Sei Daily Income Trust NPORT-P SDIT Ultra Short Duration Bond Fund (Apr 2020 report)

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 39.0%
Communication Services — 0.4%
Comcast
1.763%, VAR ICE LIBOR USD 3 Month+0.330%, 10/01/2020	$	600	$	601
Fox
3.666%, 01/25/2022		85		88
NBCUniversal Media LLC
2.875%, 01/15/2023		80		84
Sky
3.125%, 11/26/2022 (A)		350		368
ViacomCBS
4.500%, 03/01/2021		205		212
				1,353
Consumer Discretionary — 1.5%
Ford Motor Credit LLC
3.157%, 08/04/2020		600		596
General Motors
2.542%, VAR ICE LIBOR USD 3 Month+0.800%, 08/07/2020		600		596
General Motors Financial
2.170%, VAR ICE LIBOR USD 3 Month+0.850%, 04/09/2021		525		504
Howard University
2.801%, 10/01/2023		380		388
2.638%, 10/01/2021		160		161
Hyundai Capital America
2.292%, VAR ICE LIBOR USD 3 Month+0.940%, 07/08/2021 (A)		450		435
Marriott International
2.180%, VAR ICE LIBOR USD 3 Month+0.600%, 12/01/2020		525		516
1.649%, VAR ICE LIBOR USD 3 Month+0.650%, 03/08/2021		375		364
Nissan Motor Acceptance MTN
1.765%, VAR ICE LIBOR USD 3 Month+0.390%, 09/28/2020 (A)		500		489
VF
2.050%, 04/23/2022		375		379
				4,428
Consumer Staples — 0.5%
Conagra Brands
3.800%, 10/22/2021		325		335
1.848%, VAR ICE LIBOR USD 3 Month+0.750%, 10/22/2020		390		390
Kraft Heinz Foods
2.554%, VAR ICE LIBOR USD 3 Month+0.820%, 08/10/2022		550		530

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mondelez International
2.125%, 04/13/2023	$	80	$	81
				1,336
Energy — 2.7%
Exxon Mobil
1.571%, 04/15/2023		1,495		1,514
MPLX
2.099%, VAR ICE LIBOR USD 3 Month+1.100%, 09/09/2022		1,035		918
1.899%, VAR ICE LIBOR USD 3 Month+0.900%, 09/09/2021		235		221
Occidental Petroleum
2.957%, VAR ICE LIBOR USD 3 Month+1.250%, 08/13/2021		300		279
2.684%, VAR ICE LIBOR USD 3 Month+0.950%, 02/08/2021		300		282
2.600%, 08/13/2021		1,425		1,333
Phillips 66
3.700%, 04/06/2023		285		296
Pioneer Natural Resources
3.450%, 01/15/2021		775		777
Sabine Pass Liquefaction LLC
5.625%, 02/01/2021		240		240
Saudi Arabian Oil MTN
2.750%, 04/16/2022 (A)		1,580		1,591
Schlumberger Finance Canada
2.200%, 11/20/2020 (A)		375		374
Valero Energy
2.700%, 04/15/2023		225		225
				8,050
Financials — 25.1%
ABN AMRO Bank MTN
2.208%, VAR ICE LIBOR USD 3 Month+0.570%, 08/27/2021 (A)		750		746
American Express
2.217%, VAR ICE LIBOR USD 3 Month+0.525%, 05/17/2021		450		448
Aon
2.200%, 11/15/2022		140		143
Assurant
2.482%, VAR ICE LIBOR USD 3 Month+1.250%, 03/26/2021		77		77
Bank of America MTN
5.625%, 07/01/2020		2,065		2,081
2.295%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023		400		399
2.289%, VAR ICE LIBOR USD 3 Month+1.180%, 10/21/2022		625		623
1.866%, VAR ICE LIBOR USD 3 Month+0.650%, 06/25/2022		1,000		987

SEI Daily Income Trust / Quarterly Report / April 30, 2020 1

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of Montreal MTN
1.181%, VAR ICE LIBOR USD 3 Month+0.440%, 06/15/2020	$	1,535	��$	1,535
0.821%, VAR United States Secured Overnight Financing Rate+0.680%, 03/10/2023		1,340		1,291
Bank of New York Mellon MTN
1.950%, 08/23/2022		245		249
Bank of Nova Scotia
1.639%, VAR ICE LIBOR USD 3 Month+0.640%, 03/07/2022		375		372
BAT Capital
2.294%, VAR ICE LIBOR USD 3 Month+0.590%, 08/14/2020		1,600		1,594
BBVA USA
1.498%, VAR ICE LIBOR USD 3 Month+0.730%, 06/11/2021		500		493
BPCE
2.650%, 02/03/2021		450		453
BPCE MTN
2.903%, VAR ICE LIBOR USD 3 Month+1.220%, 05/22/2022 (A)		250		248
Canadian Imperial Bank of Commerce
2.100%, 10/05/2020		1,075		1,081
0.871%, VAR ICE LIBOR USD 3 Month+0.315%, 02/02/2021		1,050		1,048
0.821%, VAR United States Secured Overnight Financing Rate+0.800%, 03/17/2023		500		482
Capital One
2.150%, 09/06/2022		250		249
Capital One Bank USA
2.014%, VAR United States Secured Overnight Financing Rate+0.616%, 01/27/2023		400		396
Capital One Financial
2.473%, VAR ICE LIBOR USD 3 Month+0.760%, 05/12/2020		550		550
Charles Schwab
2.016%, VAR ICE LIBOR USD 3 Month+0.320%, 05/21/2021		360		357
Citibank
2.844%, VAR ICE LIBOR USD 3 Month+0.596%, 05/20/2022		450		456
2.063%, VAR ICE LIBOR USD 3 Month+0.350%, 02/12/2021		300		299
Citigroup
2.650%, 10/26/2020		385		388
0.880%, VAR United States Secured Overnight Financing Rate+0.870%, 11/04/2022		1,720		1,667

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citizens Bank
2.457%, VAR ICE LIBOR USD 3 Month+0.810%, 05/26/2022	$	550	$	541
2.424%, VAR ICE LIBOR USD 3 Month+0.720%, 02/14/2022		550		542
Cooperatieve Rabobank
2.141%, VAR ICE LIBOR USD 3 Month+0.830%, 01/10/2022		800		797
1.421%, VAR ICE LIBOR USD 3 Month+0.430%, 04/26/2021		750		750
Cooperatieve Rabobank UA
3.125%, 04/26/2021		1,150		1,175
Credit Agricole MTN
1.866%, VAR ICE LIBOR USD 3 Month+0.970%, 06/10/2020 (A)		950		950
Credit Suisse NY
2.800%, 04/08/2022		375		384
2.100%, 11/12/2021		645		652
0.460%, VAR United States Secured Overnight Financing Rate+0.450%, 02/04/2022		1,835		1,784
Credit Suisse NY MTN
4.375%, 08/05/2020		450		454
DAE Funding LLC
5.250%, 11/15/2021 (A)		575		526
Danske Bank
5.000%, 01/12/2022 (A)		570		589
3.001%, VAR ICE LIBOR USD 3 Month+1.249%, 09/20/2022 (A)		525		526
Deutsche Bank NY
2.700%, 07/13/2020		375		375
2.281%, VAR ICE LIBOR USD 3 Month+0.970%, 07/13/2020		550		549
Fifth Third Bank
1.010%, VAR ICE LIBOR USD 3 Month+0.250%, 10/30/2020		400		399
Fifth Third Bank MTN
1.800%, 01/30/2023		250		252
Ford Motor Credit LLC
2.645%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		350		309
Goldman Sachs Bank USA NY
3.200%, 06/05/2020		1,450		1,453
Goldman Sachs Group
5.750%, 01/24/2022		725		776
2.862%, VAR ICE LIBOR USD 3 Month+1.170%, 11/15/2021		525		524
2.101%, VAR ICE LIBOR USD 3 Month+1.110%, 04/26/2022		750		746
1.941%, VAR ICE LIBOR USD 3 Month+1.200%, 09/15/2020		1,000		1,001

2 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings PLC
2.292%, VAR ICE LIBOR USD 3 Month+0.600%, 05/18/2021	$	640	$	640
1.434%, VAR ICE LIBOR USD 3 Month+0.650%, 09/11/2021		450		447
HSBC USA
2.750%, 08/07/2020		700		703
ING Groep
2.525%, VAR ICE LIBOR USD 3 Month+1.150%, 03/29/2022		400		396
Inter-American Development Bank
0.368%, VAR United States Secured Overnight Financing Rate+0.260%, 09/16/2022		1,600		1,597
Inter-American Development Bank MTN
1.419%, VAR ICE LIBOR USD 3 Month+0.200%, 07/15/2021		1,685		1,690
Jackson National Life Global Funding
2.250%, 04/29/2021 (A)		325		328
1.248%, VAR ICE LIBOR USD 3 Month+0.480%, 06/11/2021 (A)		1,000		989
JPMorgan Chase
4.500%, 01/24/2022		2,600		2,745
2.550%, 10/29/2020		600		604
KeyBank
2.493%, VAR ICE LIBOR USD 3 Month+0.810%, 11/22/2021		750		746
1.347%, VAR ICE LIBOR USD 3 Month+0.660%, 02/01/2022		1,550		1,535
KeyCorp MTN
2.900%, 09/15/2020		690		694
Manufacturers & Traders Trust
2.302%, VAR ICE LIBOR USD 3 Month+0.610%, 05/18/2022		450		445
1.261%, VAR ICE LIBOR USD 3 Month+0.270%, 01/25/2021		1,000		993
Marsh & McLennan
3.500%, 12/29/2020		115		117
Metropolitan Life Global Funding I
2.400%, 01/08/2021 (A)		795		803
Metropolitan Life Global Funding I MTN
0.583%, VAR United States Secured Overnight Financing Rate+0.570%, 01/13/2023 (A)		550		530
Mizuho Financial Group
2.309%, VAR ICE LIBOR USD 3 Month+0.630%, 05/25/2024		775		735
Morgan Stanley
2.315%, VAR ICE LIBOR USD 3 Month+1.180%, 01/20/2022		475		474
Morgan Stanley MTN
2.750%, 05/19/2022		1,145		1,173

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.711%, VAR United States Secured Overnight Financing Rate+0.700%, 01/20/2023	$	775	$	747
MUFG Union Bank
1.599%, VAR ICE LIBOR USD 3 Month+0.600%, 03/07/2022		950		941
National Australia Bank
1.875%, 12/13/2022		250		254
National Bank of Canada MTN
1.344%, VAR ICE LIBOR USD 3 Month+0.560%, 06/12/2020		750		750
Nationwide Building Society
2.000%, 01/27/2023 (A)		375		377
New York Life Global Funding
1.593%, VAR ICE LIBOR USD 3 Month+0.160%, 10/01/2020 (A)		600		599
Penske Truck Leasing Lp
3.650%, 07/29/2021 (A)		400		405
PNC Bank
2.004%, VAR ICE LIBOR USD 3 Month+0.325%, 02/24/2023		1,600		1,560
1.743%, VAR ICE LIBOR USD 3 Month0.000%, 02/24/2023		550		554
1.429%, VAR ICE LIBOR USD 3 Month+0.430%, 12/09/2022		500		490
Regions Bank
2.207%, VAR ICE LIBOR USD 3 Month+0.500%, 08/13/2021		450		445
Royal Bank of Canada
2.100%, 10/14/2020		510		513
Royal Bank of Canada MTN
1.150%, VAR ICE LIBOR USD 3 Month+0.390%, 04/30/2021		580		579
Santander UK PLC
2.200%, VAR ICE LIBOR USD 3 Month+0.620%, 06/01/2021		525		523
2.100%, 01/13/2023		245		247
Standard Chartered PLC
2.744%, VAR ICE LIBOR USD 3 Month+1.200%, 09/10/2022 (A)		530		531
State Street
2.825%, VAR United States Secured Overnight Financing Rate+2.690%, 03/30/2023 (A)		660		678
Svenska Handelsbanken MTN
2.153%, VAR ICE LIBOR USD 3 Month+0.470%, 05/24/2021		525		523
Toronto-Dominion Bank MTN
1.198%, VAR ICE LIBOR USD 3 Month+0.430%, 06/11/2021		1,600		1,592

SEI Daily Income Trust / Quarterly Report / April 30, 2020 3

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.491%, VAR United States Secured Overnight Financing Rate+0.480%, 01/27/2023	$	1,160	$	1,117
U.S. Bank
0.866%, VAR ICE LIBOR USD 3 Month+0.310%, 02/04/2021		1,250		1,248
UBS
2.450%, 12/01/2020 (A)		1,100		1,106
1.750%, 04/21/2022 (A)		750		753
UniCredit MTN
6.572%, 01/14/2022 (A)		350		361
USAA Capital
1.500%, 05/01/2023 (A)		525		529
Volkswagen Group of America Finance LLC
2.653%, VAR ICE LIBOR USD 3 Month+0.940%, 11/12/2021 (A)		750		726
Wells Fargo
2.500%, 03/04/2021		600		606
2.130%, VAR ICE LIBOR USD 3 Month+1.110%, 01/24/2023		400		398
Wells Fargo MTN
2.600%, 07/22/2020		1,715		1,721
				74,023
Health Care — 3.7%
AbbVie
2.346%, VAR ICE LIBOR USD 3 Month+0.650%, 11/21/2022 (A)		550		539
2.153%, VAR ICE LIBOR USD 3 Month+0.460%, 11/19/2021 (A)		1,245		1,235
Amgen
2.181%, VAR ICE LIBOR USD 3 Month+0.450%, 05/11/2020		450		450
Anthem
2.950%, 12/01/2022		575		597
BayCare Health System
2.460%, 11/15/2020		1,445		1,449
Bayer US Finance II LLC
3.500%, 06/25/2021 (A)		425		433
Becton Dickinson
2.250%, VAR ICE LIBOR USD 3 Month+0.875%, 12/29/2020		281		279
Bristol-Myers Squibb
3.250%, 02/20/2023 (A)		425		453
2.550%, 05/14/2021 (A)		870		884
Cardinal Health
1.511%, VAR ICE LIBOR USD 3 Month+0.770%, 06/15/2022		775		758
Cigna
3.200%, 09/17/2020		1,965		1,978
1.493%, VAR ICE LIBOR USD 3 Month+0.650%, 09/17/2021		375		369

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CVS Health
1.719%, VAR ICE LIBOR USD 3 Month+0.720%, 03/09/2021	$	435	$	434
McKesson
3.650%, 11/30/2020		300		304
Sutter Health
2.286%, 08/15/2053		325		325
UnitedHealth Group
1.289%, VAR ICE LIBOR USD 3 Month+0.070%, 10/15/2020		500		499
				10,986
Industrials — 1.7%
Aviation Capital Group LLC
1.430%, VAR ICE LIBOR USD 3 Month+0.670%, 07/30/2021 (A)		570		523
Cargill
1.375%, 07/23/2023 (A)		300		302
Caterpillar Financial Services MTN
1.279%, VAR ICE LIBOR USD 3 Month+0.280%, 09/07/2021		1,600		1,582
Equifax
2.562%, VAR ICE LIBOR USD 3 Month+0.870%, 08/15/2021		460		454
GE Capital International Funding
2.342%, 11/15/2020		525		526
John Deere Capital MTN
2.350%, 01/08/2021		445		449
Otis Worldwide
2.088%, VAR ICE LIBOR USD 3 Month+0.450%, 04/05/2023 (A)		1,220		1,187
PACCAR Financial MTN
1.994%, VAR ICE LIBOR USD 3 Month+0.260%, 05/10/2021		150		149
				5,172
Information Technology — 1.6%
Broadcom
3.125%, 04/15/2021 (A)		775		780
Hewlett Packard Enterprise
2.093%, VAR ICE LIBOR USD 3 Month+0.720%, 10/05/2021		375		369
1.464%, VAR ICE LIBOR USD 3 Month+0.680%, 03/12/2021		775		768
IBM Credit LLC
2.083%, VAR ICE LIBOR USD 3 Month+0.470%, 11/30/2020		1,140		1,141
International Business Machines
2.850%, 05/13/2022		575		598
Microchip Technology
3.922%, 06/01/2021		525		533

4 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oracle
2.500%, 05/15/2022	$	500	$	514
				4,703
Materials — 0.2%
DuPont de Nemours
3.766%, 11/15/2020		455		460
International Flavors & Fragrances
3.400%, 09/25/2020		245		245
				705
Utilities — 1.6%
Consolidated Edison of New York
1.616%, VAR ICE LIBOR USD 3 Month+0.400%, 06/25/2021		1,730		1,711
Dominion Energy
2.715%, 08/15/2021		130		131
2.450%, 01/15/2023 (A)		550		564
Duke Energy Progress LLC
1.179%, VAR ICE LIBOR USD 3 Month+0.180%, 09/08/2020		540		539
Duquesne Light Holdings
6.400%, 09/15/2020 (A)		1,025		1,040
Florida Power & Light
2.137%, VAR ICE LIBOR USD 3 Month+0.400%, 05/06/2022		900		892
				4,877
Total Corporate Obligations (Cost $116,395) ($ Thousands)				115,633
ASSET-BACKED SECURITIES — 31.8%
Automotive — 13.9%
American Credit Acceptance Receivables Trust,Ser 2019-2, Cl A
2.850%, 07/12/2022 (A)		80		80
American Credit Acceptance Receivables Trust,Ser 2019-3, Cl A
2.440%, 12/12/2022 (A)		303		305
American Credit Acceptance Receivables Trust,Ser 2019-4, Cl A
2.180%, 02/13/2023 (A)		407		404
American Credit Acceptance Receivables Trust,Ser 2020-1, Cl A
1.890%, 04/13/2023 (A)		399		399
Americredit Automobile Receivables Trust,Ser 2018-2, Cl A2A
ARI Fleet Lease Trust,Ser 2017-A, Cl A2
2.860%, 11/18/2021		2		2
1.910%, 04/15/2026 (A)		23		23

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
ARI Fleet Lease Trust,Ser 2020-A, Cl A2
1.770%, 08/15/2028 (A)	$	565	$	561
Canadian Pacer Auto Receivables Trust,Ser 2020-1A, Cl A2A
1.770%, 11/21/2022 (A)		680		680
CarMax Auto Owner Trust,Ser 2019-2, Cl A2A
2.690%, 07/15/2022		243		244
CarMax Auto Owner Trust,Ser 2020-1, Cl A2
1.870%, 04/17/2023		520		523
Carvana Auto Receivables Trust, Ser 2019-4A, Cl A2
2.200%, 07/15/2022 (A)		300		300
Chesapeake Funding II LLC,Ser 2017-2A, Cl A1
1.990%, 05/15/2029 (A)		71		71
Chesapeake Funding II LLC,Ser 2017-3A, Cl A1
1.910%, 08/15/2029 (A)		99		99
Chesapeake Funding II LLC,Ser 2017-3A, Cl A2
1.154%, VAR ICE LIBOR USD 1 Month+0.340%, 08/15/2029 (A)		262		261
Chesapeake Funding II LLC,Ser 2017-4A, Cl A1
2.120%, 11/15/2029 (A)		142		140
Chesapeake Funding II LLC,Ser 2017-4A, Cl A2
1.154%, VAR ICE LIBOR USD 1 Month+0.340%, 11/15/2029 (A)		563		552
Chesapeake Funding II LLC,Ser 2018-1A, Cl A1
3.040%, 04/15/2030 (A)		170		169
Chesapeake Funding II LLC,Ser 2018-2A, Cl A2
1.184%, VAR ICE LIBOR USD 1 Month+0.370%, 08/15/2030 (A)		324		318
Chesapeake Funding II LLC,Ser 2018-3A, Cl A1
3.390%, 01/15/2031 (A)		263		267
Chesapeake Funding II LLC,Ser 2019-2A, Cl A1
1.950%, 09/15/2031 (A)		924		919
CIG Auto Receivables Trust,Ser 2017-1A, Cl A
2.710%, 05/15/2023 (A)		12		12
CPS Auto Receivables Trust,Ser 2018-D, Cl A
3.060%, 01/18/2022 (A)		16		16
CPS Auto Receivables Trust,Ser 2019-A, Cl A
3.180%, 06/15/2022 (A)		94		95
CPS Auto Receivables Trust,Ser 2019-B, Cl A
2.890%, 05/16/2022 (A)		93		93
CPS Auto Receivables Trust,Ser 2019-C, Cl A
2.550%, 09/15/2022 (A)		238		239

SEI Daily Income Trust / Quarterly Report / April 30, 2020 5

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CPS Auto Receivables Trust,Ser 2019-D, Cl A
2.170%, 12/15/2022 (A)	$	281	$	281
CPS Auto Receivables Trust,Ser 2020-A, Cl A
2.090%, 05/15/2023 (A)		354		353
Credit Acceptance Auto Loan Trust, Ser 2017-2A, Cl A
2.550%, 02/17/2026 (A)		70		70
Credit Acceptance Auto Loan Trust, Ser 2017-3A, Cl A
2.650%, 06/15/2026 (A)		107		107
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/2028 (A)		350		347
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/2029 (A)		250		249
Drive Auto Receivables Trust,Ser 2017-3, Cl D
3.530%, 12/15/2023 (A)		703		704
Drive Auto Receivables Trust,Ser 2018-4, Cl B
3.360%, 10/17/2022		5		5
Drive Auto Receivables Trust,Ser 2019-1, Cl A3
3.180%, 10/17/2022		126		127
Drive Auto Receivables Trust,Ser 2019-2, Cl A3
3.040%, 03/15/2023		228		229
Drive Auto Receivables Trust,Ser 2019-4, Cl A3
2.160%, 05/15/2023		375		376
Drive Auto Receivables Trust,Ser 2019-4, Cl B
2.230%, 01/16/2024		595		596
Drive Auto Receivables Trust,Ser 2020-1, Cl A3
2.020%, 11/15/2023		350		351
DT Auto Owner Trust,Ser 2018-3A, Cl A
3.020%, 02/15/2022 (A)		158		158
DT Auto Owner Trust,Ser 2018-3A, Cl B
3.560%, 09/15/2022 (A)		665		671
DT Auto Owner Trust,Ser 2019-1A, Cl A
3.080%, 09/15/2022 (A)		83		83
DT Auto Owner Trust,Ser 2019-3A, Cl A
2.550%, 08/15/2022 (A)		205		205
DT Auto Owner Trust,Ser 2019-4A, Cl A
2.170%, 05/15/2023 (A)		1,161		1,165
DT Auto Owner Trust,Ser 2020-1A, Cl A
1.940%, 09/15/2023 (A)		242		242
Enterprise Fleet Financing LLC,Ser 2017-2, Cl A2
1.970%, 01/20/2023 (A)		9		9

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Enterprise Fleet Financing LLC,Ser 2018-2, Cl A2
3.140%, 02/20/2024 (A)	$	335	$	336
Enterprise Fleet Financing LLC,Ser 2019-1, Cl A2
2.980%, 10/20/2024 (A)		695		696
Enterprise Fleet Financing LLC,Ser 2019-2, Cl A2
2.290%, 02/20/2025 (A)		545		545
Exeter Automobile Receivables Trust,Ser 2019-1A, Cl A
3.200%, 04/15/2022 (A)		38		38
Exeter Automobile Receivables Trust,Ser 2019-2A, Cl A
2.930%, 07/15/2022 (A)		101		102
Exeter Automobile Receivables Trust,Ser 2019-3A, Cl A
2.590%, 09/15/2022 (A)		128		128
Exeter Automobile Receivables Trust,Ser 2019-4A, Cl A
2.180%, 01/17/2023 (A)		399		398
Exeter Automobile Receivables Trust,Ser 2019-4A, Cl B
2.300%, 12/15/2023 (A)		775		765
Exeter Automobile Receivables Trust,Ser 2020-1A, Cl A
2.050%, 06/15/2023 (A)		300		300
First Investors Auto Owner Trust, Ser 2019-1A, Cl A
2.890%, 03/15/2024 (A)		158		158
First Investors Auto Owner Trust, Ser 2019-2A, Cl A
2.210%, 09/16/2024 (A)		434		436
Flagship Credit Auto Trust,Ser 2018-3, Cl A
3.070%, 02/15/2023 (A)		132		133
Flagship Credit Auto Trust,Ser 2018-4, Cl A
3.410%, 05/15/2023 (A)		230		232
Flagship Credit Auto Trust,Ser 2019-1, Cl A
3.110%, 08/15/2023 (A)		232		234
Flagship Credit Auto Trust,Ser 2019-2, Cl A
2.830%, 10/16/2023 (A)		465		467
Flagship Credit Auto Trust,Ser 2019-3, Cl A
2.330%, 02/15/2024 (A)		474		475
Flagship Credit Auto Trust,Ser 2019-4, Cl A
2.170%, 06/17/2024 (A)		437		436
Flagship Credit Auto Trust,Ser 2020-1, Cl A
1.900%, 08/15/2024 (A)		523		521
Ford Credit Auto Lease Trust,Ser 2020-A, Cl A2
1.800%, 07/15/2022		345		346

6 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust,Ser 2015-2, Cl A
2.440%, 01/15/2027 (A)	$	695	$	694
Foursight Capital Automobile Receivables Trust,Ser 2020-1, Cl A2
1.970%, 09/15/2023 (A)		485		483
GLS Auto Receivables Issuer Trust, Ser 2019-1A, Cl A
3.370%, 01/17/2023 (A)		91		92
GLS Auto Receivables Issuer Trust, Ser 2019-2A, Cl A
3.060%, 04/17/2023 (A)		272		272
GLS Auto Receivables Issuer Trust, Ser 2019-3A, Cl A
2.580%, 07/17/2023 (A)		338		337
GLS Auto Receivables Issuer Trust, Ser 2019-4A, Cl A
2.470%, 11/15/2023 (A)		343		342
GLS Auto Receivables Issuer Trust, Ser 2020-1A, Cl A
2.170%, 02/15/2024 (A)		412		407
GLS Auto Receivables Trust,Ser 2018-1A, Cl A
2.820%, 07/15/2022 (A)		110		110
GLS Auto Receivables Trust,Ser 2018-3A, Cl A
3.350%, 08/15/2022 (A)		79		79
GM Financial Automobile Leasing Trust,Ser 2019-3, Cl A3
2.030%, 06/20/2022		475		478
GM Financial Consumer Automobile Receivables Trust,Ser 2018-4, Cl A3
3.210%, 10/16/2023		600		612
GM Financial Consumer Automobile Receivables Trust,Ser 2019-4, Cl A2A
1.840%, 11/16/2022		488		490
Harley-Davidson Motorcycle Trust, Ser 2020-A, Cl A2A
1.830%, 01/17/2023		770		771
Hertz Fleet Lease Funding,Ser 2019-1, Cl A1
1.299%, VAR ICE LIBOR USD 1 Month+0.470%, 01/10/2033 (A)		961		961
Hertz Fleet Lease Funding,Ser 2019-1, Cl A2
2.700%, 01/10/2033 (A)		695		692
Hyundai Auto Receivables Trust,Ser 2020-A, Cl A2
1.510%, 04/17/2023		585		586
Mercedes-Benz Auto Lease Trust, Ser 2020-A, Cl A2
1.820%, 03/15/2022		195		196
Mercedes-Benz Auto Receivables Trust,Ser 2016-1, Cl A4
1.460%, 12/15/2022		457		457

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Mercedes-Benz Master Owner Trust,Ser 2019-AA, Cl A
1.164%, VAR ICE LIBOR USD 1 Month+0.350%, 05/15/2023 (A)	$	955	$	940
NextGear Floorplan Master Owner Trust,Ser 2020-1A, Cl A1
1.614%, VAR ICE LIBOR USD 1 Month+0.800%, 02/18/2025 (A)		1,135		1,064
Nissan Auto Lease Trust,Ser 2019-A, Cl A2
2.710%, 07/15/2021		244		245
Nissan Auto Lease Trust,Ser 2019-B, Cl A2A
2.270%, 10/15/2021		514		516
Nissan Auto Lease Trust,Ser 2020-A, Cl A2A
1.800%, 05/16/2022		450		452
Prestige Auto Receivables Trust,Ser 2019-1A, Cl A2
2.440%, 07/15/2022 (A)		433		434
Santander Drive Auto Receivables Trust,Ser 2016-3, Cl C
2.460%, 03/15/2022		88		88
Santander Drive Auto Receivables Trust,Ser 2019-1, Cl A3
3.000%, 12/15/2022		183		183
Santander Retail Auto Lease Trust,Ser 2019-A, Cl A2
2.720%, 01/20/2022 (A)		306		308
Santander Retail Auto Lease Trust,Ser 2019-C, Cl A2A
1.890%, 09/20/2022 (A)		773		771
Securitized Term Auto Receivables Trust,Ser 2019-1A, Cl A3
2.986%, 02/27/2023 (A)		505		509
Tesla Auto Lease Trust,Ser 2018-B, Cl A
3.710%, 08/20/2021 (A)		817		826
Tesla Auto Lease Trust,Ser 2019-A, Cl A2
2.130%, 04/20/2022 (A)		1,575		1,578
Tidewater Auto Receivables Trust, Ser 2018-AA, Cl A2
3.120%, 07/15/2022 (A)		26		26
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (A)		985		973
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B
1.610%, 03/17/2025 (A)		540		518
Toyota Auto Receivables Owner Trust,Ser 2020-B, Cl A2
1.380%, 12/15/2022		320		321
United Auto Credit Securitization Trust,Ser 2019-1, Cl A
2.820%, 07/12/2021 (A)		124		125

SEI Daily Income Trust / Quarterly Report / April 30, 2020 7

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust,Ser 2017-2A, Cl D
3.280%, 12/15/2022 (A)	$	775	$	783
Westlake Automobile Receivables Trust,Ser 2019-1A, Cl A2A
3.060%, 05/16/2022 (A)		245		246
Westlake Automobile Receivables Trust,Ser 2019-2A, Cl A2B
1.284%, VAR ICE LIBOR USD 1 Month+0.470%, 02/15/2023 (A)		151		150
Westlake Automobile Receivables Trust,Ser 2019-3A, Cl A2
2.150%, 02/15/2023 (A)		480		482
Westlake Automobile Receivables Trust,Ser 2019-3A, Cl B
2.410%, 10/15/2024 (A)		1,075		1,058
World Omni Select Auto Trust,Ser 2018-1A, Cl B
3.680%, 07/15/2023 (A)		320		322
World Omni Select Auto Trust,Ser 2019-A, Cl A2A
2.060%, 08/15/2023		455		456
				41,279
Credit Card — 2.0%
Capital One Multi-Asset Execution Trust,Ser 2017-A4, Cl A4
1.990%, 07/17/2023		1,135		1,140
Capital One Multi-Asset Execution Trust,Ser 2019-A2, Cl A2
1.720%, 08/15/2024		736		751
Evergreen Credit Card Trust,Ser 2019-2, Cl A
1.900%, 09/15/2024 (A)		385		381
Master Credit Card Trust II,Ser 2019-2A, Cl A
1.063%, VAR ICE LIBOR USD 1 Month+0.390%, 01/21/2023 (A)		490		484
Synchrony Card Funding LLC,Ser 2019-A1, Cl A
2.950%, 03/15/2025		1,170		1,180
Synchrony Credit Card Master Note Trust,Ser 2018-1, Cl A
2.970%, 03/15/2024		765		774
Trillium Credit Card Trust II,Ser 2019-1A, Cl A
0.967%, VAR ICE LIBOR USD 1 Month+0.480%, 01/26/2024 (A)		750		743
Trillium Credit Card Trust II,Ser 2020-1A, Cl A
0.857%, VAR ICE LIBOR USD 1 Month+0.370%, 12/26/2024 (A)		700		671
				6,124

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Miscellaneous Business Services — 15.9%
Accredited Mortgage Loan Trust,Ser 2004-4, Cl A1A
1.167%, VAR ICE LIBOR USD 1 Month+0.680%, 01/25/2035	$	73	$	72
Ajax Mortgage Loan Trust,Ser 2017-B, Cl A
3.163%, 09/25/2056 (A)(B)		365		362
Ally Master Owner Trust,Ser 2018-2, Cl A
3.290%, 05/15/2023		600		600
ALM XVII,Ser 2018-17A, Cl A1AR
2.149%, VAR ICE LIBOR USD 3 Month+0.930%, 01/15/2028 (A)		725		710
Apidos CLO XII,Ser 2018-12A, Cl AR
2.299%, VAR ICE LIBOR USD 3 Month+1.080%, 04/15/2031 (A)		600		576
Avant Loans Funding Trust,Ser 2019-A, Cl A
3.480%, 07/15/2022 (A)		123		122
Avant Loans Funding Trust,Ser 2019-B, Cl A
2.720%, 10/15/2026 (A)		385		378
Barings BDC Static CLO,Ser 2019-1A, Cl A1
2.239%, VAR ICE LIBOR USD 3 Month+1.020%, 04/15/2027 (A)		433		423
Barings CLO,Ser 2018-3A, Cl A1
2.085%, VAR ICE LIBOR USD 3 Month+0.950%, 07/20/2029 (A)		372		362
Bayview Opportunity Master Fund IVb Trust,Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		281		282
Carlyle Global Market Strategies,Ser 2018-1A, Cl A1R2
2.105%, VAR ICE LIBOR USD 3 Month+0.970%, 04/17/2031 (A)		649		614
Carlyle Global Market Strategies,Ser 2018-2A, Cl A1R
1.771%, VAR ICE LIBOR USD 3 Month+0.780%, 04/27/2027 (A)		589		575
Cloud Pass-Through Trust,Ser 2019-1A, Cl CLOU
3.554%, 12/05/2022 (A)(B)		596		602
CNH Equipment Trust,Ser 2019-C, Cl A2
1.990%, 03/15/2023		1,980		1,986
Cole Park CLO,Ser 2018-1A, Cl AR
2.185%, VAR ICE LIBOR USD 3 Month+1.050%, 10/20/2028 (A)		750		731
Columbia Cent CLO 27,Ser 2018-27A, Cl A1
2.141%, VAR ICE LIBOR USD 3 Month+1.150%, 10/25/2028 (A)		480		467
Consumer Loan Underlying Bond CLUB Credit Trust,Ser 2020-P1, Cl A
2.260%, 03/15/2028 (A)		705		681

8 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Credit-Based Asset Servicing & Securitization LLC,Ser 2005-CB3, Cl M2
1.417%, VAR ICE LIBOR USD 1 Month+0.930%, 09/25/2034	$	76	$	76
Daimler Trucks Retail Trust,Ser 2019-1, Cl A2
2.770%, 04/15/2021 (A)		85		85
Dell Equipment Finance Trust,Ser 2019-1, Cl A2
2.780%, 08/23/2021 (A)		256		257
DLL LLC,Ser 2019-MT3, Cl A2
2.130%, 01/20/2022 (A)		760		761
Great American Auto Leasing,Ser 2019-1, Cl A2
2.970%, 06/15/2021 (A)		357		358
HPEFS Equipment Trust,Ser 2019-1A, Cl A2
2.190%, 09/20/2029 (A)		1,360		1,361
HPEFS Equipment Trust,Ser 2020-1A, Cl A2
1.730%, 02/20/2030 (A)		322		321
John Deere Owner Trust,Ser 2019-B, Cl A2
2.280%, 05/16/2022		586		587
KKR CLO 21,Ser 2018-21, Cl A
2.219%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (A)		465		445
Kubota Credit Owner Trust,Ser 2020-1A, Cl A1
1.500%, 05/17/2021 (A)		235		235
Madison Park Funding XII,Ser 2017-12A, Cl AR
2.395%, VAR ICE LIBOR USD 3 Month+1.260%, 07/20/2026 (A)		72		72
Magnetite VII,Ser 2018-7A, Cl A1R2
2.019%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (A)		800		778
Magnetite VIII,Ser 2018-8A, Cl AR2
2.199%, VAR ICE LIBOR USD 3 Month+0.980%, 04/15/2031 (A)		685		661
Marlette Funding Trust,Ser 2018-4A, Cl A
3.710%, 12/15/2028 (A)		120		119
Marlette Funding Trust,Ser 2019-1A, Cl A
3.440%, 04/16/2029		494		486
Marlette Funding Trust,Ser 2019-2A, Cl A
3.130%, 07/16/2029 (A)		272		266
Marlette Funding Trust,Ser 2019-3A, Cl A
2.690%, 09/17/2029 (A)		372		367
Marlette Funding Trust,Ser 2019-4A, Cl A
2.390%, 12/17/2029 (A)		511		499
Marlette Funding Trust,Ser 2020-1A, Cl A
2.240%, 03/15/2030 (A)		177		175
Mill City Mortgage Loan Trust,Ser 2015-2, Cl A2
3.000%, 09/25/2057 (A)(B)		330		331

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust,Ser 2017-3, Cl A1
2.750%, 01/25/2061 (A)(B)	$	310	$	313
Mill City Mortgage Loan Trust,Ser 2018-1, Cl A1
3.250%, 05/25/2062 (A)(B)		165		169
MMAF Equipment Finance LLC,Ser 2017-AA, Cl A3
2.040%, 02/16/2022 (A)		103		103
MMAF Equipment Finance LLC,Ser 2019-B, Cl A2
2.070%, 10/12/2022 (A)		280		281
Nationstar HECM Loan Trust,Ser 2018-2A, Cl A
3.188%, 07/25/2028 (A)(B)		29		29
Nationstar HECM Loan Trust,Ser 2019-1A, Cl A
2.651%, 06/25/2029 (A)(B)		105		105
Nationstar HECM Loan Trust,Ser 2019-2A, Cl A
2.272%, 11/25/2029 (A)(B)		223		222
Navient Private Education Refi Loan Trust,Ser 2019-FA, Cl A1
2.180%, 08/15/2068 (A)		1,135		1,138
Navient Private Education Refi Loan Trust,Ser 2020-BA, Cl A1
1.800%, 01/15/2069 (A)		872		872
Navient Student Loan Trust,Ser 2018-1A, Cl A2
0.837%, VAR ICE LIBOR USD 1 Month+0.350%, 03/25/2067 (A)		442		437
Navient Student Loan Trust,Ser 2019-2A, Cl A1
0.757%, VAR ICE LIBOR USD 1 Month+0.270%, 02/27/2068 (A)		290		288
Navistar Financial Dealer Note Master Owner Trust II,Ser 2019-1, Cl A
1.127%, VAR ICE LIBOR USD 1 Month+0.640%, 05/25/2024 (A)		1,100		1,077
New Residential Advance Receivables Trust Advance Receivables Backed Notes,Ser 2019-T5, Cl AT5
2.425%, 10/15/2051 (A)		400		395
New Residential Mortgage LLC, Ser 2018-FNT1, Cl A
3.610%, 05/25/2023 (A)		420		417
New Residential Mortgage LLC, Ser 2018-FNT2, Cl A
3.790%, 07/25/2054		248		238

SEI Daily Income Trust / Quarterly Report / April 30, 2020 9

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
NextGear Floorplan Master Owner Trust,Ser 2017-2A, Cl A1
1.494%, VAR ICE LIBOR USD 1 Month+0.680%, 10/17/2022 (A)	$	935	$	924
NextGear Floorplan Master Owner Trust,Ser 2019-1A, Cl A1
1.464%, VAR ICE LIBOR USD 1 Month+0.650%, 02/15/2024 (A)		770		732
Nissan Master Owner Trust Receivables,Ser 2019-A, Cl A
1.374%, VAR ICE LIBOR USD 1 Month+0.560%, 02/15/2024		580		565
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS1, Cl A
3.193%, 01/25/2023 (A)		197		198
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS2, Cl A
3.265%, 02/25/2023 (A)		96		96
NYCTL Trust,Ser 2018-A, Cl A
3.220%, 11/10/2031 (A)		284		285
NYCTL Trust,Ser 2019-A, Cl A
2.190%, 11/10/2032 (A)		374		374
Ocean Trails CLO IV,Ser 2017-4A, Cl AR
2.607%, VAR ICE LIBOR USD 3 Month+0.900%, 08/13/2025 (A)		100		100
OCP CLO,Ser 2017-8A, Cl A1R
1.985%, VAR ICE LIBOR USD 3 Month+0.850%, 04/17/2027 (A)		192		188
OnDeck Asset Securitization Trust II LLC,Ser 2019-1A, Cl A
2.650%, 11/18/2024 (A)		515		516
OneMain Financial Issuance Trust, Ser 2016-1A, Cl B
4.570%, 02/20/2029		154		154
Onemain Financial Issuance Trust, Ser 2018-1A, Cl A
3.300%, 03/14/2029 (A)		265		259
OneMain Financial Issuance Trust, Ser 2019-1A, Cl A
3.480%, 02/14/2031 (A)		550		554
OZLM VII,Ser 2018-7RA, Cl A1R
2.145%, VAR ICE LIBOR USD 3 Month+1.010%, 07/17/2029 (A)		585		564
OZLM XII,Ser 2018-12A, Cl A1R
1.810%, VAR ICE LIBOR USD 3 Month+1.050%, 04/30/2027 (A)		400		391
PFS Financing,Ser 2017-BA, Cl A2
2.220%, 07/15/2022 (A)		400		400
PRPM,Ser 2018-1A, Cl A1
3.750%, 04/25/2023 (A)(B)		165		157

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Regional Management Issuance Trust,Ser 2018-1, Cl A
3.830%, 07/15/2027 (A)	$	290	$	282
Regional Management Issuance Trust,Ser 2019-1, Cl A
3.050%, 11/15/2028 (A)		115		106
RMF Buyout Issuance Trust,Ser 2019-1, Cl A
2.475%, 07/25/2029 (A)(B)		262		261
Shackleton,Ser 2018-6RA, Cl A
2.155%, VAR ICE LIBOR USD 3 Month+1.020%, 07/17/2028 (A)		491		479
SLM Student Loan Trust,Ser 2007-6, Cl A4
1.371%, VAR ICE LIBOR USD 3 Month+0.380%, 10/25/2024		405		402
SMB Private Education Loan Trust, Ser 2020-A, Cl A1
1.114%, VAR ICE LIBOR USD 1 Month+0.300%, 03/15/2027 (A)		917		906
SoFi Consumer Loan Program,Ser 2016-2, Cl A
3.090%, 10/27/2025 (A)		61		60
SoFi Consumer Loan Program,Ser 2016-3, Cl A
3.050%, 12/26/2025 (A)		63		62
SoFi Consumer Loan Program,Ser 2017-1, Cl A
3.280%, 01/26/2026 (A)		110		110
SoFi Consumer Loan Program,Ser 2019-1, Cl A
3.240%, 02/25/2028 (A)		730		732
SoFi Consumer Loan Program,Ser 2019-2, Cl A
3.010%, 04/25/2028 (A)		387		388
SoFi Consumer Loan Program,Ser 2019-3, Cl A
2.900%, 05/25/2028 (A)		933		929
SoFi Consumer Loan Program,Ser 2019-4, Cl A
2.450%, 08/25/2028 (A)		1,462		1,451
SoFi Consumer Loan Program,Ser 2020-1, Cl A
2.020%, 01/25/2029 (A)		956		932
SoFi Professional Loan Program,Ser 2020-A, Cl A1FX
2.060%, 05/15/2046 (A)		1,416		1,413
Springleaf Funding Trust,Ser 2016-AA, Cl A
2.900%, 11/15/2029 (A)		83		83
Symphony CLO XIV,Ser 2019-14A, Cl AR
2.261%, VAR ICE LIBOR USD 3 Month+0.950%, 07/14/2026 (A)		690		676

10 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2015-2, Cl 2A11
3.000%, 11/25/2057 (A)(B)	$	129	$	129
Towd Point Mortgage Trust, Ser 2015-4, Cl A1B
2.750%, 04/25/2055 (A)(B)		39		39
Towd Point Mortgage Trust, Ser 2015-5, Cl A1B
2.750%, 05/25/2055 (A)(B)		43		43
Towd Point Mortgage Trust, Ser 2016-1, Cl A1B
2.750%, 02/25/2055 (A)(B)		39		39
Towd Point Mortgage Trust, Ser 2016-3, Cl A1
2.250%, 04/25/2056 (A)(B)		104		104
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (A)(B)		176		175
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056 (A)(B)		896		900
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057 (A)(B)		749		751
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (A)(B)		189		191
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
1.087%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (A)		502		489
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (A)(B)		178		180
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058 (A)(B)		121		123
Transportation Finance Equipment Trust,
Ser 2019-1, Cl A2 1.900%, 01/24/2022 (A)		1,580		1,579
Treman Park CLO, Ser 2018-1A, Cl ARR
2.205%, VAR ICE LIBOR USD 3 Month+1.070%, 10/20/2028 (A)		550		536
Tryon Park CLO, Ser 2018-1A, Cl A1SR
2.109%, VAR ICE LIBOR USD 3 Month+0.890%, 04/15/2029 (A)		660		639
Verizon Owner Trust, Ser 2017-2A, Cl B
2.220%, 12/20/2021 (A)		190		191
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		550		556
VOLT LXIV LLC, Ser 2017-NP11, Cl A1
3.375%, 10/25/2047 (A)		161		149
Voya CLO, Ser 2017-3A, Cl A1R
1.711%, VAR ICE LIBOR USD 3 Month+0.720%, 07/25/2026 (A)		208		205

Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Z Capital Credit Partners CLO, Ser 2018-1A, Cl A1R
2.126%, VAR ICE LIBOR USD 3 Month+0.950%, 07/16/2027 (A)	$	492	$	480
				47,094
Total Asset-Backed Securities (Cost $95,243) ($ Thousands)				94,497
MORTGAGE-BACKED SECURITIES — 16.9%
Agency Mortgage-Backed Obligations — 6.3%
FHLMC
4.214%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.019%, 02/01/2030		11		11
4.033%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.922%, 02/01/2022		2		2
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl A2
2.968%, 10/25/2021		420		432
FHLMC Multifamily Structured Pass-Through Certificates, Ser K020, Cl A1
1.573%, 01/25/2022		87		87
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1
2.592%, 04/25/2023		1,087		1,116
FHLMC Multifamily Structured Pass-Through Certificates, Ser KI03, Cl A
1.243%, VAR ICE LIBOR USD 1 Month+0.250%, 02/25/2023		111		111
FHLMC REMIC, Ser 2010-3714, Cl TW
4.000%, 07/15/2020		73		74
FHLMC REMIC, Ser 2010-3745, Cl GP
4.000%, 06/15/2039		378		387
FHLMC REMIC, Ser 2011-3896, Cl PA
4.000%, 03/15/2040		121		125
FHLMC REMIC, Ser 2011-3903, Cl QC
2.250%, 03/15/2041		162		165
FHLMC REMIC, Ser 2013-4206, Cl CA
3.000%, 05/15/2037		501		508
FHLMC REMIC, Ser 2014-4297, Cl CA
3.000%, 12/15/2030		631		649
FHLMC REMIC, Ser 2014-4323, Cl GA
3.000%, 06/15/2040		311		319
FHLMC REMIC, Ser 2014-4323, Cl CA
4.000%, 03/15/2040		105		109
FHLMC REMIC, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		767		789
FHLMC REMIC, Ser 2014-4385, Cl Q
3.000%, 07/15/2039		935		957

SEI Daily Income Trust / Quarterly Report / April 30, 2020 11

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2014-4387, Cl DA
3.000%, 01/15/2032	$	544	$	564
FHLMC REMIC, Ser 2014-4390, Cl NC
3.000%, 05/15/2039		437		447
FNMA
6.000%, 01/01/2027		9		10
5.500%, 12/01/2023 to 12/01/2024		246		257
5.000%, 03/01/2025 (C)		98		103
5.000%, 02/01/2023 to 03/01/2025		38		40
4.334%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.088%, 05/01/2028		1		1
3.813%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.120%, 11/01/2025		1		1
3.774%, VAR ICE LIBOR USD 6 Month+1.834%, 09/01/2024		12		12
3.715%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.215%, 01/01/2029		4		4
3.678%, VAR ICE LIBOR USD 6 Month+1.772%, 09/01/2024		5		5
3.000%, 12/01/2030		969		1,025
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/2023		6		6
FNMA REMIC, Ser 2001-33, Cl FA
0.937%, VAR ICE LIBOR USD 1 Month+0.450%, 07/25/2031		4		4
FNMA REMIC, Ser 2002-64, Cl FG
0.968%, VAR ICE LIBOR USD 1 Month+0.250%, 10/18/2032		1		1
FNMA REMIC, Ser 2011-18, Cl LA
4.000%, 08/25/2039		140		144
FNMA REMIC, Ser 2011-24, Cl PC
4.000%, 10/25/2039		220		223
FNMA REMIC, Ser 2011-87, Cl JA
3.000%, 06/25/2040		573		588
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		431		436
FNMA REMIC, Ser 2012-6, Cl E
3.000%, 05/25/2037		806		818
FNMA REMIC, Ser 2012-63, Cl FE
0.887%, VAR ICE LIBOR USD 1 Month+0.400%, 06/25/2038		120		120
FNMA REMIC, Ser 2013-100, Cl CA
4.000%, 03/25/2039		117		120
FNMA REMIC, Ser 2013-97, Cl KA
3.000%, 11/25/2031		89		93
FNMA REMIC, Ser 2014-39, Cl AB
3.000%, 09/25/2039		149		150
FNMA REMIC, Ser 2015-46, Cl BA
3.000%, 05/25/2041		531		547

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2012-M4, Cl 1A2
2.976%, 04/25/2022 (B)	$	169	$	173
FNMA, Ser 2012-M9, Cl A2
2.482%, 04/25/2022		187		191
FNMA, Ser 2017-M13, Cl FA
2.058%, VAR ICE LIBOR USD 1 Month+0.400%, 10/25/2024		169		168
FREMF Mortgage Trust, Ser 2011-K12, Cl B
4.487%, 01/25/2046 (A)(B)		920		927
GNMA, Ser 2010-151, Cl KA
3.000%, 09/16/2039		101		104
GNMA, Ser 2010-81, Cl PM
3.750%, 04/20/2039		229		231
GNMA, Ser 2012-7, Cl MD
3.500%, 11/20/2038		598		606
GNMA, Ser 2013-124, Cl CP
2.500%, 06/20/2041		204		207
GNMA, Ser 2013-190, Cl GA
2.500%, 11/20/2038		1,236		1,278
GNMA, Ser 2015-119, Cl TG
1.800%, 05/20/2041		1,467		1,492
GNMA, Ser 2015-56, Cl LB
1.500%, 04/16/2040		921		935
NCUA Guaranteed Notes, Ser 2010-R1, Cl 1A
1.432%, VAR ICE LIBOR USD 1 Month+0.450%, 10/07/2020		703		701
				18,573
Non-Agency Mortgage-Backed Obligations — 10.6%
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (A)(B)		641		660
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049 (A)(B)		452		455
Angel Oak Mortgage Trust LLC, Ser 2017-1, Cl A1
2.810%, 01/25/2047 (A)(B)		11		11
Angel Oak Mortgage Trust LLC, Ser 2017-2, Cl A1
2.478%, 07/25/2047 (A)(B)		75		75
Angel Oak Mortgage Trust LLC, Ser 2017-3, Cl A1
2.708%, 11/25/2047 (A)(B)		45		45
Angel Oak Mortgage Trust LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048 (A)(B)		174		174
Angel Oak Mortgage Trust LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048 (A)(B)		445		449
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1
2.466%, 12/25/2059 (A)(B)		161		162

12 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048 (A)(B)	$	375	$	372
BAMLL Commercial Mortgage Securities Trust, Ser 2018-DSNY, Cl A
1.664%, VAR ICE LIBOR USD 1 Month+0.850%, 09/15/2034 (A)		750		684
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
4.449%, 07/25/2035 (B)		63		56
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
3.897%, 11/25/2035 (B)		8		7
BBCMS Mortgage Trust, Ser 2017-DELC, Cl A
1.664%, VAR ICE LIBOR USD 1 Month+0.850%, 08/15/2036 (A)		800		739
Bear Stearns ARM Trust,Ser 2005-3, Cl 2A1
4.048%, 06/25/2035 (B)		35		32
Bear Stearns ARM Trust,Ser 2005-6, Cl 3A1
4.239%, 08/25/2035 (B)		71		66
Bunker Hill Loan Depositary Trust, Ser 2019-1, Cl A2
3.817%, 10/26/2048 (A)		651		655
Bunker Hill Loan Depositary Trust, Ser 2019-1, Cl A1
3.613%, 10/26/2048 (A)		145		146
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033 (A)		292		296
BX Commercial Mortgage Trust, Ser 2018-IND, Cl A
1.564%, VAR ICE LIBOR USD 1 Month+0.750%, 11/15/2035 (A)		192		186
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
1.734%, VAR ICE LIBOR USD 1 Month+0.920%, 10/15/2036 (A)		669		652
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B
1.894%, VAR ICE LIBOR USD 1 Month+1.080%, 10/15/2036 (A)		420		408
CGDBB Commercial Mortgage Trust, Ser 2017-BIOC, Cl A
1.604%, VAR ICE LIBOR USD 1 Month+0.790%, 07/15/2032 (A)		411		399
CHC Commercial Mortgage Trust, Ser 2019-CHC, Cl A
1.934%, VAR ICE LIBOR USD 1 Month+1.120%, 06/15/2034 (A)		845		761
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057 (A)(B)		387		383

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2019-SST2, Cl A
1.734%, VAR ICE LIBOR USD 1 Month+0.920%, 12/15/2036 (A)	$	775	$	747
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
4.630%, 09/25/2034 (B)		11		10
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
3.974%, 03/25/2036 (B)		56		47
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1
3.500%, 02/25/2058 (A)(B)		274		281
Citigroup Mortgage Loan Trust, Ser 2019-IMC1, Cl A1
2.720%, 07/25/2049 (A)(B)		160		158
COLT Mortgage Loan Trust, Ser 2018-2, Cl A1
3.470%, 07/27/2048 (A)(B)		158		159
COLT Mortgage Loan Trust, Ser 2018-3, Cl A1
3.692%, 10/26/2048 (A)(B)		418		422
COLT Mortgage Loan Trust, Ser 2018-4, Cl A1
4.006%, 12/28/2048 (B)		312		313
COLT Mortgage Loan Trust, Ser 2019-1, Cl A1
3.705%, 03/25/2049 (A)(B)		124		125
COLT Mortgage Loan Trust, Ser 2019-3, Cl A1
2.764%, 08/25/2049 (A)(B)		134		133
COLT Mortgage Loan Trust, Ser 2020-1, Cl A1
2.488%, 02/25/2050 (B)		478		478
COMM Mortgage Trust, Ser 2015-CR27, Cl A2
2.223%, 10/10/2048		580		580
COMM Mortgage Trust, Ser 2014-LC17, Cl A2
3.164%, 10/10/2047		38		38
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		20		20
COMM Mortgage Trust, Ser 2015-CR23, Cl A2
2.852%, 05/10/2048		380		380
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR22, Cl A2
2.856%, 03/10/2048		200		200
Countrywide Home Loans, Ser 2004-29, Cl 1A1
1.027%, VAR ICE LIBOR USD 1 Month+0.540%, 02/25/2035		12		10
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
1.794%, VAR ICE LIBOR USD 1 Month+0.980%, 05/15/2036 (A)		475		462
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B
2.044%, VAR ICE LIBOR USD 1 Month+1.230%, 05/15/2036 (A)		925		888

SEI Daily Income Trust / Quarterly Report / April 30, 2020 13

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Deephaven Residential Mortgage Trust, Ser 2017-1A, Cl A1
2.725%, 12/26/2046 (A)(B)	$	22	$	22
Deephaven Residential Mortgage Trust, Ser 2017-2A, Cl A1
2.453%, 06/25/2047 (A)(B)		58		57
Deephaven Residential Mortgage Trust, Ser 2017-3A, Cl A1
2.577%, 10/25/2047 (A)(B)		54		54
Deephaven Residential Mortgage Trust, Ser 2018-1A, Cl A1
2.976%, 12/25/2057 (A)(B)		76		76
Deephaven Residential Mortgage Trust, Ser 2018-2A, Cl A1
3.479%, 04/25/2058 (A)(B)		225		226
Deephaven Residential Mortgage Trust, Ser 2018-3A, Cl A1
3.789%, 08/25/2058 (A)(B)		285		285
Deephaven Residential Mortgage Trust, Ser 2019-3A, Cl A1
2.964%, 07/25/2059 (A)(B)		396		395
Deephaven Residential Mortgage Trust, Ser 2019-4A, Cl A1
2.791%, 10/25/2059 (A)(B)		616		614
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059 (A)(B)		103		101
FDIC Guaranteed Notes Trust, Ser 2010-S4, Cl A
2.097%, VAR ICE LIBOR USD 1 Month+0.720%, 12/04/2020 (A)		515		512
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN2, Cl M2
2.137%, VAR ICE LIBOR USD 1 Month+1.650%, 04/25/2024		25		24
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M2
3.337%, VAR ICE LIBOR USD 1 Month+2.850%, 04/25/2028		300		294
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ1, Cl M3
4.287%, VAR ICE LIBOR USD 1 Month+3.800%, 03/25/2025		310		282
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQA2, Cl M2
3.287%, VAR ICE LIBOR USD 1 Month+2.800%, 05/25/2028		172		171
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA1, Cl M2
3.387%, VAR ICE LIBOR USD 1 Month+2.900%, 07/25/2028		45		45

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2018-SPI2, Cl M1
3.811%, 05/25/2048 (A)(B)	$	148	$	147
Finance of America Structured Securities Trust, Ser 2019-HB1, Cl A
3.279%, 04/25/2029 (A)(B)		145		145
Flagstar Mortgage Trust, Ser 2018-5, Cl A7
4.000%, 09/25/2048 (A)(B)		114		114
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
6.387%, VAR ICE LIBOR USD 1 Month+5.900%, 10/25/2028		731		751
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2
1.337%, VAR ICE LIBOR USD 1 Month+0.850%, 10/25/2030		641		608
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.894%, 11/19/2035 (B)		97		83
GS Mortgage Securities Trust, Ser 2010-C2, Cl A1
3.849%, 12/10/2043		45		45
GS Mortgage Securities Trust, Ser 2012-ALOH, Cl A
3.551%, 04/10/2034 (A)		1,500		1,514
GS Mortgage Securities Trust, Ser 2015-GC30, Cl A2
2.726%, 05/10/2050		2		2
GS Mortgage Securities Trust, Ser 2017-500K, Cl A
1.514%, VAR ICE LIBOR USD 1 Month+0.700%, 07/15/2032 (A)		415		403
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
4.457%, 07/25/2035 (B)		105		76
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
3.812%, 05/25/2037 (B)		96		72
Impac CMB Trust, Ser 2004-9, Cl 1A1
1.247%, VAR ICE LIBOR USD 1 Month+0.760%, 01/25/2035		25		24
Impac CMB Trust, Ser 2005-2, Cl 1A1
1.007%, VAR ICE LIBOR USD 1 Month+0.520%, 04/25/2035		32		29
Impac CMB Trust, Ser 2005-3, Cl A1
0.967%, VAR ICE LIBOR USD 1 Month+0.480%, 08/25/2035		31		28
Impac CMB Trust, Ser 2005-5, Cl A1
1.127%, VAR ICE LIBOR USD 1 Month+0.640%, 08/25/2035		25		23

14 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Impac CMB Trust, Ser 2005-8, Cl 1A
1.007%, VAR ICE LIBOR USD 1 Month+0.520%, 02/25/2036	$	84	$	75
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C29, Cl A2
2.921%, 05/15/2048		329		329
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-UES, Cl A
2.933%, 09/05/2032 (A)		150		149
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
4.192%, 08/25/2035 (B)		35		33
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
3.832%, 05/25/2037 (B)		57		48
JPMorgan Mortgage Trust, Ser 2014-1, Cl 2A5
3.500%, 01/25/2044 (A)(B)		197		197
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
1.697%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2046 (A)		270		255
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
1.614%, VAR ICE LIBOR USD 1 Month+0.800%, 05/15/2036 (A)		190		181
LSTAR Securities Investment, Ser 2019-4, Cl A1
2.485%, VAR ICE LIBOR USD 1 Month+1.500%, 05/01/2024 (A)		453		421
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
4.112%, 06/25/2037 (B)		86		65
Merrill Lynch Mortgage Investors Trust, Ser 2005-A3, Cl A1
0.757%, VAR ICE LIBOR USD 1 Month+0.270%, 04/25/2035		4		4
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (A)(B)		150		152
MFRA Trust, Ser 2017-RPL1, Cl A1
2.588%, 02/25/2057 (A)(B)		83		78
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C14, Cl A3
3.669%, 02/15/2047		315		317
Morgan Stanley Capital I Trust, Ser 2012-STAR, Cl A1
2.084%, 08/05/2034 (A)		67		66
Morgan Stanley Capital I Trust, Ser 2014-MP, Cl A
3.469%, 08/11/2033 (A)		590		603
MortgageIT Trust, Ser 2005-5, Cl A1
1.007%, VAR ICE LIBOR USD 1 Month+0.520%, 12/25/2035		86		78

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10
2.060%, 01/15/2022	$	166	$	170
MTRO Commercial Mortgage Trust, Ser 2019-TECH, Cl A
1.714%, VAR ICE LIBOR USD 1 Month+0.900%, 12/15/2033 (A)		520		488
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057 (A)(B)		206		216
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057 (A)(B)		459		480
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
4.000%, 09/25/2057 (A)(B)		238		246
OBX Trust, Ser 2018-1, Cl A2
1.137%, VAR ICE LIBOR USD 1 Month+0.650%, 06/25/2057 (A)		42		40
OBX Trust, Ser 2018-EXP2, Cl 2A1A
1.237%, VAR ICE LIBOR USD 1 Month+0.750%, 07/25/2058 (A)		383		377
OBX Trust, Ser 2019-INV1, Cl A8
4.000%, 11/25/2048 (A)(B)		224		226
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C
1.912%, VAR ICE LIBOR USD 3 Month+0.220%, 11/15/2038 (A)		78		70
Paragon Mortgages No. 15 PLC, Ser 2007-15A, Cl A2C
0.961%, VAR ICE LIBOR USD 3 Month+0.220%, 12/15/2039 (A)		177		163
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 02/25/2024 (A)(B)		206		203
RFMSI Trust, Ser 2007-SA3, Cl 2A1
5.184%, 07/27/2037 (B)		80		65
RMF Buyout Issuance Trust, Ser 2020-1, Cl A
2.158%, 02/25/2030 (A)(B)		320		319
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
1.258%, VAR ICE LIBOR USD 1 Month+0.540%, 01/20/2035		9		8
Sequoia Mortgage Trust, Ser 2017-CH2, Cl A10
4.000%, 12/25/2047 (A)(B)		482		487
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A11
4.000%, 08/25/2048 (A)(B)		43		43
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048 (A)(B)		222		230

SEI Daily Income Trust / Quarterly Report / April 30, 2020 15

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
SG Residential Mortgage Trust, Ser 2018-1, Cl A1
3.425%, 04/27/2048 (A)(B)	$	113	$	111
Spruce Hill Mortgage Loan Trust, Ser 2019-SH1, Cl A1
3.395%, 04/29/2049 (A)(B)		237		237
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (A)(B)		422		418
Verus Securitization Trust, Ser 2018-2, Cl A1
3.677%, 06/01/2058 (A)(B)		266		267
Verus Securitization Trust, Ser 2019-2, Cl A1
3.211%, 05/25/2059 (A)(B)		273		274
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060 (A)(B)		248		251
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
3.705%, 03/25/2036 (B)		105		92
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS
3.539%, 10/15/2045		450		457
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		511		515
Wells Fargo Commercial Mortgage Trust, Ser 2017-RC1, Cl A2
3.118%, 01/15/2060		570		580
Wells Fargo Mortgage-Backed Securities Trust, Ser 2019-2, Cl A3
4.000%, 04/25/2049 (A)(B)		120		120
WFRBS Commercial Mortgage Trust, Ser 2013-UBS1, Cl A2
2.927%, 03/15/2046		6		6
WinWater Mortgage Loan Trust, Ser 2015-5, Cl A5
3.500%, 08/20/2045 (A)(B)		770		772
				31,528
Total Mortgage-Backed Securities (Cost $50,643) ($ Thousands)				50,101
U.S. TREASURY OBLIGATIONS — 4.0%
U.S. Treasury Notes
1.750%, 09/30/2022		3,150		3,266
1.375%, 08/31/2020 (C)		2,150		2,159
1.250%, 10/31/2021		4,220		4,287
0.259%, VAR US Treasury 3 Month Bill Money Market Yield+0.139%, 04/30/2021 (B)		1,000		1,001

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.235%, VAR US Treasury 3 Month Bill Money Market Yield+0.115%, 01/31/2021 (B)	$	1,050	$	1,051
Total U.S. Treasury Obligations (Cost $11,614) ($ Thousands)				11,764
MUNICIPAL BONDS — 3.8%
California — 0.8%
Bay Area, Toll Authority, RB
2.075%, 04/01/2021		1,615		1,625
California State, GO Callable 10/01/2021 @ 100
1.773%, 04/01/2047 (B)		775		775
				2,400
Colorado — 0.2%
Colorado, Housing & Finance Authority, RB Callable 04/30/2020 @ 100
0.600%, 10/01/2051 (B)		730		730
New Jersey — 0.4%
Atlantic County, Improvement Authority, RB
3.250%, 06/17/2020		610		611
Jersey City, Ser A, GO
1.908%, 09/01/2020		505		506
				1,117
New York — 0.9%
New York City, Transitional Finance Authority Future Tax Secured Revenue, RB
4.325%, 11/01/2021		1,250		1,299
Port Authority of New York & New Jersey, Ser 208, RB
2.667%, 09/15/2021		1,510		1,524
				2,823
North Dakota — 0.3%
North Dakota, Housing Finance Agency, RB Callable 04/30/2020 @ 100
0.500%, 01/01/2047 (B)		745		745
Texas — 1.2%
Central Texas, Turnpike System, Ser B, RB
1.980%, 08/15/2042 (B)		245		242
Dallas, Ser A, RB
1.837%, 11/01/2020		1,610		1,611

16 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Grand Parkway Transportation, RB
1.531%, 10/01/2020	$	1,625	$	1,626
				3,479
Total Municipal Bonds (Cost $11,275) ($ Thousands)				11,294
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.5%
FFCB
1.900%, 06/24/2021		1,460		1,486
0.530%, 01/18/2022		2,250		2,259
FHLMC
1.550%, 08/26/2021		800		800
Total U.S. Government Agency Obligations (Cost $4,535) ($ Thousands)				4,545
COMMERCIAL PAPER (D) — 1.2%
General Dynamics Corp
1.960%, 07/16/2020		1,200		1,197
Verizon
1.857%, 07/06/2020		2,350		2,343
Total Commercial Paper (Cost $3,537) ($ Thousands)				3,540
SOVEREIGN DEBT — 0.7%
Province of Quebec Canada
2.375%, 01/31/2022		2,000		2,063
Total Sovereign Debt (Cost $2,013) ($ Thousands)				2,063

Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 0.5%
BNP Paribas
0.050%, dated 04/30/2020 to be repurchased on 05/01/2020, repurchase price $1,400,002 (collateralized by various U.S. Government obligations, ranging in par value $1,008 - $1,185,760, 2.500% - 3.500%, 09/20/2049 – 04/20/2050; with total market value $1,428,001) (E)	$	1,400	$	1,400
Total Repurchase Agreement (Cost $1,400) ($ Thousands)				1,400
Total Investments in Securities — 99.4% (Cost $296,655) ($ Thousands)			$	294,837

SEI Daily Income Trust / Quarterly Report / April 30, 2020 17

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Ultra Short Duration Bond Fund(Continued)

A list of the open futures contracts held by the Fund at April 30, 2020, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
U.S. 10-Year Treasury Notes		(15	)		Jun-2020	$	(1,989	)	$	(2,086	)	$	(97	)
U.S. 2-Year Treasury Notes		77			Jul-2020		16,726			16,973			247
U.S. 5-Year Treasury Notes		(1	)		Jul-2020		(121	)		(125	)		(4	)
U.S. Long Treasury Bond		(1	)		Mar-2020		(166	)		(181	)		(15	)
						$	14,450		$	14,581		$	131

Percentages are based on Net Assets of $296,562 ($ Thousands).

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On April 30, 2020, the value of these securities amounted to $124,596 ($ Thousands), representing 42.0% of the Net Assets of the Fund.

(B) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

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

(D) The rate shown is the effective yield at the time of purchase.

(E) Tri-Party Repurchase Agreement.

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

FFCB — Federal Farm Credit Bank

FDIC — Federal Deposit Insurance Corporation

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GMAC — General Motors Acceptance Corporation

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

NCUA — National Credit Union Association

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

VAR — Variable Rate

The following is a summary of the inputs used as of April 30, 2020 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Corporate Obligations		–			115,633		–		115,633
Asset-Backed Securities		–			94,497		–		94,497
Mortgage-Backed Securities		–			50,101		–		50,101
U.S. Treasury Obligations		–			11,764		–		11,764
Municipal Bonds		–			11,294		–		11,294
U.S. Government Agency Obligations		–			4,545		–		4,545
Commercial Paper		–			3,540		–		3,540
Sovereign Debt		–			2,063		–		2,063
Repurchase Agreement		–			1,400		–		1,400
Total Investments in Securities		–			294,837		–		294,837
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		247			–		–		247
Unrealized Depreciation		(116	)		–		–		(116	)
Total Other Financial Instruments		131			–		–		131

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended April 30, 2020, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

18 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Short Duration Government Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 69.8%
Agency Mortgage-Backed Obligations — 69.8%
FHLMC
4.640%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.254%, 07/01/2024	$	5	$	5
4.500%, 02/01/2022 to 12/01/2039		4,008		4,366
4.495%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.210%, 06/01/2024		3		3
4.344%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.252%, 04/01/2029		8		8
4.144%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.174%, 12/01/2023		213		214
3.998%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.144%, 12/01/2023		16		16
3.884%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.362%, 06/01/2024		4		4
3.830%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.200%, 05/01/2024		4		4
3.500%, 01/01/2029 to 02/01/2029		16,485		17,586
3.000%, 11/01/2036 to 09/01/2048		19,524		20,656
2.500%, 09/01/2034 to 10/01/2034		5,617		5,876
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF35, Cl A
1.343%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2024		3,794		3,779
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A
1.483%, VAR ICE LIBOR USD 1 Month+0.490%, 02/25/2026		8,662		8,634
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A
1.473%, VAR ICE LIBOR USD 1 Month+0.480%, 04/25/2026		16,592		16,528
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A
1.493%, VAR ICE LIBOR USD 1 Month+0.500%, 11/25/2026		7,171		7,141
FHLMC REMIC, Ser 2002-42, Cl A5
7.500%, 02/25/2042		267		327
FHLMC REMIC, Ser 2003-2571, Cl FY
1.564%, VAR ICE LIBOR USD 1 Month+0.750%, 12/15/2032		3,469		3,506
FHLMC REMIC, Ser 2006-3148, Cl CF
1.214%, VAR ICE LIBOR USD 1 Month+0.400%, 02/15/2034		157		156

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2006-3174, Cl FA
1.114%, VAR ICE LIBOR USD 1 Month+0.300%, 04/15/2036	$	2,341	$	2,319
FHLMC REMIC, Ser 2006-3219, Cl EF
1.214%, VAR ICE LIBOR USD 1 Month+0.400%, 04/15/2032		2,952		2,935
FHLMC REMIC, Ser 2007-3339, Cl HF
1.334%, VAR ICE LIBOR USD 1 Month+0.520%, 07/15/2037		2,891		2,893
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		1,356		1,500
FHLMC REMIC, Ser 2011-3788, Cl FA
1.344%, VAR ICE LIBOR USD 1 Month+0.530%, 01/15/2041		4,594		4,594
FHLMC REMIC, Ser 2011-3795, Cl EB
2.500%, 10/15/2039		62		63
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		426		29
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		665		42
FHLMC REMIC, Ser 2012-4030, Cl FD
1.164%, VAR ICE LIBOR USD 1 Month+0.350%, 02/15/2041		6,938		6,919
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		958		35
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		1,049		41
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		369		30
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		4,459		4,498
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027		3,193		3,217
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		3,684		3,701
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		958		52
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		1,127		76
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		733		74
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		553		30
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		465		27
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		1,314		98
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		773		51
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		631		47

SEI Daily Income Trust / Quarterly Report / April 30, 2020 19

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Short Duration Government Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042	$	2,704	$	2,852
FHLMC REMIC, Ser 2014-4314, Cl GA
3.000%, 12/15/2039		2,623		2,688
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		2,241		189
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		8,294		8,586
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		1,315		131
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		1,100		199
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045		1,288		1,346
FHLMC REMIC, Ser 2017-4666, Cl A
3.000%, 03/15/2040		1,489		1,522
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		1,318		1,395
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		1,426		244
FHLMC REMIC, Ser 3153, Cl FX
1.164%, VAR ICE LIBOR USD 1 Month+0.350%, 05/15/2036		109		108
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		2,199		173
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		3,150		473
FNMA
7.000%, 06/01/2037		4		5
6.500%, 05/01/2026 to 01/01/2036		128		149
6.000%, 02/01/2023 to 09/01/2024		521		544
5.500%, 12/01/2020 to 06/01/2038		258		292
4.500%, 08/01/2021 to 08/01/2044		9,922		10,897
4.442%, 04/01/2021 (A)		1,564		1,603
4.369%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.249%, 08/01/2029		112		113
4.339%, 07/01/2021 (A)		333		344
4.334%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.088%, 05/01/2028		6		6
4.330%, 07/01/2021		3,359		3,438
4.295%, 06/01/2021		3,401		3,497
4.230%, 01/01/2021		4,285		4,313
4.210%, 07/01/2020		632		632
4.160%, 07/01/2021		475		489
4.111%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.888%, 12/01/2029		23		23
4.066%, 07/01/2020		2,395		2,393
4.060%, 09/01/2021 (A)		449		465
4.050%, 01/01/2021		1,000		1,006

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
4.000%, 05/01/2026 to 04/01/2042	$	1,485	$	1,594
3.990%, 07/01/2021		79		81
3.980%, 07/01/2021 to 08/01/2021		8,773		9,004
3.970%, 06/01/2021		1,833		1,867
3.890%, 10/01/2023		825		900
3.850%, 01/01/2024		547		597
3.840%, 08/01/2021		6,316		6,450
3.810%, 11/01/2023		90		98
3.774%, VAR ICE LIBOR USD 6 Month+1.834%, 09/01/2024		110		111
3.770%, 09/01/2021		100		103
3.750%, 06/01/2022 to 09/01/2023		3,120		3,327
3.734%, 07/01/2022 (A)		2,012		2,078
3.700%, 11/01/2020		780		781
3.677%, 12/01/2020 (A)		2,946		2,989
3.650%, 11/01/2021 to 08/01/2023		3,335		3,427
3.620%, 09/01/2020		6,459		6,453
3.604%, VAR ICE LIBOR USD 6 Month+1.600%, 08/01/2027		51		51
3.590%, 10/01/2020		173		173
3.500%, 10/01/2027 to 02/01/2045		34,709		36,805
3.490%, 12/01/2020		5,937		5,990
3.400%, 03/01/2022		3,421		3,524
3.256%, 01/01/2022 (A)		728		752
3.250%, 12/01/2021		1,188		1,216
3.230%, 11/01/2020		2,949		2,950
3.150%, 01/01/2027		1,468		1,631
3.070%, 06/01/2027		958		1,059
3.000%, 09/01/2027 to 02/01/2031		1,025		1,083
2.980%, 07/01/2022		1,425		1,472
2.970%, 12/01/2022		3,321		3,475
2.960%, 04/01/2022 to 01/01/2027 (A)		1,392		1,514
2.940%, 06/01/2022		664		684
2.930%, 05/01/2022		660		678
2.830%, 06/01/2022		168		173
2.740%, 04/01/2022		140		144
2.580%, 08/01/2022		2,133		2,193
2.570%, 01/01/2023		1,859		1,924
2.540%, 03/01/2023		606		631
2.450%, 11/01/2022		397		411
2.410%, 07/01/2021		136		137
2.360%, 04/01/2022		4,600		4,712
2.280%, 11/01/2022		1,156		1,190
2.220%, 10/01/2022 to 12/01/2022		3,441		3,549
2.150%, 05/01/2022		4,476		4,575
2.050%, 11/01/2023		1,238		1,288
1.343%, VAR ICE LIBOR USD 1 Month+0.350%, 01/01/2023		756		754
FNMA Interest, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043		4,242		669
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033		8,550		612

20 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Short Duration Government Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 1992-61, Cl FA
1.137%, VAR ICE LIBOR USD 1 Month+0.650%, 10/25/2022	$	8	$	8
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/2023		5		5
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/2023		3		3
FNMA REMIC, Ser 1994-77, Cl FB
1.987%, VAR ICE LIBOR USD 1 Month+1.500%, 04/25/2024		1		1
FNMA REMIC, Ser 2002-53, Cl FK
0.887%, VAR ICE LIBOR USD 1 Month+0.400%, 04/25/2032		71		69
FNMA REMIC, Ser 2003-76, Cl CA
3.750%, 07/25/2033		16		16
FNMA REMIC, Ser 2006-76, Cl QF
0.887%, VAR ICE LIBOR USD 1 Month+0.400%, 08/25/2036		361		359
FNMA REMIC, Ser 2006-79, Cl DF
0.837%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		291		288
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		392		452
FNMA REMIC, Ser 2007-64, Cl FB
0.857%, VAR ICE LIBOR USD 1 Month+0.370%, 07/25/2037		1,974		1,972
FNMA REMIC, Ser 2008-16, Cl FA
1.187%, VAR ICE LIBOR USD 1 Month+0.700%, 03/25/2038		1,415		1,426
FNMA REMIC, Ser 2009-110, Cl FD
1.237%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2040		5,098		5,150
FNMA REMIC, Ser 2009-112, Cl FM
1.237%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2040		3,164		3,198
FNMA REMIC, Ser 2009-82, Cl FC
1.407%, VAR ICE LIBOR USD 1 Month+0.920%, 10/25/2039		3,795		3,863
FNMA REMIC, Ser 2009-82, Cl FD
1.337%, VAR ICE LIBOR USD 1 Month+0.850%, 10/25/2039		4,266		4,320
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		1,322		1,446
FNMA REMIC, Ser 2010-56, Cl AF
1.497%, VAR ICE LIBOR USD 1 Month+0.550%, 06/25/2040		3,591		3,591
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027		4,362		4,421
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		1,302		97
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042		3,851		464

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027	$	4,190	$	290
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.471%, 05/25/2042 (A)		235		23
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		775		56
FNMA REMIC, Ser 2012-70, Cl IW, IO
3.000%, 02/25/2027		1,719		89
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		754		51
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		1,952		114
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		2,308		385
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028		5,770		5,812
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041		2,308		2,325
FNMA REMIC, Ser 2013-121, Cl FA
0.887%, VAR ICE LIBOR USD 1 Month+0.400%, 12/25/2043		23,777		23,667
FNMA REMIC, Ser 2013-130, Cl FQ
0.687%, VAR ICE LIBOR USD 1 Month+0.200%, 06/25/2041		4,394		4,345
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028		3,504		3,529
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028		5,785		5,827
FNMA REMIC, Ser 2013-41, Cl A
1.750%, 05/25/2040		5,896		5,989
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028		2,837		2,857
FNMA REMIC, Ser 2014-50, Cl SC, IO
2.222%, 08/25/2044 (A)		2,493		118
FNMA REMIC, Ser 2015-21, Cl WI, IO
2.118%, 04/25/2055 (A)		1,830		113
FNMA REMIC, Ser 2015-42, Cl AI, IO
2.202%, 06/25/2055 (A)		2,134		124
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043		1,958		2,058
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		417		34
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035		864		94
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		859		57
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		888		136
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043		5,514		5,884
FNMA REMIC, Ser 2017-34, Cl JK
3.000%, 05/25/2047		1,973		2,042

SEI Daily Income Trust / Quarterly Report / April 30, 2020 21

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Short Duration Government Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2017-35, Cl AH
3.500%, 04/25/2053	$	6,403	$	6,770
FNMA REMIC, Ser 2017-47, Cl AB
2.500%, 10/25/2041		10,484		10,702
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		5,012		718
FNMA REMIC, Ser 2017-68, Cl BI, IO
6.000%, 09/25/2047		1,708		398
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		5,251		5,500
FNMA REMIC, Ser 2018-38, Cl PC
3.500%, 03/25/2045		4,397		4,582
FNMA REMIC, Ser 2018-55, Cl PA
3.500%, 01/25/2047		4,911		5,051
FNMA REMIC, Ser 2018-70, Cl HA
3.500%, 10/25/2056		3,726		4,002
FNMA REMIC, Ser 2018-77, Cl PA
3.500%, 02/25/2048		1,730		1,811
FNMA REMIC, Ser 2019-28, Cl JA
3.500%, 06/25/2059		4,896		5,417
FNMA REMIC, Ser 2019-6, Cl GJ
3.000%, 02/25/2049		2,278		2,407
FNMA REMIC, Ser 2020-1, Cl AC
3.500%, 08/25/2058		6,782		7,359
FNMA TBA
6.000%, 05/01/2032		2,200		2,444
4.500%, 05/15/2045		5,980		6,447
3.000%, 05/15/2045		4,375		4,619
2.500%, 05/01/2017 - 05/01/2043		29,199		30,404
FNMA, Ser 2009-397, Cl 6
2.000%, 09/25/2039		1,778		1,823
FNMA, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		1,207		81
FNMA, Ser 2017-M13, Cl FA
2.058%, VAR ICE LIBOR USD 1 Month+0.400%, 10/25/2024		1,336		1,329
FNMA, Ser 2017-M5, Cl FA
2.148%, VAR ICE LIBOR USD 1 Month+0.490%, 04/25/2024		774		772
FNMA, Ser 2018- M12, Cl FA
1.150%, VAR ICE LIBOR USD 1 Month+0.400%, 08/25/2025		943		937
FNMA, Ser 2018-M5, Cl A2
3.560%, 09/25/2021 (A)		5,484		5,569
FNMA, Ser 2019-M21, Cl X1, IO
1.568%, 05/25/2029 (A)		14,670		1,499
GNMA
6.500%, 08/15/2037 to 02/20/2039		244		281
6.000%, 01/15/2024 to 06/15/2041		4,408		5,012
5.500%, 10/15/2034 to 02/15/2041		1,750		1,975
5.000%, 09/15/2039 to 04/15/2041		1,111		1,250
4.000%, 07/15/2041 to 08/15/2041		111		121

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA TBA
6.000%, 04/30/2035	$	1,600	$	1,773
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		2,787		510
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		1,143		246
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		2,112		2,232
GNMA, Ser 2011-131, Cl PC
3.500%, 12/20/2040		634		651
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		3,567		540
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040		1,219		1,288
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		832		60
GNMA, Ser 2012-51, Cl AB
1.500%, 07/20/2040		1,577		1,599
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		3,066		3,111
GNMA, Ser 2013-129, Cl AF
1.118%, VAR ICE LIBOR USD 1 Month+0.400%, 10/20/2039		6,383		6,338
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040		1,308		1,388
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		614		80
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		690		110
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		921		75
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044		288		49
GNMA, Ser 2014-46, Cl IO, IO
5.000%, 03/16/2044		1,179		169
GNMA, Ser 2014-55, Cl LB
2.500%, 10/20/2040		613		639
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		2,787		2,918
GNMA, Ser 2015-119, Cl ND
2.500%, 12/20/2044		6,594		6,888
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		246		19
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		375		27
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		2,180		423
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		1,995		222
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		271		43

22 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Short Duration Government Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041	$	1,307	$	83
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		5,244		5,393
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		1,187		200
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		396		404
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		913		68
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		2,402		434
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		2,350		158
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		1,825		399
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		2,813		501
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		3,896		309
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		2,364		307
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		494		97
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		646		124
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		2,257		423
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		1,996		361
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		1,248		198
GNMA, Ser 2017-99, Cl IO, IO
4.000%, 07/20/2047		3,716		370
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047		5,936		6,198
GNMA, Ser 2018-38, Cl AB
3.500%, 01/20/2048		5,511		6,031
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		6,439		1,041
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		4,173		450
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		2,675		380
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		4,563		890
Total Mortgage-Backed Securities (Cost $562,850) ($ Thousands)				570,739

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 27.6%
U.S. Treasury Notes
2.750%, 09/15/2021	$	23,450	$	24,275
2.375%, 03/15/2022		39,088		40,673
2.250%, 04/15/2022		60,159		62,558
2.000%, 10/31/2021		9,600		9,857
1.500%, 09/30/2021		39,996		40,745
1.125%, 09/30/2021		47,375		48,019
Total U.S. Treasury Obligations (Cost $222,527) ($ Thousands)				226,127
REPURCHASE AGREEMENTS — 7.8%
BNP Paribas
0.050%, dated 04/30/2020 to be repurchased on 05/01/2020, repurchase price $50,300,070 (collateralized by various U.S. Government obligations,ranging in par value $2,091 - $5,851,752, 2.500% - 5.500%, 06/01/2023 – 04/20/2050; with total market value $51,306,000) (B)		50,300		50,300
Deutsche Bank
0.030%, dated 04/30/2020 to be repurchased on 05/01/2020, repurchase price $13,600,011 (collateralized by a U.S. Treasury obligation, par value $13,323,600, 1.250%, 08/31/2024; with total market value $13,872,066) (B)		13,600		13,600
Total Repurchase Agreements (Cost $63,900) ($ Thousands)				63,900
Total Investments in Securities — 105.2% (Cost $849,277) ($ Thousands)			$	860,766

SEI Daily Income Trust / Quarterly Report / April 30, 2020 23

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

Short Duration Government Fund(Continued)

A list of the open futures contracts held by the Fund at April 30, 2020, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
U.S. 10-Year Treasury Notes		88			Jun-2020	$	12,201		$	12,238		$	37
U.S. 2-Year Treasury Notes		590			Jul-2020		129,714			130,054			340
U.S. 5-Year Treasury Notes		234			Jul-2020		29,238			29,363			125
Ultra 10-Year U.S. Treasury Notes		(48	)		Jun-2020		(7,244	)		(7,538	)		(294	)
						$	163,909		$	164,117		$	208

Percentages are based on Net Assets of $817,850 ($ Thousands).

(A) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(B) Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

LIBOR— London Interbank Offered Rate

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

VAR — Variable Rate

The following is a summary of the inputs used as of April 30, 2020 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Mortgage-Backed Securities		–			570,739		–		570,739
U.S. Treasury Obligations		–			226,127		–		226,127
Repurchase Agreements		–			63,900		–		63,900
Total Investments in Securities		–			860,766		–		860,766
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		502			–		–		502
Unrealized Depreciation		(294	)		–		–		(294	)
Total Other Financial Instruments		208			–		–		208

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended April 30, 2020, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

24 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

GNMA Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 107.4%
Agency Mortgage-Backed Obligations — 107.4%
FHLMC
5.000%, 09/01/2029	$	196	$	213
3.650%, 04/01/2030		314		361
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		58		4
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		93		6
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		131		5
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		140		5
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		466		30
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		138		9
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		76		4
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		68		4
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		95		6
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		132		13
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		214		42
FHLMC REMIC, Ser 2016-4636, Cl BI, IO
5.500%, 05/15/2040		365		79
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		128		22
FNMA
8.000%, 07/01/2025 to 09/01/2028		20		21
7.000%, 08/01/2029 to 09/01/2032		42		46
6.500%, 09/01/2032		40		45
5.000%, 05/15/2045 to 04/01/2049		47		51
3.260%, 06/01/2027		180		199
3.230%, 02/01/2027		142		159
FNMA REMIC, Ser 1992-105, Cl B
7.000%, 06/25/2022		2		2
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040		318		56
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		95		7
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		98		7
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		226		38
FNMA REMIC, Ser 2015-21, Cl WI, IO
2.118%, 04/25/2055 (A)		229		14
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		110		7

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046	$	111	$	17
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		399		57
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		535		560
FNMA REMIC, Ser 2018-45, Cl AB
3.000%, 06/25/2048		172		183
FNMA TBA
3.000%, 05/15/2045		171		181
2.000%, 05/13/2169		1,530		1,560
FNMA, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		150		10
FNMA, Ser 2019-M21, Cl X1, IO
1.568%, 05/25/2029 (A)		1,356		139
FNMA, Ser 2020-M2, Cl X, IO
0.346%, 01/25/2030 (A)		924		21
GNMA
9.000%, 12/15/2020 to 05/15/2022		6		6
8.000%, 01/15/2022 to 03/15/2032		110		125
7.750%, 10/15/2026		16		18
7.500%, 02/15/2027 to 10/15/2035		120		138
7.250%, 01/15/2028		14		14
7.000%, 11/15/2031 to 11/15/2033		941		1,098
6.750%, 11/15/2027		6		7
6.500%, 10/15/2023 to 10/15/2038		315		374
6.000%, 12/15/2027 to 12/15/2040		749		847
5.500%, 01/15/2033 to 02/15/2041		550		650
5.000%, 05/01/2033 to 01/20/2045		1,735		1,976
4.500%, 08/15/2033 to 01/20/2046		2,539		2,791
4.000%, 01/15/2041 (B)		633		686
4.000%, 03/20/2040 to 07/20/2049		8,703		9,466
3.875%, 05/15/2042		966		1,050
3.500%, 03/20/2041 to 04/20/2050		18,932		20,233
3.000%, 10/15/2042 to 04/20/2050		12,092		12,892
2.500%, 07/20/2045 to 12/20/2046		1,547		1,641
GNMA TBA
4.500%, 05/01/2040		3,725		3,985
4.000%, 05/15/2045		580		617
3.500%, 04/15/2041		4,515		4,785
2.500%, 05/15/2046		55		58
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		339		62
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		284		61
GNMA, Ser 2011-131, Cl PZ
3.500%, 12/20/2040		281		309
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		203		212
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		430		65

SEI Daily Income Trust / Quarterly Report / April 30, 2020 25

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

GNMA Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2012-140, Cl LD
1.750%, 10/20/2042	$	566	$	579
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		100		7
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		183		13
GNMA, Ser 2012-91, Cl NC
3.000%, 05/20/2042		528		565
GNMA, Ser 2013-187, Cl PE
2.000%, 09/20/2043		221		229
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		74		10
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		90		14
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043		144		153
GNMA, Ser 2014-119, Cl ZK
3.500%, 08/16/2044		21		24
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		650		53
GNMA, Ser 2014-133, Cl EP
3.500%, 09/20/2044		251		277
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		206		15
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		835		63
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		477		53
GNMA, Ser 2015-168, Cl MI, IO
5.500%, 10/20/2037		637		118
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		552		88
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		535		45
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		163		10
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		273		41
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		167		28
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		344		59
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		157		160
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		427		75
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		123		9
GNMA, Ser 2016-136, Cl A
3.000%, 07/20/2044		709		782
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046		261		50

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039	$	436	$	79
GNMA, Ser 2016-18, Cl TA
2.000%, 10/20/2044		526		540
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		285		19
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		223		49
GNMA, Ser 2016-77, Cl BY
3.000%, 06/20/2046		588		636
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		528		42
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		304		40
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040		382		62
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		222		44
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		134		141
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		81		15
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		275		50
GNMA, Ser 2017-99, Cl IO, IO
4.000%, 07/20/2047		445		44
GNMA, Ser 2018-13, Cl DB
3.000%, 01/20/2048		402		428
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		532		86
GNMA, Ser 2018-77, Cl JY
3.500%, 06/20/2048		246		268
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		350		38
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		366		71
Seasoned Credit Risk Transfer Trust, Ser 2018-2, Cl MA
3.500%, 11/25/2057		589		627
Seasoned Credit Risk Transfer Trust, Ser 2018-4
3.500%, 03/25/2058		651		695
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058		500		535
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		328		355
Total Mortgage-Backed Securities (Cost $74,176) ($ Thousands)				76,733

26 SEI Daily Income Trust / Quarterly Report / April 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

April 30, 2020

GNMA Fund(Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 3.9%
Deutsche Bank
0.030%, dated 04/30/2020 to be repurchased on 05/01/2020, repurchase price $2,800,002 (collateralized by U.S. Government obligations, ranging in par value $926,761 - $2,380,125, 4.500% - 4.500%, 09/01/2048 – 09/01/2049; with total market value $2,856,001) (C)	$	2,800	$	2,800
Total Repurchase Agreement (Cost $2,800) ($ Thousands)				2,800
Total Investments in Securities — 111.3% (Cost $76,976) ($ Thousands)			$	79,533

A list of the open futures contracts held by the Fund at April 30, 2020, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
U.S. 10-Year Treasury Notes		(13	)		Jun-2020	$	(1,806	)	$	(1,808	)	$	(2	)
U.S. 2-Year Treasury Notes		1			Jul-2020		220			220			–
U.S. 5-Year Treasury Notes		7			Jul-2020		876			878			2
U.S. Long Treasury Bond		1			Jun-2020		183			181			(2	)
Ultra 10-Year U.S. Treasury Notes		(3	)		Jun-2020		(442	)		(471	)		(29	)
						$	(969	)	$	(1,000	)	$	(31	)

Percentages are based on Net Assets of $71,465 ($ Thousands).

(A) Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

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

(C) Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

IO — Interest Only — face amount represents notional amount.

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

The following is a summary of the inputs used as of April 30, 2020 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Mortgage-Backed Securities		–			76,733		–		76,733
Repurchase Agreement		–			2,800		–		2,800
Total Investments in Securities		–			79,533		–		79,533
Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		2			–		–		2
Unrealized Depreciation		(33	)		–		–		(33	)
Total Other Financial Instruments		(31	)		–		–		(31	)

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended April 30, 2020, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

SEI Daily Income Trust / Quarterly Report / April 30, 2020 27