FANNIE MAE POOL FN AM4237

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SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 34.9%

Communication Services — 0.1%
Fox
3.666%, 01/25/2022	$	85	$	88
Sky
3.125%, 11/26/2022 (A)		350		369

				457


Consumer Discrectionary — 0.2%
American Honda Finance MTN
0.329%, VAR ICE LIBOR USD 3 Month+0.120%, 01/21/2022		575		575


Consumer Discretionary — 1.1%
General Motors Financial
3.550%, 07/08/2022		225		234
3.450%, 04/10/2022		400		411
1.080%, VAR ICE LIBOR USD 3 Month+0.850%, 04/09/2021		525		525
Howard University
2.801%, 10/01/2023		380		388
2.638%, 10/01/2021		160		158
Hyundai Capital America
1.170%, VAR ICE LIBOR USD 3 Month+0.940%, 07/08/2021 (A)		450		450
Marriott International
0.898%, VAR ICE LIBOR USD 3 Month+0.650%, 03/08/2021		375		374
0.846%, VAR ICE LIBOR USD 3 Month+0.600%, 12/01/2020		525		525
VF
2.050%, 04/23/2022		375		384

				3,449


Consumer Staples — 0.5%
Altria Group
4.750%, 05/05/2021		900		921
Mondelez International
2.125%, 04/13/2023		80		83
0.625%, 07/01/2022		400		401
Skandinaviska Enskilda Banken
0.550%, 09/01/2023 (A)		250		250

				1,655


Energy — 2.0%
Kinder Morgan
5.000%, 02/15/2021 (A)		600		605
Kinder Morgan Energy Partners
5.000%, 10/01/2021		130		134
3.500%, 03/01/2021		400		402
MPLX
1.342%, VAR ICE LIBOR USD 3 Month+1.100%, 09/09/2022		1,035		1,035


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Occidental Petroleum
2.600%, 08/13/2021	$	240	$	235
1.193%, VAR ICE LIBOR USD 3 Month+0.950%, 02/08/2021		300		297
Phillips 66
3.700%, 04/06/2023		285		305
Pioneer Natural Resources
3.450%, 01/15/2021		775		777
Saudi Arabian Oil MTN
2.750%, 04/16/2022 (A)		1,580		1,619
Schlumberger Finance Canada
2.200%, 11/20/2020 (A)		375		375
Sunoco Logistics Partners Operations
4.400%, 04/01/2021		625		633
Valero Energy
2.700%, 04/15/2023		225		232

				6,649


Financials — 21.1%
ABN AMRO Bank MTN
0.821%, VAR ICE LIBOR USD 3 Month+0.570%, 08/27/2021 (A)		750		753
AIG Global Funding
0.800%, 07/07/2023 (A)		315		317
American Express
0.805%, VAR ICE LIBOR USD 3 Month+0.525%, 05/17/2021		450		451
American Honda Finance MTN
0.875%, 07/07/2023		300		303
Aon
2.200%, 11/15/2022		140		145
Assurant
1.483%, VAR ICE LIBOR USD 3 Month+1.250%, 03/26/2021		77		77
Bank of America MTN
1.486%, VAR United States Secured Overnight Financing Rate+1.460%, 05/19/2024		300		306
0.875%, VAR ICE LIBOR USD 3 Month+0.650%, 06/25/2022		1,000		1,003
Bank of Montreal MTN
0.768%, VAR United States Secured Overnight Financing Rate+0.680%, 03/10/2023		1,340		1,349
Bank of New York Mellon MTN
1.950%, 08/23/2022		245		252
Bank of Nova Scotia
0.888%, VAR ICE LIBOR USD 3 Month+0.640%, 03/07/2022		375		378
0.639%, VAR United States Secured Overnight Financing Rate+0.550%, 09/15/2023		1,545		1,549


SEI Daily Income Trust / Quarterly Report / October 31, 2020		1

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Barclays Bank PLC
1.700%, 05/12/2022	$	225	$	229
BBVA USA
0.980%, VAR ICE LIBOR USD 3 Month+0.730%, 06/11/2021		500		501
BPCE
2.650%, 02/03/2021		450		453
BPCE MTN
3.000%, 05/22/2022 (A)		975		1,009
Canadian Imperial Bank of Commerce
0.888%, VAR United States Secured Overnight Financing Rate+0.800%, 03/17/2023		500		503
0.529%, VAR ICE LIBOR USD 3 Month+0.315%, 02/02/2021		1,050		1,051
Capital One
2.150%, 09/06/2022		250		257
Capital One Bank USA
2.014%, VAR United States Secured Overnight Financing Rate+0.616%, 01/27/2023		400		407
Charles Schwab
0.567%, VAR ICE LIBOR USD 3 Month+0.320%, 05/21/2021		360		360
Citibank
2.844%, VAR ICE LIBOR USD 3 Month+0.596%, 05/20/2022		450		456
0.607%, VAR ICE LIBOR USD 3 Month+0.350%, 02/12/2021		300		300
Citigroup
0.960%, VAR United States Secured Overnight Financing Rate+0.870%, 11/04/2022		1,720		1,727
Citizens Bank
0.985%, VAR ICE LIBOR USD 3 Month+0.720%, 02/14/2022		550		553
Cooperatieve Rabobank
1.054%, VAR ICE LIBOR USD 3 Month+0.830%, 01/10/2022		800		807
0.645%, VAR ICE LIBOR USD 3 Month+0.430%, 04/26/2021		750		751
Cooperatieve Rabobank UA
3.125%, 04/26/2021		1,150		1,166
Credit Suisse NY
2.800%, 04/08/2022		375		388
2.100%, 11/12/2021		645		656
0.540%, VAR United States Secured Overnight Financing Rate+0.450%, 02/04/2022		1,835		1,837
DAE Funding LLC
5.250%, 11/15/2021 (A)		575		582


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Danske Bank
5.000%, 01/12/2022 (A)	$	570	$	597
3.001%, VAR ICE LIBOR USD 3 Month+1.249%, 09/20/2022 (A)		525		534
2.000%, 09/08/2021 (A)		400		405
European Investment Bank
0.378%, VAR United States Secured Overnight Financing Rate+0.290%, 06/10/2022 (A)		3,050		3,052
Fifth Third Bank MTN
1.800%, 01/30/2023		250		257
Ford Motor Credit LLC
1.503%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		350		338
Goldman Sachs Group
5.750%, 01/24/2022		2,875		3,060
1.450%, VAR ICE LIBOR USD 3 Month+1.170%, 11/15/2021		525		525
1.325%, VAR ICE LIBOR USD 3 Month+1.110%, 04/26/2022		750		753
HSBC Holdings PLC
4.000%, 03/30/2022		425		446
ING Groep
1.368%, VAR ICE LIBOR USD 3 Month+1.150%, 03/29/2022		400		404
Inter-American Development Bank
0.348%, VAR United States Secured Overnight Financing Rate+0.260%, 09/16/2022		1,600		1,601
Inter-American Development Bank MTN
0.437%, VAR ICE LIBOR USD 3 Month+0.200%, 07/15/2021		1,685		1,686
Intercontinental Exchange
0.903%, VAR ICE LIBOR USD 3 Month+0.650%, 06/15/2023		550		552
Jackson National Life Global Funding
2.250%, 04/29/2021 (A)		325		328
0.730%, VAR ICE LIBOR USD 3 Month+0.480%, 06/11/2021 (A)		1,000		1,002
KeyBank
1.066%, VAR ICE LIBOR USD 3 Month+0.810%, 11/22/2021		750		756
0.874%, VAR ICE LIBOR USD 3 Month+0.660%, 02/01/2022		1,550		1,559
Manufacturers & Traders Trust
0.485%, VAR ICE LIBOR USD 3 Month+0.270%, 01/25/2021		1,000		1,001
Marsh & McLennan
3.500%, 12/29/2020		115		116
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (A)		448		452


2		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Metropolitan Life Global Funding I
2.400%, 01/08/2021 (A)	$	795	$	798
Metropolitan Life Global Funding I MTN
0.659%, VAR United States Secured Overnight Financing Rate+0.570%, 01/13/2023 (A)		550		552
Mizuho Financial Group
0.880%, VAR ICE LIBOR USD 3 Month+0.630%, 05/25/2024		775		775
Morgan Stanley
1.398%, VAR ICE LIBOR USD 3 Month+1.180%, 01/20/2022		1,875		1,879
Morgan Stanley MTN
2.750%, 05/19/2022		1,145		1,186
0.789%, VAR United States Secured Overnight Financing Rate+0.700%, 01/20/2023		775		777
MUFG Union Bank
0.850%, VAR ICE LIBOR USD 3 Month+0.600%, 03/07/2022		950		956
National Australia Bank
1.875%, 12/13/2022		250		258
National Bank of Canada
0.900%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+0.770%, 08/15/2023		475		478
Nationwide Building Society
2.000%, 01/27/2023 (A)		375		386
Nordea Bank Abp
1.000%, 06/09/2023 (A)		300		304
Pacific Life Global Funding II
0.500%, 09/23/2023 (A)		400		400
Penske Truck Leasing Lp
3.650%, 07/29/2021 (A)		400		408
PNC Bank
1.743%, VAR ICE LIBOR USD 3 Month0.000%, 02/24/2023		550		559
0.581%, VAR ICE LIBOR USD 3 Month+0.325%, 02/24/2023		1,600		1,603
Protective Life Global Funding
1.082%, 06/09/2023 (A)		255		258
Royal Bank of Canada MTN
0.683%, VAR ICE LIBOR USD 3 Month+0.470%, 04/29/2022		750		753
0.604%, VAR ICE LIBOR USD 3 Month+0.390%, 04/30/2021		580		581
0.539%, VAR United States Secured Overnight Financing Rate+0.450%, 10/26/2023		400		400
Santander UK PLC
2.100%, 01/13/2023		245		253


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.866%, VAR ICE LIBOR USD 3 Month+0.620%, 06/01/2021	$	525	$	527
Standard Chartered PLC
2.744%, VAR ICE LIBOR USD 3 Month+1.200%, 09/10/2022 (A)		530		538
State Street
2.825%, VAR United States Secured Overnight Financing Rate+2.690%, 03/30/2023 (A)		660		682
Svenska Handelsbanken MTN
3.350%, 05/24/2021		900		916
0.726%, VAR ICE LIBOR USD 3 Month+0.470%, 05/24/2021		525		526
Toronto-Dominion Bank
2.100%, 07/15/2022 (A)		1,100		1,132
Toronto-Dominion Bank MTN
0.680%, VAR ICE LIBOR USD 3 Month+0.430%, 06/11/2021		1,600		1,604
0.570%, VAR United States Secured Overnight Financing Rate+0.480%, 01/27/2023		1,160		1,163
0.538%, VAR United States Secured Overnight Financing Rate+0.450%, 09/28/2023		400		401
U.S. Bank
0.530%, VAR ICE LIBOR USD 3 Month+0.310%, 02/04/2021		1,250		1,251
UBS
2.450%, 12/01/2020 (A)		1,100		1,100
1.750%, 04/21/2022 (A)		750		764
UniCredit MTN
6.572%, 01/14/2022 (A)		350		370
USAA Capital
1.500%, 05/01/2023 (A)		525		539
Volkswagen Group of America Finance LLC
2.900%, 05/13/2022 (A)		450		465
1.197%, VAR ICE LIBOR USD 3 Month+0.940%, 11/12/2021 (A)		750		755
Wells Fargo
2.500%, 03/04/2021		600		605
1.240%, VAR ICE LIBOR USD 3 Month+1.025%, 07/26/2021		1,000		1,007

				68,209


Health Care — 2.9%
AbbVie
4.875%, 02/15/2021 (A)		750		751
0.728%, VAR ICE LIBOR USD 3 Month+0.460%, 11/19/2021 (A)		1,245		1,248
Anthem
2.950%, 12/01/2022		575		602


SEI Daily Income Trust / Quarterly Report / October 31, 2020		3

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BayCare Health System
2.460%, 11/15/2020	$	1,445	$	1,446
Bayer US Finance II LLC
3.500%, 06/25/2021 (A)		425		432
Bristol-Myers Squibb
3.250%, 02/20/2023		425		450
2.550%, 05/14/2021		870		881
Cigna
0.896%, VAR ICE LIBOR USD 3 Month+0.650%, 09/17/2021		375		375
CVS Health
2.125%, 06/01/2021		775		782
0.962%, VAR ICE LIBOR USD 3 Month+0.720%, 03/09/2021		435		436
Gilead Sciences
0.370%, VAR ICE LIBOR USD 3 Month+0.150%, 09/17/2021		475		475
McKesson
3.650%, 11/30/2020		300		301
OhioHealth
1.119%, 11/15/2021		295		295
Royalty Pharma PLC
0.750%, 09/02/2023 (A)		375		375
Upjohn
1.125%, 06/22/2022 (A)		450		454

				9,303


Industrials — 2.6%
AerCap Ireland Capital DAC
4.500%, 05/15/2021		600		611
Aviation Capital Group LLC
0.884%, VAR ICE LIBOR USD 3 Month+0.670%, 07/30/2021 (A)		570		558
Boeing
2.300%, 08/01/2021		385		389
Cargill
1.375%, 07/23/2023 (A)		300		307
Caterpillar Financial Services MTN
0.528%, VAR ICE LIBOR USD 3 Month+0.280%, 09/07/2021		1,600		1,603
Equifax
1.150%, VAR ICE LIBOR USD 3 Month+0.870%, 08/15/2021		460		462
GE Capital International Funding
2.342%, 11/15/2020		849		850
Honeywell International
0.483%, 08/19/2022		1,565		1,567
John Deere Capital MTN
2.350%, 01/08/2021		445		447
Otis Worldwide
0.684%, VAR ICE LIBOR USD 3 Month+0.450%, 04/05/2023		1,220		1,220


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PACCAR Financial MTN
0.503%, VAR ICE LIBOR USD 3 Month+0.260%, 05/10/2021	$	150	$	150
Roper Technologies
0.450%, 08/15/2022		150		150

				8,314


Information Technology — 1.7%
Broadcom
3.125%, 04/15/2021		775		782
Hewlett Packard Enterprise
4.450%, 10/02/2023		250		276
0.954%, VAR ICE LIBOR USD 3 Month+0.720%, 10/05/2021		375		375
0.929%, VAR ICE LIBOR USD 3 Month+0.680%, 03/12/2021		775		776
IBM Credit LLC
0.726%, VAR ICE LIBOR USD 3 Month+0.470%, 11/30/2020		1,140		1,141
International Business Machines
2.850%, 05/13/2022		575		597
Microchip Technology
3.922%, 06/01/2021		805		820
NXP BV
3.875%, 09/01/2022 (A)		364		385
Oracle
2.500%, 05/15/2022		500		515

				5,667


Materials — 0.4%
DuPont de Nemours
3.766%, 11/15/2020		455		455
LYB International Finance III LLC
1.230%, VAR ICE LIBOR USD 3 Month+1.000%, 10/01/2023		500		500
Nutrition & Biosciences
0.697%, 09/15/2022 (A)		215		216

				1,171


Utilities — 2.3%
Consolidated Edison of New York
0.625%, VAR ICE LIBOR USD 3 Month+0.400%, 06/25/2021		1,730		1,733
Dominion Energy
2.715%, 08/15/2021		130		132
2.450%, 01/15/2023 (A)		550		571
0.776%, VAR ICE LIBOR USD 3 Month+0.530%, 09/15/2023		1,445		1,449
DTE Energy
0.550%, 11/01/2022		1,050		1,054


4		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Duke Energy Progress LLC
0.433%, VAR ICE LIBOR USD 3 Month+0.180%, 02/18/2022	$	800	$	800
PPL Electric Utilities
0.475%, VAR ICE LIBOR USD 3 Month+0.250%, 09/28/2023		875		876
Southern California Gas
0.570%, VAR ICE LIBOR USD 3 Month+0.350%, 09/14/2023		970		970

				7,585


Total Corporate Obligations (Cost $112,377) ($ Thousands)				113,034


ASSET-BACKED SECURITIES — 34.1%

Automotive — 18.9%
American Credit Acceptance Receivables Trust, Ser 2019-3, Cl A
2.440%, 12/12/2022 (A)		77		77
American Credit Acceptance Receivables Trust, Ser 2019-4, Cl A
2.180%, 02/13/2023 (A)		184		185
American Credit Acceptance Receivables Trust, Ser 2020-1, Cl A
1.890%, 04/13/2023 (A)		228		230
American Credit Acceptance Receivables Trust, Ser 2020-3, Cl A
0.620%, 10/13/2023 (A)		403		404
American Credit Acceptance Receivables Trust, Ser 2020-4, Cl A
0.530%, 03/13/2024 (A)		650		650
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl A2A
0.600%, 12/18/2023		350		351
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/2028 (A)		565		570
BMW Vehicle Owner Trust, Ser 2020-A, Cl A2
0.390%, 02/27/2023		350		350
Canadian Pacer Auto Receivables Trust, Ser 2020-1A, Cl A2A
1.770%, 11/21/2022 (A)		492		496
CarMax Auto Owner Trust, Ser 2017-4, Cl A4
2.330%, 05/15/2023		500		509
CarMax Auto Owner Trust, Ser 2019-2, Cl A2A
2.690%, 07/15/2022		94		94
CarMax Auto Owner Trust, Ser 2020-1, Cl A2
1.870%, 04/17/2023		435		438
CarMax Auto Owner Trust, Ser 2020-4, Cl A2
0.310%, 01/16/2024		690		690


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2019- 4A, Cl A2
2.200%, 07/15/2022 (A)	$	121	$	122
Chase Auto Credit Linked Notes, Ser 2020-1, Cl B
0.991%, 01/25/2028 (A)		900		902
Chesapeake Funding II LLC, Ser 2017-2A, Cl A1
1.990%, 05/15/2029 (A)		24		24
Chesapeake Funding II LLC, Ser 2017-3A, Cl A1
1.910%, 08/15/2029 (A)		45		45
Chesapeake Funding II LLC, Ser 2017-3A, Cl A2
0.488%, VAR ICE LIBOR USD 1 Month+0.340%, 08/15/2029 (A)		119		119
Chesapeake Funding II LLC, Ser 2017-4A, Cl A1
2.120%, 11/15/2029 (A)		86		87
Chesapeake Funding II LLC, Ser 2017-4A, Cl A2
0.458%, VAR ICE LIBOR USD 1 Month+0.310%, 11/15/2029 (A)		342		342
Chesapeake Funding II LLC, Ser 2018-1A, Cl A1
3.040%, 04/15/2030 (A)		122		124
Chesapeake Funding II LLC, Ser 2018-2A, Cl A2
0.518%, VAR ICE LIBOR USD 1 Month+0.370%, 08/15/2030 (A)		248		246
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1
3.390%, 01/15/2031 (A)		212		218
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1
1.950%, 09/15/2031 (A)		758		771
CPS Auto Receivables Trust, Ser 2019-C, Cl A
2.550%, 09/15/2022 (A)		69		69
CPS Auto Receivables Trust, Ser 2019-D, Cl A
2.170%, 12/15/2022 (A)		140		140
CPS Auto Receivables Trust, Ser 2020-A, Cl A
2.090%, 05/15/2023 (A)		225		227
CPS Auto Receivables Trust, Ser 2020-C, Cl A
0.630%, 03/15/2024 (A)		470		470
Credit Acceptance Auto Loan Trust, Ser 2019- 3A, Cl A
2.380%, 11/15/2028 (A)		1,125		1,154
Credit Acceptance Auto Loan Trust, Ser 2020- 1A, Cl A
2.010%, 02/15/2029 (A)		250		255


SEI Daily Income Trust / Quarterly Report / October 31, 2020		5

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Drive Auto Receivables Trust, Ser 2017-3, Cl D
3.530%, 12/15/2023 (A)	$	467	$	474
Drive Auto Receivables Trust, Ser 2019-2, Cl A3
3.040%, 03/15/2023		29		29
Drive Auto Receivables Trust, Ser 2019-4, Cl A3
2.160%, 05/15/2023		375		377
Drive Auto Receivables Trust, Ser 2019-4, Cl B
2.230%, 01/16/2024		595		603
Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.020%, 11/15/2023		350		354
Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.850%, 07/17/2023		264		264
DT Auto Owner Trust, Ser 2018-3A, Cl B
3.560%, 09/15/2022 (A)		268		269
DT Auto Owner Trust, Ser 2019-3A, Cl A
2.550%, 08/15/2022 (A)		80		80
DT Auto Owner Trust, Ser 2019-4A, Cl A
2.170%, 05/15/2023 (A)		656		660
DT Auto Owner Trust, Ser 2020-1A, Cl A
1.940%, 09/15/2023 (A)		161		162
DT Auto Owner Trust, Ser 2020-2A, Cl A
1.140%, 01/16/2024 (A)		405		407
DT Auto Owner Trust, Ser 2020-2A, Cl B
2.080%, 03/16/2026 (A)		390		398
DT Auto Owner Trust, Ser 2020-3A, Cl A
0.540%, 04/15/2024 (A)		548		549
DT Auto Owner Trust, Ser 2020-3A, Cl B
0.910%, 12/16/2024 (A)		915		915
Enterprise Fleet Financing LLC, Ser 2018-2, Cl A2
3.140%, 02/20/2024 (A)		456		460
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (A)		494		503
Enterprise Fleet Financing LLC, Ser 2019-2, Cl A2
2.290%, 02/20/2025 (A)		432		439
Enterprise Fleet Financing LLC, Ser 2019-3, Cl A2
2.060%, 05/20/2025 (A)		759		772
Enterprise Fleet Financing LLC, Ser 2020-2, Cl A1
0.240%, 10/20/2021 (A)		719		719
Exeter Automobile Receivables Trust, Ser 2019-3A, Cl A
2.590%, 09/15/2022 (A)		26		26


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Exeter Automobile Receivables Trust, Ser 2019-4A, Cl A
2.180%, 01/17/2023 (A)	$	144	$	144
Exeter Automobile Receivables Trust, Ser 2019-4A, Cl B
2.300%, 12/15/2023 (A)		775		784
Exeter Automobile Receivables Trust, Ser 2020-1A, Cl A
2.050%, 06/15/2023 (A)		152		153
Exeter Automobile Receivables Trust, Ser 2020-3A, Cl A2
0.460%, 10/17/2022		630		630
First Investors Auto Owner Trust, Ser 2019- 1A, Cl A
2.890%, 03/15/2024 (A)		99		100
First Investors Auto Owner Trust, Ser 2019- 2A, Cl A
2.210%, 09/16/2024 (A)		301		305
Flagship Credit Auto Trust, Ser 2018-3, Cl A
3.070%, 02/15/2023 (A)		61		61
Flagship Credit Auto Trust, Ser 2018-4, Cl A
3.410%, 05/15/2023 (A)		131		133
Flagship Credit Auto Trust, Ser 2019-1, Cl A
3.110%, 08/15/2023 (A)		148		150
Flagship Credit Auto Trust, Ser 2019-2, Cl A
2.830%, 10/16/2023 (A)		323		328
Flagship Credit Auto Trust, Ser 2019-3, Cl A
2.330%, 02/15/2024 (A)		350		355
Flagship Credit Auto Trust, Ser 2019-4, Cl A
2.170%, 06/17/2024 (A)		331		336
Flagship Credit Auto Trust, Ser 2020-1, Cl A
1.900%, 08/15/2024 (A)		399		404
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (A)		167		167
Flagship Credit Auto Trust, Ser 2020-4, Cl A
0.530%, 04/15/2025 (A)		975		975
Ford Credit Auto Lease Trust, Ser 2018-B, Cl A4
3.300%, 02/15/2022		425		429
Ford Credit Auto Lease Trust, Ser 2019-A, Cl A4
2.980%, 06/15/2022		275		280
Ford Credit Auto Lease Trust, Ser 2020-A, Cl A2
1.800%, 07/15/2022		318		320
Ford Credit Auto Lease Trust, Ser 2020-B, Cl A2A
0.500%, 12/15/2022		405		405
Ford Credit Auto Owner Trust, Ser 2016-1, Cl A
2.310%, 08/15/2027 (A)		1,150		1,157


6		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A
2.360%, 03/15/2029 (A)	$	750	$	775
Foursight Capital Automobile Receivables Trust, Ser 2020-1, Cl A2
1.970%, 09/15/2023 (A)		375		378
GLS Auto Receivables Issuer Trust, Ser 2019- 1A, Cl A
3.370%, 01/17/2023 (A)		41		41
GLS Auto Receivables Issuer Trust, Ser 2019- 2A, Cl A
3.060%, 04/17/2023 (A)		146		147
GLS Auto Receivables Issuer Trust, Ser 2019- 3A, Cl A
2.580%, 07/17/2023 (A)		196		198
GLS Auto Receivables Issuer Trust, Ser 2019- 4A, Cl A
2.470%, 11/15/2023 (A)		215		217
GLS Auto Receivables Issuer Trust, Ser 2020- 1A, Cl A
2.170%, 02/15/2024 (A)		285		288
GLS Auto Receivables Issuer Trust, Ser 2020- 3A, Cl A
0.690%, 10/16/2023 (A)		283		283
GLS Auto Receivables Trust, Ser 2018-1A, Cl A
2.820%, 07/15/2022 (A)		37		37
GLS Auto Receivables Trust, Ser 2018-3A, Cl A
3.350%, 08/15/2022 (A)		12		12
GM Financial Automobile Leasing Trust, Ser 2019-3, Cl A3
2.030%, 06/20/2022		475		480
GM Financial Automobile Leasing Trust, Ser 2020-2, Cl A2A
0.710%, 10/20/2022		260		261
GM Financial Automobile Leasing Trust, Ser 2020-3, Cl A1
0.178%, 10/20/2021		803		803
GM Financial Consumer Automobile Receivables Trust, Ser 2018-4, Cl A3
3.210%, 10/16/2023		461		470
GM Financial Consumer Automobile Receivables Trust, Ser 2019-4, Cl A2A
1.840%, 11/16/2022		232		233
GM Financial Consumer Automobile Receivables Trust, Ser 2020-3, Cl A2
0.350%, 07/17/2023		770		770
GM Financial Consumer Automobile Receivables Trust, Ser 2020-4, Cl A2
0.260%, 11/16/2023		260		260
Harley-Davidson Motorcycle Trust, Ser 2020- A, Cl A2A
1.830%, 01/17/2023		516		519


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Fleet Lease Funding, Ser 2019-1, Cl A1
0.615%, VAR ICE LIBOR USD 1 Month+0.470%, 01/10/2033 (A)	$	666	$	666
Hertz Fleet Lease Funding, Ser 2019-1, Cl A2
2.700%, 01/10/2033 (A)		481		487
Honda Auto Receivables Owner Trust, Ser 2020-2, Cl A2
0.740%, 11/15/2022		140		140
Hyundai Auto Receivables Trust, Ser 2020-A, Cl A2
1.510%, 04/17/2023		585		590
Mercedes-Benz Auto Lease Trust, Ser 2020- A, Cl A2
1.820%, 03/15/2022		141		141
Mercedes-Benz Auto Lease Trust, Ser 2020- B, Cl A3
0.400%, 11/15/2023		1,090		1,090
Mercedes-Benz Auto Receivables Trust, Ser 2020-1, Cl A2
0.460%, 03/15/2023		550		551
Mercedes-Benz Master Owner Trust, Ser 2019-AA, Cl A
0.498%, VAR ICE LIBOR USD 1 Month+0.350%, 05/15/2023 (A)		955		956
NextGear Floorplan Master Owner Trust, Ser 2020-1A, Cl A1
0.948%, VAR ICE LIBOR USD 1 Month+0.800%, 02/15/2025 (A)		1,135		1,142
Nissan Auto Lease Trust, Ser 2019-A, Cl A2
2.710%, 07/15/2021		14		14
Nissan Auto Lease Trust, Ser 2019-B, Cl A2A
2.270%, 10/15/2021		224		225
Nissan Auto Lease Trust, Ser 2020-A, Cl A2A
1.800%, 05/16/2022		400		402
Nissan Auto Receivables Owner Trust, Ser 2020-B, Cl A2A
0.470%, 10/17/2022		845		846
Prestige Auto Receivables Trust, Ser 2019-1A, Cl A2
2.440%, 07/15/2022 (A)		144		144
Prestige Auto Receivables Trust, Ser 2020- 1A, Cl A2
0.520%, 02/15/2024 (A)		835		835
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A
1.370%, 10/15/2024 (A)		178		180
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl A2
0.380%, 02/15/2023 (A)		685		685
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl A2A
0.620%, 05/15/2023		560		561


SEI Daily Income Trust / Quarterly Report / October 31, 2020		7

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A2
0.460%, 09/15/2023	$	430	$	430
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3
0.520%, 07/15/2024		1,275		1,277
Santander Retail Auto Lease Trust, Ser 2019- A, Cl A2
2.720%, 01/20/2022 (A)		174		174
Santander Retail Auto Lease Trust, Ser 2019- C, Cl A2A
1.890%, 09/20/2022 (A)		567		572
Santander Retail Auto Lease Trust, Ser 2020- B, Cl A2
0.420%, 11/20/2023 (A)		525		525
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3
2.986%, 02/27/2023 (A)		402		409
Tesla Auto Lease Trust, Ser 2018-B, Cl A
3.710%, 08/20/2021 (A)		608		613
Tesla Auto Lease Trust, Ser 2019-A, Cl A2
2.130%, 04/20/2022 (A)		1,208		1,221
Tesla Auto Lease Trust, Ser 2020-A, Cl A2
0.550%, 05/22/2023 (A)		625		626
Tidewater Auto Receivables Trust, Ser 2020- AA, Cl A2
1.390%, 08/15/2024 (A)		885		891
Tidewater Auto Receivables Trust, Ser 2020- AA, Cl B
1.610%, 03/17/2025 (A)		540		545
Toyota Auto Receivables Owner Trust, Ser 2020-B, Cl A2
1.380%, 12/15/2022		316		317
United Auto Credit Securitization Trust, Ser 2020-1, Cl A
0.850%, 05/10/2022 (A)		183		183
Volkswagen Auto Loan Enhanced Trust, Ser 2020-1, Cl A2A
0.930%, 12/20/2022		942		945
Westlake Automobile Receivables Trust, Ser 2017-2A, Cl D
3.280%, 12/15/2022 (A)		581		584
Westlake Automobile Receivables Trust, Ser 2019-1A, Cl A2A
3.060%, 05/16/2022 (A)		58		58
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl A2B
0.618%, VAR ICE LIBOR USD 1 Month+0.470%, 02/15/2023 (A)		76		76
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl A2
2.150%, 02/15/2023 (A)		320		322


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl B
2.410%, 10/15/2024 (A)	$	1,389	$	1,413
Westlake Automobile Receivables Trust, Ser 2020-2A, Cl A2A
0.930%, 02/15/2024 (A)		1,115		1,119
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2
0.560%, 05/15/2024 (A)		2,195		2,196
Wheels SPV 2 LLC, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (A)		280		280
World Omni Auto Receivables Trust, Ser 2020-B, Cl A2A
0.550%, 07/17/2023		1,910		1,914
World Omni Auto Receivables Trust, Ser 2020-C, Cl A2
0.350%, 12/15/2023		910		911
World Omni Automobile Lease Securitization Trust, Ser 2020-B, Cl A2
0.320%, 09/15/2023		220		220
World Omni Select Auto Trust, Ser 2018-1A, Cl B
3.680%, 07/15/2023 (A)		320		325
World Omni Select Auto Trust, Ser 2019-A, Cl A2A
2.060%, 08/15/2023		252		254
World Omni Select Auto Trust, Ser 2020-A, Cl A2
0.470%, 06/17/2024		590		591

				61,253


Credit Card — 1.6%
Capital One Multi-Asset Execution Trust, Ser 2019-A2, Cl A2
1.720%, 08/15/2024		736		755
Evergreen Credit Card Trust, Ser 2019-2, Cl A
1.900%, 09/16/2024 (A)		385		395
Master Credit Card Trust II, Ser 2019-2A, Cl A
0.533%, VAR ICE LIBOR USD 1 Month+0.390%, 01/21/2023 (A)		490		491
Synchrony Card Funding LLC, Ser 2019-A1, Cl A
2.950%, 03/15/2025		1,170		1,208
Synchrony Credit Card Master Note Trust, Ser 2018-1, Cl A
2.970%, 03/15/2024		765		773
Trillium Credit Card Trust II, Ser 2019-1A, Cl A
0.629%, VAR ICE LIBOR USD 1 Month+0.480%, 01/26/2024 (A)		750		750


8		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Trillium Credit Card Trust II, Ser 2020-1A, Cl A
0.519%, VAR ICE LIBOR USD 1 Month+0.370%, 12/26/2024 (A)	$	700	$	700

				5,072


Miscellaneous Business Services — 13.6%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
0.829%, VAR ICE LIBOR USD 1 Month+0.680%, 01/25/2035		60		60
Affirm Asset Securitization Trust, Ser 2020- Z1, Cl A
3.460%, 10/15/2024 (A)		205		206
Affirm Asset Securitization Trust, Ser 2020- Z2, Cl A
1.900%, 01/15/2025 (A)		505		505
Ajax Mortgage Loan Trust, Ser 2017-B, Cl A
3.163%, 09/25/2056 (A)(B)		326		325
Ally Master Owner Trust, Ser 2018-2, Cl A
3.290%, 05/15/2023		1,100		1,117
ALM XVII, Ser 2018-17A, Cl A1AR
1.167%, VAR ICE LIBOR USD 3 Month+0.930%, 01/15/2028 (A)		678		673
Apidos CLO XII, Ser 2018-12A, Cl AR
1.317%, VAR ICE LIBOR USD 3 Month+1.080%, 04/15/2031 (A)		600		592
Avant Loans Funding Trust, Ser 2019-A, Cl A
3.480%, 07/15/2022 (A)		7		7
Avant Loans Funding Trust, Ser 2019-B, Cl A
2.720%, 10/15/2026 (A)		177		177
Barings CLO, Ser 2018-3A, Cl A1
1.168%, VAR ICE LIBOR USD 3 Month+0.950%, 07/20/2029 (A)		372		368
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		247		253
Carlyle Global Market Strategies, Ser 2018- 1A, Cl A1R2
1.188%, VAR ICE LIBOR USD 3 Month+0.970%, 04/17/2031 (A)		648		634
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU
3.554%, 12/05/2022 (A)(B)		366		371
CNH Equipment Trust, Ser 2019-A, Cl A3
3.010%, 04/15/2024		230		236
CNH Equipment Trust, Ser 2019-C, Cl A2
1.990%, 03/15/2023		1,107		1,115
CNH Equipment Trust, Ser 2020-A, Cl A2
1.080%, 07/17/2023		685		688
Cole Park CLO, Ser 2018-1A, Cl AR
1.268%, VAR ICE LIBOR USD 3 Month+1.050%, 10/20/2028 (A)		750		745


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Columbia Cent CLO 27, Ser 2018-27A, Cl A1
1.365%, VAR ICE LIBOR USD 3 Month+1.150%, 10/25/2028 (A)	$	480	$	476
Conn’s Receivables Funding LLC, Ser 2020-A, Cl A
1.710%, 06/16/2025 (A)		780		780
Consumer Loan Underlying Bond CLUB Credit Trust, Ser 2020-P1, Cl A
2.260%, 03/15/2028 (A)		450		453
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M2
1.079%, VAR ICE LIBOR USD 1 Month+0.930%, 06/25/2035		18		18
Dell Equipment Finance Trust, Ser 2019-1, Cl A2
2.780%, 08/23/2021 (A)		69		70
DLL LLC, Ser 2019-MT3, Cl A2
2.130%, 01/20/2022 (A)		482		484
Ford Credit Floorplan Master Owner Trust, Ser 2018-3, Cl A1
3.520%, 10/15/2023		390		401
Great American Auto Leasing, Ser 2019-1, Cl A2
2.970%, 06/15/2021 (A)		70		70
Home Partners of America Trust, Ser 2017-1, Cl B
1.497%, VAR ICE LIBOR USD 1 Month+1.350%, 07/17/2034 (A)		625		624
HPEFS Equipment Trust, Ser 2019-1A, Cl A2
2.190%, 09/20/2029 (A)		699		703
HPEFS Equipment Trust, Ser 2020-1A, Cl A2
1.730%, 02/20/2030 (A)		322		324
HPEFS Equipment Trust, Ser 2020-2A, Cl A2
0.650%, 07/22/2030 (A)		1,550		1,553
John Deere Owner Trust, Ser 2019-B, Cl A2
2.280%, 05/16/2022		252		253
KKR CLO 21, Ser 2018-21, Cl A
1.237%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (A)		465		457
Kubota Credit Owner Trust, Ser 2020-1A, Cl A1
1.500%, 05/17/2021 (A)		39		39
Kubota Credit Owner Trust, Ser 2020-2A, Cl A2
0.410%, 06/15/2023 (A)		300		300
Madison Park Funding XII, Ser 2017-12A, Cl AR
1.478%, VAR ICE LIBOR USD 3 Month+1.260%, 07/20/2026 (A)		26		26
Magnetite VII, Ser 2018-7A, Cl A1R2
1.037%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (A)		800		789


SEI Daily Income Trust / Quarterly Report / October 31, 2020		9

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Magnetite VIII, Ser 2018-8A, Cl AR2
1.217%, VAR ICE LIBOR USD 3 Month+0.980%, 04/15/2031 (A)	$	685	$	675
Marlette Funding Trust, Ser 2018-4A, Cl A
3.710%, 12/15/2028 (A)		52		52
Marlette Funding Trust, Ser 2019-1A, Cl A
3.440%, 04/16/2029 (A)		276		279
Marlette Funding Trust, Ser 2019-2A, Cl A
3.130%, 07/16/2029 (A)		166		167
Marlette Funding Trust, Ser 2019-3A, Cl A
2.690%, 09/17/2029 (A)		222		224
Marlette Funding Trust, Ser 2019-4A, Cl A
2.390%, 12/17/2029 (A)		347		350
Marlette Funding Trust, Ser 2020-1A, Cl A
2.240%, 03/15/2030 (A)		109		110
Marlette Funding Trust, Ser 2020-2A, Cl A
1.020%, 09/16/2030 (A)		282		283
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (A)(B)		130		137
Mill City Mortgage Loan Trust, Ser 2015-2, Cl A2
3.000%, 09/25/2057 (A)(B)		172		174
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061 (A)(B)		270		278
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062 (A)(B)		146		151
MMAF Equipment Finance LLC, Ser 2019-A, Cl A2
2.840%, 01/10/2022 (A)		217		218
MMAF Equipment Finance LLC, Ser 2019-B, Cl A2
2.070%, 10/12/2022 (A)		223		225
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2
0.380%, 08/14/2023 (A)		645		645
Nationstar HECM Loan Trust, Ser 2019-1A, Cl A
2.651%, 06/25/2029 (A)(B)		74		75
Nationstar HECM Loan Trust, Ser 2019-2A, Cl A
2.272%, 11/25/2029 (A)(B)		180		181
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A1
2.180%, 08/15/2068 (A)		359		360
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A1
1.800%, 01/15/2069 (A)		1,008		1,012
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		1,232		1,251


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2018-1A, Cl A2
0.499%, VAR ICE LIBOR USD 1 Month+0.350%, 03/25/2067 (A)	$	362	$	360
Navient Student Loan Trust, Ser 2019-2A, Cl A1
0.419%, VAR ICE LIBOR USD 1 Month+0.270%, 02/27/2068 (A)		171		171
Navistar Financial Dealer Note Master Owner Trust II, Ser 2019-1, Cl A
0.789%, VAR ICE LIBOR USD 1 Month+0.640%, 05/25/2024 (A)		1,100		1,101
New Residential Mortgage LLC, Ser 2018- FNT1, Cl A
3.610%, 05/25/2023 (A)		372		372
New Residential Mortgage LLC, Ser 2018- FNT2, Cl A
3.790%, 07/25/2054		220		216
NextGear Floorplan Master Owner Trust, Ser 2019-1A, Cl A1
0.798%, VAR ICE LIBOR USD 1 Month+0.650%, 02/15/2024 (A)		770		771
Nissan Master Owner Trust Receivables, Ser 2019-A, Cl A
0.708%, VAR ICE LIBOR USD 1 Month+0.560%, 02/15/2024		580		582
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS1, Cl A
3.193%, 01/25/2023 (A)		169		169
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS2, Cl A
3.265%, 02/25/2023 (A)		83		83
NYCTL Trust, Ser 2018-A, Cl A
3.220%, 11/10/2031 (A)		196		198
NYCTL Trust, Ser 2019-A, Cl A
2.190%, 11/10/2032 (A)		278		281
Ocean Trails CLO IV, Ser 2017-4A, Cl AR
1.154%, VAR ICE LIBOR USD 3 Month+0.900%, 08/13/2025 (A)		6		6
OCP CLO, Ser 2017-8A, Cl A1R
1.068%, VAR ICE LIBOR USD 3 Month+0.850%, 04/17/2027 (A)		102		102
Onemain Financial Issuance Trust, Ser 2018- 1A, Cl A
3.300%, 03/14/2029 (A)		265		268
OneMain Financial Issuance Trust, Ser 2019- 1A, Cl A
3.480%, 02/14/2031 (A)		550		556
OZLM VII, Ser 2018-7RA, Cl A1R
1.228%, VAR ICE LIBOR USD 3 Month+1.010%, 07/17/2029 (A)		578		570


10		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OZLM XII, Ser 2018-12A, Cl A1R
1.318%, VAR ICE LIBOR USD 3 Month+1.050%, 04/30/2027 (A)	$	364	$	362
PFS Financing, Ser 2020-B, Cl A
1.210%, 06/15/2024 (A)		360		363
PFS Financing, Ser 2020-F, Cl A
0.930%, 08/15/2024 (A)		1,120		1,123
Regional Management Issuance Trust, Ser 2019-1, Cl A
3.050%, 11/15/2028 (A)		115		115
SCF Equipment Leasing LLC, Ser 2020-1A, Cl A2
0.680%, 10/20/2025 (A)		540		540
Shackleton, Ser 2018-6RA, Cl A
1.238%, VAR ICE LIBOR USD 3 Month+1.020%, 07/17/2028 (A)		489		484
SLM Student Loan Trust, Ser 2007-6, Cl A4
0.595%, VAR ICE LIBOR USD 3 Month+0.380%, 10/25/2024		246		246
SMB Private Education Loan Trust, Ser 2020- A, Cl A1
0.448%, VAR ICE LIBOR USD 1 Month+0.300%, 03/15/2027 (A)		645		645
SoFi Consumer Loan Program, Ser 2017-1, Cl A
3.280%, 01/26/2026 (A)		3		3
SoFi Consumer Loan Program, Ser 2019-1, Cl A
3.240%, 02/25/2028 (A)		377		380
SoFi Consumer Loan Program, Ser 2019-2, Cl A
3.010%, 04/25/2028 (A)		227		230
SoFi Consumer Loan Program, Ser 2019-3, Cl A
2.900%, 05/25/2028 (A)		579		585
SoFi Consumer Loan Program, Ser 2019-4, Cl A
2.450%, 08/25/2028 (A)		957		968
SoFi Consumer Loan Program, Ser 2020-1, Cl A
2.020%, 01/25/2029 (A)		652		659
SoFi Professional Loan Program, Ser 2020-A, Cl A1FX
2.060%, 05/15/2046 (A)		981		990
Symphony CLO XIV, Ser 2019-14A, Cl AR
1.179%, VAR ICE LIBOR USD 3 Month+0.950%, 07/14/2026 (A)		591		588
Towd Point Mortgage Trust, Ser 2015-2, Cl 2A11
3.000%, 11/25/2057 (A)(B)		41		41


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2015-4, Cl A1B
2.750%, 04/25/2055 (A)(B)	$	21	$	21
Towd Point Mortgage Trust, Ser 2015-5, Cl A1B
2.750%, 05/25/2055 (A)(B)		26		26
Towd Point Mortgage Trust, Ser 2016-1, Cl A1B
2.750%, 02/25/2055 (A)(B)		25		26
Towd Point Mortgage Trust, Ser 2016-3, Cl A1
2.250%, 04/25/2056 (A)(B)		78		79
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (A)(B)		141		144
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056 (A)(B)		727		745
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057 (A)(B)		629		646
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (A)(B)		166		172
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.749%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (A)		419		418
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (A)(B)		156		161
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058 (A)(B)		108		113
Transportation Finance Equipment Trust, Ser 2019-1, Cl A2
1.900%, 01/24/2022 (A)		1,486		1,493
Treman Park CLO, Ser 2018-1A, Cl ARR
1.288%, VAR ICE LIBOR USD 3 Month+1.070%, 10/20/2028 (A)		550		548
Tryon Park CLO, Ser 2018-1A, Cl A1SR
1.127%, VAR ICE LIBOR USD 3 Month+0.890%, 04/15/2029 (A)		660		654
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		550		564
Verizon Owner Trust, Ser 2020-B, Cl A
0.470%, 02/20/2025		545		546
Volvo Financial Equipment LLC, Ser 2020-1A, Cl A2
0.370%, 04/17/2023 (A)		235		235
Voya CLO, Ser 2017-3A, Cl A1R
0.935%, VAR ICE LIBOR USD 3 Month+0.720%, 07/25/2026 (A)		109		108


SEI Daily Income Trust / Quarterly Report / October 31, 2020		11

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Z Capital Credit Partners CLO, Ser 2018-1A, Cl A1R
1.180%, VAR ICE LIBOR USD 3 Month+0.950%, 07/16/2027 (A)	$	407	$	405

				43,971

Total Asset-Backed Securities (Cost $109,855) ($ Thousands)				110,296


MORTGAGE-BACKED SECURITIES — 14.9%

Agency Mortgage-Backed Obligations — 4.3%
FHLMC
2.731%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.022%, 02/01/2030		10		10
2.160%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.901%, 02/01/2022		1		1
FHLMC Multifamily Structured Pass-Through Certificates, Ser K016, Cl A2
2.968%, 10/25/2021		411		419
FHLMC Multifamily Structured Pass-Through Certificates, Ser K020, Cl A1
1.573%, 01/25/2022		53		53
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1
2.592%, 04/25/2023		913		936
FHLMC Multifamily Structured Pass-Through Certificates, Ser K721, Cl A2
3.090%, 08/25/2022 (B)		880		912
FHLMC REMIC, Ser 2010-3745, Cl GP
4.000%, 06/15/2039		182		183
FHLMC REMIC, Ser 2011-3896, Cl PA
4.000%, 03/15/2040		72		73
FHLMC REMIC, Ser 2011-3903, Cl QC
2.250%, 03/15/2041		86		87
FHLMC REMIC, Ser 2013-4159, Cl LA
3.500%, 02/15/2040		247		253
FHLMC REMIC, Ser 2013-4206, Cl CA
3.000%, 05/15/2037		290		292
FHLMC REMIC, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		46		47
FHLMC REMIC, Ser 2014-4297, Cl CA
3.000%, 12/15/2030		452		464
FHLMC REMIC, Ser 2014-4323, Cl CA
4.000%, 03/15/2040		76		78
FHLMC REMIC, Ser 2014-4323, Cl GA
3.000%, 06/15/2040		151		153
FHLMC REMIC, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		636		655
FHLMC REMIC, Ser 2014-4385, Cl Q
3.000%, 07/15/2039		660		668


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2014-4387, Cl DA
3.000%, 01/15/2032	$	430	$	445
FHLMC REMIC, Ser 2014-4390, Cl NC
3.000%, 05/15/2039		285		289
FNMA
6.000%, 01/01/2027		8		9
5.500%, 12/01/2023 to 12/01/2024		161		165
5.000%, 02/01/2023 to 03/01/2025		85		90
3.720%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.120%, 11/01/2025		1		1
3.715%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.215%, 01/01/2029		4		4
3.500%, 09/01/2032		540		570
3.000%, 12/01/2030		830		870
2.871%, VAR ICE LIBOR USD 6 Month+1.814%, 09/01/2024		9		9
2.770%, VAR ICE LIBOR USD 6 Month+1.772%, 09/01/2024		4		5
2.470%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.084%, 05/01/2028		1		1
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/2023		1		2
FNMA REMIC, Ser 2001-33, Cl FA
0.599%, VAR ICE LIBOR USD 1 Month+0.450%, 07/25/2031		4		4
FNMA REMIC, Ser 2002-64, Cl FG
0.397%, 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		85		86
FNMA REMIC, Ser 2011-24, Cl PC
4.000%, 10/25/2039		38		38
FNMA REMIC, Ser 2011-87, Cl JA
3.000%, 06/25/2040		388		395
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		310		315
FNMA REMIC, Ser 2012-6, Cl E
3.000%, 05/25/2037		466		471
FNMA REMIC, Ser 2013-100, Cl CA
4.000%, 03/25/2039		72		73
FNMA REMIC, Ser 2013-53, Cl CL
3.000%, 06/25/2037		154		154
FNMA REMIC, Ser 2013-97, Cl KA
3.000%, 11/25/2031		74		78
FNMA REMIC, Ser 2015-46, Cl BA
3.000%, 05/25/2041		370		377
FNMA, Ser 2012-M4, Cl 1A2
2.976%, 04/25/2022 (B)		160		163


12		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2012-M9, Cl A2
2.482%, 04/25/2022	$	178	$	181
FNMA, Ser 2017-M13, Cl FA
0.561%, VAR ICE LIBOR USD 1 Month+0.400%, 10/25/2024		122		122
FREMF Mortgage Trust, Ser 2011-K12, Cl B
4.342%, 01/25/2046 (A)(B)		920		922
GNMA, Ser 2010-151, Cl KA
3.000%, 09/16/2039		71		72
GNMA, Ser 2013-124, Cl CP
2.500%, 06/20/2041		106		107
GNMA, Ser 2013-190, Cl GA
2.500%, 11/20/2038		847		867
GNMA, Ser 2015-119, Cl TG
1.800%, 05/20/2041		1,009		1,021
GNMA, Ser 2015-56, Cl LB
1.500%, 04/16/2040		707		714


				13,905


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)		502		514
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049 (A)(B)		355		360
Angel Oak Mortgage Trust LLC, Ser 2017-1, Cl A1
2.810%, 01/25/2047 (A)(B)		2		2
Angel Oak Mortgage Trust LLC, Ser 2017-2, Cl A1
2.478%, 07/25/2047 (A)(B)		49		50
Angel Oak Mortgage Trust LLC, Ser 2017-3, Cl A1
2.708%, 11/25/2047 (A)(B)		21		21
Angel Oak Mortgage Trust LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048 (A)(B)		128		130
Angel Oak Mortgage Trust LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048 (A)(B)		336		343
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1
2.466%, 12/25/2059 (A)(B)		141		142
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1
1.691%, 04/25/2065 (A)(B)		699		703
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1
1.469%, 06/25/2065 (A)(B)		444		445
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048 (A)(B)		323		331


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Banc of America Commercial Mortgage Trust, Ser 2016-UB10, Cl A2
2.723%, 07/15/2049	$	500	$	505
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
3.105%, 07/25/2035 (B)		54		52
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
2.936%, 11/25/2035 (B)		7		7
BBCMS Mortgage Trust, Ser 2017-DELC, Cl A
0.998%, VAR ICE LIBOR USD 1 Month+0.850%, 08/15/2036 (A)		800		769
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1
3.510%, 06/25/2035 (B)		28		27
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1
3.184%, 08/25/2035 (B)		58		58
BRAVO Residential Funding Trust, Ser 2020- NQM1, Cl A1
1.449%, 05/25/2060 (A)(B)		444		444
Bunker Hill Loan Depositary Trust, Ser 2019- 1, Cl A2
3.817%, 10/26/2048 (A)		563		582
Bunker Hill Loan Depositary Trust, Ser 2019- 1, Cl A1
3.613%, 10/26/2048 (A)		125		130
Bunker Hill Loan Depositary Trust, Ser 2020- 1, Cl A1
1.724%, 02/25/2055 (A)(B)		283		286
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033 (A)		265		274
BX Commercial Mortgage Trust, Ser 2018- IND, Cl A
0.898%, VAR ICE LIBOR USD 1 Month+0.750%, 11/15/2035 (A)		134		133
BX Commercial Mortgage Trust, Ser 2019- XL, Cl B
1.228%, VAR ICE LIBOR USD 1 Month+1.080%, 10/15/2036 (A)		418		417
BX Commercial Mortgage Trust, Ser 2019- XL, Cl A
1.068%, VAR ICE LIBOR USD 1 Month+0.920%, 10/15/2036 (A)		665		664
CGDBB Commercial Mortgage Trust, Ser 2017-BIOC, Cl A
0.938%, VAR ICE LIBOR USD 1 Month+0.790%, 07/15/2032 (A)		411		411
CHC Commercial Mortgage Trust, Ser 2019- CHC, Cl A
1.268%, VAR ICE LIBOR USD 1 Month+1.120%, 06/15/2034 (A)		841		803
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057 (A)(B)		322		329


SEI Daily Income Trust / Quarterly Report / October 31, 2020		13

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2019-SST2, Cl A
1.068%, VAR ICE LIBOR USD 1 Month+0.920%, 12/15/2036 (A)	$	775	$	762
Citigroup Mortgage Loan Trust, Ser 2004- HYB3, Cl 1A
3.042%, 09/25/2034 (B)		10		10
Citigroup Mortgage Loan Trust, Ser 2006- AR2, Cl 1A1
3.798%, 03/25/2036 (B)		54		47
Citigroup Mortgage Loan Trust, Ser 2018- RP2, Cl A1
3.500%, 02/25/2058 (A)(B)		252		267
Citigroup Mortgage Loan Trust, Ser 2019- IMC1, Cl A1
2.720%, 07/25/2049 (A)(B)		134		137
COLT Mortgage Loan Trust, Ser 2019-1, Cl A1
3.705%, 03/25/2049 (A)(B)		93		93
COLT Mortgage Loan Trust, Ser 2019-3, Cl A1
2.764%, 08/25/2049 (A)(B)		92		92
COLT Mortgage Loan Trust, Ser 2020-1, Cl A1
2.488%, 02/25/2050 (B)		380		384
COLT Mortgage Loan Trust, Ser 2020-1R, Cl A1
1.255%, 09/25/2065 (A)(B)		547		547
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065 (A)(B)		471		471
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065 (A)(B)		291		292
COMM Mortgage Trust, Ser 2014-LC17, Cl A2
3.164%, 10/10/2047		1		1
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		20		19
COMM Mortgage Trust, Ser 2015-CR23, Cl A2
2.852%, 05/10/2048		298		299
COMM Mortgage Trust, Ser 2015-CR27, Cl A2
2.223%, 10/10/2048		63		63
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
0.689%, VAR ICE LIBOR USD 1 Month+0.540%, 02/25/2035		10		10
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
1.128%, VAR ICE LIBOR USD 1 Month+0.980%, 05/15/2036 (A)		475		475


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B
1.378%, VAR ICE LIBOR USD 1 Month+1.230%, 05/15/2036 (A)	$	1,240	$	1,235
Deephaven Residential Mortgage Trust, Ser 2017-1A, Cl A1
2.725%, 12/26/2046 (A)(B)		12		12
Deephaven Residential Mortgage Trust, Ser 2017-2A, Cl A1
2.453%, 06/25/2047 (A)(B)		39		39
Deephaven Residential Mortgage Trust, Ser 2017-3A, Cl A1
2.577%, 10/25/2047 (A)(B)		32		33
Deephaven Residential Mortgage Trust, Ser 2018-1A, Cl A1
2.976%, 12/25/2057 (A)(B)		55		56
Deephaven Residential Mortgage Trust, Ser 2018-2A, Cl A1
3.479%, 04/25/2058 (A)(B)		178		181
Deephaven Residential Mortgage Trust, Ser 2018-3A, Cl A1
3.789%, 08/25/2058 (A)(B)		209		209
Deephaven Residential Mortgage Trust, Ser 2019-3A, Cl A1
2.964%, 07/25/2059 (A)(B)		306		309
Deephaven Residential Mortgage Trust, Ser 2019-4A, Cl A1
2.791%, 10/25/2059 (A)(B)		655		664
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1
1.692%, 05/25/2065 (A)		439		442
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059 (A)(B)		89		91
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065 (A)(B)		179		179
FDIC Guaranteed Notes Trust, Ser 2010-S4, Cl A
0.876%, VAR ICE LIBOR USD 1 Month+0.720%, 12/04/2020 (A)		497		497
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ1, Cl M3
3.949%, VAR ICE LIBOR USD 1 Month+3.800%, 03/25/2025		89		89
Flagstar Mortgage Trust, Ser 2018-5, Cl A7
4.000%, 09/25/2048 (A)(B)		27		27
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
6.049%, VAR ICE LIBOR USD 1 Month+5.900%, 10/25/2028		498		527


14		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2
0.999%, VAR ICE LIBOR USD 1 Month+0.850%, 10/25/2030	$	153	$	151
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065 (A)		259		259
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.586%, 11/19/2035 (B)		86		82
GS Mortgage Securities Trust, Ser 2012- ALOH, Cl A
3.551%, 04/10/2034 (A)		1,500		1,512
GS Mortgage Securities Trust, Ser 2016-GS4, Cl A2
2.905%, 11/10/2049		500		502
GS Mortgage Securities Trust, Ser 2017- 500K, Cl A
0.848%, VAR ICE LIBOR USD 1 Month+0.700%, 07/15/2032 (A)		415		412
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
3.674%, 07/25/2035 (B)		91		67
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
3.640%, 05/25/2037 (B)		86		66
Impac CMB Trust, Ser 2004-9, Cl 1A1
0.909%, VAR ICE LIBOR USD 1 Month+0.760%, 01/25/2035		24		24
Impac CMB Trust, Ser 2005-2, Cl 1A1
0.669%, VAR ICE LIBOR USD 1 Month+0.520%, 04/25/2035		29		28
Impac CMB Trust, Ser 2005-3, Cl A1
0.629%, VAR ICE LIBOR USD 1 Month+0.480%, 08/25/2035		28		27
Impac CMB Trust, Ser 2005-5, Cl A1
0.789%, VAR ICE LIBOR USD 1 Month+0.640%, 08/25/2035		22		22
Impac CMB Trust, Ser 2005-8, Cl 1A
0.669%, VAR ICE LIBOR USD 1 Month+0.520%, 02/25/2036		74		72
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
3.099%, 08/25/2035 (B)		28		26
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
3.611%, 05/25/2037 (B)		53		49
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.941%, 10/25/2029 (A)(B)		282		290
JPMorgan Mortgage Trust, Ser 2015-3, Cl A5
3.500%, 05/25/2045 (A)(B)		148		148
JPMorgan Mortgage Trust, Ser 2017-1, Cl A4
3.500%, 01/25/2047 (A)(B)		592		595


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
0.899%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2046 (A)	$	232	$	232
JPMorgan Mortgage Trust, Ser 2019-5, Cl A4
4.000%, 11/25/2049 (A)(B)		103		104
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
0.948%, VAR ICE LIBOR USD 1 Month+0.800%, 05/15/2036 (A)		190		189
LSTAR Commercial Mortgage Trust, Ser 2016- 4, Cl A2
2.579%, 03/10/2049 (A)		1,388		1,412
LSTAR Securities Investment, Ser 2019-4, Cl A1
1.649%, VAR ICE LIBOR USD 1 Month+1.500%, 05/01/2024 (A)		408		403
Merit, Ser 2020-HILL, Cl A
1.298%, VAR ICE LIBOR USD 1 Month+1.150%, 08/15/2037 (A)		660		659
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
3.705%, 06/25/2037 (B)		69		53
Merrill Lynch Mortgage Investors Trust, Ser 2005-A3, Cl A1
0.419%, VAR ICE LIBOR USD 1 Month+0.270%, 04/25/2035		1		1
MFA Trust, Ser 2017-RPL1, Cl A1
2.588%, 02/25/2057 (A)(B)		65		66
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065		222		223
Morgan Stanley Capital I Trust, Ser 2012- STAR, Cl A1
2.084%, 08/05/2034 (A)		53		53
Morgan Stanley Capital I Trust, Ser 2014- MP, Cl A
3.469%, 08/11/2033 (A)		590		599
MortgageIT Trust, Ser 2005-5, Cl A1
0.669%, VAR ICE LIBOR USD 1 Month+0.520%, 12/25/2035		74		73
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10
2.060%, 01/15/2022		149		152
MTRO Commercial Mortgage Trust, Ser 2019- TECH, Cl A
1.048%, VAR ICE LIBOR USD 1 Month+0.900%, 12/15/2033 (A)		520		518
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057 (A)(B)		184		198
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057 (A)(B)		414		446


SEI Daily Income Trust / Quarterly Report / October 31, 2020		15

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
4.000%, 09/25/2057 (A)(B)	$	220	$	241
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059 (A)(B)		151		153
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060 (A)(B)		293		294
OBX Trust, Ser 2018-1, Cl A2
0.799%, VAR ICE LIBOR USD 1 Month+0.650%, 06/25/2057 (A)		35		35
OBX Trust, Ser 2018-EXP2, Cl 2A1A
0.899%, VAR ICE LIBOR USD 1 Month+0.750%, 07/25/2058 (A)		257		256
OBX Trust, Ser 2019-INV1, Cl A8
4.000%, 11/25/2048 (A)(B)		91		91
Paragon Mortgages No. 12 PLC, Ser 2006- 12A, Cl A2C
0.500%, VAR ICE LIBOR USD 3 Month+0.220%, 11/15/2038 (A)		76		73
Paragon Mortgages No. 15 PLC, Ser 2007- 15A, Cl A2C
0.470%, VAR ICE LIBOR USD 3 Month+0.220%, 12/15/2039 (A)		169		163
Residential Mortgage Loan Trust, Ser 2020- 1, Cl A1
2.376%, 02/25/2024 (A)(B)		185		188
RFMSI Trust, Ser 2007-SA3, Cl 2A1
4.849%, 07/27/2037 (B)		70		61
RMF Buyout Issuance Trust, Ser 2020-1, Cl A
2.158%, 02/25/2030 (A)(B)		240		241
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
0.691%, 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)		253		255
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048 (A)(B)		151		158
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A11
4.000%, 08/25/2048 (A)(B)		254		256
Spruce Hill Mortgage Loan Trust, Ser 2019- SH1, Cl A1
3.395%, 04/29/2049 (A)(B)		167		169
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (A)(B)		351		357
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065 (A)(B)		165		165


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
UBS-Citigroup Commercial Mortgage Trust, Ser 2011-C1, Cl A3
3.595%, 01/10/2045	$	408	$	415
Verus Securitization Trust, Ser 2018-2, Cl A1
3.677%, 06/01/2058 (A)(B)		210		211
Verus Securitization Trust, Ser 2019-1, Cl A1
3.836%, 02/25/2059 (A)(B)		144		145
Verus Securitization Trust, Ser 2019-2, Cl A1
3.211%, 05/25/2059 (A)(B)		221		223
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (A)		270		275
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060 (A)		211		214
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065 (A)		290		291
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
3.692%, 03/25/2036 (B)		95		91
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS
3.539%, 10/15/2045		450		466
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		511		519
Wells Fargo Commercial Mortgage Trust, Ser 2017-RC1, Cl A2
3.118%, 01/15/2060		559		570
Wells Fargo Mortgage-Backed Securities Trust, Ser 2019-2, Cl A3
4.000%, 04/25/2049 (A)(B)		1		1
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)		274		274

				34,269

Total Mortgage-Backed Securities (Cost $48,119) ($ Thousands)				48,174


U.S. TREASURY OBLIGATIONS — 6.0%
U.S. Treasury Bills
0.140%, 08/12/2021 (C)(D)		940		939
0.140%, 10/07/2021 (D)		3,250		3,246
U.S. Treasury Notes
1.750%, 09/30/2022		4,650		4,792
1.250%, 10/31/2021		8,710		8,805
0.234%, VAR US Treasury 3 Month Bill Money Market Yield+0.139%, 04/30/2021		1,000		1,001


16		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.210%, VAR US Treasury 3 Month Bill Money Market Yield+0.115%, 01/31/2021	$	695	$	695


Total U.S. Treasury Obligations (Cost $19,375) ($ Thousands)				19,478


U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.1%
FFCB
1.900%, 06/24/2021		1,460		1,477
0.530%, 01/18/2022		2,250		2,259
FHLMC
0.450%, 07/28/2023		1,600		1,601
0.450%, 08/04/2023		1,575		1,572
0.375%, 06/08/2022		1,600		1,600
0.320%, 10/20/2022		1,600		1,599


Total U.S. Government Agency Obligations (Cost $10,099) ($ Thousands)				10,108


MUNICIPAL BONDS — 2.4%

California — 1.0%
Bay Area, Toll Authority, RB
2.075%, 04/01/2021		1,615		1,625
California State, GO Callable 10/01/2021 @ 100
0.928%, 04/01/2047 (E)		775		775
California State, Infrastructure & Economic Development Bank, AMT, RB Callable 07/01/2021 @ 100
0.450%, 01/01/2050 (A)(E)		530		530
University of California, Ser BF, RB
0.455%, 05/15/2022		130		130

				3,060


Florida — 0.1%
Florida State, Development Finance Authority, RB
1.645%, 04/01/2021		220		220


Illinois — 0.0%
Chicago, Transit Authority, Sales Tax Receipts Fund, Ser B, RB
1.708%, 12/01/2022		135		136


Nevada — 0.1%
Nevada State, Department of Business & Industry, AMT, RB Callable 07/01/2021 @ 100
0.500%, 01/01/2050 (A)(E)		225		225


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)

New York — 0.6%
Long Island, Power Authority, Ser C, RB Callable 06/01/2021 @ 100
0.659%, 03/01/2022	$	440	$	439
New York & New Jersey, Port Authority, Ser 208, RB
2.667%, 09/15/2021		1,510		1,538

				1,977


Texas — 0.6%
Central Texas, Turnpike System, Ser B, RB
1.980%, 08/15/2042 (E)		245		247
Dallas Fort Worth International Airport, Ser A, RB
1.837%, 11/01/2020		1,610		1,610
Houston, Texas Airport System Revenue, Ser C, RB
0.883%, 07/01/2022		100		100

				1,957


Total Municipal Bonds (Cost $7,540) ($ Thousands)				7,575


COMMERCIAL PAPER — 2.0%
Airbus
1.654%, 11/23/2020 (D)		2,150		2,150
Arabella
0.410%, 01/04/2021 (D)		1,625		1,624
Northwest National Gas
0.401%, 04/30/2021 (D)		1,700		1,697
Total Capital Canada 0.552%, 11/23/2020 (D)		850		850


Total Commercial Paper (Cost $6,318) ($ Thousands)				6,321


SOVEREIGN DEBT — 0.7%
Province of Quebec Canada
2.375%, 01/31/2022		2,300		2,358


Total Sovereign Debt (Cost $2,316) ($ Thousands)				2,358


SEI Daily Income Trust / Quarterly Report / October 31, 2020		17

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 0.6%
BNP Paribas
0.080%, dated 10/30/2020 to be repurchased on 11/02/2020, repurchase price $2,000,013 (collateralized by U.S. Government obligations, ranging in par value $48,560 - $1,785,540, 2.000% - 2.500%, 05/15/2027 - 07/01/2050; with total market value $2,040,029) (F)	$	2,000	$	2,000


Total Repurchase Agreement (Cost $2,000) ($ Thousands)				2,000


Total Investments in Securities — 98.7% (Cost $317,999) ($ Thousands)			$	319,344

A list of the open futures contracts held by the Fund at October 31, 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)		Dec-2020	$	(2,084	)	$	(2,073	)	$	11
U.S. 2-Year Treasury Notes		77		Jan-2021		17,007			17,005			(2)
U.S. 5-Year Treasury Notes		(6)		Jan-2021		(755	)		(754	)		1
U.S. Long Treasury Bond		(1)		Dec-2020		(176	)		(172	)		4

					$	13,992		$	14,006		$	14

Percentages are based on Net Assets of $323,526 ($ 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 October 31, 2020, the value of these securities amounted to $137,521 ($ Thousands), representing 42.5% 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 a portion thereof, has been pledged as collateral on open futures contracts.

(D)	Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(E)	Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

(F)	Tri-Party Repurchase Agreement.

ARM – Adjustable Rate Mortgage

Cl – Class

CLO – Collateralized Loan Obligation

DAC – Designated Activity Company

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

PLC – Public Limited Company

RB – Revenue Bond

REMIC – Real Estate Mortgage Investment Conduit

Ser – Series

USD – United States Dollar

VAR – Variable Rate


18		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Ultra Short Duration Bond Fund (Concluded)

The following is a summary of the inputs used as of October 31, 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

–

113,034

–

113,034

Asset-Backed Securities

–

110,296

–

110,296

Mortgage-Backed Securities

–

48,174

–

48,174

U.S. Treasury Obligations

–

19,478

–

19,478

U.S. Government Agency Obligations

–

10,108

–

10,108

Municipal Bonds

–

7,575

–

7,575

Commercial Paper

–

6,321

–

6,321

Sovereign Debt

–

2,358

–

2,358

Repurchase Agreement

–

2,000

–

2,000

Total Investments in Securities

–

319,344

–

319,344

Other Financial
Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total

($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

(2)

–

(2)

Total Other Financial Instruments

–

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

For the period ended October 31, 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 / October 31, 2020		19

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Short Duration Government Fund


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 66.2%

Agency Mortgage-Backed Obligations — 66.2%
FHLMC
4.500%, 02/01/2022 to 12/01/2039	$	3,302	$	3,614
3.830%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.200%, 05/01/2024		4		4
3.749%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.362%, 06/01/2024		3		3
3.500%, 01/01/2029 to 05/01/2034		17,301		18,692
3.437%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.144%, 12/01/2023		13		13
3.280%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.174%, 12/01/2023		167		168
3.222%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.252%, 04/01/2029		6		6
3.000%, 11/01/2036 to 12/01/2046		14,528		15,266
2.736%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.254%, 07/01/2024		5		5
2.683%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.210%, 06/01/2024		2		2
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, Cl A1
2.598%, 01/25/2025		8,194		8,536
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.750%, 06/25/2027 (A)		18,164		795
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.638%, 10/25/2026 (A)		23,725		786
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF35, Cl A
0.498%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2024		3,637		3,638
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A
0.638%, VAR ICE LIBOR USD 1 Month+0.490%, 02/25/2026		8,448		8,507
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A
0.628%, VAR ICE LIBOR USD 1 Month+0.480%, 04/25/2026		15,514		15,610
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A
0.648%, VAR ICE LIBOR USD 1 Month+0.500%, 11/25/2026		6,818		6,857


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2002-42, Cl A5
7.500%, 02/25/2042	$	254	$	313
FHLMC REMIC, Ser 2003-2571, Cl FY
0.898%, VAR ICE LIBOR USD 1 Month+0.750%, 12/15/2032		3,268		3,323
FHLMC REMIC, Ser 2006-3148, Cl CF
0.548%, VAR ICE LIBOR USD 1 Month+0.400%, 02/15/2034		139		140
FHLMC REMIC, Ser 2006-3153, Cl FX
0.498%, VAR ICE LIBOR USD 1 Month+0.350%, 05/15/2036		98		99
FHLMC REMIC, Ser 2006-3174, Cl FA
0.448%, VAR ICE LIBOR USD 1 Month+0.300%, 04/15/2036		2,079		2,079
FHLMC REMIC, Ser 2006-3219, Cl EF
0.548%, VAR ICE LIBOR USD 1 Month+0.400%, 04/15/2032		2,697		2,715
FHLMC REMIC, Ser 2007-3339, Cl HF
0.668%, VAR ICE LIBOR USD 1 Month+0.520%, 07/15/2037		2,693		2,723
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		1,188		1,313
FHLMC REMIC, Ser 2011-3788, Cl FA
0.678%, VAR ICE LIBOR USD 1 Month+0.530%, 01/15/2041		4,167		4,120
FHLMC REMIC, Ser 2011-3795, Cl EB
2.500%, 10/15/2039		49		50
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		349		22
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		542		31
FHLMC REMIC, Ser 2012-4030, Cl FD
0.498%, VAR ICE LIBOR USD 1 Month+0.350%, 02/15/2041		4,888		4,897
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		703		21
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		881		31
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		302		23
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		3,738		3,794
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027		2,700		2,737
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		3,120		3,150
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		808		41
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		912		58
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		465		25


SEI Daily Income Trust / Quarterly Report / October 31, 2020		1

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Short Duration Government Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033	$	666	$	65
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		417		24
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		1,150		82
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		679		43
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		513		36
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		2,399		2,524
FHLMC REMIC, Ser 2014-4314, Cl GA
3.000%, 12/15/2039		1,712		1,735
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		2,884		228
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		7,102		7,344
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		1,034		99
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		971		169
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045		1,167		1,220
FHLMC REMIC, Ser 2017-4661, Cl HA
3.000%, 05/15/2043		5,483		5,659
FHLMC REMIC, Ser 2017-4664, Cl HA
3.500%, 08/15/2043		10,460		10,794
FHLMC REMIC, Ser 2017-4666, Cl A
3.000%, 03/15/2040		1,034		1,047
FHLMC REMIC, Ser 2017-4673, Cl HA
3.500%, 11/15/2043		9,422		9,734
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		1,176		1,271
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		1,241		223
FHLMC REMIC, Ser 2019-4860, Cl A
3.500%, 08/15/2044		337		340
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		4,557		558
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		2,889		440
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		1,835		136
FNMA
7.000%, 06/01/2037		4		4
6.500%, 05/01/2026 to 01/01/2036		100		115
6.000%, 02/01/2023 to 09/01/2024		339		352
5.500%, 10/01/2021 to 06/01/2038		221		255
4.503%, 04/01/2021 (A)		698		698
4.500%, 04/01/2026 to 08/01/2044		7,497		8,377
4.330%, 07/01/2021		3,331		3,360


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
4.311%, 07/01/2021 (A)	$	274	$	275
4.295%, 06/01/2021		3,366		3,414
4.230%, 01/01/2021		4,234		4,233
4.168%, 09/01/2021 (A)		258		261
4.160%, 07/01/2021		475		483
4.050%, 01/01/2021		1,000		1,000
4.000%, 05/01/2026 to 04/01/2042		8,748		9,462
3.980%, 07/01/2021 to 08/01/2021		8,734		8,839
3.890%, 10/01/2023		818		882
3.850%, 01/01/2024		541		587
3.840%, 08/01/2021		6,240		6,304
3.810%, 11/01/2023		89		96
3.750%, 06/01/2022 to 09/01/2023		3,087		3,269
3.734%, 07/01/2022 (A)		1,988		2,011
3.650%, 08/01/2023		97		104
3.643%, 12/01/2020 (A)		2,592		2,592
3.500%, 10/01/2027 to 02/01/2045		29,622		31,645
3.245%, 01/01/2022 (A)		702		714
3.182%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.250%, 08/01/2029		105		105
3.155%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.888%, 12/01/2029		21		21
3.150%, 01/01/2027		1,457		1,624
3.070%, 06/01/2027		950		1,052
3.000%, 09/01/2027 to 02/01/2031		898		941
2.970%, 12/01/2022		3,291		3,429
2.960%, 04/01/2022 to 01/01/2027 (A)		1,377		1,504
2.940%, 06/01/2022		282		289
2.929%, VAR ICE LIBOR USD 6 Month+1.600%, 08/01/2027		44		44
2.871%, VAR ICE LIBOR USD 6 Month+1.814%, 09/01/2024		87		87
2.830%, 06/01/2022		166		170
2.740%, 04/01/2022		131		134
2.580%, 08/01/2022		2,112		2,167
2.570%, 01/01/2023		1,836		1,890
2.540%, 03/01/2023		599		620
2.470%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.084%, 05/01/2028		5		5
2.450%, 11/01/2022		393		404
2.410%, 07/01/2021		135		135
2.360%, 04/01/2022		4,600		4,682
2.280%, 11/01/2022		1,140		1,167
2.220%, 12/01/2022		1,324		1,358
2.150%, 05/01/2022		4,427		4,502
2.050%, 11/01/2023		1,224		1,277
0.498%, VAR ICE LIBOR USD 1 Month+0.350%, 01/01/2023		730		729


2		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Short Duration Government Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 1992-61, Cl FA
0.799%, VAR ICE LIBOR USD 1 Month+0.650%, 10/25/2022	$	5	$	5
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/2023		4		4
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/2023		2		2
FNMA REMIC, Ser 1994-77, Cl FB
1.649%, VAR ICE LIBOR USD 1 Month+1.500%, 04/25/2024		1		1
FNMA REMIC, Ser 2002-53, Cl FK
0.549%, VAR ICE LIBOR USD 1 Month+0.400%, 04/25/2032		64		65
FNMA REMIC, Ser 2003-76, Cl CA
3.750%, 07/25/2033		9		9
FNMA REMIC, Ser 2006-76, Cl QF
0.549%, VAR ICE LIBOR USD 1 Month+0.400%, 08/25/2036		331		333
FNMA REMIC, Ser 2006-79, Cl DF
0.499%, VAR ICE LIBOR USD 1 Month+0.350%, 08/25/2036		260		261
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		355		409
FNMA REMIC, Ser 2007-64, Cl FB
0.519%, VAR ICE LIBOR USD 1 Month+0.370%, 07/25/2037		1,893		1,910
FNMA REMIC, Ser 2008-16, Cl FA
0.849%, VAR ICE LIBOR USD 1 Month+0.700%, 03/25/2038		1,260		1,283
FNMA REMIC, Ser 2009-110, Cl FD
0.899%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2040		4,543		4,632
FNMA REMIC, Ser 2009-112, Cl FM
0.899%, VAR ICE LIBOR USD 1 Month+0.750%, 01/25/2040		2,792		2,848
FNMA REMIC, Ser 2009-82, Cl FD
0.999%, VAR ICE LIBOR USD 1 Month+0.850%, 10/25/2039		3,982		4,072
FNMA REMIC, Ser 2009-82, Cl FC
1.069%, VAR ICE LIBOR USD 1 Month+0.920%, 10/25/2039		3,397		3,490
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		1,115		1,208
FNMA REMIC, Ser 2010-56, Cl AF
0.698%, VAR ICE LIBOR USD 1 Month+0.550%, 06/25/2040		3,173		3,173
FNMA REMIC, Ser 2011-113, Cl ZL
4.000%, 11/25/2041		3,451		3,749
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027		3,701		3,771
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		1,121		83


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2012-140, Cl PA
2.000%, 12/25/2042	$	7,236	$	7,430
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042		3,299		388
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027		5,439		363
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.475%, 05/25/2042 (A)		184		16
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		664		46
FNMA REMIC, Ser 2012-70, Cl IW, IO
3.000%, 02/25/2027		1,427		66
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		626		40
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		1,599		88
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		2,031		277
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028		4,871		4,945
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041		1,064		1,073
FNMA REMIC, Ser 2013-121, Cl FA
0.549%, VAR ICE LIBOR USD 1 Month+0.400%, 12/25/2043		21,084		21,227
FNMA REMIC, Ser 2013-130, Cl FQ
0.349%, VAR ICE LIBOR USD 1 Month+0.200%, 06/25/2041		3,880		3,877
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028		2,966		3,000
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028		4,807		4,863
FNMA REMIC, Ser 2013-41, Cl A
1.750%, 05/25/2040		4,632		4,688
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028		2,385		2,412
FNMA REMIC, Ser 2014-50, Cl SC, IO
2.952%, 08/25/2044 (A)		2,145		133
FNMA REMIC, Ser 2015-21, Cl WI, IO
2.613%, 04/25/2055 (A)		1,596		91
FNMA REMIC, Ser 2015-41, Cl AG
3.000%, 09/25/2034		1,838		1,920
FNMA REMIC, Ser 2015-42, Cl AI, IO
2.544%, 06/25/2055 (A)		1,871		111
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043		1,755		1,845
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		363		30
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035		778		86
FNMA REMIC, Ser 2015-75, Cl DB
3.000%, 08/25/2035		3,575		3,800


SEI Daily Income Trust / Quarterly Report / October 31, 2020		3

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Short Duration Government Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2016-25, Cl A
3.000%, 11/25/2042	$	1,549	$	1,603
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		703		45
FNMA REMIC, Ser 2016-42, Cl DA
3.000%, 07/25/2045		1,037		1,086
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		777		124
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043		4,836		5,025
FNMA REMIC, Ser 2017-34, Cl JK
3.000%, 05/25/2047		1,539		1,593
FNMA REMIC, Ser 2017-35, Cl AH
3.500%, 04/25/2053		5,401		5,569
FNMA REMIC, Ser 2017-47, Cl AB
2.500%, 10/25/2041		8,829		8,996
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		4,188		590
FNMA REMIC, Ser 2017-68, Cl BI, IO
6.000%, 09/25/2047		1,551		346
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		4,875		5,248
FNMA REMIC, Ser 2018-38, Cl PC
3.500%, 03/25/2045		2,898		2,974
FNMA REMIC, Ser 2018-55, Cl PA
3.500%, 01/25/2047		3,570		3,675
FNMA REMIC, Ser 2018-70, Cl HA
3.500%, 10/25/2056		3,196		3,426
FNMA REMIC, Ser 2018-77, Cl PA
3.500%, 02/25/2048		1,303		1,366
FNMA REMIC, Ser 2019-28, Cl JA
3.500%, 06/25/2059		4,449		4,940
FNMA REMIC, Ser 2019-6, Cl GJ
3.000%, 02/25/2049		2,102		2,232
FNMA REMIC, Ser 2020-1, Cl AC
3.500%, 08/25/2058		5,993		6,488
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033		6,966		480
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		7,002		743
FNMA REMIC, Ser 2020-4, Cl AP
2.500%, 02/25/2050		5,902		6,061
FNMA, Ser 2009-397, Cl 6
2.000%, 09/25/2039		1,543		1,599
FNMA, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		1,007		63
FNMA, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043		3,695		576
FNMA, Ser 2017-M13, Cl FA
0.561%, VAR ICE LIBOR USD 1 Month+0.400%, 10/25/2024		967		964


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2017-M5, Cl FA
0.651%, VAR ICE LIBOR USD 1 Month+0.490%, 04/25/2024	$	655	$	655
FNMA, Ser 2018- M12, Cl FA
0.550%, VAR ICE LIBOR USD 1 Month+0.400%, 08/25/2025		858		856
FNMA, Ser 2018-M5, Cl A2
3.560%, 09/25/2021 (A)		3,677		3,705
FNMA, Ser 2019-M21, Cl X1, IO
1.568%, 05/25/2029 (A)		14,622		1,403
GNMA
6.500%, 08/15/2037 to 02/20/2039		198		224
6.000%, 01/15/2024 to 06/15/2041		3,634		4,310
5.500%, 10/15/2034 to 02/15/2041		1,527		1,790
5.000%, 09/15/2039 to 04/15/2041		967		1,114
4.500%, 09/20/2049		5,547		5,948
4.000%, 07/15/2041 to 08/15/2041		93		101
GNMA TBA
4.500%, 11/15/2039		6,950		7,454
GNMA, Ser 2003-86, Cl ZD
5.500%, 10/20/2033		3,421		3,941
GNMA, Ser 2010-116, Cl GW
3.000%, 12/20/2039		2,487		2,542
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		2,495		455
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		1,052		239
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		1,860		1,965
GNMA, Ser 2011-131, Cl PC
3.500%, 12/20/2040		406		417
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		3,054		431
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040		927		973
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		718		42
GNMA, Ser 2012-51, Cl AB
1.500%, 07/20/2040		987		996
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		2,610		2,656
GNMA, Ser 2013-129, Cl AF
0.551%, VAR ICE LIBOR USD 1 Month+0.400%, 10/20/2039		5,516		5,523
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040		974		1,030
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		547		71
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		589		99
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		774		59


4		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Short Duration Government Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044	$	261	$	46
GNMA, Ser 2014-46, Cl IO, IO
5.000%, 03/16/2044		1,011		153
GNMA, Ser 2014-55, Cl LB
2.500%, 10/20/2040		465		486
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		2,282		2,390
GNMA, Ser 2015-119, Cl ND
2.500%, 12/20/2044		5,248		5,398
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		325		22
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		199		13
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		1,873		375
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		1,729		195
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		241		32
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		1,046		52
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		4,015		4,079
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		1,007		177
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		413		422
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		757		53
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		2,099		349
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		1,955		144
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		1,614		328
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		2,354		424
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		3,231		220
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		2,157		272
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		404		70
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		560		103
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		2,011		371
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		1,737		308
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		1,090		212


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047	$	5,106	$	5,333
GNMA, Ser 2018-38, Cl AB
3.500%, 01/20/2048		4,702		5,082
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		5,319		910
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		3,312		469
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		2,268		308
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		3,947		718
UMBS TBA
6.000%, 11/01/2037		2,200		2,455
2.000%, 11/17/2050		8,625		9,069
1.500% - 4.500%, 11/12/2039 to 11/17/2050		16,470		15,463

Total Mortgage-Backed Securities (Cost $533,380) ($ Thousands)				541,081


U.S. TREASURY OBLIGATIONS — 24.8%
U.S. Treasury Notes
2.750%, 09/15/2021		23,450		23,980
2.375%, 03/15/2022		39,088		40,279
2.250%, 04/15/2022 (B)		39,259		40,460
2.000%, 10/31/2021		9,600		9,776
1.500%, 09/30/2021		39,996		40,490
1.125%, 09/30/2021		47,375		47,801

Total U.S. Treasury Obligations (Cost $200,670) ($ Thousands)				202,786


REPURCHASE AGREEMENTS — 13.9%
BNP Paribas
0.080%, dated 10/30/2020 to be repurchased on 11/02/2020, repurchase price $61,300,409 (collateralized by U.S. Government obligations, ranging in par value $100 - $24,693,800, 1.875% - 8.125%, 02/15/2021 - 10/20/2050; with total market value $62,526,038) (C)		61,300		61,300


SEI Daily Income Trust / Quarterly Report / October 31, 2020		5

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

Short Duration Government Fund (Concluded)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENTS (continued)
Deutsche Bank
0.090%, dated 10/30/2020 to be repurchased on 11/02/2020, repurchase price $52,500,394 (collateralized by a U.S. Government obligation, par value $53,555,500, 0.000%, 12/10/2020; with total market value $53,550,037) (C)	$	52,500	$	52,500

Total Repurchase Agreements (Cost $113,800) ($ Thousands)				113,800

Total Investments in Securities —104.9% (Cost $847,850) ($ Thousands)			$	857,667

A list of the open futures contracts held by the Fund at October 31, 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		211			Dec-2020	$	29,366	$	29,164	$	(202)
U.S. 2-Year Treasury Notes		1,575			Jan-2021		347,894		347,829		(65)
U.S. 5-Year Treasury Notes		461			Jan-2021		58,003		57,902		(101)
U.S. Long Treasury Bond		(76	)		Dec-2020		(13,367)		(13,108)		259
Ultra 10-Year U.S. Treasury Notes		(44	)		Dec-2020		(7,002)		(6,920)		82

						$	414,894	$	414,867	$	(27)

Percentages are based on Net Assets of $817,734 ($ 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 a 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

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

UMBS — Uniform Mortgage Backed Securities

USD — United States Dollar

VAR — Variable Rate

The following is a summary of the inputs used as of October 31, 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

–

541,081

–

541,081

U.S. Treasury Obligations

–

202,786

–

202,786

Repurchase Agreements

–

113,800

–

113,800

Total Investments in Securities

–

857,667

–

857,667

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

341

–

341

Unrealized Depreciation

(368

)

–

(368

)

Total Other Financial Instruments

(27

)

–

(27

)

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

For the period ended October 31, 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.


6		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

GNMA Fund


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 99.2%
Agency Mortgage-Backed Obligations — 97.3%
FHLMC
5.000%, 09/01/2029	$	150	$	164
3.650%, 04/01/2030		312		364
FHLMC Multifamily Structured Pass Through Certificates, Ser K118, Cl X1, IO
1.055%, 10/25/2053 (A)		1,523		122
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.750%, 06/25/2027 (A)		1,655		72
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.638%, 10/25/2026 (A)		2,162		72
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		232		15
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		363		21
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		469		14
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		569		20
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		384		24
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		604		39
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		321		17
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		289		16
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		442		28
FHLMC REMIC, Ser 2015-4446, Cl BI, IO
6.500%, 04/15/2039		307		69
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		650		62
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		191		36
FHLMC REMIC, Ser 2016-4636, Cl BI, IO
5.500%, 05/15/2040		329		72
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047		167		183
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		112		20
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		424		52
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033		491		59
FNMA
8.000%, 03/01/2027 to 07/01/2028		17		19
7.000%, 08/01/2029 to 09/01/2032		39		41
6.500%, 09/01/2032		38		44
5.000%, 03/01/2049 to 04/01/2049		360		396


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.260%, 06/01/2027	$	178	$	199
3.230%, 02/01/2027		141		158
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		284		46
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		81		6
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		407		26
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		199		27
FNMA REMIC, Ser 2014-68, Cl ID, IO
3.500%, 03/25/2034		775		54
FNMA REMIC, Ser 2015-21, Cl WI, IO
2.613%, 04/25/2055 (A)		199		11
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		90		6
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		97		15
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057		79		86
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		333		47
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		496		534
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048		49		55
FNMA REMIC, Ser 2018-45, Cl AB
3.000%, 06/25/2048		133		140
FNMA REMIC, Ser 2019-31, Cl CB
3.000%, 07/25/2049		300		332
FNMA REMIC, Ser 2019-9, Cl CL
3.500%, 04/25/2048		652		725
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		612		65
FNMA, Ser 2012-410, Cl C8, IO
4.000%, 04/25/2032		668		73
FNMA, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		142		9
FNMA, Ser 2019-M21, Cl X1, IO
1.568%, 05/25/2029 (A)		1,351		130
FNMA, Ser 2020-M2, Cl X, IO
0.346%, 01/25/2030 (A)		910		19
GNMA
9.000%, 05/15/2022		3		3
8.000%, 01/15/2022 to 03/15/2032		88		96
7.750%, 10/15/2026		15		17
7.500%, 02/15/2027 to 10/15/2035		75		83
7.250%, 01/15/2028		12		12
7.000%, 11/15/2031 to 11/15/2033		801		927
6.750%, 11/15/2027		6		6


SEI Daily Income Trust / Quarterly Report / October 31, 2020		1

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

GNMA Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
6.500%, 10/15/2023 to 10/15/2038	$	272	$	319
6.000%, 12/15/2027 to 12/15/2040		648		752
5.500%, 01/15/2033 to 02/15/2041		1,073		1,238
5.000%, 06/15/2033 to 01/20/2045		2,415		2,758
4.500%, 08/15/2033 to 06/20/2048		3,093		3,416
4.000%, 01/15/2041 (B)		544		592
4.000%, 03/20/2040 to 07/20/2048		6,967		7,628
3.875%, 05/15/2042 to 08/15/2042		1,466		1,604
3.500%, 03/20/2041 to 04/20/2050		16,802		18,018
3.000%, 10/15/2042 to 11/20/2050		24,956		26,213
2.500%, 07/20/2045 to 12/20/2046		1,278		1,348
GNMA TBA
4.500% - 5.500%, 11/01/2033 to 11/15/2039		1,175		1,212
4.000%, 11/01/2035		4,805		5,111
3.500%, 11/15/2041		6,402		6,748
3.000%, 11/01/2042 to 12/01/2042		5,341		5,574
2.500% - 5.000%, 05/09/2026 to 11/15/2050		3,421		3,474
2.000%, 11/15/2050		2,730		2,836
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		499		91
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		491		112
GNMA, Ser 2011-131, Cl PZ
3.500%, 12/20/2040		283		308
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		206		229
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		382		54
GNMA, Ser 2012-140, Cl LD
1.750%, 10/20/2042		519		534
GNMA, Ser 2012-42, Cl QZ
3.000%, 03/20/2042		370		398
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		488		28
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		150		10
GNMA, Ser 2012-91, Cl NC
3.000%, 05/20/2042		472		515
GNMA, Ser 2013-187, Cl PE
2.000%, 09/20/2043		575		597
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		361		47
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		400		67
GNMA, Ser 2013-79, Cl BZ
3.000%, 05/20/2043		335		370
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043		119		127
GNMA, Ser 2014-119, Cl ZK
3.500%, 08/16/2044		22		24


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029	$	550	$	43
GNMA, Ser 2014-133, Cl EP
3.500%, 09/20/2044		251		275
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		188		14
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		699		45
GNMA, Ser 2014-72, Cl ML
3.500%, 03/20/2044		433		470
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		869		98
GNMA, Ser 2015-168, Cl MI, IO
5.500%, 10/20/2037		575		102
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		676		91
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		464		37
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		719		36
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		268		41
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		539		95
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		340		60
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		123		125
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		378		67
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		520		36
GNMA, Ser 2016-136, Cl A
3.000%, 07/20/2044		656		714
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046		232		39
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		585		97
GNMA, Ser 2016-18, Cl TA
2.000%, 10/20/2044		442		455
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		1,320		97
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		450		91
GNMA, Ser 2016-49, Cl PZ
3.000%, 11/16/2045		222		239
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		1,341		91
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		748		94
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040		331		54


2		SEI Daily Income Trust / Quarterly Report / October 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

GNMA Fund (Continued)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047	$	182	$	32
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047		80		82
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		135		144
GNMA, Ser 2017-19, Cl AY
3.000%, 02/20/2047		436		478
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		362		67
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		506		90
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		461		79
GNMA, Ser 2018-77, Cl JY
3.500%, 06/20/2048		246		268
GNMA, Ser 2019-15, Cl CZ
3.500%, 02/20/2049		685		775
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		296		42
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		360		65
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035		1,377		97
UMBS TBA
2.000%, 11/12/2050 to 12/14/2050		1,575		1,621
1.500%, 11/17/2050		1,575		1,608

				107,356

Non-Agency Mortgage-Backed Obligations — 1.9%
Seasoned Credit Risk Transfer Trust, Ser 2018-2, Cl MA
3.500%, 11/25/2057		514		551
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA
3.500%, 03/25/2058		591		635
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058		455		490
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		312		342

				2,018

Total Mortgage-Backed Securities (Cost $107,272) ($ Thousands)				109,374


Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENTS — 25.9%
BNP Paribas
0.080%, dated 10/30/2020 to be repurchased on 11/02/2020, repurchase price $15,100,101 (collateralized by U.S. Government obligations, ranging in par value $100 - $5,973,000, 1.875% - 5.500%, 08/15/2021 - 05/01/2050; with total market value $15,402,102) (C)	$	15,100	$	15,100
Deutsche Bank
0.090%, dated 10/30/2020 to be repurchased on 11/02/2020, repurchase price $13,500,101 (collateralized by a U.S. Government obligation, par value $13,770,200, 0.000%, 11/05/2020; with total market value $13,770,007) (C)		13,500		13,500

Total Repurchase Agreements (Cost $28,600) ($ Thousands)				28,600

Total Investments in Securities — 125.1% (Cost $135,872) ($ Thousands)			$	137,974


SEI Daily Income Trust / Quarterly Report / October 31, 2020		3

SCHEDULE OF INVESTMENTS (Unaudited)

October 31, 2020

GNMA Fund (Concluded)

A list of the open futures contracts held by the Fund at October 31, 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	)		Dec-2020	$	(2,085	)	$	(2,073	)	$	12
U.S. 2-Year Treasury Notes		22			Jan-2021		4,859			4,859			–
U.S. 5-Year Treasury Notes		24			Jan-2021		3,019			3,014			(5	)
U.S. Long Treasury Bond		(10	)		Dec-2020		(1,759	)		(1,725	)		34
Ultra 10-Year U.S. Treasury Notes		(6	)		Dec-2020		(955	)		(944	)		11

						$	3,079		$	3,131		$	52

Percentages are based on Net Assets of $110,306 ($ 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 a 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

UMBS – Uniform Mortgage Backed Securities

The following is a summary of the inputs used as of October 31, 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

–

109,374

–

109,374

Repurchase Agreement

–

28,600

–

28,600

Total Investments in Securities

–

137,974

–

137,974

Other Financial
Instruments

Level 1
($ )

Level 2
($ )

Level 3
($ )

Total

($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

)

–

)

Total Other Financial Instruments

–

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

For the period ended October 31, 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.


4		SEI Daily Income Trust / Quarterly Report / October 31, 2020