0001752724-22-075474.txt : 20220329 0001752724-22-075474.hdr.sgml : 20220329 20220329101716 ACCESSION NUMBER: 0001752724-22-075474 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220131 FILED AS OF DATE: 20220329 PERIOD START: 20220131 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI DAILY INCOME TRUST /MA/ CENTRAL INDEX KEY: 0000701939 IRS NUMBER: 236756825 STATE OF INCORPORATION: MA FISCAL YEAR END: 0131 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03451 FILM NUMBER: 22778301 BUSINESS ADDRESS: STREET 1: 2 OLIVER ST CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 8003425734 MAIL ADDRESS: STREET 1: ONE FREEDOM VALLEY DRIVE CITY: OAKS STATE: PA ZIP: 19456 FORMER COMPANY: FORMER CONFORMED NAME: SEI CASH & PLUS TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: TRUSTFUNDS CASH & PLUS TRUST DATE OF NAME CHANGE: 19890123 FORMER COMPANY: FORMER CONFORMED NAME: CASH PLUS TRUST DATE OF NAME CHANGE: 19860827 0000701939 S000008269 SDIT GNMA FUND C000022554 SDIT GNMA FUND - CLASS F, effective 1-31-2017 (formerly Class A) SEGMX C000147421 Class Y SGMYX NPORT-P 1 primary_doc.xml NPORT-P false 0000701939 XXXXXXXX S000008269 C000022554 C000147421 SEI DAILY INCOME TRUST 811-03451 0000701939 LTKY0J47NCTZPKTU4C46 2 OLIVER STREET BOSTON 02109 8003455734 SDIT GNMA FUND S000008269 5493001L5ZV8Q54PWC13 2022-01-31 2022-01-31 N 129963818.74 56747063.45 73216755.29 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 58855.68000000 USD N Government National Mortgage Association N/A 38379BB31 402215.03000000 PA USD 414569.43000000 0.566222073564 Long DBT USGA US N 2 2044-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38380C3D3 436000.00000000 PA USD 462473.14000000 0.631649324213 Long DBT USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBPD2 167361.00000000 PA USD 170521.03000000 0.232898916818 Long DBT USGA US N 2 2047-11-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHJ20 75418.68000000 PA USD 15069.53000000 0.020582078433 Long DBT USGA US N 2 2048-02-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030629 -1839000.00000000 PA USD -1878653.44000000 -2.56587912501 Short DBT US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38378YJZ3 53954.64000000 PA USD 54894.73000000 0.074975638817 Long DBT USGA US N 2 2043-11-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H042620 1000000.00000000 PA USD 1052271.63000000 1.437200577698 Long DBT USGA US N 2 2045-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36200GMG8 3763.02000000 PA USD 4195.42000000 0.005730136474 Long DBT USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1100000.00000000 PA USD 1100000.00000000 1.502388347644 Long RA US N 2 Repurchase Y 0.05000040 N/A 1100000.11900000 USD 1122000.12000000 USD AMBS N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390MH23 11494.65000000 PA USD 11530.99000000 0.015749113647 Long DBT USGA US N 2 2032-09-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 2 N/A 21H040624 -825000.00000000 PA USD -862447.27000000 -1.17793702627 Short DBT US N 2 2045-02-15 Fixed 4.00000000 N N N N N N United States of America N/A N/A 6.00000000 NC USD 767812.50000000 1.048684139250 N/A DIR US N 1 GOLDMAN, SACHS & CO. 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