NPORT-EX 2 SDIT_Schedule_F.htm SCHEDULE F

  

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
CORPORATE OBLIGATIONS — 35.8%
Consumer Discretionary — 4.2%
American Honda Finance
4.550%, 07/09/2027  $1,195   $1,205 
AutoZone
5.050%, 07/15/2026   450    453 
BMW US Capital LLC
4.150%, 08/11/2027 (A)   300    301 
1.250%, 08/12/2026 (A)   500    489 
Ford Motor Credit LLC MTN
4.389%, 01/08/2026   1,220    1,219 
Home Depot
4.512%, SOFRRATE + 0.330%,
12/24/2025 (B)		   1,045    1,045 
Hyundai Capital America
6.250%, 11/03/2025 (A)   250    250 
5.450%, 06/24/2026 (A)   275    277 
5.250%, 01/08/2027 (A)   1,330    1,344 
Marriott International
4.200%, 07/15/2027   300    301 
Mercedes-Benz Finance North America LLC
4.875%, 07/31/2026 (A)   475    478 
O'Reilly Automotive
5.750%, 11/20/2026   210    213 
Toyota Motor Credit
4.500%, 05/14/2027   350    353 
Volkswagen Group of America Finance LLC
1.250%, 11/24/2025 (A)   330    329 
        8,257 
Consumer Staples — 1.6%
BAT Capital
3.215%, 09/06/2026   800    794 
Element Fleet Management
5.643%, 03/13/2027 (A)   290    295 
Kraft Heinz Foods
3.000%, 06/01/2026   565    561 
Mars
4.450%, 03/01/2027 (A)   1,465    1,474 
        3,124 
Energy — 1.0%
Columbia Pipelines Holding LLC
6.055%, 08/15/2026 (A)   55    56 
ONEOK
5.550%, 11/01/2026   1,425    1,442 
Williams
5.400%, 03/02/2026   485    487 
        1,985 
Financials — 22.3%
ABN AMRO Bank
6.339%, H15T1Y + 1.650%,
09/18/2027 (A)(B)		   300    305 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
CORPORATE OBLIGATIONS (continued)
American Honda Finance MTN
2.300%, 09/09/2026  $500   $492 
Ares Capital
7.000%, 01/15/2027   250    257 
Athene Global Funding
5.684%, 02/23/2026 (A)   445    447 
5.349%, 07/09/2027 (A)   270    274 
Bank of America
5.080%, SOFRRATE + 1.290%,
01/20/2027 (B)		   275    275 
4.623%, SOFRRATE + 1.110%,
05/09/2029 (B)		   250    253 
1.734%, SOFRRATE + 0.960%,
07/22/2027 (B)		   1,220    1,199 
Bank of America MTN
4.271%, TSFR3M + 1.572%,
07/23/2029 (B)		   450    452 
Bank of Montreal MTN
4.822%, SOFRINDX + 0.620%,
09/15/2026 (B)		   675    676 
Bank of New York Mellon
4.587%, SOFRRATE + 0.693%,
04/20/2027 (B)		   1,090    1,092 
Banque Federative du Credit Mutuel
4.935%, 01/26/2026 (A)   350    351 
Blackstone Holdings Finance LLC
5.900%, 11/03/2027 (A)   450    465 
BPCE
5.203%, 01/18/2027 (A)   300    304 
Canadian Imperial Bank of Commerce
5.237%, 06/28/2027   240    245 
Citigroup
3.887%, TSFR3M + 1.825%,
01/10/2028 (B)		   1,295    1,290 
Commonwealth Bank of Australia
4.760%, SOFRRATE + 0.520%,
06/15/2026 (A)(B)		   425    426 
Cooperatieve Rabobank UA
4.372%, 05/27/2027   500    504 
1.106%, H15T1Y + 0.550%,
02/24/2027 (A)(B)		   1,250    1,237 
Corebridge Global Funding
5.750%, 07/02/2026 (A)   579    585 
Credit Agricole
5.589%, 07/05/2026 (A)   420    424 
1.247%, SOFRRATE + 0.892%,
01/26/2027 (A)(B)		   1,070    1,062 
Daimler Truck Finance North America LLC
4.300%, 08/12/2027 (A)   300    301 
Deutsche Bank NY
5.494%, SOFRRATE + 1.219%,
11/16/2027 (B)		   550    552 
Equitable America Global Funding
3.950%, 09/15/2027 (A)   70    70 

 

 

SEI Daily Income Trust 1

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
CORPORATE OBLIGATIONS (continued)
Equitable Financial Life Global Funding
5.500%, 12/02/2025 (A)  $300   $300 
General Motors Financial
4.350%, 01/17/2027   1,000    1,001 
Goldman Sachs Bank USA NY
5.414%, SOFRRATE + 0.750%,
05/21/2027 (B)		   325    327 
Goldman Sachs Group
3.814%, TSFR3M + 1.420%,
04/23/2029 (B)		   500    495 
3.691%, TSFR3M + 1.772%,
06/05/2028 (B)		   1,335    1,325 
HSBC Holdings PLC
7.336%, SOFRRATE + 3.030%,
11/03/2026 (B)		   300    300 
5.887%, SOFRRATE + 1.570%,
08/14/2027 (B)		   1,440    1,458 
JPMorgan Chase
1.470%, SOFRRATE + 0.765%,
09/22/2027 (B)		   1,665    1,626 
Lincoln Financial Global Funding
4.625%, 05/28/2028 (A)   300    303 
Lloyds Banking Group PLC
5.462%, H15T1Y + 1.375%,
01/05/2028 (B)		   200    203 
1.627%, H15T1Y + 0.850%,
05/11/2027 (B)		   1,535    1,514 
Manufacturers & Traders Trust
5.400%, 11/21/2025   300    300 
4.650%, 01/27/2026   460    460 
Mitsubishi UFJ Financial Group
3.850%, 03/01/2026   500    500 
Morgan Stanley
5.050%, SOFRRATE + 1.295%,
01/28/2027 (B)		   275    275 
Morgan Stanley MTN
5.164%, SOFRRATE + 1.590%,
04/20/2029 (B)		   425    435 
1.512%, SOFRRATE + 0.858%,
07/20/2027 (B)		   1,650    1,618 
Morgan Stanley Bank
4.754%, 04/21/2026   250    251 
Nationwide Building Society
6.557%, SOFRRATE + 1.910%,
10/18/2027 (A)(B)		   250    255 
NTT Finance
4.567%,
07/16/2027 (A)		   1,185    1,194 
Pacific Life Global Funding II
5.500%,
08/28/2026 (A)		   250    253 
PNC Financial Services Group
6.615%, SOFRINDX + 1.730%,
10/20/2027 (B)		   175    179 
5.300%, SOFRRATE + 1.342%,
01/21/2028 (B)		   90    91 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
CORPORATE OBLIGATIONS (continued)
5.102%, SOFRRATE + 0.796%,
07/23/2027 (B)		  $1,045   $1,051 
Principal Life Global Funding II
5.000%, 01/16/2027 (A)   235    237 
3.000%, 04/18/2026 (A)   500    498 
Royal Bank of Canada MTN
5.069%, SOFRRATE + 0.790%,
07/23/2027 (B)		   1,300    1,308 
Santander UK Group Holdings PLC
1.673%, SOFRRATE + 0.989%,
06/14/2027 (B)		   1,275    1,254 
Standard Chartered PLC
6.170%, H15T1Y + 2.050%,
01/09/2027 (A)(B)		   350    351 
State Street
4.806%, SOFRRATE + 0.640%,
10/22/2027 (B)		   425    426 
Swedbank
6.136%, 09/12/2026 (A)   375    381 
Toronto-Dominion Bank MTN
5.532%, 07/17/2026   1,560    1,576 
4.801%, SOFRRATE + 0.590%,
09/10/2026 (B)		   425    426 
0.750%, 01/06/2026   500    497 
Truist Bank
4.671%, SOFRRATE + 0.590%,
05/20/2027 (B)		   1,785    1,789 
UBS
4.864%, SOFRRATE + 0.720%,
01/10/2028 (B)		   300    302 
1.250%, 06/01/2026   500    492 
UBS Group
1.305%, SOFRINDX + 0.980%,
02/02/2027 (A)(B)		   1,365    1,354 
US Bank
4.507%, SOFRRATE + 0.690%,
10/22/2027 (B)		   1,525    1,530 
Wells Fargo
6.303%, SOFRRATE + 1.790%,
10/23/2029 (B)		   450    476 
Wells Fargo MTN
3.196%, TSFR3M + 1.432%,
06/17/2027 (B)		   1,615    1,605 
Wells Fargo Bank
4.811%, 01/15/2026   350    350 
        44,104 
Health Care — 1.5%
Bayer US Finance LLC
6.125%, 11/21/2026 (A)   200    203 
CVS Health
5.000%, 02/20/2026   275    276 

 

 

2 SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
CORPORATE OBLIGATIONS (continued)
HCA
5.112%, SOFRRATE + 0.870%,
03/01/2028 (B)		  $745   $750 
Illumina
5.800%, 12/12/2025   300    300 
PeaceHealth Obligated Group
1.375%, 11/15/2025   800    799 
RWJ Barnabas Health
2.954%, 07/01/2026   315    311 
Solventum
5.450%, 02/25/2027   69    70 
Stryker
4.550%, 02/10/2027   300    302 
        3,011 
Industrials — 1.8%
AerCap Ireland Capital DAC
6.100%, 01/15/2027   250    255 
1.750%, 01/30/2026   1,505    1,495 
Air Lease
2.200%, 01/15/2027   1,080    1,053 
Caterpillar Financial Services
4.500%, 01/07/2027   300    302 
John Deere Capital
4.500%, 01/08/2027   300    302 
Penske Truck Leasing LP
5.750%, 05/24/2026 (A)   250    252 
        3,659 
Information Technology — 1.1%
Broadcom
3.459%, 09/15/2026   1,005    1,001 
Oracle
1.650%, 03/25/2026   1,090    1,079 
        2,080 
Utilities — 2.3%
Alliant Energy Finance LLC
5.400%, 06/06/2027 (A)   260    263 
Consumers 2023 Securitization
Funding LLC
5.550%, 03/01/2028   97    98 
DTE Electric
4.250%, 05/14/2027   160    161 
Duke Energy
5.000%, 12/08/2025   500    500 
Duke Energy Progress NC Storm
Funding LLC
1.295%, 07/01/2028   419    402 
Georgia Power
4.482%, SOFRINDX + 0.280%,
09/15/2026 (B)		   500    500 
NextEra Energy Capital Holdings
4.955%, SOFRINDX + 0.800%,
02/04/2028 (B)		   1,210    1,219 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
CORPORATE OBLIGATIONS (continued)
NYSEG Storm Funding LLC
4.713%, 05/01/2029  $415   $418 
Southern California Edison
5.350%, 03/01/2026   1,065    1,068 
        4,629 
           
Total Corporate Obligations
(Cost $70,549) ($ Thousands)        70,849 
           
ASSET-BACKED SECURITIES — 33.8%
Automotive — 22.5%
Ally Auto Receivables Trust, Ser 2023-1, Cl A3  
5.460%, 05/15/2028   255    257 
Ally Auto Receivables Trust, Ser 2025-1, Cl A2  
4.030%, 07/17/2028   185    185 
Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B  
5.827%, 05/17/2032 (A)   427    434 
American Heritage Auto Receivables Trust, Ser 2024-1A, Cl A2  
4.830%, 03/15/2028 (A)   62    62 
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C  
1.010%, 01/19/2027   89    88 
ARI Fleet Lease Trust, Ser 2023-B, Cl A2  
6.050%, 07/15/2032 (A)   42    43 
ARI Fleet Lease Trust, Ser 2023-B, Cl A3  
5.890%, 07/15/2032 (A)   283    289 
ARI Fleet Lease Trust, Ser 2024-A, Cl A2  
5.300%, 11/15/2032 (A)   67    67 
ARI Fleet Lease Trust, Ser 2024-B, Cl A2  
5.540%, 04/15/2033 (A)   589    593 
ARI Fleet Lease Trust, Ser 2025-A, Cl A2  
4.380%, 01/17/2034 (A)   445    446 
ARI Fleet Lease Trust, Ser 2025-B, Cl A2  
4.590%, 03/15/2034 (A)   115    116 
AutoNation Finance Trust, Ser 2025-1A, Cl A2  
4.720%, 04/10/2028 (A)   215    215 
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A  
2.020%, 02/20/2027 (A)   700    697 
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl B  
2.960%, 02/20/2027 (A)   100    100 
BMW Vehicle Lease Trust, Ser 2024-1, Cl A4  
5.000%, 06/25/2027   250    252 

 

 

SEI Daily Income Trust 3

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
BMW Vehicle Lease Trust, Ser 2024-2, Cl A2A  
4.290%, 01/25/2027  $229   $229 
BMW Vehicle Lease Trust, Ser 2025-1, Cl A2A  
4.430%, 09/27/2027   150    150 
BMW Vehicle Lease Trust, Ser 2025-2, Cl A3  
3.970%, 09/25/2028   320    320 
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3  
5.470%, 02/25/2028   265    266 
BofA Auto Trust, Ser 2025-1A, Cl A2A  
4.520%, 11/22/2027 (A)   64    64 
BofA Auto Trust, Ser 2025-1A, Cl A3  
4.350%, 11/20/2029 (A)   500    502 
Bridgecrest Lending Auto Securitization Trust, Ser 2024-4, Cl A3  
4.720%, 09/15/2028   730    732 
Capital One Prime Auto Receivables Trust, Ser 2025-1, Cl A2A  
3.880%, 01/16/2029   915    914 
Carmax Auto Owner Trust, Ser 2022-4, Cl A3  
5.340%, 08/16/2027   197    197 
CarMax Auto Owner Trust, Ser 2023-1, Cl A3  
4.750%, 10/15/2027   213    214 
Carmax Auto Owner Trust, Ser 2023-2, Cl B  
5.180%, 11/15/2028   475    481 
CarMax Auto Owner Trust, Ser 2024-3, Cl A3  
4.890%, 07/16/2029   1,385    1,400 
Carmax Auto Owner Trust, Ser 2025-2, Cl A1  
4.468%, 05/15/2026   2    2 
Carmax Auto Owner Trust, Ser 2025-3, Cl A2A  
4.420%, 08/15/2028   70    70 
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A  
0.700%, 01/10/2028   61    60 
Carvana Auto Receivables Trust, Ser 2022-N1, Cl A2  
3.210%, 12/11/2028 (A)   67    66 
Carvana Auto Receivables Trust, Ser 2025-P3, Cl A2  
4.070%, 02/12/2029   500    500 
CFMT LLC, Ser 2021-AL1, Cl B  
1.390%, 09/22/2031 (A)   30    30 
Chase Auto Owner Trust, Ser 2024-3A, Cl A2  
5.530%, 09/27/2027 (A)   96    96 
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1  
5.650%, 05/15/2035 (A)   123    123 
CPS Auto Receivables Trust, Ser 2025-C, Cl B  
4.710%, 12/17/2029 (A)   750    751 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Credit Acceptance Auto Loan Trust,
Ser 2023-3A, Cl A
6.390%, 08/15/2033 (A)  $433   $435 
Drive Auto Receivables Trust, Ser 2025-1, Cl A3  
4.730%, 09/15/2032   365    367 
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2  
4.380%, 07/20/2029 (A)   7    7 
Enterprise Fleet Financing LLC, Ser 2022-4, Cl A2  
5.760%, 10/22/2029 (A)   38    38 
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2  
5.510%, 01/22/2029 (A)   39    39 
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2  
5.560%, 04/22/2030 (A)   143    144 
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2  
6.400%, 03/20/2030 (A)   455    461 
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2  
5.230%, 03/20/2030 (A)   144    145 
Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2  
5.740%, 12/20/2026 (A)   82    83 
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A2  
4.690%, 07/20/2027 (A)   809    811 
Enterprise Fleet Financing LLC, Ser 2025-2, Cl A1  
4.555%, 05/20/2026 (A)   64    64 
FHF Trust, Ser 2022-1A, Cl A  
4.430%, 01/18/2028 (A)   25    25 
First Investors Auto Owner Trust, Ser 2023-1A, Cl A  
6.440%, 10/16/2028 (A)   122    122 
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3  
5.060%, 05/15/2027   173    173 
Ford Credit Auto Lease Trust, Ser 2025-B, Cl A2A  
4.370%, 03/15/2028   705    707 
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A  
3.880%, 11/15/2034 (A)   500    498 
Ford Credit Auto Owner Trust, Ser 2022-B, Cl A4  
3.930%, 08/15/2027   201    201 
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3  
4.650%, 02/15/2028   104    105 

 

 

4 SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2024-C, Cl A2A  
4.320%, 08/15/2027  $209   $209 
Ford Credit Auto Owner Trust, Ser 2025-A, Cl A2A  
4.470%, 12/15/2027   440    440 
Ford Credit Auto Owner Trust, Ser 2025-B, Cl A3  
3.910%, 04/15/2030   200    200 
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl A1  
4.920%, 05/15/2028 (A)     300    301 
Ford Credit Floorplan Master Owner Trust A, Ser 2025-1, Cl A1  
4.630%, 04/15/2030   1,140    1,155 
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2  
5.990%, 05/15/2028 (A)   57    57 
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2  
6.370%, 06/15/2028 (A)   61    61 
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A3  
5.380%, 11/20/2026   34    34 
GM Financial Automobile Leasing
Trust, Ser 2024-3, Cl A3
4.210%, 10/20/2027   500    500 
GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A2A  
4.190%, 10/20/2027   175    175 
GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A3  
4.170%, 08/21/2028   550    551 
GM Financial Automobile Leasing Trust, Ser 2025-3, Cl A4  
4.200%, 08/20/2029   620    622 
GM Financial Consumer Automobile Receivables Trust, Ser 2021-4, Cl A4  
0.990%, 10/18/2027   294    293 
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3  
5.450%, 06/16/2028     715    720 
GM Financial Consumer Automobile Receivables Trust, Ser 2025-2, Cl A2A  
4.400%, 02/16/2028   68    68 
Gm Financial Consumer Automobile Receivables Trust, Ser 2025-3, Cl A2A  
4.320%, 06/16/2028   245    245 
GM Financial Consumer Automobile Receivables Trust, Ser 2025-4, Cl A2A  
3.880%, 12/18/2028   705    704 
GMF Floorplan Owner Revolving Trust Series, Ser 2025-1A, Cl A1  
4.590%, 03/15/2029 (A)   495    498 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
GMF Floorplan Owner Revolving Trust, Ser 2023-1, Cl A1  
5.340%, 06/15/2028 (A)  $800   $806 
Hertz Vehicle Financing III LLC, Ser 2023-1A, Cl A  
5.490%, 06/25/2027 (A)   980    985 
Hertz Vehicle Financing III LLC, Ser 2023-3A, Cl A  
5.940%, 02/25/2028 (A)   225    229 
Honda Auto Receivables Owner Trust, Ser 2023-3, Cl A3  
5.410%, 02/18/2028   312    314 
Honda Auto Receivables Owner Trust, Ser 2024-4, Cl A2  
4.560%, 03/15/2027   209    209 
Honda Auto Receivables Owner Trust, Ser 2025-2, Cl A2A  
4.300%, 01/18/2028   140    140 
Honda Auto Receivables Owner Trust, Ser 2025-3, Cl A2A  
4.190%, 03/21/2028   380    381 
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A3  
5.020%, 03/15/2027 (A)   402    403 
Hyundai Auto Lease Securitization Trust, Ser 2025-A, Cl A3  
4.830%, 01/18/2028 (A)   370    373 
Hyundai Auto Lease Securitization Trust, Ser 2025-B, Cl A2A  
4.580%, 09/15/2027 (A)   127    128 
Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A2A  
4.370%, 01/18/2028 (A)   405    406 
Hyundai Auto Lease Securitization Trust, Ser 2025-C, Cl A3  
4.360%, 07/17/2028 (A)   500    503 
Hyundai Auto Receivables Trust, Ser 2025-A, Cl A3  
4.320%, 10/15/2029   305    307 
Hyundai Auto Receivables Trust, Ser 2025-B, Cl A2A  
4.450%, 08/15/2028   220    221 
Hyundai Auto Receivables Trust, Ser 2025-C, Cl A3  
3.880%, 04/15/2030   245    245 
Hyundai Floorplan Master Owner Trust, Ser 2025-1A, Cl A  
4.010%, 10/15/2030 (A)   290    290 
LAD Auto Receivables Trust, Ser 2025-2A, Cl A2  
4.300%, 07/17/2028 (A)   290    290 
M&T Bank Auto Receivables Trust, Ser 2025-1A, Cl A2A  
4.630%, 05/15/2028 (A)   79    79 

 

 

SEI Daily Income Trust 5

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3  
4.740%, 01/15/2027  $74   $74 
Mercedes-Benz Auto Lease Trust, Ser 2024-B, Cl A2A  
4.570%, 12/15/2026   28    28 
Mercedes-Benz Auto Lease Trust, Ser 2025-A, Cl A3  
4.610%, 04/16/2029   115    116 
Mercedes-Benz Auto Receivables Trust, Ser 2024-1, Cl A3  
4.800%, 04/16/2029   471    474 
Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl A  
4.180%, 09/25/2030 (A)    1,250    1,249 
Navistar Financial Dealer Note Master Owner Trust II, Ser 2025-1, Cl B  
4.420%, 09/25/2030 (A)   350    350 
NextGear Floorplan Master Owner Trust, Ser 2024-2A, Cl A2  
4.420%, 09/15/2029 (A)   180    181 
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A  
5.110%, 10/15/2026   33    33 
Nissan Auto Lease Trust, Ser 2024-A, Cl A3  
4.910%, 04/15/2027   500    501 
Nissan Auto Receivables Owner Trust, Ser 2022-A, Cl A4  
2.070%, 12/17/2029   449    447 
Nissan Auto Receivables Owner Trust, Ser 2023-B, Cl A3  
5.930%, 03/15/2028   340    342 
Octane Receivables Trust, Ser 2023-3A, Cl A2  
6.440%, 03/20/2029 (A)   263    264 
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A  
3.630%, 09/14/2027 (A)   13    13 
Porsche Financial Auto Securitization Trust, Ser 2023-2A, Cl A3  
5.790%, 01/22/2029 (A)    260    262 
Porsche Financial Auto Securitization Trust, Ser 2024-1A, Cl A3  
4.440%, 01/22/2030 (A)   420    422 
Porsche Innovative Lease Owner Trust, Ser 2024-1A, Cl A3  
4.670%, 11/22/2027 (A)   500    502 
Porsche Innovative Lease Owner Trust, Ser 2025-1A, Cl A3  
4.610%, 10/20/2028 (A)   495    500 
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B  
6.493%, 06/15/2033 (A)   44    44 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C  
3.760%, 07/16/2029  $494   $493 
SBNA Auto Lease Trust, Ser 2024-A, Cl A3  
5.390%, 11/20/2026 (A)   100    100 
SCCU Auto Receivables Trust, Ser 2025-1A, Cl A2  
4.670%, 11/15/2028 (A)   130    130 
Securitized Term Auto Receivables Trust, Ser 2025-A, Cl B  
5.038%, 07/25/2031 (A)   201    202 
Securitized Term Auto Receivables Trust, Ser 2025-A, Cl C  
5.185%, 07/25/2031 (A)   180    181 
SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A3  
4.550%, 06/20/2030 (A)   500    502 
SFS Auto Receivables Securitization Trust, Ser 2025-2A, Cl A3  
4.440%, 12/20/2030 (A)   180    181 
Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-AA, Cl A3  
4.470%, 07/20/2028 (A)   530    533 
Stellantis Financial Underwritten Enhanced Lease Trust, Ser 2025-BA, Cl A2  
4.310%, 05/22/2028 (A)   540    541 
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A  
5.540%, 12/21/2026 (A)   18    18 
Toyota Auto Receivables Owner Trust, Ser 2025-B, Cl A2A  
4.460%, 03/15/2028   190    191 
Toyota Auto Receivables Owner Trust, Ser 2025-C, Cl A2A  
4.290%, 06/15/2028   240    240 
Toyota Lease Owner Trust, Ser 2024-A, Cl A4  
5.260%, 06/20/2028 (A)   500    504 
Toyota Lease Owner Trust, Ser 2024-B, Cl A2A  
4.310%, 02/22/2027 (A)   62    62 
Toyota Lease Owner Trust, Ser 2024-B, Cl A3  
4.210%, 09/20/2027 (A)   305    305 
Toyota Lease Owner Trust, Ser 2025-B, Cl A3  
3.960%, 11/20/2028 (A)   215    215 
USB Auto Owner Trust, Ser 2025-1A, Cl A2  
4.510%, 06/15/2028 (A)   660    661 
Volkswagen Auto Lease Trust, Ser 2025-A, Cl A2A  
4.430%, 12/20/2027   435    437 

 

 

6 SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Volkswagen Auto Lease Trust, Ser 2025-B, Cl A3  
4.010%, 01/22/2029  $270   $270 
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2  
5.890%, 02/16/2027 (A)   19    19 
Westlake Automobile Receivables Trust, Ser 2025-P1, Cl A4  
4.660%, 04/15/2030 (A)   400    405 
Westlake Flooring Master Trust, Ser 2024- 1A, Cl A  
5.430%, 02/15/2028 (A)   45    45 
Westlake Flooring Master Trust, Ser 2024- 1A, Cl B  
6.070%, 02/15/2028 (A)   830    833 
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A  
5.800%, 04/18/2038 (A)   199    201 
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A  
6.460%, 08/18/2038 (A)   196    199 
Wheels Fleet Lease Funding 1 LLC, Ser 2024-2A, Cl A1  
4.870%, 06/21/2039 (A)   207    209 
Wheels Fleet Lease Funding 1 LLC, Ser 2025-1A, Cl A1  
4.570%, 01/18/2040 (A)   360    362 
World Omni Auto Receivables Trust, Ser 2022-A, Cl A4  
1.900%, 03/15/2028   500    496 
World Omni Auto Receivables Trust, Ser 2022-B, Cl A4  
3.440%, 03/15/2028   500    498 
World Omni Auto Receivables Trust, Ser 2022-D, Cl A3  
5.610%, 02/15/2028   158    159 
World Omni Automobile Lease Securitization Trust, Ser 2024-A, Cl A4  
5.250%, 09/17/2029   475    481 
World Omni Automobile Lease Securitization Trust, Ser 2025-A, Cl A3  
4.420%, 04/17/2028   475    477 
        44,530 
Credit Card — 2.3%
American Express Credit Account Master Trust, Ser 2024-3, Cl A  
4.650%, 07/15/2029   765    775 
Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A  
4.720%, 02/15/2029   745    747 
CARDS II Trust, Ser 2024-1A, Cl A  
4.879%, SOFRRATE + 0.680%,
07/15/2029 (A)(B)		   410    411 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Evergreen Credit Card Trust, Ser 2025-CRT5, Cl B  
5.240%, 05/15/2029 (A)  $355   $359 
Golden Credit Card Trust, Ser 2021-1A, Cl A  
1.140%, 08/15/2028 (A)   1,595    1,559 
Trillium Credit Card Trust II, Ser 2025-1A, Cl B  
4.405%, 09/26/2030 (A)   185    185 
WF Card Issuance Trust, Ser 2025-A1, Cl A  
4.340%, 05/15/2030   425    430 
         4,466 
Miscellaneous Business Services — 9.0%
Affirm Asset Securitization Trust, Ser 2024-A, Cl A  
5.610%, 02/15/2029 (A)   115    115 
AGL CLO 14, Ser 2025-14A, Cl AR  

5.000%, TSFR3M + 1.130%,
12/02/2034 (A)(B)

   500    500 
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2  
5.300%, 06/21/2028 (A)   24    24 
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2  
5.380%, 01/21/2031 (A)   364    368 
Amur Equipment Finance Receivables XV LLC, Ser 2025-1A, Cl A2  
4.700%, 09/22/2031 (A)   500    504 
Apidos CLO XII, Ser 2024-12A, Cl ARR  
4.985%, TSFR3M + 1.080%,
04/15/2031 (A)(B)		   90    90 
Apidos CLO XXIII, Ser 2025-23A, Cl ARR  
4.955%, TSFR3M + 1.050%,
04/15/2033 (A)(B)		   449    448 
Apidos CLO XXIV, Ser 2021-24A, Cl A1AL  
5.096%, TSFR3M + 1.212%,
10/20/2030 (A)(B)		   102    102 
Aqua Finance Trust, Ser 2021-A, Cl A  
1.540%, 07/17/2046 (A)   62    57 
Auxilior Term Funding LLC, Ser 2023-1A, Cl A2  
6.180%, 12/15/2028 (A)   51    51 
Bain Capital Credit CLO, Ser 2024-4A, Cl A1R  
5.084%, TSFR3M + 1.200%,
10/20/2034 (A)(B)		   250    250 
Bain Capital Credit CLO, Ser 2025-1A, Cl A1  
5.020%, TSFR3M + 1.160%,
04/23/2038 (A)(B)		   1,000    1,000 
Barings Equipment Finance LLC, Ser 2025-B, Cl A2  
4.020%, 02/13/2029 (A)   135    135 
Carbone CLO, Ser 2017-1A, Cl A1  
5.286%, TSFR3M + 1.402%,
01/20/2031 (A)(B)		   24    24 

 

 

SEI Daily Income Trust 7

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Carlyle Global Market Strategies CLO,
Ser 2021-1A, Cl AR3
5.126%, TSFR3M + 1.242%,
07/20/2031 (A)(B)		  $71   $71 
CCG Receivables Trust, Ser 2023-1, Cl A2
5.820%, 09/16/2030 (A)   63    63 
CCG Receivables Trust, Ser 2025-1, Cl A2
4.480%, 10/14/2032 (A)   100    100 
CCG Receivables Trust, Ser 2025-2, Cl A2
4.140%, 08/15/2034 (A)   205    205 
CNH Equipment Trust, Ser 2022-C, Cl A3
5.150%, 04/17/2028   196    197 
CNH Equipment Trust, Ser 2024-C, Cl A2A
4.300%, 02/18/2028   169    170 
CNH Equipment Trust, Ser 2025-A, Cl A2A
4.300%, 08/15/2028   280    280 
Dewolf Park CLO, Ser 2021-1A, Cl AR
5.086%, TSFR3M + 1.182%,
10/15/2030 (A)(B)		   111    111 
Dext ABS LLC, Ser 2023-2, Cl A2
6.560%, 05/15/2034 (A)   111    112 
Elmwood CLO 15, Ser 2025-2A, Cl A1R
5.007%, TSFR3M + 1.150%,
04/22/2035 (A)(B)		   500    499 
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (A)   389    388 
GreatAmerica Leasing Receivables Funding LLC, Ser 2024-1, Cl A2  
5.320%, 08/17/2026 (A)   78    78 
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (A)   34    34 
HINNT LLC, Ser 2024-A, Cl A
5.490%, 03/15/2043 (A)   784    797 
HPEFS Equipment Trust, Ser 2024-1A, Cl A3
5.180%, 05/20/2031 (A)   471    471 
HPEFS Equipment Trust, Ser 2025-2A, Cl A2
4.070%, 11/22/2032 (A)   220    220 
John Deere Owner Trust, Ser 2024-C, Cl A2A
4.360%, 08/16/2027   80    80 
John Deere Owner Trust, Ser 2025-B, Cl A2A
4.280%, 07/17/2028   175    176 
KKR CLO, Ser 2017-11, Cl AR
5.346%, TSFR3M + 1.442%,
01/15/2031 (A)(B)		   52    52 
KKR CLO, Ser 2018-21, Cl A
5.166%, TSFR3M + 1.262%,
04/15/2031 (A)(B)		   103    103 
Kubota Credit Owner Trust, Ser 2025-1A, Cl A2
4.610%, 12/15/2027 (A)   500    502 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
Kubota Credit Owner Trust, Ser 2025-2A, Cl A2  
4.480%, 04/17/2028 (A)  $100   $100 
Madison Park Funding XXX, Ser 2024-30A, Cl A1R  
5.254%, TSFR3M + 1.360%,
07/16/2037 (A)(B)		   875    878 
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3  
0.560%, 06/13/2028 (A)   5    5 
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2  
5.790%, 11/13/2026 (A)   34    35 
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2  
5.200%, 09/13/2027 (A)   194    195 
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A  
1.690%, 05/15/2069 (A)   210    200 
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A  
0.840%, 05/15/2069 (A)   281    258 
Neuberger Berman Loan Advisers CLO, Ser 2024-25A, Cl AR2  
5.284%, TSFR3M + 1.400%,
07/18/2038 (A)(B)		   750    751 
Neuberger Berman Loan Advisers CLO, Ser 2025-45A, Cl AR  
4.972%, TSFR3M + 1.060%,
10/14/2036 (A)(B)		   750    749 
NYCTL Trust, Ser 2025-A, Cl A  
4.840%, 11/10/2038 (A)   732    730 
OneMain Financial Issuance Trust, Ser 2022-S1, Cl A  
4.130%, 05/14/2035 (A)   318    318 
Palmer Square CLO, Ser 2025-3A, Cl A1R  
5.195%, TSFR3M + 1.290%,
10/15/2038 (A)(B)		   500    501 
Palmer Square Loan Funding, Ser 2024-1A, Cl A1  
4.955%, TSFR3M + 1.050%,
10/15/2032 (A)(B)		   359    359 
PFS Financing, Ser 2025-A, Cl B  
5.000%, 01/15/2029 (A)   350    352 
PFS Financing, Ser 2025-B, Cl A  
4.850%, 02/15/2030 (A)   205    208 
SCF Equipment Trust LLC, Ser 2025-1A, Cl A2  
4.820%, 07/22/2030 (A)   64    64 
Sixth Street CLO VIII, Ser 2024-8A, Cl A1R2  
5.034%, TSFR3M + 1.150%,
10/20/2034 (A)(B)		   725    725 

 

 

8 SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-B, Cl A  
1.310%, 07/17/2051 (A)  $54   $51 
SoFi Consumer Loan Program Trust, Ser 2025-1, Cl A  
4.800%, 02/27/2034 (A)   488    489 
Tricon Residential Trust, Ser 2024-SFR2, Cl A  
4.750%, 06/17/2040 (A)   299    300 
Trinity Rail Leasing LLC, Ser 2020-1A, Cl A  
1.960%, 10/17/2050 (A)   144    138 
Verizon Master Trust, Ser 2024-3, Cl A1A  
5.340%, 04/22/2030   750    765 
Verizon Master Trust, Ser 2024-6, Cl B  
4.420%, 08/20/2030   485    486 
VFI ABS LLC, Ser 2023-1A, Cl A  
7.270%, 03/26/2029 (A)   25    25 
Volvo Financial Equipment LLC, Ser 2025- 1A, Cl A2  
4.410%, 11/15/2027 (A)   75    75 
Voya CLO, Ser 2018-2A, Cl A1R  
5.090%, TSFR3M + 1.232%,
04/25/2031 (A)(B)		   29    29 
Voya CLO, Ser 2025-3A, Cl A1RR  
4.944%, TSFR3M + 1.060%,
04/20/2034 (A)(B)		   725    726 
        17,889 
           
Total Asset-Backed Securities
(Cost $66,669) ($ Thousands)        66,885 
 
U.S. TREASURY OBLIGATIONS — 15.2%
U.S. Treasury Bills
4.245%, 12/26/2025 (C)   1,050    1,044 
4.223%, 02/19/2026 (C)   975    964 
U.S. Treasury Notes
3.750%, 08/31/2026   2,000    2,000 
3.625%, 08/31/2027 (D)   2,950    2,951 
3.375%, 09/15/2028   1,475    1,466 
3.250%, 06/30/2027   7,450    7,405 
2.500%, 02/28/2026   3,025    3,011 
2.500%, 03/31/2027   1,300    1,279 
1.625%, 11/30/2026   5,025    4,915 
1.250%, 12/31/2026   4,275    4,157 
0.750%, 05/31/2026   350    344 
0.750%, 08/31/2026   675    659 
           
Total U.S. Treasury Obligations
(Cost $30,126) ($ Thousands)        30,195 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
MORTGAGE-BACKED SECURITIES — 12.6%
Agency Mortgage-Backed Obligations — 3.1%
FHLMC
3.000%, 03/01/2030 to 09/01/2030  $355   $349 
FHLMC REMIC, Ser 2011-3786, Cl ED  
4.000%, 09/15/2039   31    31 
FHLMC REMIC, Ser 2013-4166, Cl PV  
3.250%, 07/15/2037   722    714 
FHLMC REMIC, Ser 2015-4479, Cl TA  
3.000%, 07/15/2034   512    505 
FHLMC REMIC, Ser 2018-4753, Cl QV  
3.500%, 12/15/2040   262    261 
FNMA
6.465%, H15T1Y + 2.215%,
01/01/2029(B)		   1    1 
6.000%, 01/01/2027   1    1 
3.500%, 08/01/2032   170    168 
3.000%, 10/01/2030 to 12/01/2030   258    253 
FNMA REMIC, Ser 2001-33, Cl FA
4.747%, SOFR30A + 0.564%,
07/25/2031(B)		   1    1 
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041   55    53 
FNMA REMIC, Ser 2015-57, Cl CA
3.000%, 08/25/2034   129    128 
FNMA REMIC, Ser 2017-81, Cl YA
3.000%, 05/25/2046   371    360 
FNMA REMIC, Ser 2019-3, Cl BA
3.200%, 02/25/2049   915    882 
GNMA, Ser 2022-177, Cl LA
3.500%, 01/20/2052   767    759 
GNMA, Ser 2022-50, Cl BD
3.000%, 04/20/2050   870    835 
GNMA, Ser 2025-47, Cl HA
5.000%, 11/20/2052   842    844 
        6,145 
Non-Agency Mortgage-Backed Obligations — 9.5%
ALA Trust, Ser OANA, Cl A
5.776%, TSFR1M + 1.743%,
06/15/2040(A)(B)		   760    763 
Angel Oak Mortgage Trust LLC,
Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)   12    12 
BPR Trust, Ser 2021-TY, Cl A
5.198%, TSFR1M + 1.164%,
09/15/2038(A)(B)		   960    960 
BRAVO Residential Funding Trust,
Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(B)   28    27 
BRAVO Residential Funding Trust,
Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(B)   64    60 

 

 

SEI Daily Income Trust 9

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

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

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1  
1.110%, 10/25/2066(A)(B)  $343   $298 
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2  
5.833%, SOFR30A + 1.650%,
12/25/2041(A)(B)		   250    251 
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2  
6.083%, SOFR30A + 1.900%,
12/25/2041(A)(B)		   1,025    1,038 
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1  
6.483%, SOFR30A + 2.300%,
01/25/2043(A)(B)		   91    92 
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1  
6.683%, SOFR30A + 2.500%,
04/25/2043(A)(B)		   138    139 
Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1  
5.333%, SOFR30A + 1.150%,
03/25/2044(A)(B)		   89    89 
CSAIL Commercial Mortgage Trust, Ser C14, Cl ASB  
4.359%, 11/15/2051(B)   79    79 
CSMC Trust, Ser 2021-AFC1, Cl A1  
0.830%, 03/25/2056(A)(B)   143    122 
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1  
0.715%, 05/25/2065(A)(B)   26    25 
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1  
0.899%, 04/25/2066(A)(B)   55    49 
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1  
2.739%, 11/25/2059(A)(B)   10    10 
ELM Trust, Ser ELM, Cl A10  
5.801%, 06/10/2039(A)(B)   520    525 
ELM Trust, Ser ELM, Cl A15  
5.801%, 06/10/2039(A)(B)   485    488 
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A  
4.849%, TSFR1M + 0.815%,
11/15/2038(A)(B)		   526    525 
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A  
5.483%, SOFR30A + 1.300%,
02/25/2042(A)(B)		   39    39 
FHLMC STACR REMIC Trust, Ser 2024-DNA2, Cl A1  
5.433%, SOFR30A + 1.250%,
05/25/2044(A)(B)		   172    173 

 

 

10 SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1  
5.433%, SOFR30A + 1.250%,
03/25/2044(A)(B)		  $139   $139 
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2  
10.197%, SOFR30A + 6.014%,
10/25/2028(B)		   68    69 
Fontainebleau Miami Beach Mortgage Trust, Ser FBLU, Cl A  
5.482%, TSFR1M + 1.450%,
12/15/2039(A)(B)		   555    556 
HLTN Commercial Mortgage Trust, Ser DPLO, Cl A  
5.674%, TSFR1M + 1.642%,
06/15/2041(A)(B)		   350    351 
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1  
1.071%, 06/25/2056(A)(B)   204    178 
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1  
1.073%, 09/25/2056(A)(B)   156    135 
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1  
1.595%, 11/25/2056(A)(B)   174    152 
JPMCC Commercial Mortgage Securities Trust, Ser JP7, Cl ASB  
3.241%, 09/15/2050   158    157 
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1  
2.586%, 10/25/2029(A)(B)   250    246 
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2  
4.856%, TSFR1M + 0.864%,
04/25/2046(A)(B)		   49    49 
Metlife Securitization Trust, Ser 2017-1A, Cl A  
3.000%, 04/25/2055(A)(B)   35    34 
MF1, Ser 2022-FL8, Cl A  
5.352%, TSFR1M + 1.350%,
02/19/2037(A)(B)		   284    284 
MFA Trust, Ser 2021-INV1, Cl A1  
0.852%, 01/25/2056(A)(B)   34    33 
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B  
5.247%, TSFR1M + 1.215%,
04/15/2038(A)(B)		   536    536 
MHP, Ser 2021-STOR, Cl A  
4.848%, TSFR1M + 0.814%,
07/15/2038(A)(B)		   155    155 
MHP, Ser 2022-MHIL, Cl A  
4.847%, TSFR1M + 0.815%,
01/15/2039(A)(B)		   10    10 
Description 

Face Amount

(Thousands)

   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1  
3.250%, 05/25/2062(A)(B)  $8   $8 
Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1  
3.500%, 08/25/2058(A)(B)   98    96 
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B  
3.500%, 04/25/2066(A)(B)   478    469 
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1  
3.250%, 10/25/2069(A)(B)   146    142 
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1  
1.125%, 11/25/2060(A)(B)   64    62 
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2  
3.228%, 06/15/2052   17    17 
Morgan Stanley Capital I Trust, Ser H3, Cl ASB  
4.120%, 07/15/2051   51    51 
Morgan Stanley Capital I Trust, Ser HR2, Cl ASB  
3.509%, 12/15/2050   86    85 
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1  
4.000%, 04/25/2057(A)(B)   61    59 
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1  
4.000%, 08/27/2057(A)(B)   143    139 
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1  
3.764%, 09/25/2057(A)(B)   69    66 
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1  
1.650%, 05/24/2060(A)(B)   24    23 
NRTH Commercial Mortgage Trust, Ser PARK, Cl A  
5.543%, TSFR1M + 1.393%,
10/15/2040(A)(B)		   425    425 
NYC Commercial Mortgage Trust, Ser 3BP, Cl A  
5.245%, TSFR1M + 1.213%,
02/15/2042(A)(B)		   785    780 
OBX Trust, Ser 2018-1, Cl A2  
4.756%, TSFR1M + 0.764%,
06/25/2057(A)(B)		   9    8 
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C  
4.768%, SOFRRATE + 0.482%,
11/15/2038(A)(B)		   29    28 
PRPM LLC, Ser 2025-RCF3, Cl A1  
5.250%, 07/25/2055(A)(E)   196    197 

 

 

SEI Daily Income Trust 11

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Continued)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
MORTGAGE-BACKED SECURITIES (continued)
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1  
2.376%, 01/26/2060(A)(B)  $4   $4 
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1  
4.500%, 08/25/2048(A)(B)   2    1 
SREIT Trust, Ser 2021-MFP, Cl B  
5.227%, TSFR1M + 1.194%,
11/15/2038(A)(B)		   398    398 
SREIT Trust, Ser MFP, Cl A  
4.878%, TSFR1M + 0.845%,
11/15/2038(A)(B)		   84    84 
STAR Trust, Ser 2024-SFR4, Cl A  
5.782%, TSFR1M + 1.750%,
10/17/2041(A)(B)		   484    486 
STAR Trust, Ser 2024-SFR4, Cl B  
6.132%, TSFR1M + 2.100%,
10/17/2041(A)(B)		   175    176 
STAR Trust, Ser 2025-SFR5, Cl A  
5.483%, TSFR1M + 1.450%,
02/17/2042(A)(B)		   285    285 
STAR Trust, Ser 2025-SFR5, Cl B  
5.783%, TSFR1M + 1.750%,
02/17/2042(A)(B)		   550    551 
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1  
1.486%, 04/25/2065(A)(B)   14    13 
Towd Point Mortgage Trust, Ser 2017-6, Cl A1  
2.750%, 10/25/2057(A)(B)   22    22 
Towd Point Mortgage Trust, Ser 2018-1, Cl A1  
3.000%, 01/25/2058(A)(B)   8    8 
Towd Point Mortgage Trust, Ser 2018-2, Cl A1  
3.250%, 03/25/2058(A)(B)   51    51 
Towd Point Mortgage Trust, Ser 2018-3, Cl A1  
3.750%, 05/25/2058(A)(B)   19    19 
Towd Point Mortgage Trust, Ser 2018-5, Cl A1A  
3.250%, 07/25/2058(A)(B)   105    104 
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1  
2.250%, 07/25/2068(A)(B)   275    266 
TRK Trust, Ser 2021-INV1, Cl A1  
1.153%, 07/25/2056(A)(B)   115    105 
UBS Commercial Mortgage Trust, Ser C4, Cl ASB  
3.366%, 10/15/2050   289    287 
Verus Securitization Trust, Ser 2021-1, Cl A1  
0.815%, 01/25/2066(A)(B)   67    61 
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)   135    121 
Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-2, Cl A1  
1.031%, 02/25/2066(A)(B)  $89   $81 
Verus Securitization Trust, Ser 2021-R2, Cl A1  
0.918%, 02/25/2064(A)(B)   113    106 
Verus Securitization Trust, Ser 2021-R3, Cl A1  
1.020%, 04/25/2064(A)(B)   58    55 
Wells Fargo Commercial Mortgage Trust, Ser C39, Cl ASB  
3.212%, 09/15/2050   71    71 
Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB  
3.390%, 11/15/2050   118    117 
         18,895 
           
Total Mortgage-Backed Securities
(Cost $25,327) ($ Thousands)        25,040 
           
MUNICIPAL BONDS — 1.7%
New Jersey — 0.3%
New Jersey Transportation Trust Fund Authority, Ser BB, RB  
4.608%, 06/15/2026   595    597 
           
New York — 0.9%
City of New York New York, Ser D-2, GO
4.267%, 10/01/2026   330    331 
City of New York New York, Ser H, GO
4.542%, 02/01/2027   205    207 
New York City Transitional Finance Authority Future Tax Secured Revenue, RB  
4.724%, 11/01/2026   945    953 
New York City Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser, RB  
4.507%, 11/01/2026   375    377 
        1,868 
Pennsylvania — 0.5%
City of Philadelphia Pennsylvania, Ser B, GO  
4.460%, 08/01/2027   335    338 
Philadelphia Authority for Industrial Development, Ser A, RB  
6.350%, 04/15/2028   450    468 

 

 

12 SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Ultra Short Duration Bond Fund (Concluded)

 

Description 

Face Amount

(Thousands)

  

Market Value

($ Thousands)

 
MUNICIPAL BONDS (continued)
Redevelopment Authority of the City of Philadelphia, Ser A, RB  
4.503%, 09/01/2026  $165   $166 
         972 
           
Total Municipal Bonds
(Cost $3,418) ($ Thousands)        3,437 
 
REPURCHASE AGREEMENT(F) — 2.0%
BNP Paribas
4.140%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $3,901,346 (collateralized by U.S. Government obligations, ranging in par value $2,880 - $3,921,089, 4.500% - 6.000%, 10/01/2054 – 04/01/2055; with a total market value $3,978,001)   3,900    3,900 
Total Repurchase Agreement
(Cost $3,900) ($ Thousands)        3,900 
 
Total Investments in Securities — 101.1%
(Cost $199,989) ($ Thousands)       $200,306 

 

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

 

 

Type of Contract 

Number of

Contracts

  

Expiration

Date

  Notional Amount (Thousands)  

Value

(Thousands)

  

Unrealized

Depreciation(Thousands)

 
Long Contracts
U.S. 2-Year Treasury Note   33   Dec-2025  $6,877   $6,873   $(4)
                        
Short Contracts
U.S. 10-Year Treasury Note   (24)  Dec-2025  $(2,701)  $(2,705)  $(4)
           $4,176   $4,168   $(8)

 

  Percentages are based on Net Assets of $198,173 ($ Thousands).
(A) Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On October 31, 2025, the value of these securities amounted to $76,772 ($ Thousands), representing 38.7% of the Net Assets of the Fund.
(B) Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C) Interest rate represents the security's effective yield at the time of purchase.
(D) Security, or a portion thereof, has been pledged as collateral on open futures contracts.
(E) Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(F) Tri-Party Repurchase Agreement.

See “Glossary” for abbreviations. 

 

 

SEI Daily Income Trust 13

 

 

SCHEDULE OF INVESTMENTS (Unaudited)  

October 31, 2025 

Short-Duration Government Fund

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES — 73.3%
Agency Mortgage-Backed Obligations — 73.3%
FHLMC
6.000%, 12/01/2052 to 03/01/2053  $1,972   $2,043 
5.500%, 02/01/2053   2,418    2,457 
5.000%, 07/01/2040   1,214    1,227 
4.500%, 04/01/2026 to 12/01/2039   558    563 
4.000%, 01/01/2033 to 07/01/2049   3,513    3,478 
3.500%, 01/01/2029 to 05/01/2035   7,412    7,334 
3.000%, 12/01/2031 to 12/01/2046   6,918    6,502 
2.500%, 06/01/2030 to 02/01/2032   2,294    2,221 
2.000%, 06/01/2036   573    531 
1.500%, 09/01/2041   471    399 
FHLMC Multifamily Structured Pass-Through Certificates, Ser 170, Cl X1, IO  
0.209%, 02/25/2035(A)   7,888    157 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K060, Cl A1  
2.958%, 07/25/2026   310    309 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO  
0.727%, 06/25/2027(A)   16,669    149 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO  
1.586%, 01/25/2030(A)   12,065    677 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO  
0.576%, 01/25/2031(A)   13,454    332 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO  
0.510%, 03/25/2031(A)   10,090    225 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO  
0.353%, 01/25/2033(A)   14,644    361 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K167, Cl X1, IO  
0.154%, 10/25/2034(A)   15,849    253 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K510, Cl A2  
5.069%, 10/25/2028(A)   2,365    2,432 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K511, Cl A2  
4.860%, 10/25/2028   3,190    3,265 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K516, Cl A2  
5.477%, 01/25/2029   14,000    14,611 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K517, Cl A2  
5.355%, 01/25/2029(A)   6,620    6,880 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K528, Cl A2  
4.508%, 07/25/2029   3,300    3,353 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO  
0.608%, 10/25/2026(A)   20,355    87 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO  
0.766%, 03/25/2028(A)  $7,452   $73 
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A  
4.912%, SOFR30A + 0.604%,
02/25/2026(A)		   501    502 
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A  
4.902%, SOFR30A + 0.594%,
04/25/2026(A)		   1,785    1,785 
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A  
4.922%, SOFR30A + 0.614%,
10/25/2026(A)		   140    140 
FHLMC REMIC, Ser 2003-2571, Cl FY
5.098%, SOFR30A + 0.864%,
12/15/2032(A)		   1,078    1,083 
FHLMC REMIC, Ser 2006-3148, Cl CF
4.748%, SOFR30A + 0.514%,
02/15/2034(A)		   49    49 
FHLMC REMIC, Ser 2006-3153, Cl FX
4.698%, SOFR30A + 0.464%,
05/15/2036(A)		   35    35 
FHLMC REMIC, Ser 2006-3174, Cl FA
4.648%, SOFR30A + 0.414%,
04/15/2036(A)		   765    758 
FHLMC REMIC, Ser 2006-3219, Cl EF
4.748%, SOFR30A + 0.514%,
04/15/2032(A)		   1,122    1,116 
FHLMC REMIC, Ser 2007-3339, Cl HF
4.868%, SOFR30A + 0.634%,
07/15/2037(A)		   1,153    1,149 
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040   426    428 
FHLMC REMIC, Ser 2010-3781, Cl YB
3.500%, 12/15/2030   858    848 
FHLMC REMIC, Ser 2011-3786, Cl ED
4.000%, 09/15/2039   290    289 
FHLMC REMIC, Ser 2011-3788, Cl FA
4.878%, SOFR30A + 0.644%,
01/15/2041(A)		   1,586    1,580 
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026   17    – 
FHLMC REMIC, Ser 2011-3930, Cl KE
4.000%, 09/15/2041   7,384    7,272 
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027   17    – 
FHLMC REMIC, Ser 2012-4107, Cl HE
1.500%, 10/15/2041   3,304    3,140 
FHLMC REMIC, Ser 2012-4114, Cl MB
3.000%, 10/15/2032   2,308    2,244 
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042   746    674 

 

 

14 SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited) 

October 31, 2025 

Short-Duration Government Fund (Continued)

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2012-4142, Cl PT  
1.250%, 12/15/2027  $261   $255 
FHLMC REMIC, Ser 2012-4146, Cl AB  
1.125%, 12/15/2027   265    259 
FHLMC REMIC, Ser 2013-4176, Cl KI, IO  
4.000%, 03/15/2028   15    – 
FHLMC REMIC, Ser 2013-4178, Cl BI, IO  
3.000%, 03/15/2033   222    15 
FHLMC REMIC, Ser 2013-4178, Cl MI, IO  
2.500%, 03/15/2028   55    1 
FHLMC REMIC, Ser 2013-4182, Cl IE, IO  
2.500%, 03/15/2028   64    1 
FHLMC REMIC, Ser 2013-4195, Cl AI, IO  
3.000%, 04/15/2028   168    4 
FHLMC REMIC, Ser 2013-4199, Cl QI, IO  
2.500%, 05/15/2028   91    2 
FHLMC REMIC, Ser 2013-4200, Cl LC  
2.000%, 05/15/2033   4,425    4,175 
FHLMC REMIC, Ser 2013-4220, Cl IE, IO  
4.000%, 06/15/2028   15    – 
FHLMC REMIC, Ser 2013-4223, Cl AL  
3.000%, 08/15/2042   679    647 
FHLMC REMIC, Ser 2013-4247, Cl LA  
3.000%, 03/15/2043   2,094    2,000 
FHLMC REMIC, Ser 2014-4292, Cl P  
3.500%, 03/15/2043   570    559 
FHLMC REMIC, Ser 2014-4340, Cl MI, IO  
4.500%, 02/15/2027   72    1 
FHLMC REMIC, Ser 2014-4344, Cl KZ  
3.500%, 05/15/2034   5,256    5,133 
FHLMC REMIC, Ser 2014-4419, Cl CW  
2.500%, 10/15/2037   711    695 
FHLMC REMIC, Ser 2015-4456, Cl BA  
3.000%, 05/15/2044   555    535 
FHLMC REMIC, Ser 2015-4471, Cl GA  
3.000%, 02/15/2044   777    747 
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO  
4.000%, 07/15/2030   174    9 
FHLMC REMIC, Ser 2015-4535, Cl PA  
3.000%, 03/15/2044   1,361    1,322 
FHLMC REMIC, Ser 2016-4620, Cl IO, IO  
5.000%, 09/15/2033   353    45 
FHLMC REMIC, Ser 2017-4650, Cl LP  
3.000%, 09/15/2045   320    308 
FHLMC REMIC, Ser 2017-4654, Cl AK  
3.000%, 07/15/2044   1,627    1,597 
FHLMC REMIC, Ser 2017-4657, Cl PU  
3.000%, 09/15/2044   1,208    1,181 
FHLMC REMIC, Ser 2017-4673, Cl PH  
3.500%, 01/15/2045   1,445    1,430 
FHLMC REMIC, Ser 2017-4700, Cl HV  
3.000%, 09/15/2040   4,466    4,378 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2017-4709, Cl AB  
3.000%, 08/15/2047  $453   $431 
FHLMC REMIC, Ser 2017-4740, Cl P  
3.000%, 12/15/2047   4,281    3,889 
FHLMC REMIC, Ser 2018-4820, Cl JI, IO  
5.000%, 02/15/2048   473    92 
FHLMC REMIC, Ser 2020-4978, Cl MI, IO  
4.000%, 05/25/2040   1,481    222 
FHLMC REMIC, Ser 2020-4996, Cl BI, IO  
2.500%, 06/25/2050   3,575    569 
FHLMC REMIC, Ser 2020-5010, Cl IE, IO  
4.000%, 09/25/2050   2,190    441 
FHLMC REMIC, Ser 2020-5018, Cl LW  
1.000%, 10/25/2040   1,117    959 
FHLMC REMIC, Ser 2020-5048, Cl A  
1.000%, 06/15/2044   1,523    1,419 
FHLMC REMIC, Ser 2021-5079, Cl CB  
1.000%, 02/25/2051   5,016    4,399 
FHLMC REMIC, Ser 2021-5083, Cl AI, IO  
2.500%, 03/25/2051   2,958    440 
FHLMC REMIC, Ser 2021-5091, Cl IG, IO  
3.500%, 04/25/2051   2,416    490 
FHLMC REMIC, Ser 2021-5169, Cl IO, IO  
3.000%, 09/25/2051   2,976    482 
FHLMC REMIC, Ser 2021-5170, Cl DP  
2.000%, 07/25/2050   1,805    1,589 
FHLMC REMIC, Ser 2021-5183, Cl IC, IO  
3.000%, 01/25/2052   3,186    517 
FHLMC REMIC, Ser 2022-5213, Cl JH
3.000%, 09/25/2051   2,080    1,987 
FHLMC REMIC, Ser 2022-5228, Cl DG
3.500%, 01/25/2046   4,627    4,472 
FHLMC REMIC, Ser 2022-5243, Cl AV
5.000%, 06/25/2033   3,456    3,460 
FHLMC REMIC, Ser 2022-5263, Cl GA
5.000%, 09/25/2045   3,296    3,304 
FHLMC REMIC, Ser 2022-5264, Cl AB
4.500%, 08/25/2039   508    506 
FHLMC REMIC, Ser 2023-5320, Cl CI, IO
4.000%, 10/15/2047   3,184    533 
FHLMC REMIC, Ser 2024-5413, Cl KV
5.500%, 03/25/2035   6,581    6,759 
FHLMC REMIC, Ser 2024-5491, Cl CV
5.500%, 11/25/2035   6,161    6,300 
FHLMC REMIC, Ser 2025-5538, Cl AV
5.000%, 04/25/2036   7,228    7,317 
FHLMC REMIC, Ser 2025-5558, Cl EA
5.000%, 10/25/2052   4,309    4,305 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2017-3, Cl MA  
3.000%, 07/25/2056   2,890    2,741 

 

 

SEI Daily Income Trust 15

 

 

SCHEDULE OF INVESTMENTS (Unaudited)  

October 31, 2025

Short-Duration Government Fund (Continued)

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA  
3.000%, 05/25/2057  $2,972   $2,795 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA  
3.500%, 08/25/2057(A)   1,506    1,464 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA  
3.500%, 07/25/2058   2,992    2,912 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA  
3.500%, 08/26/2058   5,089    4,924 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MV  
3.500%, 10/25/2058   824    785 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA  
3.000%, 02/25/2059   3,847    3,567 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA  
2.000%, 11/25/2059   502    452 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT  
2.000%, 11/25/2060   5,941    5,438 
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT  
2.000%, 03/25/2061   1,016    929 
FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5  
7.500%, 02/25/2042   148    159 
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043   1,363    211 
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028   143    3 
FHLMC, Ser 2020-373, Cl 100
1.000%, 10/25/2038   3,473    3,109 
FHLMC, Ser 2022-386, Cl C10, IO
2.500%, 02/15/2042   4,766    564 
FHLMC, Ser 2022-386, Cl C14, IO
2.500%, 03/15/2052   3,403    545 
FHLMC, Ser 2022-389, Cl C35, IO
2.000%, 06/15/2052   4,151    547 
FNMA
7.000%, 06/01/2037   1    1 
6.500%, 05/01/2026 to 01/01/2036   27    28 
6.492%, H15T1Y + 2.165%,
08/01/2029(A)		   8    8 
6.000%, 07/01/2038 to 05/01/2053   6,203    6,417 
5.500%, 06/01/2038 to 06/01/2053   9,053    9,225 
5.170%, 02/01/2029   3,325    3,428 
5.065%, 12/01/2028   2,440    2,512 
4.820%, 04/01/2029   2,595    2,655 
4.500%, 04/01/2026 to 08/01/2044   5,082    5,130 
4.400%, 07/01/2030   1,209    1,220 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
4.390%, 04/01/2029  $2,862   $2,896 
4.000%, 05/01/2026 to 08/01/2051   3,066    3,031 
3.500%, 10/01/2027 to 02/01/2045   15,172    14,873 
3.000%, 09/01/2027 to 11/01/2036   7,892    7,631 
2.960%, 01/01/2027   1,080    1,066 
2.500%, 01/01/2028 to 09/01/2036   11,235    10,868 
2.000%, 05/01/2036 to 12/01/2036   4,219    3,902 
FNMA Interest, Ser 2009-397, Cl 6
2.000%, 09/25/2039   580    523 
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027   20    – 
FNMA Interest, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043   1,442    303 
FNMA Interest, Ser 2022-426, Cl C38, IO
2.000%, 03/25/2052   4,000    505 
FNMA Interest, Ser 2023-429, Cl C3, IO
2.500%, 09/25/2052   3,854    602 
FNMA Interest, Ser 2023-437, Cl C8, IO
2.500%, 06/25/2052   3,328    512 
FNMA TBA
3.500% - 5.500%,
11/15/2055 - 12/15/2055		   (27,976)   (27,142)
FNMA TBA
5.500% - 6.000%,
11/15/2040 - 12/15/2055		   5,744    5,844 
FNMA REMIC, Ser 2002-53, Cl FK
4.697%, SOFR30A + 0.514%,
04/25/2032(A)		   22    22 
FNMA REMIC, Ser 2005-101, Cl B
5.000%, 11/25/2035   535    545 
FNMA REMIC, Ser 2006-76, Cl QF
4.697%, SOFR30A + 0.514%,
08/25/2036(A)		   127    126 
FNMA REMIC, Ser 2006-79, Cl DF
4.647%, SOFR30A + 0.464%,
08/25/2036(A)		   92    91 
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037   133    139 
FNMA REMIC, Ser 2007-64, Cl FB
4.667%, SOFR30A + 0.484%,
07/25/2037(A)		   851    844 
FNMA REMIC, Ser 2008-16, Cl FA
4.997%, SOFR30A + 0.814%,
03/25/2038(A)		   374    374 
FNMA REMIC, Ser 2009-110, Cl FD
5.047%, SOFR30A + 0.864%,
01/25/2040(A)		   1,731    1,737 
FNMA REMIC, Ser 2009-112, Cl FM
5.047%, SOFR30A + 0.864%,
01/25/2040(A)		   1,104    1,108 
FNMA REMIC, Ser 2009-77, Cl ZA
4.500%, 10/25/2039   674    674 

 

 

16SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Short-Duration Government Fund (Continued)

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2009-82, Cl FC
5.217%, SOFR30A + 1.034%,
10/25/2039(A)		  $1,271   $1,283 
FNMA REMIC, Ser 2009-82, Cl FD
5.147%, SOFR30A + 0.964%,
10/25/2039(A)		   1,292    1,301 
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040   290    291 
FNMA REMIC, Ser 2010-56, Cl AF
5.021%, SOFR30A + 0.664%,
06/25/2040(A)		   1,143    1,138 
FNMA REMIC, Ser 2011-17, Cl ZM
3.500%, 03/25/2031   2,555    2,519 
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027   300    294 
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027   109    3 
FNMA REMIC, Ser 2012-124, Cl BC
3.000%, 03/25/2042   1,181    1,157 
FNMA REMIC, Ser 2012-140, Cl PA
2.000%, 12/25/2042   2,127    1,836 
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042   582    36 
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027   245    3 
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.521%, 05/25/2042(A)   12    1 
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027   42    1 
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027   52    1 
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042   417    21 
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028   393    384 
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041   154    151 
FNMA REMIC, Ser 2013-121, Cl FA
4.697%, SOFR30A + 0.514%,
12/25/2043(A)		   7,651    7,585 
FNMA REMIC, Ser 2013-130, Cl FQ
4.497%, SOFR30A + 0.314%,
06/25/2041(A)		   1,083    1,074 
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028   495    484 
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028   289    282 
FNMA REMIC, Ser 2013-76, Cl PH
2.500%, 09/25/2042   1,546    1,473 
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028   247    241 
FNMA REMIC, Ser 2013-98, Cl ZA
4.500%, 09/25/2043   4,850    4,822 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2014-50, Cl SC, IO
1.841%, 08/25/2044(A)  $642   $41 
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.632%, 04/25/2055(A)   512    23 
FNMA REMIC, Ser 2015-41, Cl AG
3.000%, 09/25/2034   276    272 
FNMA REMIC, Ser 2015-42, Cl AI, IO
1.752%, 06/25/2055(A)   549    27 
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043   487    476 
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035   274    24 
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030   56    2 
FNMA REMIC, Ser 2015-75, Cl DB
3.000%, 08/25/2035   970    938 
FNMA REMIC, Ser 2016-3, Cl IN, IO
6.000%, 02/25/2046   1,547    222 
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031   10    – 
FNMA REMIC, Ser 2016-42, Cl DA
3.000%, 07/25/2045   293    281 
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046   358    68 
FNMA REMIC, Ser 2016-95, Cl BC
2.500%, 07/25/2040   1,235    1,177 
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043   901    883 
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047   1,397    247 
FNMA REMIC, Ser 2017-69, Cl GA
3.000%, 05/25/2045   1,102    1,073 
FNMA REMIC, Ser 2018-12, Cl PK
3.000%, 03/25/2046   5,262    5,198 
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057   1,802    1,742 
FNMA REMIC, Ser 2018-55, Cl PA
3.500%, 01/25/2047   6,553    6,500 
FNMA REMIC, Ser 2018-89, Cl CA
4.000%, 06/25/2053   1,074    1,070 
FNMA REMIC, Ser 2019-38, Cl PC
3.000%, 02/25/2048   599    568 
FNMA REMIC, Ser 2019-42, Cl KA
3.000%, 07/25/2049   6,234    5,732 
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033   1,010    60 
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039   1,824    156 
FNMA REMIC, Ser 2020-35, Cl AI, IO
3.000%, 06/25/2050   3,278    526 
FNMA REMIC, Ser 2020-37, Cl IM, IO
4.000%, 06/25/2050   2,602    525 

 

 

SEI Daily Income Trust 17

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

Short-Duration Government Fund (Continued)

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2020-4, Cl AP
2.500%, 02/25/2050  $1,267   $1,113 
FNMA REMIC, Ser 2020-65, Cl BI, IO
4.000%, 09/25/2050   2,182    416 
FNMA REMIC, Ser 2020-74, Cl HI, IO
5.500%, 10/25/2050   2,110    362 
FNMA REMIC, Ser 2020-77, Cl HI, IO
4.000%, 11/25/2050   2,792    569 
FNMA REMIC, Ser 2020-85, Cl PI, IO
3.000%, 12/25/2050   3,292    535 
FNMA REMIC, Ser 2021-26, Cl YI, IO
3.500%, 05/25/2050   3,183    585 
FNMA REMIC, Ser 2021-3, Cl NI, IO
2.500%, 02/25/2051   3,896    590 
FNMA REMIC, Ser 2021-3, Cl TI, IO
2.500%, 02/25/2051   3,566    614 
FNMA REMIC, Ser 2021-86, Cl T
2.500%, 09/25/2048   1,075    972 
FNMA REMIC, Ser 2021-95, Cl GI, IO
3.000%, 01/25/2052   3,336    531 
FNMA REMIC, Ser 2022-22, Cl QH
4.500%, 05/25/2052   4,628    4,571 
FNMA REMIC, Ser 2022-5, Cl AB
2.000%, 03/25/2050   1,601    1,390 
FNMA REMIC, Ser 2022-72, Cl CB
5.250%, 07/25/2039   4,839    4,858 
FNMA REMIC, Ser 2022-77, Cl CA
5.000%, 04/25/2039   1,261    1,258 
FNMA REMIC, Ser 2023-53, Cl GB
6.000%, 08/25/2044   648    657 
FNMA REMIC, Ser 2024-41, Cl DA
5.500%, 12/25/2051   9,582    9,669 
FNMA REMIC, Ser 2024-70, Cl FA
5.233%, SOFR30A + 1.050%,
10/25/2054(A)		   4,484    4,491 
FNMA REMIC, Ser 2025-3, Cl BA
5.500%, 03/25/2052   2,154    2,179 
FNMA REMIC, Ser 2025-3, Cl DA
5.500%, 04/25/2052   1,957    1,977 
FNMA REMIC, Ser 2025-34, Cl BA
5.000%, 12/25/2051   1,990    1,990 
FNMA, Ser 2019-M21, Cl X1, IO
1.453%, 05/25/2029(A)   9,660    330 
GNMA
6.500%, 12/15/2037 to 02/20/2039   73    77 
6.000%, 02/15/2029 to 06/15/2041   311    322 
5.500%, 01/15/2038 to 02/15/2041   706    734 
5.000%, 09/15/2039 to 04/15/2041   283    291 
4.500%, 09/20/2049   1,024    1,013 
4.000%, 07/15/2041 to 08/15/2041   41    40 
3.500%, 06/20/2046   1,402    1,310 
GNMA, Ser 2003-86, Cl ZD
5.500%, 10/20/2033   1,241    1,247 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040  $967   $190 
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040   456    93 
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039   395    388 
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042   1,384    194 
GNMA, Ser 2012-143, Cl XK
2.000%, 12/16/2027   803    790 
GNMA, Ser 2012-26, Cl GJ
2.500%, 02/20/2027   729    721 
GNMA, Ser 2012-30, Cl AB
2.250%, 03/20/2027   297    293 
GNMA, Ser 2012-34, Cl KA
2.250%, 03/20/2027   315    311 
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040   107    107 
GNMA, Ser 2012-38, Cl GE
2.250%, 03/20/2027   485    479 
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040   38    – 
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042   851    807 
GNMA, Ser 2013-129, Cl AF
4.546%, TSFR1M + 0.514%,
10/20/2039(A)		   2,307    2,296 
GNMA, Ser 2013-136, Cl AB
2.000%, 08/20/2027   312    311 
GNMA, Ser 2013-157, Cl AE
2.500%, 10/16/2028   3,747    3,682 
GNMA, Ser 2013-164, Cl CE
2.000%, 11/16/2028   1,892    1,855 
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040   171    169 
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043   265    35 
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027   51    – 
GNMA, Ser 2014-129, Cl BA
2.000%, 09/20/2029   1,349    1,314 
GNMA, Ser 2014-139, Cl KA
2.000%, 09/20/2029   1,260    1,228 
GNMA, Ser 2014-144, Cl DG
2.000%, 09/16/2029   2,203    2,162 
GNMA, Ser 2014-146, Cl GH
2.000%, 09/20/2029   1,981    1,918 
GNMA, Ser 2014-149, Cl EA
2.000%, 10/20/2029   473    463 
GNMA, Ser 2014-158, Cl A
2.000%, 10/20/2029   1,209    1,176 
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044   111    22 

 

 

18SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)  

October 31, 2025 

Short-Duration Government Fund (Continued)

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2014-55, Cl LB          
2.500%, 10/20/2040  $88   $85 
GNMA, Ser 2014-56, Cl BP          
2.500%, 12/16/2039   628    599 
GNMA, Ser 2015-119, Cl ND          
2.500%, 12/20/2044   1,089    1,045 
GNMA, Ser 2015-126, Cl GI, IO          
3.500%, 02/16/2027   10    – 
GNMA, Ser 2015-126, Cl HI, IO          
4.000%, 12/16/2026   4    – 
GNMA, Ser 2015-132, Cl EI, IO          
6.000%, 09/20/2045   692    136 
GNMA, Ser 2015-165, Cl I, IO          
3.500%, 07/20/2043   483    75 
GNMA, Ser 2015-40, Cl PA          
2.000%, 04/20/2044   290    284 
GNMA, Ser 2016-126, Cl KI, IO          
3.000%, 09/20/2028   63    1 
GNMA, Ser 2016-167, Cl AI, IO          
5.500%, 03/20/2039   632    47 
GNMA, Ser 2016-23, Cl CI, IO          
3.500%, 04/20/2042   264    8 
GNMA, Ser 2016-42, Cl EI, IO          
6.000%, 02/20/2046   631    73 
GNMA, Ser 2016-49, Cl PI, IO          
4.500%, 11/16/2045   950    170 
GNMA, Ser 2016-81, Cl CA          
2.250%, 03/16/2045   962    891 
GNMA, Ser 2016-91, Cl TJ          
2.500%, 07/20/2046   4,728    4,238 
GNMA, Ser 2016-99, Cl LI, IO          
4.000%, 05/20/2029   85    – 
GNMA, Ser 2017-107, Cl JI, IO          
4.000%, 03/20/2047   763    123 
GNMA, Ser 2017-134, Cl BI, IO          
5.000%, 09/16/2047   168    36 
GNMA, Ser 2017-2, Cl AI, IO          
5.000%, 01/16/2047   205    41 
GNMA, Ser 2017-26, Cl IA, IO          
5.500%, 02/16/2047   595    79 
GNMA, Ser 2017-26, Cl IB, IO          
5.500%, 02/20/2047   399    58 
GNMA, Ser 2017-26, Cl KI, IO          
6.000%, 09/20/2040   744    118 
GNMA, Ser 2017-95, Cl PG          
2.500%, 12/20/2045   331    317 
GNMA, Ser 2018-127, Cl PB          
3.000%, 09/20/2047   1,105    1,049 
GNMA, Ser 2018-6, Cl CM          
2.500%, 10/20/2046   3,726    3,471 
GNMA, Ser 2018-72, Cl ID, IO          
4.500%, 08/20/2045   2,005    377 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2019-132, Cl NA          
3.500%, 09/20/2049  $2,162   $2,042 
GNMA, Ser 2019-43, Cl IA, IO          
4.500%, 05/20/2048   1,240    186 
GNMA, Ser 2019-5, Cl JI, IO          
5.000%, 07/16/2044   1,715    265 
GNMA, Ser 2020-17, Cl EI, IO          
5.000%, 02/20/2050   1,469    309 
GNMA, Ser 2020-47, Cl AC          
1.500%, 04/16/2050   3,177    2,597 
GNMA, Ser 2021-215, Cl KA          
2.500%, 10/20/2049   2,648    2,379 
GNMA, Ser 2022-124, Cl HA          
4.000%, 12/20/2048   1,332    1,311 
GNMA, Ser 2022-34, Cl QJ          
3.000%, 02/20/2052   2,238    2,105 
GNMA, Ser 2022-75, Cl DA          
4.000%, 09/20/2047   3,705    3,685 
GNMA, Ser 2022-76, Cl GA          
4.000%, 03/20/2052   4,037    3,969 
GNMA, Ser 2022-87, Cl CA          
2.500%, 09/20/2036   8,748    8,280 
GNMA, Ser 2023-112, Cl NA          
6.000%, 11/20/2052   919    943 
Seasoned Loans Structured Transaction Trust, Ser 2023-1, Cl A12          
3.250%, 10/25/2033(B)   15,840    15,594 
           
Total Mortgage-Backed Securities          
(Cost $430,383) ($ Thousands)        432,928 
           
U.S. TREASURY OBLIGATIONS — 19.7%
U.S. Treasury Notes          
4.375%, 12/15/2026 (C)   6,875    6,923 
3.750%, 04/15/2028   23,775    23,857 
3.625%, 08/31/2027   47,275    47,286 
3.625%, 08/15/2028   11,775    11,783 
1.125%, 10/31/2026   27,275    26,585 
           
Total U.S. Treasury Obligations          
(Cost $116,301) ($ Thousands)        116,434 

 

 

SEI Daily Income Trust 19

 

 

SCHEDULE OF INVESTMENTS (Unaudited)  

October 31, 2025

Short-Duration Government Fund (Concluded)

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
REPURCHASE AGREEMENTS(D) — 3.3%
BNP Paribas
4.140%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $9,703,347 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $8,401,891, 2.000% - 7.500%, 09/01/2025 – 11/01/2055; with a total market value $9,894,000)  $9,700   $9,700 
Deutsche Bank
4.160%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $9,803,397 (collateralized by a U.S. Government obligation, par value $10,318,938, 5.500%, 05/01/2055; with total market value $9,996,000)   9,800    9,800 
           
Total Repurchase Agreements          
(Cost $19,500) ($ Thousands)        19,500 
           
Total Investments in Securities — 96.3%
(Cost $566,184) ($ Thousands)       $568,862 

 

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

 

Type of Contract  Number of Contracts   Expiration Date  Notional Amount (Thousands)   Value (Thousands)   Unrealized Appreciation (Depreciation)(Thousands) 
Long Contracts
U.S. 2-Year Treasury Note   958   Dec-2025  $199,560   $199,496   $(64)
U.S. Long Treasury Bond   2   Dec-2025   228    234    6 
            199,788    199,730    (58)
Short Contracts
U.S. 5-Year Treasury Note   (300)  Dec-2025  $(32,763)  $(32,763)  $– 
U.S. 10-Year Treasury Note   (248)  Dec-2025   (27,850)   (27,942)   (92)
Ultra 10-Year U.S. Treasury Note   (216)  Dec-2025   (24,591)   (24,945)   (354)
            (85,204)   (85,650)   (446)
           $114,584   $114,080   $(504)

 

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

(A)Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)Security, or a portion thereof, exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On October 31, 2025, the value of these securities amounted to $15,594 ($ Thousands), representing 2.6% of the Net Assets of the Fund.
(C)Security, or a portion thereof, has been pledged as collateral on open futures contracts.
(D)Tri-Party Repurchase Agreement.

 

See “Glossary” for abbreviations.

 

 

20SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)  

October 31, 2025 

GNMA Fund

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES — 98.1%
Agency Mortgage-Backed Obligations — 98.1%
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO  
0.727%, 06/25/2027(A)  $1,518   $14 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO  
1.640%, 04/25/2030(A)   558    33 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO  
1.412%, 07/25/2030(A)   683    37 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO  
0.765%, 12/25/2030(A)   1,009    33 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO  
0.470%, 02/25/2036(A)   598    20 
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO  
0.608%, 10/25/2026(A)   1,855    8 
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026   11    – 
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041   21    – 
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028   10    – 
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028   38    1 
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028   44    1 
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028   59    1 
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030   109    6 
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036   84    15 
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047   167    132 
FHLMC Seasoned Credit Risk Transfer Trust,
Ser 2019-3, Cl MT
3.500%, 10/25/2058   159    143 
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033   146    12 
FNMA
8.000%, 03/01/2027 to 09/01/2028   2    2 
6.500%, 09/01/2032   11    11 
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027   2    – 
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040   87    10 
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027   5    – 
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027   34    1 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2012-98, Cl BI, IO  
6.000%, 01/25/2042  $41   $2 
FNMA REMIC, Ser 2014-68, Cl ID, IO  
3.500%, 03/25/2034   118    4 
FNMA REMIC, Ser 2015-21, Cl WI, IO  
1.632%, 04/25/2055(A)   64    3 
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031   1    – 
FNMA REMIC, Ser 2016-71, Cl IN, IO  
3.500%, 10/25/2046   45    8 
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057   79    60 
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057   183    177 
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048   49    45 
FNMA, Ser 2019-M21, Cl X1, IO
1.453%, 05/25/2029(A)   893    31 
FNMA, Ser 2020-M2, Cl X, IO
0.303%, 01/25/2030(A)   726    6 
GNMA
8.000%, 05/15/2027 to 03/15/2032   21    21 
7.500%, 02/15/2027 to 10/15/2035   19    20 
6.500%, 02/15/2027 to 10/15/2038   87    94 
6.000%, 04/15/2028 to 11/15/2034   62    63 
5.500%, 04/15/2037 to 10/20/2055   1,136    1,157 
5.000%, 06/15/2033 to 01/20/2045   652    666 
4.500%, 08/15/2033 to 08/20/2049   1,103    1,101 
4.000%, 03/20/2040 to 09/20/2048   1,001    968 
3.875%, 05/15/2042 to 08/15/2042   520    501 
3.500%, 03/20/2041 to 02/20/2049   1,203    1,113 
3.000%, 11/20/2045 to 12/20/2050   1,147    1,040 
2.500%, 09/20/2045 to 05/20/2051   1,639    1,426 
2.000%, 08/20/2050   866    721 
GNMA TBA
2.000%, 11/15/2055 - 12/15/2055   1,465    1,353 
GNMA TBA
2.500%, 11/15/2055 - 12/15/2055   (1,528)   (1,405)
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040   205    42 
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042   169    24 
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040   25    – 
GNMA, Ser 2013-149, Cl LZ
2.500%, 10/20/2043   53    45 
GNMA, Ser 2013-169, Cl ZK
2.500%, 11/20/2043   59    52 
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043   173    23 
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043(B)   47    43 

 

 

SEI Daily Income Trust 21

 

 

SCHEDULE OF INVESTMENTS (Unaudited)  

October 31, 2025 

GNMA Fund (Continued)

 

Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2014-122, Cl IP, IO          
3.500%, 08/16/2029  $62   $2 
GNMA, Ser 2014-144, Cl BI, IO          
3.000%, 09/16/2029   23    1 
GNMA, Ser 2014-21, Cl DI, IO          
4.000%, 04/16/2026   5    – 
GNMA, Ser 2015-18, Cl IC, IO          
3.500%, 02/16/2030   40    1 
GNMA, Ser 2015-24, Cl CI, IO          
3.500%, 02/20/2045   108    17 
GNMA, Ser 2015-62, Cl CI, IO          
4.500%, 05/20/2045   117    26 
GNMA, Ser 2015-84, Cl IO, IO          
3.500%, 05/16/2042   179    27 
GNMA, Ser 2016-126, Cl KI, IO          
3.000%, 09/20/2028   42    – 
GNMA, Ser 2016-136, Cl PJ          
3.500%, 01/20/2046   357    303 
GNMA, Ser 2016-161, Cl GI, IO          
5.000%, 11/16/2046   80    11 
GNMA, Ser 2016-167, Cl AI, IO          
5.500%, 03/20/2039   164    12 
GNMA, Ser 2016-23, Cl CI, IO          
3.500%, 04/20/2042   172    5 
GNMA, Ser 2016-42, Cl EI, IO          
6.000%, 02/20/2046   168    20 
GNMA, Ser 2016-49, Cl PZ          
3.000%, 11/16/2045   258    193 
GNMA, Ser 2016-99, Cl LI, IO          
4.000%, 05/20/2029   35    – 
GNMA, Ser 2017-107, Cl JI, IO          
4.000%, 03/20/2047   258    42 
GNMA, Ser 2017-130, Cl IO, IO          
4.500%, 02/20/2040   115    20 
Description  Face Amount
(Thousands)		   Market Value
($ Thousands)		 
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047  $76   $16 
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047   80    69 
GNMA, Ser 2017-163, Cl YA
2.500%, 11/20/2047   225    191 
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047   158    101 
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047   132    26 
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048   106    16 
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035   242    11 
           
Total Mortgage-Backed Securities
(Cost $11,909) ($ Thousands)        10,994 
           
REPURCHASE AGREEMENT(C) — 0.9%
BNP Paribas
4.140%, dated 10/31/2025 to be repurchased on 11/03/2025, repurchase price $100,035 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $95,544, 2.400% - 6.000%, 12/01/2033 – 10/01/2055; with a total market value $102,000)   100    100 
Total Repurchase Agreement          
(Cost $100) ($ Thousands)        100 
           
Total Investments in Securities — 99.0%     
(Cost $12,009) ($ Thousands)       $11,094 

 

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

 

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

 

 

22SEI Daily Income Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2025

GNMA Fund (Concluded)

 

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

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

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

(C)Tri-Party Repurchase Agreement.

 

See “Glossary” for abbreviations.

 

 

SEI Daily Income Trust 23

 

 

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

 

Portfolio Abbreviations

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

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

IO — Interest Only — face amount represents notional amount

MTN — Medium Term Note

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

SOFRRATE — Secured Overnight Financing Rate

TBA — To Be Announced

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

 

 

24 SEI Daily Income Trust