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)

Timothy D. Barto, Esq.

SEI Investments Co.

One Freedom Valley Drive

Oaks, PA 19456

(Name and address of agent for service)

Registrant’s telephone number, including area code: 1-610-676-1000

Date of fiscal year end: January 31, 2019

Date of reporting period: July 31, 2018

Item 1.    Reports to Stockholders.

JULY 31, 2018

SEMI-ANNUAL REPORT

SEI Daily Income Trust

	Government Fund
	Government II Fund
	Treasury Fund
	Treasury II Fund
	Ultra Short Duration Bond Fund
	Short-Duration Government Fund
	GNMA Fund

TABLE OF CONTENTS

Schedules of Investments	1
Statements of Assets and Liabilities	36
Statements of Operations	38
Statements of Changes in Net Assets	40
Financial Highlights	44
Notes to Financial Statements	46
Disclosure of Fund Expenses	57
Board of Trustees’ Considerations in Approving the Advisory Agreement	59

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)

July 31, 2018

Government Fund

Description	Face Amount (Thousands)		Value     ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 41.9%
FFCB
2.044%, VAR ICE LIBOR USD 1 Month+-0.030%, 08/13/2018	$	40,075	$	40,075
2.192%, VAR ICE LIBOR USD 1 Month+0.105%, 09/06/2018		69,315		69,315
1.000%, 01/07/2019		15,785		15,701
2.047%, VAR ICE LIBOR USD 1 Month+-0.050%, 02/07/2020		79,365		79,364
FHLB
1.927%, VAR ICE LIBOR USD 1 Month+-0.145%, 08/15/2018		28,960		28,960
1.936%, VAR ICE LIBOR USD 1 Month+-0.145%, 08/22/2018		57,925		57,925
1.975%, VAR ICE LIBOR USD 1 Month+-0.115%, 10/03/2018		57,000		57,000
1.930%, VAR ICE LIBOR USD 1 Month+-0.140%, 10/26/2018		28,500		28,500
1.982%, VAR ICE LIBOR USD 1 Month+-0.100%, 11/01/2018		110,000		110,000
1.992%, VAR ICE LIBOR USD 1 Month+-0.100%, 11/02/2018		19,500		19,500
2.007%, VAR ICE LIBOR USD 1 Month+-0.090%, 11/08/2018		120,000		120,000
1.922%, VAR ICE LIBOR USD 1 Month+-0.150%, 11/14/2018		66,085		66,085
1.942%, VAR ICE LIBOR USD 1 Month+-0.130%, 11/15/2018		75,000		75,000
1.949%, VAR ICE LIBOR USD 1 Month+-0.130%, 11/16/2018		110,885		110,884
1.961%, VAR ICE LIBOR USD 1 Month+-0.125%, 11/20/2018		55,325		55,330
1.962%, VAR ICE LIBOR USD 1 Month+-0.120%, 12/19/2018		30,445		30,448
2.004%, VAR ICE LIBOR USD 1 Month+-0.078%, 12/21/2018		44,735		44,732
2.006%, VAR ICE LIBOR USD 3 Month+-0.330%, 12/28/2018		35,735		35,735
1.952%, VAR ICE LIBOR USD 1 Month+-0.140%, 01/02/2019		38,935		38,920
1.974%, VAR ICE LIBOR USD 1 Month+-0.090%, 01/25/2019		65,345		65,345
1.952%, VAR ICE LIBOR USD 1 Month+-0.130%, 02/01/2019		49,095		49,095
2.020%, VAR ICE LIBOR USD 1 Month+-0.080%, 02/04/2019		135,000		135,000

Description	Face Amount (Thousands)		Value     ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
1.949%, VAR ICE LIBOR USD 1 Month+-0.115%, 02/25/2019	$	42,730	$	42,730
1.944%, VAR ICE LIBOR USD 1 Month+-0.120%, 03/25/2019		87,345		87,345
2.016%, VAR ICE LIBOR USD 3 Month+-0.320%, 03/27/2019		59,970		59,970
1.985%, VAR ICE LIBOR USD 1 Month+-0.115%, 06/04/2019		58,135		58,135
2.166%, VAR ICE LIBOR USD 3 Month+-0.160%, 06/12/2019		23,955		23,950
2.165%, VAR ICE LIBOR USD 3 Month+-0.160%, 06/20/2019		55,365		55,365
1.998%, VAR ICE LIBOR USD 1 Month+-0.080%, 07/11/2019		93,315		93,315
1.981%, VAR ICE LIBOR USD 1 Month+-0.105%, 07/19/2019		118,295		118,295
1.997%, VAR ICE LIBOR USD 1 Month+-0.080%, 08/27/2019		51,990		51,990
2.186%, VAR ICE LIBOR USD 3 Month+-0.140%, 12/19/2019		29,005		29,005
2.033%, VAR ICE LIBOR USD 1 Month+-0.040%, 04/17/2020		41,910		41,910
FHLB DN (A)
1.698%, 08/01/2018		46,515		46,515
1.894%, 08/02/2018		33,605		33,603
1.901%, 08/03/2018		39,770		39,766
1.850%, 08/08/2018		65,795		65,771
1.915%, 08/21/2018		14,835		14,819
1.899%, 08/22/2018		96,455		96,348
1.936%, 08/29/2018		51,695		51,618
1.921%, 09/06/2018		60,000		59,885
1.939%, 09/07/2018		49,355		49,257
1.921%, 09/12/2018		11,590		11,564
1.935%, 09/19/2018		128,525		128,188
1.939%, 09/21/2018		68,145		67,956
1.980%, 10/09/2018		42,265		42,106
2.005%, 10/17/2018		74,050		73,734
2.020%, 10/22/2018		6,945		6,913
2.000%, 10/24/2018		101,810		101,338
2.000%, 10/26/2018		53,850		53,594
2.188%, 01/30/2019		40,270		39,830
FHLMC DN
1.898%, 08/20/2018 (A)		51,685		51,633
Total U.S. Government Agency Obligations (Cost $3,029,362) ($ Thousands)				3,029,362
U.S. TREASURY OBLIGATIONS — 24.8%
U.S. Treasury Bills (A)
1.844%, 08/02/2018		134,280		134,274
1.746%, 08/09/2018		149,175		149,119
1.883%, 08/16/2018		236,325		236,150

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 1

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Government Fund (Concluded)

Description	Face Amount (Thousands)		Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
1.871%, 08/23/2018	$	33,850	$	33,813
1.887%, 09/13/2018		187,575		187,156
1.913%, 09/27/2018		11,930		11,894
1.924%, 10/04/2018		125,000		124,577
2.006%, 10/25/2018		86,875		86,468
2.010%, 11/01/2018		121,500		120,886
2.097%, 12/20/2018		7,755		7,692
2.107%, 12/27/2018		325,000		322,214
2.163%, 01/17/2019		150,000		148,493
2.184%, 01/31/2019		125,000		123,635
U.S. Treasury Notes
0.875%, 10/15/2018		12,615		12,594
1.375%, 11/30/2018		10,285		10,272
1.500%, 01/31/2019		14,380		14,331
1.500%, 03/31/2019		65,000		64,664
Total U.S. Treasury Obligations (Cost $1,788,232) ($ Thousands)				1,788,232
REPURCHASE AGREEMENTS(B) — 37.1%
Barclays Bank 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $101,005,359 (collateralized by various U.S. Treasury obligations, ranging in par value $ 100 - $42,000,500, 1.000% - 6.125%, 06/30/2019 - 05/15/2039; with total market value $103,020,050)		101,000		101,000
BNP Paribas 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $100,005,306 (collateralized by various U.S. Treasury obligations, ranging in par value $0.04 - $40,383,800, 0.000% - 4.750%, 11/15/2019 - 08/15/2047; with total market value $102,000,058)		100,000		100,000
Citigroup Global 1.930%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $9,000,483 (collateralized by various U.S. Treasury obligations, ranging in par value $ 100 - $6,376,700, 0.000% - 2.000%, 08/30/2018 -2/15/2025; with total market value $9,180,000.02)		9,000		9,000

Description	Face Amount (Thousands)		Value     ($ Thousands)
REPURCHASE AGREEMENTS(B) (continued)
Citigroup Global 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $375,019,896 (collateralized by various U.S. Treasury obligations, ranging in par value $ 190,681,700 - $197,194,200, 0.000% - 2.500%, 06/20/2019 - 3/31/2023; with total market value $382,500,028)	$	375,000	$	375,000
Credit Suisse 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $100,005,306 (collateralized by various U.S. Treasury obligations, ranging in par value $173,700 - $109,972,800, 1.250% - 1.625%, 03/15/2020 - 07/31/2023; with total market value $ 102,000,093)		100,000		100,000
Goldman Sachs 1.900%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $350,018,472 (collateralized by FFCB, FNMA, FHLMC, FHLB, and U.S. Treasury obligations ranging in par value $380,000 - $110,588,800, 0.875% - 4.150%, 08/05/2019 -02/02/2043; with total market value $357,000,118.90)		350,000		350,000
Goldman Sachs 1.890%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $95,004,988 (collateralized U.S. Treasury obligation, par value $99,308,500, 2.000%, 12/31/2021; with total market value $96,900,049)		95,000		95,000
J.P. Morgan 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $295,015,651 (collateralized by various U.S. Treasury obligations, ranging in par value $49,500 - $90,145,000, 0.000%, 8/15/2018 - 2/15/2048; with total market value $300,901,696)		295,000		295,000
Merrill Lynch 1.930%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $150,008,042 (collateralized by GNMA, FNMA, and FHLMC obligations, ranging in par value $6,300,000 - 261,573,039, 0.989% - 5.500%, 10/25/2034 - 12/20/2066; with total market value $157,500,000)		150,000		150,000

2 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Value     ($ Thousands)
REPURCHASE AGREEMENTS(B) (continued)
Mizuho Securities 1.950%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $79,004,279 (collateralized by U.S. Treasury obligation, par value $80,930,700, 0.000%, 10/18/2018; with total market value $80,580,027.28)	$	79,000	$	79,000
MUFG Securities 1.890%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $280,014,700 (collateralized by various U.S. Treasury obligations, ranging in par value $176,000 - $59,950,400, 0.000% - 3.875%, 9/15/2018 - 5/15/2048; with total market value $285,600,004)		280,000		280,000
Natixis 1.930%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $65,003,485 (collateralized by FNMA, FNMA, FHLMC, and U.S. Treasury obligations, ranging in par value $100 - $61,777,263, 0.000% - 6.000%, 11/08/2018 - 03/01/2047; with total market value $66,869,006)		65,000		65,000
Natixis 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $25,001,326 (collateralized by various U.S. Treasury obligations, ranging in par value $100 - $16,222,400, 0.875% - 5.375%, 04/15/2019 - 05/15/2046; with total market value $25,500,007)		25,000		25,000
TD Securities 1.920%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $275,014,667 (collateralized by various U.S. Treasury obligations, ranging in par value $ 11,660,600 - $41,421,800, 1.250% - 2.875%, 11/30/2018 - 07/31/2025; with total market value $280,500,075)		275,000		275,000
TD Security 1.930%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $101,005,361 (collateralized by FNMA obligations, ranging in par value $9,396,014 - $92,071,989, 4.00%, 7/1/2048; with total market value $103,000,000)		100,000		100,000

Description	Face Amount (Thousands)		Value     ($ Thousands)
REPURCHASE AGREEMENTS(B) (continued)
The Bank of Nova Scotia 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $10,000,531 (collateralized by various U.S. Treasury obligations, ranging in par value $4,108,200 - $5,998,700, 0.125% - 1.250%, 08/31/2019 - 07/15/2024; with total market value $10,200,565)	$	10,000	$	10,000
Wells Fargo 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $275,014,590 (collateralized by various U.S. Treasury obligations, ranging in par value $100 - $50,000,000, 0.000% - 3.500%, 08/9/2018 - 05/15/2028; with total market value $ 280,500,070)		275,000		275,000
Total Repurchase Agreements (Cost $2,684,000) ($ Thousands)				2,684,000
Total Investments — 103.8% (Cost $7,501,594) ($ Thousands)			$	7,501,594

Percentages are based on Net Assets of $7,226,326 ($ Thousands).

(A) Variable Rate Security – The rate reported on the Schedule of Investments is the rate in effect as of July 31, 2018.

(B) Tri-Party Repurchase Agreement.

DN – Discount Note

FFCB – Federal Farm Credit Bank

ICE – Intercontinental Exchange

FHLB – Federal Home Loan Bank

FHLMC – Federal Home Loan Mortgage Corporation

FNMA – Federal National Mortgage Association

GNMA – Government National Mortgage Association

LIBOR – London Interbank Offered Rate

Ser – Series

USD – United States Dollar

VAR – Variable Rate

As of July 31, 2018, 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, 2018, there were no transfers between Level 1, Level 2 and/or Level 3 assets and liabilities.

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, 2018 3

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Government II Fund

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 68.6%
FFCB
2.044%, VAR ICE LIBOR USD 1 Month+-0.030%, 08/13/2018	$	9,925	$	9,925
1.000%, 01/07/2019		4,215		4,192
2.012%, VAR ICE LIBOR USD 1 Month+-0.085%, 05/07/2019		29,000		28,999
2.047%, VAR ICE LIBOR USD 1 Month+-0.050%, 02/07/2020		20,870		20,870
FFCB DN (A)
2.150%, 01/15/2019 (A)		18,930		18,744
FHLB
1.932%, VAR ICE LIBOR USD 1 Month+-0.160%, 08/01/2018		5,545		5,545
1.927%, VAR ICE LIBOR USD 1 Month+-0.145%, 08/15/2018 to 08/15/2018		7,220		7,220
1.936%, VAR ICE LIBOR USD 1 Month+-0.145%, 08/22/2018		14,445		14,445
1.975%, VAR ICE LIBOR USD 1 Month+-0.115%, 10/03/2018		15,500		15,500
1.930%, VAR ICE LIBOR USD 1 Month+-0.140%, 10/26/2018		7,500		7,500
2.007%, VAR ICE LIBOR USD 1 Month+-0.090%, 11/08/2018		29,060		29,060
1.922%, VAR ICE LIBOR USD 1 Month+-0.150%, 11/14/2018		17,405		17,405
1.942%, VAR ICE LIBOR USD 1 Month+-0.130%, 11/15/2018		15,000		15,000
1.949%, VAR ICE LIBOR USD 1 Month+-0.130%, 11/16/2018		26,530		26,530
1.961%, VAR ICE LIBOR USD 1 Month+-0.125%, 11/20/2018		13,620		13,621
1.962%, VAR ICE LIBOR USD 1 Month+-0.120%, 12/19/2018		7,700		7,701
2.004%, VAR ICE LIBOR USD 1 Month+-0.078%, 12/21/2018 to 12/21/2018		29,485		29,484
1.952%, VAR ICE LIBOR USD 1 Month+-0.140%, 01/02/2019		11,065		11,061
1.974%, VAR ICE LIBOR USD 1 Month+-0.090%, 01/25/2019		15,470		15,470
1.942%, VAR ICE LIBOR USD 1 Month+-0.130%, 01/28/2019		10,580		10,580
2.020%, VAR ICE LIBOR USD 1 Month+-0.080%, 02/04/2019		15,000		15,000
1.949%, VAR ICE LIBOR USD 1 Month+-0.115%, 02/25/2019		11,135		11,135

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
1.944%, VAR ICE LIBOR USD 1 Month+-0.120%, 03/25/2019	$	17,000	$	17,000
2.016%, VAR ICE LIBOR USD 3 Month+-0.320%, 03/27/2019		14,910		14,910
2.166%, VAR ICE LIBOR USD 3 Month+-0.160%, 06/12/2019		6,510		6,508
2.165%, VAR ICE LIBOR USD 3 Month+-0.160%, 06/20/2019 to 06/20/2019		14,615		14,615
1.981%, VAR ICE LIBOR USD 1 Month+-0.105%, 07/19/2019		30,645		30,645
2.001%, VAR ICE LIBOR USD 1 Month+-0.080%, 08/22/2019		8,130		8,129
1.997%, VAR ICE LIBOR USD 1 Month+-0.080%, 08/27/2019		14,270		14,270
2.186%, VAR ICE LIBOR USD 3 Month+-0.140%, 12/19/2019		8,040		8,040
2.033%, VAR ICE LIBOR USD 1 Month+-0.040%, 04/17/2020		10,850		10,850
FHLB DN(A)
1.698%, 08/01/2018 (A)		48,200		48,200
1.850%, 08/08/2018 (A)		86,720		86,689
1.915%, 08/21/2018 (A)		3,665		3,661
1.899%, 08/22/2018 (A)		212,045		211,811
1.889%, 08/24/2018 (A)		40,495		40,446
1.936%, 08/29/2018 (A)		4,150		4,144
1.947%, 09/05/2018 (A)		10,000		9,981
1.921%, 09/06/2018 (A)		101,800		101,605
1.939%, 09/07/2018 (A)		12,915		12,889
1.935%, 09/19/2018 (A)		43,365		43,252
1.939%, 09/21/2018 (A)		18,395		18,345
2.005%, 10/17/2018 (A)		59,660		59,406
2.007%, 10/19/2018 (A)		61,630		61,360
2.020%, 10/22/2018 (A)		16,435		16,360
2.000%, 10/24/2018 (A)		25,350		25,232
2.000%, 10/26/2018 (A)		13,480		13,416
2.188%, 01/30/2019 (A)		9,730		9,624
Total U.S. Government Agency Obligations (Cost $1,226,375) ($ Thousands)				1,226,375
U.S. TREASURY OBLIGATIONS — 37.8%
U.S. Treasury Bills (A)
1.844%, 08/02/2018		25,000		24,999
1.746%, 08/09/2018		61,570		61,546
1.883%, 08/16/2018		50,000		49,961
1.871%, 08/23/2018		102,075		101,959
1.887%, 09/13/2018		57,025		56,898
1.913%, 09/27/2018		35,555		35,448
1.924%, 10/04/2018		40,000		39,865
1.990%, 10/18/2018		10,000		9,957

4 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
2.006%, 10/25/2018	$	11,105	$	11,053
2.010%, 11/01/2018		66,000		65,666
2.107%, 12/27/2018		20,875		20,696
2.123%, 01/10/2019		50,000		49,528
2.163%, 01/17/2019		55,000		54,447
2.184%, 01/31/2019		40,000		39,563
U.S. Treasury Notes
0.750%, 10/31/2018		23,365		23,289
1.250%, 10/31/2018		30,480		30,418
1.125%, 01/31/2019		855		851
1.250%, 01/31/2019		855		851
Total U.S. Treasury Obligations (Cost $676,995) ($ Thousands)				676,995
Total Investments in Securities — 106.4% (Cost $1,903,370) ($ Thousands)			$	1,903,370

Percentages are based on Net Assets of $1,789,007 ($ Thousands).

(A) Variable Rate Security – The rate reported on the Schedule of Investments is the rate In effect as of July 31, 2018.

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

DN – Discount Note

FFCB – Federal Farm Credit Bank

FHLB – Federal Home Loan Bank

ICE – Intercontinental Exchange

LIBOR – London Interbank Offered Rate

VAR – Variable Rate

USD – United States Dollar

As of July 31, 2018, 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, 2018, there were no transfers between Level 1, Level 2 and/or Level 3 assets and liabilities.

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, 2018 5

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Treasury Fund

Description	Face Amount (Thousands)		Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS — 56.8%
U.S. Treasury Bills (A)
1.844%, 08/02/2018	$	3,000	$	3,000
1.746%, 08/09/2018		8,195		8,192
1.871%, 08/23/2018		1,190		1,189
1.887%, 09/13/2018		3,000		2,994
1.903%, 09/20/2018		3,000		2,992
1.913%, 09/27/2018		3,465		3,455
1.924%, 10/04/2018		3,000		2,990
1.898%, 10/11/2018		2,820		2,809
2.006%, 10/25/2018		1,650		1,642
2.010%, 11/01/2018		3,500		3,482
2.107%, 12/27/2018		1,410		1,398
2.184%, 01/31/2019		3,000		2,967
U.S. Treasury Notes
0.875%, 10/15/2018		160		160
1.278%, VAR US Treasury 3 Month Bill Money Market Yield+0.170%, 10/31/2018		2,830		2,830
1.375%, 11/30/2018		120		120
1.250%, 01/31/2019		55		55
1.125%, 01/31/2019		55		55
2.750%, 02/15/2019		3,000		3,008
1.125%, 02/28/2019		280		278
2.080%, VAR US Treasury 3 Month Bill Money Market Yield+0.070%, 04/30/2019		1,735		1,735
2.070%, VAR US Treasury 3 Month Bill Money Market Yield+0.060%, 07/31/2019		1,025		1,026
2.058%, VAR US Treasury 3 Month Bill Money Market Yield+0.048%, 10/31/2019		2,000		2,000
2.010%, VAR US Treasury 3 Month Bill Money Market Yield+0.000%, 01/31/2020		4,415		4,413
2.043%, VAR US Treasury 3 Month Bill Money Market Yield+0.033%, 04/30/2020		3,295		3,295
2.053%, VAR US Treasury 3 Month Bill Money Market Yield+0.043%, 07/31/2020		1,500		1,500
Total U.S. Treasury Obligations (Cost $57,585) ($ Thousands)				57,585

Description	Face Amount (Thousands)		Value     ($ Thousands)
REPURCHASE AGREEMENTS(B) — 41.5%
Bank of Montreal 1.900%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $3,000,158 (collateralized by various U.S. Treasury obligations, ranging in par value $100 - 2,550,900, 0.000% - 2.125%, 08/16/2018 -02/15/2048; with total market value $3,060,024)	$	3,000	$	3,000
Barclays Bank 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $4,000,212 (collateralized by U.S. Treasury obligation, par value $4,076,400, 0.375%, 01/15/2027; with total market value $4,080,066)		4,000		4,000
BNP Paribas 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $5,000,265 (collateralized by various U.S. Treasury obligations, ranging in par value $100 - $3,468,000, 0.000% - 4.750%, 08/16/2018 -05/15/2043; with total market value $5,100,031)		5,000		5,000
Citigroup Global 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $5,000,265 (collateralized by U.S. Treasury obligation, par value $5,083,800, 2.625%, 11/15/2020; with total market value $5,100,030)		5,000		5,000
Credit Suisse 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $1,000,053 (collateralized by various U.S. Treasury obligations, ranging in par value $400 - $1,115,200, 0.000% - 2.500%, 01/17/2019 -05/15/2026; with total market value $1,020,090)		1,000		1,000
Goldman Sachs 1.890%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $5,000,263 (collateralized by U.S. Treasury obligation, par value $5,224,200, 1.875%, 2/28/2022; with total market value $5,100,039)		5,000		5,000

6 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Value     ($ Thousands)
REPURCHASE AGREEMENTS(B) (continued)
Merrill Lynch 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $5,000,265 (collateralized by U.S. Treasury obligation, par value $5,166,100, 3.000%, 5/15/2045; with total market value $5,100,052)	$	5,000	$	5,000
MUFG Securities 1.890%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $4,000,210 (collateralized by various U.S. Treasury obligations, ranging in par value $1,200 - $3,621,700, 1.250% - 3.000%, 01/15/2020 - 11/15/2045; with total market value $4,080,032		4,000		4,000
Natixis 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $3,000,159 (collateralized by various U.S. Treasury obligations, ranging in par value $100 - 3,271,700, 0.000% - 5.375%, 11/08/2018 -05/15/2046; with total market value $3,060,031)		3,000		3,000
TD Securities 1.920%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $1,000,053 (collateralized by U.S. Treasury obligation, par value $1,022,500, 2.875%, 05/15/2028; with total market value $1,020,024)		1,000		1,000
The Bank of Nova Scotia 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $5,000,265 (collateralized by various U.S. Treasury obligations, ranging in par value $1,025,400 - $4,086,300, 0.125% - 1.250%, 08/31/2019 - 07/15/2024; with total market value $5,100,354)		5,000		5,000

Description	Face Amount (Thousands)		Value     ($ Thousands)
REPURCHASE AGREEMENTS(B) (continued)
Wells Fargo 1.910%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $1,000,053 (collateralized by U.S. Treasury obligation, par value $1,022,800, 0.000%, 09/20/2018; with total market value $1,020,022)	$	1,000	$	1,000
Total Repurchase Agreements (Cost $42,000) ($ Thousands)				42,000
Total Investments — 98.3% (Cost $99,585) ($ Thousands)			$	99,585

Percentages are based on Net Assets of $101,312 ($ Thousands).

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

(B) Tri-Party Repurchase Agreement.

As of July 31, 2018, 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, 2018, there were no transfers between Level 1, Level 2 and/or Level 3 assets and liabilities.

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, 2018 7

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Treasury II Fund

Description	Face Amount (Thousands)		Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS — 114.6%
U.S. Treasury Bills (A)
1.844%, 08/02/2018	$	84,900	$	84,896
1.746%, 08/09/2018		115,580		115,533
1.883%, 08/16/2018		13,130		13,120
1.871%, 08/23/2018		85,985		85,887
1.913%, 08/30/2018		29,000		28,957
1.887%, 09/13/2018		15,000		14,967
1.903%, 09/20/2018		33,400		33,312
1.913%, 09/27/2018		165		164
1.924%, 10/04/2018		21,645		21,571
1.898%, 10/11/2018		13,470		13,419
2.006%, 10/25/2018		9,353		9,309
2.010%, 11/01/2018		54,825		54,547
2.014%, 11/08/2018		235		234
2.107%, 12/27/2018		6,185		6,132
2.123%, 01/10/2019		17,000		16,839
2.163%, 01/17/2019		20,000		19,799
2.184%, 01/31/2019		10,000		9,891
U.S. Treasury Notes
0.875%, 10/15/2018		990		988
1.278%, VAR US Treasury 3 Month Bill Money Market Yield+0.170%, 10/31/2018		11,940		11,940
1.250%, 10/31/2018		9,605		9,586
0.750%, 10/31/2018		7,340		7,316
1.375%, 11/30/2018		820		819
2.150%, VAR US Treasury 3 Month Bill Money Market Yield+0.140%, 01/31/2019		2,000		2,001
1.250%, 01/31/2019		250		249
1.125%, 01/31/2019		250		249
2.080%, VAR US Treasury 3 Month Bill Money Market Yield+0.070%, 04/30/2019		6,510		6,510
2.070%, VAR US Treasury 3 Month Bill Money Market Yield+0.060%, 07/31/2019		5,645		5,651
2.058%, VAR US Treasury 3 Month Bill Money Market Yield+0.048%, 10/31/2019		12,000		12,002
2.010%, VAR US Treasury 3 Month Bill Money Market Yield+0.000%, 01/31/2020		20,895		20,884
2.043%, VAR US Treasury 3 Month Bill Money Market Yield+0.033%, 04/30/2020		15,850		15,851

Description	Face Amount (Thousands)		Value     ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
2.053%, VAR US Treasury 3 Month Bill Money Market Yield+0.043%, 07/31/2020	$	6,000	$	6,000
Total U.S. Treasury Obligations (Cost $628,623) ($ Thousands)				628,623
Total Investments — 114.6% (Cost $628,623) ($ Thousands)			$	628,623

Percentages are based on Net Assets of $548,549 ($ Thousands).

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

As of July 31, 2018, 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, 2018, there were no transfers between Level 1, Level 2 and/or Level 3 assets and liabilities.

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.

8 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS — 46.1%
Consumer Discretionary — 2.1%
AutoZone
1.625%, 04/21/2019	$	465	$	461
BMW US Capital LLC
2.747%, VAR ICE LIBOR USD 3 Month+0.410%, 04/12/2021 (A)		990		993
Discovery Communications LLC
3.035%, VAR ICE LIBOR USD 3 Month+0.710%, 09/20/2019		490		493
2.200%, 09/20/2019		150		148
Dollar Tree
3.036%, VAR ICE LIBOR USD 3 Month+0.700%, 04/17/2020		660		661
Ford Motor Credit LLC
3.147%, VAR ICE LIBOR USD 3 Month+0.810%, 04/05/2021		1,020		1,026
General Motors
3.163%, VAR ICE LIBOR USD 3 Month+0.800%, 08/07/2020		600		602
General Motors Financial
3.189%, VAR ICE LIBOR USD 3 Month+0.850%, 04/09/2021		525		528
Hyundai Capital America
3.261%, VAR ICE LIBOR USD 3 Month+0.940%, 07/08/2021 (A)		450		451
Hyundai Capital America MTN
2.000%, 07/01/2019 (A)		300		297
Nissan Motor Acceptance MTN
2.726%, VAR ICE LIBOR USD 3 Month+0.390%, 09/28/2020 (A)		500		500
				6,160
Consumer Staples — 2.7%
BAT Capital
2.945%, VAR ICE LIBOR USD 3 Month+0.590%, 08/14/2020 (A)		1,600		1,606
Constellation Brands
2.000%, 11/07/2019		525		518

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kraft Heinz Foods
3.173%, VAR ICE LIBOR USD 3 Month+0.820%, 08/10/2022	$	400	$	401
Kroger MTN
1.500%, 09/30/2019		800		786
Molson Coors Brewing
1.450%, 07/15/2019		775		765
Mondelez International
2.863%, VAR ICE LIBOR USD 3 Month+0.520%, 02/01/2019		450		451
Mondelez International Holdings Netherlands
2.949%, VAR ICE LIBOR USD 3 Month+0.610%, 10/28/2019 (A)		1,905		1,911
Philip Morris International
2.751%, VAR ICE LIBOR USD 3 Month+0.420%, 02/21/2020		1,655		1,662
				8,100
Energy — 1.9%
Anadarko Petroleum
8.700%, 03/15/2019		350		362
6.950%, 06/15/2019		235		243
Andeavor Logistics
5.500%, 10/15/2019		250		256
BP Capital Markets PLC
2.969%, VAR ICE LIBOR USD 3 Month+0.630%, 09/26/2018		450		450
Equinor
2.823%, VAR ICE LIBOR USD 3 Month+0.460%, 11/08/2018		550		551
Petroleos Mexicanos
6.000%, 03/05/2020		550		567
Phillips 66
3.089%, VAR ICE LIBOR USD 3 Month+0.750%, 04/15/2020 (A)		620		620
Schlumberger Finance Canada
2.200%, 11/20/2020 (A)		375		365
Shell International Finance BV
2.676%, VAR ICE LIBOR USD 3 Month+0.350%, 09/12/2019		1,170		1,175
1.375%, 05/10/2019		800		793
Total Capital International
2.923%, VAR ICE LIBOR USD 3 Month+0.570%, 08/10/2018		400		400
				5,782
Financials — 29.2%
ABN AMRO Bank
2.973%, VAR ICE LIBOR USD 3 Month+0.640%, 01/18/2019 (A)		1,145		1,148

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 9

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AIG Global Funding
2.817%, VAR ICE LIBOR USD 3 Month+0.480%, 07/02/2020 (A)	$	775	$	777
AIG Global Funding MTN
1.950%, 10/18/2019 (A)		885		873
Alimentation Couche-Tard
2.833%, VAR ICE LIBOR USD 3 Month+0.500%, 12/13/2019 (A)		1,070		1,071
American Express
2.846%, VAR ICE LIBOR USD 3 Month+0.525%, 05/17/2021		450		453
American Express Credit
2.885%, VAR ICE LIBOR USD 3 Month+0.550%, 03/18/2019		300		301
American Express Credit MTN
2.200%, 03/03/2020		1,060		1,046
American Honda Finance MTN
3.154%, VAR ICE LIBOR USD 3 Month+0.825%, 02/22/2019		1,290		1,296
1.700%, 02/22/2019		650		647
Assurant
3.589%, VAR ICE LIBOR USD 3 Month+1.250%, 03/26/2021		465		466
Bank of America
3.379%, VAR ICE LIBOR USD 3 Month+1.040%, 01/15/2019		750		753
Bank of America MTN
5.625%, 07/01/2020		2,065		2,158
3.527%, VAR ICE LIBOR USD 3 Month+1.180%, 10/21/2022		625		635
3.508%, VAR ICE LIBOR USD 3 Month+1.160%, 01/20/2023		400		407
Bank of Montreal MTN
2.781%, VAR ICE LIBOR USD 3 Month+0.440%, 06/15/2020		1,335		1,340
Bank of Nova Scotia
3.169%, VAR ICE LIBOR USD 3 Month+0.830%, 01/15/2019		1,085		1,089
2.959%, VAR ICE LIBOR USD 3 Month+0.640%, 03/07/2022		375		377
2.125%, 09/11/2019		765		759
Barclays Bank PLC
2.793%, VAR ICE LIBOR USD 3 Month+0.460%, 01/11/2021		905		906
BB&T MTN
3.003%, VAR ICE LIBOR USD 3 Month+0.660%, 02/01/2019		350		351
2.911%, VAR ICE LIBOR USD 3 Month+0.570%, 06/15/2020		400		402
BPCE MTN
3.549%, VAR ICE LIBOR USD 3 Month+1.220%, 05/22/2022 (A)		250		253

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Branch Banking & Trust
2.789%, VAR ICE LIBOR USD 3 Month+0.450%, 01/15/2020	$	855	$	858
1.450%, 05/10/2019		590		585
Canadian Imperial Bank of Commerce
2.834%, VAR ICE LIBOR USD 3 Month+0.520%, 09/06/2019		980		985
2.664%, VAR ICE LIBOR USD 3 Month+0.315%, 02/02/2021		1,500		1,500
2.100%, 10/05/2020		1,075		1,049
Capital One
3.489%, VAR ICE LIBOR USD 3 Month+1.150%, 01/30/2023		500		505
3.098%, VAR ICE LIBOR USD 3 Month+0.765%, 09/13/2019		500		503
Capital One Financial
3.115%, VAR ICE LIBOR USD 3 Month+0.760%, 05/12/2020		670		674
Citibank
2.826%, VAR ICE LIBOR USD 3 Month+0.500%, 06/12/2020		375		377
2.705%, VAR ICE LIBOR USD 3 Month+0.350%, 02/12/2021		1,950		1,949
Citigroup
3.109%, VAR ICE LIBOR USD 3 Month+0.770%, 04/08/2019		700		702
2.650%, 10/26/2020		385		380
Citizens Bank
3.129%, VAR ICE LIBOR USD 3 Month+0.810%, 05/26/2022		550		547
2.889%, VAR ICE LIBOR USD 3 Month+0.570%, 05/26/2020		700		702
2.861%, VAR ICE LIBOR USD 3 Month+0.540%, 03/02/2020		550		552
Commonwealth Bank of Australia
3.003%, VAR ICE LIBOR USD 3 Month+0.640%, 11/07/2019 (A)		750		754
Compass Bank
3.057%, VAR ICE LIBOR USD 3 Month+0.730%, 06/11/2021		500		500
Cooperatieve Rabobank
3.161%, VAR ICE LIBOR USD 3 Month+0.830%, 01/10/2022		800		811
Cooperatieve Rabobank UA
2.765%, VAR ICE LIBOR USD 3 Month+0.430%, 04/26/2021		750		751
Credit Agricole MTN
3.297%, VAR ICE LIBOR USD 3 Month+0.970%, 06/10/2020 (A)		950		962
CSABS
3.420%, 07/25/2024		300		300

10 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Daimler Finance North America LLC
3.218%, VAR ICE LIBOR USD 3 Month+0.860%, 08/01/2018 (A)	$	400	$	400
3.077%, VAR ICE LIBOR USD 3 Month+0.740%, 07/05/2019 (A)		1,345		1,353
1.500%, 07/05/2019 (A)		750		740
Danske Bank
2.894%, VAR ICE LIBOR USD 3 Month+0.580%, 09/06/2019 (A)		600		602
Danske Bank MTN
2.831%, VAR ICE LIBOR USD 3 Month+0.510%, 03/02/2020 (A)		500		501
Deutsche Bank NY
3.307%, VAR ICE LIBOR USD 3 Month+0.970%, 07/13/2020		550		545
DNB Bank
2.707%, VAR ICE LIBOR USD 3 Month+0.370%, 10/02/2020 (A)		550		551
Fifth Third Bank
2.927%, VAR ICE LIBOR USD 3 Month+0.590%, 09/27/2019		1,625		1,629
2.589%, VAR ICE LIBOR USD 3 Month+0.250%, 10/30/2020		400		400
Ford Motor Credit LLC
3.606%, VAR ICE LIBOR USD 3 Month+1.270%, 03/28/2022		350		355
3.339%, VAR ICE LIBOR USD 3 Month+1.000%, 01/09/2020		750		756
3.156%, VAR ICE LIBOR USD 3 Month+0.830%, 03/12/2019		500		502
1.897%, 08/12/2019		350		346
General Motors Financial
3.267%, VAR ICE LIBOR USD 3 Month+0.930%, 04/13/2020		450		453
Glencore Funding LLC
2.500%, 01/15/2019 (A)		300		299
Goldman Sachs Bank USA NY
3.200%, 06/05/2020		1,300		1,303
Goldman Sachs Group
3.513%, VAR ICE LIBOR USD 3 Month+1.170%, 11/15/2021		525		532
3.445%, VAR ICE LIBOR USD 3 Month+1.110%, 04/26/2022		750		759
HSBC Bank PLC
4.125%, 08/12/2020 (A)		1,445		1,471
HSBC Holdings PLC
2.926%, VAR ICE LIBOR USD 3 Month+0.600%, 05/18/2021		640		642
Huntington National Bank
2.837%, VAR ICE LIBOR USD 3 Month+0.510%, 03/10/2020		650		651
2.200%, 11/06/2018		1,510		1,510

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ING Bank
3.027%, VAR ICE LIBOR USD 3 Month+0.690%, 10/01/2019 (A)	$	300	$	301
ING Groep
3.484%, VAR ICE LIBOR USD 3 Month+1.150%, 03/29/2022		400		407
Jackson National Life Global Funding
3.067%, VAR ICE LIBOR USD 3 Month+0.730%, 06/27/2022 (A)		375		379
2.807%, VAR ICE LIBOR USD 3 Month+0.480%, 06/11/2021 (A)		1,345		1,348
1.875%, 10/15/2018 (A)		400		400
JPMorgan Chase
4.400%, 07/22/2020		1,370		1,402
3.302%, VAR ICE LIBOR USD 3 Month+0.955%, 01/23/2020		500		505
2.969%, VAR ICE LIBOR USD 3 Month+0.630%, 01/28/2019		600		602
2.877%, VAR ICE LIBOR USD 3 Month+0.550%, 03/09/2021		550		552
KeyBank
3.139%, VAR ICE LIBOR USD 3 Month+0.810%, 11/22/2021		750		758
2.350%, 03/08/2019		250		249
Lloyds Bank PLC
2.853%, VAR ICE LIBOR USD 3 Month+0.490%, 05/07/2021		1,275		1,280
Manufacturers & Traders Trust
2.936%, VAR ICE LIBOR USD 3 Month+0.610%, 05/18/2022		450		452
2.605%, VAR ICE LIBOR USD 3 Month+0.270%, 01/25/2021		1,000		999
Metropolitan Life Global Funding I
2.400%, 01/08/2021 (A)		795		779
Moody’s
2.671%, VAR ICE LIBOR USD 3 Month+0.350%, 09/04/2018		540		540
Morgan Stanley
3.528%, VAR ICE LIBOR USD 3 Month+1.180%, 01/20/2022		475		483
3.192%, VAR ICE LIBOR USD 3 Month+0.850%, 01/24/2019		625		627
3.155%, VAR ICE LIBOR USD 3 Month+0.800%, 02/14/2020		910		912
National Bank of Canada MTN
2.886%, VAR ICE LIBOR USD 3 Month+0.560%, 06/12/2020		1,075		1,081
New York Life Global Funding
2.732%, VAR ICE LIBOR USD 3 Month+0.390%, 10/24/2019 (A)		600		603
2.447%, VAR ICE LIBOR USD 3 Month+0.100%, 01/21/2020 (A)		665		665

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 11

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nissan Motor Acceptance MTN
2.917%, VAR ICE LIBOR USD 3 Month+0.580%, 01/13/2020 (A)	$	1,000	$	1,004
Orlando Health Obligated Group
2.278%, 10/01/2018		785		784
PNC Bank
2.691%, VAR ICE LIBOR USD 3 Month+0.360%, 05/19/2020		500		502
2.597%, VAR ICE LIBOR USD 3 Month+0.250%, 01/22/2021		1,050		1,048
1.450%, 07/29/2019		350		346
Protective Life Global Funding
1.722%, 04/15/2019 (A)		355		352
Prudential Financial MTN
3.123%, VAR ICE LIBOR USD 3 Month+0.780%, 08/15/2018		750		750
Reckitt Benckiser Treasury Services PLC
2.895%, VAR ICE LIBOR USD 3 Month+0.560%, 06/24/2022 (A)		550		548
Santander UK PLC
2.920%, VAR ICE LIBOR USD 3 Month+0.620%, 06/01/2021		525		528
Societe Generale MTN
3.417%, VAR ICE LIBOR USD 3 Month+1.080%, 10/01/2018		700		701
Sumitomo Mitsui Banking
2.873%, VAR ICE LIBOR USD 3 Month+0.540%, 01/11/2019		650		651
2.686%, VAR ICE LIBOR USD 3 Month+0.350%, 01/17/2020		250		251
SunTrust Bank
2.872%, VAR ICE LIBOR USD 3 Month+0.530%, 01/31/2020		1,835		1,842
2.590%, VAR ICE LIBOR USD 3 Month+0.298%, 01/29/2021		450		446
Svenska Handelsbanken MTN
2.804%, VAR ICE LIBOR USD 3 Month+0.490%, 09/06/2019		400		402
2.800%, VAR ICE LIBOR USD 3 Month+0.470%, 05/24/2021		525		526
Synchrony Financial
3.584%, VAR ICE LIBOR USD 3 Month+1.230%, 02/03/2020		600		604
Toronto-Dominion Bank
2.250%, 09/25/2019 (A)		1,420		1,410
Toronto-Dominion Bank MTN
2.756%, VAR ICE LIBOR USD 3 Month+0.430%, 06/11/2021		1,400		1,402
1.450%, 08/13/2019		550		543
Toyota Motor Credit MTN
2.773%, VAR ICE LIBOR USD 3 Month+0.440%, 10/18/2019		400		402

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
UBS MTN
2.995%, VAR ICE LIBOR USD 3 Month+0.640%, 08/14/2019	$	450	$	452
2.200%, 06/08/2020 (A)		1,265		1,240
US Bancorp MTN
2.735%, VAR ICE LIBOR USD 3 Month+0.400%, 04/25/2019		400		401
US Bank
3.150%, 04/26/2021		1,500		1,496
1.400%, 04/26/2019		350		347
Wells Fargo
3.452%, VAR ICE LIBOR USD 3 Month+1.110%, 01/24/2023		400		407
Wells Fargo MTN
2.964%, VAR ICE LIBOR USD 3 Month+0.650%, 12/06/2019		650		655
2.600%, 07/22/2020		1,515		1,499
Westpac Banking
2.946%, VAR ICE LIBOR USD 3 Month+0.610%, 01/17/2019		325		326
				86,943
Health Care — 3.9%
Amgen
2.806%, VAR ICE LIBOR USD 3 Month+0.450%, 05/11/2020		450		452
2.673%, VAR ICE LIBOR USD 3 Month+0.320%, 05/10/2019		1,035		1,037
Bayer US Finance II LLC
3.500%, 06/25/2021 (A)		425		426
2.965%, VAR ICE LIBOR USD 3 Month+0.630%, 06/25/2021 (A)		775		780
Becton Dickinson
3.209%, VAR ICE LIBOR USD 3 Month+0.875%, 12/29/2020		375		376
Cardinal Health
3.111%, VAR ICE LIBOR USD 3 Month+0.770%, 06/15/2022		775		773
Catholic Health Initiatives
2.600%, 08/01/2018		270		270
CVS Health
3.047%, VAR ICE LIBOR USD 3 Month+0.720%, 03/09/2021		435		438
2.957%, VAR ICE LIBOR USD 3 Month+0.630%, 03/09/2020		820		824
Dignity Health
2.637%, 11/01/2019		1,260		1,258
Gilead Sciences
2.575%, VAR ICE LIBOR USD 3 Month+0.250%, 09/20/2019		1,535		1,538
Province of Quebec Canada MTN
2.551%, VAR ICE LIBOR USD 3 Month+0.230%, 09/04/2018		1,660		1,660

12 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Teva Pharmaceutical Finance Netherlands III
1.700%, 07/19/2019	$	1,340	$	1,315
UnitedHealth Group
2.409%, VAR ICE LIBOR USD 3 Month+0.070%, 10/15/2020		500		499
				11,646
Industrials — 2.3%
Air Lease
2.125%, 01/15/2020		300		295
Aviation Capital Group LLC
3.013%, VAR ICE LIBOR USD 3 Month+0.670%, 07/30/2021 (A)		570		571
Caterpillar Financial Services MTN
2.612%, VAR ICE LIBOR USD 3 Month+0.280%, 03/22/2019		375		376
Equifax
3.200%, VAR ICE LIBOR USD 3 Month+0.870%, 08/15/2021		765		770
Fortive
1.800%, 06/15/2019		260		257
GE Capital International Funding Unlimited Co
2.342%, 11/15/2020		1,215		1,190
General Dynamics
2.875%, 05/11/2020		1,255		1,253
Honeywell International
2.619%, VAR ICE LIBOR USD 3 Month+0.280%, 10/30/2019		800		803
John Deere Capital MTN
2.350%, 01/08/2021		445		438
PACCAR Financial MTN
1.300%, 05/10/2019		160		158
United Technologies
2.693%, VAR ICE LIBOR USD 3 Month+0.350%, 11/01/2019		600		602
				6,713
Information Technology — 1.0%
Broadcom
2.375%, 01/15/2020		800		789
DXC Technology
2.875%, 03/27/2020		400		396
eBay
3.209%, VAR ICE LIBOR USD 3 Month+0.870%, 01/30/2023		800		810
Hewlett Packard Enterprise
4.267%, VAR ICE LIBOR USD 3 Month+1.930%, 10/05/2018		160		161
2.100%, 10/04/2019 (A)		800		790
				2,946

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Materials — 0.6%
Air Liquide Finance
1.375%, 09/27/2019 (A)	$	400	$	393
BP Capital Markets PLC
2.705%, VAR ICE LIBOR USD 3 Month+0.350%, 08/14/2018		870		870
Syngenta Finance
3.698%, 04/24/2020 (A)		450		449
				1,712
Real Estate — 0.1%
Boston Properties
5.875%, 10/15/2019		400		411
Telecommunications — 0.8%
AT&T
3.264%, VAR ICE LIBOR USD 3 Month+0.930%, 06/30/2020		700		707
Verizon Communications
2.713%, VAR ICE LIBOR USD 3 Month+0.370%, 08/15/2019		1,520		1,523
				2,230
Utilities — 1.5%
American Electric Power
2.150%, 11/13/2020		450		439
Consolidated Edison of New York
2.739%, VAR ICE LIBOR USD 3 Month+0.400%, 06/25/2021		1,260		1,263
DTE Energy
1.500%, 10/01/2019		435		427
Emera US Finance
2.150%, 06/15/2019		165		164
NextEra Energy Capital Holdings
1.649%, 09/01/2018		95		95
Sempra Energy
2.589%, VAR ICE LIBOR USD 3 Month+0.250%, 07/15/2019		1,255		1,255
1.625%, 10/07/2019		850		834
				4,477
Total Corporate Obligations (Cost $137,074) ($ Thousands)				137,120
ASSET-BACKED SECURITIES — 29.8%
Automotive — 9.5%
American Credit Acceptance Receivables Trust, Ser 2016-3, Cl B
2.870%, 08/12/2022 (A)		469		469

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 13

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
American Credit Acceptance Receivables Trust, Ser 2018-1, CI A
2.720%, 03/10/2021 (A)	$	330	$	330
AmeriCredit Automobile Receivables Trust, Ser 2014-2, Cl C
2.180%, 06/08/2020		85		85
AmeriCredit Automobile Receivables Trust, Ser 2014-3, Cl D
3.130%, 10/08/2020		775		776
AmeriCredit Automobile Receivables Trust, Ser 2015-1, Cl B
1.880%, 03/09/2020		36		36
AmeriCredit Automobile Receivables Trust, Ser 2016-2, Cl A3
1.600%, 11/09/2020		101		101
AmeriCredit Automobile Receivables Trust, Ser 2016-3, Cl A3
1.460%, 05/10/2021		66		66
AmeriCredit Automobile Receivables Trust, Ser 2016-4, Cl A2A
1.340%, 04/08/2020		13		13
Americredit Automobile Receivables Trust, Ser 2018-1, Cl A2A
2.710%, 07/19/2021		345		345
ARI Fleet Lease Trust, Ser 2017-A, Cl A2
1.910%, 04/15/2026 (A)		325		323
Canadian Pacer Auto Receivables Trust, Ser 2017-1A, Cl A2A
1.772%, 12/19/2019 (A)		621		620
CarMax Auto Owner Trust, Ser 2015-4, Cl A3
1.560%, 11/16/2020		341		339
CarMax Auto Owner Trust, Ser 2016-4, Cl A2
1.210%, 11/15/2019		35		35
Chesapeake Funding II LLC, Ser 2016-2A, CI A2
3.072%, VAR ICE LIBOR USD 1 Month+1.000%, 06/15/2028 (A)		399		400
Chesapeake Funding II LLC, Ser 2017-2A, CI A1
1.990%, 05/15/2029 (A)		256		253
Chesapeake Funding II LLC, Ser 2017-3A, CI A1
1.910%, 08/15/2029 (A)		310		306
Chesapeake Funding II LLC, Ser 2017-3A, CI A2
2.412%, VAR ICE LIBOR USD 1 Month+0.340%, 08/15/2029 (A)		823		823
Chesapeake Funding II LLC, Ser 2017-4A, CI A1
2.120%, 11/15/2029 (A)		367		363

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chesapeake Funding II LLC, Ser 2017-4A, CI A2
2.412%, VAR ICE LIBOR USD 1 Month+0.340%, 11/15/2029 (A)	$	1,460	$	1,460
Chesapeake Funding II LLC, Ser 2018-1A, CI A1
3.040%, 04/15/2030 (A)		325		323
Chrysler Capital Auto Receivables Trust, Ser 2016-BA, Cl A3
1.640%, 07/15/2021 (A)		649		645
CIG Auto Receivables Trust, Ser 2017-1A, Cl A
2.710%, 05/15/2023 (A)		111		110
CPS Auto Receivables Trust, Ser 2016-A, Cl B
3.340%, 05/15/2020		223		223
CPS Auto Receivables Trust, Ser 2017-C, Cl A
1.780%, 09/15/2020 (A)		48		47
CPS Auto Receivables Trust, Ser 2018-A, Cl A
2.160%, 05/17/2021 (A)		98		98
CPS Auto Trust, Ser 2017-D, CI A
1.870%, 03/15/2021 (A)		101		100
CPS Auto Trust, Ser 2018-C, CI A
2.870%, 09/15/ 2021 (A)		302		302
Credit Acceptance Auto Loan Trust, Ser 2017-2A, CI A
2.550%, 02/17/2026 (A)		499		494
Credit Acceptance Auto Loan Trust, Ser 2017-3A, CI A
2.650%, 06/15/2026 (A)		250		247
Drive Auto Receivables Trust, Ser 2018-3, Cl A3
3.010%, 11/15/2021		790		790
DT Auto Owner Trust, Ser 2018-1A, Cl A
2.590%, 05/17/2021 (A)		368		368
Enterprise Fleet Financing LLC, Ser 2016-2, CI A2
1.740%, 02/22/2022 (A)		287		285
Enterprise Fleet Financing LLC, Ser 2017-2, CI A2
1.970%, 01/20/2023 (A)		200		199
Enterprise Fleet Financing LLC, Ser 2018-2, CI A2
3.140%, 02/20/2024 (A)		290		290
Exeter Automobile Receivables Trust, Ser 2018-1A, Cl A
2.210%, 05/17/2021 (A)		191		191
Exeter Automobile Receivables Trust, Ser 2018-3A, CIA
2.900%, 01/18/2022 (A)		575		574
First Investors Auto Owner Trust, Ser 2017-1A, CI A1
1.690%, 04/15/2021 (A)		52		52

14 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
First Investors Auto Owner Trust, Ser 2017-2A, CI A1
1.860%, 10/15/2021 (A)	$	84	$	84
First Investors Auto Owner Trust, Ser 2018-1A, CI A1
2.840%, 05/16/2022 (A)		225		225
Flagship Credit Auto Trust, Ser 2017-2, Cl A
1.850%, 07/15/2021 (A)		81		81
Flagship Credit Auto Trust, Ser 2017-3, Cl A
1.880%, 10/15/2021 (A)		271		269
Ford Credit Auto Owner Trust, Ser 2014-1, CI A
2.260%, 11/15/2025 (A)		930		926
Ford Credit Auto Owner Trust, Ser 2016-C, Cl A2A
1.040%, 09/15/2019		32		32
Ford Credit Floorplan Master Owner Trust, Ser 2015-4, Cl A2
2.672%, VAR LIBOR USD 1 Month+0.600%, 08/15/2020		1,250		1,250
Ford Credit Floorplan Master Owner Trust, Ser 2016-5, Cl A1
1.950%, 11/15/2021		450		444
GLS Auto Receivables Trust, Ser 2016-1A, Cl A
2.730%, 10/15/2020 (A)		16		16
GLS Auto Receivables Trust, Ser 2017-1A, CI A2
2.670%, 04/15/2021 (A)		325		324
GLS Auto Receivables Trust, Ser 2018-1A, Cl A
2.820%, 07/15/2022 (A)		506		504
GM Financial Automobile Leasing Trust, Ser 2016-1, Cl A3
1.640%, 07/20/2019		82		82
GM Financial Automobile Leasing Trust, Ser 2016-2, Cl A3
1.620%, 09/20/2019		90		90
GM Financial Automobile Leasing Trust, Ser 2016-3, Cl A3
1.610%, 12/20/2019		638		636
Hyundai Auto Lease Securitization Trust, Ser 2016-B, Cl A3
1.520%, 10/15/2019 (A)		75		75
Mercedes-Benz Auto Receivables Trust, Ser 2016-1, Cl A4
1.460%, 12/15/2022		1,465		1,428
Nissan Master Owner Trust Receivables, Ser 2016-A,CI A2
1.540%, 06/15/2021		395		391
Prestige Auto Receivables Trust, Ser 2016-2A, CI A2
1.460%, 07/15/2020 (A)		164		164

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Prestige Auto Receivables Trust, Ser 2017-1A, Cl A3
2.050%, 10/15/2021 (A)	$	925	$	918
Santander Drive Auto Receivables Trust, Ser 2014-3, Cl D
2.650%, 08/17/2020		567		567
Santander Drive Auto Receivables Trust, Ser 2014-4, Cl D
3.100%, 11/16/2020		1,838		1,841
Santander Drive Auto Receivables Trust, Ser 2015-4, Cl C
2.970%, 03/15/2021		642		642
Santander Drive Auto Receivables Trust, Ser 2016-3, Cl C
2.460%, 03/15/2022		450		446
Santander Drive Auto Receivables Trust, Ser 2018-3, Cl A3
3.030%, 02/15/2022		220		220
Santander Retail Auto Lease Trust, Ser 2017- A, Cl A3
2.220%, 01/20/2021 (A)		1,325		1,309
Securitized Term Auto Receivables Trust, Ser 2017-2A, Cl A2A
1.775%, 01/27/2020 (A)		134		134
Skopos Auto Receivables Trust, Ser 2018-1A, CI A
3.190%, 09/15/2021 (A)		339		339
Tesla Auto Lease Trust, Ser 2018-A, Cl A
2.320%, 12/20/2019 (A)		484		482
Tidewater Auto Receivables, Ser 2018-AA, CI A1
2.500%, 05/15/2019 (A)		512		512
Toyota Auto Receivables Owner Trust, Ser 2016-B, Cl A3
1.300%, 04/15/2020		52		52
United Auto Credit Securitization Trust, Ser 2018-1, CI A
2.260%, 04/10/2020 (A)		266		265
United Auto Credit Securitization Trust, Ser 2018-1, Cl B
2.760%, 10/13/2020 (A)		300		299
Westlake Automobile Receivables Trust, Ser 2016-2A, Cl B
2.300%, 11/15/2019 (A)		117		117
Westlake Automobile Receivables Trust, Ser 2017-1A, CI A2
1.780%, 04/15/2020 (A)		68		68
Westlake Automobile Receivables Trust, Ser 2017-2A, Cl A2A
1.800%, 07/15/2020 (A)		154		153

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 15

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2018-2A, Cl A2A
2.840%, 09/15/2021 (A)	$	350	$	350
				28,216
Business Services — 0.3%
Navient Student Loan Trust, Ser 2015-3, Cl A1
2.384%, VAR ICE LIBOR USD 1 Month+0.320%, 07/25/2030		3		3
SLM Student Loan Trust, Ser 2004-8A, Cl A5
2.835%, VAR ICE LIBOR USD 3 Month+0.500%, 04/25/2024 (A)		191		191
SLM Student Loan Trust, Ser 2006-5, Cl A5
2.445%, VAR ICE LIBOR USD 3 Month+0.110%, 01/25/2027		547		546
				740
Credit Card — 5.6%
American Express Credit Account Master Trust, Ser 2013-2, Cl A
2.492%, VAR ICE LIBOR USD 1 Month+0.420%, 05/17/2021		700		700
American Express Credit Account Master Trust, Ser 2014-1, Cl A
2.442%, VAR ICE LIBOR USD 1 Month+0.370%, 12/15/2021		1,000		1,002
Cabela’s Credit Card Master Note Trust, Ser 2016-1, Cl A1
1.780%, 06/15/2022		305		302
Cabela’s Master Credit Card Trust, Ser 2013-2A A2, CI A2
2.722%, VAR LIBOR USD 1 Month+0.650%, 08/16/2021 (A)		210		210
Capital One Multi-Asset Execution Trust, Ser 2014-A1, CI A1
2.522%, VAR LIBOR USD 1 Month+0.450%, 02/15/2022		800		802
Capital One Multi-Asset Execution Trust, Ser 2015-A3, Cl A3
2.472%, VAR LIBOR USD 1 Month+0.400%, 03/15/2023		735		738
Capital One Multi-Asset Execution Trust, Ser 2015-A7, CI A7
1.450%, 08/16/2021		868		866
Capital One Multi-Asset Execution Trust, Ser 2016-A3, Cl A3
1.340%, 04/15/2022		1,700		1,680
Capital One Multi-Asset Execution Trust, Ser 2016-A6, CI A6
1.820%, 09/15/2022		1,395		1,377
CARDS II Trust, Ser 2017-1A, CI A
2.442%, VAR LIBOR USD 1 Month+0.370%, 04/18/2022 (A)		865		866

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chase Issuance Trust, Ser 2016-A5, Cl A5
1.270%, 07/15/2021	$	500	$	493
Discover Card Execution Note Trust, Ser 2015-A2, Cl A
1.900%, 10/17/2022		2,205		2,165
Discover Card Execution Note Trust, Ser 2016-A2, CI A2
2.612%, VAR LIBOR USD 1 Month+0.540%, 09/15/2021		1,850		1,854
GE Capital Credit Card Master Note Trust, Ser 2012-7, Cl A
1.760%, 09/15/2022		650		642
Golden Credit Card Trust, Ser 2016-5A, Cl A
1.600%, 09/15/2021 (A)		335		330
Synchrony Credit Card Master Note Trust, Ser 2016-1, CI A
2.040%, 03/15/2022		1,825		1,818
Synchrony Credit Card Master Note Trust, Ser 2016-3, Cl B
1.910%, 09/15/2022		772		763
				16,608
Miscellaneous Business Services — 14.1%
Ajax Mortgage Loan Trust, Ser 2017-B, Cl A
3.163%, 09/25/2056 (A)(B)		486		476
ALM VI, Ser 2018-6A, CI A1B3
3.548%, VAR ICE LIBOR USD 3 Month+1.200%, 07/15/2026 (A)		600		600
ALM XVII, Ser 2018-17A, CI A1AR
3.269%, VAR ICE LIBOR USD 3 Month+0.930%, 01/18/2028 (A)		725		725
Apidos CLO XII, Ser 2018-12A, CI AR
3.419%, VAR ICE LIBOR USD 3 Month+1.080%, 04/15/2031 (A)		600		601
Bayview Opportunity Master Fund IIIa Trust, Ser 2017-RN7, CI A1
3.105%, 09/28/2032 (A)		11		11
Bayview Opportunity Master Fund IIIa Trust, Ser 2017-RN8, CI A1
3.352%, 11/28/2032 (A)		227		225
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, CI A
3.500%, 10/28/2057 (A)(B)		425		422
Bayview Opportunity Master Fund Trust IIb, Ser 2018-RN5, CI A1
3.820%, 04/28/2033 (A)		263		263
Carlyle Global Market Strategies, Ser 2018-1A, CI A1R2
3.306%, VAR ICE LIBOR USD 3 Month+0.970%, 04/17/2031 (A)		650		645

16 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carlyle Global Market Strategies, Ser 2018-2A, CI A1R
3.117%, VAR ICE LIBOR USD 3 Month+0.780%, 04/27/2027 (A)	$	750	$	745
Cent CLO, Ser 2017-20A, Cl AR
3.435%, VAR ICE LIBOR USD 3 Month+1.100%, 01/25/2026 (A)		878		878
CIFC Funding, Ser 2017-1A, CI A1R
3.589%, VAR ICE LIBOR USD 3 Month+1.250%, 07/16/2030 (A)		485		488
CLUB Credit Trust, Ser 2017-P2, Cl A
2.610%, 01/15/2024 (A)		313		312
CNH Equipment Trust, Ser 2017-C, Cl A2
1.840%, 03/15/2021		1,285		1,278
Conn’s Receivables Funding LLC, Ser 2017-B, CI A
2.730%, 07/15/2020 (A)		54		54
Credit-Based Asset Servicing and Securitization LLC, Ser 2005-CB3, Cl M2
2.994%, VAR ICE LIBOR USD 1 Month+0.930%, 05/25/2035		306		307
Dell Equipment Finance Trust, Ser 2018-1, Cl A2A
2.970%, 10/22/2020 (A)		375		375
DLL LLC, Ser 2018-1, Cl A2
2.810%, 11/17/2020 (A)		740		740
DLL Securitization Trust, Ser 2017-A, Cl A2
1.890%, 07/15/2020 (A)		170		169
Engs Commercial Finance Trust, Ser 2018-1A, CI A1
2.970%, 02/22/2021 (A)		227		227
Finance of America Structured Securities Trust, Ser 2017-HB1, CI A
2.321%, 11/25/2027 (A)(B)		205		204
GSAMP Trust, Ser 2006-HE1, CI A2D
2.374%, VAR ICE LIBOR USD 1 Month+0.310%, 01/25/2036		339		339
John Deere Owner Trust, Ser 2018-A, Cl A1
1.950%, 03/15/2019		170		170
KKR,Ser 2018-21, CI A
3.345%, VAR ICE LIBOR USD 3 Month+1.000%, 04/15/2031 (A)		465		460
Madison Park Funding XII, Ser 2017-12A, CI AR
3.608%, VAR ICE LIBOR USD 3 Month+1.260%, 07/20/2026 (A)		305		305
Magnetite VII, Ser 2018-7A, CI A1R2
3.139%, VAR ICE LIBOR USD 3 Month+0.800%, 01/15/2028 (A)		800		791
Magnetite VIII, Ser 2018-8A, CI AR2
3.319%, VAR ICE LIBOR USD 3 Month+0.980%, 04/15/2031 (A)		685		682

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Marlette Funding Trust, Ser 2016-1A, Cl A
3.060%, 01/17/2023 (A)	$	32	$	32
Marlette Funding Trust, Ser 2017-3A, Cl A
2.360%, 12/15/2024 (A)		146		146
Marlette Funding Trust, Ser 2018-1A, Cl A
2.610%, 03/15/2028 (A)		251		250
Marlette Funding Trust, Ser 2018-2A, Cl A
3.060%, 07/17/2028 (A)		261		261
Mill City Mortgage Loan Trust, Ser 2017-3, CI A1
2.750%, 01/25/2061 (A)(B)		486		476
Mill City Mortgage Loan Trust, Ser 2018-1, CI A1
3.250%, 05/25/2062 (A)(B)		231		231
MMAF Equipment Finance LLC, Ser 2017-AA, CI A2
1.730%, 05/18/2020 (A)		100		100
Nationstar HECM Loan Trust, Ser 2017-1A, CI A
1.968%, 05/25/2027 (A)		97		97
Nationstar HECM Loan Trust, Ser 2017-2A, CI A1
2.038%, 09/25/2027 (A)(B)		157		157
Nationstar HECM Loan Trust, Ser 2018-1A, CI A
2.760%, 02/25/2028 (A)(B)		205		205
Nationstar HECM Loan Trust, Ser 2018-2A, CI A
3.188%, 07/25/2028 (A)(B)		280		280
Navient Student Loan Trust, Ser 2016-6A, CI A1
2.544%, VAR ICE LIBOR USD 1 Month+0.480%, 03/25/2066 (A)		51		51
New Residential Advance Receivables Trust, Ser 2016-T2, CI AT2
2.575%, 10/15/2049 (A)		600		595
New Residential Mortgage LLC, Ser 2018-FNT1, CI A
3.610%, 05/25/2023 (A)		642		640
New Residential Mortgage LLC, Ser 2018-FNT2, CI A
3.790%, 07/25/2054 (A)		390		390
NextGear Floorplan Master Owner Trust, Ser 2017-2A, CI A1
2.752%, VAR LIBOR USD 1 Month+0.680%, 10/17/2022 (A)		935		939
Nissan Master Owner Trust Receivables, Ser 2017-C, CI A
2.392%, VAR LIBOR USD 1 Month+0.320%, 10/17/2022		1,225		1,226
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS1, Cl A
3.193%, 01/25/2023 (A)		317		315

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 17

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
NRZ Excess Spread-Collateralized Notes, Ser 2018-PLS2, CI A
3.265%, 02/25/2023 (A)	$	151	$	150
NYCTL Trust, Ser 2016-A, Cl A
1.470%, 11/10/2029 (A)		10		10
NYCTL Trust, Ser 2017-A, CI A
1.870%, 11/10/2030 (A)		281		278
NYCTL Trust, Ser 2018-A, CI A
3.280%, 11/10/2031 (A)		1,415		1,415
Oak Hill Credit Partners X, Ser 2017-10A, CI AR
3.478%, VAR ICE LIBOR USD 3 Month+1.130%, 07/20/2026 (A)		500		500
OCP CLO, Ser 2016-2A, CI A1R
3.729%, VAR ICE LIBOR USD 3 Month+1.400%, 11/22/2025 (A)		370		370
OCP CLO, Ser 2017-8A, CI A1R
3.186%, VAR ICE LIBOR USD 3 Month+0.850%, 04/17/2027 (A)		500		499
Octagon Investment Partners 24, Ser 2017-1A, CI A1R
3.231%, VAR ICE LIBOR USD 3 Month+0.900%, 05/21/2027 (A)		725		724
Octagon Investment Partners XX, Ser 2017-1A, CI AR
3.485%, VAR ICE LIBOR USD 3 Month+1.130%, 08/12/2026 (A)		740		740
OneMain Financial Issuance Trust, Ser 2016-1A, Cl B
4.570%, 02/20/2029 (A)		185		187
OZLM VII, Ser 2018-7RA, CI A1R
3.346%, VAR ICE LIBOR USD 3 Month+1.010%, 07/17/2029 (A)		590		590
OZLM XII, Ser 2015-12A, CI A1
3.789%, VAR ICE LIBOR USD 3 Month+1.450%, 04/30/2027 (A)		395		395
Pretium Mortgage Credit Partners, Ser 2017-NPL5, CI A1
3.327%, 12/30/2032 (A)(B)		191		190
Pretium Mortgage Credit Partners, Ser 2018-NPL2, Cl A1
3.700%, 03/27/2033 (A)		425		423
Prosper Marketplace Issuance Trust, Ser 2017-3A, CI A
2.540%, 11/15/2023 (A)		141		141
Prosper Marketplace Issuance Trust, Ser 2018-1A, Cl A
3.110%, 06/17/2024 (A)		419		419
PRPM, Ser 2018-1A, CI A1
3.750%, 04/25/2023 (A)(B)		299		297
Regional Management Issuance, Ser 2018-1, CI A
3.830%, 07/15/2027 (A)		290		290

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Shackleton, Ser 2018-6RA, Cl A
3.356%, VAR ICE LIBOR USD 3 Month+1.020%, 07/17/2028 (A)	$	500	$	499
SLM Student Loan Trust, Ser 2003-14, Cl A5
2.565%, VAR ICE LIBOR USD 3 Month+0.230%, 01/25/2023		6		6
SLM Student Loan Trust, Ser 2004-3, Cl A5
2.505%, VAR ICE LIBOR USD 3 Month+0.170%, 07/25/2023		157		157
SLM Student Loan Trust, Ser 2005-3, Cl A5
2.425%, VAR ICE LIBOR USD 3 Month+0.090%, 10/25/2024		330		330
SLM Student Loan Trust, Ser 2005-4, Cl A3
2.455%, VAR ICE LIBOR USD 3 Month+0.120%, 01/25/2027		287		286
SLM Student Loan Trust, Ser 2008-5, Cl A4
4.035%, VAR ICE LIBOR USD 3 Month+1.700%, 07/25/2023		715		733
SLM Student Loan Trust, Ser 2008-9, Cl A
3.835%, VAR ICE LIBOR USD 3 Month+1.500%, 04/25/2023		726		740
Sofi Consumer Loan Program, Ser 2016-2, CI A
3.090%, 10/27/2025 (A)		558		557
Sofi Consumer Loan Program, Ser 2016-3, CI A
3.050%, 12/26/2025 (A)		574		572
Sofi Consumer Loan Program, Ser 2017-1, CI A
3.280%, 01/26/2026 (A)		94		94
Sofi Consumer Loan Program, Ser 2017-6, CI A1
2.200%, 11/25/2026 (A)		190		189
Sofi Consumer Loan Program, Ser 2018-1, CI A1
2.550%, 02/25/2027 (A)		310		308
Sofi Consumer Loan Program, Ser 2018-2, CI A1
2.930%, 04/26/2027 (A)		333		333
Sofi Consumer Loan Program, Ser 2018-3, CI A1
3.200%, 08/25/2027 (A)		255		255
Sofi Professional Loan Program, Ser 2017-A, CI A1
2.764%, VAR ICE LIBOR USD 1 Month+0.700%, 03/26/2040 (A)		188		188
Springleaf Funding Trust, Ser 2016-AA, Cl A
2.900%, 11/15/2029 (A)		1,150		1,146
SPS Servicer Advance Receivables Trust, Ser 2016-T1, CI AT1
2.530%, 11/16/2048 (A)		605		607

18 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Stanwich Mortgage Loan Trust, Ser 2018- NPB1, Cl A1
4.016%, 05/16/2023 (A)	$	710	$	709
Symphony CLO VIII, Ser 2014-8A, Cl BR
3.847%, VAR ICE LIBOR USD 1 Month+1.750%, 01/09/2023 (A)		380		380
Towd Point Mortgage Trust, Ser 2015-4, CI A1B
2.750%, 04/25/2055 (A)(B)		89		87
Towd Point Mortgage Trust, Ser 2015-5, CI A1B
2.750%, 05/25/2055 (A)(B)		89		87
Towd Point Mortgage Trust, Ser 2016-1, CI A1B
2.750%, 02/25/2055 (A)(B)		75		74
Towd Point Mortgage Trust, Ser 2016-3, Cl A1
2.250%, 04/25/2056 (A)(B)		185		180
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (A)(B)		293		284
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056 (A)(B)		610		598
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057 (A)(B)		342		335
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (A)(B)		265		258
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
2.664%, VAR ICE LIBOR USD 1 Month+0.600%, 02/25/2057 (A)		556		556
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (A)(B)		242		236
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058 (A)(B)		171		168
U.S. Residential Opportunity Fund IV Trust, Ser 2017-1111, CI A
3.352%, 11/27/2037 (A)		194		192
Utah State Board of Regents, Ser 2016-1, Cl A
2.710%, VAR ICE LIBOR USD 1 Month+0.750%, 09/25/2056		330		331
Verizon Owner Trust, Ser 2016-1A, Cl A
1.420%, 01/20/2021 (A)		835		831
Verizon Owner Trust, Ser 2016-2A, Cl A
1.680%, 05/20/2021 (A)		365		361
Verizon Owner Trust, Ser 2017-2A, Cl B
2.220%, 12/20/2021 (A)		190		186
Vibrant CLO III, Ser 2016-3A, CI A1R
3.828%, VAR ICE LIBOR USD 3 Month+1.480%, 04/20/2026 (A)		540		540
VOLT LX LLC, Ser 2017-NPL7, CI A1
3.250%, 06/25/2047 (A)		149		148
VOLT LXIII LLC, Ser 2017-NP10, CI A1
3.000%, 10/25/2047 (A)		224		221
VOLT LXIV LLC, Ser 2017-NP11,CI A1
3.375%, 10/25/2047 (A)		484		482

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2017-3A, CI A1R
3.055%, VAR ICE LIBOR USD 3 Month+0.720%, 07/25/2026 (A)	$	650	$	650
Z Capital Credit Partners CLO, Ser 2018-1A, CI A1R
3.289%, VAR ICE LIBOR USD 3 Month+0.950%, 07/16/2027 (A)		600		600
				41,995
Mortgage Related — 0.3%
Accredited Mortgage Loan Trust, Ser 2004-4, CI A1A
2.744%, VAR ICE LIBOR USD 1 Month+0.680%, 01/25/2035		108		108
Aegis Asset-Backed-Securities Trust Mortgage Pass-Through Certificates, Ser 2004-4, CI A1
2.784%, VAR ICE LIBOR USD 1 Month+0.720%, 10/25/2034		151		151
Bear Stearns Asset-Backed-Securities Trust, Ser 2005-HE3, CI M2
3.084%, VAR ICE LIBOR USD 1 Month+1.020%, 03/25/2035		89		90
New Residential Mortgage Loan Trust, Ser 2017-6A, CI A1
4.000%, 08/27/2057 (A)(B)		649		652
				1,001
Total Asset-Backed Securities (Cost $88,876) ($ Thousands)				88,560
MORTGAGE-BACKED SECURITIES — 9.8%
Agency Mortgage-Backed Obligations — 2.4%
FHLMC
5.000%, 06/01/2026		162		165
3.790%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.075%, 02/01/2030		41		43
3.368%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.095%, 02/01/2022		16		17
FHLMC Multifamily Structured Pass-Through Certificates, Ser K008, Cl A1		68		68
2.746%, 12/25/2019
FHLMC Multifamily Structured Pass-Through Certificates, Ser K020, Cl A1
1.573%, 01/25/2022		246		240
FNMA
6.000%, 01/01/2027		17		19
5.000%, 05/01/2019 to 03/01/2025		430		441

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 19

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.965%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.215%, 01/01/2029	$	9	$	9
3.862%, VAR ICE LIBOR USD 6 Month+1.820%, 09/01/2024		46		47
3.695%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.079%, 05/01/2028		3		3
3.570%, VAR ICE LIBOR USD 6 Month+1.775%, 09/01/2024		19		19
3.433%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.120%, 11/01/2025		3		4
3.373%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.977%, 11/01/2023		7		7
3.110%, VAR ICE LIBOR USD 6 Month+1.000%, 11/01/2021		4		4
3.000%, 12/01/2030		1,349		1,337
1.900%, 10/01/2019		350		349
FNMA REMIC, Ser 1993-58, CI H
5.500%, 04/25/2023		12		12
FNMA REMIC, Ser 2001-33, Cl FA
2.514%, VAR LIBOR USD 1 Month+0.450%, 07/25/2031		11		11
FNMA REMIC, Ser 2002-64, Cl FG
2.329%, VAR LIBOR USD 1 Month+0.250%, 10/18/2032		11		11
FNMA REMIC, Ser 2008-18, Cl HD
4.000%, 12/25/2018		–		–
FNMA REMIC, Ser 2011-24, Cl PC
4.000%, 10/25/2039		590		597
FNMA, Ser 2011-M7, Cl A2
2.578%, 09/25/2018		36		36
FNMA, Ser 2017-M13, Cl FA
2.485%, VAR LIBOR USD 1 Month+0.400%, 10/25/2024		409		409
FREMF Mortgage Trust, Ser 2012-K705, Cl C
4.150%, 09/25/2044 (A)(B)		415		414
FREMF Mortgage Trust, Ser K503, Cl C
3.020%, 10/25/2047 (A)(B)		210		207
FREMF Mortgage Trust, Ser K704, CI B
4.418%, 09/25/2018 (A)(B)		355		354
FREMF Mortgage Trust, Ser K706, CI P
4.428%, 11/25/2044 (A)(B)		750		746
FREMF Mortgage Trust, Ser K712, CI B
3.360%, 05/25/2045 (A)(B)		120		120
FREMF Mortgage Trust, Ser K712, CI C
3.360%, 05/25/2045 (A)(B)		315		314
FREMF Multifamily Aggregation Risk Transfer Trust, Ser 2017-KT01, CI A
2.389%, VAR LIBOR USD 1 Month+0.320%, 02/25/2020		350		351

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mortgage-Linked Amortizing Notes, Ser 2012-1, CI A10
2.060%, 01/15/2022	$	72	$	71
NCUA Guaranteed Notes, Ser 2010-R1, Cl 1A
2.537%, VAR LIBOR USD 1 Month+0.450%, 10/07/2020		279		280
NCUA Guaranteed Notes, Ser 2011-R1, Cl 1A
2.537%, VAR ICE LIBOR USD 1 Month+0.450%, 01/08/2020		201		201
NCUA Guaranteed Notes, Ser 2011-R2, Cl 1A
2.425%, VAR ICE LIBOR USD 1 Month+0.400%, 02/06/2020		54		54
NCUA Guaranteed Notes, Ser 2011-R3, Cl 1A
2.478%, VAR LIBOR USD 1 Month+0.400%, 03/11/2020		121		121
				7,081
Non-Agency Mortgage-Backed Obligations — 7.4%
Angel Oak Mortgage Trust I LLC, Ser 2017-2, CI A1
2.478%, 07/25/2047 (A)(B)		224		221
Angel Oak Mortgage Trust LLC, Ser 2017-1, CI A1
2.810%, 01/25/2047 (A)(B)		59		58
Angel Oak Mortgage Trust LLC, Ser 2017-3, CI A1
2.708%, 11/25/2047 (A)(B)		179		177
BABSN.CI A1
3.319%, 07/20/2029		372		370
BAMLL Re-REMIC Trust, Ser 2015-FR11, CI A705
1.544%, 09/27/2044 (A)(B)		625		622
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
4.316%, 07/25/2035 (B)		104		97
Banc of America Mortgage Securities, Ser 2005-J, CI 2A1
3.636%, 11/25/2035 (B)		12		12
BBCMS Mortgage Trust, Ser DELC, Cl A
2.922%, VAR LIBOR USD 1 Month+0.850%, 08/15/2036 (A)		800		800
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1
4.304%, 06/25/2035 (B)		54		55
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1
4.216%, 08/25/2035 (B)		118		116
BX Trust, Ser MCSF, CI A
2.648%, VAR LIBOR USD 1 Month+0.577%, 04/15/2035 (A)		470		466

20 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CGDBB Commercial Mortgage Trust, Ser BIOC, CI A
2.862%, VAR LIBOR USD 1 Month+0.790%, 07/15/2032 (A)	$	450	$	450
CIM Trust, Ser 2017-7, CI A
3.000%, 04/25/2057 (A)(B)		626		618
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, CI 1A
4.381%, 09/25/2034 (B)		23		23
Citigroup Mortgage Loan Trust, Ser 2006-AR2, CI 1A1
3.893%, 03/25/2036 (B)		99		92
Citigroup Mortgage Loan Trust, Ser 2018-RP2, CI A1
3.500%, 02/25/2058 (A)(B)		358		357
COLT Mortgage Loan Trust, Ser 2016-3, Cl A1
2.800%, 12/26/2046 (A)(B)		69		68
COLT Mortgage Loan Trust, Ser 2016-3, Cl A3
3.750%, 12/26/2046 (A)(B)		191		191
COLT Mortgage Loan Trust, Ser 2017-1, Cl A1
2.614%, 05/27/2047 (A)(B)		177		176
COLT Mortgage Loan Trust, Ser 2018-1, Cl A1
2.930%, 02/25/2048 (A)(B)		233		232
COLT Mortgage Loan Trust, Ser 2018-2, Cl A1
3.470%, 07/27/2048 (A)(B)		594		594
Countrywide Home Loans, Ser 2004-29, CI 1A1
2.604%, VAR ICE LIBOR USD 1 Month+0.540%, 02/25/2035		15		14
Countrywide Home Loans, Ser 2005-HY10, Cl 3A1A
3.581%, 02/20/2036 (B)		87		79
Deephaven Residential Mortgage Trust, Ser 2017-1A, CI A1
2.725%, 12/26/2046 (A)(B)		73		73
Deephaven Residential Mortgage Trust, Ser 2017-2A, CI A1
2.453%, 06/25/2047 (A)(B)		155		153
Deephaven Residential Mortgage Trust, Ser 2017-3A, CI A1
2.577%, 10/25/2047 (A)(B)		194		192
Deephaven Residential Mortgage Trust, Ser 2018-1A, Cl A1
2.976%, 12/25/2057 (A)(B)		233		231
Deephaven Residential Mortgage Trust, Ser 2018-2A, CI A1
3.479%, 04/25/2058 (A)(B)		522		520
FDIC Guaranteed Notes Trust, Ser 2010-S4, CI A
2.806%, VAR LIBOR USD 1 Month+0.720%, 12/04/2020 (A)		709		698

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2013-DN1, Cl M1
5.464%, VAR ICE LIBOR USD 1 Month+3.400%, 07/25/2023	$	22	$	22
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN2, Cl M2
3.714%, VAR ICE LIBOR USD 1 Month+1.650%, 04/25/2024		115		116
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ1, Cl M3
5.864%, VAR ICE LIBOR USD 1 Month+3.800%, 03/25/2025		575		616
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2017-HQA1, CI M1
3.264%, VAR ICE LIBOR USD 1 Month+1.200%, 08/25/2029		1,629		1,639
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2018-SPI2, Cl M1
3.820%, 05/25/2048 (A)(B)		424		424
FNMA Connecticut Avenue Securities, Ser 2014-C02, CI 1M1
3.014%, VAR ICE LIBOR USD 1 Month+0.950%, 05/25/2024		36		37
FNMA Connecticut Avenue Securities, Ser 2017-C02, CI 2M1
3.214%, VAR ICE LIBOR USD 1 Month+1.150%, 09/25/2029		336		338
GMAC Mortgage Loan Trust, Ser 2005-AR6, CI 2A1
3.748%, 11/19/2035 (B)		121		118
GS Mortgage Securities II, Ser 2010-C2, Cl A1
3.849%, 12/10/2043 (A)		56		57
GS Mortgage Securities II, Ser GC30, Cl A2
2.726%, 05/10/2050		275		273
GS Mortgage Securities Trust, Ser 500K, CI A
2.772%, VAR LIBOR USD 1 Month+0.700%, 07/15/2019 (A)		415		415
GS Mortgage Securities Trust, Ser GC16, CI A2
3.033%, 11/10/2046		857		857
GS Mortgage Securities Trust, Ser GC28, CI A2
2.898%, 02/10/2048		210		210
GSR Mortgage Loan Trust, Ser 2005-AR4, CI 2A1
4.179%, 07/25/2035 (B)		153		136
GSR Mortgage Loan Trust, Ser 2007-AR2, CI 1A1
3.753%, 05/25/2037 (B)		135		115
Holmes Master Issuer PLC, Ser 2018-1A, Cl A1
2.442%, VAR ICE LIBOR USD 1 Month+0.370%, 01/15/2019 (A)		469		469

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 21

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Impac CMB Trust, Ser 2004-9, Cl 1A1
2.824%, VAR ICE LIBOR USD 1 Month+0.760%, 01/25/2035	$	43	$	43
Impac CMB Trust, Ser 2005-2, Cl 1A1
2.584%, VAR ICE LIBOR USD 1 Month+0.520%, 04/25/2035		47		47
Impac CMB Trust, Ser 2005-3, Cl A1
2.544%, VAR ICE LIBOR USD 1 Month+0.480%, 08/25/2035		44		42
Impac CMB Trust, Ser 2005-5, Cl A1
2.704%, VAR ICE LIBOR USD 1 Month+0.640%, 08/25/2035		35		32
Impac CMB Trust, Ser 2005-8, Cl 1A
2.584%, VAR ICE LIBOR USD 1 Month+0.520%, 02/25/2036		113		108
JPMBB Commercial Mortgage Securities Trust, Ser C25, CI A2
2.949%, 11/15/2047		530		529
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-C14, Cl A2
3.019%, 08/15/2046		298		299
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-C15, Cl A2
2.977%, 11/15/2045		164		163
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-C16, Cl A2
3.070%, 12/15/2046		310		310
JPMorgan Chase Commercial Mortgage Securities Trust, Ser C13, Cl A2
2.665%, 01/15/2046		31		31
JPMorgan Mortgage Trust, Ser 2005-A6, CI 7A1
3.732%, 08/25/2035 (B)		60		58
JPMorgan Mortgage Trust, Ser 2007-A3, CI 1A1
3.748%, 05/25/2037 (B)		82		74
JPMorgan Mortgage Trust, Ser 2018-7FRB, CI A2
2.841%, VAR ICE LIBOR USD 1 Month+0.750%, 04/25/2046 (A)		475		475
LSTAR Securities Investment, Ser 2017-7, Cl A
0.038%, VAR ICE LIBOR USD 1 Month+1.750%, 10/01/2022 (A)		89		88
LSTAR Securities Investment, Ser 2017-8, Cl A
3.742%, VAR ICE LIBOR USD 1 Month+1.650%, 11/01/2022 (A)		176		176
Merrill Lynch Mortgage Investors, Ser 2005- A3, CI A1
2.334%, VAR ICE LIBOR USD 1 Month+0.270%, 04/25/2035		22		22
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1
3.933%, 06/25/2037 (B)		110		90

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (A)(B)	$	203	$	199
MFA Trust, Ser 2017-RPL1, CI A1
2.588%, 02/25/2057 (A)(B)		156		153
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C11, CI A2
3.085%, 08/15/2046		159		158
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C16, Cl A2
2.849%, 06/15/2047		661		660
Morgan Stanley Capital I Trust, Ser STAR, CI A1
2.084%, 08/05/2034 (A)		114		111
Morgan Stanley Re-Remic Trust, Ser 2012-10, CI AXA
1.000%, 03/27/2051 (A)		32		32
MortgageIT Trust, Ser 2005-5, Cl A1
2.324%, VAR ICE LIBOR USD 1 Month+0.260%, 12/25/2035		135		134
New Residential Mortgage Loan Trust, Ser 2017-3A, CI A1
4.000%, 04/25/2057 (A)(B)		300		302
OBX Trust, Ser 2018-1, Cl A2
2.714%, VAR ICE LIBOR USD 1 Month+0.650%, 06/25/2057 (A)		99		99
Paragon Mortgages No. 12 PLC, Ser 2006-12A, CI A2C
2.541%, VAR ICE LIBOR USD 3 Month+0.220%, 11/15/2038 (A)		88		84
Paragon Mortgages No. 15 PLC, Ser 2007-15A, CI A2C
2.561%, VAR ICE LIBOR USD 3 Month+0.220%, 12/15/2039 (A)		212		204
Residential Funding Mortgage Securities, Ser 2007-SA3, CI 2A1
5.062%, 07/27/2037 (B)		112		100
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
2.626%, VAR ICE LIBOR USD 1 Month+0.540%, 01/20/2035		13		13
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048 (A)(B)		500		509
SG Residential Mortgage Trust, Ser 2018-1, CI A1
3.425%, 04/27/2048 (A)(B)		535		535
Verus Securitization Trust, Ser 2018-2, Cl A1
3.677%, 06/01/2058 (A)(B)		565		565
Verus, Ser 2018-1, Cl A1
2.929%, 02/25/2048 (A)(B)		200		197
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
3.394%, 03/25/2036 (B)		168		159

22 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, CI A2
3.740%, 01/25/2035 (B)	$	48	$	49
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR10, Cl 2A1
4.239%, 07/25/2036 (B)		98		98
WFRBS Commercial Mortgage Trust, Ser LC14, Cl A2
2.862%, 03/15/2047		831		831
WFRBS Commercial Mortgage Trust, Ser UBS1, Cl A2
2.927%, 03/15/2046		641		641
				22,017
Total Mortgage-Backed Securities (Cost $29,412) ($ Thousands)				29,098
U.S. TREASURY OBLIGATIONS — 6.9%
U.S. Treasury Notes
2.125%, 08/31/2020		7,460		7,375
1.500%, 10/31/2019		6,945		6,857
1.125%, 12/31/2019		2,720		2,665
0.750%, 02/15/2019		3,765		3,734
Total U.S. Treasury Obligations (Cost $20,846) ($ Thousands)				20,631
MUNICIPAL BONDS — 3.8%
Arizona — 0.2%
Northern Arizona University, RB
5.020%, 08/01/2018		525		525
Arkansas — 0.3%
Garland County, RB
1.540%, 11/01/2018		965		963
California — 0.5%
California State, GO Callable 10/01/2021 @ 100
2.870%, 04/01/2047 (C)		775		780
Los Angeles, Municipal Improvement, Ser A, RB
2.344%, 11/01/2018		625		625
				1,405
Florida — 0.1%
Florida State, Board of Administration Finance, Ser A, RB
2.163%, 07/01/2019		400		398

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Idaho — 0.3%
Idaho State, Housing & Finance Association, Ser A, RB Callable 08/01/2018 @ 100
1.950%, 07/01/2041 (C)	$	805	$	805
Illinois — 0.2%
Illinois State, Finance Authority, RB
4.545%, 10/01/2018		310		311
Illinois State, GO
5.363%, 02/01/2019		330		333
				644
Michigan — 0.1%
Genesee, GO Callable 08/13/2018 @ 100
2.692%, 10/01/2019 (C)		374		374
New Hampshire — 0.5%
New Hampshire State, Business Finance Authority, Ser B, RB
2.100%, 11/01/2020 (C)		1,350		1,350
New Jersey — 0.5%
Gloucester County, Improvement Authority, Ser B, RB
1.850%, 11/01/2018		810		809
Monmouth County, Improvement Authority, RB
2.500%, 11/14/2019		715		711
				1,520
New York — 0.5%
New York State, Housing Finance Agency, Ser B, RB, JP MORGAN CHASE BANK NA Callable 07/31/2018 @ 100
2.000%, 11/01/2048 (C)(D)		1,100		1,100
Port Authority of New York & New Jersey, Ser 208,RB
2.114%, 09/15/2018		380		380
				1,480
Pennsylvania — 0.1%
Pennsylvania State, Turnpike Commission, Sub-Ser B, RB
1.760%, 12/01/2019		370		364
Wisconsin — 0.5%
City of Franklin, GO Callable 12/01/2018 @ 100
2.500%, 03/01/2019		675		674

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 23

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Ultra Short Duration Bond Fund (Concluded)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MUNICIPAL BONDS (continued)
Wisconsin State, Housing & Economic Development Authority, Ser F, RB Callable 07/31/2018 @ 100
2.000%, 05/01/2030 (C)	$	865	$	865
				1,539
Total Municipal Bonds (Cost $11,382) ($ Thousands)				11,367
COMMERCIAL PAPER — 1.7%
Edison Company
2.172%, 08/07/2018 (A)		2,625		2,624
Northwest Natural Gas
2.050%, 08/01/2018 (A)		1,500		1,500
Raytheon
2.082%, 08/08/2018 (A)		1,000		999
Total Commercial Paper (Cost $5,124) ($ Thousands)				5,123
SOVEREIGN DEBT — 0.3%
Export Development Canada
0.875%, 08/27/2018 (A)		1,000		999
Total Sovereign Debt (Cost $999) ($ Thousands)				999
CERTIFICATE OF DEPOSIT — 0.4%
Toronto-Dominion Bank
2.200%, 08/06/2018		1,100		1,100
Total Certificate of Deposit (Cost $1,100) ($ Thousands)				1,100

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
REPURCHASE AGREEMENT — 1.6%
BNP Paribas
1.920%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $4,800,256 (collateralized by FNMA and GNMA obligations, ranging in par value $1,000 - 3,453,633, 2.536% - 4.686%, 12/01/2033 - 04/01/2048; with total market value $4,893,635) (E)	$	4,800	$	4,800
Total Repurchase Agreement (Cost $4,800) ($ Thousands)				4,800
Total Investments in Securities — 100.4% (Cost $299,613) ($ Thousands)			$	298,798

24 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

A list of the open futures contracts held by the Fund at July 31, 2018, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
U.S. 10-Year Treasury Note		(15	)		Sep-2018	$	(1,788	)	$	(1,791	)	$	(3	)
U.S. 2-Year Treasury Note		24			Sep-2018		5,081			5,073			(8	)
U.S. 5-Year Treasury Note		(1	)		Sep-2018		(114	)		(113	)		1
U.S. Long Treasury Bond		(1	)		Sep-2018		(142	)		(143	)		(1	)
						$	3,037		$	3,026		$	(11	)

For the period ended July 31, 2018, 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 period.

Percentages are based on Net Assets of $297,620 ($ Thousands).

(A) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On July 31, 2018, the value of these securities amounted to $106,832 ($ Thousands), representing 35.9% of the Net Assets of the Fund.

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

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

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

(E) Tri-Party Repurchase Agreement.

Cl – Class

CLO – Collateralized Loan Obligation

FHLMC – Federal Home Loan Mortgage Corporation

FNMA – Federal National Mortgage Association

FREMF – Finnish Real Estate Management Federation

GO – General Obligation

ICE – Intercontinental Exchange

LIBOR – London Interbank Offered Rate

LLC – Limited Liability Company

MTN – Medium Term Note

NCUA – National Credit Union Association

PLC – Public Limited Company

RB – Revenue Bond

REMIC – Real Estate Mortgage Investment Conduit

Ser – Series

VAR – Variable Rate

The following is a summary of the inputs used as of July 31, 2018 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	$	–	$	137,120	$	–	$	137,120
Asset-Backed Securities		–		88,560		–		88,560
Mortgage-Backed Securities		–		29,098		–		29,098
U.S. Treasury Obligations		–		20,631		–		20,631
Municipal Bonds		–		11,367		–		11,367
Commercial Paper		–		5,123		–		5,123
Certificates of Deposit		–		1,100		–		1,100
Sovereign Debt		–		999		–		999
Repurchase Agreement		–		4,800		–		4,800
Total Investments in Securities	$	–	$	298,798	$	–	$	298,798

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	1		$	–	$	–	$	1
Unrealized Depreciation		(12	)		–		–		(12	)
Total Other Financial Instruments	$	(11	)	$	–	$	–	$	(11	)

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

For the year ended July 31, 2018, there were no transfers between Level 1, Level 2 and/or Level 3 assets and liabilities.

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

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 25

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Short-Duration Government Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 68.5%
Agency Mortgage-Backed Obligations — 68.5%
FHLMC
7.375%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.125%, 09/01/2018	$	–	$	–
7.250%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.000%, 09/01/2018 to 09/01/2020		2		2
7.000%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.000%, 08/01/2018		–		–
6.946%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.185%, 03/01/2019		1		1
6.250%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.125%, 11/01/2018 to 11/01/2020		1		1
5.935%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.185%, 04/01/2019		1		1
4.500%, 02/01/2022 to 12/01/2039		6,304		6,553
4.248%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.243%, 06/01/2024		12		12
4.177%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.177%, 07/01/2020		–		–
4.146%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.308%, 06/01/2024		12		12
4.000%, 06/01/2044		459		468
3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.249%, 04/01/2029		14		15
3.632%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.219%, 05/01/2024		10		11
3.597%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.185%, 05/01/2019		1		1
3.595%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.180%, 12/01/2023		400		414

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.538%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.135%, 02/01/2019	$	1	$	1
3.480%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.257%, 07/01/2024		7		7
3.434%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.126%, 12/01/2023		33		34
3.376%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.052%, 04/01/2029		–		–
3.000%, 11/01/2036 to 12/01/2046		32,431		31,424
FHLMC REMIC, Ser 2002-42, Cl A5
7.500%, 02/25/2042		319		363
FHLMC REMIC, Ser 2003-2571, Cl FY
2.822%, VAR LIBOR USD 1 Month+0.750%, 12/15/2032		4,982		5,078
FHLMC REMIC, Ser 2006-3148, Cl CF
2.472%, VAR LIBOR USD 1 Month+0.400%, 02/15/2034		214		215
FHLMC REMIC, Ser 2006-3174, Cl FA
2.372%, VAR LIBOR USD 1 Month+0.300%, 04/15/2036		1,394		1,393
FHLMC REMIC, Ser 2006-3219, Cl EF
2.472%, VAR LIBOR USD 1 Month+0.400%, 04/15/2032		3,082		3,078
FHLMC REMIC, Ser 2007-3339, Cl HF
2.592%, VAR LIBOR USD 1 Month+0.520%, 07/15/2037		3,832		3,857
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		1,876		1,939
FHLMC REMIC, Ser 2011-3795, Cl EB
2.500%, 10/15/2039		105		103
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		670		60
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		1,161		101
FHLMC REMIC, Ser 2012-4030, Cl FD
2.422%, VAR LIBOR USD 1 Month+0.350%, 02/15/2041		12,040		12,031
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		1,921		126
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		1,686		84
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		1,604		117
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		1,890		190
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		1,028		127
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		870		64

26 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028	$	681	$	55
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2025		1,996		171
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		1,145		86
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		1,022		107
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		3,935		3,892
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		3,752		402
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		12,404		12,118
FHLMC REMIC, Ser 2015-4484, Cl CI
4.000%, 07/15/2030		2,454		264
FHLMC REMIC, Ser 2016-4620, IO
5.000%, 09/15/2033		1,533		299
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		1,824		1,800
FHLMC REMIC, Ser 3153, Cl FX
2.422%, VAR LIBOR USD 1 Month+0.350%, 05/15/2036		82		82
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		3,513		318
FHLMC, Ser K710, Cl A2
1.883%, 05/25/2019		5,898		5,865
FHLMC, Ser KGRP, Cl A
2.470%, VAR LIBOR USD 1 Month+0.380%, 04/25/2020		2,661		2,664
FNMA
7.000%, 06/01/2037		6		6
6.500%, 05/01/2026 to 01/01/2036		164		181
6.000%, 02/01/2023 to 09/01/2024		1,410		1,465
5.500%, 10/01/2018 to 06/01/2038		392		419
5.300%, 07/01/2019		211		212
5.240%, 07/01/2019		613		622
5.000%, 03/01/2019 to 08/01/2019		10		11
4.545%, 02/01/2020		740		756
4.500%, 08/01/2021 to 08/01/2044		2,381		2,575
4.450%, 01/01/2021		2,775		2,833
4.383%, 04/01/2021		4,558		4,677
4.330%, 04/01/2021 to 07/01/2021		3,743		3,858
4.300%, 07/01/2021		372		383
4.295%, 06/01/2021		3,517		3,619
4.230%, 01/01/2021		4,450		4,557
4.210%, 07/01/2020		658		672
4.070%, 04/01/2019		1,114		1,122
4.066%, 07/01/2020		2,487		2,533
4.050%, 01/01/2021		1,000		1,020
4.040%, 06/01/2021		11,012		11,256
4.000%, 05/01/2026 to 04/01/2042		2,590		2,654

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.990%, 07/01/2021	$	222	$	227
3.980%, 07/01/2021 to 08/01/2021		8,899		9,085
3.970%, 06/01/2021		1,899		1,937
3.890%, 10/01/2023		848		866
3.880%, 12/01/2020		88		89
3.870%, 01/01/2024		842		863
3.862%, VAR ICE LIBOR USD 6 Month+1.820%, 09/01/2024		217		223
3.850%, 01/01/2024		563		577
3.840%, 08/01/2021		6,566		6,701
3.827%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.245%, 08/01/2029		142		147
3.810%, 11/01/2023		93		95
3.794%, 12/01/2020		5,896		5,988
3.770%, 09/01/2021		100		102
3.765%, 12/01/2025		7,800		7,961
3.750%, 06/01/2022 to 09/01/2023		3,227		3,287
3.730%, 07/01/2022		2,204		2,239
3.700%, 11/01/2020		812		823
3.695%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+2.079%, 05/01/2028		11		11
3.650%, 11/01/2021 to 08/01/2023		3,478		3,530
3.620%, 09/01/2020		6,751		6,826
3.597%, VAR ICE LIBOR USD 6 Month+1.601%, 08/01/2027		78		80
3.590%, 10/01/2020		180		182
3.580%, 12/01/2020		872		881
3.510%, 11/01/2021		1,059		1,070
3.500%, 02/01/2045		2,923		2,905
3.490%, 12/01/2020		6,226		6,281
3.470%, 11/01/2020		156		157
3.403%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr+1.877%, 12/01/2029		60		61
3.400%, 03/01/2022		3,540		3,559
3.330%, 10/01/2020		1,734		1,744
3.265%, 01/01/2022		851		852
3.250%, 12/01/2021		1,239		1,243
3.230%, 11/01/2020		3,092		3,103
3.150%, 01/01/2027		1,495		1,464
3.070%, 06/01/2027		970		940
3.017%, 04/01/2022		269		268
3.000%, 08/25/2026 to 02/01/2031		634		630
2.960%, 01/01/2027		1,268		1,229
2.940%, 06/01/2022		687		682
2.930%, 05/01/2022 to 01/01/2027		6,339		6,142
2.880%, 07/01/2020 to 12/01/2027		5,175		5,017
2.830%, 06/01/2022		176		173
2.740%, 04/01/2022		169		167
2.630%, 02/01/2019		4,408		4,398
2.580%, 08/01/2022		2,200		2,155

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 27

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Short-Duration Government Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.540%, 03/01/2023	$	632	$	617
2.450%, 11/01/2022		400		389
2.410%, 07/01/2021		141		138
2.360%, 04/01/2022		4,600		4,475
2.230%, 11/01/2023		4,486		4,287
2.220%, 10/01/2022		2,184		2,106
2.150%, 05/01/2022		4,645		4,487
2.110%, 01/01/2020		3,712		3,682
2.050%, 11/01/2023		1,283		1,218
1.970%, 11/01/2023		12,735		12,022
1.750%, 04/01/2019 to 06/01/2020		8,152		7,979
1.690%, 12/01/2019		2,000		1,964
FNMA Interest, Ser 2009-397, Cl 6
2.000%, 09/25/2039		2,503		2,333
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		2,037		184
FNMA REMIC, Ser 1992-61, Cl FA
2.714%, VAR LIBOR USD 1 Month+0.650%, 10/25/2022		24		24
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/2023		10		11
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/2023		5		6
FNMA REMIC, Ser 1994-77, Cl FB
3.564%, VAR LIBOR USD 1 Month+1.500%, 04/25/2024		2		2
FNMA REMIC, Ser 2002-53, Cl FK
2.464%, VAR LIBOR USD 1 Month+0.400%, 04/25/2032		52		52
FNMA REMIC, Ser 2003-76, Cl CA
3.750%, 07/25/2033		39		39
FNMA REMIC, Ser 2006-76, Cl QF
2.464%, VAR LIBOR USD 1 Month+0.400%, 08/25/2036		403		403
FNMA REMIC, Ser 2006-79, Cl DF
2.414%, VAR LIBOR USD 1 Month+0.350%, 08/25/2036		344		344
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		455		489
FNMA REMIC, Ser 2007-64, Cl FB
2.434%, VAR LIBOR USD 1 Month+0.370%, 07/25/2037		2,628		2,632
FNMA REMIC, Ser 2008-16, Cl FA
2.764%, VAR LIBOR USD 1 Month+0.700%, 03/25/2038		2,276		2,309
FNMA REMIC, Ser 2009-110, Cl FD
2.814%, VAR LIBOR USD 1 Month+0.750%, 01/25/2040		7,174		7,291
FNMA REMIC, Ser 2009-112, Cl FM
2.814%, VAR LIBOR USD 1 Month+0.750%, 01/25/2040		4,451		4,512
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		1,755		1,819

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2010-56, Cl AF
2.614%, VAR LIBOR USD 1 Month+0.550%, 06/25/2040	$	4,934	$	4,984
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		1,982		191
FNMA REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		619		61
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027		6,787		650
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.462%, 05/25/2042 (A)		474		49
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		1,237		126
FNMA REMIC, Ser 2012-70, Cl IW, IO
3.000%, 02/25/2027		2,849		213
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		1,094		97
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		3,174		266
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		3,285		633
FNMA REMIC, Ser 2013-121, Cl FA
2.464%, VAR LIBOR USD 1 Month+0.400%, 12/25/2043		32,859		32,946
FNMA REMIC, Ser 2013-130, Cl FQ
2.264%, VAR LIBOR USD 1 Month+0.200%, 06/25/2041		6,163		6,116
FNMA REMIC, Ser 2014-50, Cl SC, IO
1.512%, 08/25/2044 (A)		4,811		191
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.398%, 04/25/2055 (A)		2,991		141
FNMA REMIC, Ser 2015-42, Cl AI, IO
1.442%, 06/25/2055 (A)		3,683		181
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043		2,733		2,702
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035		1,200		188
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		638		73
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		1,388		125
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		1,015		236
FNMA REMIC, Ser 2017-68, Cl BI, IO
6.000%, 09/25/2047		2,264		530
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		6,724		6,720
FNMA REMIC, Ser 2018-38, Cl PC
3.500%, 03/25/2045		6,956		6,986
FNMA REMIC, Ser 2018-55, Cl PA
3.500%, 01/25/2047		7,050		7,074

28 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA TBA
6.000%, 08/01/2033	$	2,200	$	2,388
3.500%, 08/01/2040 to 09/01/2040		34,325		33,993
FNMA, Ser 2017-M13, Cl FA
2.485%, VAR LIBOR USD 1 Month+0.400%, 10/25/2024		3,234		3,239
FNMA, Ser 2017-M5, Cl FA
2.575%, VAR LIBOR USD 1 Month+0.490%, 04/25/2024		4,364		4,378
FNMA, Ser 2018-M5, Cl A2
3.560%, 09/25/2021 (A)		9,000		9,103
FREMF Multifamily Aggregation Risk Transfer Trust, Ser 2017-KT01, Cl A
2.389%, VAR LIBOR USD 1 Month+0.320%, 02/25/2020		11,090		11,114
GNMA
6.500%, 08/15/2037 to 02/20/2039		273		300
6.000%, 09/15/2019 to 06/15/2041		6,209		6,770
5.500%, 10/15/2034 to 02/15/2041		2,409		2,587
5.000%, 09/15/2039 to 04/15/2041		1,464		1,556
4.000%, 07/15/2041 to 03/20/2047		3,178		744
GNMA TBA
6.000%, 08/01/2033		1,600		1,733
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		3,655		880
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		1,474		366
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		3,153		3,128
GNMA, Ser 2011-131, Cl PC
3.500%, 12/20/2040		1,305		1,312
GNMA, Ser 2012-126, IO
3.500%, 10/20/2042		4,647		829
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		1,237		144
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		4,411		4,107
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		784		130
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		883		195
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		1,438		143
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044		370		85
GNMA, Ser 2014-46, IO
5.000%, 03/16/2044		1,593		326
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		4,083		3,961
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		626		56

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026	$	435	$	45
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		2,875		438
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		353		62
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		1,887		232
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		8,193		7,805
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		1,551		370
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		589		555
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		1,401		122
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		3,179		723
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		3,151		423
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		2,406		556
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		6,164		628
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		888		220
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		2,943		701
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		1,669		366
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		2,753		619
GNMA, Ser 2017-99, IO
4.000%, 07/20/2047		4,608		862
Total Mortgage-Backed Securities (Cost $491,205) ($ Thousands)				483,984
U.S. TREASURY OBLIGATIONS — 19.7%
U.S. Treasury Inflation Indexed Bonds
0.625%, 01/15/2026		48,320		47,566
U.S. Treasury Notes
2.000%, 10/31/2021		16,375		15,975
1.625%, 07/31/2020 (B)		30,005		29,392
1.500%, 07/15/2020		47,246		46,194
Total U.S. Treasury Obligations (Cost $141,847) ($ Thousands)				139,127

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 29

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Short-Duration Government Fund (Continued)

Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 11.3%
FHLMC
1.375%, 05/01/2020	$	48,663	$	47,583
FNMA
1.500%, 07/30/2020		32,700		31,940
Total U.S. Government Agency Obligations (Cost $81,200) ($ Thousands)				79,523
REPURCHASE AGREEMENTS — 4.1%
BNP Paribas 1.920%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $17,800,949 (collateralized by FNMA, FMAC, GNMA, and U.S. Treasury obligations, ranging in par value $100 - 23,851,041, 0.000% - 6.000%, 05/01/2019 - 08/01/2048; with total market value $18,117,399) (C)		17,800		17,800
Deutsche Bank 1.920%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $10,900,581 (collateralized by FNMA, FMAC, FHLB, and FCSB obligations, ranging in par value $156,000 - 1,350,000, 0.000% - 3.750%, 10/01/2018 - 12/29/2036; with total market value $11,118,380)(C)		10,900		10,900
Total Repurchase Agreements (Cost $28,700) ($ Thousands)				28,700
Total Investments in Securities — 103.6% (Cost $742,952) ($ Thousands)			$	731,334

A list of the open futures contracts held by the Fund at July 31, 2018, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration     Date		Notional Amount   (Thousands)			Value         (Thousands)			Unrealized   Appreciation       (Depreciation)   (Thousands)
U.S. 10-Year Treasury Notes		(1,119	)		Sep-2018	$	(133,510	)	$	(133,633	)	$	(123	)
U.S. 2-Year Treasury Notes		1,291			Sep-2018		273,310			272,885			(425	)
U.S. 5-Year Treasury Notes		(57	)		Sep-2018		(6,472	)		(6,448	)		24
U.S. Long Treasury Bond		(1	)		Sep-2018		(143	)		(143	)		–
Ultra 10-Year U.S. Treasury Notes		(175	)		Sep-2018		(22,162	)		(22,244	)		(82	)
						$	111,023		$	110,417		$	(606	)

For the period ended July 31, 2018, 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 period.

Percentages are based on Net Assets of $705,974 ($ Thousands).

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

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

(C) Tri-Party Repurchase Agreement.

30 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Cl – Class

FCSB – Federal Farm Credit Bank

FHLMC – Federal Home Loan Mortgage Corporation

FMAC – Freddie Mac

FNMA – Federal National Mortgage Association

FREMF – Freddie Mac Multi-Family

GNMA – Government National Mortgage Association

ICE – Intercontinental Exchange

IO – Interest Only - face amount represents notional amount

LIBOR – London Interbank Offered Rate

REMIC – Real Estate Mortgage Investment Conduit

Ser – Series

TBA – To Be Announced

USD – United States Dollar

VAR – Variable Rate

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 31

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

Short-Duration Government Fund (Concluded)

The following is a summary of the inputs used as of July 31, 2018 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	$	–	$	483,984	$	–	$	483,984
U.S. Treasury Obligations		–		139,127		–		139,127
U.S. Government Agency Obligations		–		79,523		–		79,523
Repurchase Agreements		–		28,700		–		28,700
Total Investments in Securities	$	–	$	731,334	$	–	$	731,334

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts *
Unrealized Appreciation	$	24		$	–	$	–	$	24
Unrealized Depreciation		(630	)		–		–		(630	)
Total Other Financial Instruments	$	(606	)	$	–	$	–	$	(606	)

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

For the period ended July 31, 2018, there were no transfers between Level 1, Level 2 and/or Level 3 assets and liabilities.

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, 2018

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

GNMA Fund

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 97.7%
Agency Mortgage-Backed Obligations — 97.7%
FHLMC
3.650%, 04/01/2030	$	592	$	593
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		92		8
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		162		14
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		262		17
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		225		11
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		661		81
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		232		23
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		120		9
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		100		8
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		141		11
FHLMC REMIC, Ser 2015-4484, Cl CI, IO
4.000%, 07/15/2030		247		27
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		292		57
FHLMC REMIC, Ser 2017-4654, Cl KY
3.000%, 02/15/2047		650		596
FHLMC REMIC, Ser 2017-4656, Cl KB
3.000%, 02/15/2047		275		251
FNMA
8.000%, 07/01/2025 to 09/01/2028		25		26
7.000%, 08/01/2029 to 09/01/2032		52		54
6.500%, 09/01/2032		53		58
4.180%, 11/01/2028		1,629		1,714
3.660%, 07/01/2030		125		125
3.590%, 09/01/2030		210		209
3.460%, 09/01/2037		425		405
3.260%, 01/01/2027 to 06/01/2027		379		373
3.230%, 02/01/2027		147		144
2.970%, 06/01/2027		196		190
2.960%, 01/01/2028		190		181
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		253		23
FNMA REMIC, Ser 1990-91, Cl G
7.000%, 08/25/2020		3		3

Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 1992-105, Cl B
7.000%, 06/25/2022	$	8	$	8
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		151		15
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		150		13
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		321		62
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.398%, 04/25/2055 (A)		374		18
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		178		16
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		127		30
FNMA REMIC, Ser 2016-91, Cl PL
2.500%, 12/25/2046		325		278
FNMA REMIC, Ser 2017-42, Cl HL
3.000%, 06/25/2047		875		800
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		684		684
FNMA REMIC, Ser 2018-45, Cl AB
3.000%, 06/25/2048		267		258
GNMA
10.000%, 10/15/2018 to 09/15/2019		–		–
9.500%, 09/15/2020 to 10/15/2020		4		4
9.000%, 10/15/2019 to 05/15/2022		20		21
8.000%, 01/15/2022 to 03/15/2032		156		167
7.750%, 10/15/2026		21		22
7.500%, 02/15/2027 to 10/15/2035		148		165
7.250%, 01/15/2028		33		35
7.000%, 04/15/2019 to 11/15/2033		1,381		1,542
6.750%, 11/15/2027		8		9
6.500%, 10/15/2023 to 10/15/2038		427		483
6.000%, 12/15/2027 to 12/15/2040		996		1,082
5.500%, 08/01/2023 to 02/15/2041		1,082		1,189
5.000%, 06/15/2033 to 01/20/2045		2,714		2,902
4.500%, 08/15/2033 to 02/20/2048		4,333		4,550
4.000%, 01/15/2041 (B)		846		870
4.000%, 03/20/2040 to 03/20/2048		10,172		10,123
3.875%, 05/15/2042		1,108		1,133
3.500%, 03/20/2041 to 09/20/2047		13,382		13,408
3.000%, 10/15/2042 to 05/20/2046		6,174		6,042
2.500%, 07/20/2045 to 12/20/2046		2,001		1,890
GNMA REMIC, Ser 2002-45, Cl QE
6.500%, 06/20/2032		214		236
GNMA TBA
4.500%, 08/15/2039		650		675
3.500%, 08/15/2041		886		896
3.000%, 08/15/2042		1,231		1,200
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		445		107

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 33

SCHEDULE OF INVESTMENTS (Unaudited)

July 31, 2018

GNMA Fund (Concluded)

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040	$	373	$	93
GNMA, Ser 2011-131, Cl PZ
3.500%, 12/20/2040		201		199
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		192		166
GNMA, Ser 2012-126, IO
3.500%, 10/20/2042		574		102
GNMA, Ser 2012-140, Cl LD
1.750%, 10/20/2042		737		678
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		158		18
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		329		30
GNMA, Ser 2012-84, Cl QN
2.500%, 07/16/2042		575		490
GNMA, Ser 2012-91, Cl NC
3.000%, 05/20/2042		614		590
GNMA, Ser 2013-187, Cl PE
2.000%, 09/20/2043		264		248
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		95		16
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		118		26
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043		190		183
GNMA, Ser 2014-115, Cl KZ
3.000%, 08/20/2044		197		182
GNMA, Ser 2014-119, Cl ZK
3.500%, 08/16/2044		14		14
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		929		90
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		326		30
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		1,373		138
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		713		109
GNMA, Ser 2015-168, Cl MI, IO
5.500%, 10/20/2037		737		162
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		745		131
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		784		81
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		241		30
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		224		53
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		61		58
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		550		112

Description	Face Amount (Thousands)		Market Value     ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2016-123, Cl LM
3.000%, 09/20/2046	$	375	$	348
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		197		17
GNMA, Ser 2016-136, Cl A
3.000%, 07/20/2044		825		794
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		594		135
GNMA, Ser 2016-18, Cl TA
2.000%, 10/20/2044		723		677
GNMA, Ser 2016-19, Cl AC
3.000%, 02/20/2046		152		140
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		391		53
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		302		70
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		876		89
GNMA, Ser 2017-176, Cl CM
2.500%, 11/20/2047		141		112
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		101		84
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		111		28
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		380		85
GNMA, Ser 2017-78, Cl AZ
3.000%, 05/20/2047		207		178
GNMA, Ser 2017-99, IO
4.000%, 07/20/2047		566		106
GNMA, Ser 2018-13, Cl DB
3.000%, 01/20/2048		557		546
Total Mortgage-Backed Securities (Cost $64,496) ($ Thousands)				63,635
U.S. TREASURY OBLIGATION — 0.9%
U.S. Treasury Inflation Indexed Bonds
0.625%, 01/15/2026		582		573
Total U.S. Treasury Obligation (Cost $576) ($ Thousands)				573

34 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 1.7%
Deutsche Bank 1.920%, dated 07/31/18, to be repurchased on 08/01/18, repurchase price $1,100,059 (collateralized by GNMA obligations, par value $1,681,384, 3.000%, 12/20/2045; with total market value $1,122,000)(C)	$	1,100	$	1,100
Total Repurchase Agreement (Cost $1,100) ($ Thousands)				1,100
Total Investments in Securities — 100.3% (Cost $66,172) ($ Thousands)			$	65,308

A list of the open futures contracts held by the Fund at July 31, 2018, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Depreciation (Thousands)
U.S. 10-Year Treasury Notes		(1	)		Sep-2018	$	(119	)	$	(119	)	$	–
U.S. 2-Year Treasury Notes		(1	)		Sep-2018		(212	)		(212	)		–
U.S. 5-Year Treasury Notes		20			Sep-2018		2,262			2,262			–
Ultra 10-Year U.S. Treasury Notes		(12	)		Sep-2018		(1,519	)		(1,525	)		(6	)
						$	412		$	406		$	(6	)

For the period ended July 31, 2018, 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 period.

Percentages are based on Net Assets of $65,131 ($ Thousands).

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

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

(C) Tri-Party Repurchase Agreement.

Cl – Class

FHLMC – Federal Home Loan Mortgage Corporation

FNMA – Federal National Mortgage Association

GNMA – Government National Mortgage Association

IO – Interest Only - face amount represents notional amount

REMIC – Real Estate Mortgage Investment Conduit

Ser – Series

TBA – To Be Announced

The following is a summary of the inputs used as of July 31, 2018 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	$	–	$	63,635	$	–	$	63,635
U.S. Treasury Obligation		–		573		–		573
Repurchase Agreement		–		1,100		–		1,100
Total Investments in Securities	$	–	$	65,308	$	–	$	65,308

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

* Futures Contracts are valued at the net unrealized depreciation on the instruments.

For the period ended July 31, 2018, there were no transfers between Level 1, Level 2 and/or Level 3 assets and liabilities.

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.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 35

STATEMENTS OF ASSETS AND LIABILITIES (Unaudited) ($ Thousands)

July 31, 2018

	Government Fund			Government II Fund
Assets:
Investments, at value†		$                    4,817,594			$                    1,903,370
Repurchase agreements†		2,684,000			–
Cash		67,036			1,950
Interest receivable		2,790			601
Receivable for investment securities sold		–			–
Receivable for fund shares sold		–			–
Receivable for administration fees		–			–
Receivable for variation margin		–			–
Prepaid expenses		184			43
Total Assets		7,571,604			1,905,964
Liabilities:
Payable for investment securities purchased		338,917			114,856
Income distribution payable		4,862			1,719
Administration fees payable		678			222
Investment advisory fees payable		437			54
Chief Compliance Officer fees payable		12			3
Distribution fees payable		1			–
Shareholder servicing fees payable		–			–
Cash overdraft		–			–
Payable for fund shares redeemed		–			–
Payable for variation margin		–			–
Accrued expense payable		371			103
Total Liabilities		345,278			116,957
Net Assets		$7,226,326			$1,789,007
† Cost of investments and repurchase agreements		$7,501,594			$1,903,370
Net Assets:
Paid-in Capital – (unlimited authorization – no par value)		$7,226,365			$1,789,014
Undistributed (Distributions in excess of) net investment income		(10	)		18
Accumulated net realized (loss) on investments		(29	)		(25	)
Net unrealized (depreciation) on investments		–			–
Net unrealized (depreciation) on futures contracts		–			–
Net Assets		$7,226,326			$1,789,007
Net Asset Value, Offering and Redemption Price Per Share – Class F		$1.00			$1.00
		($7,203,157,048 ÷ 7,203,291,729 shares)			($1,789,007,376 ÷ 1,789,113,581 shares)
Net Asset Value, Offering and Redemption Price Per Share – Class CAA		$1.00			N/A
		($23,168,761 ÷ 23,162,817 shares)
Net Asset Value, Offering and Redemption Price Per Share – Class Y		N/A			N/A

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, 2018

Treasury Fund			Treasury II Fund			Ultra Short Duration Bond Fund			Short-Duration Government Fund			GNMA Fund
	$                    57,585			$                    628,623			$                    293,998			$                    702,634			$                    64,208
	42,000			–			4,800			28,700			1,100
	6,246			2,112			612			172			–
	43			53			961			1,717			252
	1,980			–			1,214			56,959			5,537
	–			–			172			329			–
	6			–			–			–			–
	–			–			–			46			2
	1			9			3			12			1
	107,861			630,797			301,760			790,569			71,100
	6,450			81,690			3,711			82,943			4,740
	91			449			88			311			23
	–			61			40			120			11
	3			16			25			55			5
	–			1			1			1			–
	–			–			–			–			–
	–			–			17			67			14
	–			–			–			–			112
	–			–			206			949			1,044
	–			–			1			86			2
	5			31			51			63			18
	6,549			82,248			4,140			84,595			5,969
	$101,312			$548,549			$297,620			$705,974			$65,131
	$99,585			$628,623			$299,613			$742,952			$66,172
	$101,312			$548,540			$316,364			$729,478			$68,869
	1			17			(149	)		(265	)		(193	)
	(1	)		(8	)		(17,769	)		(11,015	)		(2,675	)
	–			–			(815	)		(11,618	)		(864	)
	–			–			(11	)		(606	)		(6	)
	$101,312			$548,549			$297,620			$705,974			$65,131
	$1.00			$1.00			$9.31			$10.20			$10.09
	($101,312,498 ÷         101,377,377 shares)			($548,549,196 ÷ 548,686,998 shares)			($249,208,640  26,775,446 shares	÷  )		($658,051,906  64,507,252 shares	÷  )		($65,053,404 ÷ 6,448,783 shares)
	N/A			N/A			N/A			N/A			N/A
	N/A			N/A			$9.31			$10.20			$10.08
							($48,411,734 ÷ 5,198,811 shares)			($47,922,191 ÷ 4,698,467 shares)			($77,630 ÷ 7,700 shares)

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 37

STATEMENTS OF OPERATIONS (Unaudited) ($ Thousands)

For the six months ended July 31, 2018

	Government Fund			Government II Fund
Investment Income:
Interest income	$	58,449		$	15,854
Total investment income		58,449			15,854
Expenses:
Administration fees		4,115			1,385
Shareholder servicing fees – Class F Shares		8,859			2,350
Shareholder servicing fees – Class CAA Shares		35			–
Investment advisory fees		2,490			657
Trustees’ fees		60			16
Chief Compliance Officer fees		18			5
Custodian/Wire agent fees		110			29
Registration fees		75			23
Pricing fees		8			2
Printing fees		–			–
Proxy fees		–			–
Other expenses		499			132
Total expenses		16,269			4,599
Less, waiver of:
Investment advisory fees		–			(329	)
Administration fees		(260	)		(40	)
Shareholder servicing fees – Class F Shares		(8,893	)		(2,350	)
Net expenses		7,116			1,880
Net Investment Income		51,333			13,974
Net Realized and Unrealized Gain (Loss) on/from:
Investments		10			(25	)
Futures contracts		–			–
Options contracts		–			–
Net change in unrealized appreciation(depreciation) on/from:
Investments		–			–
Futures contracts		–			–
Net Increase (Decrease) in Net Assets Resulting from Operations	$	51,343		$	13,949

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, 2018

Treasury Fund		Treasury II Fund			Ultra Short Duration Bond     Fund			Short-Duration Government Fund			GNMA Fund
	$                    957	$	4,785		$	3,479		$	7,958		$	1,050
	957		4,785			3,479			7,958			1,050
	88		429			300			711			67
	146		715			315			827			88
	–		–			–			–			–
	41		200			150			323			32
	1		5			2			6			1
	–		2			1			2			–
	–		10			5			12			1
	2		7			4			11			1
	–		1			27			65			–
	–		–			6			–			7
	–		–			–			–			–
	11		44			17			53			11
	289		1,413			827			2,010			208
	(21)		(100	)		–			–			–
	(4)		(25	)		(58	)		–			–
	(146)		(715	)		(214	)		(325	)		–
	118		573			555			1,685			208
	839		4,212			2,924			6,273			842
	–		(3	)		(53	)		(735	)		(267	)
	–		–			13			2,090			–
	–		–			–			(74	)		(9	)
	–		–			(357	)		(3,448	)		(648	)
	–		–			(16	)		(1,887	)		27
	$                     839	$	4,209		$	2,511		$	2,219		$	(55	)

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 39

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six months ended July 31, 2018 (Unaudited) and the year ended January 31,

	Government Fund
	2/1/18 - 7/31/18				2018
Operations:
Net investment Income		$	51,333			$	56,842
Net realized gain (loss) on investments			10				(11	)
Net increase in net assets resulting from operations			51,343				56,831
Dividends and Distributions to Shareholders:
Net investment income
Class F			(51,137	)			(56,292	)
Class CAA			(195	)			(334	)
Total dividends and distributions			(51,332	)			(56,626	)
Capital Share Transactions (All at $1.00 per share)
Class F:
Proceeds from shares issued			25,655,189				47,958,619
Reinvestment of dividends & distributions			24,157				23,892
Cost of shares redeemed			(25,753,965	)			(48,580,625	)
Net increase (decrease) from Class F Transactions			(74,619	)			(598,114	)
Class CAA:
Proceeds from shares issued			30,704				89,182
Reinvestment of dividends & distributions			195				332
Cost of shares redeemed			(39,256	)			(84,880	)
Net increase (decrease) from Class CAA Transactions			(8,357	)			4,634
Net increase (decrease) in net assets from capital shares transactions			(82,976	)			(593,480	)
Net increase (decrease) in net assets			(82,965	)			(593,275	)
Net Assets:
Beginning of period			7,309,291				7,902,566
End of period		$	7,226,326			$	7,309,291
Undistributed (distributions in excess of) Net Investment Income		$	(10	)		$	(11	)

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

N/A – Not applicable.

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

40 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Government II Fund						Treasury Fund						Treasury II Fund
	2/1/18 - 7/31/18			2018			2/1/18 - 7/31/18			2018			2/1/18 - 7/31/18			2018
	$                    13,974		$	15,370		$	839		$	780		$	4,212		$	4,141
	(25	)		18			–			–			(3	)		2
	13,949			15,388			839			780			4,209			4,143
	(13,974	)		(15,370	)		(839	)		(780	)		(4,213	)		(4,142	)
	N/A			N/A			N/A			N/A			N/A			N/A
	(13,974	)		(15,370	)		(839	)		(780	)		(4,213	)		(4,142	)
	2,881,808			6,118,667			300,717			592,584			823,399			1,953,133
	4,477			4,599			367			490			1,655			1,631
	(3,275,014	)		(5,996,921	)		(313,892	)		(584,003	)		(830,213	)		(1,924,359	)
	(388,729	)		126,345			(12,808	)		9,071			(5,159	)		30,405
	N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A
	N/A			N/A			N/A			N/A			N/A			N/A
	(388,729	)		126,345			(12,808	)		9,071			(5,159	)		30,405
	(388,754	)		126,363			(12,808	)		9,071			(5,163	)		30,406
	2,177,761			2,051,398			114,120			105,049			553,712			523,306
$	1,789,007		$	2,177,761		$	101,312		$	114,120		$	548,549		$	553,712
$	18		$	18		$	1		$	1		$	17		$	18

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 41

STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)

For the six months ended July 31, 2018 (Unaudited) and the year ended January 31,

	Ultra Short Duration Bond Fund
	2/1/18 - 7/31/18		2018
Operations:
Net investment income	$	2,924	$	4,297
Net realized gain (loss) on investments, futures contracts, and options contracts		(40)		700
Net change in unrealized (depreciation) on investments and futures contracts		(373)		(50)
Net increase (decrease) in net assets resulting from operations		2,511		4,947
Dividends and Distributions to Shareholders:
Net investment income
Class F		(2,574)		(3,860)
Class Y		(506)		(710)
Net realized gains
Total dividends and distributions		(3,080)		(4,570)
Capital share transactions:
Class F:
Proceeds from shares issued		37,978		116,899
Reinvestment of dividends & distributions		2,077		3,032
Cost of shares redeemed		(52,388)		(123,233)
Net increase (decrease) from Class F transactions		(12,333)		(3,302)
Class Y:
Proceeds from shares issued		2,925		6,871
Reinvestment of dividends & distributions		499		700
Cost of shares redeemed		(3,061)		(4,532)
Net increase (decrease) from Class Y transactions		363		3,039
Net Decrease in net assets from capital share transactions		(11,970)		(263)
Net increase (decrease) in net assets		(12,539)		114
Net Assets:
Beginning of period		310,159		310,045
End of period	$	297,620	$	310,159
Undistributed (Distributions in Excess of) net investment income	$	(149)	$	7
Capital Share Transactions:
Class F
Shares issued		4,077		12,514
Reinvestment of distributions		223		325
Shares redeemed		(5,625)		(13,193)
Net decrease in shares outstanding from Class F Share transactions		(1,325)		(354)
Class Y
Shares issued		314		736
Reinvestment of distributions		54		75
Shares redeemed		(329)		(485)
Net increase (decrease) in shares outstanding from Class Y Share transactions		39		326
Total decrease in shares outstanding from share transactions		(1,286)		(28)

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

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

42 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

Short-Duration Government Fund					GNMA Fund
2/1/18 - 7/31/18		2018			2/1/18 - 7/31/18		2018
$	6,273	$	11,435		$	842	$	2,271
	1,281		(3,015	)		(276)		(326)
	(5,335)		(6,909	)		(621)		(1,098)
	2,219		1,511			(55)		847
	(6,622)		(12,542	)		(1,021)		(2,735)
	(526)		(892	)		(1)		(2)
	(7,148)		(13,434	)		(1,022)		(2,737)
	87,733		247,453			6,597		14,363
	4,931		9,210			878		2,127
	(126,773)		(345,293	)		(16,928)		(55,073)
	(34,109)		(88,630	)		(9,453)		(38,583)
	3,932		13,751			2		82
	520		882			1		1
	(7,686)		(11,181	)		–		(56)
	(3,234)		3,452			3		27
	(37,343)		(85,178	)		(9,450)		(38,556)
	(42,272)		(97,101	)		(10,527)		(40,446)
	748,246		845,347			75,658		116,104
$	705,974	$	748,246		$	65,131	$	75,658
$	(265)	$	610		$	(193)	$	(13)
	8,571		23,831			652		1,372
	482		887			86		204
	(12,381)		(33,267	)		(1,670)		(5,279)
	(3,328)		(8,549	)		(932)		(3,703)
	384		1,325			1		8
	51		85			–		–
	(751)		(1,077	)		–		(5)
	(316)		333			1		3
	(3,644)		(8,216	)		(931)		(3,700)

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 43

FINANCIAL HIGHLIGHTS

For the six months ended July 31, 2018 (Unaudited) and the years ended January 31,

For a Share Outstanding Throughout the Year or Period

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			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(1)		Ratio of Expenses to Average Net Assets (Excluding Waivers)		Ratio of Net Investment Income to Average Net Assets
Government Fund
Class F
2018@	$	1.00	$	0.01	$	–	$	0.01	$	(0.01	)	$	(0.01	)	$	1.00		0.72%	$	7,203,157		0.20%		0.46%		1.44%
2018		1.00		0.01		–		0.01		(0.01	)		(0.01	)		1.00		0.74		7,277,766		0.20		0.45		0.74
2017		1.00		–		–		–		–(2)			–(2)			1.00		0.19		7,875,681		0.20		0.56		0.21
2016		1.00		–		–		–		–(2)			–(2)			1.00		0.03		1,909,582		0.12		0.58		0.03
2015		1.00		–		–		–		–(2)			–(2)			1.00		0.02		1,788,290		0.07		0.58		0.02
2014		1.00		–		–		–		–(2)			–(2)			1.00		0.02		1,523,561		0.09		0.58		0.02
Class CAA
2018@	$	1.00	$	0.01	$	–	$	0.01	$	(0.01	)	$	(0.01	)	$	1.00		0.72%	$	23,169		0.20%		0.46%		1.44%
2018		1.00		0.01		–		0.01		(0.01	)		(0.01	)		1.00		0.74		31,525		0.20		0.45		0.74
2017		1.00		–		–		–		–(2)			–(2)			1.00		0.19		26,885		0.20		0.56		0.18
2016(3)		1.00		–		–		–		–(2)			–(2)			1.00		0.01		36,003		0.18		0.58		0.06
Government II Fund
Class F
2018@	$	1.00	$	0.01	$	–	$	0.01	$	(0.01	)	$	(0.01	)	$	1.00		0.74%	$	1,789,007		0.20%		0.49%		1.49%
2018		1.00		0.01		–		0.01		(0.01	)		(0.01	)		1.00		0.76		2,177,761		0.20		0.49		0.76
2017		1.00		–		–		–		–(2)			–(2)			1.00		0.19		2,051,398		0.20		0.53		0.19
2016		1.00		–		–		–		–(2)			–(2)			1.00		0.02		1,228,378		0.11		0.53		0.02
2015		1.00		–		–		–		–(2)			–(2)			1.00		0.01		1,152,698		0.08		0.53		0.01
2014		1.00		–		–		–		–(2)			–(2)			1.00		0.01		1,246,262		0.09		0.53		0.01
Treasury Fund
Class F
2018@	$	1.00	$	0.01	$	–	$	0.01	$	(0.01	)	$	(0.01	)	$	1.00		0.72%	$	101,312		0.20%		0.49%		1.43%
2018		1.00		0.01		–		0.01		(0.01	)		(0.01	)		1.00		0.75		114,120		0.20		0.52		0.74
2017		1.00		–		–		–		–(2)			–(2)			1.00		0.18		105,049		0.21		0.63		0.14
2016		1.00		–		–		–		–(2)			–(2)			1.00		0.02		285,714		0.10		0.59		0.03
2015		1.00		–		–		–		–(2)			–(2)			1.00		0.01		124,646		0.05		0.58		0.01
2014		1.00		–		–		–		–(2)			–(2)			1.00		0.01		46,315		0.08		0.58		0.01
Treasury II Fund
Class F
2018@	$	1.00	$	0.01	$	–	$	0.01	$	(0.01	)	$	(0.01	)	$	1.00		0.73%	$	548,549		0.20%		0.49%		1.47%
2018		1.00		0.01		–		0.01		(0.01	)		(0.01	)		1.00		0.74		553,712		0.20		0.50		0.75
2017		1.00		–		–		–		–(2)			–(2)			1.00		0.15		523,306		0.20		0.58		0.14
2016		1.00		–		–		–		–(2)			–(2)			1.00		0.01		694,987		0.08		0.58		0.02
2015		1.00		–		–		–		–(2)			–(2)			1.00		0.01		491,209		0.04		0.58		0.01
2014		1.00		–		–		–		–(2)			–(2)			1.00		0.01		440,422		0.06		0.58		0.01

* Per share calculations were performed using average shares.

@ For the six month period ended July 31, 2018. 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.

(1) 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.

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

(3) Commenced operations on November 20, 2015. All ratios for the period have been annualized.

Amounts designated as “–’’ are zero or have been rounded to zero

44 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

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 F
2018@	$	9.32	$	0.09	$	(0.01	)	$	0.08		$	(0.09	)	$	–		$	(0.09	)	$	9.31		0.91	%	$	249,208		0.38	%		0.59	%		1.94	%		39	%
2018		9.31		0.13		0.02			0.15			(0.14	)		–			(0.14	)		9.32		1.58			262,023		0.38			0.59			1.38			59
2017		9.29		0.09		0.03			0.12			(0.10	)		–			(0.10	)		9.31		1.33			264,997		0.38			0.68			0.99			89
2016		9.33		0.07		(0.03	)		0.04			(0.08	)		–			(0.08	)		9.29		0.45			197,737		0.38			0.69			0.71			115
2015		9.35		0.06		–			0.06			(0.08	)		–			(0.08	)		9.33		0.60			255,614		0.38			0.72			0.61			106
2014		9.37		0.06		–			0.06			(0.08	)		–			(0.08	)		9.35		0.64			271,221		0.38			0.73			0.63			131
Class Y
2018@	$	9.33	$	0.09	$	(0.01	)	$	0.08		$	(0.10	)	$	–		$	(0.10	)	$	9.31		0.84	%	$	48,412		0.30	%		0.34	%		2.02	%		39	%
2018		9.32		0.14		0.01			0.15			(0.14	)		–			(0.14	)		9.33		1.67			48,136		0.30			0.34			1.46			59
2017		9.29		0.10		0.04			0.14			(0.11	)		–			(0.11	)		9.32		1.52			45,048		0.30			0.43			1.06			89
2016(1)		9.31		0.02		–			0.02			(0.04	)		–			(0.04	)		9.29		0.19			37,050		0.30			0.44			0.60			115
Short-Duration Government Fund
Class F
2018@	$	10.27	$	0.09	$	(0.06	)	$	0.03		$	(0.10	)	$	–		$	(0.10	)	$	10.20		0.31	%	$	658,052		0.48	%		0.58	%		1.76	%		13	%
2018		10.43		0.15		(0.14	)		0.01			(0.17	)		–			(0.17	)		10.27		0.13			696,751		0.48			0.59			1.42			169
2017		10.49		0.10		(0.04	)		0.06			(0.12	)		–			(0.12	)		10.43		0.54			796,540		0.48			0.67			0.91			539
2016		10.55		0.07		(0.05	)		0.02			(0.08	)		–			(0.08	)		10.49		0.22			799,269		0.48			0.69			0.64			245
2015		10.52		0.09		0.04			0.13			(0.10	)		–			(0.10	)		10.55		1.20			661,101		0.48			0.73			0.85			151
2014		10.62		0.06		(0.06	)		0.00			(0.10	)		–			(0.10	)		10.52		(0.01	)		761,739		0.48			0.73			0.56			565
Class Y
2018@	$	10.27	$	0.10	$	(0.06	)	$	0.04		$	(0.11	)	$	–		$	(0.11	)	$	10.20		0.38	%	$	47,922		0.33	%		0.33	%		1.91	%		13	%
2018		10.43		0.16		(0.13	)		0.03			(0.19	)		–			(0.19	)		10.27		0.27			51,495		0.34			0.34			1.56			169
2017		10.49		0.11		(0.04	)		0.07			(0.13	)		–			(0.13	)		10.43		0.64			48,808		0.38			0.43			1.02			539
2016		10.55		0.08		(0.05	)		0.03			(0.09	)		–			(0.09	)		10.49		0.32			50,825		0.38			0.44			0.74			245
2015(2)		10.50		0.01		0.05			0.06			(0.01	)		–			(0.01	)		10.55		0.54			55,017		0.38			0.46			0.97			151
GNMA Fund
Class F
2018@	$	10.24	$	0.12	$	(0.12	)	$	0.00		$	(0.15	)	$	–		$	(0.15	)	$	10.09		(0.03	)%	$	65,053		0.59	%		0.59	%		2.40	%		70	%
2018		10.47		0.24		(0.18	)		0.06			(0.29	)		–			(0.29	)		10.24		0.58			75,582		0.60			0.60			2.32			204
2017		10.82		0.16		(0.16	)		0.00			(0.21	)		(0.14	)		(0.35	)		10.47		0.04			116,057		0.63			0.67			1.48			718
2016		10.93		0.15		0.02			0.17			(0.19	)		(0.09	)		(0.28	)		10.82		1.65			122,040		0.63			0.69			1.36			718
2015		10.50		0.11		0.49			0.60			(0.17	)		–			(0.17	)		10.93		5.79			117,904		0.63			0.69			1.07			758
2014		10.70		0.07		(0.09	)		(0.02	)		(0.18	)		–			(0.18	)		10.50		(0.14	)		158,672		0.63			0.69			0.68			758
Class Y
2018@	$	10.23	$	0.13	$	(0.12	)	$	0.01		$	(0.16	)	$	–		$	(0.16	)	$	10.08		0.09	%	$	78		0.34	%		0.34	%		2.65	%		70	%
2018		10.46		0.27		(0.18	)		0.09			(0.32	)		–			(0.32	)		10.23		0.82			76		0.36			0.36			2.56			204
2017		10.81		0.18		(0.15	)		0.03			(0.24	)		(0.14	)		(0.38	)		10.46		0.25			47		0.42			0.43			1.69			718
2016(3)		10.76		0.02		0.11			0.13			(0.06	)		(0.02	)		(0.08	)		10.81		1.26			69		0.43			0.45			0.80			718

* Per share calculations were performed using average shares.

@ For the six month period ended July 31, 2018. 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.

(1) Commenced operations on August 25, 2015. All ratios for the period have been annualized.

(2) Commenced operations on December 31, 2014. All ratios for the period have been annualized.

(3) Commenced operations on October 30, 2015. All ratios for the period have been annualized.

Amounts designated as ‘‘–’’ are zero or have been rounded to zero.

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

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 45

NOTES TO FINANCIAL STATEMENTS (Unaudited)

July 31, 2018

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 seven operational Funds: the Government, Government II, Treasury and Treasury II (each a “Fund,” collectively, the “Money Market Funds”), the Ultra Short Duration Bond, Short-Duration Government and GNMA (each a “Fund,” collectively, the “Fixed Income Funds”). The Trust is registered to offer: Class F shares of the Funds; and Class CAA shares of the Government Fund and Class Y shares of the Fixed Income 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 are significant accounting policies, which are consistently followed in the preparation of its financial statements by the Funds. The Funds are investment companies that apply the accounting and reporting guidance issued in Topic 946 by the U.S. Financial Accounting Standards Board (“FASB”).

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. The Money Market Funds’ use of amortized cost is subject to its compliance with certain conditions as specified by Rule 2a-7 of the 1940 Act.

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 an 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, 2018, there were no fair valued securities held by 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 an orderly 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 in the circumstances.

46 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

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 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 period ended July 31, 2018, 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.

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, 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.

It is the Funds’ policy to present the repurchase agreements contracts separately on the Statements of Assets and Liabilities, as the Funds do not have a master netting agreement with the counterparty to the repurchase agreements contracts. Refer to each Fund’s Schedule of Investments for details regarding repurchase agreements contracts as of July 31, 2018, if applicable.

Futures Contracts — To the extent consistent with its investment objective and strategies, the Fixed Income Funds utilized futures contracts during the fiscal year ended January 31, 2018. These Funds’ investments in futures contracts are designed to enable the Funds to more closely approximate the performance of their benchmark indices. The Funds chose to invest in 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 Funds 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.

It is the Funds’ policy to present the gross variation margin payable and the gross variation margin receivable of the future contracts separately on the

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 47

NOTES TO FINANCIAL STATEMENTS (Unaudited) (Continued)

July 31, 2018

Statements of Assets and Liabilities, as the Funds do not have a master netting agreement with the counterparty to the futures contracts. Refer to each Fund’s Schedule of Investments for details regarding open future contracts as of July 31, 2018, if applicable. The fair value of interest rate futures contracts held in the Fixed Income Funds can be found on the Statements of Assets and Liabilities under the captions Receivable for Variation Margin and Payable for Variation Margin. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Cumulative appreciation/ depreciation of futures contracts are reported in the respective Fixed Income Funds’ Schedule of Investments. Realized gains or losses on interest rate futures contracts related to the Fixed Income Funds are recognized on the Statements of Operations as part of Net Realized Gain (Loss) on Futures Contracts and any change in unrealized appreciation or depreciation is recognized on the Statements of Operations as Net Unrealized Gain (Loss) on Futures Contracts.

Swap Agreements — To the extent consistent with its investment objective and strategies, a Fund’s investment 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 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 Statements 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, 2018

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

48 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

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, 2018.

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 and CLOs, the cash flows 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 and CLO 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 and CLO 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 and CLO securities as a class.

The risks of an investment in a CDO and CLO 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 and CLOs may be characterized by the Funds as illiquid securities; however, an active dealer market may exist for CDOs and CLOs, allowing a CDO and CLO 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 and CLOs carry additional risks 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 and CLOs 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

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 49

NOTES TO FINANCIAL STATEMENTS (Unaudited) (Continued)

July 31, 2018

were valued at amortized cost, which approximates fair value, as determined in accordance with the procedures approved by the Board of Trustees. At July 31, 2018, the Funds did not own any restricted securities.

Classes — Class-specific expenses are borne by that class of shares. Income, non-class specific expenses, and realized and unrealized gains/losses 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.

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 amounts, calculated as a percentage of the average daily net assets attributable to each particular class of each respective fund.

The Money Market Funds’ Administrator and/or the Distributor have contractually agreed to waive fees

or reimburse expenses for each money market Fund until May 31, 2019, in order to keep total fund operating expenses (exclusive of interest from borrowings, brokerage commissions, trustees’ fees, taxes and other extraordinary expenses not incurred in the ordinary course of the Fund’s business) from exceeding the levels specified in the table below. These contractual waivers and reimbursements will only apply if a Money Market Fund’s total operating costs exceed the applicable thresholds and will not affect the Money Market Fund’s total operating costs if they are less than the applicable thresholds. In other words, shareholders will pay the lower of a Money Market Fund’s actual total fund operating expenses or total fund operating expenses after contractual waivers and expense reimbursements. The contractual waiver and expense reimbursement are limited to the Money Market Fund’s direct operating expenses and, therefore, do not apply to indirect expenses incurred by a fund, such as acquired fund fees and expenses (“AFFE”). The agreement may be amended or terminated only with the consent of the Board of Trustees.

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 Fixed Income Funds’ business) at a specified level.

The waivers by the Fixed Income Funds’ Adviser, Administrator and/or Distributor are limited to the Fixed Income 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 voluntary and the Fixed Income 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.

50 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

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

	Advisory Fees	Shareholder Servicing Fees	Expense Limitations
Government Fund
Class F	0.07%	0.25%	0.20%(3)
Class CAA	0.07%	0.25%	0.25%(2)
Government II Fund
Class F	0.07%	0.25%	0.20%(2)
Treasury Fund
Class F	0.07%	0.25%	0.20%(2)
Treasury II Fund
Class F	0.07%	0.25%	0.20%(2)
Ultra Short Duration Bond Fund
Class F	0.10%(4)	0.25%	0.38%(1)
Class Y	0.10%(4)	–%	0.30%(1)
Short-Duration Government Fund
Class F	0.09%(5)	0.25%	0.48%(1)
Class Y	0.09%(5)	–%	0.38%(1)
GNMA Fund
Class F	0.09%(5)	0.25%	0.63%(1)
Class Y	0.09%(5)	–%	0.43%(1)

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

(2) Represents a contractual cap effective through May 31, 2019, to be changed only by board approval.

(3) Represents a contractual cap of .25% of Class F (formerly Class A), effective through May 31, 2019 , to be changed only by Board approval. In addition, management has voluntarily waived fees to a cap of .20 of Class F (formerly Class A) that may be discontinued at any time.

(4) 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. The fee is calculated based on the net assets of the Ultra Short Duration Bond Fund.

(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 Short-Duration Government and GNMA Funds. The fee is a blended percentage and is calculated based on the combined assets of these Funds.

The following is a summary of annual fees payable to the Administrator:

	Administration Fees
	First $1.5 Billion of         Assets		Next $500 Million of Assets		Next $500 Million of Assets		Next $500 Million of Assets		Over $3 Billion of Assets
SDIT Government Fund		0.150%		0.1375%		0.1250%		0.1125%		0.100%
SDIT Government II Fund		0.150%		0.1375%		0.1250%		0.1125%		0.100%
SDIT Treasury Fund		0.150%		0.1375%		0.1250%		0.1125%		0.100%
SDIT Treasury II Fund		0.150%		0.1375%		0.1250%		0.1125%		0.100%
SDIT Ultra Short Duration Bond Fund		0.200%		0.1775%		0.1550%		0.1325%		0.110%
SDIT Short-Duration Government Fund		0.200%		0.1775%		0.1550%		0.1325%		0.110%
SDIT GNMA Fund		0.200%		0.1775%		0.1550%		0.1325%		0.110%

The Distributor has voluntarily waived all or a portion of the shareholder servicing fees for Class F of each fund, except for the GNMA Fund, since inception of the plan. Such waivers are voluntary and may be discontinued at any time. 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 Funds did not have any such waivers by class for the period ended July 31, 2018.

Pursuant to the “manager of managers” structure, the Board of Trustees approved BlackRock 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 Advisor. For its services to the Funds, the sub-advisers are entitled to receive a fee paid directly by the Adviser.

U.S. Bank, N.A. serves as the custodian of the Funds. The custodian plays no role in determining the investment policies of the Funds or which securities are to be purchased or sold in the Funds.

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

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 51

NOTES TO FINANCIAL STATEMENTS (Unaudited) (Continued)

July 31, 2018

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.

Interfund Lending — The SEC has granted an exemption that permits the Trust to participate in an inter-fund 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. Inter-fund 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 inter-fund loans is the average of the Repo Rate and the Bank Loan Rate. For the period ended July 31, 2018, 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 period ended July 31, 2018, were as follows for the Fixed Income Funds:

	U.S. Gov’t     ($ Thousands)		Other     ($ Thousands)		Total     ($ Thousands)
Ultra Short Duration Bond Fund
Purchases	$	10,235	$	51,792	$	62,027
Sales		20,623		44,735		65,358
Short-Duration Government Fund
Purchases		112,517		–		112,517
Sales		60,492		25,628		86,120
GNMA Fund
Purchases		49,037		310		49,347
Sales		57,602		641		58,243

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 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)
Government Fund
	2018	$	56,626	$	–	$	56,626
	2017		11,947		–		11,947
Government II Fund
	2018		15,370		–		15,370
	2017		3,105		–		3,105
Treasury Fund
	2018		780		–		780
	2017		281		–		281
Treasury II Fund
	2018		4,142		–		4,142
	2017		862		–		862

52 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

		Ordinary Income ($ Thousands)		Long-term Capital Gain       ($ Thousands)		Total       ($ Thousands)
Ultra Short Duration Bond Fund
	2018		4,570		–		4,570
	2017		2,957		–		2,957
Short-Duration Government Fund
	2018		13,434		–		13,434
	2017		9,845		–		9,845
GNMA Fund
	2018		2,737		–		2,737
	2017		3,710		365		4,075

As of January 31, 2018, 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)		Late Year Ordinary Losses ($ Thousands)		Unrealized Appreciation (Depreciation) ($ Thousands)			Other Temporary Differences ($ Thousands)			Total Distributable Earnings (Accumulated Losses) ($ Thousands)
Government Fund	$	6,867	$	–	$	(39	)	$	–	$	–	$	–		$	(6,879	)	$	(51	)
Government II Fund		2,147		–		–			–		–		–			(2,129	)		18
Treasury Fund		98		–		–			–		–		–			(98	)		–
Treasury II Fund		589		–		–			–		–		(3	)		(573	)		13
Ultra Short Duration Bond Fund		440		–		(17,724	)		–		–		(458	)		(437	)		(18,179	)
Short-Duration Government Fund		1,741		–		(10,734	)		–		–		(8,449	)		(1,133	)		(18,575	)
GNMA Fund		181		–		(2,430	)		–		–		(225	)		(191	)		(2,665	)

At January 31, 2018, the following Funds had capital loss carryforwards to offset future realized capital gains:

	Amount ($ Thousands)		Expiration
Ultra Short Duration Bond Fund		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, 2018, the Ultra Short Duration Government Fund utilized $343,056 of capital loss carryforwards to offset capital gains.

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:

	Short-Term Loss ($ Thousands)		Long-Term Loss ($ Thousands)		Total ($ Thousands)
Government Fund	$	39	$	–	$	39
Ultra Short Duration Bond Fund		11,895		5,829		17,724
Short-Duration Government Fund		2,502		8,232		10,734
GMNA Fund		2,067		362		2,429

During the period ended July 31, 2018, 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 July 31, 2018, and net realized gains or losses on securities sold for the year, 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

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 53

NOTES TO FINANCIAL STATEMENTS (Unaudited) (Continued)

July 31, 2018

tax cost and aggregate gross unrealized appreciation and depreciation on investments held by the Fixed Income Funds at July 31, 2018, were as follows:

	Federal Tax Cost ($ Thousands)		Appreciated Securities ($ Thousands)		Depreciated Securities ($ Thousands)			Net Unrealized Depreciation ($ Thousands)
Ultra Short Duration Bond Fund		$302,655		$456		$(1,287	)		$(831	)
Short-Duration Government Fund		855,535		1,403		(15,187	)		(13,784	)
GNMA Fund		66,592		780		(1,658	)		(878	)

Management has analyzed the Funds’ tax positions taken on the federal tax returns for all open tax years and has concluded that as of July 31, 2018, no provision for income tax is required in the Funds’ financial statements. 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. CONCENTRATION/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.

The following is not intended to be a complete discussion of the risks associated with investing in a fund. Please review each Fund’s prospectus for additional disclosures regarding principal risks associated with investing in a fund.

Asset-Backed Securities Risk — The Ultra Short Duration Bond Fund is subject to asset-backed securities risk, whereas payment of principal and interest on asset- backed securities is dependent largely on the cash flows generated by the assets backing the securities. Securitization trusts generally do not have any assets or sources of funds other than the receivables and related property they own, and asset-backed securities are generally not insured or guaranteed by the related sponsor or any other entity. Asset-backed securities may be more illiquid than more conventional types of fixed income securities that the Fund may acquire.

Commercial Paper Risk — The Ultra Short Duration Bond Fund is subject to commercial paper risk. Commercial paper is a short-term obligation with a maturity generally ranging from one to 270 days and is issued by U.S. or foreign companies or other entities

in order to finance their current operations. Such investments are unsecured and usually discounted from their value at maturity. The value of commercial paper may be affected by changes in the credit rating or financial condition of the issuing entities and will tend to fall when interest rates rise and rise when interest rates fall. Asset-backed commercial paper may be issued by structured investment vehicles or other conduits that are organized to issue the commercial paper and to purchase trade receivables or other financial assets. The repayment of asset-backed commercial paper depends primarily on the cash collections received from such an issuer’s underlying asset portfolio and the issuer’s ability to issue new asset-backed commercial paper.

Corporate Fixed Income Risk — The Ultra Short Duration Bond Fund is subject to corporate fixed income risk. Corporate fixed income securities respond to economic developments, especially changes in interest rates, as well as to perceptions of the creditworthiness and business prospects of individual issuers.

Credit Risk — The Funds are all subject to the risk that the issuer of a security or the counterparty to a contract will default or otherwise become unable to honor a financial obligation.

Derivatives Risk — The Fixed Income Funds’ use of futures contracts and forward contracts is subject to market risk, leverage risk, correlation risk and liquidity risk. Leverage risk, liquidity risk and market risk are described below. Many over-the-counter (OTC) derivative instruments will not have liquidity beyond the counterparty to the instrument. Correlation risk is the risk that changes in the value of the derivative instrument may not correlate perfectly with the underlying asset, rate or index. The Fund’s use of forward contracts is also subject to credit risk and valuation risk. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Credit risk is described above. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument. Some derivatives have the potential for unlimited loss, regardless of the size of the Fund’s initial investment. The other parties to certain derivative contracts present the same types of credit risk as issuers of fixed income securities. The Fixed Income Funds’ use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators are in the process of adopting and implementing regulations governing derivatives markets, the ultimate impact of which remains unclear.

Duration Risk — The longer-term securities in which the Fixed Income Funds may invest tend to be more volatile than shorter-term securities. A portfolio with a longer average portfolio duration is more sensitive to changes

54 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

in interest rates than a portfolio with a shorter average portfolio duration.

Extension Risk — The Funds are subject to the risk that rising interest rates may extend the duration of a fixed income security, typically reducing the security’s value.

Fixed Income Market Risk — The prices of the Funds’ fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Funds’ fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened. Declines in dealer market-making capacity as a result of structural or regulatory changes could decrease liquidity and/or increase volatility in the fixed income markets. In the case of foreign securities, price fluctuations will reflect international economic and political events, as well as changes in currency valuations relative to the U.S. dollar. In response to these events, the Funds’ value may fluctuate and/or the Funds may experience increased redemptions from shareholders, which may impact the Funds’ liquidity or force the Funds to sell securities into a declining or illiquid market.

Foreign Issuer Risk — The Ultra Short Duration Bond Fund is subject to the risk that issuers in foreign countries face political and economic events unique to such countries. These events will not necessarily affect the U.S. economy or similar issuers located in the U.S.

Interest Rate Risk — The Funds are subject to the risk that a rise in interest rates will cause a fall in the value of fixed income securities, including U.S. Government securities, in which the Funds invest. Although U.S. Government securities are considered to be among the safest investments, they are not guaranteed against price movements due to changing interest rates. A low interest rate environment may present greater interest rate risk, because there may be a greater likelihood of rates increasing and rates may increase more rapidly.

Investment Style Risk — The Fixed Income Funds are subject to the risk that a Funds’ investments in certain securities in a particular market segment pursuant to its particular investment strategy may underperform other market segments or the market as a whole.

Leverage Risk — The Fixed Income Funds’ use of derivatives or investments in repurchase agreements may result in the Funds’ total investment exposure substantially exceeding the value of its portfolio securities and the Funds’ investment returns depending

substantially on the performance of securities that the Funds may not directly own. The use of leverage can amplify the effects of market volatility on the Funds’ share price and may also cause the Funds to liquidate portfolio positions when it would not be advantageous to do so in order to satisfy its obligations. The Funds’ use of leverage may result in a heightened risk of investment loss.

Liquidity Risk — The Funds are subject to the risk that certain securities may be difficult or impossible to sell at the time and the price that the seller would like. The seller may have to lower the price of the security, sell other securities instead or forego an investment opportunity, any of which could have a negative effect on Fund management or performance.

Market Risk — The Funds are subject to the risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. Market risk may affect a single issuer, an industry, a sector or the bond market as a whole.

Mortgage-Backed Securities Risk — The Fixed Income Funds are subject to mortgage-backed securities risk. Mortgage-backed securities are affected significantly by the rate of prepayments and modifications of the mortgage loans backing those securities, as well as by other factors such as borrower defaults, delinquencies, realized or liquidation losses and other shortfalls. Mortgage-backed securities are particularly sensitive to prepayment risk, which is described below, given that the term to maturity for mortgage loans is generally substantially longer than the expected lives of those securities; however, the timing and amount of prepayments cannot be accurately predicted. The timing of changes in the rate of prepayments of the mortgage loans may significantly affect the Fund’s actual yield to maturity on any mortgage-backed securities, even if the average rate of principal payments is consistent with the Funds’ expectations. Along with prepayment risk, mortgage-backed securities are significantly affected by interest rate risk, which is described above. In a low interest rate environment, mortgage loan prepayments would generally be expected to increase due to factors such as refinancings and loan modifications at lower interest rates. In contrast, if prevailing interest rates rise, prepayments of mortgage loans would generally be expected to decline and therefore extend the weighted average lives of mortgage-backed securities held or acquired by a fund.

Opportunity Risk — The Funds are subject to the risk of missing out on an investment opportunity because the assets necessary to take advantage of it are tied up in other investments.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 55

NOTES TO FINANCIAL STATEMENTS (Unaudited) (Concluded)

July 31, 2018

Prepayment Risk — The Funds (excluding the Treasury Fund and Treasury II Fund) are subject to the risk that, in a declining interest rate environment, fixed income securities with stated interest rates may have the principal paid earlier than expected, requiring the Funds to invest the proceeds at generally lower interest rates.

Portfolio Turnover Risk — Due to their investment strategies, the Short-Duration Government Fund and GNMA Fund may buy and sell securities frequently. This may result in higher transaction costs and additional capital gains tax liabilities, which may affect the Funds’ performance.

Redemption Risk — The Money Market Funds may experience periods of heavy redemptions that could cause the Funds to liquidate its assets at inopportune times or at a loss or depressed value, particularly during periods of declining or illiquid markets. This could have a significant adverse effect on the Funds’ ability to maintain a stable $1.00 share price, and, in extreme circumstances, could cause the Funds to suspend redemptions and liquidate completely.

Repurchase Agreement Risk — The Funds (excluding the Government Fund and Treasury Fund) are subject to repurchase agreement risk. Although repurchase agreement transactions must be fully collateralized at all times, they generally create leverage and involve some counterparty risk to the Fund whereby a defaulting counterparty could delay or prevent the Funds’ recovery of collateral.

U.S. Government Securities Risk — The Funds are subject to U.S. Government securities risk. Although U.S. Government securities are considered to be among the safest investments, they are not guaranteed against price movements due to changing interest rates. Obligations issued by some U.S. Government agencies are backed by the U.S. Treasury, while others are backed solely by the ability of the agency to borrow from the U.S. Treasury or by the agency’s own resources.

7. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company (“SPTC”) and SIMC are subsidiaries of SEI Investments Company. As of July 31, 2018, SPTC held of record the following:

Government Fund, Cl CAA	100.00%
Government Fund, Cl Y	57.41%
Government II Fund	67.19%
Treasury Fund	86.53%
Treasury II Fund	67.77%
Ultra Short Duration Bond Fund, Cl F	92.56%
Ultra Short Duration Bond Fund, Cl Y	77.70%
Short-Duration Government Fund, Cl F	97.37%
Short-Duration Government Fund, Cl Y	10.46%
GNMA Fund, Cl F	79.42%

GNMA Fund, Cl Y 75.81%

SPTC is not a direct service provider to the Funds. However, SPTC performs a key role in the comprehensive investment solution that SEI provides to investors. SPTC holds the vast majority of shares in the Funds as custodian for shareholders that are clients of the advisors and financial planners. SPTC maintains accounts at SEI Institutional Transfer Agency (“SITA”), and operates in an omnibus fund account environment.

8. SUBSEQUENT EVENTS

Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date the financial statements were issued. Based on this evaluation, no disclosures and/ or adjustments were required to the financial statements as of July 31, 2018.

56 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

DISCLOSURE OF FUND EXPENSES (Unaudited)

July 31, 2018

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 (February 1, 2018 to July 31, 2018).

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.

	Beginning		Ending					Expenses
	Account		Account		Annualized			Paid
	Value		Value		Expense			During
	2/1/18		7/31/18		Ratios			Period *
Government Fund
Actual Fund Return
Class F		$1,000.00		$1,007.20		0.20	%		$1.00
Class CAA		1,000.00		1,007.20		0.20			1.00
Hypothetical 5% Return
Class F		$1,000.00		$1,023.80		0.20	%		$1.00
Class CAA		1,000.00		1,023.80		0.20			1.00
Government II Fund
Actual Fund Return
Class F		$1,000.00		$1,007.40		0.20	%		$1.00
Hypothetical 5% Return
Class F		$1,000.00		$1,023.80		0.20	%		$1.00

	Beginning		Ending					Expenses
	Account		Account		Annualized			Paid
	Value		Value		Expense			During
	2/1/18		7/31/18		Ratios			Period *
Treasury Fund
Actual Fund Return
Class F		$1,000.00		$1,007.20		0.20	%		$1.00
Hypothetical 5% Return
Class F		$1,000.00		$1,023.80		0.20	%		$1.00
Treasury II Fund
Actual Fund Return
Class F		$1,000.00		$1,007.30		0.20	%		$1.00
Hypothetical 5% Return
Class F		$1,000.00		$1,023.80		0.20	%		$1.00

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 57

DISCLOSURE OF FUND EXPENSES (Unaudited) (Concluded)

July 31, 2018

	Beginning Account Value 2/1/18		Ending   Account   Value 7/31/18		Annualized   Expense Ratios			Expenses   Paid   During   Period *
Ultra Short Duration Bond Fund
Actual Fund Return
Class F		$1,000.00		$1,009.10		0.38	%		$1.89
Class Y		1,000.00		1,008.40		0.30			1.49
Hypothetical 5% Return
Class F		$1,000.00		$1,022.91		0.38	%		$1.91
Class Y		1,000.00		1,023.31		0.30			1.51
Short-Duration Government Fund
Actual Fund Return
Class F		$1,000.00		$1,003.10		0.48	%		$2.38
Class Y		1,000.00		1,003.80		0.33			1.64
Hypothetical 5% Return
Class F		$1,000.00		$1,022.41		0.48	%		$2.41
Class Y		1,000.00		1,023.16		0.33			1.66

	Beginning Account Value 2/1/18		Ending   Account   Value 7/31/18		Annualized   Expense Ratios			Expenses   Paid   During   Period *
GNMA Fund
Actual Fund Return
Class F		$1,000.00		$999.70		0.59	%		$2.93
Class Y		1,000.00		1,000.90		0.34			1.69
Hypothetical 5% Return
Class F		$1,000.00		$1,021.87		0.59	%		$2.96
Class Y		1,000.00		1,023.11		0.34			1.71

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

58 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

BOARD OF TRUSTEES’ CONSIDERATIONS IN APPROVING THE ADVISORY AGREEMENT (Unaudited)

SEI Daily Income Trust (the “Trust”) and SEI Investments Management Corporation (“SIMC”) have entered into an investment advisory agreement (the “Advisory Agreement”). Pursuant to the Advisory Agreement, SIMC is responsible for the investment advisory services provided to the series of the Trust (the “Funds”). Pursuant to separate sub-advisory agreements with SIMC (the “Sub-Advisory Agreements” and, together with the Advisory Agreement, the “Investment Advisory Agreements”), and under the supervision of SIMC and the Trust’s Board of Trustees (the “Board”), the sub-advisers (each, a “Sub-Adviser” and collectively, the “Sub-Advisers”) provide security selection and certain other advisory services with respect to all or a discrete portion of the assets of the Funds. The Sub-Advisers are also responsible for managing their employees who provide services to the Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers’ skills and investment results in managing assets for specific asset classes, investment styles and strategies.

The Investment Company Act of 1940, as amended (the “1940 Act”), requires that the initial approval of, as well as the continuation of, the Funds’ Investment Advisory Agreements be specifically approved: (i) by the vote of the Board or by a vote of the shareholders of the Funds; and (ii) by the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or “interested persons” of any party (the “Independent Trustees”), cast in person at a meeting called for the purpose of voting on such approval(s). In connection with their consideration of such approval(s), the Funds’ Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission takes the position that, as part of their fiduciary duties with respect to a mutual fund’s fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve an investment advisory agreement.

Consistent with these responsibilities, the Board calls and holds meetings each year to consider whether to approve new and/or renew existing Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC’s and the Sub-Advisers’ affiliates, personnel and operations and the services provided pursuant to the Investment Advisory Agreements. The Board also receives data from third parties. This information is provided in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from counsel regarding the responsibilities of Trustees in connection with their consideration of whether to approve the Trust’s Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive sessions outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.

Specifically, during the first half of the Trust’s fiscal year, the Board requested and received written materials from SIMC and the Sub-Advisers regarding: (i) the quality of SIMC’s and the Sub-Advisers’ investment management and other services; (ii) SIMC’s and the Sub-Advisers’ investment management personnel; (iii) SIMC’s and the Sub-Advisers’ operations and financial condition; (iv) SIMC’s and the Sub-Advisers’ brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the advisory fees that SIMC charges the Funds and the level of the sub-advisory fees that SIMC pays the Sub-Advisers, compared with fees each charge to comparable accounts; (vi) the advisory fees charged by SIMC and the Funds’ overall fees and operating expenses compared with peer groups of mutual funds prepared by Broadridge, an independent provider of investment company data; (vii) the level of SIMC’s and the Sub-Advisers’ profitability from their Fund-related operations; (viii) SIMC’s and the Sub-Advisers’ compliance program, including a description of material compliance matters and material compliance violations; (ix) SIMC’s potential economies of scale; (x) SIMC’s and the Sub-Advisers’ policies on and compliance procedures for personal securities transactions; (xi) SIMC’s and the Sub-Advisers’ expertise and resources in domestic and/or international financial markets; and (xii) the Funds’ performance over various periods of time compared with peer groups of mutual funds prepared by Broadridge and the Funds’ benchmark indexes.

At the March 27–28, 2018 meeting of the Board, the Trustees, including a majority of the Independent Trustees, approved the renewal of the Advisory Agreement. Also, certain Sub-Advisory Agreements were either initially approved or, if the Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed at a meeting of the Board held during the course of the Trust’s fiscal year on March 27–28, 2018. In each case, the Board’s approval (or renewal) was based on its consideration and evaluation of the factors described

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 59

BOARD OF TRUSTEES’ CONSIDERATIONS IN APPROVING THE ADVISORY AGREEMENT (Unaudited) (Concluded)

above, as discussed at the meeting and at prior meetings. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Investment Advisory Agreements.

Nature, Extent and Quality of Services. The Board considered the nature, extent and quality of the services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, SIMC’s and each Sub-Adviser’s personnel, experience, track record and compliance program. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by SIMC and the Sub-Advisers to the Funds and the resources of SIMC and the Sub-Advisers and their affiliates dedicated to the Funds were sufficient to support the renewal of the Investment Advisory Agreements. In addition to advisory services, the Board considered the nature and quality of certain administrative, transfer agency and other non-investment advisory services provided to the Funds by SIMC and/or its affiliates.

Performance. In determining whether to renew SIMC’s Advisory Agreement, the Trustees considered the Funds’ performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund’s performance at board meetings throughout the year. As part of this review, the Trustees considered the composition of each peer group and selection criteria. In assessing Fund performance, the Trustees considered a report compiled by Broadridge, an independent third-party that was engaged to prepare an assessment of the Funds in connection with the renewal of the Advisory Agreement (the “Broadridge Report”). The Broadridge Report included metrics on risk analysis, volatility versus total return, net total return and performance consistency for the Funds and a universe of comparable funds. Based on the materials considered and discussed at the meeting, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of Sub-Advisory Agreements, the Board considered the performance of the Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of the Funds was sufficient to support renewal of SIMC’s Advisory Agreement, and the performance of each Sub-Adviser was sufficient to support approval or renewal of the Sub-Advisory Agreement.

Fees. With respect to the Funds’ expenses under the Investment Advisory Agreements, the Trustees considered the rate of compensation called for by the Investment Advisory Agreements and the Funds’ net operating expense ratio in comparison to those of the Funds’ respective peer groups. In assessing Fund expenses, the Trustees considered the information in the Broadridge Report, which included various metrics related to fund expenses, including, but not limited to, contractual management fees at various asset levels, actual management fees (including transfer agent expenses), and actual total expenses for the Funds and a universe of comparable funds. Based on the materials considered and discussion at the meeting, the Trustees further determined that fees were either shown to be below the peer average in the comparative fee analysis, or that there was a reasonable basis for the fee level. The Trustees also considered the effects of SIMC’s waiver of management and other fees to prevent total Fund operating expenses from exceeding a specified cap and concluded that SIMC, through waivers, has maintained the Funds’ net operating expenses at competitive levels for its distribution channels. In determining the appropriateness of fees, the Board also took into consideration the impact of fees incurred indirectly by the Funds as a result of investments into underlying funds, including funds from which SIMC or its affiliates earn fees. The Board also took into consideration compensation earned from the Funds by SIMC or its affiliates for non-advisory services, such as administration, transfer agency, shareholder services or brokerage, and considered whether SIMC and its affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements. When considering fees paid to Sub-Advisers, the Board took into account the fact that the Sub-Advisers are compensated by SIMC and not by the Funds directly, and that such compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. Following evaluation, the Board concluded that, within the context of its full deliberations, the expenses of the Funds are reasonable and supported renewal of the Investment Advisory Agreements. The Board also considered whether the Sub-Advisers and their affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements.

Profitability. With regard to profitability, the Trustees considered compensation flowing to SIMC and the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels of compensation and profitability were reasonable. As with the fee levels, when considering the profitability of the Sub-Advisers, the Board

60 SEI Daily Income Trust / Semi-Annual Report / July 31, 2018

took into account the fact that compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. In connection with the approval or renewal of each Sub-Advisory Agreement, the Board also took into consideration the impact that the fees paid to the Sub-Adviser have on SIMC’s advisory fee margin and profitability. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of SIMC and the Sub-Advisers is reasonable and supported renewal of the Investment Advisory Agreements.

Economies of Scale. With respect to the Advisory Agreement, the Trustees considered whether any economies of scale were being realized by SIMC and its affiliates and, if so, whether the benefits of such economies of scale were passed along to the Funds’ shareholders through a graduated investment advisory fee schedule or other means, including any fee waivers by SIMC and its affiliates. The Trustees recognized that economies of scale are difficult to identify and quantify and are rarely identifiable on a fund-by-fund basis. Based on this evaluation, the Board determined that the fees were reasonable in light of the information that was provided by SIMC with respect to economies of scale.

Based on the Trustees’ deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, with the assistance of Fund counsel and Independent Trustees’ counsel, unanimously approved the approval or renewal, as applicable, of the Investment Advisory Agreements and concluded that the compensation under the Investment Advisory Agreements is fair and reasonable in light of such services and expenses and such other matters as the Trustees considered to be relevant in the exercise of their reasonable judgment. In the course of its deliberations, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.

SEI Daily Income Trust / Semi-Annual Report / July 31, 2018 61

SEI DAILY INCOME TRUST SEMI-ANNUAL REPORT July 31, 2018

Robert A. Nesher, Chairman

Trustees

William M. Doran

George J. Sullivan, Jr.

Nina Lesavoy

James M. Williams

Mitchell A. Johnson

Susan Cote

Hubert L. Harris, Jr.

James B. Taylor

Officers

Robert A. Nesher

President and Chief Executive Officer

James J. Hoffmayer

Controller and Chief Financial Officer

Glenn Kurdziel

Assistant Controller

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

Bridget E. Sudall

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)

1 Freedom Valley Drive, P.O. Box 1100, Oaks, PA 19456

SEI-F-037 (7/18)

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.  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.

There have been no material changes to the procedures by which shareholders may recommend nominees to the Registrants Board of Trustees (the “Board”). 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. Pursuant to the Committee’s Charter, adopted on June 18th 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 last fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Items 12.  Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Items 13.  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 Investment Company Act of 1940, are filed herewith.

(b) Officer certifications as required by Rule 30a-2(b) under the Investment Company Act of 1940, 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 5, 2018

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 5, 2018

By:	/s/ James J. Hoffmayer
	James J. Hoffmayer, Controller & CFO

Date:   October 5, 2018

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 most recent 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 5, 2018

 /s/ Robert A. Nesher                    

Robert A. Nesher

President & CEO

CERTIFICATION

Pursuant to Section 302

of the Sarbanes-Oxley Act of 2002

I, James J. Hoffmayer, 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 most recent 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 5, 2018

/s/ James J. Hoffmayer                    

James J. Hoffmayer

Controller & CFO

EX-99.906CERT

CERTIFICATION

Pursuant to 18 U.S.C. Section 1350, As Adopted 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 Trust’s Report on Form N-CSRs for the period ended July 31, 2018 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 Report 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 the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: October 5, 2018

/s/ Robert A. Nesher                

Robert A. Nesher

President & Chief Executive Officer

CERTIFICATION

Pursuant to 18 U.S.C. Section 1350, As Adopted 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 Trust’s Report on Form N-CSRs for the period ended July 31, 2018 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 Report 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 the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: October 5, 2018

/s/ James J. Hoffmayer                    

James J. Hoffmayer

Controller & CFO