | PA      | $403975.25    | 0.07%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-4 AP                                    | CUSIP: 3136B8NA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1207727 | PA      | $1047868.25   | 0.18%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4650 LP                                     | CUSIP: 3137BUTP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    293223 | PA      | $281994.92    | 0.05%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3339 HF                                     | CUSIP: 31397JYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1076296 | PA      | $1071237.31   | 0.18%             | 2037-07-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BZ4392                                          | CUSIP: 3140NY3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1200453 | PA      | $1202321.52   | 0.20%             | 2030-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2006-79 DF                                   | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79724 | PA      | $79221.82     | 0.01%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2017-15 BC                                   | CUSIP: 3136AVNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    634983 | PA      | $625904.87    | 0.11%             | 2043-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-3 MA  | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1397851 | PA      | $1360647.93   | 0.23%             | 2057-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 604383                                        | CUSIP: 36200MM83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       514 | PA      | $519.49       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BM7871                                          | CUSIP: 3140JCW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4557972 | PA      | $4602765.81   | 0.78%             | 2055-11-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4673 PH                                     | CUSIP: 3137BXEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1217436 | PA      | $1207398.86   | 0.20%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AL5400                                          | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    560828 | PA      | $556093.75    | 0.09%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-4 CB                                    | CUSIP: 3136ACFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    307575 | PA      | $302078.88    | 0.05%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC NON GOLD POOL FH 846740                                | CUSIP: 3128HDPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        47 | PA      | $46.92        | 0.00%             | 2029-04-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA0864                                          | CUSIP: 31417Y6A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    167272 | PA      | $166648.17    | 0.03%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4083 DI                                     | CUSIP: 3137ARZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5771 | PA      | $59.85        | 0.00%             | 2027-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-95 PG            | CUSIP: 38380FKG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    299040 | PA      | $285787.99    | 0.05%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-119 ND           | CUSIP: 38379MVD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    980321 | PA      | $938786.99    | 0.16%             | 2044-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2              | GINNIE MAE II POOL G2 MA7881                                       | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12144490 | PA      | $10412573.24  | 1.75%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5183 IC                                     | CUSIP: 3137H4ZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3068037 | PA      | $469516.97    | 0.08%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2023-53 GB                                   | CUSIP: 3136BQTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    505304 | PA      | $512736.87    | 0.09%             | 2044-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4709 AB                                     | CUSIP: 3137FAMQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    418853 | PA      | $396882.64    | 0.07%             | 2047-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5491 CV                                     | CUSIP: 3137HHVJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5927468 | PA      | $5999740.10   | 1.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS1492                                          | CUSIP: 3140XGUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1515330 | PA      | $1468814.65   | 0.25%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 2571 FY                                     | CUSIP: 31393L6N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    979622 | PA      | $984234.59    | 0.17%             | 2032-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-98 ZA                                   | CUSIP: 3136AGEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4544024 | PA      | $4479815.29   | 0.75%             | 2043-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 X1    | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5611954 | PA      | $53401.11     | 0.01%             | 2028-03-25      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 4996 BI                                     | CUSIP: 3137FUSU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3482576 | PA      | $529681.04    | 0.09%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-143 XK           | CUSIP: 38378GF60<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    449150 | PA      | $444292.89    | 0.07%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AL7364                                          | CUSIP: 3138EQFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177077 | PA      | $175582.84    | 0.03%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2009-77 ZA                                   | CUSIP: 31398FER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610535 | PA      | $607193.64    | 0.10%             | 2039-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2022-72 CB                                   | CUSIP: 3136BPAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4133250 | PA      | $4142406.79   | 0.70%             | 2039-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2009-82 FC                                   | CUSIP: 31398FPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1226833 | PA      | $1238380.57   | 0.21%             | 2039-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2              | GINNIE MAE II POOL G2 MA6156                                       | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    974545 | PA      | $953758.16    | 0.16%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2022-77 CA                                   | CUSIP: 3136BPGF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407158 | PA      | $406194.36    | 0.07%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 834666                                          | CUSIP: 31407MJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3543 | PA      | $3687.40      | 0.00%             | 2035-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1    | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10054363 | PA      | $203929.62    | 0.03%             | 2031-03-25      | Floating      | 0.60%                 | 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        |     35982 | PA      | $133.89       | 0.00%             | 2028-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC POOL FR SB0386                                         | CUSIP: 3132CWNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1168246 | PA      | $1151830.28   | 0.19%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS0101                                          | CUSIP: 3140XFDF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1907707 | PA      | $1801782.69   | 0.30%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2018-12 PK                                   | CUSIP: 3136B03B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4320683 | PA      | $4273766.09   | 0.72%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2016-3 IN                                    | CUSIP: 3136ARFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1375695 | PA      | $189621.94    | 0.03%             | 2046-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2026-1 CA                                    | CUSIP: 3136BYZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3118593 | PA      | $3113609.75   | 0.52%             | 2047-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-111 NI                                  | CUSIP: 3136A9GA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69467 | PA      | $1210.84      | 0.00%             | 2027-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 783363                                        | CUSIP: 36241LWY8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17902 | PA      | $18570.31     | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AN4021                                          | CUSIP: 3138LGPF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1065067 | PA      | $1056508.56   | 0.18%             | 2027-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2017-3 MA  | CUSIP: 35563PBT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2745405 | PA      | $2599525.21   | 0.44%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2              | GINNIE MAE II POOL G2 4372                                         | CUSIP: 36202E2D0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6638 | PA      | $7214.59      | 0.00%             | 2039-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN BZ0431                                          | CUSIP: 3140NUPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3325000 | PA      | $3404161.27   | 0.57%             | 2029-02-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K060 A1    | CUSIP: 3137BTAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     37181 | PA      | $37087.28     | 0.01%             | 2026-07-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 696520                                        | CUSIP: 36296NYR1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19381 | PA      | $20029.28     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2009-82 FD                                   | CUSIP: 31398FPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1159799 | PA      | $1167594.21   | 0.20%             | 2039-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5494 FA                                     | CUSIP: 3137HHXY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5105221 | PA      | $5141687.13   | 0.87%             | 2055-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 675613                                        | CUSIP: 36295NSA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18225 | PA      | $19280.66     | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 QJ            | CUSIP: 38383MDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2091337 | PA      | $1955970.40   | 0.33%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-47 QI                                   | CUSIP: 3136A6DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10040 | PA      | $998.41       | 0.00%             | 2042-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2009-110 FD                                  | CUSIP: 31398GND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1609456 | PA      | $1614766.24   | 0.27%             | 2040-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST         | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2021-2 TT  | CUSIP: 35563P3S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5515077 | PA      | $4970635.01   | 0.84%             | 2060-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2              | GINNIE MAE II POOL G2 MA3736                                       | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1338760 | PA      | $1233707.54   | 0.21%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | US TREASURY N/B 3.625000% 08/15/2028                               | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11775000 | PA      | $11706005.80  | 1.97%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FS3867                                          | CUSIP: 3140XKJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2751426 | PA      | $2724689.65   | 0.46%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2021-3 TI                                    | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3460902 | PA      | $573008.67    | 0.10%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-6 CM             | CUSIP: 38380U4R1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3820626 | PA      | $3547901.40   | 0.60%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN AZ5012                                          | CUSIP: 3138YWSA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24739 | PA      | $23954.07     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2007-47 DA                                   | CUSIP: 31396VL55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123113 | PA      | $127487.26    | 0.02%             | 2037-05-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN 310229                                          | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2158542 | PA      | $2035882.20   | 0.34%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 722819                                        | CUSIP: 3620A9AU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54976 | PA      | $56136.28     | 0.01%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-91 TJ            | CUSIP: 38379XF47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4382219 | PA      | $3891349.39   | 0.66%             | 2046-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-77 HI                                   | CUSIP: 3136BCVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2655401 | PA      | $536581.14    | 0.09%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2020-26 AI                                   | CUSIP: 3136B9YK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    883506 | PA      | $49516.55     | 0.01%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 687731                                        | CUSIP: 36296DA81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16020 | PA      | $17053.21     | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN MA2524                                          | CUSIP: 31418BYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25582 | PA      | $24986.20     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2009-112 FM                                  | CUSIP: 31398GKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1012364 | PA      | $1015732.14   | 0.17%             | 2040-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2013-4 JB                                    | CUSIP: 3136ACFL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    187760 | PA      | $184190.00    | 0.03%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2015-75 DB                                   | CUSIP: 3136AQBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    869537 | PA      | $836742.82    | 0.14%             | 2035-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE REMICS FNR 2012-103 HB                                  | CUSIP: 3136A8ZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183623 | PA      | $180887.31    | 0.03%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 5083 AI                                     | CUSIP: 3137FFMX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2865269 | PA      | $423422.30    | 0.07%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-36 AB            | CUSIP: 38378DVY8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     74582 | PA      | $74323.01     | 0.01%             | 2040-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC REMICS FHR 3153 FX                                     | CUSIP: 31396RPG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32086 | PA      | $31840.65     | 0.01%             | 2036-05-15      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | GINNIE MAE I POOL GN 681198                                        | CUSIP: 36295UX30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5712 | PA      | $6060.27      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | FANNIE MAE POOL FN FA2691                                          | CUSIP: 3140W27D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3393229 | PA      | $3469427.56   | 0.58%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | FREDDIE MAC STRIPS FHS 389 C35                                     | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4011218 | PA      | $487968.69    | 0.08%             | 2052-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer