# EDGAR Filing Document

**Accession Number:** 0000701939
**File Stem:** 0002048251-26-005674
**Filing Date:** 2026-6
**Character Count:** 348618
**Document Hash:** 63e8b8797c0e9574f287d0d9bc25df9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005674.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0002048251-26-005674

**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:** 261133829

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

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

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

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

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

## Series and Classes Contracts Data

### SDIT ULTRA SHORT DURATION BOND FUND (Series ID: S000008266)

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

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)**

April 30, 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 Ultra Short Duration Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $196715983.41

**Total Liabilities:** $3242714.34

**Net Assets:** $193473269.07

**Cash Not Reported:** $3171704.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1667.53246339 | **1-Year:** -10438.75673489 | **5-Year:** -4058.40886188 | **10-Year:** -874.48080655 | **30-Year:** -90.06120222

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

- **3-Month:** -66.60719280 | **1-Year:** -921.51202435 | **5-Year:** -2051.89244806 | **10-Year:** -240.20809818 | **30-Year:** -14.00728984

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158211 | 0.33%                | -0.08%               | 0.31%                |
| Class ID C000022551 | 0.32%                | -0.09%               | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2386.46                 | $22886.43                                  |
| Month 2  | $5725.54                 | $-866742.78                                |
| Month 3  | $28862.28                | $72580.19                                  |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Swedbank AB                                              | SWEDBANK AB 144A 6.136000% 09/12/2026                                            | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | NUSS              | SE        |    375000 | PA      | $377542.05    | 0.20%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                              | ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027                             | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261772.93    | 0.14%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                           | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.750000% 05/24/2026          | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250188.02    | 0.13%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2025-SFR5 TRUST STAR 2025-SFR5 A                                            | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284624 | PA      | $284624.33    | 0.15%             | 2042-02-17      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028                     | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1214821.02   | 0.63%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                    | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 WLAKE 2025-P1 A4                   | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $401880.04    | 0.21%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                               | CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1                                           | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135300 | PA      | $110058.57    | 0.06%             | 2056-03-25      | Floating      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-47 HA                          | CUSIP: 38385DC79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    652591 | PA      | $649699.73    | 0.34%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A2              | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500099 | PA      | $500663.72    | 0.26%             | 2028-05-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2015-57 CA                                                 | CUSIP: 3136APZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     87476 | PA      | $86643.47     | 0.04%             | 2034-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 2.650000% 07/15/2026                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $473297.86    | 0.24%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                        | PALMER SQUARE CLO 2021-3 LTD PLMRS 2021-3A A1R                                   | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500361.50    | 0.26%             | 2038-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                 | ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1                                   | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9828 | PA      | $9640.69      | 0.00%             | 2059-12-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                  | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A B                           | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    153205 | PA      | $154173.92    | 0.08%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| USQ RAIL I LLC                                           | USQ RAIL I LLC STEAM 2021-1A A                                                   | CUSIP: 90352WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    627038 | PA      | $594867.80    | 0.31%             | 2051-02-28      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                             | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                               | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27876 | PA      | $27516.76     | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                       | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1                         | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7571 | PA      | $7379.14      | 0.00%             | 2059-11-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN AZ4793                                                        | CUSIP: 3138YWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39268 | PA      | $38444.58     | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                     | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1 PILOT 2024-1A A3                     | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    394428 | PA      | $395316.11    | 0.20%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP 4.500000% 05/14/2027                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351569.33    | 0.18%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2025-DNA1 STACR 2025-DNA1 M2                       | CUSIP: 35564NGA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150000 | PA      | $149812.76    | 0.08%             | 2045-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST              | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3              | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    124141 | PA      | $124911.29    | 0.06%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2024-HQA1 STACR 2024-HQA1 M1                       | CUSIP: 35564NBX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60483 | PA      | $60511.42     | 0.03%             | 2044-03-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST SERIES 2025-9 VZMT 2025-9 A1A                               | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $199580.72    | 0.10%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                          | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A              | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    555000 | PA      | $555369.13    | 0.29%             | 2039-12-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A3                             | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $243543.21    | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2024-SFR4 TRUST STAR 2024-SFR4 B                                            | CUSIP: 85520AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $175326.20    | 0.09%             | 2041-10-17      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3               | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400356 | PA      | $402477.54    | 0.21%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                     | DTE ELECTRIC CO 4.250000% 05/14/2027                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160488.04    | 0.08%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO, LTD.                                  | KKR CLO 21 LTD KKR 21 A                                                          | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     30059 | PA      | $30056.06     | 0.02%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST VZMT 2024-6 B                                               | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $485437.52    | 0.25%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2018-3 MCMLT 2018-3 A1                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     65875 | PA      | $65272.20     | 0.03%             | 2058-08-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                   | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215000 | PA      | $214210.67    | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1                   | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19198 | PA      | $18810.58     | 0.01%             | 2060-05-24      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST           | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2                | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6466 | PA      | $6471.12      | 0.00%             | 2028-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                            | ENBRIDGE INC 3.700000% 07/15/2027                                                | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    875000 | PA      | $867959.34    | 0.45%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 4.250000% 03/01/2027                                                    | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1419928.13   | 0.73%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-177 LA                         | CUSIP: 38383UB82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    529272 | PA      | $524603.86    | 0.27%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     82781 | PA      | $79090.11     | 0.04%             | 2064-02-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48654 | PA      | $48740.13     | 0.03%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                     | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37104 | PA      | $37247.34     | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                             | IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1                        | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164039 | PA      | $141231.19    | 0.07%             | 2056-11-25      | Floating      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                           | CARVANA AUTO RECEIVABLES TRUST 2025-P3 CRVNA 2025-P3 A2                          | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    377594 | PA      | $377474.95    | 0.20%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2017-81 YA                                                 | CUSIP: 3136AX3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    338884 | PA      | $327677.64    | 0.17%             | 2046-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN 493805                                                        | CUSIP: 31382VR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1059 | PA      | $1064.67      | 0.00%             | 2029-01-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49671 | PA      | $49841.48     | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A3                              | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $199121.54    | 0.10%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A               | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                       | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1410000 | PA      | $1420210.23   | 0.73%             | 2030-04-15      | Fixed         | 4.63%                 | 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        |       -19 | NC      | $-2101281.25  | -1.09%            |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST                                      | RCKT MORTGAGE TRUST 2024-CES1 RCKT 2024-CES1 A1A                                 | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    176975 | PA      | $177749.77    | 0.09%             | 2044-02-25      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M1                    | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95191 | PA      | $95835.41     | 0.05%             | 2043-04-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP MTN 2.300000% 09/09/2026                             | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496723.14    | 0.26%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                              | TRUIST BANK 4.144000% 01/27/2029                                                 | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1234283.72   | 0.64%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG            | PHILADELPHIA PA AUTH FOR INDL PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT  | CUSIP: 71781LAM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $433058.43    | 0.22%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9685 | PA      | $9698.45      | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                          | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                          | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21801 | PA      | $21820.97     | 0.01%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                       | METROPOLITAN LIFE GLOBAL FUNDING I 144A 4.250000% 04/13/2028                     | CUSIP: 592179KU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474398.67    | 0.25%             | 2028-04-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A3                                     | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283000 | PA      | $286716.44    | 0.15%             | 2032-07-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2026-A ARIFL 2026-A A2                                     | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1175000 | PA      | $1170859.30   | 0.61%             | 2034-11-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.125000% 03/10/2028                | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $472644.95    | 0.24%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027          | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    250000 | PA      | $252705.30    | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                          | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                           | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501182.20    | 0.26%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4479 TA                                                   | CUSIP: 3137BJVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    394765 | PA      | $390210.29    | 0.20%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                      | CITIZENS BANK NA/PROVIDENCE RI 4.192000% 01/29/2029                              | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471699.72    | 0.24%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1646708.24   | 0.85%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3                                   | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     60911 | PA      | $60962.60     | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4166 PV                                                   | CUSIP: 3137AYD32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    674939 | PA      | $671436.26    | 0.35%             | 2037-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2024-2 LLC EFF 2024-2 A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10495 | PA      | $10505.24     | 0.01%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                 | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160822 | PA      | $161895.96    | 0.08%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | HYUNDAI CAPITAL AMERICA 144A 5.450000% 06/24/2026                                | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275476.59    | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | 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        |        25 | NC      | $2695898.44   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                              | ALLY AUTO RECEIVABLES TRUST 2025-1 ALLYA 2025-1 A2                               | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163648 | PA      | $163665.59    | 0.08%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4150 GE                                                   | CUSIP: 3137AY3V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    448494 | PA      | $427000.82    | 0.22%             | 2033-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRK TRUST                                                | TRK 2021-INV1 TRUST TRK 2021-INV1 A1                                             | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100796 | PA      | $91092.63     | 0.05%             | 2056-07-25      | Floating      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                               | JP MORGAN MORTGAGE TRUST 2014-5 JPMMT 2014-5 A1                                  | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    149648 | PA      | $148277.92    | 0.08%             | 2029-10-25      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                 | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                 | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26019 | PA      | $26054.72     | 0.01%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-2 TPMT 2018-2 A2                                  | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $767012.20    | 0.40%             | 2058-03-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINITY GREEN RAILCAR                                    | TRP 2021 LLC TRP 2021-1 A                                                        | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    165962 | PA      | $161158.99    | 0.08%             | 2051-06-19      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                    | CCG RECEIVABLES TRUST 2025-2 CCG 2025-2 A2                                       | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $204940.86    | 0.11%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE, INC.                                         | SALESFORCE INC 4.500000% 03/15/2028                                              | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1005943.71   | 0.52%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-5 TPMT 2018-5 A1A                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62619 | PA      | $62218.50     | 0.03%             | 2058-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV              | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JUW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $375995.21    | 0.19%             | 2026-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN 928005                                                        | CUSIP: 31412LAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       386 | PA      | $393.43       | 0.00%             | 2027-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.             | FIDELITY NATIONAL INFORMATION SERVICES INC 4.450000% 03/10/2028                  | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179494.96    | 0.09%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                  | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A3                                    | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    151836 | PA      | $151907.02    | 0.08%             | 2027-04-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA/NY 4.372000% 05/27/2027                                 | CUSIP: 21688ABM3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501408.75    | 0.26%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1                                  | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     15992 | PA      | $15811.63     | 0.01%             | 2057-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                     | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 MBART 2024-1 A3                      | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    309064 | PA      | $310405.37    | 0.16%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                            | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $498881.05    | 0.26%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                 | TRINITY RAIL LEASING 2019-2 LLC TRL 2019-2A A2                                   | CUSIP: 89657BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    170000 | PA      | $168456.25    | 0.09%             | 2049-10-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                        | CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1                         | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36065 | PA      | $35708.06     | 0.02%             | 2058-02-25      | Floating      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | BARCLAYS PLC 6.496000% 09/13/2027                                                | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    275000 | PA      | $276999.90    | 0.14%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A2A                                  | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50478 | PA      | $50545.54     | 0.03%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2026-B A2A                  | CUSIP: 448972AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $474803.11    | 0.25%             | 2028-09-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                    | GEORGIA POWER CO VARIABLE RATE 09/15/2026                                        | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499477.93    | 0.26%             | 2026-09-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC GOLD POOL FG G15562                                                  | CUSIP: 3128MEMK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    263992 | PA      | $259022.24    | 0.13%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A3                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $180452.38    | 0.09%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2024-B ARIFL 2024-B A2                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    337691 | PA      | $339456.36    | 0.18%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                           | CARDS II TRUST CARD2 2024-1A A                                                   | CUSIP: 14161GCJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    410000 | PA      | $410358.22    | 0.21%             | 2029-07-15      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST                           | BOCA COMMERCIAL MORTGAGE TRUST 2025-BOCA BOCA 2025-BOCA A                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    990000 | PA      | $991237.50    | 0.51%             | 2042-12-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                    | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2024-2A A2                           | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $380968.16    | 0.20%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                          | NEW JERSEY ST TRANSPRTN TRUST NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY     | CUSIP: 64613CEZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $595398.41    | 0.31%             | 2026-06-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.250000% 06/30/2027                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5950000 | PA      | $5911882.81   | 3.06%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                   | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                          | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325166.08    | 0.17%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C                     | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    318282 | PA      | $318164.35    | 0.16%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A4              | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100013.83    | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1                                   | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    118228 | PA      | $102991.81    | 0.05%             | 2066-06-25      | Floating      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                       | EFMT 2026-INV2 EFMT 2026-INV2 A1                                                 | CUSIP: 26846TAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    440609 | PA      | $436516.52    | 0.23%             | 2071-02-25      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                        | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8818 | PA      | $8687.41      | 0.00%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A2                              | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    490229 | PA      | $491235.78    | 0.25%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 COPAR 2025-1 A2A                 | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    904142 | PA      | $903351.40    | 0.47%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-2 TPMT 2018-2 A1                                  | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     32054 | PA      | $31834.11     | 0.02%             | 2058-03-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 08/31/2027                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     60000 | PA      | $59824.22     | 0.03%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | ROYAL BANK OF CANADA MTN 5.069000% 07/23/2027                                    | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1301806.75   | 0.67%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                | KUBOTA CREDIT OWNER TRUST 2026-1 KCOT 2026-1A A2                                 | CUSIP: 50118HAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $99594.82     | 0.05%             | 2029-01-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                              | VOLKSWAGEN AUTO LEASE TRUST 2025-A VWALT 2025-A A2A                              | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    358082 | PA      | $358847.72    | 0.19%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                          | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1                            | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       837 | PA      | $834.85       | 0.00%             | 2060-01-26      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                              | ALLY AUTO RECEIVABLES TRUST 2026-1 ALLYA 2026-1 A2                               | CUSIP: 02008PAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105000 | PA      | $104841.24    | 0.05%             | 2028-11-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                         | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113511 | PA      | $113931.59    | 0.06%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                              | SWEDBANK AB CP 18/09/2026 9/18/2026                                              | CUSIP: 87020XJJ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | ABS-APCP         |  | US        |    500000 | PA      | $492599.90    | 0.25%             | 2026-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                 | BX TRUST 2021-LGCY BX 2021-LGCY A                                                | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $599812.50    | 0.31%             | 2036-10-15      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 GMALT 2024-3 A3                     | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    415312 | PA      | $415574.47    | 0.21%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT FUNDING LLC COLT 2021-3R A1                                                 | CUSIP: 19688DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61805 | PA      | $57284.24     | 0.03%             | 2064-12-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC GOLD POOL FG G18545                                                  | CUSIP: 3128MMTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     30727 | PA      | $30159.02     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO-DOMINION BANK/THE MTN 5.532000% 07/17/2026                               | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1560000 | PA      | $1564579.38   | 0.81%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST         | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2025-A A3                | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $476507.98    | 0.25%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                  | NYCTL 2025-A TRUST NYCTL 2025-A A                                                | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    535422 | PA      | $532082.69    | 0.28%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                 | HCA INC VARIABLE RATE 03/01/2028                                                 | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    745000 | PA      | $747303.66    | 0.39%             | 2028-03-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 WFCM 2017-C39 ASB                 | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     38600 | PA      | $38416.98     | 0.02%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                          | PALMER SQUARE LOAN FUNDING 2024-1 LTD PSTAT 2024-1A A2R                          | CUSIP: 69703NAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $479196.00    | 0.25%             | 2032-10-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                               | CPS AUTO RECEIVABLES TRUST 2025-C CPS 2025-C B                                   | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    750000 | PA      | $752085.83    | 0.39%             | 2029-12-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WF CARD ISSUANCE TRUST                                   | WF CARD ISSUANCE TRUST WFCIT 2025-A1 A                                           | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $426675.14    | 0.22%             | 2030-05-15      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61149 | PA      | $55745.47     | 0.03%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                           | MORGAN STANLEY CAPITAL I 2017-HR2 MSC 2017-HR2 ASB                               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63877 | PA      | $63439.95     | 0.03%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                       | NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD NEUB 2021-45A AR                       | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749227.50    | 0.39%             | 2036-10-14      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV              | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JZK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $413671.25    | 0.21%             | 2027-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2025-HQA1 STACR 2025-HQA1 M1                       | CUSIP: 35564NGZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    177246 | PA      | $177296.51    | 0.09%             | 2045-02-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                  | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                   | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    124466 | PA      | $125054.16    | 0.06%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                      | PFS FINANCING CORP PFSFC 2025-A B                                                | CUSIP: 69335PFT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $351313.48    | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                       | HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST HAROT 2023-3 A3                        | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    165183 | PA      | $165994.32    | 0.09%             | 2028-02-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                           | MORGAN STANLEY CAPITAL I TRUST 2018-H3 MSC 2018-H3 ASB                           | CUSIP: 61767YAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40182 | PA      | $40025.20     | 0.02%             | 2051-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                              | NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027                            | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $252501.25    | 0.13%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2025-SFR5 TRUST STAR 2025-SFR5 B                                            | CUSIP: 85520CAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $548968.75    | 0.28%             | 2042-02-17      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                       | F&G GLOBAL FUNDING MTN 5.875000% 06/10/2027                                      | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404448.30    | 0.21%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 3.196000% 06/17/2027                                        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1612787.64   | 0.83%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-1A A1                                 | CUSIP: 96328GCE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    317671 | PA      | $319070.33    | 0.16%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 BD                          | CUSIP: 38383PJL6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    800300 | PA      | $766538.00    | 0.40%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 CAS 2024-R03 2M1                    | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45668 | PA      | $45667.85     | 0.02%             | 2044-03-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-3 TPMT 2018-3 A1                                  | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    952946 | PA      | $936847.16    | 0.48%             | 2058-05-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                   | SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1                                 | CUSIP: 81746WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       766 | PA      | $764.04       | 0.00%             | 2048-08-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING, LLC                                 | NYSEG STORM FUNDING LLC 4.713000% 05/01/2029                                     | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337991 | PA      | $340928.67    | 0.18%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORPORATION                            | SUMISHO AIR LEASE CORP 2.200000% 01/15/2027                                      | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1063368.42   | 0.55%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 4.623000% 05/09/2029                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250622.75    | 0.13%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                | SCF EQUIPMENT LEASING 2025-2 LLC SCFET 2025-2A A2                                | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    950000 | PA      | $951098.68    | 0.49%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                           | CARVANA AUTO RECEIVABLES TRUST 2022-N1 CRVNA 2022-N1 A2                          | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46813 | PA      | $46465.13     | 0.02%             | 2028-12-11      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                  | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    243861 | PA      | $223170.81    | 0.12%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                | KUBOTA CREDIT OWNER TRUST 2025-2 KCOT 2025-2A A2                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     93403 | PA      | $93618.76     | 0.05%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA B               | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $220727.87    | 0.11%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                          | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-3A A                                  | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $227166.26    | 0.12%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2017-1 TPMT 2017-1 M1                                  | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    843075 | PA      | $833873.87    | 0.43%             | 2056-10-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2025-A CNH 2025-A A2A                                        | CUSIP: 12674BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120300 | PA      | $120484.37    | 0.06%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                              | EVERGREEN CREDIT CARD TRUST EVGRN 2025-CRT5 B                                    | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    355000 | PA      | $357853.92    | 0.18%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                          | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1                     | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50233 | PA      | $47630.53     | 0.02%             | 2049-02-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                             | NEW YORK NY CITY OF NEW YORK NY                                                  | CUSIP: 64966SHP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $330347.72    | 0.17%             | 2026-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1                       | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56799 | PA      | $54848.68     | 0.03%             | 2057-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                | MFA 2021-INV1 TRUST MFRA 2021-INV1 A1                                            | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18822 | PA      | $18360.62     | 0.01%             | 2056-01-25      | Floating      | 0.85%                 | Yes           |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1                       | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17115 | PA      | $16622.38     | 0.01%             | 2065-05-25      | Floating      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2021-SJ1 TPMT 2021-SJ1 A1                              | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    218778 | PA      | $212841.66    | 0.11%             | 2068-07-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                               | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A2                               | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    173847 | PA      | $173970.37    | 0.09%             | 2028-07-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                               | MADISON PARK FUNDING XXX LTD MDPK 2018-30A A1R                                   | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $875697.38    | 0.45%             | 2037-07-16      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                             | METLIFE SECURITIZATION TRUST MST 2017-1A A                                       | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29440 | PA      | $28217.19     | 0.01%             | 2055-04-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                | KUBOTA CREDIT OWNER TRUST 2025-1 KCOT 2025-1A A2                                 | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    321090 | PA      | $321900.68    | 0.17%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                 | TRINITY RAIL LEASING 2020 LLC TRL 2020-2A A2                                     | CUSIP: 89656YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    590000 | PA      | $569005.74    | 0.29%             | 2050-11-19      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST VZMT 2025-1 A                                               | CUSIP: 92348KDR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $181518.35    | 0.09%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                       | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A B                  | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    324885 | PA      | $329326.91    | 0.17%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 2026-1 LLC WHEELS 2026-1A A2A                         | CUSIP: 96329JAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109000 | PA      | $108928.99    | 0.06%             | 2039-04-18      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP MTN 3.750000% 01/12/2028                                | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472108.69    | 0.24%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                  | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2025-A C                           | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    137625 | PA      | $138639.67    | 0.07%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                         | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D WOART 2022-D A3                         | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53183 | PA      | $53285.82     | 0.03%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO-DOMINION BANK/THE 3.913000% 01/13/2028                                   | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    475000 | PA      | $471813.58    | 0.24%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                             | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1                        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185740 | PA      | $166370.57    | 0.09%             | 2056-06-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2025-A FORDO 2025-A A2A                             | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    222361 | PA      | $222680.64    | 0.12%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC                | DUKE ENERGY PROGRESS NC STORM FUNDING LLC 1.295000% 07/01/2028                   | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347765 | PA      | $335098.56    | 0.17%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST SERIES 2026-1 VZMT 2026-1 A1A                               | CUSIP: 92348KFC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $472722.47    | 0.24%             | 2031-02-20      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                 | PRET 2026-RPL1 TRUST PRET 2026-RPL1 A1                                           | CUSIP: 69393EAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355433 | PA      | $344529.31    | 0.18%             | 2070-01-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A4                     | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620000 | PA      | $619566.31    | 0.32%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC 5.550000% 11/01/2026                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1432347.16   | 0.74%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                 | SVENSKA HANDELSBANKEN AB CP USD 12/18/2026                                       | CUSIP: 86960LPB0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | ABS-APCP         |  | US        |    500000 | PA      | $500785.15    | 0.26%             | 2026-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.300000% 01/21/2028                        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90576.02     | 0.05%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 3.875000% 11/15/2027                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498804.03    | 0.26%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026                           | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    425000 | PA      | $425415.23    | 0.22%             | 2026-09-10      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                    | SOLVENTUM CORP 5.450000% 02/25/2027                                              | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69466.86     | 0.04%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA2474                                                        | CUSIP: 31418BXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    180757 | PA      | $176709.78    | 0.09%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.814000% 04/23/2029                                 | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492856.44    | 0.25%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST         | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2024-A A4                | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $477778.66    | 0.25%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA 144A 5.203000% 01/18/2027                                                | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $302219.17    | 0.16%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                              | AGL CLO 14 LTD AGL 2021-14A AR                                                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499968.00    | 0.26%             | 2034-12-02      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                       | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST HAROT 2025-3 A2A                       | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    329548 | PA      | $329849.80    | 0.17%             | 2028-03-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                           | SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST SCLP 2025-1 A                            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    249909 | PA      | $250593.81    | 0.13%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                          | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $424734.67    | 0.22%             | 2040-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A                                  | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105150 | PA      | $105574.98    | 0.05%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP.                                   | PACCAR FINANCIAL CORP MTN 3.900000% 02/05/2029                                   | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377191.39    | 0.19%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                              | ELMWOOD CLO 15 LTD ELM15 2022-2A A1R                                             | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499868.50    | 0.26%             | 2035-04-22      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                         | FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A                          | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54152 | PA      | $54412.77     | 0.03%             | 2028-10-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                     | UBS AG/LONDON 1.250000% 06/01/2026                                               | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |    500000 | PA      | $498913.34    | 0.26%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1M2                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1025000 | PA      | $1027572.34   | 0.53%             | 2041-12-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                      | NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST NAROT 2022-A A4                       | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119082 | PA      | $118996.11    | 0.06%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                     | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                   | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57111 | PA      | $57510.02     | 0.03%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                   | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                                        | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     66640 | PA      | $66680.21     | 0.03%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                 | BX TRUST 2025-GW BX 2025-GW A                                                    | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $725453.13    | 0.37%             | 2042-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                  | BAIN CAPITAL CREDIT CLO 2025-1 LTD BCC 2025-1A A1                                | CUSIP: 05686CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997858.00    | 0.52%             | 2038-04-23      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                           | ELEMENT FLEET MANAGEMENT CORP 144A 5.643000% 03/13/2027                          | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    290000 | PA      | $292852.09    | 0.15%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.150000% 03/15/2028                   | CUSIP: 33767QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $473008.86    | 0.24%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FA3649                                                        | CUSIP: 3140W4BT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    737608 | PA      | $727880.16    | 0.38%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                    | CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2                                       | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18278 | PA      | $18312.88     | 0.01%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3                                   | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1374621 | PA      | $1383355.10   | 0.72%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19968 | PA      | $20063.76     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                             | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO BX 2026-CSMO B                            | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $150281.25    | 0.08%             | 2043-02-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                             | FORD CREDIT AUTO LEASE TRUST 2026-A FORDL 2026-A A2A                             | CUSIP: 345276AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    175000 | PA      | $174762.35    | 0.09%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                        | GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2                         | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6424 | PA      | $6430.38      | 0.00%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                | ARES CAPITAL CORP 7.000000% 01/15/2027                                           | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253286.80    | 0.13%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                  | SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT 2026-A B                           | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    680070 | PA      | $677390.20    | 0.35%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                       | AQUA FINANCE TRUST 2021-A AQFIT 2021-A A                                         | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51076 | PA      | $46792.80     | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                               | COOPERATIEVE RABOBANK UA 144A 4.655000% 08/22/2028                               | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |   1200000 | PA      | $1202171.76   | 0.62%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027                                    | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1285000 | PA      | $1283973.53   | 0.66%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                | ELM TRUST 2024-ELM ELM 2024-ELM A15                                              | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $485315.98    | 0.25%             | 2039-06-10      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                          | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                             | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |   1075000 | PA      | $1071025.79   | 0.55%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122441 | PA      | $120034.96    | 0.06%             | 2069-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                      | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A2A                       | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    103133 | PA      | $103259.06    | 0.05%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                   | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2                        | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3218 | PA      | $3220.74      | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 5.000000% 06/04/2028                                 | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    965000 | PA      | $973576.53    | 0.50%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2018-4 MCMLT 2018-4 A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    402066 | PA      | $395342.93    | 0.20%             | 2066-04-25      | Floating      | 3.47%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                         | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                             | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     44610 | PA      | $42170.15     | 0.02%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                      | SOCIETE GENERALE SA MTN 1.792000% 06/09/2027                                     | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $299117.55    | 0.15%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HYUNDAI FLOORPLAN MASTER OWNER TRUST                     | HYUNDAI FLOORPLAN MASTER OWNER TRUST HFMOT 2025-1A A                             | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $287852.41    | 0.15%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42400 | PA      | $40835.87     | 0.02%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027                                    | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    275000 | PA      | $276018.66    | 0.14%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2022-4 LLC EFF 2022-4 A2                              | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       276 | PA      | $276.05       | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION        | MORGAN STANLEY PRIVATE BANK NA 4.213000% 02/08/2030                              | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262092.79    | 0.14%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                | COREBRIDGE GLOBAL FUNDING 144A 5.750000% 07/02/2026                              | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    579000 | PA      | $580163.98    | 0.30%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2019-3 BA                                                  | CUSIP: 3136B3G61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    835786 | PA      | $802571.27    | 0.41%             | 2049-02-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2012-137 UE                                                | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45708 | PA      | $44176.49     | 0.02%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| USQ RAIL II LLC                                          | USQ RAIL II LLC STEAM 2021-3 A                                                   | CUSIP: 90354PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    507915 | PA      | $490196.95    | 0.25%             | 2051-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                              | SCCU AUTO RECEIVABLES TRUST 2025-1 SCCU 2025-1A A2                               | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     85706 | PA      | $85876.63     | 0.04%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                          | CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST CSAIL 2018-C14 ASB                      | CUSIP: 12596GBA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56662 | PA      | $56605.48     | 0.03%             | 2051-11-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MTR CR CORP 0% CP 13/07/2026 7/13/2026                                    | CUSIP: 89233HGD0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | ABS-APCP         |  | US        |    250000 | PA      | $248042.43    | 0.13%             | 2026-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL                                              | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $621375.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 4.075000% 01/26/2029                        | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472534.31    | 0.24%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | ATHENE GLOBAL FUNDING 144A VARIABLE RATE 04/19/2027                              | CUSIP: 04685A4X6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $475975.28    | 0.25%             | 2027-04-19      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                            | BARINGS EQUIPMENT FINANCE LLC 2025-B MMAF 2025-B A2                              | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135000 | PA      | $134981.78    | 0.07%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                | SCF EQUIPMENT LEASING 2025-1 LLC SCFET 2025-1A A2                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     40845 | PA      | $40931.00     | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                          | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A2A                         | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39451 | PA      | $39512.08     | 0.02%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                             | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO BX 2026-CSMO A                            | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $700437.50    | 0.36%             | 2043-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 A3                                   | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29087 | PA      | $29104.66     | 0.02%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                    | HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3                                    | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8652 | PA      | $8657.28      | 0.00%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST 2025-2 BMWLT 2025-2 A3                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    320000 | PA      | $319613.02    | 0.17%             | 2028-09-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.875000% 07/31/2026                | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $475673.41    | 0.25%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3              | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $531744.39    | 0.27%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORPORATION                                      | STRYKER CORP 4.550000% 02/10/2027                                                | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301177.38    | 0.16%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                   | JOHN DEERE OWNER TRUST 2025-B JDOT 2025-B A2A                                    | CUSIP: 47800UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    152139 | PA      | $152380.03    | 0.08%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027                        | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176820.33    | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                        | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 CAALT 2023-3A A                         | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    104414 | PA      | $104594.95    | 0.05%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                               | MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2                                 | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     65072 | PA      | $65168.11     | 0.03%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST                             | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1                        | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144956 | PA      | $121646.53    | 0.06%             | 2056-09-25      | Floating      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                         | WORLD OMNI AUTO RECEIVABLES TRUST 2026-A WOART 2026-A A3                         | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $148923.81    | 0.08%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 B                                    | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    475000 | PA      | $479357.70    | 0.25%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                     | SIXTH STREET CLO VIII LTD SIXST 2017-8A A1R2                                     | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $724807.15    | 0.37%             | 2034-10-20      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                         | BANK OF MONTREAL MTN VARIABLE RATE 09/15/2026                                    | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    675000 | PA      | $675702.20    | 0.35%             | 2026-09-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1884 | PA      | $1877.57      | 0.00%             | 2062-05-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                | O'REILLY AUTOMOTIVE INC 5.750000% 11/20/2026                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211602.68    | 0.11%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                         | WORLD OMNI AUTO RECEIVABLES TRUST 2022-B WOART 2022-B A4                         | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    369327 | PA      | $369238.88    | 0.19%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                 | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD NEUB 2017-25A AR2                      | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750444.00    | 0.39%             | 2038-07-18      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATION                               | AUGUSTA SPINCO CORP 4.321000% 09/23/2027                                         | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $474224.56    | 0.25%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A4                                   | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250000 | PA      | $250618.18    | 0.13%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                      | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST NAROT 2023-B A3                       | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164579 | PA      | $165499.94    | 0.09%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                            | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                       | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50254 | PA      | $48624.72     | 0.03%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                            | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP NYC 2025-3BP A                            | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $782546.88    | 0.40%             | 2042-02-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                   | COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026                      | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55184.02     | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST              | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2024-1 PFAST 2024-1A A3              | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    337600 | PA      | $338404.13    | 0.17%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                       | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2A                       | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86503 | PA      | $86588.15     | 0.04%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 6.303000% 10/23/2029                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468416.85    | 0.24%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                 | BX TRUST 2022-LBA6 BX 2022-LBA6 A                                                | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $624820.44    | 0.32%             | 2039-01-15      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                               | JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2                            | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46566 | PA      | $46088.74     | 0.02%             | 2046-04-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3                | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    472773 | PA      | $474352.32    | 0.25%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                             | BX COMMERCIAL MORTGAGE TRUST 2026-VLT9 BX 2026-VLT9 B                            | CUSIP: 05618UAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    875000 | PA      | $873359.38    | 0.45%             | 2045-03-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                          | DANSKE BANK A/S MTN 4.662000% 03/27/2029                                         | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |    475000 | PA      | $475504.86    | 0.25%             | 2029-03-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 05/31/2028                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5110000 | PA      | $5082653.53   | 2.63%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                      | PFS FINANCING CORP PFSFC 2025-B A                                                | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    205000 | PA      | $206975.87    | 0.11%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                    | HOWMET AEROSPACE INC 3.750000% 03/03/2028                                        | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469865.03    | 0.24%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA 144A VARIABLE RATE 06/15/2026                     | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | NUSS              | AU        |    425000 | PA      | $425181.91    | 0.22%             | 2026-06-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 3.887000% 01/10/2028                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1290149.75   | 0.67%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1                                 | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     51659 | PA      | $46791.67     | 0.02%             | 2054-07-27      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 GMALT 2026-1 A3                     | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $672564.67    | 0.35%             | 2029-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2                      | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    244628 | PA      | $246466.88    | 0.13%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $371930.25    | 0.19%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                          | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                            | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1010000 | PA      | $978612.01    | 0.51%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2024-C CNH 2024-C A2A                                        | CUSIP: 18978GAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42673 | PA      | $42685.25     | 0.02%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                   | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    179932 | PA      | $152032.20    | 0.08%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                                | RWJ BARNABAS HEALTH INC 2.954000% 07/01/2026                                     | CUSIP: 78349AAA1<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314332.71    | 0.16%             | 2026-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                          | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1                     | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13610 | PA      | $13439.95     | 0.01%             | 2060-03-25      | Floating      | 0.97%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2025-A ARIFL 2025-A A2                                     | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    345124 | PA      | $345596.11    | 0.18%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA3098                                                        | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149088 | PA      | $146271.69    | 0.08%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2026-A TLOT 2026-A A3                                   | CUSIP: 89240MAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $283204.16    | 0.15%             | 2029-02-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                   | JOHN DEERE OWNER TRUST 2026 JDOT 2026-A A2A                                      | CUSIP: 47787DAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95000 | PA      | $94823.49     | 0.05%             | 2028-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     93698 | PA      | $94193.17     | 0.05%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AUTOMOBILE RECEIVABLES TRUST                    | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 AMCAR 2024-1 B                   | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $379826.29    | 0.20%             | 2029-06-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39902 | PA      | $39921.37     | 0.02%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A2A                    | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    151220 | PA      | $151345.89    | 0.08%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1                       | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    132060 | PA      | $128097.58    | 0.07%             | 2057-08-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 12/31/2027                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2675000 | PA      | $2653161.14   | 1.37%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                          | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-1A A                                  | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    326667 | PA      | $327334.35    | 0.17%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST               | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP7 ASB            | CUSIP: 465968AF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    103487 | PA      | $102849.97    | 0.05%             | 2050-09-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                      | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST NAROT 2024-B A3                       | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500941.25    | 0.26%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PARAGON MORTGAGES PLC                                    | PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C                                        | CUSIP: 69913BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | GB        |     25249 | PA      | $25141.53     | 0.01%             | 2038-11-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                            | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A                      | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20384 | PA      | $20390.56     | 0.01%             | 2042-02-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                              | TRUIST BANK 4.671000% 05/20/2027                                                 | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1784765.95   | 0.92%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| STAR TRUST                                               | STAR 2024-SFR4 TRUST STAR 2024-SFR4 A                                            | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    483930 | PA      | $485050.55    | 0.25%             | 2041-10-17      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                 | AMERICAN EXPRESS CO 4.009000% 02/09/2029                                         | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1559300.07   | 0.81%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                    | CCG RECEIVABLES TRUST 2025-1 CCG 2025-1 A2                                       | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75506 | PA      | $75734.16     | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 GMALT 2026-1 A2                     | CUSIP: 36273VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $109734.63    | 0.06%             | 2028-04-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | ATHENE GLOBAL FUNDING 144A 5.349000% 07/09/2027                                  | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271406.20    | 0.14%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO. L.L.C.                   | BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.900000% 11/03/2027                     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458432.37    | 0.24%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                           | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                     | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301000.20    | 0.16%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                         | PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027                       | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236259.64    | 0.12%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 WFCM 2017-C41 ASB                 | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73836 | PA      | $73460.97     | 0.04%             | 2050-11-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                              | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A3                               | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    270000 | PA      | $269577.64    | 0.14%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                             | GUARDIAN LIFE GLOBAL FUNDING 144A 5.550000% 10/28/2027                           | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    695000 | PA      | $707870.07    | 0.37%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                            | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-1 VFET 2025-1A A2                      | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     47861 | PA      | $47923.04     | 0.02%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC NON GOLD POOL FH 846789                                              | CUSIP: 3128HDRJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        57 | PA      | $57.27        | 0.00%             | 2030-02-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                            | MHP 2021-STOR MHP 2021-STOR A                                                    | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155000 | PA      | $154913.14    | 0.08%             | 2038-07-15      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP MTN 4.550000% 07/09/2027                             | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1196087.98   | 0.62%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1                       | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52364 | PA      | $46719.77     | 0.02%             | 2066-04-25      | Floating      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                         | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 OMFIT 2022-S1 A                         | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    139138 | PA      | $139119.54    | 0.07%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A2A                  | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92070 | PA      | $92259.20     | 0.05%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 4.271000% 07/23/2029                                    | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447869.54    | 0.23%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2026-1 A2A              | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185000 | PA      | $184490.23    | 0.10%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA 144A 5.589000% 07/05/2026                                     | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |    420000 | PA      | $421179.60    | 0.22%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                          | BOFA AUTO TRUST 2026-1 BAAT 2026-1A A3                                           | CUSIP: 05620EAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140000 | PA      | $139676.60    | 0.07%             | 2030-10-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                         | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 05/28/2028                       | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300293.46    | 0.16%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                           | MERCEDES-BENZ AUTO LEASE TRUST 2024-B MBALT 2024-B A4                            | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500428.30    | 0.26%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2026-A HALST 2026-A A2A                  | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $304507.03    | 0.16%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                            | BARINGS EQUIPMENT FINANCE LLC 2026-A MMAF 2026-A A2                              | CUSIP: 06764QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $149625.05    | 0.08%             | 2029-04-13      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST              | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 B                 | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $348943.18    | 0.18%             | 2030-09-25      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                           | PACIFIC LIFE GLOBAL FUNDING II 144A 5.500000% 08/28/2026                         | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251094.41    | 0.13%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A               | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                       | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |    300000 | PA      | $300111.90    | 0.16%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                | ALA TRUST 2025-OANA ALA 2025-OANA A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    760000 | PA      | $762850.00    | 0.39%             | 2040-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                     | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A2                                     | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    334022 | PA      | $334471.01    | 0.17%             | 2028-06-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION               | CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/07/2027                         | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300952.59    | 0.16%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    339034 | PA      | $289225.02    | 0.15%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $501294.45    | 0.26%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| COLT TRUST                                               | COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1                                 | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     37484 | PA      | $35645.50     | 0.02%             | 2065-10-26      | Floating      | 1.33%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                       | ABN AMRO BANK NV 144A 6.339000% 09/18/2027                                       | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $302063.66    | 0.16%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC 144A 4.450000% 03/01/2027                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1470191.81   | 0.76%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                      | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A2A                       | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    184353 | PA      | $184536.67    | 0.10%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                           | US BANK NA/CINCINNATI OH 4.507000% 10/22/2027                                    | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1276145.59   | 0.66%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS GROUP AG 144A 4.703000% 08/05/2027                                           | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    200000 | PA      | $200042.91    | 0.10%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                           | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1515000 | PA      | $1520816.87   | 0.79%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2026-2 A2A              | CUSIP: 380143AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140000 | PA      | $140078.57    | 0.07%             | 2029-05-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                    | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025-2A A2                                    | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $219842.02    | 0.11%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                             | FORD CREDIT AUTO LEASE TRUST 2025-B FORDL 2025-B A2A                             | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    573478 | PA      | $574406.04    | 0.30%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-3 A2A              | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164769 | PA      | $165063.65    | 0.09%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                               | J.P. MORGAN MORTGAGE TRUST 2022-8 JPMMT 2022-8 A12A                              | CUSIP: 46655VBE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192948 | PA      | $190382.93    | 0.10%             | 2053-01-25      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP MTN 6.047000% 06/08/2027                                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275414.29    | 0.14%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                       | CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $242807.10    | 0.13%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A2A                  | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    346704 | PA      | $347376.44    | 0.18%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                             | NEW YORK NY CITY OF NEW YORK NY                                                  | CUSIP: 64966SMT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205823.01    | 0.11%             | 2027-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                           | CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A                           | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21043 | PA      | $20946.46     | 0.01%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                 | PRPM 2025-RCF3 LLC PRPM 2025-RCF3 A1                                             | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    162258 | PA      | $162206.55    | 0.08%             | 2055-07-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                      | CNH EQUIPMENT TRUST 2026-A CNH 2026-A A2A                                        | CUSIP: 189920AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    188000 | PA      | $187644.59    | 0.10%             | 2029-06-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 5.164000% 04/20/2029                                          | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429832.35    | 0.22%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                             | MARRIOTT INTERNATIONAL INC/MD 4.200000% 07/15/2027                               | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299412.92    | 0.15%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC.                                    | WEC ENERGY GROUP INC 4.750000% 01/15/2028                                        | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286589.25    | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                         | EQUITABLE AMERICA GLOBAL FUNDING 144A 3.950000% 09/15/2027                       | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69366.85     | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2A                                  | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     88297 | PA      | $88425.17     | 0.05%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                               | CFMT 2021-AL1 LLC CFMT 2021-AL1 B                                                | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29727 | PA      | $29657.73     | 0.02%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                  | NTT FINANCE CORP 144A 4.567000% 07/16/2027                                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | NUSS              | JP        |   1185000 | PA      | $1188330.23   | 0.61%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                | TOWD POINT MORTGAGE TRUST 2018-1 TPMT 2018-1 A1                                  | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1907 | PA      | $1899.78      | 0.00%             | 2058-01-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A4              | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $551754.61    | 0.29%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  PARIBAS                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |   4400000 | PA      | $4400000.00   | 2.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 1.512000% 07/20/2027                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1639969.82   | 0.85%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2A                            | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157816 | PA      | $158085.75    | 0.08%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A2A              | CUSIP: 36273EAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    651983 | PA      | $651489.87    | 0.34%             | 2028-12-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                           | ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2                              | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    282514 | PA      | $284978.51    | 0.15%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.850000% 03/13/2028                                              | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472851.52    | 0.24%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                 | LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028                                    | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $201323.72    | 0.10%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 09/15/2028                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1475000 | PA      | $1457484.38   | 0.75%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | BANK OF AMERICA NA COMMERCIAL PAPER (ISITC)                                      | CUSIP: 06054REU2<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |    725000 | PA      | $725224.40    | 0.37%             | 2026-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                      | GMF FLOORPLAN OWNER REVOLVING TRUST SERIES 2025-1 GFORT 2025-1A A1               | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $497055.74    | 0.26%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                   | MACQUARIE BANK LTD MTN 3.915000% 02/03/2028                                      | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | NUSS              | AU        |    475000 | PA      | $472294.84    | 0.24%             | 2028-02-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                           | AUTOZONE INC 5.050000% 07/15/2026                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450720.77    | 0.23%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                   | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC AXIS 2025-1A A2                        | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430075 | PA      | $432601.91    | 0.22%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027                             | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999096.18    | 0.52%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                | OBX 2018-1 TRUST OBX 2018-1 A2                                                   | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7612 | PA      | $7552.04      | 0.00%             | 2057-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                  | NISSAN AUTO LEASE TRUST 2026-A NALT 2026-A A2A                                   | CUSIP: 65481HAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    330000 | PA      | $329578.79    | 0.17%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4753 QV                                                   | CUSIP: 3137FDYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     88100 | PA      | $87936.25     | 0.05%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77771 | PA      | $71210.52     | 0.04%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028                                 | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1254310.67   | 0.65%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| TSTAT LTD                                                | TSTAT 2022-1 LTD TSTAT 2022-1A AR3                                               | CUSIP: 872899BL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    433474 | PA      | $432753.84    | 0.22%             | 2032-01-20      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                      | RCKT MORTGAGE TRUST 2023-CES1 RCKT 2023-CES1 A1A                                 | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    226403 | PA      | $226141.13    | 0.12%             | 2043-06-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.102000% 07/23/2027                        | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1046506.65   | 0.54%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                      | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                    | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    342270 | PA      | $343569.46    | 0.18%             | 2041-12-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                      | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1                       | CUSIP: 64830CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64216 | PA      | $60597.51     | 0.03%             | 2057-09-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                         | DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027                            | CUSIP: 251526CN7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    550000 | PA      | $550894.96    | 0.28%             | 2027-11-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                  | MF1 2022-FL8 LTD MF1 2022-FL8 A                                                  | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    149945 | PA      | $149944.67    | 0.08%             | 2037-02-19      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.500000% 12/15/2028                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5075000 | PA      | $5024250.00   | 2.60%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 4.300000% 08/12/2027                | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $299399.79    | 0.15%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                       | ABN AMRO BANK NV 144A 4.988000% 12/03/2028                                       | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |   1350000 | PA      | $1359220.95   | 0.70%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A2A                            | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    490000 | PA      | $490115.89    | 0.25%             | 2028-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                               | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122316 | PA      | $111924.17    | 0.06%             | 2066-01-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A4                                   | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    477180 | PA      | $477720.69    | 0.25%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP 3.215000% 09/06/2026                                            | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $797577.42    | 0.41%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC STRIPS FHS 431 LB                                                    | CUSIP: 3133Q3RF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    934140 | PA      | $932628.63    | 0.48%             | 2027-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                           | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                            | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $115729.22    | 0.06%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST             | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-3 A                      | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $771121.84    | 0.40%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC REMICS FHR 4385 EU                                                   | CUSIP: 3137BDSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    809386 | PA      | $803214.10    | 0.42%             | 2035-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.625000% 10/15/2027          | CUSIP: 00774MAR6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    300000 | PA      | $300481.99    | 0.16%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                 | SYNCHRONY CARD FUNDING LLC SYNIT 2024-A2 A                                       | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1635000 | PA      | $1650696.00   | 0.85%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                             | DEXT ABS 2023-2 LLC DEXT 2023-2 A2                                               | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18628 | PA      | $18657.37     | 0.01%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST             | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-2 A                      | CUSIP: 02582JKB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $101308.09    | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                  | HYUNDAI CAPITAL AMERICA 144A 5.250000% 01/08/2027                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1337706.50   | 0.69%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC 144A 4.150000% 08/11/2027                                     | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $299242.42    | 0.15%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                            | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 ASB                          | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134956 | PA      | $134408.94    | 0.07%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE REMICS FNR 2001-33 FA                                                 | CUSIP: 31359S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1151 | PA      | $1149.88      | 0.00%             | 2031-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                                         | TRIUMPH RAIL HOLDINGS LLC TRP 2021-2 A                                           | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225986 | PA      | $219291.48    | 0.11%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 3.950000% 12/10/2027           | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994940.26    | 0.51%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HNNT LLC                                                 | HINNT 2024-A LLC HINTT 2024-A A                                                  | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    639333 | PA      | $646100.84    | 0.33%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-2 A2A              | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31275 | PA      | $31309.60     | 0.02%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                   | UBS AG/STAMFORD CT 4.864000% 01/10/2028                                          | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $301144.18    | 0.16%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                             | NEW YORK LIFE GLOBAL FUNDING MTN 4.850000% 01/09/2028                            | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1433186.65   | 0.74%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST              | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2025-1 A                 | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1248642.50   | 0.65%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                 | TRICON RESIDENTIAL 2024-SFR2 TRUST TCN 2024-SFR2 A                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299053 | PA      | $297845.99    | 0.15%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                      | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-1 A1                              | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $801284.72    | 0.41%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                              | ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A3                               | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    146362 | PA      | $147050.50    | 0.08%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                            | TRILLIUM CREDIT CARD TRUST II TCCT 2025-1A B                                     | CUSIP: 89621ACD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185000 | PA      | $184647.82    | 0.10%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                     | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $550398.04    | 0.28%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                    | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B A2                                     | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    107179 | PA      | $107504.04    | 0.06%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                          | PHILADELPHIA PA CITY OF PHILADELPHIA PA                                          | CUSIP: 717813D63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $336878.01    | 0.17%             | 2027-08-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                             | DRIVE AUTO RECEIVABLES TRUST 2025-1 DRIVE 2025-1 A3                              | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $366104.96    | 0.19%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                     | BAYER US FINANCE LLC 144A 6.125000% 11/21/2026                                   | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $201505.24    | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    176129 | PA      | $168150.86    | 0.09%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                          | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1                     | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    102496 | PA      | $95437.49     | 0.05%             | 2060-04-25      | Floating      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                 | COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    326604 | PA      | $282567.19    | 0.15%             | 2066-10-25      | Floating      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                 | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                   | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    216790 | PA      | $216950.42    | 0.11%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-A HART 2025-A A3                             | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $305960.20    | 0.16%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                           | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A                                  | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121732 | PA      | $122641.98    | 0.06%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                     | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 PILOT 2025-1A A3                     | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $497855.90    | 0.26%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV              | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR | CUSIP: 64972JQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $948513.32    | 0.49%             | 2026-11-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ELM TRUST                                                | ELM TRUST 2024-ELM ELM 2024-ELM A10                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    520000 | PA      | $520338.78    | 0.27%             | 2039-06-10      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 1.734000% 07/22/2027                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1212761.96   | 0.63%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC 144A 4.300000% 03/17/2028                                     | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $474668.54    | 0.25%             | 2028-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                 | OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A A2                                  | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     44142 | PA      | $44210.20     | 0.02%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                             | FORD CREDIT AUTO OWNER TRUST 2024-C FORDO 2024-C A2A                             | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52405 | PA      | $52424.45     | 0.03%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                 | VOYA CLO 2017-3 LTD VOYA 2017-3A A1RR                                            | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $724348.23    | 0.37%             | 2034-04-20      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                   | JOHN DEERE OWNER TRUST 2024-C JDOT 2024-C A2A                                    | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18076 | PA      | $18081.39     | 0.01%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                 | TRINITY RAIL LEASING 2018 LLC TRL 2020-1A A                                      | CUSIP: 89657AAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    129407 | PA      | $123987.91    | 0.06%             | 2050-10-17      | Fixed         | 1.96%                 | Yes           |                  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