N-CSRS

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSRS

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number 811-03451

SEI Daily Income Trust

(Exact name of registrant as specified in charter)

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Address of principal executive offices) (Zip code)

c/o CT Corporation

101 Federal Street

Boston, MA 02110

(Name and address of agent for service)

Registrant’s telephone number, including area code: 1-800-342-5734

Date of fiscal year end: January 31, 2014

Date of reporting period: July 31, 2013

Item 1. Reports to Stockholders.

July 31, 2013

SEMI-ANNUAL REPORT

SEI Daily Income Trust

† Money Market Fund

† Government Fund

† Government II Fund

† Prime Obligation Fund

† Treasury Fund

† Treasury II Fund

† Ultra Short Duration Bond Fund

† Short-Duration Government Fund

† Intermediate-Duration Government Fund

† GNMA Fund

TABLE OF CONTENTS

Schedule of Investments	1
Statements of Assets & Liabilities	40
Statements of Operations	42
Statements of Changes in Net Assets	44
Financial Highlights	48
Notes to Financial Statements	52
Disclosure of Fund Expenses	61

The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission for the first and third quarters of each fiscal year on Form N-Q within sixty days after the end of the period. The Trust’s Forms N-Q are available on the Commission’s website at http://www.sec.gov, and may be reviewed and copied at the Commission’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

Since the Funds in SEI Daily Income Trust typically hold only fixed income securities, they generally are not expected to hold securities for which they may be required to vote proxies. Regardless, in light of the possibility of the possibility that a Fund could hold a security for which a proxy is voted, the Trust has adopted proxy voting policies. A description of the policies and procedures that the Trust uses to determine how to vote proxies relating to portfolio securities, as well as information relating to how a Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available (i) without charge, upon request, by calling 1-800-DIAL-SEI; and (ii) on the Commission’s website at http://www.sec.gov.

SCHEDULE OF INVESTMENTS (Unaudited)

Money Market Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
COMMERCIAL PAPER (B) (C) — 42.2%
ASB Finance
0.230%, 08/28/13	$	5,000	$	4,999
0.240%, 09/12/13		2,300		2,299
0.200%, 09/16/13		5,295		5,294
0.260%, 10/03/13		1,512		1,511
BNZ International Funding
0.260%, 08/08/13		2,270		2,270
0.240%, 10/17/13		2,300		2,299
0.230%, 12/13/13		11,000		10,991
Chariot Funding LLC
0.270%, 09/05/13 to 10/09/13		8,010		8,008
0.250%, 10/30/13		4,000		3,997
0.240%, 12/12/13 to 01/22/14		3,527		3,523
Coca-Cola
0.180%, 11/04/13		2,000		1,999
FCAR Owner Trust
0.270%, 08/01/13		910		910
0.250%, 08/06/13		371		371
0.301%, 08/09/13		1,035		1,035
0.280%, 09/09/13		134		134
0.280%, 10/04/13 to 11/04/13		2,283		2,282
0.290%, 11/15/13		4,310		4,306
0.280%, 12/11/13		651		650
0.260%, 12/16/13		1,515		1,513
Google
0.170%, 10/01/13		2,765		2,764
Gotham Funding
0.190%, 08/05/13		5,540		5,540
Jupiter Securitization LLC
0.270%, 08/21/13 to 09/09/13		3,240		3,239
0.240%, 12/09/13 to 01/13/14		6,533		6,526
0.240%, 12/10/13		4,142		4,138
Manhattan Asset Funding LLC
0.200%, 08/06/13 to 08/12/13		2,815		2,815
0.210%, 08/09/13		905		905
MetLife Short-Term Funding LLC
0.190%, 09/23/13		1,040		1,040
Nestle Finance International
0.180%, 08/05/13		3,750		3,750
0.160%, 08/14/13		1,995		1,995
0.190%, 09/04/13		2,000		2,000
Old Line Funding LLC
0.210%, 08/14/13		1,695		1,695
0.200%, 09/17/13		2,000		1,999

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.230%, 10/15/13	$	5,145	$	5,143
0.240%, 01/07/14 to 01/21/14		7,626		7,617
Procter & Gamble
0.160%, 08/01/13		4,570		4,570
Thunder Bay Funding LLC
0.210%, 08/14/13		2,965		2,965
0.220%, 08/15/13		4,520		4,520
0.240%, 11/01/13		5,000		4,997
Toyota Credit Canada
0.210%, 08/15/13		5,000		5,000
0.210%, 12/10/13		6,165		6,160
Toyota Motor Credit
0.200%, 12/10/13		1,635		1,634
0.220%, 01/13/14		2,000		1,998
Westpac Securities
0.250%, 08/19/13		15,000		14,998
Total Commercial Paper (Cost $156,399) ($ Thousands)				156,399
CERTIFICATES OF DEPOSIT — 17.4%
Bank of Nova Scotia
0.474%, 09/12/13		795		795
0.230%, 10/10/13		7,200		7,200
Commonwealth Bank of Australia
0.304%, 10/04/13		5,000		5,001
DNB Bank
0.180%, 08/30/13		5,000		5,000
0.210%, 11/12/13		1,000		1,000
0.215%, 11/14/13		6,800		6,800
Skandinaviska Enskilda Banken NY
0.200%, 09/12/13		6,100		6,100
Sumitomo Mitsui Banking
0.230%, 08/14/13		5,300		5,300
0.230%, 09/12/13		800		800
0.240%, 09/18/13		1,300		1,300
0.220%, 10/07/13		2,300		2,300
0.220%, 10/17/13		3,300		3,300
0.600%, 10/22/13		353		353
Svenska Handelsbanken NY
0.190%, 08/22/13		5,375		5,375
0.185%, 09/13/13		5,000		5,000
0.210%, 09/20/13		1,735		1,735
Toronto-Dominion Bank
0.230%, 11/12/13		7,000		7,000
Total Certificates of Deposit (Cost $64,359) ($ Thousands)				64,359
U.S. GOVERNMENT AGENCY OBLIGATIONS — 5.1%
FFCB (A)
0.250%, 08/01/13		2,090		2,090
0.185%, 10/23/13		1,000		1,000

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 1

SCHEDULE OF INVESTMENTS (Unaudited)

Money Market Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FFCB, Ser 1 (A)
0.230%, 08/01/13	$	350	$	350
0.171%, 08/14/13		4,095		4,094
FHLB
0.190%, 08/01/13 (A)		2,800		2,800
0.180%, 08/01/13 (A)		975		975
0.300%, 11/22/13 to 12/06/13		935		935
4.875%, 11/27/13		480		487
FHLMC (A)
0.390%, 08/01/13		2,780		2,780
FHLMC MTN
0.375%, 11/27/13		308		308
FNMA (A)
0.330%, 08/01/13		895		895
0.320%, 08/01/13		500		500
0.202%, 08/20/13		30		30
0.172%, 08/20/13		1,480		1,480
Total U.S. Government Agency Obligations (Cost $18,724) ($ Thousands)				18,724
MUNICIPAL BONDS (A) — 3.3%
Arizona — 0.2%
Pima County, Industrial Development Authority, RB
0.050%, 08/07/13		600		600
California — 0.5%
California State, Wide Communities Development Authority, RB
0.030%, 08/01/13		905		905
Calleguas-Las Virgenes, Public Financing Authority, Ser A, RB
0.040%, 08/01/13		225		225
Sacramento, Municipal Utility District, Sub-Ser L, RB
0.040%, 08/01/13		585		585
				1,715
Indiana — 0.2%
Indiana, Finance Authority, Ser F, RB
0.050%, 08/01/13		655		655
Iowa — 0.3%
Iowa State, Finance Authority, Ser C, RB
0.118%, 08/01/13		1,045		1,045
Iowa State, Finance Authority, Ser G, RB
0.120%, 08/01/13		45		45
				1,090
Massachusetts — 0.1%
Simmons College, RB
0.160%, 08/01/13		220		220

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Michigan — 0.3%
Kent, Hospital Finance Authority, Ser C, RB
0.060%, 08/07/13	$	1,165	$	1,165
Minnesota — 0.2%
Minnesota, Office of Higher Education, Ser A, RB
0.178%, 08/01/13		700		700
Missouri — 0.1%
St. Louis, Industrial Development Authority, Ser B, RB
0.060%, 08/07/13		260		260
New Hampshire — 0.0%
New Hampshire State, Health & Educational Facilities Authority, Ser C, RB
0.100%, 08/07/13		190		190
New York — 0.1%
City of New York, Sub-Ser D-3, GO
0.040%, 08/01/13		485		485
Ohio — 0.2%
Cleveland, Department of Public Utilities Division of Water, Ser Q, RB
0.050%, 08/01/13		670		670
Texas — 0.9%
Texas State, GO
0.118%, 08/06/13		95		95
0.110%, 08/06/13		345		345
0.120%, 08/07/13		340		340
Texas State, Ser A, GO
0.110%, 08/06/13		475		475
Texas State, Ser A-2, GO
0.109%, 08/07/13		1,000		1,000
Texas State, Ser B, GO
0.120%, 08/01/13		375		375
Texas State, Ser B2, GO
0.118%, 08/07/13		100		100
Texas State, Ser I, GO
0.118%, 08/07/13		195		195
University of Texas System, Ser B, RB
0.050%, 08/01/13		540		540
				3,465
Wisconsin — 0.2%
Wisconsin State, Health & Educational Facilities Authority, RB
0.040%, 08/07/13		800		800

2 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Wisconsin State, Health & Educational Facilities Authority, Ser B, RB
0.040%, 08/07/13	$	170	$	170
				970
Total Municipal Bonds (Cost $12,185) ($ Thousands)				12,185
TIME DEPOSIT — 3.1%
Citibank
0.090%, 08/01/13		11,504		11,504
Total Time Deposit (Cost $11,504) ($ Thousands)				11,504
CORPORATE OBLIGATIONS — 0.7%
Bank of Nova Scotia
2.375%, 12/17/13		720		726
General Electric Capital MTN
1.875%, 09/16/13		64		64
HSBC Bank PLC
1.625%, 08/12/13 (D)		1,629		1,630
Toyota Motor Credit MTN
1.375%, 08/12/13		119		119
Westpac Banking
2.100%, 08/02/13		90		90
Total Corporate Obligations (Cost $2,629) ($ Thousands)				2,629
REPURCHASE AGREEMENTS (E) — 28.0%
Goldman Sachs 0.070%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $7,807,015 (collateralized by FHLB, par value $7,964,000, 0.000%, 10/30/13, with total market value $7,963,363)		7,807		7,807
Goldman Sachs 0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $15,000,033 (collateralized by various FNMA obligations, ranging in par value $2,227,453 - $13,490,914, 3.500%, 02/01/18 - 11/01/25, with total market value $15,300,035)		15,000		15,000
Goldman Sachs 0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $43,000,096 (collateralized by various FNMA obligations, ranging in par value $13,337,600 - $30,162,287, 3.500%, 05/01/43 - 07/01/43, with total market value $43,860,098)		43,000		43,000

Description	Face Amount ($ Thousands)		Value ($ Thousands)
JPMorgan Chase 0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $15,000,033 (collateralized by various FNMA obligations, ranging in par value $6,889,414 - $8,430,000, 3.500%, 05/01/43 - 06/01/43, with total market value $15,301,228)	$	15,000	$	15,000
Mizuho 0.200%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $5,000,028 (collateralized by GNMA, U.S. Treasury and Morgan Stanley, ranging in par value $995,000 - $3,521,272, 1.500% - 5.625%, 12/31/13 - 08/20/42, with total market value $5,132,946)		5,000		5,000
RBC Capital 0.140%, dated 07/25/13, to be repurchased on 08/01/13, repurchase price $1,560,042 (collateralized by Ridgefield Funding, par value $1,606,979, 0.000%, 08/19/13, with total market value $1,606,847)		1,560		1,560
RBC Capital 0.140%, dated 07/25/13, to be repurchased on 08/01/13, repurchase price $3,115,085 (collateralized by Freeport-McMoran Copper & Gold and Petronas Limited, ranging in par value $19,103 - $3,529,627, 3.875% - 5.250%, 08/12/19 - 03/15/23, with total market value $3,270,840)		3,115		3,115
RBC Capital 0.140%, dated 07/30/13, to be repurchased on 08/06/13, repurchase price $4,635,126 (collateralized by various corporate obligations*, ranging in par value $1,336,734 - $1,853,707, 3.150% - 5.250%, 02/16/16 - 12/09/21, with total market value $4,866,788)		4,635		4,635
Wells Fargo 0.190%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $5,792,161 (collateralized by various corporate obligations*, ranging in par value $5,045 - $2,214,920, 2.750% - 8.125%, 04/01/15 - 03/15/23, with total market value $6,081,632)		5,792		5,792

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 3

SCHEDULE OF INVESTMENTS (Unaudited)

Money Market Fund (Concluded)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Wells Fargo 0.290%, dated 07/30/13, to be repurchased on 08/06/13, repurchase price $2,860,046 (collateralized by AT&T and Kansas City Power & Light, ranging in par value $80,524 - $2,801,442, 2.500% - 3.150%, 08/15/15 - 03/15/23, with total market value $3,003,049)	$	2,860	$	2,860
Total Repurchase Agreements (Cost $103,769) ($ Thousands)				103,769
Total Investments — 99.8% (Cost $369,569)($ Thousands)			$	369,569

* A summary of the corporate obligations used to collateralize repurchase agreements entered into by the Fund at July 31, 2013, is as follows:

Counterparty	Corporate Obligation	Rate	Maturity Date		Par Amount ($ Thousands)
RBC Capital	Goldman Sachs	3.150%		02/16/16	$	1,337
	Hewlett Packard	4.650		12/09/21		1,854
	Petronas Capital Limited	5.250		08/12/19		1,399
Wells Fargo	AGL Capital Corp.	3.500		09/15/21		16
	American Express Credit	2.750		09/15/15		149
	AT&T	2.500		08/15/15		2,801
	Buckeye Partner	5.500		08/15/19		5
	Burlington Northern Santa Fe	3.000		03/15/23		1,037
	Commonwealth Edison	5.800		03/15/18		198
	CSX Corp.	6.250		04/01/15		816
	Enterprise Products Operating	6.300		09/15/17		121
	Enterprise Products Operating	3.350		03/15/23		166
	ING U.S.	5.500		07/15/22		536
	Kansas City Power & Light	3.150		03/15/23		81
	Lorillard Tobacco Company	8.125		06/23/19		109
	Plains All American Pipeline	3.650		06/01/22		—
	Prudential Financial Inc.	5.375		06/22/20		264
	Senior Housing Property Trust	6.750		12/15/21		2,215

Percentages are based on Net Assets of $370,214 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) The rate reported is the effective yield at time of purchase.

(C) Securities are held in connection with a letter of credit issued by a major bank.

(D) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(E) Tri-Party Repurchase Agreement.

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

LLC — Limited Liability Company

MTN — Medium Term Note

NY — New York

RB — Revenue Bond

Ser — Series

As of July 31, 2013, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

4 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

SCHEDULE OF INVESTMENTS (Unaudited)

Government Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 46.0%
FFCB
0.290%, 08/01/13 (A)	$	6,000	$	6,000
0.250%, 08/01/13 (A)		4,834		4,834
0.230%, 08/01/13 (A)		1,955		1,957
0.220%, 08/01/13 (A)		7,689		7,688
0.176%, 08/03/13 (A)		4,000		3,999
0.162%, 08/12/13 (A)		14,875		14,871
0.232%, 08/17/13 (A)		3,315		3,318
0.211%, 08/23/13 (A)		2,580		2,581
0.196%, 08/27/13 (A)		260		260
0.126%, 08/27/13 (A)		12,000		12,000
0.330%, 09/30/13		2,160		2,161
3.875%, 10/07/13		3,287		3,309
0.185%, 10/23/13 (A)		19,000		18,999
0.700%, 11/04/13		155		155
0.400%, 11/08/13		345		345
0.300%, 11/18/13		1,090		1,090
0.200%, 11/20/13 to 12/03/13		2,802		2,802
0.190%, 12/13/13		5,170		5,170
0.150%, 01/17/14 to 02/05/14		6,980		6,980
1.125%, 02/27/14		736		740
2.125%, 03/05/14		1,528		1,546
FFCB, Ser 1
0.230%, 08/01/13 (A)		1,185		1,185
0.171%, 08/14/13 (A)		15,250		15,247
FHLB
0.330%, 08/01/13 to 01/03/14 (A)		1,720		1,721
0.230%, 08/01/13 (A)		325		325
0.190%, 08/01/13 (A)		7,000		7,000
0.180%, 08/01/13 to 03/11/14 (A)		33,235		33,234
0.280%, 08/13/13 to 11/21/13		19,350		19,355
5.125%, 08/14/13		1,050		1,052
4.000%, 09/06/13		3,065		3,077
0.250%, 09/06/13		5,000		5,000
5.250%, 09/13/13		115		116
1.000%, 09/13/13 to 10/30/13		1,755		1,757
4.500%, 09/16/13		1,125		1,131
4.110%, 09/27/13		1,660		1,670
0.200%, 10/04/13		750		750
0.150%, 10/04/13		3,880		3,880
3.625%, 10/18/13		17,335		17,463
0.300%, 10/18/13 to 12/06/13		12,190		12,195
2.000%, 10/25/13 to 10/30/13		915		919
0.110%, 10/25/13 to 03/03/14		19,985		19,984
0.290%, 11/08/13 to 12/06/13		7,365		7,368
0.375%, 11/27/13 to 01/29/14		14,530		14,546
0.090%, 11/29/13		7,330		7,330

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.310%, 12/06/13	$	6,340	$	6,343
0.320%, 12/11/13		140		140
3.125%, 12/13/13		8,065		8,153
0.500%, 12/13/13		14,105		14,122
0.340%, 12/18/13		17,000		17,014
0.100%, 01/06/14		9,000		8,999
0.120%, 02/20/14		7,515		7,514
2.375%, 03/14/14		3,090		3,132
0.125%, 03/21/14 to 03/24/14		23,285		23,282
2.650%, 04/23/14		160		163
FHLB, Ser 1
0.170%, 08/01/13 (A)		1,350		1,350
0.500%, 08/28/13		1,215		1,215
FHLMC
0.390%, 08/01/13 (A)		2,001		2,002
4.125%, 09/27/13		25,787		25,947
0.500%, 10/15/13		12,945		12,954
0.375%, 10/15/13 to 10/30/13		16,805		16,812
0.875%, 10/28/13		2,252		2,256
4.875%, 11/15/13		26,898		27,266
2.500%, 01/07/14		11,191		11,305
0.450%, 01/09/14		8,792		8,803
4.500%, 01/15/14		42,229		43,066
1.375%, 02/25/14		43,917		44,222
0.300%, 03/21/14		2,350		2,352
FHLMC MTN
0.375%, 11/27/13		5,023		5,026
5.000%, 01/30/14		8,261		8,460
2.175%, 02/19/14		875		885
FNMA
0.330%, 08/01/13 (A)		5,000		5,000
0.320%, 08/01/13 (A)		1,700		1,700
0.165%, 08/08/13 (A)		19,543		19,541
0.500%, 08/09/13		6,823		6,824
1.250%, 08/20/13		7,257		7,261
0.202%, 08/20/13 (A)		1,426		1,426
0.172%, 08/20/13 (A)		7,830		7,829
0.156%, 08/27/13 (A)		25,000		24,990
1.125%, 09/17/13 to 09/30/13		11,968		11,987
1.000%, 09/23/13		7,538		7,548
1.125%, 10/08/13		1,740		1,743
4.625%, 10/15/13		4,863		4,907
1.050%, 10/22/13		810		812
2.875%, 12/11/13		17,775		17,949
0.750%, 12/18/13		9,629		9,651
2.750%, 02/05/14		733		743
1.250%, 02/27/14		27,554		27,728
2.750%, 03/13/14		5,795		5,888
Tennessee Valley Authority
4.750%, 08/01/13		1,220		1,220
Total U.S. Government Agency Obligations (Cost $744,640) ($ Thousands)				744,640

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 5

SCHEDULE OF INVESTMENTS (Unaudited)

Government Fund (Concluded)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
REPURCHASE AGREEMENTS (B) — 53.9%
Bank of Montreal 0.060%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $100,000,167 (collateralized by various U.S. Treasury Obligations, ranging in par value $11,388,652 - $39,242,200, 0.375% - 5.250%, 06/15/15 - 02/15/42, with total market value $102,000,170)	$	100,000	$	100,000
Bank of Nova Scotia 0.090%, dated 06/07/13, to be repurchased on 09/05/13, repurchase price $15,003,375 (collateralized by various FHLB/ FNMA obligations, ranging in par value $100,000 -$7,387,000, 0.000% - 1.330%, 08/01/13 - 10/24/19, with total market value $15,374,849) (C)		15,000		15,000
Bank of Nova Scotia 0.080%, dated 06/10/13, to be repurchased on 09/09/13, repurchase price $15,003,033 (collateralized by various FHLB/FNMA obligations, ranging in par value $15,000 -$6,943,000, 0.000% - 1.330%, 08/01/13 - 12/27/19, with total market value $15,366,856) (C)		15,000		15,000
Bank of Nova Scotia 0.120%, dated 05/08/13, to be repurchased on 08/06/13, repurchase price $15,004,500 (collateralized by various FHLB/FNMA obligations, ranging in par value $20,000 -$10,314,000, 0.000% - 1.330%, 08/01/13 - 10/24/19, with total market value $15,367,325)		15,000		15,000
Bank of Nova Scotia 0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $165,000,367 (collateralized by various U.S. Treasury obligations, ranging in par value $52,375,700 - $105,656,900, 2.125% - 4.000%, 02/15/15 - 12/31/15, with total market value $168,300,478)		165,000		165,000

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Bank of Nova Scotia 0.080%, dated 07/31/13, to be repurchased on 08/07/13, repurchase price $50,000,778 (collateralized by various FNMA/FHLB obligations, ranging in par value $100,000 -$23,800,000, 0.000% - 1.500%, 08/01/13 - 10/24/19, with total market value $51,078,564)	$	50,000	$	50,000
Barclays Capital 0.030%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $20,000,017 (collateralized by FNMA, par value $20,050,000, 1.250%, 09/28/16, with total market value $20,400,090)		20,000		20,000
Goldman Sachs 0.070%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $242,193,471 (collateralized by various FHLB obligations, ranging in par value $57,290,000 -$100,000,000, 0.000% - 0.125%, 09/27/13 - 07/25/14, with total market value $247,037,592)		242,193		242,193
JPMorgan Chase 0.070%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $200,000,389 (collateralized by various FCSB/FHLB/FHLMC/FNMA, ranging in par value $55,000 - $40,000,000, 0.000% - 7.125%, 05/22/14 - 08/06/38, with total market value $204,002,865)		200,000		200,000
RBC Capital 0.020%, dated 07/26/13, to be repurchased on 08/02/13, repurchase price $50,000,194 (collateralized by various FNMA/FHLB/FCSB obligations, ranging in par value $1,000- $1,730,000, 0.000% -7.250%, 08/01/13 - 12/06/32, with total market value $51,000,285)		50,000		50,000
Total Repurchase Agreements (Cost $872,193) ($ Thousands)				872,193
Total Investments — 99.9% (Cost $1,616,833) ($ Thousands)			$	1,616,833

Percentages are based on Net Assets of $1,618,876 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) Tri-Party Repurchase Agreement

(C) Security considered illiquid. The total value of such securities as of July 31, 2013 was $30,000 ($ Thousands) and represented 1.9% of Net Assets.

6 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

FCSB — Federal Farm Credit Banks Consolidated Systemwide Bonds

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

MTN — Medium Term Note

Ser — Series

As of July 31, 2013, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2—Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 7

SCHEDULE OF INVESTMENTS (Unaudited)

Government II Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 83.6%
FFCB
0.290%, 08/01/13 (A)	$	20,500	$	20,500
0.250%, 08/01/13 to 08/19/13 (A)		5,488		5,488
0.230%, 08/01/13 (A)		1,570		1,572
0.220%, 08/01/13 (A)		6,926		6,925
0.165%, 08/01/13 (A)		7,000		7,000
0.176%, 08/03/13 (A)		5,000		4,999
0.162%, 08/12/13 (A)		14,835		14,831
0.232%, 08/17/13 (A)		2,605		2,607
0.182%, 08/19/13 (A)		1,100		1,100
0.211%, 08/23/13 (A)		2,089		2,090
0.196%, 08/27/13 (A)		209		209
0.126%, 08/27/13 (A)		14,000		14,000
0.980%, 09/23/13		505		506
3.875%, 10/07/13		3,875		3,901
0.650%, 10/15/13		290		290
0.185%, 10/23/13 (A)		1,000		1,000
0.700%, 11/04/13		145		145
0.400%, 11/08/13		318		318
0.920%, 11/26/13		1,361		1,364
0.230%, 12/04/13		995		995
0.190%, 12/13/13		4,830		4,830
1.300%, 12/23/13		428		430
0.350%, 01/23/14		865		866
0.150%, 02/05/14		2,065		2,065
3.000%, 02/12/14		220		223
1.125%, 02/27/14		3,897		3,919
0.260%, 03/04/14		780		781
2.125%, 03/05/14		1,270		1,285
FFCB DN (B)
0.060%, 08/01/13		5,804		5,804
0.048%, 08/02/13		5,884		5,884
0.050%, 08/08/13 to 08/23/13		9,362		9,362
0.040%, 08/09/13 to 08/27/13		27,361		27,361
0.030%, 08/14/13 to 09/24/13		44,520		44,519
0.070%, 08/15/13		4,146		4,146
FFCB, Ser 1 (A)
0.230%, 08/01/13		1,095		1,095
0.171%, 08/14/13		16,340		16,337
FHLB
0.230%, 08/01/13 (A)		260		260
0.190%, 08/01/13 (A)		4,500		4,500
0.180%, 08/01/13 to 03/11/14 (A)		29,495		29,494
0.110%, 08/01/13 to 03/03/14		33,815		33,812
0.240%, 08/09/13		2,100		2,100
5.125%, 08/14/13		100		100

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.270%, 08/16/13 to 09/12/13	$	13,940	$	13,941
0.140%, 08/28/13		12,245		12,246
4.000%, 09/06/13		1,260		1,265
0.250%, 09/06/13 to 02/18/14		5,165		5,165
5.250%, 09/13/13		120		121
1.000%, 09/13/13		805		806
4.500%, 09/16/13		2,250		2,262
0.280%, 09/16/13 to 11/21/13		38,190		38,201
4.110%, 09/27/13		1,820		1,831
0.150%, 09/27/13 to 10/04/13		14,160		14,160
0.200%, 10/04/13		730		730
3.625%, 10/18/13		18,960		19,100
0.375%, 10/18/13 to 01/29/14		20,115		20,129
0.300%, 10/18/13 to 12/04/13		14,070		14,076
0.100%, 10/30/13 to 01/06/14		34,495		34,494
0.290%, 11/08/13 to 12/06/13		1,810		1,810
0.125%, 11/08/13 to 03/21/14		26,620		26,617
0.090%, 11/29/13		14,095		14,094
0.310%, 12/05/13		8,055		8,059
0.320%, 12/11/13		115		115
4.875%, 12/13/13		2,290		2,329
3.125%, 12/13/13		7,090		7,167
0.500%, 12/13/13		11,905		11,920
0.340%, 12/18/13		8,000		8,007
0.330%, 01/03/14		6,555		6,560
0.120%, 02/20/14		15,745		15,743
0.170%, 02/26/14		1,105		1,105
2.375%, 03/14/14		3,475		3,522
2.650%, 04/23/14		135		137
FHLB DN (B)
0.048%, 08/02/13		103,030		103,030
0.040%, 08/07/13 to 10/02/13		33,351		33,350
0.035%, 08/09/13		32,652		32,652
0.027%, 08/14/13		25,937		25,937
0.071%, 08/16/13		87,695		87,692
0.047%, 08/28/13		95,442		95,439
0.070%, 09/06/13		8,560		8,559
0.088%, 09/18/13		41,800		41,795
0.080%, 10/04/13		16,620		16,618
FHLB, Ser 1
0.170%, 08/01/13 (A)		1,305		1,305
0.500%, 08/28/13		6,920		6,922
Tennessee Valley Authority
4.750%, 08/01/13		4,011		4,011
Tennessee Valley Authority DN (B)
0.060%, 08/08/13		3,980		3,980
0.069%, 08/22/13		16,582		16,581
0.070%, 08/29/13		7,000		7,000
0.058%, 09/05/13		2,753		2,753
Total U.S. Government Agency Obligations (Cost $1,062,349) ($ Thousands)				1,062,349

8 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 20.1%
U.S. Treasury Bills (B)
0.010%, 08/01/13	$	94,607	$	94,607
0.010%, 08/29/13		48,290		48,289
U.S. Treasury Notes
4.250%, 08/15/13		10,366		10,383
0.750%, 08/15/13 to 09/15/13		32,646		32,658
3.125%, 08/31/13		16,681		16,723
0.125%, 08/31/13		52,075		52,078
Total U.S. Treasury Obligations (Cost $254,738) ($ Thousands)				254,738
Total Investments — 103.7% (Cost $1,317,087)($ Thousands)			$	1,317,087

Percentages are based on Net Assets of $1,269,960 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) The rate reported is the effective yield at time of purchase.

DN — Discount Note

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

Ser — Series

As of July 31, 2013, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the year ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the year ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 9

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
COMMERCIAL PAPER (B) (C) — 42.0%
ASB Finance
0.240%, 09/12/13	$	7,405	$	7,403
0.200%, 09/16/13		36,305		36,296
0.260%, 10/03/13		12,263		12,257
0.250%, 10/22/13 to 11/04/13		38,850		38,827
Bank of Tokyo-Mitsubishi UFJ NY
0.230%, 10/15/13		1,534		1,533
BNZ International Funding
0.260%, 08/08/13		23,400		23,399
0.240%, 10/17/13		78,600		78,560
Chariot Funding LLC
0.270%, 08/01/13 to 10/09/13		39,915		39,911
0.269%, 10/04/13		18,877		18,868
0.240%, 01/09/14 to 01/22/14		53,820		53,760
Coca-Cola
0.190%, 10/21/13		7,080		7,077
0.180%, 11/04/13		18,000		17,991
0.220%, 02/03/14		19,530		19,508
Commonwealth Bank of Australia
0.230%, 10/22/13		38,000		37,980
Fairway Finance LLC
0.170%, 10/17/13		14,655		14,650
FCAR Owner Trust
0.250%, 08/06/13		3,012		3,012
0.300%, 08/09/13		16,575		16,574
0.220%, 09/09/13		3,005		3,004
0.200%, 10/03/13		33,047		33,035
0.280%, 10/04/13 to 12/11/13		23,590		23,575
0.290%, 11/15/13		30,390		30,364
0.260%, 12/16/13		12,020		12,008
Google
0.170%, 10/01/13		21,125		21,119
Gotham Funding
0.150%, 08/12/13		22,000		21,999
0.180%, 08/19/13		10,160		10,159
Jupiter Securitization LLC
0.270%, 08/08/13		11,485		11,484
0.250%, 09/12/13		2,000		1,999
0.240%, 12/09/13 to 01/14/14		160,205		160,036
Liberty Street Funding LLC
0.150%, 08/01/13 to 08/06/13		107,772		107,771
0.140%, 08/12/13 to 08/15/13		47,825		47,823
0.160%, 08/13/13		35,000		34,998
Manhattan Asset Funding LLC
0.170%, 08/07/13		1,730		1,730

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.188%, 08/09/13	$	13,840	$	13,839
0.200%, 08/12/13 to 09/09/13		30,610		30,606
0.180%, 08/14/13		25,000		24,998
0.220%, 08/20/13		3,300		3,300
Market Street Funding LLC
0.150%, 08/01/13		6,318		6,318
MetLife Short-Term Funding LLC
0.170%, 09/03/13		16,875		16,872
0.190%, 09/23/13		23,995		23,988
Nestle Finance International
0.140%, 08/05/13		19,340		19,340
New York Life Capital
0.140%, 08/01/13 to 10/17/13		22,290		22,289
Old Line Funding LLC
0.210%, 08/01/13 to 08/14/13		34,125		34,124
0.200%, 08/27/13 to 09/17/13		80,540		80,523
0.230%, 10/15/13		35,625		35,608
0.240%, 11/27/13 to 01/21/14		46,840		46,795
Prudential PLC
0.130%, 08/02/13		1,910		1,910
0.230%, 09/30/13		8,225		8,222
Thunder Bay Funding LLC
0.210%, 08/09/13 to 08/14/13		25,681		25,679
0.220%, 08/15/13		33,345		33,342
Toyota Credit Canada
0.210%, 08/15/13 to 12/10/13		120,585		120,545
Toyota Motor Credit
0.200%, 12/10/13		35,115		35,089
0.220%, 01/13/14		38,000		37,962
Victory Receivables
0.159%, 08/01/13		26,604		26,604
0.170%, 08/06/13 to 08/07/13		25,179		25,178
Westpac Securities
0.233%, 12/03/13		59,140		59,093
0.250%, 01/02/14		58,527		58,464
Working Capital Management
0.150%, 08/01/13 to 08/07/13		61,000		60,999
0.170%, 08/05/13		12,320		12,320
Total Commercial Paper (Cost $1,812,717) ($ Thousands)				1,812,717
CERTIFICATES OF DEPOSIT — 25.0%
Bank of Montreal
0.150%, 08/02/13		21,000		21,000
0.150%, 08/05/13		19,205		19,205
0.240%, 10/24/13		40,000		40,001
0.200%, 11/12/13		45,755		45,756
Bank of Nova Scotia
0.220%, 08/09/13		4,700		4,700
0.474%, 09/12/13		5,585		5,587
0.523%, 10/03/13		628		629
0.686%, 10/18/13		1,895		1,897
Bank of Tokyo-Mitsubishi UFJ NY
0.200%, 08/06/13		101,000		101,000

10 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Branch Banking & Trust
0.200%, 08/02/13	$	80,200	$	80,200
0.190%, 10/01/13		21,170		21,170
DNB Bank
0.180%, 08/30/13		23,000		23,000
0.210%, 11/12/13		99,500		99,500
Nordea Bank Finland PLC
0.170%, 10/21/13		64,800		64,800
Skandinaviska Enskilda Banken NY
0.200%, 08/15/13		55,000		55,000
0.200%, 09/12/13		9,100		9,100
Sumitomo Mitsui Banking
0.230%, 08/01/13		10,000		10,000
0.230%, 08/14/13		73,700		73,700
0.240%, 09/18/13		5,200		5,200
0.240%, 10/03/13		3,000		3,000
0.220%, 10/17/13		33,700		33,700
Svenska Handelsbanken NY
0.190%, 08/22/13		36,310		36,310
0.210%, 09/20/13		11,840		11,840
0.823%, 09/25/13		1,435		1,436
0.185%, 10/01/13		25,000		25,000
0.190%, 10/22/13		15,000		15,000
Swedbank Sparbanken Svenge
0.160%, 09/20/13		126,300		126,300
Toronto-Dominion Bank
0.230%, 11/12/13		50,000		50,000
0.260%, 01/06/14		26,188		26,189
0.250%, 01/13/14		40,000		40,000
0.240%, 01/21/14		30,000		30,000
Total Certificates of Deposit (Cost $1,080,220) ($ Thousands)				1,080,220
TIME DEPOSITS — 5.9%
Citibank Canada
0.090%, 08/01/13		129,000		129,000
U.S. Bank
0.090%, 08/01/13		125,000		125,000
Total Time Deposits (Cost $254,000) ($ Thousands)				254,000
MUNICIPAL BONDS (A) — 4.5%
Arizona — 0.1%
Pima County, Industrial Development Authority, RB
0.050%, 08/07/13		4,800		4,800
California — 0.4%
California State, Wide Communities Development Authority, RB
0.030%, 08/01/13		7,295		7,295

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Calleguas-Las Virgenes, Public Financing Authority, Ser A, RB
0.040%, 08/01/13	$	3,385	$	3,385
Sacramento, Municipal Utility District, Sub-Ser L, RB
0.040%, 08/01/13		4,750		4,750
				15,430
Colorado — 0.1%
Colorado State, Housing & Finance Authority, Ser A1, RB
0.210%, 08/07/13		100		100
0.190%, 08/07/13		900		900
0.120%, 08/07/13		1,735		1,735
0.100%, 08/07/13		2,670		2,670
Colorado State, Housing & Finance Authority, Ser C1, RB
0.120%, 08/07/13		900		900
Colorado State, Housing & Finance Authority, Ser CL1, RB
0.220%, 08/07/13		100		100
				6,405
Indiana — 0.2%
Indiana, Finance Authority, Ser F, RB
0.050%, 08/01/13		8,280		8,280
Iowa — 0.2%
Iowa State, Finance Authority, Ser B, RB
0.070%, 08/01/13		800		800
Iowa State, Finance Authority, Ser C, RB
0.118%, 08/01/13		6,745		6,745
Iowa State, Finance Authority, Ser G, RB
0.120%, 08/01/13		210		210
Iowa State, Finance Authority, Ser M, RB
0.130%, 08/01/13		600		600
				8,355
Massachusetts — 0.1%
Simmons College, RB
0.160%, 08/01/13		2,760		2,760
Michigan — 0.4%
Kent, Hospital Finance Authority, Ser C, RB
0.060%, 08/07/13		17,365		17,365

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 11

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Mississippi — 0.1%
Mississippi, Business Finance, Ser A, RB
0.040%, 08/01/13	$	4,540	$	4,540
Missouri — 0.1%
St. Louis, Industrial Development Authority, Ser B, RB
0.060%, 08/07/13		3,940		3,940
New Hampshire — 0.1%
New Hampshire State, Health & Educational Facilities Authority, Ser C, RB
0.100%, 08/07/13		2,945		2,945
New York — 0.2%
City of New York, Sub-Ser D-3, GO
0.040%, 08/01/13		5,765		5,765
New York State, Energy Research & Development Authority, Sub-Ser A-3, RB
0.040%, 08/07/13		6,300		6,300
				12,065
Ohio — 0.1%
Cleveland, Department of Public Utilities Division of Water, Ser Q, RB
0.050%, 08/01/13		5,425		5,425
South Carolina — 0.1%
South Carolina, Jobs-Economic Development Authority, Ser C, RB
0.050%, 08/07/13		3,750		3,750
Texas — 2.0%
Texas State, RB
2.500%, 08/30/13		40,000		40,075
Texas State, GO
0.118%, 08/06/13		3,695		3,695
0.110%, 08/06/13		4,035		4,035
0.110%, 08/06/13		3,025		3,025
0.120%, 08/07/13		5,045		5,045
Texas State, Ser A, GO
0.110%, 08/06/13		3,775		3,775
Texas State, Ser A-2, GO
0.109%, 08/07/13		400		400
Texas State, Ser B, GO
0.120%, 08/01/13		5,710		5,710
Texas State, Ser B2, GO
0.118%, 08/07/13		1,000		1,000
Texas State, Ser C, GO
0.120%, 08/07/13		9,010		9,010

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Texas State, Ser I, GO
0.118%, 08/07/13	$	2,395	$	2,395
University of Texas System, Ser B, RB
0.050%, 08/01/13		8,225		8,225
				86,390
Wisconsin — 0.3%
Wisconsin State, Health & Educational Facilities Authority, RB
0.040%, 08/07/13		8,300		8,300
Wisconsin State, Health & Educational Facilities Authority, Ser B, RB
0.040%, 08/07/13		2,595		2,595
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
0.099%, 08/01/13		915		915
				11,810
Total Municipal Bonds (Cost $194,260) ($ Thousands)				194,260
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.5%
FFCB, Ser 1 (A)
0.230%, 08/01/13		2,850		2,850
0.171%, 08/14/13		37,015		37,008
FHLB
0.190%, 08/01/13 (A)		17,505		17,504
0.180%, 08/01/13 (A)		14,705		14,703
0.300%, 11/22/13 to 12/06/13		7,160		7,162
4.875%, 11/27/13		3,675		3,731
FHLMC (A)
0.390%, 08/01/13		28,310		28,308
FHLMC MTN
0.375%, 11/27/13		2,354		2,355
FNMA (A)
0.330%, 08/01/13		11,000		11,000
0.320%, 08/01/13		7,000		7,000
0.202%, 08/20/13		190		190
0.172%, 08/20/13		18,235		18,232
Total U.S. Government Agency Obligations (Cost $150,043) ($ Thousands)				150,043
CORPORATE OBLIGATIONS — 0.7%
Bank of Nova Scotia
2.375%, 12/17/13		10,703		10,787
General Electric Capital
1.121%, 10/07/13 (A)		1,780		1,787
General Electric Capital MTN
1.875%, 09/16/13		433		434
0.496%, 09/28/13 (A)		6,165		6,171
HSBC Bank PLC
1.625%, 08/12/13 (D)		3,915		3,917

12 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Toyota Motor Credit MTN
1.375%, 08/12/13	$	898	$	898
0.429%, 10/29/13 (A)		3,000		3,003
Westpac Banking
2.100%, 08/02/13		2,310		2,310
Total Corporate Obligations (Cost $29,307) ($ Thousands)				29,307
REPURCHASE AGREEMENTS (E) — 16.4%
Bank of Montreal 0.050% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $204,191,284 (collateralized by U.S. Treasury Notes, ranging in par value $153,900 - $82,457,900, 0.250% - 8.750%, 06/15/14 - 11/15/28, with total market value of $208,275,167)		204,191		204,191
Goldman Sachs 0.080% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $41,380,092 (collateralized by various FNMA obligation, par value $41,904,810, 3.500%, 05/01/43, with total market value of $41,380,092)		41,380		41,380
Goldman Sachs 0.080% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $215,000,478 (collateralized by various FNMA obligations, ranging in par value $22,838,818 - $286,000,000, 3.000% - 5.000%, 10/01/26 - 05/01/43, with total market value of $219,300,488)		215,000		215,000
JPMorgan Chase 0.080% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $80,000,178 (collateralized by various FNMA obligations, ranging in par value $12,340,000 - $18,836,414, 2.500% - 6.000%, 06/01/17 - 08/01/43, with total market value of $81,601,339)		80,000		80,000

Description	Face Amount ($ Thousands)		Value ($ Thousands)
RBC Capital 0.140% dated 07/25/13, to be repurchased on 08/01/13, repurchase price $45,121,228 (collateralized by various FNMA and corporate obligations*, ranging in par value $17,610 - $11,900,000, 0.750% - 5.250%, 01/08/14 - 01/01/41, with total market value of $46,926,078)	$	45,120	$	45,120
RBC Capital 0.140% dated 07/30/13, to be repurchased on 08/06/13, repurchase price $46,766,273 (collateralized by various corporate obligations*, ranging in par value $617,544 - $2,875,000, 0.625% - 8.875%, 07/08/14 - 07/15/23, with total market value of $49,103,633)		46,765		46,765
Wells Fargo 0.290% dated 07/30/13, to be repurchased on 08/06/13, repurchase price $28,831,626 (collateralized by various corporate obligations*, ranging in par value $231,767 - $2,691,682, 0.436% - 6.200%, 07/15/14 - 02/25/23, with total market value of $29,979,936)		28,830		28,830
Wells Fargo 0.190% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $48,824,258 (collateralized by various corporate obligations*, ranging in par value $1,000 - $4,527,000, 0.000% - 9.000%, 08/01/13 - 06/01/23, with total market value of $50,907,477)		48,824		48,824
Total Repurchase Agreements (Cost $710,110) ($ Thousands)				710,110
Total Investments — 98.0% (Cost $4,230,657)($ Thousands)			$	4,230,657

* A summary of the corporate obligations used to collateralize repurchase agreements entered into by the Fund at July 31, 2013, is as follows:

Counterparty	Corporate Obligation	Rate			Maturity Date		Par Amount ($ Thousands)
RBC Capital	Agilent Technologies Inc.		3.875	%		07/15/23	$	2,340
	Amazon.com		2.500			11/29/22		2,388
	Barrick Gold Corp.		2.900			05/30/16		1,675
	Block Financial Corp.		5.500			11/01/22		2,217
	BP Capital Markets PLC		1.375			05/10/18		1,977
	British Sky Broadcasting Group		3.125			11/26/22		641
	CBS Corp. Class B Common New		8.875			05/15/19		1,851

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 13

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund (Concluded)

July 31, 2013

Counterparty	Corporate Obligation	Rate			Maturity Date		Par Amount ($ Thousands)
	Celgene Corp.		1.900	%		08/15/17	$	2,000
	Cenovus Energy Inc.		5.700			10/15/19		2,697
	Diageo Capital PLC		0.625			04/29/16		2,538
	E. On International Finance B.V.		5.800			04/30/13		2,250
	ENEL Finance International S.A.		5.125			10/07/19		1,321
	ENEL Finance International S.A.		3.875			10/07/14		2,570
	France Telecom		4.375			07/08/14		1,147
	Freeport McMoran Copper Gold		2.375			03/15/18		1,612
	Morgan Stanley		5.950			12/28/17		1,996
	Murphy Oil Corp.		3.700			12/01/22		2,973
	Mylan Labs Inc.		2.600			06/24/18		2,524
	PepsiCo		0.750			03/05/15		618
	Pernod Ricard		5.750			04/07/21		2,575
	Petronas Capital Limited		5.250			08/12/19		658
	St. Jude Medical Inc.		3.250			04/15/23		2,320
	SunTrust Bank		2.750			05/01/23		2,875
	TransAlta Corp.		6.650			05/15/18		1,546
Wells Fargo	American Express CRT CP		5.125			08/25/14		2,100
	Burlington Northern Santa Fe		3.000			03/15/23		232
	Cigna Corp.		2.750			11/15/16		2,199
	Diageo Capital PLC		1.125			04/29/18		2,429
	Goldman Sachs Group Inc.		1.600			11/23/15		2,595
	Health Care REIT		6.200			06/01/16		2,448
	Health Care REIT		5.875			05/15/15		2,187
	Health Care REIT		5.250			01/15/22		2,392
	Ingram Micro Inc.		5.000			08/10/22		1,212
	Morgan Stanley		3.750			02/25/23		2,692
	Pacific Life Corp.		6.000			02/10/20		1,505
	The Bear Stearns		7.250			02/01/18		1,137
	The May Deptment Store Co.		5.750			07/15/14		2,109
	Toyota Motor Credit Co.		0.436			01/23/15		1,177
	Ventas Reality Limited Partnership		3.250			08/15/22		2,528
Wells Fargo	AGL Capital Corp.		3.500			09/15/21		832
	American Express Bank		0.492			06/12/17		53
	American International Group Inc.		3.800			03/22/17		35
	Anadarka Petroleum Corp.		7.625			03/15/14		139
	Anheuser Busch Co.		7.750			01/19/15		10
	Anheuser Busch Co.		5.000			01/15/15		50
	ANZ National International Limited		3.125			02/10/15		628
	Aspen Insurance Holding LTD		6.000			08/15/14		4,205
	Autozone Inc.		5.500			11/15/15		67
	Banco Bradesco		4.500			01/12/17		654
	Bank of New York Co.		0.700			10/23/15		150
	Barclays Bank PLC		6.050			12/04/17		144
	BB&T Corp.		3.375			09/25/13		10
	BB&T Corp.		5.700			04/30/14		25
	Berkshire Hathaway Financial Corp.		5.400			05/15/18		78
	BHP Billiton		6.500			04/01/19		27
	Boston Properties LTD		5.875			10/15/19		18
	Boston Properties LTD		4.125			05/15/21		1,131
	Bunge Limited Finance		5.100			07/15/15		10
	Cameron International Corp.		6.375			07/15/18		38
	Capital One Financial Corp.		2.125			07/15/14		382
	Caterpillar Financial Services Co.		0.700			11/06/15		144
	Caterpillar Financial Services Co.		1.300			03/01/18		35
	Caterpillar Financial Services Co.		0.950			06/26/15		16
	CBS Corp. Class B Common New		3.375			03/01/22		7
	Celgene Corp.		2.450			10/15/15		5
	Chevron Corp.		3.191			06/24/23		912
	Citigroup Inc.		6.125			05/15/18		99
	Citigroup Inc.		5.500			02/15/17		12
	CME Group Inc.		5.400			08/01/13		83
	Comcast Corp.		5.850			11/15/15		21
	Constellation Energy Group		5.150			12/01/20		5
	Conventry Health Care		6.300			08/15/14		89
	Cooperatieve Centrale		2.125			10/13/15		5
	CRH American Inc.		5.300			10/15/13		82
	CWMBS Inc.		1.125			05/09/16		107
	Cytec Industries Inc.		3.500			04/01/23		105

Counterparty	Corporate Obligation	Rate			Maturity Date		Par Amount ($ Thousands)
	Directv		3.500	%		03/01/16	$	2,137
	Duke Energy Holdings Corp.		3.050			08/15/22		1,928
	Dukes-Weeks Realty Limited Partnership		4.375			06/15/22		951
	Eaton Corp.		5.600			05/15/18		113
	Ebay Inc.		2.600			07/15/22		346
	Electronic Data System Corp.		6.000			08/01/13		133
	Ensco PLC		7.000			03/15/21		7
	Enterprise Products Operating LLC		3.350			03/15/23		2,785
	Equity Residential Properties Trust		5.125			03/15/16		121
	ESSEX Portfolio		3.625			08/15/22		700
	Federal Realty Trust		2.750			06/01/23		110
	Fifth Third Bank		1.450			02/28/18		30
	Fifth Third Bank		3.625			01/25/16		125
	Financing Corp.		0.000			12/06/18		4,317
	Financing Corp.		0.000			12/27/18		4,369
	Financing Corp.		0.000			12/06/16		4,527
	Florida Gas Transmission Co.		7.900			05/15/19		196
	Gatx Corp.		3.900			03/30/23		295
	GCB Associates Ltd		6.950			11/01/18		65
	Goldman Sachs Group Inc.		5.500			06/15/21		1
	Goldman Sachs Group Inc.		6.000			05/01/14		213
	Goldman Sachs Group Inc.		5.625			09/15/17		127
	Google Inc.		1.250			05/19/14		10
	Health Care		6.300			09/15/16		10
	HSBC Financial Corp.		2.900			11/16/15		15
	Itau’ Unibanco Holdings		6.200			12/21/21		130
	Jefferies Group Inc.		5.125			04/13/18		5
	Jersey Central Power and Light Co.		7.350			02/01/19		55
	John Deere Capital Co.		1.200			10/10/17		115
	JP Morgan Chase Co.		6.300			04/23/19		125
	Kansas City Southwestern De Mexico S.A. de		6.125			06/15/21		71
	Kraft Foods Inc.		6.500			08/11/17		70
	Liberty Property Limited Partnership		4.750			10/01/20		662
	Lincoln National Corp.		8.750			07/01/19		100
	Mack-Cali Realty LP		5.125			01/15/15		1,104
	Mattel Inc.		2.500			11/01/16		15
	McDonalds		5.350			03/01/18		2
	Morgan Stanley		4.000			09/22/20		2
	Nabor Industries Inc.		9.250			01/15/19		798
	National Agricultural		5.000			09/30/14		125
	National Rural Utilities		3.050			02/15/22		25
	NBC Universal Media LLC		3.650			04/30/15		299
	Newell Rubbermaid Inc.		4.700			08/15/20		10
	Newell Rubbermaid Inc.		2.000			06/15/15		15
	News America Inc.		4.500			02/15/21		54
	Nippon Telegraph and Telephone Corp.		1.400			07/18/17		25
	North Electric		6.900			09/15/15		30
	Novartis Capital Corp.		4.125			02/10/14		55
	NVR Inc.		3.950			09/15/22		64
	PACCAR Financial Corp.		6.875			02/15/14		10
	PACCAR Financial Corp.		1.550			09/29/14		54
	Pioneer Natural Resources Co.		3.950			07/15/22		70
	Plains All American Pipeline LP		8.750			05/01/19		393
	Post Apartment Homes LP		3.375			12/01/22		8
	PRICOA Global Funding 1		1.600			05/29/18		15
	Principal Life Global		0.643			05/27/16		230
	Provident Companies		7.000			07/15/18		5
	Prudential Financial Inc.		6.000			12/01/17		11
	Quest Corp.		8.375			05/01/16		328
	Raytheon		3.125			10/15/20		1
	Reynolds American		7.625			06/01/16		56
	Rio Tinto Finance LTD		9.000			05/01/19		10
	Rogers Communications Inc.		3.000			03/15/23		40
	Rohm and HAAS Co.		6.000			09/15/17		130
	Royal Bank of Canada		1.150			03/13/15		50
	Santarder Holdings USA Inc.		3.000			09/24/15		601
	Santarder Holdings USA Inc.		4.625			04/19/16		145
	Shell International Finance B.V.		4.375			03/25/20		10

14 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Counterparty	Corporate Obligation	Rate			Maturity Date		Par Amount ($ Thousands)
	State Street Corp.		4.300	%		05/30/14	$	519
	SunTrust Bank		5.450			12/01/17		15
	The Kroger Co.		3.900			10/01/15		1
	Torchmark Corp.		9.250			06/15/19		1,546
	Toyota Motor Credit Co.		1.375			08/12/13		166
	Toyota Motor Credit Co.		3.200			06/17/15		596
	Transocean Sedco Forex		3.800			10/15/22		1,554
	Tyco Electronics		4.875			01/15/21		127
	UBS AG Stamford Branch		2.250			08/12/13		70
	United Technologies		6.125			02/01/19		10
	Ventas Realty Limited Partnership		3.125			11/30/15		430
	Verizon Wireless Capital LLC		8.500			11/15/18		10
	Viacom Inc.		6.250			04/30/16		5
	Walgreen Co.		5.250			01/15/19		20
	Walmart Stores Inc.		1.625			04/15/14		65
	Whirlpool Corp.		4.700			06/01/22		573
	Wyndham Worldwide Corp.		5.750			2/1/18		7
	X Adventist Health System West city of Gardina		3.378			03/01/23		1,998
	Xstrata Finance		3.600			01/15/17		2,018
	Xstrata Finance		4.250			10/25/22		225

Percentages are based on Net Assets of $4,317,181 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) The rate reported is the effective yield at time of purchase.

(C) Securities are held in connection with a letter of credit issued by major bank.

(D) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(E) Tri-party Repurchase Agreement.

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GO — General Obligation

LLC — Limited Liability Company

MTN — Medium Term Note

NY — New York

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

As of July 31, 2013, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the year ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the year ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2—Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 15

SCHEDULE OF INVESTMENTS (Unaudited)

Treasury Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 36.0%
U.S. Treasury Bills (A)
0.069%, 12/26/13	$	7,840	$	7,838
U.S. Treasury Notes
4.250%, 08/15/13 to 11/15/13		3,111		3,141
3.125%, 08/31/13		2,500		2,506
0.125%, 08/31/13		6,190		6,190
0.500%, 10/15/13 to 11/15/13		15,945		15,961
2.000%, 11/30/13		9,290		9,347
0.250%, 11/30/13 to 02/28/14		11,960		11,966
0.750%, 12/15/13		22,720		22,772
1.500%, 12/31/13		1,485		1,494
1.000%, 01/15/14		8,700		8,735
1.750%, 01/31/14		3,715		3,745
1.250%, 02/15/14		945		951
1.875%, 02/28/14		14,257		14,403
Total U.S. Treasury Obligations (Cost $109,049) ($ Thousands)				109,049
REPURCHASE AGREEMENTS (B) — 64.3%
Bank of Montreal 0.050% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $20,809,029 (collateralized by U.S. Treasury Notes, par value $16,269,600, 5.550%, 08/15/28, with total market value of $21,225,255)		20,809		20,809
Bank of Montreal 0.050% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $30,000,042 (collateralized by U.S. Treasury Notes, ranging in par value $14,801,900 - $16,129,000, 0.250% - 0.625%, 05/31/15 - 11/30/17, with total market value of $30,600,100)		30,000		30,000
Bank of Nova Scotia 0.080% dated 07/08/13, to be repurchased on 10/07/13, repurchase price $2,337,676 (collateralized by U.S. Treasury Notes, par value $2,290,463, 0.250%, 09/15/14, with total market value of $2,337,676) (C)		2,290		2,290

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Bank of Nova Scotia 0.070% dated 06/13/13, to be repurchased on 09/12/13, repurchase price $3,090,547 (collateralized by various U.S. Treasury Notes, ranging in par value $27,200 - $1,681,000, 0.025% - 0.875%, 09/15/14 - 02/15/43, with total market value of $3,152,126) (C)	$	3,090	$	3,090
Barclays Capital 0.070% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $19,000,037 (collateralized by U.S. Treasury Notes, par value $19,266,700, 0.500%, 08/15/14, with total market value of $19,380,042)		19,000		19,000
Citibank 0.060% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $19,380,032 (collateralized by U.S. Treasury Notes, par value $19,323,300, 0.375%, 08/15/28, with total market value of $19,380,039)		19,000		19,000
Credit Suisse 0.050% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $17,000,024 (collateralized by U.S. Treasury Notes, par value $17,200,000, 1.750%, 01/31/14, with total market value of $17,343,104)		17,000		17,000
JPMorgan Chase 0.060% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $17,000,028 (collateralized by various U.S. Treasury Notes, ranging in par value $3,340,000 - $4,275,900, 1.125% - 4.625%, 06/30/16 - 04/30/20, with total market value of $17,341,432)		17,000		17,000
RBC Capital 0.040% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $18,000,020 (collateralized by various U.S. Treasury Notes, ranging in par value $7,771,600 - $10,718,400, 0.250% - 0.750%, 12/15/15 - 06/30/17, with total market value of $18,360,099)		18,000		18,000
TD Securities 0.040% dated 07/31/13, to be repurchased on 08/07/13, repurchase price $6,065,047 (collateralized by U.S. Treasury Notes, par value $6,179,400, 0.625%, 07/15/16, with total market value of $6,186,393)		6,065		6,065

16 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
TD Securities 0.020% dated 07/26/13, to be repurchased on 08/02/13, repurchase price $6,235,024 (collateralized by U.S. Treasury Notes, par value $6,352,600, 0.020%, 07/15/16, with total market value of $6,359,789)	$	6,235	$	6,235
UBS 0.050% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $18,000,025 (collateralized by U.S. Treasury Notes, par value $18,475,200, 1.875%, 06/30/20, with total market value of $18,360,053)		18,000		18,000
Wells Fargo 0.060% dated 07/31/13, to be repurchased on 08/01/13, repurchase price $18,030,048 (collateralized by U.S. Treasury Notes, par value $18,350,200, 0.125%, 09/30/13, with total market value of $18,360,048)		18,000		18,000
Total Repurchase Agreements (Cost $194,489) ($ Thousands)				194,489
Total Investments — 100.3% (Cost $303,538)($ Thousands)			$	303,538

Percentages are based on Net Assets of $302,639 ($ Thousands).

(A) The rate reported is the effective yield at time of purchase.

(B) Tri-Party Repurchase Agreement.

(C) Securities considered illiquid. The total value of such securities as of July 31, 2013 was $5,380 ($ Thousands) and represented 1.7% of Net Assets.

As of July 31, 2013, all of the Fund’s investments were considered level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the year ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the year ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 17

SCHEDULE OF INVESTMENTS (Unaudited)

Treasury II Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 106.0%
U.S. Treasury Bills (A)
0.012%, 08/01/13	$	107,994	$	107,994
0.016%, 08/08/13		99,000		99,000
0.015%, 08/15/13		15,000		15,000
0.020%, 08/22/13		16,000		16,000
0.000%, 08/29/13		40,000		39,999
0.083%, 09/12/13		5,000		5,000
0.105%, 10/03/13		10,000		9,998
0.088%, 10/10/13		11,000		10,998
0.066%, 10/17/13		5,000		4,999
0.080%, 10/24/13		5,000		4,999
0.085%, 11/07/13		8,000		7,998
0.063%, 12/26/13		15,490		15,486
U.S. Treasury Notes
4.250%, 08/15/13 to 11/15/13		110,050		110,352
0.750%, 08/15/13 to 12/15/13		81,272		81,333
3.125%, 08/31/13 to 09/30/13		16,500		16,560
0.125%, 08/31/13 to 09/30/13		22,990		22,991
0.500%, 10/15/13 to 11/15/13		53,185		53,236
2.750%, 10/31/13		900		906
2.000%, 11/30/13		10,200		10,262
0.250%, 11/30/13 to 02/28/14		34,925		34,940
1.500%, 12/31/13		3,240		3,259
1.000%, 01/15/14		19,955		20,036
1.750%, 01/31/14		2,600		2,621
1.875%, 02/28/14		11,600		11,719
Total U.S. Treasury Obligations (Cost $705,686) ($ Thousands)				705,686
Total Investments — 106.0% (Cost $705,686) ($ Thousands)			$	705,686

Percentages are based on Net Assets of $665,885 ($ Thousands).

(A) The rate reported is the effective yield at time of purchase.

As of July 31, 2013, all of the Fund’s investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The accompanying notes are an integral part of the financial statements.

18 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
CORPORATE OBLIGATIONS — 45.3%
Banks — 13.3%
Abbey National Treasury Services PLC
3.875%, 11/10/14 (A)	$	598	$	616
ABN AMRO Bank
1.375%, 01/22/16 (A)		795		793
American Express
0.863%, 05/22/18 (B)		600		599
American Express Centurion Bank
0.725%, 11/13/15 (B)		535		535
Australia & New Zealand Banking Group NY
0.835%, 05/15/18 (B)		375		373
Bank of America
1.500%, 10/09/15		1,310		1,313
Bank of America MTN
1.685%, 01/30/14 (B)		350		352
1.093%, 03/22/16 (B)		200		200
Bank of Montreal MTN
0.870%, 04/09/18 (B)		500		500
Bank of New York Mellon
0.534%, 07/28/14 (B)		300		301
Bank of New York Mellon MTN
0.714%, 03/06/18 (B)		350		350
Bank of Nova Scotia
1.850%, 01/12/15		965		981
0.788%, 07/15/16 (B)		670		671
0.715%, 09/11/15 (B)		800		802
Bank of Tokyo-Mitsubishi
0.723%, 02/26/16 (A)(B)		440		441
BB&T
0.964%, 04/28/14 (B)		263		263
BB&T MTN
3.375%, 09/25/13		315		316
1.133%, 06/15/18 (B)		380		380
BNP Paribas MTN
3.022%, 12/20/14 (B)		615		635
BPCE MTN
1.516%, 04/25/16 (B)		500		504
Canadian Imperial Bank of Commerce
0.900%, 10/01/15		400		401
Capital One
0.723%, 03/22/16 (B)		500		499
Capital One Financial
1.418%, 07/15/14 (B)		255		257

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Cooperatieve Centrale Raiffeisen- Boerenleenbank BA
0.753%, 03/18/16 (B)	$	550	$	551
Danske Bank
1.318%, 04/14/14 (A)(B)		1,050		1,055
Fifth Third Bank
0.683%, 02/26/16 (B)		790		788
HSBC Bank PLC
1.068%, 01/17/14 (A)(B)		462		464
0.915%, 05/15/18 (A)(B)		500		500
HSBC Bank USA NY
4.625%, 04/01/14		700		718
HSBC USA
2.375%, 02/13/15		330		338
ING Bank
1.913%, 09/25/15 (A)(B)		550		560
Intesa Sanpaolo
3.125%, 01/15/16		350		347
Manufacturers & Traders Trust
0.574%, 03/07/16 (B)		660		658
Nordea Bank
0.735%, 05/13/16 (A)(B)		600		601
PNC Bank
0.584%, 04/29/16 (B)		700		700
Rabobank MTN
2.125%, 10/13/15		880		903
Royal Bank of Canada
1.125%, 07/22/16		630		628
Royal Bank of Canada MTN
0.850%, 03/08/16		990		984
0.644%, 03/08/16 (B)		500		501
0.501%, 01/06/15 (B)		350		350
Royal Bank of Scotland PLC
2.550%, 09/18/15		295		301
Societe Generale
2.200%, 09/14/13 (A)		263		263
Standard Chartered PLC
1.225%, 05/12/14 (A)(B)		1,000		1,006
Sumitomo Mitsui Banking
1.350%, 07/18/15		250		252
SunTrust Banks
3.600%, 04/15/16		690		732
Svenska Handelsbanken
0.722%, 03/21/16 (B)		500		501
Swedbank Hypotek
0.726%, 03/28/14 (A)(B)		250		250
Toronto-Dominion Bank
0.568%, 07/14/14 (B)		310		311
Toronto-Dominion Bank MTN
0.453%, 05/01/15 (B)		700		700
UBS MTN
5.875%, 07/15/16		550		609
US Bank
0.548%, 10/14/14 (B)		600		601

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 19

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Wells Fargo
1.500%, 07/01/15	$	500	$	506
0.895%, 04/23/18 (B)		650		650
Wells Fargo MTN
0.794%, 07/20/16 (B)		990		991
				30,401
Consumer Products — 1.9%
Amazon.com
0.650%, 11/27/15		575		574
Costco Wholesale
0.650%, 12/07/15		665		665
Hasbro
6.125%, 05/15/14		500		520
Kimberly-Clark
0.394%, 05/15/16 (B)		800		799
Maytag MTN
6.450%, 08/15/14		550		581
Newell Rubbermaid
2.000%, 06/15/15		450		457
Walgreen
0.772%, 03/13/14 (B)		530		531
				4,127
Energy — 2.3%
BP Capital Markets PLC
0.785%, 05/10/18 (B)		750		751
0.700%, 11/06/15		865		863
Enterprise Products Operating LLC
1.250%, 08/13/15		45		45
Petrobras Global Finance
1.894%, 05/20/16 (B)		1,565		1,558
Schlumberger Investment
0.824%, 09/12/14 (A)(B)		575		578
Schlumberger Norge
1.250%, 08/01/17 (A)		145		142
Total Capital Canada
0.648%, 01/15/16 (B)		900		906
TransCanada PipeLines
0.750%, 01/15/16		350		348
				5,191
Financial Services — 7.3%
American Honda Finance
0.648%, 05/26/16 (A)(B)		815		815
American Honda Finance MTN
1.000%, 08/11/15 (A)		400		401
Caisse Centrale Desjardins du Quebec
1.700%, 09/16/13 (A)		660		661
CDP Financial
3.000%, 11/25/14 (A)		440		453
Citigroup
4.875%, 05/07/15		700		740
1.250%, 01/15/16		1,085		1,078

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Daimler Finance North America LLC
1.250%, 01/11/16 (A)	$	700	$	698
1.125%, 08/01/18 (A)(B)		400		401
0.945%, 08/01/16 (A)(B)		910		911
ERAC USA Finance LLC
2.250%, 01/10/14 (A)		135		136
1.400%, 04/15/16 (A)		240		239
Ford Motor Credit LLC
1.525%, 05/09/16 (B)		670		671
General Electric Capital
1.303%, 07/02/15 (B)		355		360
0.983%, 04/02/18 (B)		250		251
General Electric Capital MTN
1.145%, 05/09/16 (B)		500		504
1.000%, 01/08/16		250		249
Glencore Funding LLC
1.431%, 05/27/16 (A)(B)		700		680
Hyundai Capital America
1.625%, 10/02/15 (A)		685		684
International Lease Finance
6.500%, 09/01/14 (A)		500		523
National Rural Utilities Cooperative Finance MTN
0.523%, 05/27/16 (B)		930		929
Nissan Motor Acceptance
4.500%, 01/30/15 (A)		320		337
PACCAR Financial MTN
0.545%, 02/08/16 (B)		450		450
Simon Property Group
6.750%, 05/15/14		550		567
SLM Student Loan Trust MTN
3.875%, 09/10/15		235		239
Toyota Motor Credit
0.564%, 05/17/16 (B)		1,700		1,700
USAA Capital
3.500%, 07/17/14 (A)		250		257
Ventas Realty
3.125%, 11/30/15		519		544
Volkswagen International Finance
2.875%, 04/01/16 (A)		825		860
0.884%, 04/01/14 (A)(B)		425		426
				16,764
Food, Beverage & Tobacco — 3.2%
Anheuser-Busch InBev Worldwide
4.125%, 01/15/15		215		226
0.800%, 07/15/15		650		652
0.628%, 07/14/14 (B)		300		301
BAT International Finance PLC
1.400%, 06/05/15 (A)		945		954
Campbell Soup
0.574%, 08/01/14 (B)		640		641
ConAgra Foods
1.300%, 01/25/16		600		602

20 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Heineken
0.800%, 10/01/15 (A)	$	375	$	373
Kellogg
0.505%, 02/13/15 (B)		600		600
Kraft Foods Group
1.625%, 06/04/15		625		635
PepsiCo
0.465%, 07/30/15 (B)		1,000		1,000
Philip Morris International
2.500%, 05/16/16		500		521
Reynolds American
1.050%, 10/30/15		260		260
SABMiller Holdings
1.850%, 01/15/15 (A)		650		659
				7,424
Health Care — 2.7%
AbbVie
1.200%, 11/06/15 (A)		1,539		1,545
Boston Scientific
4.500%, 01/15/15		460		482
Express Scripts Holding
2.750%, 11/21/14		1,200		1,229
McKesson
0.950%, 12/04/15		235		236
Merck
0.464%, 05/18/16 (B)		510		511
Quest Diagnostics
1.123%, 03/24/14 (B)		735		737
Teva Pharmaceutical Finance III 0.772%, 03/21/14 (B)		620		621
Thermo Fisher Scientific
2.050%, 02/21/14		137		138
UnitedHealth Group
0.398%, 08/28/14 (B)		350		350
WellPoint
1.250%, 09/10/15		210		212
				6,061
Industrials — 1.1%
General Electric
0.850%, 10/09/15		1,295		1,296
Penske Truck Leasing LP
2.500%, 07/11/14 (A)		70		71
Pentair Finance
1.350%, 12/01/15		285		287
Precision Castparts
0.700%, 12/20/15		145		145
Tyco Electronics Group
5.950%, 01/15/14		710		727
				2,526

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Information Technology — 1.3%
Dell
0.874%, 04/01/14 (B)	$	350	$	349
Hewlett-Packard
0.673%, 05/30/14 (B)		1,000		998
TSMC Global
0.950%, 04/03/16 (A)		325		320
Western Union
2.375%, 12/10/15		85		87
Xerox
1.094%, 05/16/14 (B)		1,345		1,345
				3,099
Insurance — 3.5%
American International Group
4.250%, 09/15/14		650		673
Berkshire Hathaway
0.800%, 02/11/16		350		351
ING US
2.900%, 02/15/18 (A)		350		349
MetLife Institutional Funding II
0.641%, 01/06/15 (A)(B)		910		913
Metropolitan Life Global Funding I
1.700%, 06/29/15 (A)		850		863
1.500%, 01/10/18 (A)		220		215
Monumental Global Funding III
0.468%, 01/15/14 (A)(B)		190		190
New York Life Global Funding
0.800%, 02/12/16 (A)		475		472
0.615%, 05/23/16 (A)(B)		550		550
Pricoa Global Funding I
5.450%, 06/11/14 (A)		600		625
Principal Life Global Funding II
1.000%, 12/11/15 (A)		795		796
0.895%, 07/09/14 (A)(B)		250		251
0.643%, 05/27/16 (A)(B)		370		370
Principal Life Income Funding Trusts MTN
5.100%, 04/15/14		250		258
Prudential Financial MTN
5.100%, 09/20/14		462		484
Sun Life Financial Global Funding III
0.521%, 10/06/13 (A)(B)		655		655
				8,015
Investment Banker/Broker Dealer — 2.9%
Credit Agricole Home Loan
1.016%, 07/21/14 (A)(B)		400		402
Credit Suisse USA
5.125%, 08/15/15		200		217
Goldman Sachs Group
1.465%, 04/30/18 (B)		500		500
0.769%, 01/12/15 (B)		705		703

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 21

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Goldman Sachs Group MTN
1.600%, 11/23/15	$	500	$	503
1.274%, 11/21/14 (B)		660		664
JPMorgan Chase
1.166%, 01/25/18 (B)		500		501
JPMorgan Chase MTN
0.928%, 10/15/15 (B)		490		491
0.893%, 02/26/16 (B)		1,090		1,091
Morgan Stanley
1.523%, 02/25/16 (B)		1,470		1,478
				6,550
Materials — 1.3%
Anglo American Capital PLC
2.150%, 09/27/13 (A)		376		377
Rio Tinto Finance USA PLC
8.950%, 05/01/14		500		530
1.113%, 06/17/16 (B)		705		705
Xstrata Finance Canada
2.050%, 10/23/15 (A)		900		896
Yara International
5.250%, 12/15/14 (A)		350		368
				2,876
Media — 1.3%
Comcast
5.850%, 11/15/15		200		222
DIRECTV Holdings LLC
3.550%, 03/15/15		250		260
NBCUniversal Enterprise
0.953%, 04/15/18 (A)(B)		575		580
0.805%, 04/15/16 (A)(B)		445		446
NBCUniversal Media LLC
2.100%, 04/01/14		117		118
Thomson Reuters
0.875%, 05/23/16		650		646
Time Warner Cable
7.500%, 04/01/14		450		469
Viacom
1.250%, 02/27/15		247		248
				2,989
Telephones & Telecommunication — 1.8%
AT&T
0.660%, 02/12/16 (B)		1,350		1,354
British Telecommunications PLC
1.397%, 12/20/13 (B)		550		552
Cellco Partnership
5.550%, 02/01/14		660		675
Telecom Italia Capital
5.250%, 11/15/13		360		364
Verizon Communications
0.474%, 03/06/15 (A)(B)		410		409

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Vodafone Group PLC
0.659%, 02/19/16 (B)	$	620	$	620
				3,974
Utilities — 1.4%
Dominion Resources
1.800%, 03/15/14		620		624
Duke Energy
6.300%, 02/01/14		590		606
Duke Energy Carolinas LLC
5.750%, 11/15/13		200		203
Duke Energy Indiana
0.619%, 07/11/16 (B)		85		85
Georgia Power
0.625%, 11/15/15		700		697
NextEra Energy Capital Holdings
1.611%, 06/01/14		360		363
Northeast Utilities
1.022%, 09/20/13 (B)		100		100
Sempra Energy
1.033%, 03/15/14 (B)		400		401
				3,079
Total Corporate Obligations (Cost $102,879) ($ Thousands)				103,076
ASSET-BACKED SECURITIES — 25.7%
Automotive — 15.8%
Ally Auto Receivables Trust, Ser 2010-4, CI A3
0.910%, 11/17/14		11		11
Ally Auto Receivables Trust, Ser 2012-1, CI A2
0.710%, 09/15/14		43		43
Ally Auto Receivables Trust, Ser 2012-SN1, Cl A4
0.700%, 12/21/15		410		410
Ally Auto Receivables Trust, Ser 2013-1, Cl A3
0.630%, 05/15/17		825		821
Ally Auto Receivables Trust, Ser 2013-SN1, Cl A3
0.720%, 05/20/16		480		479
Ally Master Owner Trust, Ser 2011-1, Cl A1
1.061%, 01/15/16 (B)		556		557
Ally Master Owner Trust, Ser 2011-4, Cl A2
1.540%, 09/15/16		750		756
Ally Master Owner Trust, Ser 2012-1, Cl A2
1.440%, 02/15/17		650		655

22 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Ally Master Owner Trust, Ser 2012-3, Cl A2
1.210%, 06/15/17	$	480	$	482
Ally Master Owner Trust, Ser 2013-1, Cl A1
0.641%, 02/15/18 (B)		310		309
Ally Master Owner Trust, Ser 2013-2, Cl A
0.641%, 04/15/18 (B)		750		746
American Credit Acceptance Receivables Trust, Ser 2012-3, Cl A
1.640%, 11/15/16 (A)		395		395
American Credit Acceptance Receivables Trust, Ser 2013-2, Cl A
1.320%, 02/15/17 (A)		390		390
AmeriCredit Automobile Receivables Trust, Ser 2010-3, Cl A3
1.140%, 04/08/15		10		10
AmeriCredit Automobile Receivables Trust, Ser 2010-4, Cl B
1.990%, 10/08/15		1,607		1,612
AmeriCredit Automobile Receivables Trust, Ser 2010-A, Cl A3
3.510%, 07/06/17		189		193
AmeriCredit Automobile Receivables Trust, Ser 2011-3, Cl A3
1.170%, 01/08/16		820		822
AmeriCredit Automobile Receivables Trust, Ser 2012-1, Cl A2
0.910%, 10/08/15		64		64
AmeriCredit Automobile Receivables Trust, Ser 2012-5, Cl A3
0.620%, 06/08/17		575		572
AmeriCredit Automobile Receivables Trust, Ser 2013-1, Cl A2
0.490%, 06/08/16		420		420
AmeriCredit Automobile Receivables Trust, Ser 2013-2, Cl A3
0.650%, 12/08/17		490		486
ARI Fleet Lease Trust, Ser 2012-A, Cl A
0.741%, 03/15/20 (A)(B)		87		87
ARI Fleet Lease Trust, Ser 2012-B, Cl A
0.491%, 01/15/21 (A)(B)		778		777
ARI Fleet Lease Trust, Ser 2013-A, Cl A2
0.700%, 12/15/15 (A)		325		324
Avis Budget Rental Car Funding, Ser 2010-2A, Cl A
3.630%, 08/20/14 (A)		29		29
Avis Budget Rental Car Funding, Ser 2011-1A, Cl A
1.850%, 11/20/14 (A)		280		281
California Republic Auto Receivables Trust, Ser 2013-1, Cl A2
1.410%, 09/17/18 (A)		1,235		1,232

Description	Face Amount ($ Thousands)		Value ($ Thousands)
CarMax Auto Owner Trust, Ser 2009-2, Cl A4
2.820%, 12/15/14	$	249	$	250
CarMax Auto Owner Trust, Ser 2010-2, Cl A3
1.410%, 02/16/15		46		46
CarMax Auto Owner Trust, Ser 2010-3, Cl A3
0.990%, 02/17/15		92		92
CarMax Auto Owner Trust, Ser 2012-1, Cl A3
0.890%, 09/15/16		260		261
CarMax Auto Owner Trust, Ser 2012-3, Cl A3
0.520%, 07/17/17		370		369
CarMax Auto Owner Trust, Ser 2012-3, Cl C
1.500%, 08/15/18		120		119
CFC LLC, Ser 2013-1A, Cl A
1.650%, 07/17/17 (A)		99		99
Chesapeake Funding LLC, Ser 2011-2A, Cl A
1.445%, 04/07/24 (A)(B)		555		560
Chesapeake Funding LLC, Ser 2012-1A, Cl A
0.945%, 11/07/23 (A)(B)		291		292
Chesapeake Funding LLC, Ser 2012-2A, Cl A
0.645%, 05/07/24 (A)(B)		580		581
Chesapeake Funding LLC, Ser 2013-1A, Cl A
0.645%, 01/07/25 (A)(B)		325		325
Credit Acceptance Auto Loan Trust, Ser 2013-1A, Cl A
1.210%, 10/15/20 (A)		290		289
Enterprise Fleet Financing LLC, Ser 2012-1, Cl A2
1.140%, 11/20/17 (A)		195		195
Enterprise Fleet Financing LLC, Ser 2013-1, Cl A2
0.680%, 09/20/18 (A)		515		515
First Investors Auto Owner Trust, Ser 2012-2A, Cl A2
1.470%, 05/15/18 (A)		458		461
First Investors Auto Owner Trust, Ser 2013-1A, Cl A2
0.900%, 10/15/18 (A)		276		275
First Investors Auto Owner Trust, Ser 2013-2A, Cl A2
1.230%, 03/15/19 (A)		500		499
Ford Credit Auto Lease Trust, Ser 2012-A, Cl A2
0.630%, 04/15/14		30		30

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 23

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Ford Credit Auto Lease Trust, Ser 2012-B, Cl A3
0.570%, 09/15/15	$	455	$	454
Ford Credit Auto Owner Trust, Ser 2012-A, Cl B
1.880%, 08/15/17		475		484
Ford Credit Floorplan Master Owner Trust, Ser 2011-1, Cl A2
0.791%, 02/15/16 (B)		208		208
Ford Credit Floorplan Master Owner Trust, Ser 2013-1, Cl A2
0.573%, 01/15/18 (B)		1,145		1,139
GE Dealer Floorplan Master Note Trust, Ser 2011-1, Cl A
0.792%, 07/20/16 (B)		250		251
GE Dealer Floorplan Master Note Trust, Ser 2012-1, Cl A
0.762%, 02/20/17 (B)		1,195		1,200
GE Dealer Floorplan Master Note Trust, Ser 2012-3, Cl A
0.682%, 06/20/17 (B)		985		988
GE Dealer Floorplan Master Note Trust, Ser 2012-4, Cl A
0.632%, 10/20/17 (B)		1,405		1,408
Harley-Davidson Motorcycle Trust, Ser 2011-1, Cl A3
0.960%, 05/16/16		319		319
Harley-Davidson Motorcycle Trust, Ser 2011-2, Cl A2
0.710%, 05/15/15		8		8
Harley-Davidson Motorcycle Trust, Ser 2012-1, Cl A3
0.680%, 04/15/17		390		390
Hertz Vehicle Financing LLC, Ser 2010-1A, Cl A1
2.600%, 02/25/15 (A)		835		840
Hertz Vehicle Financing LLC, Ser 2011-1A, Cl A1
2.200%, 03/25/16 (A)		445		453
Honda Auto Receivables Owner Trust, Ser 2011-2, Cl A3
0.940%, 03/18/15		91		92
Honda Auto Receivables Owner Trust, Ser 2012-3, Cl A3
0.560%, 05/15/16		355		355
Honda Auto Receivables Owner Trust, Ser 2013-1, Cl A3
0.480%, 11/21/16		202		201
Huntington Auto Trust, Ser 2012-2, Cl A3
0.510%, 04/17/17		520		518
Hyundai Auto Lease Securitization Trust, Ser 2011-A, Cl A3
1.020%, 08/15/14 (A)		273		273

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Hyundai Auto Receivables Trust, Ser 2010-B, Cl A3
0.970%, 04/15/15	$	46	$	46
Mercedes-Benz Auto Receivables Trust, Ser 2011-1, Cl A3
0.850%, 03/16/15		76		76
Mercedes-Benz Auto Receivables Trust, Ser 2012-1, Cl A3
0.470%, 10/17/16		430		429
Mercedes-Benz Master Owner Trust, Ser 2012-AA, Cl A
0.790%, 11/15/17 (A)		360		358
Mercedes-Benz Master Owner Trust, Ser 2012-BA, Cl A
0.461%, 11/15/16 (A)(B)		820		817
Motor PLC, Ser 2013-1A, Cl A1
0.690%, 02/25/21 (A)(B)		310		207
Navistar Financial Dealer Note Master Owner Trust II, Ser 2011-1, Cl A
1.340%, 10/25/16 (A)(B)		200		200
Navistar Financial Owner Trust, Ser 2012-A, Cl A2
0.850%, 03/18/15 (A)		425		425
Nissan Auto Receivables Owner Trust, Ser 2010-A, Cl A4
1.310%, 09/15/16		250		251
Nissan Master Owner Trust Receivables, Ser 2012-A, Cl A
0.663%, 05/15/17 (B)		65		65
Porsche Innovative Lease Owner Trust, Ser 2011-1, Cl A3
1.090%, 09/22/14 (A)		124		124
Porsche Innovative Lease Owner Trust, Ser 2012-1, Cl A3
0.540%, 12/21/15 (A)		381		380
Prestige Auto Receivables Trust, Ser 2013-1A, Cl A2
1.090%, 02/15/18 (A)		995		993
Santander Drive Auto Receivables Trust, Ser 2010-2, Cl C
3.890%, 07/17/17		390		399
Santander Drive Auto Receivables Trust, Ser 2012-1, Cl A2
1.250%, 04/15/15		221		221
Santander Drive Auto Receivables Trust, Ser 2012-4, Cl A2
0.790%, 08/17/15		288		289
Santander Drive Auto Receivables Trust, Ser 2013-1, Cl A2
0.480%, 02/16/16		258		258
SNAAC Auto Receivables Trust, Ser 2013-1A, Cl A
1.140%, 07/16/18 (A)		254		254

24 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Volkswagen Auto Lease Trust, Ser 2013-A, Cl A2A
0.630%, 12/21/15	$	510	$	510
Volkswagen Auto Loan Enhanced Trust, Ser 2012-1, Cl A2
0.610%, 10/20/14		41		41
World Omni Automobile Lease Securitization Trust, Ser 2011-A, Cl A4
1.780%, 09/15/16		285		286
World Omni Automobile Lease Securitization Trust, Ser 2012-A, Cl A3
0.930%, 11/16/15		1,191		1,191
World Omni Master Owner Trust, Ser 2013-1, Cl A
0.543%, 02/15/18 (A)(B)		555		552
				36,174
Credit Card — 1.7%
Chase Issuance Trust, Ser 2013-A6, Cl A6
0.610%, 07/15/20 (B)		550		550
Dryrock Issuance Trust, Ser 2012-1, Cl A
0.341%, 08/15/17 (B)		305		304
Dryrock Issuance Trust, Ser 2012-2, Cl A
0.640%, 08/15/18		480		476
GE Capital Credit Card Master Note Trust, Ser 2009-4, Cl A
3.800%, 11/15/17		325		338
GE Capital Credit Card Master Note Trust, Ser 2012-5, Cl A
0.950%, 06/15/18		590		592
Golden Credit Card Trust, Ser 2012-5A, Cl A
0.790%, 09/15/17 (A)		575		576
Gracechurch Card Funding PLC, Ser 2012-1A, Cl A1
0.891%, 02/15/17 (A)(B)		600		603
Master Credit Card Trust, Ser 2012-2A, Cl A
0.780%, 04/21/17 (A)		360		358
				3,797
Miscellaneous Business Services — 6.9%
Apidos CDO, Ser 2013-12A, Cl A
1.373%, 04/15/25 (A)(B)		600		599
Atrium CDO, Ser 2013-10A, Cl A
1.396%, 07/16/25 (A)(B)		605		601
Babson CLO, Ser 2013-IA, Cl A
1.312%, 04/20/25 (A)(B)		650		650
CIFC Funding, Ser 2013-1A, Cl A1
1.432%, 04/16/25 (A)(B)		485		485
New York City Tax Lien, Ser 2013-A, Cl A
1.190%, 11/10/26		225		225

Description	Face Amount ($ Thousands)		Value ($ Thousands)
CNH Equipment Trust, Ser 2010-C, Cl A3
1.170%, 05/15/15	$	60	$	60
CNH Equipment Trust, Ser 2011-C, Cl A2
0.900%, 04/15/15		5		5
CNH Equipment Trust, Ser 2012-B, Cl A3
0.860%, 09/15/17		275		275
CNH Equipment Trust, Ser 2012-C, Cl A3
0.570%, 12/15/17		280		279
GE Equipment Midticket LLC, Ser 2010-1, Cl A4
1.470%, 07/14/15 (A)		179		179
GE Equipment Midticket LLC, Ser 2012-1, Cl A3
0.600%, 05/23/16		270		270
GE Equipment Midticket LLC, Ser 2012-1, Cl A2
0.470%, 01/22/15		213		213
GE Equipment Small Ticket LLC, Ser 2011-2A, Cl A2
1.140%, 06/23/14 (A)		20		20
GE Equipment Transportation LLC, Ser 2011-1, Cl A4
1.330%, 05/20/19		240		241
GE Equipment Transportation LLC, Ser 2012-1, Cl A2
0.770%, 09/22/14		172		172
GE Equipment Transportation LLC, Ser 2012-1, Cl A3
0.990%, 11/23/15		135		135
GE Equipment Transportation LLC, Ser 2012-2, Cl A3
0.620%, 07/25/16		856		853
HLSS Servicer Advance Receivables Backed Notes, Ser 2012-T2, Cl A2
1.990%, 10/15/45 (A)		300		301
HLSS Servicer Advance Receivables Backed Notes, Ser 2013-T1, Cl A2
1.495%, 01/16/46 (A)		200		198
HLSS Servicer Advance Receivables Backed Notes, Ser 2013-T1, Cl A1
0.898%, 01/15/44 (A)		745		745
HLSS Servicer Advance Receivables Backed Notes, Ser 2013-T2, Cl A2
1.147%, 05/16/44 (A)		211		209
John Deere Owner Trust, Ser 2012-B, Cl A2
0.430%, 02/17/15		366		366
John Deere Owner Trust, Ser 2013-A, Cl A3
0.600%, 03/15/17		825		821
Katonah CLO, Ser 2005-7A, Cl B
0.695%, 11/15/17 (A)(B)		504		489

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 25

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Macquarie Equipment Funding Trust, Ser 2012-A, Cl A2
0.610%, 04/20/15 (A)	$	620	$	620
Madison Park Funding CLO, Ser 2007-4A, Cl A1B
0.573%, 03/22/21 (A)(B)		420		398
MMAF Equipment Finance LLC, Ser 2012-AA, Cl A2
0.840%, 01/12/15 (A)		264		264
Nelnet Education Loan Funding, Ser 2004-2A, Cl A4
0.413%, 08/26/19 (B)		162		161
Oak Hill Credit Partners, Ser 2013-8A, Cl A
1.395%, 04/20/25 (A)(B)		360		358
Octagon Investment Partners XVI, Ser 2013-1A, Cl A
1.392%, 07/17/25 (A)(B)		550		549
OHA Intrepid Leveraged Loan Fund, Ser 2013-1AR, Cl AR
1.186%, 04/20/21 (A)(B)		596		596
Securitized Asset-Backed Receivables LLC, Ser 2005-FR4, Cl M1
0.910%, 01/25/36 (B)		19		19
Sierra Receivables Funding LLC, Ser 2007-2A, Cl A2
1.192%, 09/20/19 (A)(B)		51		51
SLM Student Loan Trust, Ser 2005-8, Cl A2
0.356%, 07/25/22 (B)		31		31
SLM Student Loan Trust, Ser 2005-9, Cl A4
0.366%, 01/25/23 (B)		91		91
SLM Student Loan Trust, Ser 2006-4, Cl A4
0.346%, 04/25/23 (B)		317		317
SLM Student Loan Trust, Ser 2007-2, Cl A2
0.266%, 07/25/17 (B)		289		288
SLM Student Loan Trust, Ser 2008-5, Cl A2
1.366%, 10/25/16 (B)		228		229
SLM Student Loan Trust, Ser 2011-1, Cl A1
0.710%, 03/25/26 (B)		727		721
SLM Student Loan Trust, Ser 2011-A, Cl A1
1.191%, 10/15/24 (A)(B)		145		145
SLM Student Loan Trust, Ser 2011-B, Cl A1
1.041%, 12/16/24 (A)(B)		456		456
SLM Student Loan Trust, Ser 2012-5, Cl A1
0.390%, 11/25/16 (B)		464		463

Description	Face Amount ($ Thousands)		Value ($ Thousands)
SLM Student Loan Trust, Ser 2012-6, Cl A1
0.350%, 02/27/17 (B)	$	267	$	267
SLM Student Loan Trust, Ser 2012-7, Cl A1
0.350%, 02/27/17 (B)		393		392
SLM Student Loan Trust, Ser 2013-1, Cl A1
0.340%, 02/27/17 (B)		291		290
SMS Student Loan Trust, Ser 2000-B, Cl A2
0.464%, 04/28/29 (B)		122		121
Volvo Financial Equipment LLC, Ser 2013-1A, Cl A3
0.740%, 03/15/17 (A)		350		348
				15,566
Mortgage Related — 1.3%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
0.530%, 01/25/35 (B)		303		295
HSBC Home Equity Loan Trust, Ser 2005-1, Cl A
0.482%, 01/20/34 (B)		394		387
HSBC Home Equity Loan Trust, Ser 2006-1, Cl A1
0.352%, 01/20/36 (B)		1,619		1,575
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1
0.342%, 03/20/36 (B)		323		316
HSBC Home Equity Loan Trust, Ser 2006-3, Cl A4
0.432%, 03/20/36 (B)		510		490
				3,063
Total Asset-Backed Securities (Cost $58,812) ($ Thousands)				58,600
MORTGAGE-BACKED SECURITIES — 22.3%
Agency Mortgage-Backed Obligations — 8.2%
FHLMC
2.218%, 02/01/22 (B)		194		207
2.195%, 02/01/30 (B)		149		157
FHLMC REMIC, Ser 1993-1599, Cl C
6.100%, 10/15/23		10		10
FHLMC REMIC, Ser 2003-2654, Cl OG
5.000%, 02/15/32		72		72
FHLMC REMIC, Ser 2004-2778, Cl JD
5.000%, 12/15/32		76		78
FHLMC REMIC, Ser 2004-2793, Cl GE
5.500%, 11/15/32		138		139
FHLMC REMIC, Ser 2004-2890, Cl KC
4.500%, 02/15/19		27		28

26 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FHLMC REMIC, Ser 2005-2931, Cl AM
4.500%, 07/15/19	$	73	$	74
FHLMC REMIC, Ser 2005-3019, Cl DB
4.500%, 05/15/19		24		24
FHLMC REMIC, Ser 2009-3558, Cl AW
4.750%, 08/15/19		110		112
FNMA
6.000%, 01/01/27		108		119
5.390%, 11/01/13		58		58
5.000%, 04/01/21 to 03/01/25		1,666		1,786
4.710%, 03/01/14		905		908
2.340%, 01/01/29 (B)		23		24
2.245%, 11/01/25 (B)		18		19
2.153%, 11/01/23 (B)		52		53
2.100%, 09/01/24 (B)		48		50
2.097%, 09/01/24 (B)		124		129
2.044%, 05/01/28 (B)		102		107
1.990%, 01/01/17		480		483
1.940%, 01/01/17		564		573
1.278%, 11/01/21 (B)		29		29
FNMA Benchmark REMIC, Ser 2007-B1, Cl BE
5.450%, 12/25/20		85		86
FNMA REMIC, Ser 1993-220, Cl FA
0.790%, 11/25/13 (B)		1		1
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/23		31		34
FNMA REMIC, Ser 2001-33, Cl FA
0.640%, 07/25/31 (B)		36		36
FNMA REMIC, Ser 2002-64, Cl FG
0.441%, 10/18/32 (B)		28		28
FNMA REMIC, Ser 2002-77, Cl CB
5.000%, 12/25/17		312		331
FNMA REMIC, Ser 2010-64, Cl EH
5.000%, 10/25/35		66		69
FNMA REMIC, Ser 2011-109, Cl PK
4.000%, 08/25/41		241		249
FNMA, Ser 2009-M2, Cl A1
2.387%, 01/25/19		397		398
FNMA, Ser M3, Cl A1
2.587%, 03/25/20		248		252
FNMA TBA
3.000%, 08/25/26		4,200		4,321
2.500%, 08/25/27		2,500		2,498
GNMA
4.500%, 09/20/39 (B)		176		182
GNMA, Ser 2009-104, Cl NJ
4.250%, 07/20/36		87		91
GNMA, Ser 2009-113, Cl MJ
4.000%, 03/16/23		662		696
GNMA, Ser 2010-122, Cl A
1.897%, 01/16/32		197		198
GNMA, Ser 2011-110, Cl A
2.237%, 03/16/33		292		296

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10
2.060%, 01/15/22	$	147	$	148
NCUA Guaranteed Notes, Ser 2010-R1, Cl 2A
1.840%, 10/07/20		42		42
NCUA Guaranteed Notes, Ser 2010-R1, Cl 1A
0.643%, 10/07/20 (B)		804		804
NCUA Guaranteed Notes, Ser 2010-R2, Cl 1A
0.563%, 11/06/17 (B)		282		281
NCUA Guaranteed Notes, Ser 2011-R1, Cl 1A
0.645%, 01/08/20 (B)		613		616
NCUA Guaranteed Notes, Ser 2011-R2, Cl 1A
0.593%, 02/06/20 (B)		327		327
NCUA Guaranteed Notes, Ser 2011-R3, Cl 1A
0.593%, 03/11/20 (B)		829		832
NCUA Guaranteed Notes, Ser 2011-R4, Cl 1A
0.575%, 03/06/20 (B)		454		452
NCUA Guaranteed Notes, Ser 2011-R6, Cl 1A
0.573%, 05/07/20 (B)		262		262
				18,769
Non-Agency Mortgage-Backed Obligations — 14.1%
Arkle Master Issuer PLC, Ser 2010-2A, Cl 1A1
1.674%, 05/17/60 (A)(B)		876		876
Arkle Master Issuer PLC, Ser 2011-1A, Cl 2A
1.518%, 05/17/60 (A)(B)		400		400
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
2.954%, 07/25/35 (A)(B)		450		419
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
3.100%, 11/25/35 (A)(B)		53		46
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-12, Cl 11A1
2.899%, 02/25/36 (A)(B)		129		98
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1
3.452%, 06/25/35 (A)(B)		175		149
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1
2.826%, 08/25/35 (A)(B)		290		235
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl A4
4.674%, 06/11/41		570		600

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 27

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-T18, Cl A4
4.933%, 02/13/42 (B)	$	488	$	511
Bear Stearns Commercial Mortgage Securities, Ser 2002-TOP8, Cl A2
4.830%, 08/15/38		3		3
Bear Stearns Commercial Mortgage Securities, Ser 2003-PWR2, Cl A4
5.355%, 05/11/39 (B)		80		80
Bear Stearns Commercial Mortgage Securities, Ser 2005-PW10, Cl A4
5.405%, 12/11/40 (B)		500		537
Bear Stearns Commercial Mortgage Securities, Ser 2007-PW18, Cl A2
5.613%, 06/11/50		98		99
Bear Stearns Commercial Mortgage Securities, Ser PWR5, Cl A5
4.978%, 07/11/42 (B)		130		134
Citigroup Commercial Mortgage Trust, Ser 2004-C2, Cl A5
4.733%, 10/15/41		800		827
Citigroup Commercial Mortgage Trust, Ser 2012-GC8, Cl A1
0.685%, 09/10/45		376		374
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
2.740%, 09/25/34 (A)(B)		85		84
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
2.922%, 03/25/36 (A)(B)		251		206
Citigroup Mortgage Loan Trust, Ser 2006-HE1, Cl A4
0.463%, 01/25/36 (B)		49		49
Commercial Mortgage Pass-Through Certificates, Ser CR9, Cl A1
1.344%, 07/10/45		175		176
Commercial Mortgage Pass-Through Certificates, Ser 2010-C1, Cl A1
3.156%, 07/10/46 (A)		519		539
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl A1
0.824%, 08/15/45		291		290
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A1
0.666%, 11/15/45		259		256
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl A1
0.704%, 10/15/45		413		410
Commercial Mortgage Trust, Ser 2004-GG1, Cl A7
5.317%, 06/10/36 (B)		63		64
Commercial Mortgage Trust, Ser 2012-LC4, Cl A1
1.156%, 12/10/44		311		312

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Countrywide Home Loans, Ser 2004-29, Cl 1A1
0.730%, 02/25/35 (A)(B)	$	36	$	33
Countrywide Home Loans, Ser 2005-HY10, Cl 3A1A
2.806%, 02/20/36 (A)(B)		222		177
Credit Suisse First Boston Mortgage Securities, Ser 2003-C5, Cl A4
4.900%, 12/15/36 (B)		172		173
Credit Suisse First Boston Mortgage Securities, Ser 2004-C3, Cl A5
5.113%, 07/15/36 (B)		50		51
DBUBS Mortgage Trust, Ser 2011-LC1A, Cl A1
3.742%, 11/10/46 (A)		520		551
FDIC Structured Sale Guaranteed Notes, Ser 2010-S1, Cl 1A
0.745%, 02/25/48 (A)(B)		313		313
FDIC Trust, Ser 2012-C1, Cl A
0.841%, 05/25/35 (A)(B)		539		539
Fosse Master Issuer PLC, Ser 2011-1A, Cl A2
1.666%, 10/18/54 (A)(B)		531		535
GE Capital Commercial Mortgage, Ser 2004-C3, Cl A4
5.189%, 07/10/39 (B)		602		621
GMAC Commercial Mortgage Securities, Ser 2003-C2, Cl A2
5.459%, 05/10/40 (B)		24		24
GMAC Commercial Mortgage Securities, Ser 2004-C3, Cl A4
4.547%, 12/10/41		48		48
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.808%, 11/19/35 (A)(B)		275		237
Granite Master Issuer PLC, Ser 2006-3, Cl A4
0.272%, 12/20/54 (A)(B)		540		526
Greenwich Capital Commercial Funding, Ser 2003-C2, Cl A4
4.915%, 01/05/36		48		48
GS Mortgage Securities II, Ser 2004-GG2, Cl A5
5.279%, 08/10/38 (B)		138		138
GS Mortgage Securities II, Ser 2007-EOP, Cl A3
1.456%, 03/06/20 (A)(B)		734		736
GS Mortgage Securities II, Ser 2010-C2, Cl A1
3.849%, 12/10/43 (A)		537		569
GS Mortgage Securities II, Ser 2011-GC3, Cl A1
2.331%, 03/10/44 (A)		224		228

28 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
GS Mortgage Securities II, Ser 2012-GCJ9, Cl A1
0.662%, 11/10/45	$	297	$	295
GS Mortgage Securities Trust, Ser 2013-GC13, Cl A
1.206%, 07/10/46		175		175
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
2.831%, 07/25/35 (A)(B)		311		247
GSR Mortgage Loan Trust, Ser 2006-AR1, Cl 2A1
2.796%, 01/25/36 (A)(B)		402		356
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
2.868%, 05/25/47 (A)(B)		296		228
Impac CMB Trust, Ser 2004-9, Cl 1A1
0.950%, 01/25/35 (A)(B)		85		77
Impac CMB Trust, Ser 2005-2, Cl 1A1
0.710%, 04/25/35 (A)(B)		95		84
Impac CMB Trust, Ser 2005-3, Cl A1
0.670%, 08/25/35 (A)(B)		88		73
Impac CMB Trust, Ser 2005-5, Cl A1
0.830%, 08/25/35 (A)(B)		71		59
Impac CMB Trust, Ser 2005-8, Cl 1A
0.450%, 02/25/36 (A)(B)		228		184
JPMorgan Chase Commercial Mortgage Securities, Ser 2003-LN1, Cl A2
4.920%, 10/15/37 (B)		93		93
JPMorgan Chase Commercial Mortgage Securities, Ser 2004-C1, Cl A3
4.719%, 01/15/38		298		301
JPMorgan Chase Commercial Mortgage Securities, Ser 2005-LDP4, Cl A3A2
4.903%, 10/15/42		362		375
JPMorgan Chase Commercial Mortgage Securities, Ser 2010-C1, Cl A1
3.853%, 06/15/43 (A)		537		561
JPMorgan Chase Commercial Mortgage Securities, Ser 2011-C3, Cl A1
1.875%, 02/15/46 (A)		213		215
JPMorgan Chase Commercial Mortgage Securities, Ser 2011-C4, Cl A1
1.525%, 07/15/46 (A)		271		272
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A1
0.705%, 10/15/45		198		196
JPMorgan Chase Commercial Mortgage Securities, Ser 2013-C13
1.303%, 01/15/46		240		240
JPMorgan Chase Commercial Mortgage Securities, Ser C2, Cl A3
5.212%, 05/15/41 (B)		300		307

Description	Face Amount ($ Thousands)		Value ($ Thousands)
JPMorgan Chase Commercial Mortgage Securities, Ser CB9, Cl A4
5.569%, 06/12/41 (B)	$	576	$	595
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
3.010%, 08/25/35 (A)(B)		182		167
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
2.726%, 05/25/37 (A)(B)		226		177
LB-UBS Commercial Mortgage Trust, Ser 2003-C8, Cl A4
5.124%, 11/15/32 (B)		148		148
LB-UBS Commercial Mortgage Trust, Ser 2004-C6, Cl A6
5.020%, 08/15/29 (B)		790		807
LB-UBS Commercial Mortgage Trust, Ser 2004-C7, Cl A1A
4.475%, 10/15/29		225		233
LB-UBS Commercial Mortgage Trust, Ser 2004-C7, Cl A6
4.786%, 10/15/29 (B)		285		294
LB-UBS Commercial Mortgage Trust, Ser 2004-C8, Cl A6
4.799%, 12/15/29 (B)		440		454
Merill Lynch Mortgage Trust, Ser 2004-BPC1, Cl A5
4.855%, 10/12/41 (B)		617		638
Merrill Lynch Mortgage Investors, Ser 2005-A3, Cl A1
0.460%, 04/25/35 (A)(B)		92		87
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1
3.124%, 06/25/37 (A)(B)		349		262
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl A1
0.664%, 11/15/45		167		166
Morgan Stanley Capital I Trust, Ser 2004-T15, Cl A4
5.270%, 06/13/41 (B)		505		518
Morgan Stanley Capital I, Ser 2003-T11, Cl A4
5.150%, 06/13/41		18		18
Morgan Stanley Capital I, Ser 2004-HQ3, Cl A4
4.800%, 01/13/41		272		274
Morgan Stanley Capital I, Ser 2004-IQ8, Cl A5
5.110%, 06/15/40 (B)		683		700
Morgan Stanley Capital I, Ser 2004-T13, Cl A4
4.660%, 09/13/45		618		622
Morgan Stanley Re-Remic Trust, Ser 2012-IO, Cl AXA
1.000%, 03/27/51 (A)		477		472

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 29

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund (Continued)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
MortgageIT Trust, Ser 2005-5, Cl A1
0.450%, 12/25/35 (A)(B)	$	321	$	279
Paragon Mortgages PLC, Ser 2006-12A, Cl A2C
0.495%, 11/15/38 (A)(B)		125		108
Paragon Mortgages PLC, Ser 2007-15A, Cl A2C
0.493%, 12/15/39 (A)(B)		299		255
Residential Funding Mortgage Securities I, Ser 2007-SA3, Cl 2A1
3.953%, 07/27/37 (A)(B)		254		204
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
0.462%, 01/20/35 (A)(B)		40		36
Silverstone Master Issuer PLC, Ser 2012-1A, Cl 1A
1.816%, 01/21/55 (A)(B)		150		153
Springleaf Mortgage Loan Trust, Ser 2013-1A, Cl A
1.270%, 06/25/58 (A)(B)		406		399
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A1
0.726%, 08/10/49		427		424
UBS-Citigroup Commercial Mortgage Trust, Ser 2011-C1, Cl A1
1.524%, 01/10/45		744		751
Wachovia Bank Commercial Mortgage Trust, Ser 2003-C8, Cl A4
4.964%, 11/15/35 (B)		160		162
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl A4
5.414%, 10/15/44 (B)		303		325
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C22, Cl A4
5.290%, 12/15/44 (B)		300		323
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
2.490%, 03/25/36 (A)(B)		364		314
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl A1
0.687%, 10/15/45		435		431
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, Cl A2
2.625%, 01/25/35 (A)(B)		181		179
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR10, Cl 2A1
2.634%, 07/25/36 (A)(B)		298		270
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR12, Cl 1A1
3.010%, 09/25/36 (A)(B)		209		186
WF-RBS Commercial Mortgage Trust, Ser 2011-C2, Cl A1
2.501%, 02/15/44 (A)		927		942

Description	Face Amount ($ Thousands)		Value ($ Thousands)
WF-RBS Commercial Mortgage Trust, Ser 2011-C3, Cl A1
1.988%, 03/15/44 (A)	$	518	$	526
WF-RBS Commercial Mortgage Trust, Ser 2012-C10, Cl A1
0.734%, 12/15/45		912		905
WF-RBS Commercial Mortgage Trust, Ser 2012-C9, Cl A1
0.673%, 11/15/45		526		521
				31,984
Total Mortgage-Backed Securities (Cost $51,789) ($ Thousands)				50,753
MUNICIPAL BONDS — 5.1%
California — 0.5%
California State, GO
5.450%, 04/01/15		355		380
Irvine Ranch, Water District Joint Powers Agency, RB
2.605%, 03/15/14		750		759
				1,139
Florida — 0.3%
Florida, Hurricane Catastrophe Fund Finance, Ser A, RB
1.298%, 07/01/16		620		616
Illinois — 0.5%
Illinois State, GO
4.071%, 01/01/14		625		632
Regional Transportation Authority, Ser A, RB
1.064%, 06/01/14		295		296
1.044%, 04/01/14		290		291
				1,219
Louisiana — 0.0%
Louisiana State, Local Government Environmental Facilities and Community Development Authority, Ser 2010-ELL, RB
1.110%, 02/01/16		94		94
Michigan — 0.3%
Kalamazoo, Hospital Finance Authority, Ser B, RB
3.125%, 05/15/41 (B)		750		768
Nebraska — 0.2%
Nebraska, Public Power District, Ser A, RB
5.140%, 01/01/14		410		418

30 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
New Jersey — 1.2%
New Jersey State, Economic Development Authority, Ser 00, RB
1.059%, 03/01/16	$	500	$	497
New Jersey State, Transportation Trust Fund Authority, Ser B, RB
1.087%, 12/15/16		1,250		1,242
New Jersey State, Turnpike Authority, Ser B, RB
4.252%, 01/01/16		830		852
				2,591
New York — 0.1%
City of New York, Ser D-2, GO
3.250%, 12/01/14		295		306
North Carolina — 0.2%
North Carolina, Eastern Municipal Power Agency, Ser C, RB
4.430%, 01/01/14		350		355
Ohio — 0.5%
Hamilton County, Ohio Sewer System, RB
0.803%, 12/01/15		1,200		1,197
Oregon — 0.1%
Oregon, School Boards Association, Ser A, GO
0.000%, 06/30/15		300		294
Texas — 0.8%
Austin, Electric Utility Revenue, Ser B, RB
0.672%, 11/15/15		1,145		1,142
City of El Paso, GO
3.610%, 08/15/14		445		459
Grand Parkway Transportation, Ser D, RB
1.000%, 10/01/17 (B)		235		235
				1,836
Wisconsin — 0.4%
Wisconsin State, Ser A, RB
0.798%, 05/01/15		780		782
Total Municipal Bonds (Cost $11,613) ($ Thousands)				11,615
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.0%
FNMA
1.000%, 09/09/15		300		300
0.750%, 02/01/16		400		400
0.500%, 03/30/16		1,600		1,597
Total U.S. Government Agency Obligations (Cost $2,300) ($ Thousands)				2,297

Description	Face Amount ($ Thousands)		Value ($ Thousands)
REPURCHASE AGREEMENT — 1.9%
BNP Paribas 0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $4,400,010 (collateralized by various GNMA obligations, ranging in par value $47,548 - $2,154,727, 2.500% - 6.500%, 02/15/19 - 07/15/52, with total market value $4,488,000)	$	4,400	$	4,400
Total Repurchase Agreement (Cost $4,400) ($ Thousands)				4,400
Total Investments — 101.3% (Cost $231,793)($ Thousands)			$	230,741

A list of the open futures contracts held by the Fund at July 31, 2013, are as follows:

Type of Contract	Number of Contracts (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note		(45	)		Sep-2013	$	82
U.S. 2-Year Treasury Note		(5	)		Sep-2013		(1	)
U.S. 5-Year Treasury Note		(26	)		Oct-2013		28
U.S. Long Treasury Bond		(3	)		Sep-2013		—
						$	109

For the period ended July 31, 2013, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $227,776 ($ Thousands).

(A) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other “accredited investors.” These securities have been determined to be liquid under guidelines established by the Board of Trustees.

(B) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(C) Tri-Party Repurchase Agreement.

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

FDIC — Federal Deposit Insurance Corporation

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

LLC — Limited Liability Company

LP — Limited Partnership

MTN — Medium Term Note

NCUA — National Credit Union Association

NY — New York

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 31

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund (Concluded)

July 31, 2013

The following is a summary of the inputs used as of July 31, 2013 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	$	—	$	103,076	$	—	$	103,076
Asset-Backed Securities		—		58,600		—		58,600
Mortgage-Backed Securities		—		50,753		—		50,753
Municipal Bonds		—		11,615		—		11,615
Repurchase Agreement		—		4,400		—		4,400
U.S. Government Agency Obligations		—		2,297		—		2,297
Total Investments in Securities	$	—	$	230,741	$	—	$	230,741

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	110		$	—	$	—	$	110
Unrealized Depreciation		(1	)		—		—		(1	)
Total Other Financial Instruments	$	109		$	—	$	—	$	109

For the period ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

32 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

SCHEDULE OF INVESTMENTS (Unaudited)

Short-Duration Government Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 53.5%
Agency Mortgage-Backed Obligations — 53.5%
FHLMC
4.500%, 02/01/22 to 06/01/26	$	15,911	$	16,891
2.567%, 06/01/42		6,547		6,665
2.500%, 01/01/18 (A)		17		17
2.474%, 06/01/24 (A)		38		39
2.435%, 04/01/19 (A)		12		12
2.433%, 06/01/24 (A)		66		67
2.409%, 03/01/19 (A)		14		14
2.385%, 07/01/24 (A)		13		13
2.375%, 09/01/18 to 09/01/20 (A)		10		10
2.353%, 02/01/19 (A)		14		14
2.351%, 12/01/23 (A)		1,421		1,506
2.350%, 04/01/22 (A)		1		1
2.348%, 06/01/17 (A)		9		9
2.338%, 05/01/19 (A)		18		18
2.332%, 05/01/24 (A)		47		48
2.302%, 07/01/20 (A)		3		3
2.287%, 04/01/29 (A)		65		67
2.263%, 12/01/23 (A)		84		86
2.250%, 07/01/18 to 11/01/20 (A)		10		9
2.159%, 04/01/29 (A)		24		26
2.140%, 03/01/19 (A)		20		20
2.125%, 02/01/16 to 11/01/18 (A)		17		17
2.000%, 01/01/17 to 07/01/18 (A)		13		13
1.883%, 05/25/19		6,000		5,860
1.875%, 02/01/17 to 06/01/18 (A)		5		6
1.750%, 09/01/16 to 01/01/17 (A)		4		4
1.625%, 02/01/16 to 03/01/17 (A)		9		8
FHLMC REMIC, Ser 2002-42, Cl A5
7.500%, 02/25/42		579		680
FHLMC REMIC, Ser 2004-2864, Cl NV
4.500%, 08/15/15		1,191		1,217
FHLMC REMIC, Ser 2005-3029, Cl PE
5.000%, 03/15/34		1,277		1,309
FHLMC REMIC, Ser 2006-3148, Cl CF
0.591%, 02/15/34 (A)		749		753
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/40		8,694		9,318
FHLMC REMIC, Ser 3153, Cl FX
0.541%, 05/15/36 (A)		285		286
FNMA
7.000%, 06/01/37		27		31
6.500%, 05/01/26 to 09/01/36		736		829
6.000%, 02/01/23 to 09/01/24		7,867		8,660
5.500%, 06/01/16 to 12/01/25		2,201		2,385

Description	Face Amount ($ Thousands)		Value ($ Thousands)
5.300%, 07/01/19	$	1,081	$	1,194
5.140%, 11/01/15		3,113		3,323
5.090%, 11/01/15		3,963		4,229
5.079%, 12/01/13		628		630
5.000%, 03/01/19 to 04/01/41		5,647		6,158
4.771%, 09/01/15		6,660		7,083
4.500%, 04/01/26 to 10/01/31		8,137		8,691
4.000%, 05/01/26 to 08/01/26		5,668		6,003
3.580%, 10/01/16		2,348		2,488
3.500%, 03/01/26		23,595		24,749
2.990%, 10/01/17		3,345		3,520
2.630%, 09/01/17		22,107		23,031
2.515%, 10/01/22		700		667
2.400%, 10/01/22		485		459
2.350%, 10/01/22		1,527		1,439
2.341%, 08/01/29 (A)		408		435
2.310%, 10/01/22		2,320		2,182
2.257%, 09/01/25 (A)		54		57
2.250%, 10/01/22 to 10/01/22		5,515		5,160
2.220%, 10/01/22		2,305		2,154
2.143%, 02/01/27 (A)		65		68
2.097%, 09/01/24 (A)		590		613
2.044%, 05/01/28 (A)		388		409
2.009%, 12/01/29 (A)		110		111
1.969%, 08/01/27 (A)		340		342
FNMA REMIC, Ser 1992-61, Cl FA
0.840%, 10/25/22 (A)		88		89
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/23		36		39
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/23		19		21
FNMA REMIC, Ser 1994-77, Cl FB
1.690%, 04/25/24 (A)		7		8
FNMA REMIC, Ser 2001-51, Cl QN
6.000%, 10/25/16		53		55
FNMA REMIC, Ser 2002-3, Cl PG
5.500%, 02/25/17		275		290
FNMA REMIC, Ser 2002-53, Cl FK
0.590%, 04/25/32 (A)		140		140
FNMA REMIC, Ser 2003-76, Cl CA
3.750%, 07/25/33		233		244
FNMA REMIC, Ser 2006-76, Cl QF
0.590%, 08/25/36 (A)		1,381		1,392
FNMA REMIC, Ser 2006-79, Cl DF
0.540%, 08/25/36 (A)		1,195		1,198
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/37		1,679		1,862
FNMA REMIC, Ser 2010-149, Cl VA
4.500%, 02/25/22		8,290		8,972
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/40		6,553		6,945
FNMA TBA
5.500%, 08/01/37		15,300		16,663
4.500%, 09/01/33		7,900		8,370

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 33

SCHEDULE OF INVESTMENTS (Unaudited)

Short-Duration Government Fund (Concluded)

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
4.000%, 08/13/39	$	9,300	$	9,665
3.500%, 08/01/40		12,500		12,787
3.000%, 08/25/26 to 08/01/42		83,600		85,214
FNMA, Ser 2010-M5, Cl A2
2.806%, 07/25/20		13,700		14,317
GNMA
6.500%, 04/15/17 to 02/20/39		896		1,001
6.000%, 06/15/16 to 06/15/41		28,518		31,403
5.500%, 10/15/34 to 02/15/41		9,714		10,582
5.000%, 09/15/39 to 04/15/41		5,387		5,827
4.500%, 04/15/41		1,456		1,546
4.000%, 07/15/41 to 04/15/43		1,891		1,977
GNMA REMIC, Ser 2006-38, Cl XS, IO
7.058%, 09/16/35 (A)		129		24
GNMA TBA
4.000%, 08/01/39 to 08/01/42		30,550		31,882
NCUA Guaranteed Notes, Ser 2010-R1, Cl 2A
1.840%, 10/07/20		442		443
Total Mortgage-Backed Securities (Cost $411,370) ($ Thousands)				415,062
U.S. TREASURY OBLIGATIONS — 31.7%
U.S. Treasury Notes
1.750%, 03/31/14		95,000		96,032
0.875%, 04/30/17		100,165		99,946
0.250%, 07/15/15		50,000		49,939
Total U.S. Treasury Obligations (Cost $246,263) ($ Thousands)				245,917
U.S. GOVERNMENT AGENCY OBLIGATIONS — 21.0%
FHLB
3.250%, 09/12/14		9,915		10,251
FHLMC
4.375%, 07/17/15		77,000		83,005
FNMA
2.750%, 03/13/14		35,520		36,095
0.875%, 05/21/18		35,000		33,964
Total U.S. Government Agency Obligations (Cost $162,465) ($ Thousands)				163,315
REPURCHASE AGREEMENTS (B) — 15.4%
BNP Paribas 0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $60,600,135 (collateralized by various GNMA obligations, ranging in par value $653,603 - $4,267,628, 2.500% - 7.000%, 12/15/19 - 06/15/53, with total market value $61,812,000)		60,600		60,600
Deutsche Bank 0.100%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $59,200,164 (collateralized by various FNMA obligations, ranging in par value $11,004,491 - $49,896,789, 3.000%, 07/01/33, with total market value $60,384,000)		59,200		59,200

Description	Face Amount ($ Thousands)	Value ($ Thousands)
Total Repurchase Agreements (Cost $119,800) ($ Thousands)		$	119,800
Total Investments — 121.6% (Cost $939,898)($ Thousands)		$	944,094

A list of the open futures contracts held by the Fund at July 31, 2013, are as follows:

Type of Contract	Number of Contracts Long (Short)			Expiration Date		Unrealized Appreciation ($ Thousands)
U.S. 10-Year Treasury Note		(1,768	)		Sep-2013	$	1,864
U.S. 2-Year Treasury Note		1,225			Sep-2013		168
U.S. 5-Year Treasury Note		156			Oct-2013		82
U.S. Long Treasury Bond		(152	)		Sep-2013		159
						$	2,273

For the period ended July 31, 2013, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $776,251 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) Tri-Party Repurchase Agreement.

Cl — Class

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

IO — Interest Only—face amount represents notional amount

NCUA — National Credit Union Association

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

The following is a summary of the inputs used as of July 31, 2013 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	$	—	$	415,062	$	—	$	415,062
U.S. Government Agency Obligations		—		163,315		—		163,315
Repurchase Agreements		—		119,800		—		119,800
U.S. Treasury Obligations		—		245,917		—		245,917
Total Investments in Securities	$	—	$	944,094	$	—	$	944,094

Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts* Unrealized Appreciation	$	2,273	$	—	$	—	$	2,273

For the period ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

34 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

SCHEDULE OF INVESTMENTS (Unaudited)

Intermediate-Duration Government Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 63.6%
Agency Mortgage-Backed Obligations — 63.6%
FHLMC
6.500%, 01/01/18 to 12/01/32	$	135	$	152
6.000%, 09/01/24		425		465
5.500%, 06/01/19 to 12/01/20		240		259
2.567%, 06/01/42		300		306
FHLMC REMIC, Ser 1990-165, Cl K
6.500%, 09/15/21		5		5
FHLMC REMIC, Ser 1993-1599, Cl C
6.100%, 10/15/23		38		38
FHLMC REMIC, Ser 2004-2802, Cl PF
0.591%, 09/15/33(A)		262		263
FHLMC REMIC, Ser 2005-3029, Cl PE
5.000%, 03/15/34		415		425
FHLMC TBA
4.000%, 08/15/41		1,000		1,037
FNMA
6.500%, 03/01/33 to 10/01/34		103		118
6.000%, 02/01/23		238		261
5.500%, 03/01/14 to 12/01/25		1,286		1,405
5.000%, 05/01/14 to 04/01/41		1,811		1,952
4.771%, 09/01/15		1,165		1,240
4.500%, 04/01/26 to 10/01/31		703		751
4.360%, 12/01/15		955		992
4.000%, 05/01/26 to 08/01/26		441		468
2.515%, 10/01/22		55		52
2.400%, 10/01/22		36		35
2.350%, 10/01/22		119		112
2.310%, 10/01/22		180		169
2.250%, 10/01/22		94		88
2.220%, 10/01/22		176		164
FNMA REMIC, Ser 2001-51, Cl QN
6.000%, 10/25/16		74		78
FNMA REMIC, Ser 2003-48, Cl GH
5.500%, 06/25/33		1,800		2,007
FNMA REMIC, Ser 2006-79, Cl DF
0.540%, 08/25/36(A)		211		211
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/37		292		324
FNMA REMIC, Ser 2010-149, Cl VA
4.500%, 02/25/22		848		918
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/40		758		804
FNMA, Ser 2010-M5, Cl A2
2.806%, 07/25/20		3,300		3,449
FNMA TBA
3.000%, 08/25/26		300		309

Description	Face Amount ($ Thousands)		Value ($Thousands)
GNMA
8.750%, 07/20/17 to 07/20/17	$	5	$	6
8.500%, 11/20/16 to 08/20/17		17		17
7.500%, 11/15/25 to 03/15/27		19		21
6.000%, 09/15/24		397		440
5.000%, 05/15/40 to 06/15/40		59		65
4.500%, 06/15/41		261		280
4.000%, 07/15/41 to 01/15/42		748		782
GNMA TBA
4.000%, 08/01/42		1,500		1,565
NCUA Guaranteed Notes, Ser 2010-R1, Cl 2A
1.840%, 10/07/20		107		107
Total Mortgage-Backed Securities (Cost $21,653) ($ Thousands)				22,140
U.S. TREASURY OBLIGATION — 28.6%
U.S. Treasury Notes
0.875%, 04/30/17		9,983		9,961
Total U.S. Treasury Obligation (Cost $10,003) ($ Thousands)				9,961
ASSET-BACKED SECURITY — 0.6%
Other — 0.6%
Small Business Administration, Ser 2005-P10B, Cl 1
4.940%, 08/10/15		192		201
Total Asset-Backed Security (Cost $192) ($ Thousands)				201
REPURCHASE AGREEMENT (B) — 15.8%
BNP Paribas 0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $5,500,012 (collateralized by various GNMA obligations, ranging in par value $2,960-$1,679,046, 3.000%- 7.500%, 12/15/23-05/15/42, with total market value of $5,610,000)		5,500		5,500
Total Repurchase Agreement (Cost $5,500) ($ Thousands)				5,500
Total Investments — 108.6% (Cost $37,348) ($ Thousands)			$	37,802

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 35

SCHEDULE OF INVESTMENTS (Unaudited)

Intermediate-Duration Government Fund (Concluded)

July 31, 2013

A list of the open futures contracts held by the Fund at July 31, 2013, are as follows:

Type of Contract	Number of Contracts (Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note		(21	)		Sep-2013	$	(8	)
U.S. 5-Year Treasury Note		132			Oct-2013		(88	)
U.S. Long Treasury Bond		(17	)		Sep-2013		18
						$	(78	)

For the year ended July 31, 2013, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

Percentages are based on Net Assets of $34,803 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

NCUA — National Credit Union Administration

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

The following is a summary of the inputs used as of January 31, 2013 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	$	—	$	22,140	$	—	$	22,140
Repurchase Agreement		—		5,500		—		5,500
Asset-Backed Security		—		201		—		201
U.S. Treasury Obligation		—		9,961		—		9,961
Total Investments in Securities	$	—	$	37,802	$	—	$	37,802

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	18		$	—	$	—	$	18
Unrealized Depreciation		(96	)		—		—		(96	)
Total Other Financial Instruments	$	(78	)	$	—	$	—	$	(78	)

For the period ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the period ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in

Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

36 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

SCHEDULE OF INVESTMENTS (Unaudited)

GNMA Fund

July 31, 2013

Description	Face Amount ($ Thousands)		Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 99.2%
Agency Mortgage-Backed Obligations — 99.2%
FHLMC REMIC, Ser 2006-3175, Cl SA, IO
6.959%, 08/15/13 (A)	$	189	$	27
FHLMC REMIC, Ser 2006-3179, Cl SP, IO
6.429%, 08/15/13 (A)		468		64
FHLMC REMIC, Ser 2007-3279, Cl SD, IO
6.239%, 08/15/13 (A)		2,142		287
FHLMC REMIC, Ser 2007-3309, Cl SC, IO
6.259%, 08/15/13 (A)		2,008		287
FHLMC REMIC, Ser 2009-3502, Cl DS, IO
5.959%, 08/15/13 (A)		1,210		152
FHLMC REMIC, Ser 2010-3631, Cl PS, IO
6.259%, 08/15/13 (A)		9,605		1,354
FNMA
8.000%, 09/01/14 to 09/01/28		44		48
7.000%, 08/01/29 to 09/01/32		130		149
6.500%, 09/01/32		109		123
FNMA REMIC, Ser 1990-91, Cl G
7.000%, 08/25/20		19		22
FNMA REMIC, Ser 1992-105, Cl B
7.000%, 06/25/22		39		43
FNMA REMIC, Ser 2002-42, Cl C
6.000%, 07/25/17		573		610
FNMA REMIC, Ser 2007-19, Cl SA, IO
6.220%, 08/25/13 (A)		4,814		745
FNMA REMIC, Ser 2012-9, Cl CS, IO
6.360%, 08/25/13 (A)		3,248		503
FNMA TBA
3.500%, 08/01/40		4,900		4,940
3.000%, 08/01/42		4,800		4,652
GNMA
12.500%, 06/15/14		—		—
12.000%, 04/15/14		—		—
10.000%, 05/15/16 to 09/15/19		13		13
9.500%, 08/15/17 to 11/15/20		22		24
9.000%, 12/15/17 to 05/15/22		81		85
8.500%, 10/15/16 to 06/15/17		16		16
8.000%, 04/15/17 to 03/15/32		409		456
7.750%, 10/15/26		30		35
7.500%, 02/15/27 to 10/15/35		262		308
7.250%, 01/15/28		79		94
7.000%, 04/15/19 to 06/20/38		3,736		4,427
6.750%, 11/15/27		13		15
6.500%, 03/15/14 to 10/15/38		1,585		1,781
6.000%, 07/15/24 to 03/15/41		8,402		9,258
5.500%, 01/15/33 to 02/15/41		8,193		9,037
5.000%, 04/15/33 to 04/15/41		26,687		29,010
4.500%, 08/15/33 to 12/15/41		21,031		22,497

Description	Face Amount ($ Thousands)		Value ($ Thousands)
4.000%, 04/15/26 to 04/15/43	$	26,617	$	27,837
3.875%, 05/15/42		2,540		2,590
3.500%, 03/20/41		629		642
GNMA REMIC, Ser 2002-45, Cl QE
6.500%, 06/20/32		529		608
GNMA REMIC, Ser 2005-70, Cl AI, IO
5.000%, 10/20/33		1,070		49
GNMA REMIC, Ser 2006-38, Cl XS, IO
7.058%, 08/16/13 (A)		3,230		595
GNMA, Ser 2003-9, Cl Z
5.500%, 01/20/33		1,562		1,721
GNMA TBA
4.500%, 08/15/39 to 08/15/39		22,100		23,558
4.000%, 08/01/39 to 08/01/42		7,300		7,618
3.500%, 08/15/41 to 08/15/42		43,100		43,881
3.000%, 08/15/42 to 08/01/43		12,650		12,109
Total Mortgage-Backed Securities (Cost $209,852) ($ Thousands)				212,270
REPURCHASE AGREEMENTS (B) — 41.6%
BNP Paribas
0.080%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $44,800,100 (collateralized by various GNMA obligations, ranging in par value $214,917 - $4,087,428, 2.000% - 6.500%, 11/15/18 - 06/15/43, with total market value of $45,696,000)		44,800		44,800
Deutsche Bank
0.100%, dated 07/31/13, to be repurchased on 08/01/13, repurchase price $44,300,123 (collateralized by various GNMA obligations, ranging in par value $617,544 - $2,875,000, 3.000% - 5.000%, 10/20/38 - 10/15/53, with total market value of $45,186,001)		44,300		44,300
Total Repurchase Agreements (Cost $89,100) ($ Thousands)				89,100
Total Investments — 140.8% (Cost $298,952)($ Thousands)			$	301,370

A list of the open futures contracts held by the Fund at July 31, 2013, are as follows:

Type of Contract	Number of Contracts Long (Short)		Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note		104		Sep-2013		$	6
U.S. Long Treasury Bond		8		Sep-2013			(5	)
						$	1

For the year ended July 31, 2013, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the year.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 37

SCHEDULE OF INVESTMENTS (Unaudited)

GNMA Fund (Concluded)

July 31, 2013

Percentages are based on Net Assets of $214,008 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on July 31, 2013. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

IO — Interest Only — face amount represents notional amount

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

The following is a summary of the inputs used as of July 31, 2013 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	$	—	$	212,270	$	—	$	212,270
Repurchase Agreements		—		89,100		—		89,100
Total Investments in Securities	$	—	$	301,370	$	—	$	301,370

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	6		$	—	$	—	$	6
Unrealized Depreciation		(5	)		—		—		(5	)
Total Other Financial Instruments	$	1		$	—	$	—	$	1

For the year ended July 31, 2013, there were no transfers between Level 1 and Level 2 assets and liabilities. For the year ended July 31, 2013, there were no Level 3 securities.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

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

The accompanying notes are an integral part of the financial statements.

38 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

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Statements of Assets and Liabilities ($ Thousands)

July 31, 2013 (Unaudited)

	Money Market Fund			Government Fund			Government II Fund			Prime Obligation Fund
ASSETS:
Investments, at value†	$	265,800		$	744,640		$	1,317,087		$	3,520,547
Repurchase agreements†		103,769			872,193			—			710,110
Cash		—			1			—			80,310
Receivable for investment securities sold		675			—			—			5,460
Interest receivable		53			2,164			1,293			1,424
Receivable for fund shares sold		—			—			—			—
Receivable for variation margin		—			—			—			—
Prepaid expenses		16			58			53			152
Total Assets		370,313			1,619,056			1,318,433			4,318,003
LIABILITIES:
Payable for investment securities purchased		—			—			48,289			—
Shareholder servicing fees payable		7			6			—			—
Investment advisory fees payable		13			48			38			120
Administration fees payable		36			20			31			390
Income distribution payable		1			16			9			25
Trustees’ fees payable		1			—			1			2
Chief Compliance Officer fees payable		1			2			2			5
Payable for fund shares redeemed		—			—			—			—
Payable for variation margin		—			—			—			—
Accrued expense payable		40			88			103			280
Total Liabilities		99			180			48,473			822
Net Assets	$	370,214		$	1,618,876		$	1,269,960		$	4,317,181
†Cost of investments and repurchase agreements	$	369,569		$	1,616,833		$	1,317,087		$	4,230,657
NET ASSETS:
Paid-in Capital — (unlimited authorization — no par value)	$	370,212		$	1,618,912		$	1,269,966		$	4,317,236
Undistributed (Distributions in excess of) net investment income		2			—			(7	)		—
Accumulated net realized gain (loss) on investments and future contracts		—			(36	)		1			(55	)
Net unrealized appreciation (depreciation) on investments and future contracts		—			—			—			—
Net unrealized appreciation (depreciation) on future contracts		—			—			—			—
Net Assets	$	370,214		$	1,618,876		$	1,269,960		$	4,317,181
Net Asset Value, Offering and Redemption Price Per Share — Class A		$1.00			$1.00			$1.00			$1.00
		(249,031,135 ÷ 249,064,945 shares	)		(1,440,028,184 ÷ 1,440,085,145 shares	)		(1,085,182,288 ÷ 1,085,253,268 shares	)		(4,151,577,181 ÷ 4,151,628,027 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class B		$1.00			$1.00			$1.00			$1.00
		(59,861,716 ÷ 59,870,529 shares	)		(140,807,569 ÷ 140,837,465 shares	)		(176,413,059 ÷ 176,448 ,631 shares	)		(115,115,729 ÷ 115,119,484 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class C		$1.00			$1.00			$1.00			$1.00
		(33,353,463 ÷ 33,366,345 shares	)		(4,501,035 ÷ 4,502,632 shares	)		(8,364,457 ÷ 8,364,016 shares	)		(24,162,607 ÷ 24,162,996 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Class H		N/A			N/A			N/A			$1.00
											(22,296,545 ÷ 22,297,897 shares	)
Net Asset Value, Offering and Redemption Price Per Share — Sweep Class		$1.00			$1.00			N/A			$1.00
		(27,967,956 ÷ 27,940,105 shares	)		(33,539,360 ÷ 33,541,540 shares	)					(4,028,864 ÷ 4,028,410 shares	)

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

N/A — Not applicable. Class B, C, H and Sweep Class currently not offered.

The accompanying notes are an integral part of the financial statements.

40 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Treasury Fund			Treasury II Fund			Ultra Short Duration Bond Fund			Short-Duration Government  Fund			Intermediate-Duration Government  Fund			GNMA Fund
$	109,049		$	705,686		$	226,341		$	824,294		$	32,302		$	212,270
	194,489			—			4,400			119,800			5,500			89,100
	1			1			1,587			1,149			167			71
	—			—			3,302			21			529			22,651
	270			2,694			568			2,280			88			526
	—			—			4,261			1,113			—			108
	—			—			—			54			4			6
	13			31			7			28			2			11
	303,822			708,412			240,466			948,739			38,592			324,743
	1,140			42,438			12,252			170,928			3,722			109,643
	4			—			16			33			2			58
	9			73			30			58			3			18
	2			—			—			245			8			49
	2			4			39			82			9			51
	—			—			—			1			—			—
	—			1			—			1			—			—
	—			—			323			1,003			32			869
	—			—			3			51			3			5
	26			11			27			86			10			42
	1,183			42,527			12,690			172,488			3,789			110,735
$	302,639		$	665,885		$	227,776		$	776,251		$	34,803		$	214,008
$	303,538		$	705,686		$	231,793		$	939,898		$	37,348		$	298,952
$	302,666		$	665,884		$	252,660		$	776,527		$	35,768		$	217,596
	—			(1	)		(310	)		(910	)		67			(1,641	)
	(27	)		2			(23,631	)		(5,835	)		(1,408	)		(4,366	)
	—			—			(1,052	)		4,196			454			2,418
	—			—			109			2,273			(78	)		1
$	302,639		$	665,885		$	227,776		$	776,251		$	34,803		$	214,008
	$1.00			$1.00			$9.33			$10.50			$11.61			$10.30
	(49,738,863 ÷ 49,777,989 shares	)		(416,639,696 ÷ 416,798,612 shares	)		(227,775,898 ÷ 24,418,898 shares	)		(776,250,958 ÷ 73,920,954 shares	)		(34,802,766 ÷ 2,997,397 shares	)		(214,007,779 ÷ 20,786,008 shares	)
	$1.00			$1.00			N/A			N/A			N/A			N/A
	(110,043,723 ÷ 110,068,637 shares	)		(243,025,790 ÷ 243,011,640 shares	)
	$1.00			$1.00			N/A			N/A			N/A			N/A
	(15,298,197 ÷ 15,298,268 shares	)		(6,219,132 ÷ 6,221,750 shares	)
	N/A			N/A			N/A			N/A			N/A			N/A
	$1.00			N/A			N/A			N/A			N/A			N/A
	(127,557,780 ÷ 127,566,128 shares	)

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 41

Statements of Operations ($ Thousands)

For the six months ended July 31, 2013 (Unaudited)

	Money Market Fund			Government Fund			Government II Fund			Prime Obligation Fund
Investment Income:
Interest Income	$	457		$	974		$	702		$	3,738
Expenses:
Administration Fees		763			1,806			1,243			3,530
Shareholder Servicing Fees — Class A Shares		435			1,682			1,386			4,423
Shareholder Servicing Fees — Sweep Class Shares		32			74			—			9
Distribution Fees — Sweep Class Shares		65			36			—			4
Administrative and Shareholder Servicing Fees — Class B Shares		89			188			284			167
Administrative and Shareholder Servicing Fees — Class C Shares		72			12			30			94
Administrative and Shareholder Servicing Fees — Class H Shares		—			—			—			49
Investment Advisory Fees		162			527			458			1,301
Trustees’ Fees		4			12			12			34
Chief Compliance Officer Fees		1			3			3			10
Registration Fees		8			32			33			101
Custodian/Wire Agent Fees		9			25			27			68
Pricing Fees		1			2			3			7
Other Expenses		21			69			60			190
Total Expenses		1,662			4,468			3,539			9,987
Less, Waiver of:
Investment Advisory Fees		(81	)		(263	)		(229	)		(650	)
Administration Fees		(492	)		(1,389	)		(969	)		(1,141	)
Shareholder Servicing Fees — Class A Shares		(435	)		(1,682	)		(1,386	)		(4,423	)
Administrative & Shareholder Servicing Fees — Class B Shares		(84	)		(188	)		(284	)		(164	)
Administrative & Shareholder Servicing Fees — Class C Shares		(69	)		(12	)		(30	)		(93	)
Administrative & Shareholder Servicing Fees — Class H Shares		—			—			—			(49	)
Shareholder Servicing & Distribution Fees — Sweep Class Shares		(95	)		(110	)		—			(13	)
Net Expenses		406			824			641			3,454
Net Investment Income		51			150			61			284
Net Realized Gain (Loss) on/from:
Investments		—			—			1			3
Futures Contracts		—			—			—			—
Net Change in Unrealized Appreciation (Depreciation) on/from:
Investments		—			—			—			—
Futures Contracts		—			—			—			—
Net Increase (Decrease) in Net Assets Resulting from Operations	$	51		$	150		$	62		$	287

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

The accompanying notes are an integral part of the financial statements.

42 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Treasury Fund			Treasury II Fund			Ultra Short Duration Bond Fund			Short-Duration Government  Fund			Intermediate- Duration Government Fund			GNMA Fund
$	166		$	302		$	1,240		$	3,538		$	375		$	1,413
	370			903			420			1,277			64			408
	93			550			300			912			45			319
	145			—			—			—			—			—
	296			—			—			—			—			—
	159			458			—			—			—			—
	27			20			—			—			—			—
	—			—			—			—			—			—
	108			263			125			318			16			111
	3			7			2			6			—			3
	1			2			1			2			—			1
	10			20			6			17			1			6
	6			12			4			12			1			5
	1			1			19			56			—			22
	15			38			11			35			9			13
	1,234			2,274			888			2,635			136			888
	(54	)		(132	)		(10	)		(20	)		—			—
	(309	)		(850	)		(121	)		—			(39	)		(82	)
	(93	)		(550	)		(300	)		(858	)		—			—
	(159	)		(458	)		—			—			—			—
	(27	)		(20	)		—			—			—			—
	—			—			—			—			—			—
	(441	)		—			—			—			—			—
	151			264			457			1,757			97			806
	15			38			783			1,781			278			607
	—			2			112			(5,396	)		(167	)		(2,806	)
	—			—			96			2,654			(146	)		(711	)
	—			—			(902	)		(6,461	)		(532	)		(4,305	)
	—			—			13			2,262			19			14
$	15		$	40		$	102		($	5,160	)	($	548	)	($	7,201	)

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 43

Statements of Changes in Net Assets ($ Thousands)

For the six months ended July 31, 2013 (Unaudited) and the year ended January 31, 2013

	Money Market Fund						Government Fund
	2/1/13-7/31/13			2/1/12-1/31/13			2/1/13-7/31/13			2/1/12-1/31/13
Operations:
Net Investment Income	$	51		$	220		$	150		$	265
Net Realized Gain on Investments		—			4			—			—
Net Increase in Net Assets Resulting from Operations		51			224			150			265
Dividends and Distributions to Shareholders:
Net Investment Income
Class A		(46	)		(209	)		(134	)		(231	)
Class B		(3	)		(5	)		(13	)		(26	)
Class C		(1	)		(3	)		—			(2	)
Class H		—			—			—			—
Sweep Class		(1	)		(3	)		(3	)		(6	)
Net Capital Gain
Class A		—			(5	)		—			—
Class B		—			(1	)		—			—
Class C		—			(1	)		—			—
Sweep Class		—			—			—			—
Total Dividends and Distributions		(51	)		(227	)		(150	)		(265	)
Capital Share Transactions (All at $1.00 per share)
Class A:
Proceeds from Shares Issued		700,225			1,652,039			4,677,686			8,233,385
Reinvestment of Dividends & Distributions		37			152			48			103
Cost of Shares Redeemed		(706,294	)		(1,543,585	)		(4,530,041	)		(7,995,704	)
Net Increase (Decrease) from Class A Transactions		(6,032	)		108,606			147,693			237,784
Class B:
Proceeds from Shares Issued		199,729			250,953			323,265			732,103
Reinvestment of Dividends & Distributions		2			3			8			14
Cost of Shares Redeemed		(199,938	)		(263,922	)		(316,158	)		(719,089	)
Net Increase (Decrease) from Class B Transactions		(207	)		(12,966	)		7,115			13,028
Class C:
Proceeds from Shares Issued		116,627			256,935			53,993			137,824
Reinvestment of Dividends & Distributions		—			—			—			—
Cost of Shares Redeemed		(115,588	)		(257,730	)		(62,044	)		(133,308	)
Net Increase (Decrease) from Class C Transactions		1,039			(795	)		(8,051	)		4,516
Class H:
Proceeds from Shares Issued		N/A			N/A			N/A			N/A
Reinvestment of Dividends & Distributions		N/A			N/A			N/A			N/A
Cost of Shares Redeemed		N/A			N/A			N/A			N/A
Net Decrease from Class H Transactions		N/A			N/A			N/A			N/A
Sweep Class:
Proceeds from Shares Issued		156,803			238,531			96,052			274,378
Reinvestment of Dividends & Distributions		—			—			3			5
Cost of Shares Redeemed		(148,807	)		(241,261	)		(97,652	)		(266,480	)
Net Increase (Decrease) from Sweep Class Transactions		7,996			(2,730	)		(1,597	)		7,903
Net Increase (Decrease) in Net Assets from Capital Shares Transactions		2,796			92,115			145,160			263,231
Net Increase (Decrease) in Net Assets		2,796			92,112			145,160			263,231
Net Assets:
Beginning of Period		367,418			275,306			1,473,716			1,210,485
End of Period	$	370,214		$	367,418		$	1,618,876		$	1,473,716
Undistributed (Distributions in Excess of) Net Investment Income	$	2		$	2		$	—		$	—

Amounts designated as “—” are zero or have been rounded to zero

N/A — Not applicable. Class H and Sweep Class currently not offered.

The accompanying notes are an integral part of the financial statements.

44 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Government II Fund						Prime Obligation Fund						Treasury Fund						Treasury II Fund
2/1/13-7/31/13			2/1/12-1/31/13			2/1/13-7/31/13			2/1/12-1/31/13			2/1/13-7/31/13			2/1/12-1/31/13			2/1/13-7/31/13			2/1/12-1/31/13
$	61		$	138		$	284		$	2,739		$	15		$	38		$	38		$	79
	1			3			3			8			—			—			2			4
	62			141			287			2,747			15			38			40			83
	(55	)		(116	)		(276	)		(2,719	)		(4	)		(12	)		(22	)		(47	)
	(9	)		(17	)		(5	)		(13	)		(5	)		(10	)		(15	)		(31	)
	(1	)		(1	)		(2	)		(5	)		—			(1	)		(1	)		(1	)
	—			—			—			(2	)		—			—			—			—
	—			—			(1	)		—			(6	)		(15	)		—			—
	—			(25	)		—			—			—			—			—			(10	)
	—			(4	)		—			—			—			—			—			(5	)
	—			—			—			—			—			—			—			—
	—			—			—			—			—			—			—			—
	(65	)		(163	)		(284	)		(2,739	)		(15	)		(38	)		(38	)		(94	)
	1,340,138			2,970,008			17,713,726			29,890,477			288,998			6,262,341			833,260			1,606,674
	5			14			61			646			2			6			8			20
	(1,492,163	)		(3,040,818	)		(17,276,931	)		(30,283,897	)		(321,600	)		(6,379,528	)		(877,219	)		(1,618,448	)
	(152,020	)		(70,796	)		436,856			(392,774	)		(32,600	)		(117,181	)		(43,951	)		(11,754	)
	534,665			1,099,856			270,737			822,105			356,396			768,555			562,246			1,156,866
	7			16			2			5			4			7			2			6
	(562,889	)		(1,061,718	)		(275,204	)		(838,507	)		(354,961	)		(773,983	)		(650,103	)		(1,221,088	)
	(28,217	)		38,154			(4,465	)		(16,397	)		1,439			(5,421	)		(87,855	)		(64,216	)
	76,503			120,872			118,743			357,784			61,521			114,411			22,026			76,698
	—			—			—			1			—			—			—			—
	(77,260	)		(117,158	)		(128,683	)		(365,734	)		(57,206	)		(110,411	)		(21,789	)		(76,640	)
	(757	)		3,714			(9,940	)		(7,949	)		4,315			4,000			237			58
	N/A			N/A			31,574			47,697			N/A			N/A			N/A			N/A
	N/A			N/A			1			2			N/A			N/A			N/A			N/A
	N/A			N/A			(34,708	)		(47,916	)		N/A			N/A			N/A			N/A
	N/A			N/A			(3,133	)		(217	)		N/A			N/A			N/A			N/A
	N/A			N/A			14,777			32,135			105,073			336,597			N/A			N/A
	N/A			N/A			—			—			—			—			N/A			N/A
	N/A			N/A			(13,917	)		(33,136	)		(104,108	)		(347,340	)		N/A			N/A
	N/A			N/A			860			(1,001	)		965			(10,743	)		N/A			N/A
	(180,994	)		(28,928	)		420,178			(418,338	)		(25,881	)		(129,345	)		(131,569	)		(75,912	)
	(180,997	)		(28,950	)		420,181			(418,330	)		(25,881	)		(129,345	)		(131,567	)		(75,923	)
	1,450,957			1,479,907			3,897,000			4,315,330			328,520			457,865			797,452			873,375
$	1,269,960		$	1,450,957		$	4,317,181		$	3,897,000		$	302,639		$	328,520		$	665,885		$	797,452
$	(7	)	$	(3	)	$	—		$	—		$	—		$	—		$	(1	)	$	(1	)

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 45

Statements of Changes in Net Assets ($ Thousands)

For the six months ended July 31, 2013 (Unaudited) and the year ended January 31, 2013

	Ultra Short Duration Bond Fund
	2/1/13-7/31/13			2/1/12-1/31/13
Operations:
Net Investment Income	$	783		$	2,051
Net Realized Gain (Loss) on Investments and Futures Contracts		208			(291	)
Net Change in Unrealized Appreciation (Depreciation) on Investments and Futures Contracts		(889	)		3,625
Net Increase (Decrease) in Net Assets Resulting from Operations		102			5,385
Dividends and Distributions to Shareholders:
Net Investment Income		(1,080	)		(2,657	)
Net Capital Gains		—			—
Total Dividends and Distributions		(1,080	)		(2,657	)
Capital Share Transactions:
Class A:
Proceeds from Shares Issued		86,910			142,536
Reinvestment of Dividends & Distributions		798			2,082
Cost of Shares Redeemed		(99,961	)		(161,341	)
Net Increase (Decrease) from Class A Transactions		(12,253	)		(16,723	)
Net Increase (Decrease) in Net Assets		(13,231	)		(13,995	)
Net Assets:
Beginning of Period		241,007			255,002
End of Period	$	227,776		$	241,007
Undistributed (Distributions in Excess of) Net Investment Income	$	(310	)	$	(13	)
Capital Share Transactions:
Class A:
Shares Issued		9,289			15,275
Reinvestment of Distributions		85			223
Shares Redeemed		(10,675	)		(17,309	)
Net Increase (Decrease) in Shares Outstanding from Share Transactions		(1,301	)		(1,811	)

Amounts designated as “—“are zero or have been rounded to zero.

The accompanying notes are an integral part of the financial statements.

46 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Short-Duration Government Fund						Intermediate-Duration Government Fund						GNMA Fund
2/1/13-7/31/13			2/1/12-1/31/13			2/1/13-7/31/13			2/1/12-1/31/13			2/1/13-7/31/13			2/1/12-1/31/13
$	1,781		$	3,815		$	278		$	755		$	607		$	2,337
	(2,742	)		6,757			(313	)		1,308			(3,517	)		5,572
	(4,199	)		(4,462	)		(513	)		(1,219	)		(4,291	)		(2,636	)
	(5,160	)		6,110			(548	)		844			(7,201	)		5,273
	(3,243	)		(6,288	)		(350	)		(1,016	)		(2,241	)		(4,890	)
	—			(6,560	)		—			—			—			(6,583	)
	(3,243	)		(12,848	)		(350	)		(1,016	)		(2,241	)		(11,473	)
	228,386			436,154			10,087			40,223			38,360			175,062
	2,859			11,313			291			895			1,928			9,985
	(157,691	)		(468,755	)		(12,200	)		(74,881	)		(121,263	)		(117,438	)
	73,554			(21,288	)		(1,822	)		(33,763	)		(80,975	)		67,609
	65,151			(28,026	)		(2,720	)		(33,935	)		(90,417	)		61,409
	711,100			739,126			37,523			71,458			304,425			243,016
$	776,251		$	711,100		$	34,803		$	37,523		$	214,008		$	304,425
$	(910	)	$	552		$	67		$	139		$	(1,641	)	$	(7	)
	21,607			40,674			854			3,374			3,614			16,023
	271			1,056			25			75			183			917
	(14,921	)		(43,700	)		(1,039	)		(6,290	)		(11,454	)		(10,770	)
	6,957			(1,970	)		(160	)		(2,841	)		(7,657	)		6,170

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 47

Financial Highlights

For the six months ended July 31, 2013 (Unaudited) and for the years ending January 31, 2013

For a Share Outstanding Throughout the Period

	Net Asset Value, Beginning of Period		Net Investment Income*		Net Realized and Unrealized Gains (Losses) on  Securities			Payment by Affiliate		Total from Operations		Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income to Average Net Assets
Money Market Fund
Class A
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.01	%	$	249,031		0.17	%(3)		0.67	%		0.03	%
2013		1.00		—		—			—		—		—	(1)		—	(1)		—	(1)		1.00		0.09			255,063		0.18			0.68			0.09
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.06			146,460		0.18			0.68			0.06
2011		1.00		—		—			—		—		—	(1)		—	(1)		—	(1)		1.00		0.14			214,779		0.18			0.68			0.14
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.31			228,375		0.24	(2)		0.70			0.35
2009		1.00		0.02		(0.01	)		0.01		0.02		(0.02	)		—			(0.02	)		1.00		2.45	††		341,204		0.20	(2)		0.64			2.46
Class B
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	59,862		0.19	%(3)		0.72	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—	(1)		—	(1)		1.00		0.01			60,069		0.26	(3)		0.73			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			73,035		0.23	(3)		0.73			0.01
2011		1.00		—		—			—		—		—	(1)		—	(1)		—	(1)		1.00		0.01			39,352		0.30			0.80			0.01
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.15			51,142		0.44	(2)(3)		0.76			0.19
2009		1.00		0.02		(0.01	)		0.01		0.02		(0.02	)		—			(0.02	)		1.00		2.15	††		120,925		0.50	(2)		0.70			2.19
Class C
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	33,353		0.19	%(3)		0.92	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—	(2)		—	(1)		1.00		0.01			32,314		0.26	(3)		0.93			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			33,110		0.23	(3)		0.93			0.01
2011		1.00		—		—			—		—		—	(1)		—	(2)		—	(1)		1.00		0.01			52,876		0.30			0.80			0.01
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.08			74,047		0.49	(2)(3)		0.95			0.10
2009		1.00		0.02		(0.01	)		0.01		0.02		(0.02	)		—			(0.02	)		1.00		1.94	††		158,833		0.70	(2)		0.89			2.00
Sweep Class
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	27,968		0.19	%(3)		1.17	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—	(2)		—	(1)		1.00		0.01			19,972		0.26	(3)		1.18			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			22,701		0.23	(3)		1.18			0.01
2011		1.00		—		—			—		—		—	(1)		—	(2)		—	(1)		1.00		0.01			26,603		0.31			0.81			0.01
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.07			28,445		0.52	(2)(3)		1.20			0.08
2009		1.00		0.02		(0.01	)		0.01		0.02		(0.02	)		—			(0.02	)		1.00		1.69	††		68,179		0.95	(2)		1.14			1.79
Government Fund
Class A
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.01	%	$	1,440,028		0.11	%(3)		0.58	%		0.02	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.02			1,292,334		0.16	(3)		0.59			0.02
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			1,054,551		0.10	(3)		0.59			0.05
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			633,160		0.17	(3)		0.59			0.05
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.14			825,341		0.20	(2)		0.57			0.16
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		2.15			1,526,541		0.22	(2)		0.54			2.06
Class B
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.01	%	$	140,808		0.11	%(3)		0.63	%		0.02	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.02			133,693		0.16	(3)		0.64			0.02
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			120,664		0.09	(3)		0.64			0.05
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			334,209		0.16	(3)		0.64			0.05
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.07			427,711		0.28	(2)(3)		0.62			0.07
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		1.84			623,905		0.52	(2)		0.60			1.62
Class C
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.01	%	$	4,501		0.11	%(3)		0.83	%		0.02	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.02			12,552		0.16	(3)		0.84			0.02
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			8,036		0.10	(3)		0.84			0.05
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			55,406		0.17	(3)		0.84			0.05
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.06			59,565		0.31	(2)(3)		0.82			0.07
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		1.64			153,015		0.71	(2)(3)		0.79			1.65
Sweep Class
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.01	%	$	33,539		0.11	%(3)		1.08	%		0.02	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.02			35,137		0.16			1.09			0.02
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			27,234		0.09			1.09			0.05
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.05			25,158		0.16			1.09			0.05
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.06			30,018		0.30	(3)(4)		1.07			0.07
2009		1.00		0.01		—			—		0.01		(0.01	)		—			(0.01	)		1.00		1.39			45,154		0.96	(3)(4)		1.04			1.34

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

(1) Amount represents less than $0.01 per share.

(2) The expense ratio includes the Treasury Guarantee Program expense. The Fund participated in the Temporary Guarantee Program for Money Market Funds from September 18, 2008 through September 18, 2009. Had the expense been excluded, the expense ratio would have been equal to, or less than, the expense ratio cap figure. See Note 3 for expense ratio cap figure.

(3) The Distributor and/or Administrator have voluntarily agreed to waive and reduce its fee and/or reimburse certain expenses of the Fund in order to limit the one-day net income yield of the Fund to not less than 0.01% of the Fund’s average daily net assets of the share class. Had these waivers and the Treasury Guarantee Program expense been excluded the ratio would have been at the expense ratio cap figure. See Note 3 for expense ratio cap figure.

(4) Amount represents less than 0.01%.

* Per share calculations were performed using average shares.

@ For the six month period ended July 31, 2013. All ratios for the period have been annualized.

† Returns are for the period indicated and have not been annualized. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

†† The total return includes payment by affiliate. Had the payment been excluded the total return would have been 1.61%, 1.31%, 1.11% and 0.86% for Class A, Class B, Class C and Sweep Class, respectively.

The accompanying notes are an integral part of the financial statements.

48 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

	Net Asset Value, Beginning of Period		Net Investment Income*		Net Realized and Unrealized Gains (Losses) on Securities			Payment by Affiliate		Total from Operations		Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income to Average Net Assets
Government II Fund
Class A
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	1,085,182		0.10	%(3)		0.53	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—	(2)		—	(1)		1.00		0.01			1,237,205		0.12	(3)		0.54			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			1,308,018		0.09	(3)		0.54			0.01
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			1,233,569		0.16	(3)		0.54			0.01
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.11			1,280,352		0.19	(2)		0.52			0.12
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		2.10			2,050,235		0.21	(2)		0.50			1.99
Class B
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	176,413		0.10	%(3)		0.58	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—	(2)		—	(1)		1.00		0.01			204,630		0.12	(3)		0.59			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			166,481		0.09	(3)		0.59			0.01
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			119,864		0.16	(3)		0.59			0.01
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.06			146,960		0.25	(2)		0.56			0.06
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		1.79			242,332		0.51	(2)		0.54			1.80
Class C
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	8,365		0.10	%(3)		0.78	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—	(2)		—	(1)		1.00		0.01			9,122		0.12	(3)		0.79			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			5,408		0.10	(3)		0.79			0.01
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			9,460		0.16	(3)		0.79			0.01
2010		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.06			5,252		0.28	(2)(3)		0.77			0.06
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		1.60			31,462		0.70	(2)(3)		0.74			1.63
Prime Obligation Fund
Class A
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.01	%	$	4,151,577		0.19	%		0.53	%		0.02	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.07			3,714,719		0.20			0.54			0.07
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.04			4,107,485		0.20			0.54			0.04
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.11			3,144,153		0.20			0.54			0.12
2010		1.00		—		(0.04	)		0.04		—		—	(1)		—			—	(1)		1.00		0.20	††		3,158,830		0.23	(2)		0.53			0.26
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		2.37			3,796,102		0.22	(2)		0.50			2.42
Class B
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	115,116		0.19	%(3)		0.58	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			119,581		0.26	(3)		0.59			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			135,978		0.23	(3)		0.59			0.01
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			135,319		0.31	(3)		0.59			0.01
2010		1.00		—		(0.04	)		0.04		—		—	(1)		—			—	(1)		1.00		0.07	††		182,593		0.38	(2)(3)		0.58			0.15
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		2.06			346,741		0.51	(2)		0.55			2.17
Class C
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	24,163		0.19	%(3)		0.78	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			34,102		0.26	(3)		0.79			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			42,051		0.23	(3)		0.79			0.01
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			56,037		0.30	(3)		0.79			0.01
2010		1.00		—		(0.04	)		0.04		—		—	(1)		—			—	(1)		1.00		0.06	††		95,092		0.39	(2)(3)		0.78			0.14
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		1.86			467,782		0.71	(2)		0.75			2.04
Class H
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	22,296		0.19	%(3)		0.71	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			25,429		0.26	(3)		0.72			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			25,646		0.23	(3)		0.72			0.01
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			24,405		0.30	(3)		0.72			0.01
2010		1.00		—		(0.04	)		0.04		—		—	(1)		—			—	(1)		1.00		0.02	††		31,797		0.43	(2)(3)		0.71			0.09
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		1.93			58,276		0.64	(2)		0.67			2.11
Sweep Class
2013@	$	1.00	$	—	$	—		$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	4,029		0.19	%(3)		1.03	%		0.01	%
2013		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			3,169		0.26	(3)		1.04			0.01
2012		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			4,170		0.23	(3)		1.04			0.01
2011		1.00		—		—			—		—		—	(1)		—			—	(1)		1.00		0.01			4,710		0.30	(3)		1.04			0.01
2010		1.00		—		(0.04	)		0.04		—		—	(1)		—			—	(1)		1.00		0.06	††		31,787		0.39	(2)(3)		1.03			0.14
2009		1.00		0.02		—			—		0.02		(0.02	)		—			(0.02	)		1.00		1.62			57,135		0.95	(2)(3)		1.00			1.54

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

(1) Amount represents less than $0.01 per share.

(2) The expense ratio includes the Treasury Guarantee Program expense. The Fund participated in the Temporary Guarantee Program for Money Market Funds from September 18, 2008 through September 18, 2009. Had the expense been excluded, the expense ratio would have been equal to, or less than, the expense ratio cap figure. See Note 3 for expense ratio cap figure.

(3) The Distributor and/or Administrator have voluntarily agreed to waive and reduce its fee and/or reimburse certain expenses of the Fund in order to limit the one-day net income yield of the Fund to not less than 0.01% of the Fund’s average daily net assets of the share class. Had these waivers and the Treasury Guarantee Program expense been excluded the ratio would have been at the expense ratio cap figure. See Note 3 for expense ratio cap figure.

(4) Amount represents less than 0.01%.

* Per share calculations were performed using average shares.

@ For the six month period ended July 31, 2013. All ratios for the period have been annualized.

† Returns are for the period indicated and have not been annualized. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

†† The total return includes payment by affiliate. Had the payment been excluded the total return would have been (3.28)%, (3.41)%, (3.42)%, (3.45)% and (3.42)% for Class A, Class B, Class C, Class H and Sweep Class, respectively.

The accompanying notes are an integral part of the financial statements.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 49

Financial Highlights

For the six months ended July 31, 2013 (Unaudited) and for the years ending January 31, 2013

For a Share Outstanding Throughout the Period

	Net Asset Value, Beginning of Period		Net Investment Income*		Net Realized and Unrealized Gains (Losses) on  Securities		Payment by Affiliate		Total from Operations		Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income to Average Net Assets
Treasury Fund
Class A
2013@	$	1.00	$	—	$	—	$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	49,739		0.10	%(3)		0.58	%		0.01	%
2013		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			82,339		0.14	(3)		0.59			0.01
2012		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			199,520		0.08	(3)		0.59			0.01
2011		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.02			175,749		0.18	(3)		0.59			0.02
2010		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.07			295,695		0.17	(2)		0.56			0.07
2009		1.00		0.01		—		—		0.01		(0.01	)		—			(0.01	)		1.00		1.27			572,906		0.19	(2)		0.55			1.18
Class B
2013@	$	1.00	$	—	$	—	$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	110,044		0.10	%(3)		0.63	%		0.01	%
2013		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			108,605		0.14	(3)		0.64			0.01
2012		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			114,026		0.08	(3)		0.64			0.01
2011		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			178,769		0.19	(3)		0.64			0.01
2010		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.06			184,127		0.20	(2)(3)		0.61			0.06
2009		1.00		0.01		—		—		0.01		(0.01	)		—			(0.01	)		1.00		1.06			487,254		0.40	(2)(3)		0.59			1.12
Class C
2013@	$	1.00	$	—	$	—	$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	15,298		0.10	%(3)		0.83	%		0.01	%
2013		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			10,983		0.14	(3)		0.84			0.01
2012		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			6,984		0.08	(3)		0.84			0.01
2011		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			10,948		0.18	(3)		0.84			0.01
2010		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.06			26,423		0.20	(2)(3)		0.81			0.06
2009		1.00		0.01		—		—		0.01		(0.01	)		—			(0.01	)		1.00		0.93			72,803		0.53	(2)(3)		0.80			0.98
Sweep Class
2013@	$	1.00	$	—	$	—	$	—	$	—	$	—		$	—		$	—	(1)	$	1.00		0.00	%(4)	$	127,558		0.10	%(3)		1.08	%		0.01	%
2013		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			126,593		0.14	(3)		1.09			0.01
2012		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			137,336		0.08	(3)		1.09			0.01
2011		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			129,514		0.19	(3)		1.09			0.01
2010		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.06			138,438		0.18	(2)(3)		1.06			0.06
2009		1.00		0.01		—		—		0.01		(0.01	)		—			(0.01	)		1.00		0.77			206,719		0.61	(2)(3)		1.05			0.67
Treasury II Fund
Class A
2013@	$	1.00	$	—	$	—	$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	416,640		0.07	%(3)		0.58	%		0.01	%
2013		1.00		—		—		—		—		—	(1)		—	(4)		—	(1)		1.00		0.01			460,590		0.08	(3)		0.59			0.01
2012		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			472,352		0.05	(3)		0.59			0.01
2011		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			287,823		0.12	(3)		0.59			0.01
2010		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.04			436,276		0.12	(2)		0.55			0.04
2009		1.00		0.01		—		—		0.01		(0.01	)		—			(0.01	)		1.00		1.05			688,813		0.20	(2)		0.54			0.87
Class B
2013@	$	1.00	$	—	$	—	$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	243,026		0.07	%(3)		0.63	%		0.01	%
2013		1.00		—		—		—		—		—	(1)		—	(4)		—	(1)		1.00		0.01			330,880		0.08	(3)		0.64			0.01
2012		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			395,099		0.05	(3)		0.64			0.01
2011		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			178,037		0.12	(3)		0.64			0.01
2010		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.04			165,266		0.12	(2)(3)		0.60			0.04
2009		1.00		0.01		—		—		0.01		(0.01	)		—			(0.01	)		1.00		0.82			363,238		0.39	(2)(3)		0.59			0.58
Class C
2013@	$	1.00	$	—	$	—	$	—	$	—	$	—	(1)	$	—		$	—	(1)	$	1.00		0.00	%(4)	$	6,219		0.07	%(3)		0.83	%		0.01	%
2013		1.00		—		—		—		—		—	(1)		—	(4)		—	(1)		1.00		0.01			5,982		0.08	(3)		0.84			0.01
2012		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			5,924		0.05	(3)		0.84			0.01
2011		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.01			6,183		0.12	(3)		0.84			0.01
2010		1.00		—		—		—		—		—	(1)		—			—	(1)		1.00		0.04			8,619		0.12	(2)(3)		0.80			0.04
2009		1.00		0.01		—		—		0.01		(0.01	)		—			(0.01	)		1.00		0.69			13,364		0.47	(2)(3)		0.79			0.50

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

(1) Amount represents less than $0.01 per share.

(2) The expense ratio includes the Treasury Guarantee Program expense. The Fund participated in the Temporary Guarantee Program for Money Market Funds from September 18, 2008 through September 18, 2009. Had the expense been excluded, the expense ratio would have been equal to, or less than, the expense ratio cap figure. See Note 3 for expense ratio cap figure.

(3) The Distributor and/or Administrator have voluntarily agreed to waive and reduce its fee and/or reimburse certain expenses of the Fund in order to limit the one-day net income yield of the Fund to not less than 0.01% of the Fund’s average daily net assets of the share class. Had these waivers and the Treasury Guarantee Program expense been excluded the ratio would have been at the expense ratio cap figure. See Note 3 for expense ratio cap figure.

(4) Amount represents less than 0.01%.

* Per share calculations were performed using average shares.

@ For the six month period ended July 31, 2013. All ratios for the period have been annualized.

† Returns are for the period indicated and have not been annualized. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

The accompanying notes are an integral part of the financial statements.

50 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

	Net Asset Value, Beginning of Period		Net Investment Income*		Net Realized and Unrealized Gains (Losses) on Securities			Total from Operations			Dividends from Net Investment Income			Distributions from Realized Capital Gains			Total Dividends and Distributions			Net Asset Value, End of Period		Total Return†			Net Assets End of Period ($ Thousands)		Ratio of Expenses to Average Net Assets			Ratio of Expenses to Average Net Assets (Excluding Waivers)			Ratio of Net Investment Income to Average Net Assets			Portfolio Turnover Rate†
Ultra Short Duration Bond Fund
Class A
2013@	$	9.37	$	0.03	$	(0.03	)	$	—		$	(0.04	)	$	—		$	(0.04	)	$	9.33		0.02	%	$	227,776		0.38	%		0.74	%		0.65	%		72	%
2013		9.26		0.08		0.13			0.21			(0.10	)		—			(0.10	)		9.37		2.31			241,007		0.38			0.74			0.85			197
2012		9.33		0.10		(0.05	)		0.05			(0.12	)		—			(0.12	)		9.26		0.55			255,002		0.38			0.74			1.08			177
2011		9.24		0.13		0.12			0.25			(0.16	)		—			(0.16	)		9.33		2.74			465,612		0.38			0.74			1.37			78
2010		8.51		0.24		0.73			0.97			(0.24	)		—			(0.24	)		9.24		11.58			257,238		0.38			0.75			2.72			73
2009		9.69		0.32		(1.18	)		(0.86	)		(0.32	)		—			(0.32	)		8.51		(9.00	)		207,081		0.38			0.75			3.50			99
Short-Duration Government Fund
Class A
2013@	$	10.62	$	0.03	$	(0.10	)	$	(0.07	)	$	(0.05	)	$	—		$	(0.05	)	$	10.50		(0.70	)%	$	776,251		0.48	%		0.74	%		0.49	%		373	%
2013		10.72		0.06		0.04			0.10			(0.10	)		(0.10	)		(0.20	)		10.62		0.92			711,100		0.48			0.74			0.55			628
2012		10.59		0.09		0.17			0.26			(0.12	)		(0.01	)		(0.13	)		10.72		2.53			739,126		0.48			0.74			0.85			712
2011		10.52		0.09		0.18			0.27			(0.14	)		(0.06	)		(0.20	)		10.59		2.59			867,313		0.48			0.72			0.84			521
2010		10.25		0.21		0.29			0.50			(0.23	)		—			(0.23	)		10.52		4.94			377,088		0.48			0.75			2.02			347
2009		10.21		0.36		0.04			0.40			(0.36	)		—			(0.36	)		10.25		4.05			288,064		0.48			0.74			3.53			693
Intermediate-Duration Government Fund
Class A
2013@	$	11.89	$	0.09	$	(0.26	)	$	(0.17	)	$	(0.11	)	$	—		$	(0.11	)	$	11.61		(1.42	)%	$	34,803		0.53	%		0.75	%		1.53	%		257	%
2013		11.91		0.16		0.03			0.19			(0.21	)		—			(0.21	)		11.89		1.63			37,523		0.53			0.73			1.33			740
2012		11.32		0.17		0.64			0.81			(0.22	)		—	(1)		(0.22	)		11.91		7.22			71,458		0.53			0.74			1.47			726
2011		11.24		0.13		0.39			0.52			(0.19	)		(0.25	)		(0.44	)		11.32		4.62			187,944		0.53			0.72			1.14			590
2010		11.20		0.32		0.41			0.73			(0.32	)		(0.37	)		(0.69	)		11.24		6.61			62,977		0.53			0.76			2.82			213
2009		10.76		0.38		0.44			0.82			(0.38	)		—			(0.38	)		11.20		7.85			92,025		0.53			0.74			3.48			641
GNMA Fund
Class A
2013@	$	10.70	$	0.03	$	(0.34	)	$	(0.31	)	$	(0.09	)	$	—		$	(0.09	)	$	10.30		(2.89	)%	$	214,008		0.63	%		0.70	%		0.48	%		387	%
2013		10.91		0.09		0.13			0.22			(0.19	)		(0.24	)		(0.43	)		10.70		1.98			304,425		0.63			0.70			0.83			867
2012		10.58		0.02		0.83			0.85			(0.13	)		(0.39	)		(0.52	)		10.91		8.09			243,016		0.63			0.70			0.22			1,515
2011		10.28		0.13		0.49			0.62			(0.16	)		(0.16	)		(0.32	)		10.58		6.06			334,415		0.63			0.70			1.27			1,024
2010		9.84		0.32		0.47			0.79			(0.35	)		—			(0.35	)		10.28		8.18			198,914		0.63			0.72			3.16			533
2009		9.63		0.40		0.21			0.61			(0.40	)		—			(0.40	)		9.84		6.51			160,639		0.63			0.71			4.08			474

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

(1) Amount represents less than $0.01 per share.

* Per share calculations were performed using average shares.

@ For the six month period ended July 31, 2013. All ratios for the period have been annualized.

† Returns are for the period indicated and have not been annualized. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

The accompanying notes are an integral part of the financial statements.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 51

Notes to Financial Statements (Unaudited)

July 31, 2013

1. ORGANIZATION

SEI Daily Income Trust (the “Trust”) was organized as a Massachusetts business trust under a Declaration of Trust dated March 15, 1982.

The Trust is registered under the Investment Company Act of 1940, as amended, as a diversified, open-end investment company with ten operational Funds: the Money Market, Government, Government II, Prime Obligation, Treasury and Treasury II (each a “Fund,” collectively the “Money Market Funds”), the Ultra Short Duration Bond, Short-Duration Government, Intermediate-Duration Government and GNMA (each a “Fund,” collectively the “Fixed Income Funds”). The Trust is registered to offer: Class A shares of the Funds; Class B and Class C shares of the Money Market, Prime Obligation, Government, Government II, Treasury and Treasury II Funds; Class H shares of the Prime Obligation Fund; and Sweep Class shares of the Money Market, Government and Treasury Funds. The assets of each Fund are segregated, and a shareholder’s interest is limited to the Fund in which shares are held. The Funds’ prospectuses provide a description of each Fund’s investment objective and strategies.

2. SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of significant accounting policies followed by the Funds.

Use of Estimates — The preparation of financial statements, in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”), requires management to make estimates and assumptions that affect the reported amount of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

Security Valuation — Investment securities of the Money Market Funds are stated at amortized cost, which approximates market value. Under this valuation method, purchase discounts and premiums are accreted and amortized ratably to maturity and are included in interest income.

Investment securities of the Fixed Income Funds listed on a securities exchange, market or automated quotation system for which quotations are readily available are valued at the last quoted sale price on the primary exchange or market on which they are traded, or, if there is no such reported sale, at the most recent quoted bid price. If available, debt securities are priced based upon valuations provided by independent third-party pricing agents. Such values generally reflect the last reported sales price if the security is actively traded. The third party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations, or other methodologies designed to identify the market value for such securities. Debt obligations with remaining maturities of sixty days or less may be valued at their amortized cost,

which approximates market value. Prices for most securities held in the Funds are provided daily by recognized independent pricing agents. If a security price cannot be obtained from an independent third-party pricing agent, the Fixed Income Funds seek to obtain a bid price from at least one independent broker.

Securities for which market prices are not “readily available” are valued in accordance with Fair Value Procedures established by the Trust’s Board of Trustees. The Trust’s Fair Value Procedures are implemented through a Fair Value Committee (the “Committee”) designated by the Funds’ Board of Trustees. Some of the more common reasons that may necessitate that a security be valued using Fair Value Procedures include: the security’s trading has been halted or suspended; the security has been de-listed from a national exchange; the security’s primary trading market is temporarily closed at a time when under normal conditions it would be open; or the security’s primary pricing source is not able or willing to provide a price. When a security is valued in accordance with the Fair Value Procedures, the Committee will determine the value after taking into consideration relevant information reasonably available to the Committee. As of July 31, 2013, there were no fair valued securities in the Funds.

In accordance with U.S. GAAP, fair value is defined as the price that a Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. A three tier hierarchy has been established to maximize the use of observable and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing an asset. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available inthe circumstances.

The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

Level 1 — Unadjusted quoted prices in active markets for identical, unrestricted assets or liabilities that the Fund has the ability to access at the measurement date;

Level 2 — Quoted prices which are not active, or inputs that are observable (either directly or indirectly) for substantially the full term of the asset or liability; and

Level 3 — Prices, inputs or exotic modeling techniques which are both significant to the fair value measurement and unobservable (supported by little or no market activity).

Investments are classified within the level of the lowest significant input considered in determining fair value. Investments classified

52 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

within Level 3 whose fair value measurement considers several inputs may include Level 1 or Level 2 inputs as components of the overall fair value measurement.

For the six-month period ended July 31, 2013, there have been no significant changes to the Trust’s fair valuation methodologies.

Security Transactions and Investment Income — Security transactions are recorded on the trade date. Costs used in determining net realized capital gains and losses on the sale of securities are on the basis of specific identification. Dividend income is recognized on the ex-dividend date, and interest income is recognized using the accrual basis of accounting. Income from payment-in-kind securities is recorded daily based on the effective interest method of accrual.

Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. The Trust estimates the components of distributions received that may be considered nontaxable distributions or capital gain distributions.

For the Fixed Income Funds, amortization and accretion is calculated using the scientific interest method, which approximates the effective interest method over the holding period of the security. Amortization of premiums and discounts is included in interest income.

For the Money Market Funds, all amortization is calculated using the straight line method over the holding period of the security. Amortization of premiums and accretion of discounts are included in interest income.

Repurchase Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in repurchase agreements. Securities pledged as collateral for repurchase agreements are held by each Fund’s custodian bank until the repurchase date of the repurchase agreement. The Funds also invest in tri-party repurchase agreements. Securities held as collateral for tri-party repurchase agreements are maintained by the broker’s custodian bank in a segregated account until the repurchase date of the repurchase agreement. Provisions of the repurchase agreements and the Trust’s policies require that the market value of the collateral, including accrued interest thereon, is sufficient in the event of default by the counterparty. If the counterparty defaults and the value of the collateral declines, or if the counterparty enters into an insolvency proceeding, realization of the collateral by the Funds may be delayed or limited.

Futures Contracts — To the extent consistent with its Investment Objective and Strategies, the Fixed Income Funds utilized futures contracts during the six-month period ended July 31, 2013. These Funds’ investments in futures contracts are designed to enable the Funds to more closely approximate the performance of their benchmark indices. The Funds may use futures contracts for tactical hedging purposes as well as to enhance the Funds’ returns. Initial margin deposits of cash or securities are made upon entering into futures

contracts. The contracts are marked to market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, the futures contract involves the risk that the Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities.

Swap Agreements — To the extent consistent with its Investment Objective and Strategies, a Fund’s investments in swap contracts is mainly used as an efficient means to take and manage risk in the portfolio, including interest rate risk, credit risk and overall yield sensitivity. A swap agreement is a two-party contract under which an agreement is made to exchange returns from predetermined investments or instruments, including a particular interest rate, foreign currency, or “basket” of securities representing a particular index. Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal. Credit-default swaps involve periodic payments by a Fund or counterparty based on a specified rate multiplied by a notional amount assigned to an underlying debt instrument or group of debt instruments in exchange for the assumption of credit risk on the same instruments. In the event of a credit event, usually in the form of a credit rating downgrade, the party receiving periodic payments (i.e. floating rate payer) must pay the other party (i.e. fixed rate payer) an amount equal to the recovery rate used to settle the contracts. The recovery rate is a function of how many credit default swap investors wish to deliver the security or receive the security. The recovery rate is determined through an auction process. Total return swaps allow an investor to benefit from the cash flow without ever actually owning the underlying security. The receiver must pay any decline in value to the payer at the end of the total return swap. However, the investor does not need to make a payment if there is no decline in price. Payments can be made on various indices, bonds (i.e. mortgage backed securities, bank debt and corporate), loans or commodities. The value of a total return swap is equal to the change in value of the underlying asset versus the accrued income payment based on LIBOR or some other form of indices on the notional amount. Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 53

Notes to Financial Statements (Unaudited) (Continued)

July 31, 2013

payments for fixed rate payments) with respect to a notional amount of principal to manage a Fund’s exposure to interest rates. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the statement of assets and liabilities. Interest rate swap contracts outstanding at period end, if any, are listed after a Fund’s portfolio. In connection with swap agreements securities may be set aside as collateral by a Fund’s custodian. A Fund may enter into swap agreements in order to, among other things, change the maturity or duration of the investment portfolio, to protect a Fund’s value from changes in interest rates, or to expose a Fund to a different security or market.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss in the Statement of Operations. Net payments of interest are recorded as realized gains or losses.

Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.

This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund’s exposure to the counterparty. There were no outstanding swap agreements as of July 31, 2013.

Options Written/Purchased — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options contracts to add return or to hedge their existing portfolio securities. When the Fund writes or purchases an option, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option written or purchased. Premiums received or paid from purchasing or writing options which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss. The risk in writing a call option is that the Fund gives up the opportunity for profit if the market price of the security increases. The risk in writing a put option is that the Fund may incur a loss if the market price of the security decreases and the option is exercised. The risk in purchasing an option is that the Fund

pays a premium whether or not the option is exercised. The Fund also has the additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes. Finally, the risk exists that losses could exceed amounts disclosed on the Statement of Assets and Liabilities. There were no outstanding options contracts as of July 31, 2013.

TBA Purchase Commitments — To the extent consistent with its Investment Objective and Strategies, a Fixed Income Fund may engage in “to be announced” (“TBA”) purchase commitments to purchase securities for a fixed price at a future date. TBA purchase commitments may be considered securities and involve a risk of loss if the value of the security to be purchased declines prior to settlement date, which risk is in addition to the risk of decline in the value of a Fund’s other assets. Unsettled TBA purchase commitments are valued at the current market value of the underlying securities, according to the procedures described under “Security Valuation” above.

Collateralized Debt Obligations — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in collateralized debt obligations (“CDOs”), which include collateralized loan obligations (“CLOs”) and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans. CDOs may charge management fees and administrative expenses.

For CDOs, the cashflows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the “equity” tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CDO trust typically has a higher rating and lower yield than its underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CDO tranches can

experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults, as well as aversion to CDO securities as a class.

The risks of an investment in a CDO depend largely on its Class and its collateral securities. Normally, CLOs and other CDOs are privately offered and sold, and thus, are not registered under the securities laws. As a result, investments in CDOs may be characterized by the Funds as illiquid securities; however, an active dealer market may exist for CDOs, allowing a CDO to qualify for Rule 144A transactions. In addition to the normal risks associated with fixed income securities (e.g., interest rate risk and default risk), CDOs carry additional risks

54 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

including, but not limited to: (i) the possibility that distributions from collateral securities will not be adequate to make interest or other payments; (ii) the quality of the collateral may decline in value or default; (iii) the Funds may invest in CDOs that are subordinate to other classes; and (iv) the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment results.

Illiquid Securities — A security is considered illiquid if it cannot be sold or disposed of in the ordinary course of business within seven days or less for its approximate carrying value on the books of a Fund. Valuations of illiquid securities may differ significantly from the values that would have been used had an active market value for these securities existed.

Restricted Securities — Throughout the year, the Funds owned private placement investments that were purchased through private offerings or acquired through initial public offerings that could not be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption there from. In addition, the Funds had generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of those investments. These investments were valued at amortized cost as determined in accordance with the procedures approved by the Board of Trustees. At July 31, 2013, the Funds did not own any restricted securities.

Classes — Class-specific expenses are borne by that class of shares. Income, expenses, and realized and unrealized gains/losses and nonclass specific expenses are allocated to the respective class on the basis of relative daily net assets.

Expenses — Expenses that are directly related to one of the Funds are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative net assets.

Dividends and Distributions to Shareholders — Dividends from net investment income are declared daily and paid monthly. Any net realized capital gains on sales of securities after capital loss carryover are distributed at least annually by the Funds.

Redemption Fees — The Funds charge a redemption fee based on a redemption, or a series of redemptions from a single identifiable source that in the aggregate exceed a specified dollar threshold within any thirty day period, as presented below:

	Dollar Threshold ($ Thousands)		Redemption Fee
Ultra Short Duration Bond Fund	$	10,000		0.50	%
Short-Duration Government Fund		25,000		0.25	%
Intermediate-Duration Government Fund		10,000		0.25	%
GNMA Fund		10,000		0.25	%

For the six-month period ended July 31, 2013, the Fixed Income Funds did not retain any redemption fees. Such fees, if any, are retained by the Fixed Income Funds for the benefit of the remaining shareholders.

3. INVESTMENT ADVISORY, ADMINISTRATION, DISTRIBUTION AND CUSTODIAN AGREEMENTS AND OTHER TRANSACTIONS WITH AFFILIATES

Investment Advisory, Administration, Distribution and Custodian Agreements — SEI Investments Management Corporation (“SIMC”) serves as each Fund’s investment adviser (the “Adviser”) and “manager of managers” under an investment advisory agreement approved by the shareholders of each Fund. In connection with serving as Adviser, SIMC is entitled to a fee, which is calculated daily and paid monthly, based on the average daily net assets of each Fund.

SEI Investments Global Funds Services (the “Administrator”) provides the Trust with administrative and transfer agency services. For its services, the Administrator is entitled to a fee, which is calculated daily and paid monthly, based on the average daily net assets of each Fund.

SEI Investments Distribution Co. (the “Distributor”), a wholly owned subsidiary of SEI Investments Company (“SEI”) and a registered broker-dealer, acts as the Distributor of the shares of the Trust under a Distribution Agreement. The Trust also has adopted plans under which firms, including the Distributor, that provide shareholder and administrative services may receive compensation thereof. Specific classes of certain funds have also adopted distribution plans, pursuant to Rule 12b-1 under the Investment Company Act of 1940.

Such plans provide fees payable to the Distributor up to the following amounts, calculated as a percentage of the average daily net assets attributable to each particular class of each respective fund.

The Adviser, Administrator and/or Distributor have voluntarily agreed to waive a portion of their fees in order to keep total direct operating expenses (exclusive of interest from borrowings, brokerage commissions, taxes, Trustee fees, prime broker fees, interest and dividend expenses related to short sales and extraordinary expenses not incurred in the ordinary course of the Funds’ business) at a specified level.

The waivers by the Funds’ Adviser, Administrator and/or Distributor are limited to the Funds’ direct operating expenses and, therefore, do not apply to indirect expenses incurred by the Funds, such as acquired fund fees and expenses. The waivers are voluntarily and the Funds’ Adviser, Administrator and/or Distributor may discontinue all or part of any of these waivers at any time. In addition, some Funds may participate in a commission recapture program where the Funds’ trades may be executed through the Funds’ distributor, and a portion of the commissions paid on those trades are then used to pay the Funds’ expenses.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 55

Notes to Financial Statements (Unaudited) (Continued)

July 31, 2013

The following is a summary of annual fees payable to the Adviser, Administrator and Distributor and the voluntary expense limitations for each fund:

	Advisory Fees			Administration Fees			Shareholder Servicing Fees			Administrative Service Fees			Distribution Fees*			Voluntary Expense Limitations
Money Market Fund
Class A		0.07	%		0.33	%		0.25	%		—			—			0.18	%(1)
Class B		0.07	%		0.33	%		0.25	%		0.05	%		—			0.48	%(1)
Class C		0.07	%		0.33	%		0.25	%		0.25	%		—			0.68	%(1)
Sweep Class		0.07	%		0.33	%		0.25	%		—			0.50	%		0.93	%(1)
Government Fund
Class A		0.07	%		0.24	%		0.25	%		—			—			0.20	%(3)
Class B		0.07	%		0.24	%		0.25	%		0.05	%		—			0.50	%(3)
Class C		0.07	%		0.24	%		0.25	%		0.25	%		—			0.70	%(3)
Sweep Class		0.07	%		0.24	%		0.25	%		—			0.50	%		0.95	%(1)
Government II Fund
Class A		0.07	%		0.19	%		0.25	%		—			—			0.20	%(2)
Class B		0.07	%		0.19	%		0.25	%		0.05	%		—			0.50	%(2)
Class C		0.07	%		0.19	%		0.25	%		0.25	%		—			0.70	%(2)
Prime Obligation Fund
Class A		0.07	%		0.19	%		0.25	%		—			—			0.20	%(2)
Class B		0.07	%		0.19	%		0.25	%		0.05	%		—			0.50	%(2)
Class C		0.07	%		0.19	%		0.25	%		0.25	%		—			0.70	%(2)
Class H		0.07	%		0.19	%		0.25	%		0.18	%		—			0.63	%(1)
Sweep Class		0.07	%		0.19	%		0.25	%		—			0.50	%		0.95	%(1)
Treasury Fund
Class A		0.07	%		0.24	%		0.25	%		—			—			0.20	%(2)
Class B		0.07	%		0.24	%		0.25	%		0.05	%		—			0.50	%(2)
Class C		0.07	%		0.24	%		0.25	%		0.25	%		—			0.70	%(2)
Sweep Class		0.07	%		0.24	%		0.25	%		—			0.50	%		0.95	%(1)
Treasury II Fund
Class A		0.07	%		0.24	%		0.25	%		—			—			0.20	%(2)
Class B		0.07	%		0.24	%		0.25	%		0.05	%		—			0.50	%(2)
Class C		0.07	%		0.24	%		0.25	%		0.25	%		—			0.70	%(2)
Ultra Short Duration Bond Fund
Class A		0.10	%(5)		0.35	%		0.25	%		—			—			0.38	%(4)
Short-Duration Government Fund
Class A		0.09	%(5)		0.35	%		0.25	%		—			—			0.48	%(4)
Intermediate-Duration Government Fund
Class A		0.09	%(5)		0.35	%		0.25	%		—			—			0.53	%(4)
GNMA Fund
Class A		0.09	%(5)		0.32	%		0.25	%		—			—			0.63	%(4)

(1) Represents a voluntary cap that may be discontinued at any time.

(2) Represents a contractual cap effective through January 31, 2014, to be changed only by board approval.

(3) Represents a contractual cap of .25%, .55%, and .75% of Class A, B, and C, respectively, effective through January 31, 2014, to be changed only by Board approval. In addition, management has voluntarily waived fees to a cap of .20%, .50%, and .70% of Class A, B, and C, respectively, that may be discontinued at any time

(4) Represents a voluntary cap that may be discontinued at anytime. Prior to March 1, 2008, the cap for the Ultra Short Duration Bond, Short-Duration Government, Intermediate-Duration Government and GNMA Funds were .35%, .45%, .50%, and .60%, respectively.

(5) The Adviser receives an annual fee equal to .10% on the first $500 million of net assets, .075% of net assets between $500 million and $1 billion and .05% on the net assets in excess of $1 billion for the Ultra Short Duration Bond Fund, Short-Duration Government, Intermediate-Duration Government and GNMA Funds. The fee is calculated based on the combined assets of these Funds.

* These payments are characterized as “compensation” and are not directly tied to expenses incurred by the Distributor. The payments the Distributor receives during any year may therefore be higher or lower than its actual expenses. These payments may be used to compensate sweep class shareholders who provide distribution-related services to their customers.

56 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

The Distributor has voluntarily waived all or a portion of the shareholder servicing fees for Class A of each fund, except for the GNMA Fund, since inception of the plan. Such waivers are voluntary and may be discontinued at any time. For Classes B, C, and H, the shareholder servicing fees and the administrative service fees are shown combined as “Administrative & Shareholder Servicing Fees” in the Statements of Operations. The Administrator and Distributor have voluntarily agreed to waive and reduce their fee and/or reimburse certain expenses of the Money Market Funds in order to limit the one-day net income yield of the Funds to not less than 0.01% of the Funds’ average daily net assets. The following table shows the waivers by class for the six-month period ended July 31, 2013 ($ Thousands):

	Administrative & Shareholder Servicing Fee Waiver		Administrative Fee Waiver
Money Market Fund
Class A	$	—	$	16
Class B		84		2
Class C		69		1
Sweep Class		95		1
Government Fund
Class A		—		612
Class B		188		57
Class C		12		2
Sweep Class		110		13
Government II Fund
Class A		—		565
Class B		284		97
Class C		30		6
Prime Obligation Fund
Class A		—		255
Class B		166		8
Class C		93		2
Class H		50		2
Sweep Class		4		—
Treasury Fund
Class A		—		36
Class B		159		55
Class C		27		6
Sweep Class		441		61
Treasury II Fund
Class A		—		285
Class B		458		197
Class C		20		5

Pursuant to the “manager of managers” structure, the Board of Trustees approved BofA Advisors, LLC as sub-adviser to the Money Market Funds, Logan Circle Partners, L.P. serves as a sub-adviser to the Ultra Short Duration Bond Fund and Wellington Management Company, LLP (“Wellington LLP”) serves as sub-adviser to the Fixed Income Funds. Each sub-adviser is party to an investment sub-advisory agreement with the Adviser. For its services to the Funds, the sub-advisers are entitled to receive a fee paid directly by the Adviser.

Other — Certain officers and Trustees of the Trust are also officers and/or Trustees of the Administrator, Adviser, or the Distributor. The

Trust pays each unaffiliated Trustee an annual fee for attendance at quarterly, interim, and committee meetings. The Administrator, Adviser and/or the Distributor pays compensation of Officers and affiliated Trustees.

A portion of the services provided by the Chief Compliance Officer (“CCO”) and his staff, whom are employees of the administrator, are paid for by the Trust as incurred. The services include regulatory oversight of the Trust’s Adviser, Sub-Advisers and service providers as required by SEC regulations. The CCO’s services have been approved by and are reviewed annually by the Board of Trustees.

Interfund Lending — The SEC has granted an exemption that permits the Trust to participate in an interfund lending program (the “Program”) with existing or future investment companies registered under the 1940 Act that are advised by SIMC (the “SEI Funds”). The Program allows the SEI Funds to lend money to and borrow money from each other for temporary or emergency purposes. Participation in the Program is voluntary for both borrowing and lending funds. Interfund loans may be made only when the rate of interest to be charged is more favorable to the lending fund than an investment in overnight repurchase agreements (“Repo Rate”), and more favorable to the borrowing fund than the rate of interest that would be charged by a bank for short-term borrowings (“Bank Loan Rate”). The Bank Loan Rate will be determined using a formula reviewed annually by the SEI Funds Board of Trustees. The interest rate imposed on interfund loans is the average of the Repo Rate and the Bank Loan Rate. For the six-month period ended July 31, 2013, the Trust has not participated in the Program.

4. INVESTMENT TRANSACTIONS

The cost of security purchases and the proceeds from the sale of securities, other than short-term investments, for the six month period ended July 31, 2013, were as follows for the Fixed Income Funds:

	Ultra Short Duration Bond Fund ($ Thousands)		Short- Duration Government Fund ($ Thousands)		Intermediate- Duration Government Fund ($ Thousands)		GMNA Fund ($ Thousands)
Purchases
U.S. Government	$	77,578	$	2,832,807	$	93,048	$	977,806
Other		48,000		—		—		—
Sales
U.S. Government		96,426		2,669,806		99,094		1,059,415
Other		63,521		606		105		64

5. FEDERAL TAX INFORMATION

It is each Fund’s intention to continue to qualify as a regulated investment company for Federal income tax purposes and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

Reclassification of Components of Net Assets — The timing and characterization of certain income and capital gain distributions are determined annually in accordance with Federal tax regulations which

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 57

Notes to Financial Statements (Unaudited) (Continued)

July 31, 2013

may differ from accounting principles generally accepted in the United States. As a result, net investment income (loss) and net realized gain (loss) on investment transactions for the reporting period may differ from distributions during such period. These book/tax differences may be temporary or permanent in nature.

To the extent these differences are permanent, they are charged or credited to Paid-in Capital, undistributed net investment income, or accumulated net realized gain, as appropriate, in the periods that the differences arise.

The tax character of dividends and distributions during the last two fiscal years was as follows:

		Ordinary Income ($ Thousands)		Long-term Capital Gain ($ Thousands)		Total ($ Thousands)
Money Market Fund	2013	$	227	$	—	$	227
	2012		147		—		147
Government Fund	2013		265		—		265
	2012		505		—		505
Government II Fund	2013		163		—		163
	2012		147		—		147
Prime Obligation Fund	2013		2,739		—		2,739
	2012		1,466		—		1,466
Treasury Fund	2013		38		—		38
	2012		51		—		51
Treasury II Fund	2013		94		—		94
	2012		56		—		56
Ultra Short Duration Bond Fund	2013		2,657		—		2,657
	2012		3,373		—		3,373
Short-Duration Government Fund	2013		11,946		902		12,848
	2012		8,871		137		9,008
Intermediate-Duration Government Fund	2013		1,016		—		1,016
	2012		1,242		1		1,243
GNMA Fund	2013		10,523		950		11,473
	2012		10,127		1,452		11,579

As of January 31, 2013, the components of Distributable Earnings/(Accumulated Losses) on a tax basis were as follows:

	Undistributed Ordinary Income ($ Thousands)		Undistributed Long-Term Capital Gain ($ Thousands)		Capital Loss Carryforwards ($ Thousands)			Post-October Losses ($ Thousands)			Other Temporary Differences ($ Thousands)			Unrealized Appreciation (Depreciation) ($ Thousands)			Total Earnings/ (Accumulated Losses) ($ Thousands)
Money Market Fund	$	15	$	—	$	—		$	—		$	(13	)	$	—		$	2
Government Fund		24		—		(36	)		—			(24	)		—			(36	)
Government II Fund		10		—		—			—			(13	)		—			(3	)
Prime Obligation Fund		82		—		(59	)		—			(81	)		—			(58	)
Treasury Fund		3		—		27			—			(3	)		—			27
Treasury II Fund		6		—		—			—			(7	)		—			(1	)
Ultra Short Duration Bond Fund		184		—		(23,526	)		(213	)		(201	)		(150	)		(23,906	)
Short-Duration Government Fund		575		—		—			(915	)		(2,137	)		10,604			8,127
Intermediate-Duration Government Fund		186		—		(1,151	)		(23	)		(52	)		973			(67	)
GNMA Fund		464		—		—			(818	)		(469	)		6,677			5,854

58 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

At January 31, 2013, the following Funds had capital loss carryforwards to offset future realized capital gains:

	Amount ($ Thousands)		Expiration
Government Fund	$	4		1/31/14
		32		1/31/16
Prime Obligation Fund		59		1/31/17
Treasury Fund		22		1/31/14
		5		1/31/15
Ultra Short Duration Bond Fund		1,045		1/31/14
		1,716		1/31/15
		296		1/31/16
		181		1/31/17
		3,642		1/31/18
		11,895		1/31/19

For Federal income tax purposes, capital loss carryforwards may be carried forward and applied against future capital gains. It is the Funds’ intent that they will not distribute any realized gain distributions until the carryforwards have been offset or expired.

During the fiscal year ended January 31, 2013, the Prime Obligation Fund and Intermediate-Duration Government Fund utilized $8,108 and $405,850, respectively, of capital loss carryforwards to offset capital gains. During the fiscal year ended January 31, 2013, the Government Fund, Treasury Fund and Ultra Short Duration Bond Fund had expired capital loss carryforwards of $48,872, $809 and $1,020,315, respectively.

Under the recently enacted Regulated Investment Company Modernization Act of 2010, Funds will be permitted to carry forward capital losses incurred in taxable years beginning after December 22, 2010 for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being considered all short-term as under previous law.

Losses carried forward under these new provisions are as follows ($ Thousands):

	Short-Term Loss		Long-Term Loss		Total*
Ultra Short Duration Bond Fund	$	—	$	4,751	$	4,751
Intermediate-Duration Government Fund		861		290		1,151

*This table should be used in conjunction with the capital loss carryforwards table.

During the six month period ended July 31, 2013, the Money Market Funds’ cost of securities for Federal income tax purposes approximates the cost located in the Statements of Assets and Liabilities.

For Federal income tax purposes, the cost of securities owned at January 31, 2013, and net realized gains or losses on securities sold for the period, were different from amounts reported for financial reporting purposes, primarily due to wash sales which cannot be used for Federal income tax purposes in the current year and have been deferred for use in future years. The Federal tax cost and aggregate gross unrealized appreciation and depreciation on investments held by the Fixed Income Funds at July 31, 2013, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Appreciation/ (Depreciation) ($ Thousands)
Ultra Short Duration Bond Fund		231,793		596		(1,648	)	$	(1,052	)
Short-Duration Government Fund		939,898		7,457		(3,261	)		4,196
Intermediate Duration Government Fund		37,348		734		(280	)		454
GNMA Fund		298,952		5,596		(3,178	)		2,418

Management has analyzed the Funds’ tax positions taken on the federal tax returns for all open tax years and has concluded that as of January 31, 2013, no provision for income tax is required in the Funds’ financial statements. All uncertain tax positions, except for the accretion of market discount associated with the structured investment vehicles subject to the capital support agreement, meet the more likely than not criteria established in ASC paragraph 740. SEI, which is the parent company of the Adviser, has agreed to indemnify the fund if the Internal Revenue Service (“IRS”) were to disagree with a position taken on the tax return for the fiscal year ended January 31, 2010. Accordingly, no provision for taxes is required. The Funds’ federal income and excise tax returns are subject to examination by the IRS for all open tax years under the applicable Statute of Limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.

6. INVESTMENT RISKS

In the normal course of business, a Fund may enter into contracts that provide general indemnifications by a Fund to the counterparty to the contract. A Fund’s maximum exposure under these arrangements is dependent on future claims that may be made against a Fund and, therefore, cannot be established; however, based on experience, management believes the risk of loss from such claim is considered remote.

7. RECENT ACCOUNTING PRONOUNCEMENT

In June 2013, the Financial Accounting Standards Board issued an update (“ASU 2013-08”) to ASC Topic 946, Financial Services—Investment Companies (“Topic 946”). ASU 2013-08 amends the guidance in Topic 946 for determining whether an entity qualifies as an investment company and requires certain additional disclosures. ASU 2013-08 is effective for interim and annual reporting periods in fiscal years that begin after December 15, 2013. Management is currently evaluating the impact, if any, of ASU 2013-08 on the Funds’ financial statements.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 59

Notes to Financial Statements (Unaudited) (Concluded)

July 31, 2013

8. SUBSEQUENT EVENTS

The Trust, on behalf of the Funds, has evaluated the need for disclosures and/or adjustments resulting from subsequent events. Based on this evaluation, no disclosures and/or adjustments were required to the financial statements.

60 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

Disclosure of Fund Expenses (Unaudited)

All mutual funds have operating expenses. As a shareholder of a mutual fund, your investment is affected by these ongoing costs, which include (among others) costs for portfolio management, administrative services, and shareholder reports like this one. It is important for you to understand the impact of these costs on your investment returns.

Operating expenses such as these are deducted from the mutual fund‘s gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the mutual fund’s average net assets; this percentage is known as the mutual fund’s expense ratio.

The following examples use the expense ratio and are intended to help you understand the ongoing costs (in dollars) of investing in your Fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The table on the next page illustrates your Fund’s costs in two ways:

• Actual Fund Return. This section helps you to estimate the actual expenses after fee waivers that your Fund incurred over the period. The “Expenses Paid During Period” column shows the actual dollar expense cost incurred by a $1,000 investment in the Fund, and the “Ending Account Value” number is derived from deducting that expense cost from the Fund’s gross investment return.

You can use this information, together with the actual amount you invested in your Fund, to estimate the expenses you paid over that period. Simply divide your actual starting account value by $1,000 to arrive at a ratio (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply that ratio by the number shown for your Fund under “Expenses Paid During Period.”

• Hypothetical 5% Return. This section helps you compare your Fund’s costs with those of other mutual funds. It assumes that your Fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) is unchanged. This example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to make this 5% calculation. You can assess your Fund’s comparative cost by comparing the hypothetical result for your Fund in the “Expense Paid During Period” column with those that appear in the same charts in the shareholder reports for other mutual funds.

NOTE: Because the return is set at 5% for comparison purposes — NOT your Fund’s actual return — the account values shown do not apply to your specific investment.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2013 61

Disclosure of Fund Expenses (Unaudited) (Concluded)

	Beginning Account Value 2/1/13		Ending Account Value 7/31/13		Annualized Expense Ratios			Expenses Paid During Period*
Money Market Fund
Actual Fund Return
Class A	$	1,000.00	$	1,000.10		0.17	%	$	0.84
Class B		1,000.00		1,000.00		0.19			0.94
Class C		1,000.00		1,000.00		0.19			0.94
Sweep Class		1,000.00		1,000.00		0.19			0.94
Hypothetical 5% Return
Class A	$	1,000.00	$	1,023.95		0.17	%	$	0.85
Class B		1,000.00		1,023.85		0.19			0.95
Class C		1,000.00		1,023.85		0.19			0.95
Sweep Class		1,000.00		1,023.85		0.19			0.95
Government Fund
Actual Fund Return
Class A	$	1,000.00	$	1,000.10		0.11	%	$	0.55
Class B		1,000.00		1,000.10		0.11			0.55
Class C		1,000.00		1,000.10		0.11			0.55
Sweep Class		1,000.00		1,000.10		0.11			0.55
Hypothetical 5% Return
Class A	$	1,000.00	$	1,024.25		0.11	%	$	0.55
Class B		1,000.00		1,024.25		0.11			0.55
Class C		1,000.00		1,024.25		0.11			0.55
Sweep Class		1,000.00		1,024.25		0.11			0.55
Government II Fund
Actual Fund Return
Class A	$	1,000.00	$	1,000.00		0.10	%	$	0.50
Class B		1,000.00		1,000.00		0.10			0.50
Class C		1,000.00		1,000.00		0.10			0.50
Hypothetical 5% Return
Class A	$	1,000.00	$	1,024.30		0.10	%	$	0.50
Class B		1,000.00		1,024.30		0.10			0.50
Class C		1,000.00		1,024.30		0.10			0.50
Prime Obligation Fund
Actual Fund Return
Class A	$	1,000.00	$	1,000.10		0.19	%	$	0.94
Class B		1,000.00		1,000.00		0.19			0.94
Class C		1,000.00		1,000.00		0.19			0.94
Class H		1,000.00		1,000.00		0.19			0.94
Sweep Class		1,000.00		1,000.00		0.19			0.94
Hypothetical 5% Return
Class A	$	1,000.00	$	1,010.00		0.19	%	$	0.95
Class B		1,000.00		1,023.85		0.19			0.95
Class C		1,000.00		1,023.85		0.19			0.95
Class H		1,000.00		1,023.85		0.19			0.95
Sweep Class		1,000.00		1,023.85		0.19			0.95

	Beginning Account Value 2/1/13		Ending Account Value 7/31/13		Annualized Expense Ratios			Expenses Paid During Period*
Treasury Fund
Actual Fund Return
Class A	$	1,000.00	$	1,000.00		0.10	%	$	0.50
Class B		1,000.00		1,000.00		0.10			0.50
Class C		1,000.00		1,000.00		0.09			0.45
Sweep Class		1,000.00		1,000.00		0.10			0.50
Hypothetical 5% Return
Class A	$	1,000.00	$	1,024.30		0.10	%	$	0.50
Class B		1,000.00		1,024.30		0.10			0.50
Class C		1,000.00		1,024.35		0.09			0.45
Sweep Class		1,000.00		1,024.30		0.10			0.50
Treasury II Fund
Actual Fund Return
Class A	$	1,000.00	$	1,000.00		0.07	%	$	0.35
Class B		1,000.00		1,000.00		0.07			0.35
Class C		1,000.00		1,000.00		0.07			0.35
Hypothetical 5% Return
Class A	$	1,000.00	$	1,024.45		0.07	%	$	0.35
Class B		1,000.00		1,024.45		0.07			0.35
Class C		1,000.00		1,024.45		0.07			0.35
Ultra Short Duration Bond Fund
Actual Fund Return
Class A	$	1,000.00	$	1,000.20		0.38	%	$	1.88
Hypothetical 5% Return
Class A	$	1,000.00	$	1,022.91		0.38	%	$	1.91
Short-Duration Government Fund
Actual Fund Return
Class A	$	1,000.00	$	993.00		0.48	%	$	2.37
Hypothetical 5% Return
Class A	$	1,000.00	$	1,022.41		0.48	%	$	2.41
Intermediate-Duration Government Fund
Actual Fund Return
Class A	$	1,000.00	$	985.80		0.53	%	$	2.61
Hypothetical 5% Return
Class A	$	1,000.00	$	1,022.17		0.53	%	$	2.66
GNMA Fund
Actual Fund Return
Class A	$	1,000.00	$	971.10		0.63	%	$	3.08
Hypothetical 5% Return
Class A	$	1,000.00	$	1,021.67		0.63	%	$	3.16

* Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 181/365.

62 SEI Daily Income Trust / Semi-Annual Report / July 31, 2013

SEI DAILY INCOME TRUST SEMI-ANNUAL REPORT JULY 31, 2013

Robert A. Nesher, Chairman

Trustees

William M. Doran

George J. Sullivan, Jr.

Nina Lesavoy

James M. Williams

Mitchell A. Johnson

Hubert L. Harris, Jr.

Officers

Robert A. Nesher

President and Chief Executive Officer

Peter A. Rodriguez

Controller and Chief Financial Officer

Russell Emery

Chief Compliance Officer

Timothy D. Barto

Vice President, Secretary

David McCann

Vice President, Assistant Secretary

Aaron Buser

Vice President, Assistant Secretary

Stephen G. MacRae

Vice President

Edward McCusker

Anti-Money Laundering Compliance Officer

Privacy Officer

Investment Adviser

SEI Investments Management Corporation

Administrator

SEI Investments Global Funds Services

Distributor

SEI Investments Distribution Co.

Legal Counsel

Morgan, Lewis & Bockius LLP

Independent Registered Public Accounting Firm

KPMG LLP

This report and the financial statements contained herein are submitted for the general information of the shareholders of the Trust and must be preceded or accompanied by a current prospectus. Shares of the Funds are not deposits or obligations of, or guaranteed or endorsed by, any bank. The shares are not federally insured by the Federal Deposit Insurance Corporation (FDIC), the Federal Reserve Board, or any other government agency. Investment in the shares involves risk, including the possible loss of principal.

For more information call

1 800 DIAL SEI

(1 800 342 5734)

SEI Investments Distribution Co.

Oaks, PA 19456    1.800.DIAL.SEI (1.800.342.5734)

SEI-F-037 (7/13)

Item 2. Code of Ethics.

Not applicable for semi-annual report.

Item 3. Audit Committee Financial Expert.

Not applicable for semi-annual report.

Item 4. Principal Accountant Fees and Services.

Not applicable for semi-annual report.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Schedule of Investments.

Included in Item 1.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

The Registrant has a standing Governance Committee (the “Committee”) currently consisting of the Independent Trustees. The Committee is responsible for evaluating and recommending nominees for election to the Registrant’s Board of Trustees (the “Board”). Pursuant to the Committee’s Charter, adopted on June 18^th 2004, as amended, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant’s office.

Item 11. Controls and Procedures.

(a) The Registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “1940 Act”)) are effective, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report.

(b) There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrants internal control over financial reporting.

Items 12. Exhibits.

(a)(1) Not applicable for semi-annual report.

(a)(2) A separate certification for the principal executive officer and the principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act, as amended (17 CFR 270.30a-2(a)), are filed herewith.

(b) Officer certifications as required by Rule 30a-2(b) under the 1940 Act, as amended (17 CFR 270.30a-2(b)) also accompany this filing as an exhibit.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	SEI Daily Income Trust
By:	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO

Date: October 7, 2013

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By:	/s/ Robert A. Nesher
	Robert A. Nesher, President & CEO

Date: October 7, 2013

By:	/s/ Peter A. Rodriguez
	Peter A. Rodriguez, Controller & CFO

Date: October 7, 2013

EX-99.CERT

CERTIFICATION

Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

I, Robert A. Nesher, certify that:

1. I have reviewed this report on Form N-CSRS of SEI Daily Income Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the periods presented in this report;

4. The Registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and

5. The Registrant’s other certifying officer(s) and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: October 7, 2013

/s/ Robert A. Nesher

Robert A. Nesher

President & CEO

CERTIFICATION

Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

I, Peter A. Rodriguez, certify that:

1. I have reviewed this report on Form N-CSRS of SEI Daily Income Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the periods presented in this report;

4. The Registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the Registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting; and

5. The Registrant’s other certifying officer(s) and I have disclosed to the Registrant’s auditors and the audit committee of the Registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant’s ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant’s internal control over financial reporting.

Date: October 7, 2013

/s/ Peter A. Rodriguez

Peter A. Rodriguez

Controller & CFO

EX-99.906CERT

CERTIFICATION

Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002

The undersigned, the President and Chief Executive Officer of the SEI Daily Income Trust (the “Fund”), with respect to the Fund’s Form N-CSRS for the period ended July 31, 2013 as filed with the Securities and Exchange Commission, hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of my knowledge:

1. such Form N-CSRS fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. the information contained in such Form N-CSRS fairly presents, in all material respects, the financial condition and results of operations of the Fund.

Dated: October 7, 2013

/s/ Robert A. Nesher

Robert A. Nesher

President & Chief Executive Officer

CERTIFICATION

Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002

The undersigned, the Controller & CFO of the SEI Daily Income Trust (the “Fund”), with respect to the Fund’s Form N-CSRS for the period ended July 31, 2013 as filed with the Securities and Exchange Commission, hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of my knowledge:

1. such Form N-CSRS fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. the information contained in such Form N-CSRS fairly presents, in all material respects, the financial condition and results of operations of the Fund.

Dated: October 7, 2013

/s/ Peter A. Rodriguez

Peter A. Rodriguez

Controller & CFO