SEI Funds > SEI DAILY INCOME TRUST /MA/
SDIT Short Duration Government Fund
$597.38M
Avg Monthly Net Assets
$740.49M
Total Assets
$97.38M
Total Liabilities
$643.10M
Net Assets
SDIT Short Duration Government Fund is a Mutual Fund in SEI DAILY INCOME TRUST /MA/
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $597.38M.
On September 27th, 2024 it reported 420 holdings, the largest
being United States of America (38.3%), United States of America (8.4%) and United States of America (7.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000022552 | TCSGX | |
| Class Y | C000147419 | SDGFX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| FANNIE MAE INTEREST STRIP FNS 397 6 (Federal National Mortgage Association) | Long | Debt | US | $594K | – | 0.09 |
| FANNIE MAE INTEREST STRIP FNS 410 C6 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 418 C16 (Federal National Mortgage Association) | Long | Debt | US | $337K | – | 0.05 |
| FANNIE MAE INTEREST STRIP FNS 426 C38 (Federal National Mortgage Association) | Long | Debt | US | $570K | – | 0.09 |
| FANNIE MAE INTEREST STRIP FNS 429 C3 (Federal National Mortgage Association) | Long | Debt | US | $666K | – | 0.10 |
| FANNIE MAE INTEREST STRIP FNS 437 C8 (Federal National Mortgage Association) | Long | Debt | US | $560K | – | 0.09 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Long | Debt | US | $14M | – | 2.11 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 1.25 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.57 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.19 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Short | Debt | US | $-3M | – | -0.43 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Short | Debt | US | $-4M | – | -0.66 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Short | Debt | US | $-8M | – | -1.21 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Short | Debt | US | $-12M | – | -1.85 |
| FANNIE MAE POOL FN 256255 (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE POOL FN 256774 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 310229 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.38 |
| FANNIE MAE POOL FN 548426 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| FANNIE MAE POOL FN 833600 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN 834666 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 848900 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| FANNIE MAE POOL FN 890762 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.22 |
| FANNIE MAE POOL FN 995018 (Federal National Mortgage Association) | Long | Debt | US | $97K | – | 0.02 |
| FANNIE MAE POOL FN AE0803 (Federal National Mortgage Association) | Long | Debt | US | $530K | – | 0.08 |
| FANNIE MAE POOL FN AH7877 (Federal National Mortgage Association) | Long | Debt | US | $48K | – | 0.01 |
| FANNIE MAE POOL FN AH9688 (Federal National Mortgage Association) | Long | Debt | US | $89K | – | 0.01 |
| FANNIE MAE POOL FN AI9810 (Federal National Mortgage Association) | Long | Debt | US | $96K | – | 0.01 |
| FANNIE MAE POOL FN AJ9947 (Federal National Mortgage Association) | Long | Debt | US | $161K | – | 0.03 |
| FANNIE MAE POOL FN AL2877 (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.02 |
| FANNIE MAE POOL FN AL4237 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.38 |
| FANNIE MAE POOL FN AL5400 (Federal National Mortgage Association) | Long | Debt | US | $698K | – | 0.11 |
| FANNIE MAE POOL FN AL6818 (Federal National Mortgage Association) | Long | Debt | US | $718K | – | 0.11 |
| FANNIE MAE POOL FN AL7363 (Federal National Mortgage Association) | Long | Debt | US | $263K | – | 0.04 |
| FANNIE MAE POOL FN AL7364 (Federal National Mortgage Association) | Long | Debt | US | $223K | – | 0.03 |
| FANNIE MAE POOL FN AL8605 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.57 |
| FANNIE MAE POOL FN AN4021 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.17 |
| FANNIE MAE POOL FN AP3051 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| FANNIE MAE POOL FN AX2509 (Federal National Mortgage Association) | Long | Debt | US | $21K | – | 0.00 |
| FANNIE MAE POOL FN AX9550 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN AZ5012 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.01 |
| FANNIE MAE POOL FN AZ9232 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN BA4768 (Federal National Mortgage Association) | Long | Debt | US | $83K | – | 0.01 |
| FANNIE MAE POOL FN BC1185 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.58 |
| FANNIE MAE POOL FN BC4869 (Federal National Mortgage Association) | Long | Debt | US | $45K | – | 0.01 |
| FANNIE MAE POOL FN BM3417 (Federal National Mortgage Association) | Long | Debt | US | $239K | – | 0.04 |
| FANNIE MAE POOL FN BP3414 (Federal National Mortgage Association) | Long | Debt | US | $862K | – | 0.13 |
| FANNIE MAE POOL FN BS8255 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.28 |
| FANNIE MAE POOL FN BS8547 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.27 |
| FANNIE MAE POOL FN BS8762 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.22 |
| FANNIE MAE POOL FN BS8763 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.42 |
| FANNIE MAE POOL FN BS8772 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.17 |
| FANNIE MAE POOL FN BS8927 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.36 |
| FANNIE MAE POOL FN BT2752 (Federal National Mortgage Association) | Long | Debt | US | $274K | – | 0.04 |
| FANNIE MAE POOL FN BT7341 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.18 |
| FANNIE MAE POOL FN BU5932 (Federal National Mortgage Association) | Long | Debt | US | $781K | – | 0.12 |
| FANNIE MAE POOL FN BZ0044 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.39 |
| FANNIE MAE POOL FN BZ0431 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.53 |
| FANNIE MAE POOL FN BZ0611 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.44 |
| FANNIE MAE POOL FN BZ0638 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.41 |
| FANNIE MAE POOL FN CA7114 (Federal National Mortgage Association) | Long | Debt | US | $726K | – | 0.11 |
| FANNIE MAE POOL FN CB6484 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.90 |
| FANNIE MAE POOL FN CB7426 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.46 |
| FANNIE MAE POOL FN FM2399 (Federal National Mortgage Association) | Long | Debt | US | $329K | – | 0.05 |
| FANNIE MAE POOL FN FM3526 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.33 |
| FANNIE MAE POOL FN FM7815 (Federal National Mortgage Association) | Long | Debt | US | $857K | – | 0.13 |
| FANNIE MAE POOL FN FM8344 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.23 |
| FANNIE MAE POOL FN FM8373 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.25 |
| FANNIE MAE POOL FN FS0101 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.36 |
| FANNIE MAE POOL FN FS0102 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.27 |
| FANNIE MAE POOL FN FS1244 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.28 |
| FANNIE MAE POOL FN FS1377 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.73 |
| FANNIE MAE POOL FN FS1492 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.35 |
| FANNIE MAE POOL FN FS1892 (Federal National Mortgage Association) | Long | Debt | US | $147K | – | 0.02 |
| FANNIE MAE POOL FN FS2749 (Federal National Mortgage Association) | Long | Debt | US | $11M | – | 1.74 |
| FANNIE MAE POOL FN FS2831 (Federal National Mortgage Association) | Long | Debt | US | $334K | – | 0.05 |
| FANNIE MAE POOL FN FS3867 (Federal National Mortgage Association) | Long | Debt | US | $10M | – | 1.60 |
| FANNIE MAE POOL FN FS4600 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.37 |
| FANNIE MAE POOL FN FS4639 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.21 |
| FANNIE MAE POOL FN FS5497 (Federal National Mortgage Association) | Long | Debt | US | $431K | – | 0.07 |
| FANNIE MAE POOL FN FS6067 (Federal National Mortgage Association) | Long | Debt | US | $433K | – | 0.07 |
| FANNIE MAE POOL FN FS8493 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.57 |
| FANNIE MAE POOL FN MA0844 (Federal National Mortgage Association) | Long | Debt | US | $158K | – | 0.02 |
| FANNIE MAE POOL FN MA0864 (Federal National Mortgage Association) | Long | Debt | US | $262K | – | 0.04 |
| FANNIE MAE POOL FN MA2110 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.36 |
| FANNIE MAE POOL FN MA2163 (Federal National Mortgage Association) | Long | Debt | US | $660K | – | 0.10 |
| FANNIE MAE POOL FN MA2164 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.20 |
| FANNIE MAE POOL FN MA2524 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.01 |
| FANNIE MAE POOL FN MA2804 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.52 |
| FANNIE MAE POOL FN MA5145 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.56 |
| FANNIE MAE REMICS FNR 2002-53 FK (Federal National Mortgage Association) | Long | Debt | US | $29K | – | 0.00 |
| FANNIE MAE REMICS FNR 2005-101 B (Federal National Mortgage Association) | Long | Debt | US | $695K | – | 0.11 |
| FANNIE MAE REMICS FNR 2006-76 QF (Federal National Mortgage Association) | Long | Debt | US | $158K | – | 0.02 |
| FANNIE MAE REMICS FNR 2006-79 DF (Federal National Mortgage Association) | Long | Debt | US | $123K | – | 0.02 |
| FANNIE MAE REMICS FNR 2007-47 DA (Federal National Mortgage Association) | Long | Debt | US | $168K | – | 0.03 |
| FANNIE MAE REMICS FNR 2007-64 FB (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.16 |
| FANNIE MAE REMICS FNR 2008-16 FA (Federal National Mortgage Association) | Long | Debt | US | $410K | – | 0.06 |
| FANNIE MAE REMICS FNR 2009-110 FD (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.32 |
| FANNIE MAE REMICS FNR 2009-112 FM (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.21 |
| FANNIE MAE REMICS FNR 2009-77 ZA (Federal National Mortgage Association) | Long | Debt | US | $823K | – | 0.13 |
| FANNIE MAE REMICS FNR 2009-82 FC (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.25 |
| FANNIE MAE REMICS FNR 2009-82 FD (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.25 |
| FANNIE MAE REMICS FNR 2010-4 PL (Federal National Mortgage Association) | Long | Debt | US | $417K | – | 0.06 |
| FANNIE MAE REMICS FNR 2010-56 AF (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.21 |
| FANNIE MAE REMICS FNR 2011-17 ZM (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.54 |
| FANNIE MAE REMICS FNR 2012-103 HB (Federal National Mortgage Association) | Long | Debt | US | $684K | – | 0.11 |
| FANNIE MAE REMICS FNR 2012-111 NI (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-124 BC (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.27 |
| FANNIE MAE REMICS FNR 2012-140 PA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.32 |
| FANNIE MAE REMICS FNR 2012-27 PI (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-43 AI (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-47 QI (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-53 BI (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-70 IW (Federal National Mortgage Association) | Long | Debt | US | $7.1 | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-97 JI (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-98 BI (Federal National Mortgage Association) | Long | Debt | US | $55K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-10 YA (Federal National Mortgage Association) | Long | Debt | US | $901K | – | 0.14 |
| FANNIE MAE REMICS FNR 2013-12 P (Federal National Mortgage Association) | Long | Debt | US | $255K | – | 0.04 |
| FANNIE MAE REMICS FNR 2013-121 FA (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 1.44 |
| FANNIE MAE REMICS FNR 2013-130 FQ (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.24 |
| FANNIE MAE REMICS FNR 2013-4 CB (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.16 |
| FANNIE MAE REMICS FNR 2013-4 JB (Federal National Mortgage Association) | Long | Debt | US | $608K | – | 0.09 |
| FANNIE MAE REMICS FNR 2013-9 PT (Federal National Mortgage Association) | Long | Debt | US | $517K | – | 0.08 |
| FANNIE MAE REMICS FNR 2013-98 ZA (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.87 |
| FANNIE MAE REMICS FNR 2014-50 SC (Federal National Mortgage Association) | Long | Debt | US | $43K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-21 WI (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-41 AG (Federal National Mortgage Association) | Long | Debt | US | $449K | – | 0.07 |
| FANNIE MAE REMICS FNR 2015-42 AI (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-5 CP (Federal National Mortgage Association) | Long | Debt | US | $694K | – | 0.11 |
| FANNIE MAE REMICS FNR 2015-68 HI (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-68 JI (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-75 DB (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.19 |
| FANNIE MAE REMICS FNR 2016-3 IN (Federal National Mortgage Association) | Long | Debt | US | $303K | – | 0.05 |
| FANNIE MAE REMICS FNR 2016-3 JI (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE REMICS FNR 2016-42 DA (Federal National Mortgage Association) | Long | Debt | US | $339K | – | 0.05 |
| FANNIE MAE REMICS FNR 2016-71 IN (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-95 BC (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.23 |
| FANNIE MAE REMICS FNR 2017-15 BC (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.19 |
| FANNIE MAE REMICS FNR 2017-68 IB (Federal National Mortgage Association) | Long | Debt | US | $301K | – | 0.05 |
| FANNIE MAE REMICS FNR 2017-69 GA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.22 |
| FANNIE MAE REMICS FNR 2018-12 PK (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 1.15 |
| FANNIE MAE REMICS FNR 2018-13 MP (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.30 |
| FANNIE MAE REMICS FNR 2018-55 PA (Federal National Mortgage Association) | Long | Debt | US | $10M | – | 1.55 |
| FANNIE MAE REMICS FNR 2018-89 CA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.31 |
| FANNIE MAE REMICS FNR 2019-38 PC (Federal National Mortgage Association) | Long | Debt | US | $657K | – | 0.10 |
| FANNIE MAE REMICS FNR 2020-26 AI (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-26 IA (Federal National Mortgage Association) | Long | Debt | US | $215K | – | 0.03 |
| FANNIE MAE REMICS FNR 2020-35 AI (Federal National Mortgage Association) | Long | Debt | US | $605K | – | 0.09 |
| FANNIE MAE REMICS FNR 2020-37 IM (Federal National Mortgage Association) | Long | Debt | US | $610K | – | 0.09 |
| FANNIE MAE REMICS FNR 2020-4 AP (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.20 |
| FANNIE MAE REMICS FNR 2020-65 BI (Federal National Mortgage Association) | Long | Debt | US | $506K | – | 0.08 |
| FANNIE MAE REMICS FNR 2020-74 HI (Federal National Mortgage Association) | Long | Debt | US | $474K | – | 0.07 |
| FANNIE MAE REMICS FNR 2020-77 HI (Federal National Mortgage Association) | Long | Debt | US | $657K | – | 0.10 |
| FANNIE MAE REMICS FNR 2020-85 PI (Federal National Mortgage Association) | Long | Debt | US | $631K | – | 0.10 |
| FANNIE MAE REMICS FNR 2021-26 YI (Federal National Mortgage Association) | Long | Debt | US | $636K | – | 0.10 |
| FANNIE MAE REMICS FNR 2021-3 NI (Federal National Mortgage Association) | Long | Debt | US | $652K | – | 0.10 |
| FANNIE MAE REMICS FNR 2021-3 TI (Federal National Mortgage Association) | Long | Debt | US | $627K | – | 0.10 |
| FANNIE MAE REMICS FNR 2021-95 GI (Federal National Mortgage Association) | Long | Debt | US | $630K | – | 0.10 |
| FANNIE MAE REMICS FNR 2022-22 QH (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.84 |
| FANNIE MAE REMICS FNR 2022-77 CA (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.41 |
| FANNIE MAE REMICS FNR 2023-45 S (Federal National Mortgage Association) | Long | Debt | US | $494K | – | 0.08 |
| FANNIE MAE REMICS FNR 2023-57 SC (Federal National Mortgage Association) | Long | Debt | US | $429K | – | 0.07 |
| FANNIE MAE-ACES FNA 2017-M13 FA (Federal National Mortgage Association) | Long | Debt | US | $146K | – | 0.02 |
| FANNIE MAE-ACES FNA 2018-M12 FA (Federal National Mortgage Association) | Long | Debt | US | $104K | – | 0.02 |
| FANNIE MAE-ACES FNA 2019-M21 X1 (Federal National Mortgage Association) | Long | Debt | US | $409K | – | 0.06 |
| FNR 2012-93 IL SERIES 2012-93 CLASS IL (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A90316 | Long | Debt | US | $668K | – | 0.10 |
| FREDDIE MAC GOLD POOL FG E02698 | Long | Debt | US | $141.83 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08737 | Long | Debt | US | $3M | – | 0.49 |
| FREDDIE MAC GOLD POOL FG G13652 | Long | Debt | US | $16.68 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G13868 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G14205 | Long | Debt | US | $444.86 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G14523 | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G16018 | Long | Debt | US | $1M | – | 0.18 |
| FREDDIE MAC GOLD POOL FG G18631 | Long | Debt | US | $662K | – | 0.10 |
| FREDDIE MAC GOLD POOL FG J10727 | Long | Debt | US | $521.52 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J10938 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J10954 | Long | Debt | US | $69.34 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J10982 | Long | Debt | US | $59.03 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J10986 | Long | Debt | US | $252.44 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J11053 | Long | Debt | US | $417.47 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J11164 | Long | Debt | US | $38.67 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J11196 | Long | Debt | US | $30.32 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J11339 | Long | Debt | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J11722 | Long | Debt | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12026 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12162 | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12189 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12247 | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12293 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12347 | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12371 | Long | Debt | US | $347.51 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12532 | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J12650 | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J15128 | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J15671 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG J35743 | Long | Debt | US | $1M | – | 0.19 |
| FREDDIE MAC GOLD POOL FG K93731 | Long | Debt | US | $2M | – | 0.33 |
| FREDDIE MAC GOLD POOL FG V60836 | Long | Debt | US | $1M | – | 0.18 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1 | Long | Debt | US | $408K | – | 0.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K052 A1 | Long | Debt | US | $865K | – | 0.13 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K060 A1 | Long | Debt | US | $947K | – | 0.15 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K066 X1 | Long | Debt | US | $297K | – | 0.05 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K107 X1 | Long | Debt | US | $877K | – | 0.14 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K125 X1 | Long | Debt | US | $403K | – | 0.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1 | Long | Debt | US | $273K | – | 0.04 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K510 A2 | Long | Debt | US | $2M | – | 0.38 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K511 A2 | Long | Debt | US | $3M | – | 0.50 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K514 A2 | Long | Debt | US | $5M | – | 0.72 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K516 A2 | Long | Debt | US | $15M | – | 2.26 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K517 A2 | Long | Debt | US | $7M | – | 1.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K737 X1 | Long | Debt | US | $240K | – | 0.04 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 X1 | Long | Debt | US | $138K | – | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF60 A | Long | Debt | US | $2M | – | 0.36 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF62 A | Long | Debt | US | $4M | – | 0.56 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF72 A | Long | Debt | US | $2M | – | 0.37 |
| FREDDIE MAC NON GOLD POOL FH 846740 | Long | Debt | US | $597.09 | – | 0.00 |
| FREDDIE MAC POOL FR QN6383 | Long | Debt | US | $2M | – | 0.24 |
| FREDDIE MAC POOL FR QN6604 | Long | Debt | US | $630K | – | 0.10 |
| FREDDIE MAC POOL FR RA8307 | Long | Debt | US | $2M | – | 0.25 |
| FREDDIE MAC POOL FR RA8751 | Long | Debt | US | $795K | – | 0.12 |
| FREDDIE MAC POOL FR RB5124 | Long | Debt | US | $433K | – | 0.07 |
| FREDDIE MAC POOL FR RJ0203 | Long | Debt | US | $2M | – | 0.27 |
| FREDDIE MAC POOL FR SB0372 | Long | Debt | US | $3M | – | 0.45 |
| FREDDIE MAC POOL FR SB0386 | Long | Debt | US | $2M | – | 0.31 |
| FREDDIE MAC POOL FR SB0683 | Long | Debt | US | $4M | – | 0.60 |
| FREDDIE MAC POOL FR SD2305 | Long | Debt | US | $3M | – | 0.43 |
| FREDDIE MAC POOL FR SD2553 | Long | Debt | US | $578K | – | 0.09 |
| FREDDIE MAC POOL FR SD3029 | Long | Debt | US | $158K | – | 0.02 |
| FREDDIE MAC POOL FR SD4010 | Long | Debt | US | $687K | – | 0.11 |
| FREDDIE MAC POOL FR ZK7453 | Long | Debt | US | $3M | – | 0.48 |
| FREDDIE MAC POOL FR ZK7457 | Long | Debt | US | $527K | – | 0.08 |
| FREDDIE MAC POOL FR ZN6438 | Long | Debt | US | $769K | – | 0.12 |
| FREDDIE MAC POOL FR ZS8551 | Long | Debt | US | $695K | – | 0.11 |
| FREDDIE MAC POOL FR ZS8686 | Long | Debt | US | $1M | – | 0.19 |
| FREDDIE MAC REMICS FHR 2571 FY | Long | Debt | US | $1M | – | 0.22 |
| FREDDIE MAC REMICS FHR 3148 CF | Long | Debt | US | $62K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3153 FX | Long | Debt | US | $47K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3174 FA | Long | Debt | US | $933K | – | 0.15 |
| FREDDIE MAC REMICS FHR 3219 EF | Long | Debt | US | $1M | – | 0.21 |
| FREDDIE MAC REMICS FHR 3339 HF | Long | Debt | US | $1M | – | 0.22 |
| FREDDIE MAC REMICS FHR 3628 PJ | Long | Debt | US | $558K | – | 0.09 |
| FREDDIE MAC REMICS FHR 3781 YB | Long | Debt | US | $1M | – | 0.19 |
| FREDDIE MAC REMICS FHR 3786 ED | Long | Debt | US | $3M | – | 0.43 |
| FREDDIE MAC REMICS FHR 3788 FA | Long | Debt | US | $2M | – | 0.30 |
| FREDDIE MAC REMICS FHR 3930 AI | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3930 KE | Long | Debt | US | $9M | – | 1.35 |
| FREDDIE MAC REMICS FHR 4018 AI | Long | Debt | US | $723.11 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4083 DI | Long | Debt | US | $1K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4114 MB | Long | Debt | US | $3M | – | 0.45 |
| FREDDIE MAC REMICS FHR 4117 P | Long | Debt | US | $897K | – | 0.14 |
| FREDDIE MAC REMICS FHR 4142 PT | Long | Debt | US | $568K | – | 0.09 |
| FREDDIE MAC REMICS FHR 4146 AB | Long | Debt | US | $594K | – | 0.09 |
| FREDDIE MAC REMICS FHR 4170 QI | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4176 KI | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4178 BI | Long | Debt | US | $23K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4178 MI | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4182 IE | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4195 AI | Long | Debt | US | $11K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4199 QI | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4220 IE | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4223 AL | Long | Debt | US | $760K | – | 0.12 |
| FREDDIE MAC REMICS FHR 4247 LA | Long | Debt | US | $2M | – | 0.30 |
| FREDDIE MAC REMICS FHR 4340 MI | Long | Debt | US | $8K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4344 KZ | Long | Debt | US | $5M | – | 0.75 |
| FREDDIE MAC REMICS FHR 4419 CW | Long | Debt | US | $1M | – | 0.21 |
| FREDDIE MAC REMICS FHR 4456 BA | Long | Debt | US | $633K | – | 0.10 |
| FREDDIE MAC REMICS FHR 4471 GA | Long | Debt | US | $881K | – | 0.14 |
| FREDDIE MAC REMICS FHR 4484 CI | Long | Debt | US | $18K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4535 PA | Long | Debt | US | $2M | – | 0.27 |
| FREDDIE MAC REMICS FHR 4620 IO | Long | Debt | US | $63K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4650 LP | Long | Debt | US | $382K | – | 0.06 |
| FREDDIE MAC REMICS FHR 4654 AK | Long | Debt | US | $2M | – | 0.36 |
| FREDDIE MAC REMICS FHR 4657 PU | Long | Debt | US | $2M | – | 0.24 |
| FREDDIE MAC REMICS FHR 4673 PH | Long | Debt | US | $2M | – | 0.32 |
| FREDDIE MAC REMICS FHR 4700 HV | Long | Debt | US | $4M | – | 0.66 |
| FREDDIE MAC REMICS FHR 4709 AB | Long | Debt | US | $510K | – | 0.08 |
| FREDDIE MAC REMICS FHR 4740 P | Long | Debt | US | $4M | – | 0.69 |
| FREDDIE MAC REMICS FHR 4820 JI | Long | Debt | US | $114K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4978 MI | Long | Debt | US | $254K | – | 0.04 |
| FREDDIE MAC REMICS FHR 4996 BI | Long | Debt | US | $547K | – | 0.09 |
| FREDDIE MAC REMICS FHR 5010 IE | Long | Debt | US | $519K | – | 0.08 |
| FREDDIE MAC REMICS FHR 5018 LW | Long | Debt | US | $1M | – | 0.16 |
| FREDDIE MAC REMICS FHR 5048 A | Long | Debt | US | $2M | – | 0.35 |
| FREDDIE MAC REMICS FHR 5079 CB | Long | Debt | US | $5M | – | 0.82 |
| FREDDIE MAC REMICS FHR 5083 AI | Long | Debt | US | $450K | – | 0.07 |
| FREDDIE MAC REMICS FHR 5091 IG | Long | Debt | US | $570K | – | 0.09 |
| FREDDIE MAC REMICS FHR 5169 IO | Long | Debt | US | $526K | – | 0.08 |
| FREDDIE MAC REMICS FHR 5170 DP | Long | Debt | US | $2M | – | 0.29 |
| FREDDIE MAC REMICS FHR 5183 IC | Long | Debt | US | $626K | – | 0.10 |
| FREDDIE MAC REMICS FHR 5213 JH | Long | Debt | US | $3M | – | 0.40 |
| FREDDIE MAC REMICS FHR 5228 DG | Long | Debt | US | $5M | – | 0.82 |
| FREDDIE MAC REMICS FHR 5264 AB | Long | Debt | US | $1M | – | 0.18 |
| FREDDIE MAC REMICS FHR 5320 CI | Long | Debt | US | $653K | – | 0.10 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2017-3 MA | Long | Debt | US | $3M | – | 0.48 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-1 MA | Long | Debt | US | $3M | – | 0.50 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-3 MA | Long | Debt | US | $2M | – | 0.27 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 MA | Long | Debt | US | $3M | – | 0.52 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-2 MA | Long | Debt | US | $6M | – | 0.88 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-3 MV | Long | Debt | US | $802K | – | 0.12 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-4 MA | Long | Debt | US | $4M | – | 0.65 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-2 MA | Long | Debt | US | $532K | – | 0.08 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2021-2 TT | Long | Debt | US | $7M | – | 1.04 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2021-3 TT | Long | Debt | US | $1M | – | 0.18 |
| FREDDIE MAC STRIPS FHS 303 C16 | Long | Debt | US | $255K | – | 0.04 |
| FREDDIE MAC STRIPS FHS 303 C2 | Long | Debt | US | $12K | – | 0.00 |
| FREDDIE MAC STRIPS FHS 373 100 | Long | Debt | US | $4M | – | 0.60 |
| FREDDIE MAC STRIPS FHS 386 C14 | Long | Debt | US | $525K | – | 0.08 |
| FREDDIE MAC STRIPS FHS 389 C35 | Long | Debt | US | $581K | – | 0.09 |
| FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-42 A5 | Long | Debt | US | $179K | – | 0.03 |
| GINNIE MAE I POOL GN 367098 (Government National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE I POOL GN 410987 (Government National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE I POOL GN 474700 (Government National Mortgage Association) | Long | Debt | US | $687.68 | – | 0.00 |
| GINNIE MAE I POOL GN 553167 (Government National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE I POOL GN 569569 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 599564 (Government National Mortgage Association) | Long | Debt | US | $97K | – | 0.02 |
| GINNIE MAE I POOL GN 603130 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 604383 (Government National Mortgage Association) | Long | Debt | US | $767.65 | – | 0.00 |
| GINNIE MAE I POOL GN 626826 (Government National Mortgage Association) | Long | Debt | US | $62K | – | 0.01 |
| GINNIE MAE I POOL GN 627429 (Government National Mortgage Association) | Long | Debt | US | $473.29 | – | 0.00 |
| GINNIE MAE I POOL GN 641988 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 658384 (Government National Mortgage Association) | Long | Debt | US | $96K | – | 0.01 |
| GINNIE MAE I POOL GN 664541 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 675613 (Government National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| GINNIE MAE I POOL GN 676933 (Government National Mortgage Association) | Long | Debt | US | $35K | – | 0.01 |
| GINNIE MAE I POOL GN 681198 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 682100 (Government National Mortgage Association) | Long | Debt | US | $628.61 | – | 0.00 |
| GINNIE MAE I POOL GN 687731 (Government National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| GINNIE MAE I POOL GN 693463 (Government National Mortgage Association) | Long | Debt | US | $660.68 | – | 0.00 |
| GINNIE MAE I POOL GN 696520 (Government National Mortgage Association) | Long | Debt | US | $29K | – | 0.00 |
| GINNIE MAE I POOL GN 698033 (Government National Mortgage Association) | Long | Debt | US | $73K | – | 0.01 |
| GINNIE MAE I POOL GN 698060 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 718864 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 722819 (Government National Mortgage Association) | Long | Debt | US | $61K | – | 0.01 |
| GINNIE MAE I POOL GN 724245 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 726114 (Government National Mortgage Association) | Long | Debt | US | $932.34 | – | 0.00 |
| GINNIE MAE I POOL GN 726440 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 731641 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 745056 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 783353 (Government National Mortgage Association) | Long | Debt | US | $246K | – | 0.04 |
| GINNIE MAE I POOL GN 783363 (Government National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| GINNIE MAE I POOL GN 783379 (Government National Mortgage Association) | Long | Debt | US | $34K | – | 0.01 |
| GINNIE MAE I POOL GN 783384 (Government National Mortgage Association) | Long | Debt | US | $702K | – | 0.11 |
| GINNIE MAE I POOL GN 783710 (Government National Mortgage Association) | Long | Debt | US | $75K | – | 0.01 |
| GINNIE MAE II POOL 30YR TBA (AUGUST) (Government National Mortgage Association 2) | Long | Debt | US | $14M | – | 2.21 |
| GINNIE MAE II POOL G2 4372 (Government National Mortgage Association 2) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3736 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.23 |
| GINNIE MAE II POOL G2 MA6156 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2003-86 ZD | Long | Debt | US | $2M | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-26 JI | Long | Debt | US | $219K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-57 TI | Long | Debt | US | $102K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-68 WA | Long | Debt | US | $620K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-126 IO | Long | Debt | US | $255K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-143 XK | Long | Debt | US | $2M | – | 0.31 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-26 GJ | Long | Debt | US | $2M | – | 0.31 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-30 AB | Long | Debt | US | $940K | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 KA | Long | Debt | US | $925K | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-36 AB | Long | Debt | US | $188K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-38 GE | Long | Debt | US | $1M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-51 GI | Long | Debt | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-84 TE | Long | Debt | US | $1M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-129 AF | Long | Debt | US | $3M | – | 0.42 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-136 AB | Long | Debt | US | $764K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-164 CE | Long | Debt | US | $4M | – | 0.67 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-166 DA | Long | Debt | US | $238K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-26 IK | Long | Debt | US | $42K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-51 IB | Long | Debt | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-129 BA | Long | Debt | US | $2M | – | 0.36 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-139 KA | Long | Debt | US | $2M | – | 0.38 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-144 DG | Long | Debt | US | $4M | – | 0.68 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-146 GH | Long | Debt | US | $3M | – | 0.53 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-149 EA | Long | Debt | US | $1M | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-158 A | Long | Debt | US | $2M | – | 0.32 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-4 BI | Long | Debt | US | $25K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-55 LB | Long | Debt | US | $124K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-56 BP | Long | Debt | US | $722K | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-119 ND | Long | Debt | US | $1M | – | 0.20 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-126 GI | Long | Debt | US | $805.58 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-126 HI | Long | Debt | US | $2.35 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-132 EI | Long | Debt | US | $160K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-165 I | Long | Debt | US | $89K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-185 GI | Long | Debt | US | $975.75 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-40 PA | Long | Debt | US | $571K | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-126 KI | Long | Debt | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-167 AI | Long | Debt | US | $102K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-23 CI | Long | Debt | US | $20K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-42 EI | Long | Debt | US | $107K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-49 PI | Long | Debt | US | $217K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 LI | Long | Debt | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-107 JI | Long | Debt | US | $141K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 BI | Long | Debt | US | $37K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-2 AI | Long | Debt | US | $51K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IA | Long | Debt | US | $117K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IB | Long | Debt | US | $80K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 KI | Long | Debt | US | $154K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-95 PG | Long | Debt | US | $407K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-127 PB | Long | Debt | US | $1M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-6 CM | Long | Debt | US | $4M | – | 0.63 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-72 ID | Long | Debt | US | $411K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-132 NA | Long | Debt | US | $2M | – | 0.37 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-43 IA | Long | Debt | US | $212K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-5 JI | Long | Debt | US | $313K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-17 EI | Long | Debt | US | $375K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 AC | Long | Debt | US | $3M | – | 0.47 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 KA | Long | Debt | US | $3M | – | 0.42 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-124 HA | Long | Debt | US | $1M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 QJ | Long | Debt | US | $2M | – | 0.38 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-75 DA | Long | Debt | US | $4M | – | 0.66 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-76 GA | Long | Debt | US | $5M | – | 0.75 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-87 CA | Long | Debt | US | $10M | – | 1.56 |
| TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET DEUTSCHE | Long | Repurchase agreement | US | $33M | – | 5.12 |
| TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET PARIBAS | Long | Repurchase agreement | US | $33M | – | 5.13 |
| TSY INFL IX N/B 1.750000% 01/15/2034 (United States of America) | Long | Debt | US | $4M | – | 0.59 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 (United States of America) | Long | Debt | US | $3M | – | 0.52 |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-100M | – | -15.51 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-35M | – | -5.50 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $246M | – | 38.29 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-46M | – | -7.18 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $2M | – | 0.24 | |
| US TREASURY N/B 4.000000% 02/15/2026 (United States of America) | Long | Structured note | US | $45M | – | 6.98 |
| US TREASURY N/B 4.375000% 12/15/2026 (United States of America) | Long | Structured note | US | $54M | – | 8.38 |
Address
SEI DAILY INCOME TRUST /MA/
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Susan C. Cote
William M. Doran
Robert A. Nesher
Nina Lesavoy
Thomas Melendez
James B. Taylor
James M. Williams
Christine Reynolds
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Bloomberg
IHS Markit
Pricing Direct
Thomson Reuters Corporation
Intercontinental Exchange, Inc.
Custodians
US Bank
Shareholder Servicing Agents
SAFRA SECURITIES LLC
RBC CAPITAL MARKETS CORPORATION
NATIONAL FINANCIAL SVCS CORP
JP MORGAN SECURITIES
SEI Private Trust Company
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
MORGAN STANLEY & CO.
UBS FINANCIAL SERVICES
PERSHING LLC
WELLS FARGO ADVISORS
ASCENSUS TRUST COMPANY
CHARLES SCHWAB & CO., INC
RAYMOND JAMES & ASSOCIATES, INC.
SEI Investments Distribution Co.
Admins
SEI Investments Global Funds Services
Brokers
GOLDMAN SACHS & CO
RBC CAPITAL
MORGAN STANLEY & CO, INC
BANK OF AMERICA
CITIGROUP GLOBAL MARKETS
J.P. MORGAN SECURITIES
BARCLAYS CAPITAL INC.