UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

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)

CT Corporation

155 Federal Street

Boston, MA 02110

(Name and address of agent for service)

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

Date of fiscal year end: January 31, 2014

Date of reporting period: October 31, 2014

Item 1. Schedule of Investments

SCHEDULE OF INVESTMENTS (Unaudited)

Money Market Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
COMMERCIAL PAPER (B) (C) — 30.5%
ANZ New Zealand International
0.210%, 01/09/15	$	315	$	315
0.220%, 04/01/15		7,000		6,993
Apple
0.130%, 01/13/15		805		805
ASB Finance
0.210%, 01/16/15		315		315
Bank of Nova Scotia
0.230%, 02/06/15		4,900		4,897
BNY Capital Markets
0.070%, 11/03/14		2,951		2,951
BNZ International Funding
0.210%, 01/15/15		1,255		1,254
Caisse Centrale Desjardins
0.200%, 11/03/14 to 11/07/14		3,750		3,750
Chariot Funding LLC
0.220%, 11/12/14		445		445
Coca-Cola
0.160%, 12/01/14		790		790
0.040%, 12/29/14		1,685		1,684
0.170%, 01/07/15		1,000		1,000
DNB Bank
0.225%, 11/14/14		1,045		1,045
0.220%, 12/05/14		2,300		2,299
Fairway Finance
0.040%, 01/14/15		1,280		1,279
Gotham Funding
0.160%, 01/06/15		3,000		2,999
JPMorgan Securities LLC
0.230%, 11/03/14 to 01/06/15		8,065		8,064
0.230%, 01/02/15		3,000		2,999
0.250%, 01/23/15		2,000		1,999
Jupiter Securitization LLC
0.220%, 11/12/14		445		445
0.210%, 12/08/14 to 01/07/15		5,930		5,927
Liberty Street Funding LLC
0.180%, 01/02/15		900		900
Manhattan Asset Funding LLC
0.180%, 11/05/14		5,000		5,000
Nordea Bank
0.215%, 11/03/14		510		510
0.210%, 11/12/14 to 12/01/14		2,480		2,480
Old Line Funding LLC
0.220%, 11/21/14 to 01/20/15		5,230		5,228
0.250%, 01/21/15 to 02/02/15		985		985
0.230%, 01/26/15		410		410
Thunder Bay Funding LLC
0.220%, 12/03/14 to 12/15/14		2,515		2,515
0.240%, 01/21/15		3,440		3,438
Toyota Credit Canada
0.230%, 12/15/14		415		415
0.220%, 01/28/15		1,800		1,799
0.240%, 02/09/15 to 05/12/15		644		644

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Toyota Motor Credit
0.210%, 01/09/15	$	3,000	$	2,999
Westpac Securities NZ
0.210%, 11/12/14 to 11/13/14		3,660		3,660
Total Commercial Paper (Cost $83,238) ($ Thousands)				83,238
CERTIFICATES OF DEPOSIT — 30.2%
Bank of Montreal
0.180%, 11/07/14		3,000		3,000
0.210%, 01/02/15		3,000		3,000
Bank of Montreal, Chicago
0.200%, 11/17/14		675		675
0.180%, 12/10/14		5,000		5,000
Bank of Nova Scotia
0.200%, 11/01/14 (A)		1,135		1,135
0.210%, 01/14/15		3,000		3,000
0.220%, 01/23/15		3,000		3,000
0.240%, 02/04/15		900		900
0.240%, 02/09/15		1,500		1,500
Bank of Tokyo-Mitsubishi UFJ NY
0.240%, 12/15/14		1,400		1,400
0.240%, 12/24/14		2,000		2,000
0.240%, 01/02/15		1,000		1,000
0.230%, 02/17/15		3,000		3,000
0.250%, 03/04/15		1,500		1,500
Canadian Imperial Bank of Commerce NY (A)
0.180%, 11/01/14		4,532		4,532
0.213%, 11/14/14		3,000		3,000
0.932%, 11/20/14		3,200		3,207
DNB Bank
0.220%, 11/04/14		1,000		1,000
Mizuho
0.210%, 12/23/14		4,500		4,500
Nordea Bank
0.210%, 11/14/14		1,420		1,420
0.180%, 01/26/15		805		805
0.180%, 02/02/15		2,700		2,700
Skandinaviska Enskilda Banken
0.230%, 03/02/15		2,000		2,000
State Street Bank
0.203%, 11/09/14 (A)		2,000		2,000
0.200%, 12/15/14		2,000		2,000
0.210%, 12/17/14		2,245		2,245
Sumitomo Mitsui Banking
0.242%, 11/04/14 (A)		1,400		1,400
0.250%, 11/13/14		500		500
0.250%, 12/11/14		2,000		2,000
0.250%, 12/18/14		2,000		2,000
0.250%, 01/02/15		1,550		1,550
0.250%, 01/05/15		2,700		2,700
Svenska Handelsbanken NY
0.175%, 11/12/14		3,400		3,400

1 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Money Market Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.170%, 12/30/14	$	3,000	$	3,000
Toronto-Dominion Bank
0.210%, 01/16/15		840		840
Toyota Motor Credit
0.203%, 11/07/14 (A)		3,400		3,400
Wells Fargo Bank
0.210%, 12/01/14		2,000		2,000
Total Certificates of Deposit (Cost $82,309) ($ Thousands)
				82,309
TIME DEPOSITS — 7.0%
Citibank
0.080%, 11/03/14		3,925		3,925
Lloyds Bank PLC
0.050%, 11/03/14		7,264		7,264
Swedbank
0.060%, 11/03/14		7,870		7,870
Total Time Deposits (Cost $19,059) ($ Thousands)
				19,059
U.S. GOVERNMENT AGENCY OBLIGATIONS (A) — 3.1%
FFCB
0.200%, 11/01/14		760		760
0.173%, 11/11/14		2,190		2,191
0.147%, 11/16/14		2,700		2,700
0.203%, 11/24/14		1,110		1,110
0.151%, 01/23/15		1,000		1,000
FFCB, Ser 1
0.230%, 11/01/14		350		350
FNMA
0.173%, 11/15/14		240		240
0.167%, 11/20/14		30		30
Total U.S. Government Agency Obligations (Cost $8,381) ($ Thousands)				8,381
MUNICIPAL BONDS (A) — 2.5%
Arizona — 0.2%
Pima County, Industrial Development Authority, RB
0.070%, 11/05/14		600		600
California — 0.2%
Sacramento, Municipal Utility District, Sub-Ser L, RB
0.040%, 11/06/14		585		585
Indiana — 0.2%
Indiana, Finance Authority, Ser F, RB
0.050%, 11/06/14		655		655

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Iowa — 0.3%
Iowa State, Finance Authority, Ser C, RB
0.130%, 11/06/14	$	860	$	860
Iowa State, Finance Authority, Ser G, RB
0.130%, 11/06/14		30		30
				890
Massachusetts — 0.1%
Simmons College, Higher Education Authority, RB
0.110%, 11/06/14		185		185
Michigan — 0.4%
Kent, Hospital Finance Authority, Ser C, RB
0.050%, 11/05/14		1,085		1,085
Minnesota — 0.3%
Minnesota State, Office of Higher Education, Ser A, RB
0.110%, 11/06/14		700		700
Missouri — 0.0%
St. Louis, Industrial Development Authority, Ser B, RB
0.050%, 11/05/14		55		55
New Hampshire — 0.1%
New Hampshire State, Health & Education Facilities Authority, Dartmouth College Project, Ser C, RB
0.070%, 11/05/14		190		190
Ohio — 0.2%
Cleveland, Department of Public Utilities Division of Water, Ser Q, RB
0.040%, 11/06/14		670		670
Texas — 0.1%
Texas State, Ser B, GO
0.070%, 11/06/14		375		375
Wisconsin — 0.4%
Wisconsin State, Health & Educational Facilities Authority, RB
0.050%, 11/05/14		800		800
Wisconsin State, Health & Educational Facilities Authority, Ser B, RB
0.050%, 11/05/14		170		170
				970
Total Municipal Bonds (Cost $6,960) ($ Thousands)
				6,960

2 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Money Market Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. TREASURY OBLIGATION — 2.2%
U.S. Treasury Notes
2.375%, 02/28/15	$	5,845	$	5,890
Total U.S. Treasury Obligation (Cost $5,890) ($ Thousands)				5,890
CORPORATE OBLIGATIONS — 2.0%
Australia & New Zealand Banking Group
0.437%, 11/07/14 (A)		1,351		1,352
Nordea Bank
2.250%, 03/20/15		400		403
Nordea Bank MTN
3.700%, 11/13/14		540		541
Royal Bank of Canada MTN
1.150%, 03/13/15 (A)		2,800		2,809
Toyota Motor Credit
1.250%, 11/17/14		348		348
Total Corporate Obligations (Cost $5,453) ($ Thousands)				5,453
REPURCHASE AGREEMENTS (D) — 23.5%
Bank of Nova Scotia 0.100% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $24,000,200 (collateralized FHLB, par value $24,488,000, 0.000%, 04/29/15, with total market value of $24,481,143)		24,000		24,000
Barclays 0.070% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $4,894,029 (collateralized by various FNMA and FMAC obligations, ranging in par value $1,115,731 - $3,315,938, 3.000% - 5.000%, 11/01/24 - 08/01/43, with total market value of $4,991,909)		4,894		4,894
Goldman Sachs 0.090% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $2,964,022 (collateralized by various FNMA obligations, ranging in par value $378,846 - $2,182,166, 2.500% - 4.500%, 11/01/27 - 11/01/42, with total market value of $3,023,303)		2,964		2,964

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Goldman Sachs 0.090% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $20,340,153 (collateralized by various FNMA obligations, ranging in par value $10,438,914 - $28,650,646, 3.500% - 4.000%, 08/01/40 - 03/01/43, with total market value of $20,746,956)	$	20,340	$	20,340
Mizuho 0.160% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $2,266,030 (collateralized by various corporate obligations*, ranging in par value $1,641 - $698,324, 0.000% - 7.875%, 11/20/16 - 08/15/24, with total market value of $2,379,706) (A)		2,266		2,266
RBC Capital 0.150% dated 10/28/14, to be repurchased on 11/04/14, repurchase price $2,224,065 (collateralized by various corporate obligations*, ranging in par value $41 - $722,297, 3.600% - 8.875%, 07/01/19 - 09/11/24, with total market value of $2,335,258)		2,224		2,224
RBC Capital 0.100% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $5,730,048 (collateralized by various FNMA obligations, ranging in par value $38,140 - $1,896,129, 3.000% - 4.500%, 07/01/42 - 10/01/44, with total market value of $5,844,649)		5,730		5,730
TD Securities 0.110% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $1,519,014 (collateralized by various corporate obligations*, ranging in par value $1,995 - $576,754, 1.500% - 2.750%, 12/12/14 - 05/21/20, with total market value of $1,594,965)		1,519		1,519
Total Repurchase Agreements (Cost $63,937) ($ Thousands)				63,937
Total Investments — 101.0% (Cost $275,227) ($ Thousands)†			$	275,227

3 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Money Market Fund

October 31, 2014

* A summary of the corproate obligations used to collateralize repurchase agreements entered into by the Fund at October 31, 2014, is as follows:

Counterparty	Corporate Obligation	Rate			Maturity Date		Par Amount ($ Thousands)
Mizuho	Amgen		0.000	%		05/22/19	$	533
	Celulosa Arauco Y Contittucion		7.250			07/29/19		22
	Discovery Communications		5.050			06/01/20		698
	Dominion		6.400			06/15/18		10
	Grupo		4.750			09/26/22		150
	Grupo		6.000			05/15/18		57
	Huntington National Bank		1.300			11/20/16		2
	KLA Instruments		6.900			05/01/18		291
	Morgan Stanley		2.375			07/23/19		8
	Nabors		6.150			02/15/18		180
	Petrobras Global		1.852			05/20/16		15
	Petrobras International		7.875			03/15/19		9
	Voto		6.750			04/05/21		65
	Wellpoint		3.500			08/15/24		138
RBC Capital	Boston Scientific		6.000			01/15/20		360
	China Res Gas Group		4.500			04/05/22		1
	ING		5.500			07/15/22		241
	ING Bank		5.800			09/25/23		5
	Intesa San Paolo		6.500			02/24/21		2
	JPMprgan Chase		3.200			01/25/23		722
	Kellogg		4.000			12/15/20		—
	Morgan Stanley		3.875			04/29/24		3
	Newcrest Financial		4.450			11/15/21		537
	PNC		4.375			08/11/20		176
	Providence of Nova Scotia		8.875			07/01/19		141
	U.S. Bankcorp		3.600			09/11/24		—
	Willis Group Holdings		5.750			03/15/21		—
TD Securities	Bank of Montreal		2.625			01/25/16		15
	Bank of Nova Scotia		1.750			03/22/17		425
	Caisse Cenrale Desjardins		2.550			03/24/17		577
	Canadian Imperial Bank		1.500			12/12/14		18
	Canadian Imperial Bank		2.750			01/27/16		320
	National Australia Bank		2.125			09/09/19		47
	Royal Bank		2.000			10/01/19		145
	Verizon Communications		2.625			02/21/20		2
	Westpac Banking		2.000			05/21/20		8

Percentages are based on Net Assets of $272,457 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

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

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

(D) Tri-Party Repurchase Agreement.

FFCB — Federal Farm Credit Bank

FNMA — Federal National Mortgage Association

FHLB — Federal Home Loan Bank

FMAC — Financial Management Advisory Committee

GO — General Obligation

LLC — Limited Liability Company

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

† For Federal tax purposes, the Fund’s aggregate tax cost is equal to book cost.

As of October 31, 2014, 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. Generally Accepted Accounting Principles.

As of October 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

4 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Government Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 66.1%
FFCB
0.350%, 11/01/14 (A)	$	4,280	$	4,283
0.250%, 11/01/14 (A)		310		310
0.230%, 11/01/14 (A)		1,955		1,955
0.220%, 11/01/14 (A)		7,689		7,689
0.210%, 11/01/14 (A)		1,710		1,710
0.200%, 11/01/14 (A)		13,480		13,479
0.153%, 11/01/14 (A)		5,540		5,541
0.100%, 11/01/14 (A)		8,765		8,763
0.182%, 11/02/14 (A)		1,750		1,751
0.172%, 11/03/14 (A)		13,523		13,528
0.132%, 11/03/14 (A)		4,000		4,000
0.160%, 11/04/14		7,000		7,000
0.182%, 11/06/14 (A)		275		275
0.173%, 11/08/14 (A)		2,385		2,386
0.153%, 11/08/14 (A)		706		706
4.550%, 11/10/14		1,905		1,907
0.183%, 11/11/14 (A)		1,520		1,521
0.173%, 11/11/14 (A)		3,605		3,606
0.183%, 11/12/14 (A)		2,510		2,511
0.183%, 11/13/14 (A)		385		385
0.173%, 11/14/14 (A)		8,250		8,252
0.147%, 11/16/14 (A)		8,170		8,170
0.194%, 11/17/14 (A)		4,525		4,527
0.164%, 11/17/14 (A)		1,940		1,940
0.187%, 11/18/14 (A)		3,000		3,002
0.168%, 11/18/14 (A)		980		980
1.625%, 11/19/14		3,862		3,865
0.270%, 11/19/14		170		170
0.247%, 11/19/14 (A)		8,960		8,973
0.163%, 11/19/14 (A)		110		110
0.157%, 11/19/14 (A)		4,330		4,330
4.480%, 11/20/14		1,333		1,336
0.227%, 11/20/14 (A)		1,580		1,582
0.187%, 11/20/14 (A)		355		355
0.157%, 11/20/14 (A)		7,000		7,001
0.117%, 11/20/14 (A)		10,260		10,260
0.181%, 11/22/14 (A)		2,979		2,980
0.293%, 11/23/14 (A)		10,665		10,674
0.173%, 11/23/14 (A)		3,435		3,436
0.203%, 11/24/14 (A)		958		959
0.182%, 11/26/14 (A)		6,490		6,492
0.172%, 11/26/14 (A)		895		895
0.152%, 11/26/14 (A)		4,355		4,356
0.162%, 11/27/14 (A)		455		455
0.250%, 11/28/14		620		620
0.280%, 12/11/14		895		895
0.250%, 12/24/14		4,730		4,731
0.170%, 12/24/14		4,150		4,150
0.180%, 01/06/15		5,705		5,705
0.151%, 01/23/15 (A)		19,000		19,000
3.850%, 02/11/15		435		439
4.375%, 02/17/15		2,445		2,476
2.050%, 02/18/15		204		205
0.270%, 02/24/15		6,780		6,783
FFCB DN (B)
0.140%, 11/17/14		4,000		4,000
0.100%, 01/20/15		7,380		7,378
0.110%, 03/18/15		4,780		4,778
FFCB, Ser 1
0.230%, 11/01/14 (A)		1,185		1,185

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FHLB
0.130%, 11/03/14	$	4,180	$	4,180
0.125%, 11/04/14		505		505
0.125%, 11/12/14		40		40
0.113%, 11/12/14 (A)		6,905		6,906
4.750%, 11/14/14		165		165
4.500%, 11/14/14		220		220
0.114%, 11/17/14 (A)		2,980		2,980
2.700%, 11/18/14		85		85
0.125%, 11/18/14		5,210		5,210
0.125%, 11/20/14		595		595
0.070%, 11/20/14		2,100		2,100
0.160%, 11/21/14		3,340		3,340
0.140%, 11/21/14		4,150		4,150
0.097%, 11/21/14 (A)		9,745		9,745
0.105%, 11/23/14 (A)		23,590		23,590
0.092%, 11/25/14 (A)		10,850		10,850
0.132%, 12/09/14 (A)		395		395
0.190%, 12/11/14		190		190
0.170%, 12/11/14		65		65
0.080%, 12/11/14		13,520		13,520
4.750%, 12/12/14		640		643
2.750%, 12/12/14		14,770		14,814
1.250%, 12/12/14		10,650		10,664
0.875%, 12/12/14		3,785		3,788
0.500%, 12/12/14		2,000		2,001
0.125%, 12/16/14		3,980		3,980
0.090%, 12/16/14		5,580		5,580
0.200%, 12/18/14		615		615
0.100%, 12/29/14		1,295		1,295
0.125%, 12/30/14		655		655
0.125%, 01/06/15		3,400		3,400
0.110%, 01/07/15		6,195		6,195
0.120%, 01/08/15		575		575
0.180%, 01/09/15		2,005		2,005
0.170%, 01/13/15		4,705		4,705
0.109%, 01/13/15 (A)		785		785
0.170%, 01/15/15		3,195		3,195
0.090%, 01/15/15		35,230		35,229
0.250%, 01/16/15		23,955		23,962
0.520%, 01/23/15		340		340
0.125%, 01/23/15 (A)		390		390
0.100%, 01/23/15		3,755		3,755
0.090%, 01/23/15		18,465		18,465
0.125%, 02/10/15		2,970		2,970
4.750%, 02/13/15		530		537
4.375%, 02/13/15		420		425
4.500%, 02/18/15		3,165		3,206
0.140%, 02/18/15		18,555		18,556
0.100%, 02/19/15		2,580		2,580
0.090%, 02/19/15		4,000		4,000
0.250%, 02/20/15		11,830		11,836
0.090%, 02/27/15		11,945		11,944
0.140%, 03/02/15		13,080		13,082
0.100%, 03/06/15		29,205		29,207
0.140%, 03/12/15		4,305		4,306
4.125%, 03/13/15		130		132
3.500%, 03/13/15		205		207
2.750%, 03/13/15		10,150		10,248
0.375%, 03/13/15		9,765		9,775
0.150%, 03/17/15		735		735
0.090%, 03/26/15		20,965		20,966
0.060%, 03/30/15		28,630		28,628
0.120%, 04/14/15		2,440		2,440
0.070%, 04/17/15		20,970		20,968

5 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Government Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.070%, 04/22/15	$	12,770	$	12,768
0.070%, 04/29/15		2,300		2,300
FHLB DN (B)
0.090%, 11/12/14		3,130		3,130
0.075%, 11/19/14		9,045		9,045
0.060%, 11/28/14		4,084		4,084
0.092%, 01/28/15		1,577		1,577
FHLMC
0.152%, 11/05/14 (A)		1,595		1,595
0.132%, 11/16/14 (A)		10,125		10,126
0.750%, 11/25/14		48,244		48,264
0.320%, 12/03/14		7,895		7,896
0.350%, 12/05/14		30,240		30,247
0.625%, 12/29/14		40,679		40,713
0.310%, 01/09/15		1,385		1,386
4.500%, 01/15/15		13,716		13,839
2.875%, 02/09/15		29,124		29,342
0.305%, 02/23/15		10,172		10,179
0.100%, 03/03/15		2,680		2,679
0.350%, 03/18/15		3,805		3,808
5.000%, 04/15/15		5,902		6,033
0.500%, 04/17/15		2,867		2,872
FHLMC DN (B)
0.090%, 01/13/15		5,515		5,514
FHLMC MTN
5.000%, 11/13/14		2,480		2,484
0.305%, 01/02/15		9,642		9,646
5.150%, 03/01/15		665		676
FNMA
0.410%, 11/01/14 (A)		1,720		1,723
0.173%, 11/15/14 (A)		1,650		1,650
0.172%, 11/16/14 (A)		6,750		6,752
1.300%, 11/17/14		2,186		2,187
1.150%, 11/18/14		2,545		2,546
2.625%, 11/20/14		28,185		28,222
0.167%, 11/20/14 (A)		9,884		9,885
0.173%, 11/25/14 (A)		1,360		1,360
0.122%, 11/27/14 (A)		25,000		24,998
1.500%, 12/16/14		295		296
0.750%, 12/19/14		45,935		45,973
0.070%, 01/28/15		23,481		23,477
0.070%, 02/09/15		568		568
4.000%, 02/19/15 (C)		515		521
5.000%, 03/02/15		5,358		5,445
0.375%, 03/16/15		38,773		38,812
1.750%, 03/23/15		1,140		1,147
FNMA DN (B)
0.090%, 12/01/14		16,180		16,179
0.095%, 01/05/15		21,060		21,056
0.085%, 01/12/15		5,090		5,089
Total U.S. Government Agency Obligations (Cost $1,171,455) ($ Thousands)				1,171,455

Description	Face Amount ($ Thousands)		Value ($ Thousands)
REPURCHASE AGREEMENTS (D) — 32.1%
Bank of Montreal 0.080% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $150,001,000 (collateralized by various U.S. Treasury Notes, FMAC, FNMA, FHLB and FCSB, ranging in par value $250,000 - $94,960,000, 0.000% - 10.625%, 08/15/15 - 06/28/32, with total market value of $153,001,040)	$	150,000	$	150,000
Bank of Nova Scotia 0.060%, dated 10/31/14, to be repurchased on 11/06/14, repurchase price $50,000,583 (collateralized by various FNMA, FMAC and FHLB, ranging in par value $1,129,000 - $19,908,000, 0.750% - 2.625%, 07/05/16 - 04/28/28, with total market value of $51,024,668)		50,000		50,000
Bank of Nova Scotia 0.100% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $60,000,500 (collateralized by various FNMA, FHLB and FCSB, ranging in par value $1,285,000 - $21,178,000, 0.000% - 5.410%, 04/23/15 - 04/17/36, with total market value of $61,201,189)		60,000		60,000
Barclays 0.070% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $110,000,642 (collateralized by various FMAC, FNMA, FHLB and TVDN, ranging in par value $8,000 - $27,303,000, 0.000% - 8.250%, 04/23/15 - 04/17/36, with total market value of $112,201,325)		110,000		110,000
Goldman Sachs 0.080% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $75,000,000 (collateralized by various FNMA, ranging in par value $876,000 - $75,644,000, 0.000%, 04/15/15 - 04/27/15, with total market value of $76,500,852)		75,000		75,000
Goldman Sachs 0.080% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $99,946,666 (collateralized by various FCSB, ranging in par value $199,000 - $10,657,000, 0.000% - 5.410%, 04/23/15 - 04/17/36, with total market value of $101,945,925)		99,946		99,946

6 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Government Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Wells Fargo 0.080% dated 09/12/14, to be repurchased on 12/11/14, repurchase price $25,005,000 (collateralized by U.S. Treasury Notes, par value $25,083,700, 1.750%, 07/31/15, with total market value of $25,502,974) (E)	$	25,000	$	25,000
Total Repurchase Agreements (Cost $569,946) ($ Thousands)				569,946
Total Investments — 98.2% (Cost $1,741,401) ($ Thousands)†			$	1,741,401

Percentages are based on Net Assets of $1,773,585 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

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

(C) Step Bonds — The rate reflected on the Schedule of Investments is the effective yield on October 31, 2014. The coupon on a step bond changes on a specific date.

(D) Tri-Party Repurchase Agreement.

(E) Securities considered illiquid. The total value of such securities as of October 31, 2014 was $25,000 ($ Thousands) and represented 1.4% of Net Assets.

DN — Discount Note

FCSB — Federal Farm Credit Banks Consolidated Systemwide Bonds

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FMAC — Financial Management Advisory Committee

FNMA — Federal National Mortgage Association

MTN — Medium Term Note

TVDN — Tennessee Valley Discount Notes

Ser — Series

† For Federal tax purposes, the Fund’s aggregate tax cost is equal to book cost.

As of October 31, 2014, 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. Generally Accepted Accounting Principles.

As of October 31, 2014, there were no significant transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

7 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Government II Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 88.2%
FFCB
0.350%, 11/01/14 (A)	$	3,060	$	3,062
0.290%, 11/01/14 (A)		595		596
0.250%, 11/01/14 (A)		190		190
0.230%, 11/01/14 (A)		2,145		2,145
0.220%, 11/01/14 (A)		6,926		6,926
0.210%, 11/01/14 (A)		1,580		1,580
0.200%, 11/01/14 (A)		11,070		11,069
0.153%, 11/01/14 (A)		3,845		3,845
0.138%, 11/01/14 (A)		7,210		7,211
0.100%, 11/01/14 (A)		5,625		5,624
0.187%, 11/02/14 (A)		1,970		1,971
0.182%, 11/02/14 (A)		1,250		1,251
0.177%, 11/03/14 (A)		7,802		7,805
0.153%, 11/03/14 (A)		800		800
0.132%, 11/03/14 (A)		5,000		5,000
0.020%, 11/04/14		1,500		1,500
0.182%, 11/06/14 (A)		1,005		1,005
0.020%, 11/06/14		3,755		3,755
0.173%, 11/08/14 (A)		1,615		1,615
0.153%, 11/08/14 (A)		523		523
0.152%, 11/10/14 (A)		1,063		1,063
0.183%, 11/11/14 (A)		480		480
0.173%, 11/11/14 (A)		2,295		2,296
0.183%, 11/12/14 (A)		1,540		1,541
0.183%, 11/13/14 (A)		565		565
0.030%, 11/13/14		2,250		2,250
0.250%, 11/14/14		200		200
0.173%, 11/14/14 (A)		5,250		5,252
0.153%, 11/14/14 (A)		1,557		1,557
0.147%, 11/16/14 (A)		5,830		5,830
0.194%, 11/17/14 (A)		3,658		3,659
0.164%, 11/17/14 (A)		1,360		1,360
0.187%, 11/18/14 (A)		6,500		6,503
0.168%, 11/18/14 (A)		720		720
1.625%, 11/19/14		5,516		5,520
0.270%, 11/19/14		715		715
0.247%, 11/19/14 (A)		6,840		6,850
0.163%, 11/19/14 (A)		90		90
0.157%, 11/19/14 (A)		2,500		2,500
4.480%, 11/20/14		200		200
0.227%, 11/20/14 (A)		1,185		1,186
0.187%, 11/20/14 (A)		270		270
0.182%, 11/20/14 (A)		290		290
0.157%, 11/20/14 (A)		5,575		5,576
0.117%, 11/20/14 (A)		7,325		7,325
0.181%, 11/22/14 (A)		2,189		2,190
0.176%, 11/22/14 (A)		2,240		2,241
0.293%, 11/23/14 (A)		5,465		5,470
0.173%, 11/23/14 (A)		3,054		3,055
0.203%, 11/24/14 (A)		625		625
0.040%, 11/24/14		8,508		8,508
0.202%, 11/26/14 (A)		1,460		1,461
0.182%, 11/26/14 (A)		4,665		4,667
0.172%, 11/26/14 (A)		605		605
0.152%, 11/26/14 (A)		720		720
0.167%, 11/27/14 (A)		4,020		4,021
0.162%, 11/27/14 (A)		775		775
0.250%, 11/28/14		485		485

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.280%, 12/11/14	$	710	$	710
0.250%, 12/24/14		325		325
0.170%, 12/24/14		3,450		3,450
0.151%, 01/23/15 (A)		1,000		1,000
3.850%, 02/11/15		305		308
4.375%, 02/17/15		1,640		1,661
2.050%, 02/18/15		133		134
0.270%, 02/24/15		4,400		4,402
FFCB DN (B)
0.010%, 11/03/14		3,300		3,300
0.140%, 11/17/14		4,000		4,000
0.135%, 12/24/14		4,945		4,944
0.100%, 01/20/15		4,825		4,824
0.110%, 03/18/15		3,205		3,204
FFCB, Ser 1
0.230%, 11/01/14 (A)		1,095		1,095
FHLB
0.220%, 11/03/14		760		760
0.130%, 11/03/14		3,545		3,545
0.125%, 11/04/14		8,160		8,160
0.270%, 11/05/14		690		690
0.070%, 11/05/14		3,540		3,540
0.125%, 11/12/14		3,750		3,750
4.750%, 11/14/14		145		145
4.500%, 11/14/14		155		155
0.163%, 11/14/14 (A)		2,132		2,132
0.114%, 11/17/14 (A)		1,525		1,525
2.700%, 11/18/14		70		70
0.125%, 11/18/14		6,320		6,320
0.125%, 11/20/14		1,555		1,555
0.160%, 11/21/14		1,570		1,570
0.097%, 11/21/14 (A)		6,335		6,335
0.070%, 11/21/14		3,780		3,780
0.105%, 11/23/14 (A)		11,155		11,155
0.125%, 11/26/14		1,620		1,620
0.132%, 12/09/14 (A)		215		215
0.190%, 12/11/14		130		130
0.080%, 12/11/14		14,900		14,900
4.750%, 12/12/14		345		347
2.750%, 12/12/14		4,010		4,022
1.250%, 12/12/14		7,260		7,269
0.875%, 12/12/14		7,435		7,442
0.125%, 12/16/14		2,840		2,840
0.090%, 12/16/14		3,910		3,910
0.100%, 12/29/14		790		790
0.125%, 12/30/14		525		525
0.050%, 01/02/15		25,000		24,998
0.110%, 01/07/15		4,400		4,400
0.120%, 01/08/15		370		370
0.070%, 01/08/15		110		110
0.180%, 01/09/15		245		245
0.170%, 01/13/15		3,575		3,575
0.125%, 01/13/15		200		200
0.170%, 01/15/15		2,580		2,580
0.090%, 01/15/15		20,530		20,529
0.250%, 01/16/15		17,730		17,735
0.090%, 01/16/15		13,980		13,980
0.090%, 01/20/15		495		495
0.520%, 01/23/15		225		225
0.125%, 01/23/15 (A)		1,075		1,075
0.100%, 01/23/15		4,615		4,615
0.090%, 01/23/15		12,270		12,270

8 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Government II Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
4.750%, 02/13/15	$	385	$	390
4.375%, 02/13/15		300		304
4.500%, 02/18/15		3,060		3,100
0.140%, 02/18/15		9,600		9,600
0.100%, 02/19/15		8,810		8,810
0.090%, 02/19/15		7,630		7,629
0.250%, 02/20/15		7,660		7,664
0.100%, 02/20/15		7,940		7,940
0.090%, 02/20/15		1,600		1,600
0.090%, 02/23/15		11,455		11,454
0.090%, 02/27/15		12,205		12,204
0.140%, 03/02/15		5,130		5,131
0.100%, 03/05/15		330		330
0.100%, 03/06/15		7,835		7,835
0.100%, 03/10/15		3,430		3,430
0.150%, 03/12/15		275		275
0.140%, 03/12/15		2,850		2,850
3.500%, 03/13/15		545		552
2.750%, 03/13/15		14,260		14,398
0.375%, 03/13/15		7,510		7,518
0.150%, 03/17/15		480		480
0.090%, 03/26/15		5,620		5,620
0.080%, 03/27/15		830		830
0.520%, 04/06/15		330		331
0.070%, 04/17/15		13,795		13,794
0.070%, 04/23/15		6,180		6,179
0.210%, 04/24/15		3,640		3,642
0.070%, 04/29/15		14,050		14,048
FHLB DN (B)
0.001%, 11/03/14		106,212		106,212
0.053%, 11/05/14		52,396		52,396
0.053%, 11/07/14		114,730		114,729
0.061%, 11/12/14		49,755		49,754
0.048%, 11/14/14		39,095		39,094
0.075%, 11/19/14		5,867		5,867
0.060%, 11/21/14		5,000		5,000
0.067%, 12/03/14		8,850		8,849
0.070%, 12/17/14		274		274
0.070%, 01/07/15		175		175
0.092%, 01/28/15		1,016		1,016
0.090%, 02/18/15		10,100		10,097
0.090%, 02/23/15		2,700		2,699
0.100%, 02/24/15		3,985		3,984
0.090%, 02/25/15		3,052		3,051
Tennessee Valley Authority
0.054%, 11/06/14		15,530		15,530
Total U.S. Government Agency Obligations (Cost $982,715) ($ Thousands)				982,715
U.S. TREASURY OBLIGATIONS — 11.7%
U.S. Treasury Bills (B)
0.016%, 01/02/15		3,710		3,710
U.S. Treasury Notes
0.375%, 11/15/14		29,000		29,004
2.125%, 11/30/14		5,000		5,008
0.250%, 11/30/14		7,725		7,726
0.250%, 01/15/15		7,780		7,783
2.250%, 01/31/15		16,330		16,420
0.250%, 01/31/15		40,280		40,302
4.000%, 02/15/15		12,315		12,455

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.250%, 02/28/15	$	6,455	$	6,459
2.500%, 04/30/15		1,500		1,518
Total U.S. Treasury Obligations (Cost $130,385) ($ Thousands)				130,385
Total Investments — 99.9% (Cost $1,113,100) ($ Thousands)†			$	1,113,100

Percentages are based on Net Assets of $1,113,765 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

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

DN — Discount Note

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

Ser — Series

† For Federal tax purposes, the Fund’s aggregate tax cost is equal to book cost.

As of October 31, 2014, 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. Generally Accepted Accounting Principles.

As of October 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

9 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
COMMERCIAL PAPER (C) (D) — 35.5%
Albion Capital
0.200%, 11/21/14	$	14,485	$	14,483
ANZ New Zealand International
0.200%, 11/07/14		20,000		19,999
0.210%, 01/09/15		39,870		39,854
Apple
0.130%, 01/07/15 to 01/13/15		30,670		30,662
ASB Finance
0.200%, 01/12/15		28,000		27,989
0.210%, 01/16/15		4,870		4,868
0.220%, 04/30/15		47,000		46,948
Automatic Data Processing
0.090%, 11/06/14		15,927		15,927
Bank of Nova Scotia
0.230%, 02/06/15		12,445		12,437
BNY Capital Markets
0.070%, 11/03/14		59,172		59,172
BNZ International Funding
0.190%, 11/24/14		10,750		10,749
0.210%, 01/15/15		19,490		19,481
0.230%, 04/14/15		24,199		24,174
Caisse Centrale Desjardins
0.200%, 11/03/14 to 11/21/14		55,080		55,079
0.164%, 12/04/14		15,500		15,498
0.140%, 12/16/14		22,131		22,127
Chariot Funding LLC
0.213%, 11/12/14		31,980		31,978
0.210%, 04/09/15 to 04/10/15		37,100		37,066
Chevron
0.160%, 03/17/15		20,000		19,988
0.150%, 04/06/15		14,000		13,991
Coca-Cola
0.160%, 12/01/14 to 12/29/14		34,425		34,417
0.170%, 01/07/15 to 02/09/15		23,750		23,740
0.200%, 02/27/15		3,665		3,663
0.190%, 04/17/15 to 04/20/15		70,000		69,938
0.240%, 06/23/15		31,329		31,280
DNB Bank
0.225%, 11/14/14		18,955		18,953
0.220%, 12/05/14		21,000		20,996
0.230%, 04/10/15		24,250		24,225
Fairway Finance
0.210%, 01/14/15		17,725		17,717
0.220%, 04/16/15		24,610		24,585
Gotham Funding
0.160%, 01/02/15		67,755		67,736
JPMorgan Securities LLC
0.230%, 11/03/14 to 02/27/15		166,435		166,405
0.210%, 12/02/14		2,483		2,483
0.250%, 01/23/15 to 04/20/15		78,000		77,927
Jupiter Securitization LLC
0.220%, 11/03/14 to 11/12/14		15,365		15,364

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.210%, 12/08/14 to 01/07/15	$	62,885	$	62,862
Liberty Street
0.160%, 11/21/14		25,000		24,998
0.150%, 12/02/14		22,480		22,477
0.180%, 12/05/14		25,000		24,996
Manhattan Asset Funding LLC
0.180%, 11/05/14		59,878		59,877
0.210%, 11/20/14		5,007		5,006
Nestle Capital
0.225%, 07/14/15		20,000		19,968
Nordea Bank
0.225%, 03/17/15		22,000		21,981
Old Line Funding LLC
0.220%, 11/14/14 to 04/01/15		196,081		195,981
0.200%, 12/22/14		5,000		4,999
0.250%, 01/21/15 to 02/02/15		13,940		13,932
0.230%, 01/26/15 to 03/17/15		25,673		25,653
0.240%, 02/26/15 to 04/28/15		30,000		29,968
Skandinaviska Enskilda Banken
0.200%, 11/17/14		15,000		14,999
Thunder Bay Funding LLC
0.220%, 12/03/14 to 12/15/14		38,030		38,022
0.210%, 01/16/15		4,000		3,998
0.250%, 01/21/15		6,290		6,286
0.240%, 02/03/15		1,000		999
0.230%, 02/25/15		24,520		24,502
Toyota Credit Canada
0.230%, 12/15/14		6,935		6,933
0.220%, 01/21/15		10,000		9,995
0.240%, 05/12/15		3,786		3,781
Toyota Motor Credit
0.200%, 11/03/14		11,000		11,000
0.220%, 11/14/14		18,000		17,999
0.210%, 01/09/15 to 01/20/15		106,500		106,456
Westpac Bank
0.230%, 05/01/15		1,000		999
Westpac Securities NZ
0.210%, 11/12/14 to 01/07/15		31,580		31,571
0.205%, 11/13/14		20,000		19,999
Working Capital Management
0.110%, 11/03/14		1,844		1,844
0.116%, 11/04/14 to 11/05/14		24,587		24,587
0.113%, 11/06/14		15,959		15,959
0.180%, 11/17/14		4,383		4,383
Total Commercial Paper (Cost $1,978,909) ($ Thousands)				1,978,909
CERTIFICATES OF DEPOSIT — 31.9%
ASB Finance
0.233%, 11/14/14 (A)		8,184		8,184
Australia & New Zealand Banking Group NY
0.483%, 01/29/15 (A)		820		821

10 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Bank of Montreal
0.180%, 11/07/14	$	25,000	$	25,000
0.170%, 11/13/14		40,000		40,000
0.180%, 12/04/14		58,500		58,500
0.180%, 12/08/14		21,000		21,000
0.170%, 12/29/14		21,750		21,750
0.210%, 01/02/15		67,000		67,000
0.220%, 04/08/15		10,000		10,000
Bank of Nova Scotia
0.510%, 11/01/14 (A)		494		495
0.220%, 11/01/14		40,000		40,000
0.200%, 11/01/14 (A)		15,980		15,980
0.210%, 01/14/15		16,500		16,500
0.240%, 02/04/15		12,600		12,600
0.240%, 02/09/15		25,000		25,000
0.230%, 02/17/15		4,117		4,117
Bank of Tokyo-Mitsubishi UFJ NY
0.240%, 12/15/14		4,000		4,000
0.240%, 12/23/14		18,000		18,000
0.240%, 12/24/14		35,000		35,000
0.240%, 01/14/15		39,000		39,000
0.240%, 01/16/15		11,000		11,000
0.230%, 02/17/15		25,000		25,000
0.250%, 02/19/15		20,500		20,502
0.250%, 03/04/15		8,000		8,000
Canadian Imperial Bank of Commerce NY (A)
0.180%, 11/01/14		39,000		39,000
0.180%, 11/01/14		26,000		26,000
0.180%, 11/01/14		72,050		72,050
0.213%, 11/14/14		20,100		20,100
0.932%, 11/20/14		44,250		44,347
Chase Bank
0.300%, 05/15/15		8,233		8,236
Mizuho Bank
0.230%, 11/03/14		9,000		9,000
National Australia Bank (A)
0.213%, 11/09/14		40,000		40,000
0.223%, 11/14/14		11,329		11,329
Nordea Bank
0.160%, 11/10/14		15,885		15,885
0.180%, 01/26/15		14,695		14,695
0.180%, 02/02/15		82,300		82,300
0.210%, 04/28/15		50,000		49,999
Norinchukin Bank
0.130%, 11/04/14		27,000		27,000
0.200%, 11/13/14		12,000		12,000
Skandinaviska Enskilda Banken NY
0.230%, 12/11/14		11,090		11,090
0.230%, 02/10/15		42,100		42,100
0.230%, 03/02/15		42,000		42,000
State Street Bank
0.203%, 11/09/14 (A)		40,000		40,000

Description	Face Amount ($ Thousands)		Value ($ Thousands)
0.200%, 12/15/14	$	35,000	$	35,000
Sumitomo Mitsui Banking
0.250%, 11/01/14 (A)		23,000		23,000
0.242%, 11/04/14 (A)		65,500		65,500
0.250%, 11/13/14		16,050		16,050
0.250%, 12/11/14		15,000		15,000
0.250%, 12/18/14		5,800		5,800
0.250%, 01/05/15		21,000		21,000
0.603%, 01/31/15 (A)		4,000		4,007
0.250%, 02/13/15		7,000		7,000
Svenska Handelsbanken
0.175%, 11/12/14		45,000		45,000
0.175%, 11/21/14		95,210		95,210
0.185%, 12/29/14		20,710		20,710
0.519%, 01/16/15 (A)		8,293		8,298
0.230%, 03/24/15		32,000		32,001
0.220%, 04/08/15		41,700		41,701
Toronto-Dominion Bank
0.237%, 11/06/14 (A)		7,699		7,700
0.200%, 12/17/14		10,000		10,000
0.210%, 01/16/15		11,960		11,960
0.700%, 02/25/15		1,000		1,002
0.600%, 03/03/15		3,525		3,530
0.280%, 05/08/15		10,000		10,003
Toyota Motor Credit (A)
0.202%, 11/03/14		39,264		39,264
0.213%, 11/09/14		2,338		2,338
Wells Fargo Bank
0.210%, 11/07/14		30,000		30,000
0.210%, 12/01/14		33,675		33,675
0.210%, 12/02/14		37,000		37,000
0.233%, 12/07/14 (A)		5,651		5,651
0.210%, 12/08/14		12,000		12,000
Westpac Banking
0.227%, 11/19/14		3,100		3,100
Total Certificates of Deposit (Cost $1,777,080) ($ Thousands )				1,777,080
TIME DEPOSITS — 10.1%
Bank of New York
0.050%, 11/03/14		73,848		73,848
0.040%, 11/03/14		105,000		105,000
Citibank
0.080%, 11/03/14		78,686		78,686
Lloyds Bank PLC
0.050%, 11/03/14		145,641		145,641
Swedbank
0.060%, 11/03/14		157,791		157,791
Total Time Deposits (Cost $560,966) ($ Thousands)				560,966

11 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. TREASURY OBLIGATION — 2.1%
U.S. Treasury Notes
2.375%, 02/28/15	$	118,332	$	119,238
Total U.S. Treasury Obligation (Cost $119,238) ($ Thousands)				119,238
CORPORATE OBLIGATIONS — 1.5%
Australia & New Zealand Banking Group
3.700%, 01/13/15 (B)		1,384		1,393
Bank of Nova Scotia
1.850%, 01/12/15		2,600		2,608
3.400%, 01/22/15		4,840		4,874
Bank of Tokyo-Mitsubishi UFJ
3.850%, 01/22/15 (B)		1,900		1,915
Commonwealth Bank of Australia
0.734%, 11/21/14 (A) (B)		2,000		2,005
3.500%, 03/19/15 (B)		2,920		2,956
General Electric Capital MTN
2.150%, 01/09/15		2,694		2,704
National Australia Bank
3.750%, 03/02/15 (B)		2,884		2,918
Nordea Bank
2.250%, 03/20/15 (B)		3,076		3,099
Nordea Bank MTN
3.700%, 11/13/14 (B)		3,516		3,520
Royal Bank of Canada MTN
1.150%, 03/13/15		11,774		11,813
Sumitomo Mitsui Banking
1.900%, 01/12/15		9,500		9,530
Toyota Motor Credit
1.250%, 11/17/14		7,500		7,503
1.000%, 02/17/15		18,379		18,421
Westpac Banking
0.483%, 01/29/15 (A) (B)		2,425		2,426
4.200%, 02/27/15		6,753		6,839
Total Corporate Obligations (Cost $84,524) ($ Thousands)				84,524
MUNICIPAL BONDS (A) — 1.3%
Arizona — 0.1%
Pima County, Industrial Development Authority, RB
0.070%, 11/05/14		4,800		4,800
California — 0.1%
Sacramento, Municipal Utility District, Sub-Ser L, RB
0.040%, 11/06/14		4,750		4,750

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Colorado — 0.1%
Colorado State, Housing & Finance Authority, Ser A1, RB
0.120%, 11/05/14	$	800	$	800
0.070%, 11/05/14		2,365		2,365
Colorado State, Housing & Finance Authority, Ser C1, RB
0.100%, 11/05/14		900		900
				4,065
Illinois — 0.0%
University of Illinois, Higher Education Authority, Ser S, RB
0.100%, 11/06/14		1,300		1,300
Indiana — 0.1%
Indiana, Finance Authority, Ser F, RB
0.050%, 11/06/14		8,280		8,280
Iowa — 0.1%
Iowa State, Finance Authority, Ser B, RB
0.080%, 11/06/14		800		800
Iowa State, Finance Authority, Ser C, RB
0.130%, 11/06/14		5,550		5,550
Iowa State, Finance Authority, Ser G, RB
0.130%, 11/06/14		145		145
Iowa State, Finance Authority, Ser M, RB
0.110%, 11/06/14		500		500
				6,995
Massachusetts — 0.0%
Simmons College, Higher Education Authority, RB
0.110%, 11/06/14		2,320		2,320
Michigan — 0.3%
Kent, Hospital Finance Authority, Ser C, RB
0.050%, 11/05/14		16,180		16,180
Missouri — 0.0%
St. Louis, Industrial Development Authority, Ser B, RB
0.050%, 11/05/14		840		840
New Hampshire — 0.1%
New Hampshire State, Health & Education Facilities Authority, Dartmouth College Project, Ser C, RB
0.070%, 11/05/14		2,945		2,945

12 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Ohio — 0.1%
Cleveland, Department of Public Utilities Division of Water, Ser Q, RB
0.040%, 11/06/14	$	5,425	$	5,425
Texas — 0.1%
Texas State, Ser B, GO
0.070%, 11/06/14		5,710		5,710
Wisconsin — 0.2%
Wisconsin State, Health & Educational Facilities Authority, RB
0.050%, 11/05/14		8,300		8,300
Wisconsin State, Health & Educational Facilities Authority, Ser B, RB
0.050%, 11/05/14		2,595		2,595
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
0.100%, 11/06/14		915		915
				11,810
Total Municipal Bonds (Cost $75,420) ($ Thousands)				75,420
U.S. GOVERNMENT AGENCY OBLIGATIONS (A) — 0.4%
FFCB
0.200%, 11/01/14		13,390		13,389
FFCB, Ser 1
0.230%, 11/01/14		2,850		2,850
FNMA
0.173%, 11/15/14		3,460		3,461
0.167%, 11/20/14		190		190
Total U.S. Government Agency Obligations (Cost $19,890) ($ Thousands)				19,890
REPURCHASE AGREEMENTS (E) — 15.2%
Bank of Nova Scotia 0.100%, dated 10/31/14, to be repurchased on 11/03/14, repurchase price $201,001,675 (collateralized by various FMAC, FHLB and FNMA obligations, ranging in par value $12,150,000 - $24,500,000, 0.000% - 1.500%, 03/26/15 - 12/24/20; with total market value $205,024,412)		201,000		201,000

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Barclays 0.070%, dated 10/31/14, to be repurchased on 11/03/14, repurchase price $98,111,572 (collateralized by various GNMA, FMAC and FNMA obligations, ranging in par value $222,719 - $37,364,229, 2.500% - 9.000%, 04/01/21 - 07/01/44; with total market value $100,073,804)	$	98,111	$	98,111
Goldman Sachs 0.090%, dated 10/31/14, to be repurchased on 11/03/14, repurchase price $162,588,219 (collateralized by various FMAC and FNMA obligations, ranging in par value $22,179,407 - $106,407,264, 4.000% - 4.500%, 01/01/31 - 07/01/44; with total market value $165,839,984)		162,587		162,587
Goldman Sachs 0.090%, dated 10/31/14, to be repurchased on 11/03/14, repurchase price $169,417,271 (collateralized by various FMAC and FNMA obligations, ranging in par value $6,227,029 - $77,104,779, 2.759% - 4.000%, 05/01/42 - 05/01/44; with total market value $172,805,617)		169,416		169,416
RBC Capital 0.150% dated 10/28/14, to be repurchased on 11/04/14, repurchase price $45,603,330 (collateralized by various corporate obligations*, ranging in par value $524 - $5,178,845, 0.000% - 8.500%, 12/15/14 - 09/16/24, with total market value of $47,883,297)		45,602		45,602
RBC Capital 0.100%, dated 10/31/14, to be repurchased on 11/03/14, repurchase price $139,271,161 (collateralized by various GNMA, FMAC and FNMA obligations, ranging in par value $2,361 - $13,797,754, 2.160% - 5.000%, 01/01/26 - 09/20/44; with total market value $142,056,584)		139,270		139,270

13 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Prime Obligation Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
TD Securities 0.110% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $30,456,279 (collateralized by various corporate obligations*, ranging in par value $59,818 - $10,324,058 1.375% - 8.750%, 07/17/15 - 04/01/22, with total market value of $31,979,094)	$	30,456	$	30,456
Total Repurchase Agreements (Cost $846,442) ($ Thousands)				846,442
Total Investments — 98.0% (Cost $5,462,469) ($ Thousands)†			$	5,462,469

* A summary of the corporate obligations used to collateralize repurchase agreements entered into by the Fund at October 31, 2014, is as follows:

Counterparty	Corporate Obligation	Rate			Maturity Date		Par Amount ($ Thousands)
RBC Capital	Alexandria Real Estate		3.900	%		06/15/23	$	—
	Altria Group		2.850			08/09/22		117
	Altria Group		4.000			01/31/24		1,151
	Amgen		3.625			05/22/24		1
	AT&T Corp.		0.000			11/27/22		2,925
	AT&T Corp.		3.900			03/11/24		—
	Baxter		1.850			06/15/18		45
	BNP Paribas		5.000			01/15/21		—
	Boston Scientific		6.000			01/15/20		1,059
	BPCE		4.625			07/11/24		20
	British Sky Broadcasting Group		3.750			09/16/24		5,179
	CF Industries		7.125			05/01/20		132
	Citigroup Inc.		8.500			05/22/19		1,551
	Conagra		3.250			0/15/22		1,040
	Credit Suisse		3.000			10/29/21		2,097
	Encana		3.900			11/15/21		1,777
	Entertainment Properties		5.750			08/15/22		2,641
	Ford Motor Credit Co.		4.250			09/20/22		2,917
	Forest Laboratories		4.375			0/01/19		497
	General Electric		0.534			05/13/24		10
	ICICI Bank		4.800			05/22/19		900
	ING		5.500			07/15/22		1,241
	ING Bank		5.800			09/25/23		2,234
	International Game Technology		5.350			10/15/23		1,333
	Intesa San Paolo		3.625			08/12/15		761
	Intesa San Paolo		6.500			02/24/21		518
	John Hancock		0.000			12/15/14		20
	JPMorgan		3.200			01/25/23		1,978
	Korea Electric Power		3.000			10/05/15		150
	L3 Communications		3.950			05/28/24		478
	Lyondellbasell Industry		6.000			11/15/21		88
	Morgan Stanley		6.625			04/01/18		4,078
	Netapp		3.375			06/15/21		948
	Newcrest Financial		4.450			11/15/21		169
	Noble Holdings		4.625			03/01/21		173
	O’Rielly Automotive		4.875			01/14/21		216
	Panama Central School District		2.650			09/22/21		167
	Province of Manttoba		2.100			09/06/22		162
	Province of New Brunswick		5.200			02/21/17		227
	Province of Ontario CA		2.950			02/05/15		20
	Province of Ontario CA		4.500			02/03/15		30
	Sinochem Overseas Capital		4.500			11/12/20		50
	Webster Financial		4.375			02/05/24		1,862
	Willis Group Holdings		5.750			03/15/21		643
	WPP		3.625			09/07/22		810
	Xstrata		4.950			11/15/21		3,000

Counterparty	Corporate Obligation	Rate			Maturity Date		Par Amount ($ Thousands)
TD Securities	Bank of Montreal		2.625	%		01/25/16	$	10,324
	Bank of Nova Scotia		1.750			03/22/17		5,755
	Caisse Cenrale Desjarins		2.550			03/24/17		2,279
	Canaduan Imperial Bank		2.750			01/27/16		385
	National Australia Bank		2.125			01/27/16		385
	Province Nova Scotia		8.750			04/01/22		60
	Royal Bank		2.000			10/01/19		3,691
	Time Warner Inc.		2.100			06/01/19		1,748
	Verizon Communications		2.625			02/21/20		2,960
	Westpac Banking		2.000			05/21/20		3,100
	Westpac Banking		1.375			07/17/15		200

Percentages are based on Net Assets of $ 5,575,861 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

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

(C) Rate reported is the effective yield at time of purchase.

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

(E) Tri-Party Repurchase Agreement

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FMAC — Financial Management Advisory Committee

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

LLC — Limited Liability Company

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

† For Federal tax purposes, the Fund’s aggregate tax cost is equal to book cost.

As of October 31, 2014, 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. Generally Accepted Accounting Principles.

As of October 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

14 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Treasury Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 51.9%
U.S. Treasury Bills (A)
0.050%, 03/05/15	$	2,315	$	2,314
0.045%, 03/19/15		1,441		1,441
U.S. Treasury Notes
0.089%, 11/04/14 (B)		5,295		5,295
0.065%, 11/04/14 (B)		960		960
0.090%, 11/05/14 (B)		4,065		4,065
0.375%, 11/15/14		4,915		4,916
2.125%, 11/30/14 to 05/31/15		6,760		6,804
0.250%, 11/30/14 to 02/28/15		80,354		80,390
2.625%, 12/31/14		3,835		3,851
0.125%, 12/31/14 to 04/30/15		6,730		6,731
2.250%, 01/31/15		26,220		26,361
11.250%, 02/15/15		1,325		1,368
4.000%, 02/15/15		8,711		8,810
2.375%, 02/28/15		23,639		23,819
2.500%, 04/30/15		5,235		5,298
Total U.S. Treasury Obligations (Cost $182,423) ($ Thousands)				182,423
REPURCHASE AGREEMENTS (D) — 48.0%
Bank of Nova Scotia 0.070% dated 08/25/14, to be repurchased on 11/24/14, repurchase price $3,575,633 (collateralized by U.S. Treasury Notes, ranging in par value $500 - $1,464,300, 0.625% - 4.250%, 08/15/15 - 01/15/25, with total market value of $3,647,048) (C)		3,575		3,575
Bank of Nova Scotia 0.090% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $20,000,150 (collateralized by U.S. Treasury Notes, ranging in par value $3,362,134 - $6,047,700, 0.125% - 2.125%, 04/15/14 - 07/15/22, with total market value of $20,400,153)		20,000		20,000
Barclays 0.080% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $19,000,127 (collateralized by U.S. Treasury Notes, par value $18,653,300, 0.625%, 01/15/24, with total market value of $19,380,155)		19,000		19,000

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Citibank 0.090% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $19,000,143 (collateralized by U.S. Treasury Notes, ranging in par value $242,800 - $7,716,000, 0.250% - 2.250%, 04/30/14 - 08/15/16, with total market value of $19,380,196)	$	19,000	$	19,000
Goldman Sachs 0.030% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $19,323,048 (collateralized by U.S. Treasury Notes, par value $18,921,300, 0.125%, 04/15/18, with total market value of $19,709,576)		19,323		19,323
JPMorgan 0.090%, dated 10/31/14, to be repurchased on 11/03/14, repurchase price $20,002,690 (collateralized by U.S. Treasury Notes, par value $15,935,000, 0.070%, 12/01/14, with total market value of $20,402,745)		20,000		20,000
RBC Capital 0.080% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $20,000,133 (collateralized by U.S. Treasury Notes, ranging in par value $3,639,300 - $12,466,200, 0.125% - 1.500%, 04/15/17 - 03/31/19, with total market value of $20,400,225)		20,000		20,000
TD Securities 0.090% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $20,000,150 (collateralized by U.S. Treasury Notes, ranging in par value $4,600,000 - $10,090,000, 0.375% - 1.375%, 01/31/16 - 02/28/19, with total market value of $20,400,156)		20,000		20,000
Wells Fargo 0.080% dated 09/12/14, to be repurchased on 12/15/14, repurchase price $3,000,627 (collateralized by U.S. Treasury Notes, par value $3,010,100, 1.750%, 07/31/15, with total market value of $3,060,414) (C)		3,000		3,000

15 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Treasury Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Wells Fargo 0.080% dated 09/12/14, to be repurchased on 12/11/14, repurchase price $5,001,000 (collateralized by U.S. Treasury Notes, par value $5,016,800, 1.750%, 07/31/15, with total market value of $5,100,656) (C)	$	5,000	$	5,000
Wells Fargo 0.080% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $20,000,133 (collateralized by U.S. Treasury Notes, par value $20,064,800, 1.750%, 07/31/15, with total market value of $20,400,183)		20,000		20,000
Total Repurchase Agreements (Cost $168,898) ($ Thousands)				168,898
Total Investments — 99.9% (Cost $351,321) ($ Thousands)†			$	351,321

Percentages are based on Net Assets of $351,812 ($ Thousands).

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

(B) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

(C) Securities considered illiquid. The total value of such securities as of October 31, 2014 was $11,575 ($ Thousands) and represented 3.3% of Net Assets.

(D) Tri-Party Repurchase Agreement.

† For Federal tax purposes, the Fund’s aggregate tax cost is equal to book cost.

As of October 31, 2014, 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. Generally Accepted Accounting Principles.

As of October 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

16 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Treasury II Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.8%
U.S. Treasury Bills (A)
0.006%, 11/06/14	$	221,835	$	221,835
0.012%, 01/02/15		45,750		45,749
0.020%, 01/08/15		5,000		5,000
0.014%, 01/15/15		25,000		24,999
0.050%, 03/05/15		4,295		4,294
U.S. Treasury Notes
0.089%, 11/04/14 (B)		10,205		10,205
0.065%, 11/04/14 (B)		2,000		2,000
0.090%, 11/05/14 (B)		6,614		6,614
0.375%, 11/15/14		32,000		32,004
2.125%, 11/30/14 to 05/31/15		62,480		62,615
0.250%, 11/30/14 to 02/28/15		150,035		150,098
2.250%, 01/31/15		33,380		33,560
11.250%, 02/15/15		2,700		2,787
4.000%, 02/15/15		39,695		40,146
2.375%, 02/28/15		38,695		38,989
2.500%, 04/30/15		10,135		10,258
0.125%, 04/30/15		2,345		2,346
Total U.S. Treasury Obligations (Cost $693,499) ($ Thousands)				693,499
Total Investments — 99.8% (Cost $693,499) ($ Thousands)†			$	693,499

Percentages are based on Net Assets of $694,956 ($ Thousands).

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

(B) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

† For Federal tax purposes, the Fund’s aggregate tax cost is equal to book cost.

As of October 31, 2014, 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. Generally Accepted Accounting Principles.

As of October 31, 2014, there were no transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

17 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
CORPORATE OBLIGATIONS — 42.0%
Consumer Discretionary — 1.4%
Autozone
1.300%, 01/13/17	$	350	$	351
NBCUniversal Enterprise
0.916%, 01/15/15 (A) (B)		575		580
0.768%, 01/15/15 (A) (B)		445		447
Newell Rubbermaid
2.000%, 06/15/15		450		453
Thomson Reuters
1.650%, 09/29/17		300		301
0.875%, 05/23/16		350		350
Time Warner Cable
5.850%, 05/01/17		400		442
TRW Automotive
7.250%, 03/15/17 (B)		270		297
Whirlpool
1.350%, 03/01/17		335		334
				3,555
Consumer Staples — 1.7%
Anheuser-Busch InBev Finance
0.640%, 11/02/14 (A)		350		350
BAT International Finance PLC
1.400%, 06/05/15 (B)		945		949
CVS Caremark
1.200%, 12/05/16		340		341
Heineken
0.800%, 10/01/15 (B)		375		375
Kroger
0.758%, 01/17/15 (A)		600		601
Mondelez International
0.760%, 11/01/14 (A)		450		451
Philip Morris International
2.500%, 05/16/16		500		514
Reynolds American
1.050%, 10/30/15		260		260
SABMiller Holdings
0.930%, 11/01/14 (A) (B)		650		655
				4,496
Energy — 2.5%
BP Capital Markets PLC
0.743%, 11/10/14 (A)		750		751
0.700%, 11/06/15		410		411
CNOOC Nexen Finance, Ser 2014
1.625%, 04/30/17		450		449
Devon Energy
0.774%, 12/15/14 (A)		500		502
Enbridge
0.684%, 12/02/14 (A)		540		540
Enterprise Products Operating LLC
1.250%, 08/13/15		45		45
Hess
1.300%, 06/15/17		300		298
Petrobras Global Finance
1.853%, 11/20/14 (A)		325		325

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Petrobras Global Finance BV
2.595%, 12/17/14 (A)	$	800	$	803
Schlumberger Norge
1.250%, 08/01/17 (B)		145		145
Shell International Finance BV
0.444%, 11/15/14 (A)		850		852
Statoil
0.694%, 11/08/14 (A)		550		553
Total Capital Canada
0.611%, 01/17/15 (A)		180		181
Total Capital International
0.803%, 11/12/14 (A)		400		404
TransCanada PipeLines
0.750%, 01/15/16		350		350
				6,609
Financials — 26.7%
Abbey National Treasury Services PLC
0.744%, 12/13/14 (A)		1,610		1,616
ABN AMRO Bank
1.033%, 12/08/14 (A) (B)		400		403
0.643%, 12/08/14 (A) (B)		800		799
American Express Credit
0.784%, 12/18/14 (A)		300		301
American Express Credit MTN
1.125%, 06/05/17		600		597
American Honda Finance
0.610%, 11/26/14 (A) (B)		815		818
Australia & New Zealand Banking Group
0.794%, 11/15/14 (A)		375		377
0.609%, 01/10/15 (A) (B)		300		301
Banco Santander Chile
1.130%, 01/15/15 (A) (B)		500		498
Bank Nederlandse Gemeenten
0.625%, 07/18/16 (B)		1,300		1,300
Bank of America
1.500%, 10/09/15		510		514
1.271%, 01/15/15 (A)		750		759
Bank of America MTN
1.700%, 08/25/17		200		200
1.053%, 01/15/15 (A)		200		201
0.845%, 11/25/14 (A)		700		700
Bank of Montreal
0.480%, 01/14/15 (A)		250		250
Bank of Montreal MTN
0.831%, 01/09/15 (A)		500		503
Bank of New York Mellon MTN
0.673%, 12/06/14 (A)		350		351
0.463%, 12/06/14 (A)		100		100
Bank of Nova Scotia
1.300%, 07/21/17		400		399
0.751%, 01/15/15 (A)		670		674
0.675%, 12/11/14 (A)		400		401
Bank of Tokyo-Mitsubishi
0.685%, 11/26/14 (A) (B)		440		441

18 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Bank of Tokyo-Mitsubishi UFJ
1.450%, 09/08/17 (B)	$	325	$	324
0.842%, 12/08/14 (A) (B)		200		201
0.543%, 12/08/14 (A) (B)		325		324
Barclays Bank PLC
0.811%, 11/19/14 (A)		600		601
Barclays Bank PLC MTN
6.050%, 12/04/17 (B)		500		554
BB&T MTN
1.094%, 12/15/14 (A)		380		385
0.900%, 11/01/14 (A)		350		353
BNP Paribas MTN
0.825%, 12/12/14 (A)		550		552
BPCE MTN
1.083%, 11/10/14 (A)		700		706
Branch Banking & Trust
0.664%, 12/01/14 (A)		760		763
Capital One Bank USA
1.300%, 06/05/17		500		498
1.200%, 02/13/17		500		498
Capital One Financial
1.000%, 11/06/15		810		812
Chartered PLC
0.573%, 12/08/14		500		499
Citigroup
1.250%, 01/15/16		1,085		1,090
1.003%, 01/08/15 (A)		700		703
Cooperatieve Centrale Raiffeisen- Boerenleenbank BA
0.714%, 11/24/14 (A)		550		552
Credit Agricole
1.083%, 01/03/15 (A) (B)		1,150		1,159
Credit Suisse MTN
1.375%, 05/26/17		380		379
Credit Suisse NY MTN
0.535%, 12/11/14 (A)		960		959
Credit Suisse USA
5.375%, 03/02/16		450		477
Daimler Finance North America LLC
1.375%, 08/01/17 (B)		535		534
1.250%, 01/11/16 (B)		610		613
1.100%, 11/01/14 (A) (B)		400		407
0.920%, 11/01/14 (A) (B)		910		917
Deutsche Bank
1.350%, 05/30/17		650		646
ERAC USA Finance LLC
1.400%, 04/15/16 (B)		240		242
Export-Import Bank of Korea
0.980%, 01/14/15 (A)		450		452
Fifth Third Bank
1.350%, 06/01/17		750		750
0.645%, 11/26/14 (A)		790		792
Ford Motor Credit LLC
1.724%, 12/06/17		350		348
1.500%, 01/17/17		520		519
1.483%, 11/09/14 (A)		220		223
1.065%, 12/12/14 (A)		300		300

Description	Face Amount ($ Thousands)		Value ($ Thousands)
General Electric Capital
0.945%, 11/01/14 (A)	$	250	$	252
General Electric Capital MTN
1.250%, 05/15/17		750		752
Goldman Sachs Group
3.625%, 02/07/16		505		521
1.433%, 01/30/15 (A)		500		508
0.683%, 12/22/14 (A)		1,455		1,454
Goldman Sachs Group MTN
1.334%, 11/15/14 (A)		400		404
HSBC Bank PLC
0.874%, 11/15/14 (A) (B)		500		504
HSBC USA
2.375%, 02/13/15		330		332
1.300%, 06/23/17		890		892
Hyundai Capital America
1.875%, 08/09/16 (B)		165		167
1.625%, 10/02/15 (B)		685		690
ING Bank
1.874%, 01/02/15 (A) (B)		850		861
0.925%, 01/02/15 (A) (B)		300		300
ING US
2.900%, 02/15/18		350		360
Intesa Sanpaolo
3.125%, 01/15/16		350		357
JPMorgan Chase
1.134%, 01/25/15 (A)		500		506
0.863%, 01/28/15 (A)		500		501
JPMorgan Chase MTN
0.855%, 11/25/14 (A)		1,090		1,094
KeyBank
0.725%, 11/25/14 (A)		700		702
KFW
2.000%, 06/01/16		950		973
Korea Development Bank
0.857%, 01/22/15 (A)		1,255		1,258
Macquarie Group
1.233%, 01/30/15 (A) (B)		350		354
Manufacturers & Traders Trust
1.400%, 07/25/17		450		451
0.533%, 12/07/14 (A)		660		660
Metropolitan Life Global Funding I
1.500%, 01/10/18 (B)		220		219
0.609%, 01/10/15 (A) (B)		1,610		1,617
Mizuho Bank
0.684%, 12/25/14 (A) (B)		580		580
Morgan Stanley
1.485%, 11/25/14 (A)		1,320		1,336
1.083%, 01/24/15 (A)		400		403
Morgan Stanley MTN
5.950%, 12/28/17		140		157
National Rural Utilities Cooperative Finance MTN
0.535%, 11/23/14 (A)		600		602
New York Life Global Funding
0.581%, 01/23/15 (A) (B)		550		553

19 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Nissan Motor Acceptance
4.500%, 01/30/15 (B)	$	320	$	323
0.935%, 12/26/14 (A) (B)		800		805
0.784%, 12/04/14 (A) (B)		245		246
Nordea Bank
1.250%, 04/04/17 (B)		600		600
PNC Bank
0.553%, 01/29/15 (A)		700		700
Pricoa Global Funding I MTN
0.381%, 11/16/14 (A) (B)		325		325
Principal Life Global Funding II
1.200%, 05/19/17 (B)		370		368
1.000%, 12/11/15 (B)		530		533
Principal Life Global Funding II MTN
1.125%, 02/24/17 (B)		300		300
Province of Ontario Canada
1.600%, 09/21/16		1,400		1,422
Prudential Financial MTN
1.014%, 11/01/14 (A)		500		504
Rabobank MTN
2.125%, 10/13/15		880		894
Royal Bank of Canada MTN
1.200%, 01/23/17		400		401
0.850%, 03/08/16		990		992
0.561%, 01/23/15 (A)		450		451
Royal Bank of Scotland Group PLC
1.875%, 03/31/17		300		301
Societe Generale
1.315%, 11/14/14 (A)		450		458
Sumitomo Mitsui Banking
1.350%, 07/18/15		250		251
0.659%, 01/10/15 (A)		500		500
SunTrust Bank
0.674%, 11/15/14 (A)		300		300
Svenska Handelsbanken
0.703%, 12/25/14 (A)		700		703
Synchrony Financial
1.875%, 08/15/17		255		256
Toronto-Dominion Bank MTN
0.478%, 11/02/14 (A)		400		400
Toyota Motor Credit MTN
1.125%, 05/16/17		500		499
Travelers
6.250%, 06/20/16		467		507
UBS MTN
5.875%, 12/20/17		550		620
Union Bank
0.985%, 12/26/14 (A)		250		252
Ventas Realty‡
1.550%, 09/26/16		550		554
1.250%, 04/17/17		140		140
Volkswagen Group of America Finance LLC
1.250%, 05/23/17 (B)		500		498
Volkswagen International Finance
1.125%, 11/18/16 (B)		260		260
0.671%, 11/20/14 (A) (B)		775		778

Description	Face Amount ($ Thousands)		Value ($ Thousands)
WEA Finance LLC
1.750%, 09/15/17 (B)	$	235	$	236
Wells Fargo MTN
1.150%, 06/02/17		650		648
0.761%, 01/20/15 (A)		990		994
Westpac Banking
1.200%, 05/19/17		275		275
0.838%, 01/17/15 (A)		325		327
				70,576
Health Care — 2.5%
Actavis Funding SCS
1.300%, 06/15/17 (B)		450		443
Amgen
2.125%, 05/15/17		500		510
0.615%, 11/22/14 (A)		1,150		1,152
Bayer US Finance LLC
0.510%, 01/06/15 (A) (B)		600		600
0.482%, 01/07/15 (A) (B)		400		400
Express Scripts Holding
1.250%, 06/02/17		600		596
GlaxoSmithKline Capital
0.700%, 03/18/16		844		846
McKesson
1.292%, 03/10/17		410		409
0.950%, 12/04/15		235		236
Mylan
1.350%, 11/29/16		400		401
Providence Health & Services Obligated Group
1.035%, 01/01/15 (A)		700		702
Thermo Fisher Scientific
1.300%, 02/01/17		165		165
WellPoint
1.250%, 09/10/15		210		211
				6,671
Industrials — 1.8%
Air Lease
4.500%, 01/15/16		300		310
2.125%, 01/15/18		230		227
Canadian National Railway
0.437%, 11/06/14 (A)		1,000		1,001
GATX
1.250%, 03/04/17		215		214
Hutchison Whampoa International 14
1.625%, 10/31/17 (B)		400		399
Norfolk Southern
5.750%, 01/15/16		980		1,037
PACCAR Financial MTN
1.100%, 06/06/17		325		324
Pentair Finance
1.350%, 12/01/15		285		286
Precision Castparts
0.700%, 12/20/15		145		145
Rockwell Collins
0.584%, 12/15/14 (A)		690		691
				4,634

20 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Information Technology — 0.7%
Fidelity National Information Services
1.450%, 06/05/17	$	170	$	170
Hewlett-Packard
3.000%, 09/15/16		450		465
1.170%, 01/14/15 (A)		500		498
TSMC Global
0.950%, 04/03/16 (B)		325		325
Western Union
2.375%, 12/10/15		85		86
1.234%, 11/01/14 (A)		275		276
				1,820
Materials — 1.6%
Glencore Funding LLC
1.398%, 11/27/14 (A) (B)		700		704
Monsanto
1.150%, 06/30/17		500		498
0.437%, 11/07/14 (A)		710		709
Rio Tinto Finance USA PLC
1.075%, 12/17/14 (A)		955		963
Xstrata Finance Canada
2.050%, 10/23/15 (B)		900		908
Yara International
5.250%, 12/15/14 (B)		350		352
				4,134
Telecommunications — 1.4%
AT&T
0.608%, 11/12/14 (A)		1,350		1,353
British Telecommunications PLC
1.250%, 02/14/17		270		269
Verizon Communications
1.984%, 12/14/14 (A)		470		492
1.764%, 12/15/14 (A)		410		419
1.350%, 06/09/17		600		599
0.632%, 12/09/14 (A)		560		560
Vodafone Group PLC
0.617%, 11/19/14 (A)		100		100
				3,792
Utilities — 1.4%
Dominion Gas Holdings LLC
1.050%, 11/01/16		550		550
Duke Energy
0.613%, 01/03/15 (A)		1,190		1,194
Duke Energy Progress
0.433%, 12/06/14 (A)		180		180
Exelon
4.900%, 06/15/15		350		359
Georgia Power
0.625%, 11/15/15		700		700
NextEra Energy Capital Holdings
1.339%, 09/01/15		300		302
Southern
1.300%, 08/15/17		310		309
				3,594
Total Corporate Obligations (Cost $109,533) ($ Thousands)				109,881

Description	Face Amount ($ Thousands)		Value ($ Thousands)
ASSET-BACKED SECURITIES — 30.4%
Automotive — 17.9%
Ally Auto Receivables Trust, Ser 2012-SN1, Cl A3
0.570%, 08/20/15	$	29	$	29
Ally Auto Receivables Trust, Ser 2013-SN1, Cl A3
0.720%, 05/20/16		368		369
Ally Auto Receivables Trust, Ser 2014-SN1, Cl A3
0.750%, 02/21/17		245		245
Ally Master Owner Trust, Ser 2012-3, Cl A2
1.210%, 06/15/17		480		482
Ally Master Owner Trust, Ser 2013-1, Cl A1
0.603%, 11/15/14 (A)		310		310
Ally Master Owner Trust, Ser 2013-1, Cl A2
1.000%, 02/15/18		825		827
Ally Master Owner Trust, Ser 2013-2, Cl A
0.603%, 11/15/14 (A)		750		751
Ally Master Owner Trust, Ser 2014-1, Cl A1
0.623%, 11/15/14 (A)		350		350
Ally Master Owner Trust, Ser 2014-4, Cl A1
0.553%, 11/15/14 (A)		1,350		1,347
Ally Master Owner Trust, Ser 2014-4, Cl A2
1.430%, 06/17/19		635		635
American Credit Acceptance Receivables Trust, Ser 2012-3, Cl A
1.640%, 11/15/16 (B)		80		80
American Credit Acceptance Receivables Trust, Ser 2013-1, Cl A
1.450%, 04/16/18 (B)		141		142
American Credit Acceptance Receivables Trust, Ser 2013-2, Cl A
1.320%, 02/15/17 (B)		115		116
American Credit Acceptance Receivables Trust, Ser 2014-1, Cl A
1.140%, 03/12/18 (B)		117		117
AmeriCredit Automobile Receivables Trust, Ser 2012-2, Cl A3
1.050%, 10/11/16		223		223
AmeriCredit Automobile Receivables Trust, Ser 2012-5, Cl A3
0.620%, 06/08/17		416		416
AmeriCredit Automobile Receivables Trust, Ser 2013-2, Cl A3
0.650%, 12/08/17		490		490
AmeriCredit Automobile Receivables Trust, Ser 2013-3, Cl A3
0.920%, 04/09/18		300		301

21 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
AmeriCredit Automobile Receivables Trust, Ser 2013-4, Cl A2
0.740%, 11/08/16	$	360	$	360
AmeriCredit Automobile Receivables Trust, Ser 2013-5, Cl A2B
0.533%, 11/26/14 (A)		115		115
ARI Fleet Lease Trust, Ser 2012-A, Cl A
0.703%, 11/15/14 (A) (B)		33		33
ARI Fleet Lease Trust, Ser 2012-B, Cl A
0.453%, 11/15/14 (A) (B)		655		655
ARI Fleet Lease Trust, Ser 2013-A, Cl A3
0.920%, 07/15/21 (B)		100		100
ARI Fleet Lease Trust, Ser 2013-A, Cl A2
0.700%, 12/15/15 (B)		162		163
ARI Fleet Lease Trust, Ser 2014-A, Cl A2
0.810%, 11/15/22 (B)		275		275
California Republic Auto Receivables Trust, Ser 2013-1, Cl A2
1.410%, 09/17/18 (B)		753		759
Capital Auto Receivables Asset Trust, Ser 2013-4, Cl A1
0.534%, 11/20/14 (A)		295		295
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl A3
1.320%, 06/20/18		190		191
Capital Auto Receivables Asset Trust, Ser 2014-1, Cl A1A
0.680%, 05/20/16		325		325
CarMax Auto Owner Trust, Ser 2011-2, Cl A4
1.350%, 02/15/17		464		466
CarMax Auto Owner Trust, Ser 2012-1, Cl A3
0.890%, 09/15/16		81		81
CarMax Auto Owner Trust, Ser 2012-3, Cl C
1.500%, 08/15/18		120		121
CFC LLC, Ser 2013-1A, Cl A
1.650%, 07/17/17 (B)		27		27
Chesapeake Funding LLC, Ser 2011-2A, Cl A
1.406%, 11/07/14 (A) (B)		336		339
Chesapeake Funding LLC, Ser 2012-1A, Cl A
0.906%, 11/07/14 (A) (B)		593		595
Chesapeake Funding LLC, Ser 2012-2A, Cl A
0.603%, 11/07/14 (A) (B)		183		184
Chesapeake Funding LLC, Ser 2014-1A, Cl A
0.576%, 11/07/14 (A) (B)		685		685
Chrysler Capital Auto Receivables Trust, Ser 2013-AA, Cl A2
0.610%, 11/15/16 (B)		150		150

Description	Face Amount ($ Thousands)		Value ($ Thousands)
CNH Wholesale Master Note Trust, Ser 2013-2A, Cl A
0.753%, 11/15/14 (A) (B)	$	425	$	426
CPS Auto Receivables Trust, Ser 2013-D, Cl A
1.540%, 07/16/18 (B)		880		884
CPS Auto Receivables Trust, Ser 2014-A, Cl A
1.210%, 08/15/18 (B)		288		288
Credit Acceptance Auto Loan Trust, Ser 2013-1A, Cl A
1.210%, 10/15/20 (B)		290		290
Credit Acceptance Auto Loan Trust, Ser 2013-2A, Cl A
1.500%, 04/15/21 (B)		365		366
Credit Acceptance Auto Loan Trust, Ser 2014-1A, Cl A
1.550%, 10/15/21 (B)		415		416
DT Auto Owner Trust, Ser 2014-1A, Cl A
0.660%, 07/17/17 (B)		117		117
DT Auto Owner Trust, Ser 2014-2A, Cl A
0.830%, 08/15/17 (B)		493		493
Enterprise Fleet Financing LLC, Ser 2012-1, Cl A2
1.140%, 11/20/17 (B)		126		126
Enterprise Fleet Financing LLC, Ser 2013-1, Cl A2
0.680%, 09/20/18 (B)		422		422
Enterprise Fleet Financing LLC, Ser 2013-2, Cl A2
1.060%, 03/20/19 (B)		350		351
First Investors Auto Owner Trust, Ser 2012-2A, Cl A2
1.470%, 05/15/18 (B)		161		161
First Investors Auto Owner Trust, Ser 2013-1A, Cl A2
0.900%, 10/15/18 (B)		111		111
First Investors Auto Owner Trust, Ser 2013-2A, Cl A2
1.230%, 03/15/19 (B)		1,101		1,105
First Investors Auto Owner Trust, Ser 2013-3A, Cl A3
1.440%, 10/15/19 (B)		300		300
First Investors Auto Owner Trust, Ser 2013-3A, Cl A2
0.890%, 09/15/17 (B)		125		125
First Investors Auto Owner Trust, Ser 2014-1A, Cl A2
0.800%, 02/15/18 (B)		303		303
First Investors Auto Owner Trust, Ser 2014-2A, Cl A2
0.860%, 08/15/18 (B)		825		825
Ford Credit Auto Lease Trust, Ser 2012-B, Cl A3
0.570%, 09/15/15		50		50

22 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Ford Credit Auto Lease Trust, Ser 2014-B, Cl A4
1.100%, 11/15/17	$	615	$	617
Ford Credit Auto Owner Trust, Ser 2011-A, Cl D
3.210%, 07/15/17		600		609
Ford Credit Auto Owner Trust, Ser 2012-A, Cl B
1.880%, 08/15/17		475		480
Ford Credit Auto Owner Trust, Ser 2012-B, Cl D
2.930%, 10/15/18		600		618
Ford Credit Floorplan Master Owner Trust, Ser 2013-1, Cl A2
0.534%, 11/15/14 (A)		1,695		1,697
Ford Credit Floorplan Master Owner Trust, Ser 2013-5, Cl A2
0.624%, 11/15/14 (A)		310		311
Ford Credit Floorplan Master Owner Trust, Ser 2014-1, Cl B
1.400%, 02/15/19		80		80
Ford Credit Floorplan Master Owner Trust, Ser 2014-4, Cl A2
0.503%, 11/15/14 (A)		375		375
GE Dealer Floorplan Master Note Trust, Ser 2012-1, Cl A
0.727%, 11/20/14 (A)		598		599
GE Dealer Floorplan Master Note Trust, Ser 2012-3, Cl A
0.647%, 11/30/14 (A)		480		480
GE Dealer Floorplan Master Note Trust, Ser 2012-4, Cl A
0.597%, 11/20/14 (A)		1,405		1,407
GE Dealer Floorplan Master Note Trust, Ser 2014-2, Cl A
0.597%, 11/20/14 (A)		1,030		1,030
GM Financial Leasing Trust, Ser 2014-1A, Cl A3
1.010%, 05/22/17 (B)		1,140		1,142
Harley-Davidson Motorcycle Trust, Ser 2012-1, Cl A3
0.680%, 04/15/17		135		135
Hertz Fleet Lease Funding, Ser 2013-3, Cl B
1.202%, 11/10/14 (A) (B)		765		767
Honda Auto Receivables Owner Trust, Ser 2012-3, Cl A3
0.560%, 05/15/16		179		179
Hyundai Auto Lease Securitization Trust, Ser 2013-B, Cl A2
0.750%, 03/15/16 (B)		313		313
M&T Bank Auto Receivables Trust, Ser 2013-1A, Cl A3
1.060%, 11/15/17 (B)		1,075		1,081
Mercedes-Benz Auto Lease Trust, Ser 2013-B, Cl A3
0.620%, 07/15/16		150		150

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Mercedes-Benz Auto Receivables Trust, Ser 2013-1, Cl A3
0.780%, 08/15/17	$	200	$	200
Mercedes-Benz Master Owner Trust, Ser 2012-AA, Cl A
0.790%, 11/15/17 (B)		360		361
Mercedes-Benz Master Owner Trust, Ser 2012-BA, Cl A
0.423%, 11/15/14 (A) (B)		820		820
Motor PLC, Ser 2013-1A, Cl A1
0.652%, 11/15/14 (A) (B)		134		134
Nissan Master Owner Trust Receivables, Ser 2012-A, Cl A
0.623%, 11/15/14 (A)		1,240		1,242
Nissan Master Owner Trust Receivables, Ser 2013-A, Cl A
0.454%, 11/15/14 (A)		495		495
Porsche Innovative Lease Owner Trust, Ser 2013-1, Cl A4
0.880%, 10/22/19 (B)		310		311
Prestige Auto Receivables Trust, Ser 2012-1A, Cl A3
1.760%, 10/16/17 (B)		254		255
Prestige Auto Receivables Trust, Ser 2013-1A, Cl A2
1.090%, 02/15/18 (B)		446		447
Prestige Auto Receivables Trust, Ser 2013-1A, Cl A3
1.330%, 05/15/19 (B)		250		251
Prestige Auto Receivables Trust, Ser 2014-1A, Cl A2
0.970%, 03/15/18 (B)		862		862
Santander Drive Auto Receivables Trust, Ser 2012-1, Cl C
3.780%, 11/15/17		200		203
Santander Drive Auto Receivables Trust, Ser 2012-3, Cl D
3.640%, 05/15/18		430		445
Santander Drive Auto Receivables Trust, Ser 2012-4, Cl B
1.830%, 03/15/17		650		652
Santander Drive Auto Receivables Trust, Ser 2012-6, Cl B
1.330%, 05/15/17		132		132
Santander Drive Auto Receivables Trust, Ser 2013-2, Cl B
1.330%, 03/15/18		485		487
Santander Drive Auto Receivables Trust, Ser 2013-2, Cl A2A
0.660%, 06/15/17		86		86
Santander Drive Auto Receivables Trust, Ser 2013-5, Cl A2B
0.534%, 11/16/14 (A)		109		109
Santander Drive Auto Receivables Trust, Ser 2014-4, Cl A2A
0.670%, 01/16/18		250		250
SMART Trust, Ser 2011-4USA, Cl A4A
2.280%, 08/14/17 (B)		300		303

23 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
SMART Trust, Ser 2011-4USA
0.002%, 11/14/14	$	340	$	342
SMART Trust, Ser 2014-1US, Cl A2B
0.454%, 11/14/14 (A)		855		855
SNAAC Auto Receivables Trust, Ser 2013-1A, Cl A
1.140%, 07/16/18 (B)		52		52
SNAAC Auto Receivables Trust, Ser 2014-1A, Cl A
1.030%, 09/17/18 (B)		352		352
Susquehanna Auto Receivables Trust, Ser 2014-1
1.000%, 02/15/18		425		425
Volkswagen Auto Lease Trust, Ser 2014-A, Cl A2A
0.520%, 10/20/16		478		478
Volkswagen Auto Lease Trust, Ser 2014-A, Cl A4
0.990%, 07/20/18		700		702
Volkswagen Credit Auto Master Trust, Ser 2014-1A, Cl A1
0.507%, 11/20/14 (A) (B)		700		700
Volvo Financial Equipment LLC, Ser 2013-1A, Cl A3
0.740%, 11/20/14 (B)		350		350
Volvo Financial Equipment LLC, Ser 2014-1A, Cl A3
0.820%, 04/16/18 (B)		240		240
Westlake Automobile Receivables Trust, Ser 2013-1A, Cl A2
1.120%, 01/15/18 (B)		440		441
Westlake Automobile Receivables Trust, Ser 2014-1A, Cl A2
0.700%, 05/15/17 (B)		345		345
Westlake Automobile Receivables Trust, Ser 2014-2A, Cl A2
0.970%, 10/16/17 (B)		635		635
Wheels SPV 2 LLC, Ser 2014-1A, Cl A2
0.840%, 03/20/23 (B)		250		250
World Omni Master Owner Trust, Ser 2013-1, Cl A
0.504%, 11/15/14 (A) (B)		555		556
				47,146
Credit Card — 4.2%
American Express Credit Account Master Trust, Ser 2012-2, Cl A
0.680%, 03/15/18		675		676
American Express Credit Account Master Trust, Ser 2013-3, Cl A
0.980%, 05/15/19		185		185
BA Credit Card Trust, Ser 2014-A1, Cl A
0.534%, 11/13/14 (A)		650		649
BA Credit Card Trust, Ser 2014-A3, Cl A
0.443%, 11/15/14 (A)		715		715

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Barclays Dryrock Issuance Trust, Ser 2014-1, Cl A
0.514%, 11/15/14 (A)	$	320	$	320
Cabela’s Master Credit Card Trust, Ser 2013-2A A2, Cl A2
0.803%, 11/15/14 (A) (B)		210		211
Cabela’s Master Credit Card Trust, Ser 2014-1, Cl A
0.504%, 11/15/14 (A)		165		165
Capital One Multi-Asset Execution Trust, Ser 2013-A3, Cl A3
0.960%, 09/16/19		360		360
Chase Issuance Trust, Ser 2007-B1, Cl B1
0.403%, 11/15/14 (A)		450		447
Chase Issuance Trust, Ser 2012-A3, Cl A3
0.790%, 06/15/17		200		200
Chase Issuance Trust, Ser 2012-A5, Cl A5
0.590%, 08/15/17		1,240		1,241
Chase Issuance Trust, Ser 2014-A6, Cl A
1.260%, 07/15/19		400		401
Citibank Credit Card Issuance Trust, Ser 2013-A10, Cl A10
0.730%, 02/07/18		250		250
Citibank Credit Card Issuance Trust, Ser 2013-A3, Cl A3
1.110%, 07/23/18		500		503
Citibank Credit Card Issuance Trust, Ser 2014-A2, Cl A2
1.020%, 02/22/19		415		415
Citibank Credit Card Issuance Trust, Ser 2014-A4, Cl A4
1.230%, 04/24/19		650		651
Citibank Omni Master Trust, Ser 2009- A17, Cl A17
4.900%, 11/15/18 (B)		1,000		1,002
Discover Card Execution Note Trust, Ser 2014-A3, Cl A3
1.220%, 10/15/19		260		261
Dryrock Issuance Trust, Ser 2012-2, Cl A
0.640%, 08/15/18		480		480
GE Capital Credit Card Master Note Trust, Ser 2009-4, Cl A
3.800%, 11/15/17		325		325
GE Capital Credit Card Master Note Trust, Ser 2012-5, Cl A
0.950%, 06/15/18		590		591
Golden Credit Card Trust, Ser 2012-5A, Cl A
0.790%, 09/15/17 (B)		575		576
Master Credit Card Trust, Ser 2012-2A, Cl A
0.780%, 04/21/17 (B)		360		360
				10,984

24 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Miscellaneous Business Services — 7.2%
Apidos CDO, Ser 2013-12A, Cl A
1.334%, 11/02/14 (A) (B)	$	600	$	587
Avalon IV Capital, Ser 2014-1AR, Cl AR
1.403%, 01/17/15 (A) (B)		335		334
Bear Stearns Asset-Backed-Securities Trust, Ser 2005-SD2, Cl 2A1
0.812%, 11/25/14 (A)		197		197
Cent CLO 16, Ser 2014-16AR, Cl A1AR
1.710%, 11/03/14 (A) (B)		500		499
Cent CLO 16, Ser 2014-20A, Cl A
1.724%, 01/25/26 (A) (B)		600		596
CIFC Funding, Ser 2013-1A, Cl A1
1.383%, 01/16/15 (A) (B)		485		477
City of New York, Ser 2013-A, Cl A
1.190%, 11/10/26 (B)		59		59
CNH Equipment Trust, Ser 2012-D, Cl A3
0.650%, 04/16/18		752		753
CNH Equipment Trust, Ser 2014-C, Cl A2
0.630%, 12/15/17		1,025		1,025
Dell Equipment Finance Trust, Ser 2014-1, Cl A3
0.940%, 06/22/20 (B)		500		500
Dryden XXXI Senior Loan Fund, Ser 2014-31A, Cl A
1.584%, 01/18/15 (A) (B)		250		247
GE Equipment Midticket LLC, Ser 2012-1, Cl A3
0.600%, 05/23/16		145		145
GE Equipment Midticket LLC, Ser 2013-1, Cl A2
0.640%, 03/22/16		105		105
GE Equipment Small Ticket LLC, Ser 2012-1A, Cl A3
1.040%, 09/21/15 (B)		113		113
GE Equipment Small Ticket LLC, Ser 2014-1A, Cl A3
0.950%, 09/25/17 (B)		400		401
GE Equipment Transportation LLC, Ser 2012-2, Cl A3
0.620%, 07/25/16		219		219
HLSS Servicer Advance Receivables Backed Notes, Ser 2012-T2, Cl A2
1.990%, 10/15/45 (B)		625		629
HLSS Servicer Advance Receivables Backed Notes, Ser 2013-T1, Cl B2
1.744%, 01/16/46 (B)		405		405
HLSS Servicer Advance Receivables Backed Notes, Ser 2014-T1, Cl AT1
1.244%, 01/17/45 (B)		669		669
ING IM CLO, Ser 2014-1A, Cl A1
1.769%, 01/18/15 (A) (B)		290		290
ING IM CLO, Ser 2014-1RA, Cl A2R
2.084%, 01/02/15 (A) (B)		500		495

Description	Face Amount ($ Thousands)		Value ($ Thousands)
John Deere Owner Trust, Ser 2012-B, Cl A4
0.690%, 01/15/19	$	580	$	580
Kubota Credit Owner Trust, Ser 2014-1A, Cl A2
0.580%, 02/15/17 (B)		190		190
Limerock CLO II, Ser 2014-2A, Cl A
1.734%, 11/18/14 (A) (B)		500		499
Madison Park Funding CLO, Ser 2007-4A, Cl A1B
0.533%, 12/24/14 (A) (B)		420		412
MMAF Equipment Finance LLC, Ser 2011-AA, Cl A4
2.100%, 07/15/17 (B)		383		387
MMAF Equipment Finance LLC, Ser 2013-AA, Cl A2
0.690%, 05/09/16 (B)		358		359
MMAF Equipment Finance LLC, Ser 2014-AA, Cl A3
0.870%, 01/08/19 (B)		560		559
Navient Student Loan Trust, Ser 2014-1, Cl A1
0.405%, 11/25/14 (A)		1,596		1,596
Nelnet Education Loan Funding, Ser 2004-2A, Cl A4
0.375%, 11/25/14 (A)		34		34
Neuberger Berman CLO XVI, Ser 2014-16A, Cl A1
1.701%, 12/11/14 (A) (B)		405		403
NYCTL Trust, Ser 2014-A, Cl A
1.030%, 11/10/27 (B)		230		230
Oak Hill Credit Partners, Ser 2013-8A, Cl A
1.354%, 01/21/15 (A) (B)		360		354
Octagon Investment Partners XVI, Ser 2013-1A, Cl A
1.353%, 01/17/15 (A) (B)		550		538
OHA Intrepid Leveraged Loan Fund, Ser 2013-1AR, Cl AR
1.154%, 11/22/14 (A) (B)		325		324
Race Point VI CLO, Ser 2014-6RA, Cl BR
2.384%, 11/24/14 (A) (B)		425		425
SLM Student Loan Trust, Ser 2006-10, Cl A4
0.304%, 01/25/15 (A)		143		143
SLM Student Loan Trust, Ser 2006-4, Cl A5
0.334%, 01/25/15 (A)		210		209
SLM Student Loan Trust, Ser 2007-2, Cl A2
0.234%, 01/25/15 (A)		122		121
SLM Student Loan Trust, Ser 2007-7, Cl A2
0.434%, 01/25/15 (A)		24		24
SLM Student Loan Trust, Ser 2011-A, Cl A1
1.153%, 11/15/14 (A) (B)		88		89

25 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
SLM Student Loan Trust, Ser 2011-B, Cl A1
1.003%, 11/15/14 (A) (B)	$	282	$	283
SLM Student Loan Trust, Ser 2012-5, Cl A1
0.352%, 11/25/14 (A)		11		11
SLM Student Loan Trust, Ser 2012-7, Cl A1
0.312%, 11/26/14 (A)		174		174
SLM Student Loan Trust, Ser 2013-1, Cl A1
0.302%, 11/25/14 (A)		67		67
Springleaf Funding Trust, Ser 2014-AA, Cl A
2.410%, 12/15/22 (B)		445		446
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL3, Cl A2
0.382%, 11/25/14 (A) (B)		663		658
Structured Asset Securities Mortgage Loan Trust, Ser 2006-WF1, Cl A1
0.302%, 11/25/14 (A)		173		171
Symphony CLO VIII, Ser 2014-8AR, Cl BR
1.985%, 12/25/14 (A) (B)		475		472
				18,503
Mortgage Related — 1.1%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
0.835%, 11/27/14 (A)		250		245
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-4, Cl A1
0.872%, 11/27/14 (A)		350		344
Ameriquest Mortgage Securities Asset- Backed Pass-Through, Ser 2005-R3, Cl A1B
0.412%, 11/25/14 (A)		178		177
Bear Stearns Asset-Backed-Securities I Trust, Ser 2005-HE3, Cl M2
1.175%, 11/25/14 (A)		415		411
HSBC Home Equity Loan Trust, Ser 2006-1, Cl A1
0.317%, 11/20/14 (A)		1,086		1,079
HSBC Home Equity Loan Trust, Ser 2006-2, Cl A1
0.307%, 11/20/14 (A)		—		—
HSBC Home Equity Loan Trust, Ser 2006-3, Cl A4
0.397%, 11/20/14 (A)		—		—
JPMorgan Mortgage Acquisition, Ser 2005-FLD1, Cl M2
0.887%, 11/25/14 (A)		268		267
Lake Country Mortgage Loan Trust, Ser 2006-HE1, Cl A4
0.522%, 11/25/14 (A) (B)		59		58

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Option One Mortgage Loan Trust Asset- Backed Certificates, Ser 2005-4, Cl A3
0.412%, 11/25/14 (A)	$	69	$	68
Option One Mortgage Loan Trust, Ser 2005-1, Cl A1A
0.652%, 11/25/14 (A)		245		241
				2,890
Total Asset-Backed Securities (Cost $79,559) ($ Thousands)				79,523
MORTGAGE-BACKED SECURITIES — 20.3%
Agency Mortgage-Backed Obligations — 6.0%
FHLMC
5.000%, 12/01/18 to 06/01/26		354		375
4.500%, 09/01/26		85		90
4.000%, 05/01/19 to 04/01/20		616		654
2.215%, 11/01/14 (A)		134		139
2.167%, 11/01/14 (A)		113		119
FHLMC REMIC, Ser 2004-2764, Cl OE
4.500%, 03/15/19		90		94
FHLMC REMIC, Ser 2004-2778, Cl JD
5.000%, 12/15/32		1		1
FHLMC REMIC, Ser 2005-2931, Cl AM
4.500%, 07/15/19		10		10
FHLMC REMIC, Ser 2009-3570, Cl A
4.500%, 11/01/14		113		120
FHLMC REMIC, Ser 2010-3634, Cl EA
4.000%, 11/15/23		89		90
FNMA
6.000%, 01/01/27		78		88
5.000%, 04/01/20 to 03/01/25		1,393		1,500
2.340%, 11/01/14 (A)		21		22
2.261%, 11/01/14 (A)		33		34
2.245%, 11/01/14 (A)		14		14
2.112%, 11/01/14 (A)		103		109
2.090%, 11/01/14 (A)		41		43
2.039%, 11/01/14 (A)		58		61
1.990%, 01/01/17		480		479
1.940%, 01/01/17		549		552
1.275%, 11/01/14 (A)		18		19
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/23		35		39
FNMA REMIC, Ser 2001-33, Cl FA
0.602%, 11/25/14 (A)		26		27
FNMA REMIC, Ser 2002-64, Cl FG
0.407%, 11/18/14 (A)		27		27
FNMA REMIC, Ser 2002-77, Cl CB
5.000%, 12/25/17		171		179
FNMA REMIC, Ser 2008-18, Cl HD
4.000%, 12/25/18		123		128
FNMA REMIC, Ser 2010-64, Cl EH
5.000%, 10/25/35		29		30
FNMA REMIC, Ser 2011-109, Cl PK
4.000%, 08/25/41		150		159
FNMA REMIC, Ser 2011-6, Cl BA
2.750%, 06/25/20		225		232

26 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FNMA TBA
3.500%, 11/01/40	$	850	$	898
3.000%, 11/25/26		4,200		4,356
GNMA
4.500%, 09/20/39 (A)		145		154
GNMA, Ser 2009-10, Cl JA
4.500%, 03/16/34		110		115
GNMA, Ser 2009-104, Cl NJ
4.250%, 07/20/36		46		47
GNMA, Ser 2009-113, Cl MJ
4.000%, 03/16/23		363		377
GNMA, Ser 2010-43, Cl JA
3.000%, 09/20/37		311		318
GNMA, Ser 2010-86, Cl PG
3.000%, 01/20/36		165		169
GNMA, Ser 2011-106, Cl ME
3.000%, 06/20/38		450		460
GNMA, Ser 2011-110, Cl A
2.237%, 03/16/33		250		252
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10
2.060%, 01/15/22		78		79
NCUA Guaranteed Notes, Ser 2010-R1, Cl 1A
0.603%, 11/04/14 (A)		656		660
NCUA Guaranteed Notes, Ser 2010-R1, Cl 2A
1.840%, 10/07/20		18		18
NCUA Guaranteed Notes, Ser 2010-R2, Cl 1A
0.526%, 11/06/14 (A)		213		214
NCUA Guaranteed Notes, Ser 2011-R1, Cl 1A
0.606%, 11/04/14 (A)		510		513
NCUA Guaranteed Notes, Ser 2011-R2, Cl 1A
0.556%, 11/09/14 (A)		279		280
NCUA Guaranteed Notes, Ser 2011-R3, Cl 1A
0.552%, 11/09/14 (A)		652		654
NCUA Guaranteed Notes, Ser 2011-R4, Cl 1A
0.559%, 11/05/14 (A)		391		391
NCUA Guaranteed Notes, Ser 2011-R6, Cl 1A
0.536%, 11/07/14 (A)		345		346
				15,735
Non-Agency Mortgage-Backed Obligations — 14.3%
BAMLL Commercial Mortgage Securities Trust, Ser 2014-ICTS, Cl A
0.954%, 11/15/14 (A) (B)		150		150
Banc of America Merrill Lynch Commercial Mortgage, Ser 2, Cl A5
4.857%, 07/10/43 (A)		488		493
Banc of America Merrill Lynch Commercial Mortgage, Ser 4, Cl A5A
4.933%, 07/10/45		645		657

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
2.636%, 11/01/14 (A) (B)	$	343	$	317
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
2.798%, 11/01/14 (A) (B)		41		38
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-12, Cl 11A1
2.973%, 11/01/14 (A) (B)		106		83
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1
2.592%, 11/01/14 (A) (B)		145		134
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1
2.581%, 11/01/14 (A) (B)		251		225
Bear Stearns Commercial Mortgage Securities Trust, Ser 2004-PWR4, Cl A3
5.468%, 06/11/41 (A)		7		7
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PW10, Cl A4
5.405%, 12/11/40 (A)		440		453
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl A4
4.674%, 06/11/41		476		481
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR9, Cl A4A
4.871%, 09/11/42		76		78
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-T18, Cl A4
4.933%, 11/01/14 (A)		382		383
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-TOP20, Cl A4A
5.288%, 11/01/14 (A)		450		462
Bear Stearns Commercial Mortgage Securities Trust, Ser 2006-PW13, Cl A4
5.540%, 09/11/41		286		303
Bear Stearns Commercial Mortgage Securities Trust, Ser 2006-PWR11, Cl A4
5.600%, 11/01/14 (A)		445		463
Bear Stearns Commercial Mortgage Securities Trust, Ser PWR6, Cl A6
4.825%, 11/11/41		16		16
Bear Stearns Commercial Mortgage Securities Trust, Ser PWR7, Cl A3
5.116%, 02/11/41 (A)		264		265
CD Mortgage Trust, Ser 2006-CD2, Cl A4
5.480%, 11/01/14 (A)		380		395
CD Mortgage Trust, Ser 2007-CD4, Cl A4
5.322%, 12/11/49		575		615

27 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
CD Mortgage Trust, Ser 2007-CD5, Cl A4
5.886%, 11/01/14 (A)	$	533	$	585
Citigroup Commercial Mortgage Trust, Ser 2005-C3, Cl A4
4.860%, 05/15/43		413		413
Citigroup Commercial Mortgage Trust, Ser 2012-GC8, Cl A1
0.685%, 09/10/45		270		270
Citigroup Commercial Mortgage Trust, Ser 2014-388G, Cl A
0.904%, 11/15/14 (A) (B)		450		450
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
2.577%, 11/01/14 (A) (B)		58		58
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
2.695%, 11/01/14 (A) (B)		223		204
Commercial Mortgage Pass-Through Certificates, Ser 2010-C1, Cl A1
3.156%, 07/10/46 (B)		499		506
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl A1
0.824%, 08/15/45		204		204
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A1
0.666%, 11/15/45		188		188
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl A1
0.704%, 10/15/45		309		308
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR10, Cl A1
1.278%, 08/10/46		224		225
Commercial Mortgage Pass-Through Certificates, Ser CR9, Cl A1
1.344%, 07/10/45		968		974
Commercial Mortgage Trust, Ser 2012-LC4, Cl A1
1.156%, 12/10/44		190		191
Commercial Mortgage Trust, Ser 2014-BBG, Cl A
0.954%, 11/15/14 (A) (B)		845		844
Countrywide Home Loans, Ser 2004-29, Cl 1A1
0.692%, 11/25/14 (A) (B)		31		29
Countrywide Home Loans, Ser 2005-HY10, Cl 3A1A
2.528%, 11/01/14 (A) (B)		189		157
Credit Suisse Commercial Mortgage Trust, Ser C4, Cl A3
5.467%, 09/15/39		388		412
DBUBS Mortgage Trust, Ser 2011-LC1A, Cl A1
3.742%, 11/10/46 (B)		764		787
FDIC Structured Sale Guaranteed Notes, Ser 2010-S1, Cl 1A
0.703%, 11/01/14 (A) (B)		189		189

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FDIC Trust, Ser 2012-C1, Cl A
0.841%, 11/01/14 (A) (B)	$	166	$	166
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2014-DN2, Cl M1
1.002%, 11/25/14 (A) (B)		442		437
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 2M1
1.102%, 11/25/14 (A) (B)		221		217
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M1
1.102%, 11/25/14 (A) (B)		272		267
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M1
1.352%, 11/25/14 (A) (B)		610		603
GE Capital Commercial Mortgage, Ser C3, Cl A7A
4.974%, 11/01/14 (A)		500		508
GE Capital Commercial Mortgage, Ser C4, Cl A4
5.490%, 11/01/14 (A)		1,070		1,094
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
2.980%, 11/01/14 (A) (B)		237		222
Granite Master Issuer PLC, Ser 2006-3, Cl A4
0.239%, 11/20/14 (A) (B)		609		604
Granite Master Issuer PLC, Ser 2006-3, Cl A3
0.237%, 11/22/14 (A) (B)		647		642
Granite Master Issuer PLC, Ser 2006-4, Cl A6
0.337%, 11/20/14 (A) (B)		79		78
Granite Master Issuer PLC, Ser 2007-1, Cl 2A1
0.297%, 11/20/14 (A) (B)		83		82
Granite Master Issuer PLC, Ser 2007-1, Cl 3A1
0.357%, 11/20/14 (A) (B)		94		93
GS Mortgage Securities II, Ser 2010-C2, Cl A1
3.849%, 12/10/43 (B)		727		754
GS Mortgage Securities II, Ser 2012-GCJ9, Cl A1
0.662%, 11/10/45		213		212
GS Mortgage Securities II, Ser GC13, Cl A1
1.206%, 07/10/46		141		141
GS Mortgage Securities II, Ser GC14, Cl A1
1.217%, 08/10/46		216		216
GS Mortgage Securities Trust, Ser 2011- GC5, Cl A1
1.468%, 08/10/44		118		119
GSR Mortgage Loan Trust, Ser 2005- AR4, Cl 2A1
2.738%, 11/01/14 (A) (B)		285		253

28 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
GSR Mortgage Loan Trust, Ser 2006-AR1, Cl 2A1
2.742%, 11/01/14 (A) (B)	$	330	$	309
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
2.714%, 11/01/14 (A) (B)		266		219
Hilton USA Trust, Ser HLF, Cl AFL
1.156%, 01/14/15 (A) (B)		225		225
Hilton USA Trust, Ser ORL, Cl A
1.056%, 11/15/14 (A) (B)		1,000		1,000
Impac CMB Trust, Ser 2004-9, Cl 1A1
0.912%, 11/25/14 (A) (B)		76		69
Impac CMB Trust, Ser 2005-2, Cl 1A1
0.672%, 11/03/14 (A) (B)		85		78
Impac CMB Trust, Ser 2005-3, Cl A1
0.632%, 11/25/14 (A) (B)		77		68
Impac CMB Trust, Ser 2005-5, Cl A1
0.792%, 11/25/14 (A) (B)		62		55
Impac CMB Trust, Ser 2005-8, Cl 1A
0.412%, 11/25/14 (A) (B)		204		170
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2005-LDP3, Cl A4A
4.936%, 11/01/14 (A)		1,033		1,050
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2005-LDP4, Cl A4
4.918%, 11/01/14 (A)		566		578
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2005-LDP7, Cl A4
6.058%, 11/01/14 (A)		180		190
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-CBM, Cl A
1.300%, 11/15/14 (A) (B)		875		875
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-PHH, Cl A
1.353%, 11/01/14 (A) (B)		375		376
JPMorgan Chase Commercial Mortgage Securities Trust, Ser CB11, Cl A4
5.335%, 08/12/37 (A)		347		348
JPMorgan Chase Commercial Mortgage Securities, Ser 2010-C1, Cl A1
3.853%, 06/15/43 (B)		251		253
JPMorgan Chase Commercial Mortgage Securities, Ser 2012-C8, Cl A1
0.705%, 10/15/45		90		90
JPMorgan Chase Commercial Mortgage Securities, Ser 2013-C13, Cl A1
1.303%, 01/15/46		192		193
JPMorgan Chase Commercial Mortgage Securities, Ser C3, Cl A5
4.878%, 01/15/42		392		392
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
2.534%, 11/01/14 (A) (B)		152		148

Description	Face Amount ($ Thousands)		Value ($ Thousands)
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
2.538%, 11/01/14 (A) (B)	$	173	$	147
LB-UBS Commercial Mortgage Trust, Ser 2005-C7, Cl A4
5.197%, 11/15/30 (A)		230		234
Merrill Lynch Mortgage Investors, Ser 2005-A3, Cl A1
0.422%, 11/25/14 (A) (B)		80		77
Merrill Lynch Mortgage Trust, Ser 2005-LC1, Cl A4
5.291%, 11/01/14 (A)		424		439
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1
2.828%, 11/01/14 (A) (B)		293		245
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl A4
5.378%, 08/12/48		116		124
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl A1
0.664%, 11/15/45		119		118
Morgan Stanley Capital I Trust, Ser 2005-HQ6, Cl A4A
4.989%, 08/13/42		603		609
Morgan Stanley Capital I Trust, Ser C1, Cl A1
2.602%, 09/15/47 (B)		297		301
Morgan Stanley Capital I Trust, Ser C4, Cl A1
1.085%, 03/15/45		277		278
Morgan Stanley Capital I Trust, Ser T19, Cl A4A
4.890%, 06/12/47		449		456
Morgan Stanley Re-Remic Trust, Ser 2012-IO, Cl AXA
1.000%, 03/27/51 (B)		346		346
MortgageIT Trust, Ser 2005-5, Cl A1
0.412%, 11/25/14 (A) (B)		283		260
Opteum Mortgage Acceptance Asset- Backed Pass-Through Certificates, Ser 2005-1, Cl A4
0.552%, 11/25/14 (A) (B)		18		18
Opteum Mortgage Acceptance Asset- Backed Pass-Through Certificates, Ser 2005-2, Cl AII1
0.412%, 11/25/14 (A) (B)		443		443
Paragon Mortgages PLC, Ser 2006-12A, Cl A2C
0.454%, 11/15/14 (A) (B)		118		111
Paragon Mortgages PLC, Ser 2007-15A, Cl A2C
0.344%, 01/19/15 (A) (B)		282		264
Residential Funding Mortgage Securities I, Ser 2007-SA3, Cl 2A1
3.876%, 11/01/14 (A) (B)		224		188
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
0.427%, 11/20/14 (A) (B)		36		35

29 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Silverstone Master Issuer PLC, Ser 2012-1A, Cl 1A
1.781%, 01/22/15 (A) (B)	$	300	$	302
Springleaf Mortgage Loan Trust, Ser 2013-1A, Cl A
1.270%, 06/25/58 (A) (B)		280		279
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C3, Cl A1
0.726%, 08/10/49		306		304
UBS-Citigroup Commercial Mortgage Trust, Ser 2011-C1, Cl A1
1.524%, 01/10/45		469		472
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C21, Cl A4
5.240%, 11/01/14 (A)		284		291
Wachovia Bank Commercial Mortgage Trust, Ser 2005-C22, Cl A4
5.449%, 11/01/14 (A)		278		287
Wachovia Bank Commercial Mortgage Trust, Ser C17, Cl A4
5.083%, 03/15/42 (A)		352		354
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
2.332%, 11/01/14 (A) (B)		318		294
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl A1
0.687%, 10/15/45		309		308
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-BB, Cl A2
2.615%, 11/01/14 (A) (B)		139		138
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR10, Cl 2A1
2.609%, 11/01/14 (A) (B)		264		256
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR12, Cl 1A1
2.494%, 11/01/14 (A) (B)		164		152
WFRBS Commercial Mortgage Trust, Ser 2011-C2, Cl A1
2.501%, 02/15/44 (B)		385		388
WFRBS Commercial Mortgage Trust, Ser 2011-C2, Cl A2
3.791%, 02/15/44 (B)		920		945
WFRBS Commercial Mortgage Trust, Ser 2011-C3, Cl A1
1.988%, 03/15/44 (B)		326		327
WFRBS Commercial Mortgage Trust, Ser 2012-C10, Cl A1
0.734%, 12/15/45		659		658
WFRBS Commercial Mortgage Trust, Ser 2012-C6, Cl A1
1.081%, 04/15/45		129		130
WFRBS Commercial Mortgage Trust, Ser 2012-C9, Cl A1
0.673%, 11/15/45		381		381

Description	Face Amount ($ Thousands)		Value ($ Thousands)
WFRBS Commercial Mortgage Trust, Ser C15, Cl A1
1.264%, 08/15/46	$	159	$	160
				37,525
Total Mortgage-Backed Securities (Cost $53,982) ($ Thousands)				53,260
MUNICIPAL BONDS — 6.4%
California — 0.3%
California State, Higher Education Authority, GO
5.450%, 04/01/15		355		362
University of California, Ser Y-1, RB
0.657%, 11/01/14 (A)		490		491
				853
Florida — 0.2%
Florida, Hurricane Catastrophe Fund Finance, Ser A, RB
1.298%, 07/01/16		620		626
Illinois — 0.2%
City of Chicago, Midway Airport Revenue, Ser C, RB
1.320%, 01/01/16		270		271
Illinois State, Ser B, GO
1.780%, 04/01/16		300		302
				573
Indiana — 0.1%
Indiana, Bond Bank, Ser C, RB
0.589%, 07/15/15		325		325
Kentucky — 0.2%
Louisville, Regional Airport Authority, Ser C, RB
0.769%, 07/01/16		410		409
Maine — 0.2%
Maine, Municipal Bond Bank, RB
1.068%, 06/01/15		525		525
Michigan — 0.5%
Kalamazoo, Hospital Finance Authority, Ser B, RB
3.125%, 05/15/41 (A)		750		751
Wayne County, Airport Authority, Ser A, GO
5.000%, 12/01/14		490		492
				1,243
New Jersey — 1.9%
New Jersey State, Economic Development Authority, Ser 00, RB
1.059%, 03/01/16		500		500
New Jersey State, Economic Development Authority, Ser Q, RB
1.096%, 06/15/16		2,675		2,662

30 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
New Jersey State, Transportation Trust Fund Authority, Ser B, RB
1.087%, 12/15/16	$	1,250	$	1,245
New Jersey State, Turnpike Authority, Ser B, RB
4.252%, 01/01/16		625		635
				5,042
New York — 0.2%
City of New York, Ser D-2, GO
3.250%, 12/01/14		295		295
Nassau County, Ser A, GO
2.000%, 03/16/15		340		342
				637
Ohio — 0.5%
Hamilton County, Ohio Sewer System Revenue, RB
0.803%, 12/01/15		1,200		1,205
Oregon — 0.1%
Oregon, School Boards Association, Ser A, GO
1.100%, 06/30/15 (C)		300		299
South Carolina — 0.4%
South Carolina State, Public Service Authority, Ser D, RB
1.028%, 11/01/14 (A)		935		935
Texas — 1.1%
Austin, Electric Utility Revenue, Ser B, RB
0.672%, 11/15/15		1,595		1,598
City of El Paso, Harris County Toll Road Authority, GO
1.049%, 08/15/16		455		455
Harris County, Toll Road Authority, RB
2.440%, 08/15/15		735		746
				2,799
Utah — 0.2%
Intermountain Power Agency, Sub-Ser B, RB
0.785%, 07/01/16		610		609
Wisconsin — 0.3%
Wisconsin State, Transportation Authority, Ser A, RB
0.798%, 05/01/15		780		782
Total Municipal Bonds (Cost $16,859) ($ Thousands)				16,862
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.3%
FFCB
0.157%, 11/19/14 (A)		1,100		1,100
FHLB
0.700%, 09/29/16		400		399
1.850%, 11/17/17		1,000		1,001

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FHLMC
0.800%, 11/07/16 to 11/18/16	$	900	$	899
Total U.S. Government Agency Obligations (Cost $3,406) ($ Thousands)				3,399
U.S. TREASURY OBLIGATION — 0.5%
U.S. Treasury Notes
0.065%, 11/04/14 (A)		1,200		1,200
Total U.S. Treasury Obligation (Cost $1,200) ($ Thousands)				1,200
REPURCHASE AGREEMENT (D) — 0.9%
BNP Paribas 0.130% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $2,400,026 (collateralized by various FMAC, FNMA, and GNMA obligations, ranging in par value $6,748 - $8,002,022, 3.000% - 7.000%, 06/01/16 - 09/01/44, with total market value of $2,674,708)		2,400		2,400
Total Repurchase Agreement (Cost $2,400) ($ Thousands)				2,400
Total Investments — 101.5% (Cost $266,939) ($ Thousands)†			$	266,525

A list of the open futures contracts held by the Fund at October 31, 2014, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Unrealized (Depreciation) ($ Thousands)
U.S. 10-Year Treasury Note		(30	)		Dec-2014	$	(24	)
U.S. 2-Year Treasury Note		(9	)		Dec-2014		(6	)
U.S. 5-Year Treasury Note		3			Dec-2014		(2	)
U.S. Long Treasury Bond		(3	)		Dec-2014		(6	)
						$	(38	)

For the period ended October 31, 2014, 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 $261,727 ($ Thousands).

‡ Real Estate Investment Trust.

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

31 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Ultra Short Duration Bond Fund

October 31, 2014

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

(C) Rate reported is the effective yield at time of purchase.

(D) Tri-Party Repurchase Agreement.

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FMAC — Financial Management Advisory Committee

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

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

TBA — To Be Announced

† At October 31, 2014, the tax basis cost of the Fund’s investments was $266,939, and the unrealized appreciation and depreciation were $700 ($ Thousands) and ($1,114) ($ Thousands) respectively.

The following is a summary of the inputs used as of October 31, 2014 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	$	—	$	109,881	$	—	$	109,881
Asset-Backed Securities		—		79,523		—		79,523
Mortgage-Backed Securities		—		53,260		—		53,260
Municipal Bonds		—		16,862		—		16,862
U.S. Government Agency Obligations		—		3,399		—		3,399
Repurchase Agreement		—		2,400		—		2,400
U.S. Treasury Obligation		—		1,200		—		1,200
Total Investments in Securities	$	—	$	266,525	$	—	$	266,525

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Depreciation	$	(38	)	$	—	$	—	$	(38	)
Total Other Financial Instruments	$	(38	)	$	—	$	—	$	(38	)

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

As of October 31, 2014, there were no significant transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

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

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

32 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Short – Duration Government Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 31.0%
FHLMC
0.875%, 02/22/17 (C)	$	70,815	$	71,051
FNMA
1.250%, 09/28/16		65,475		66,365
1.250%, 01/30/17		60,125		60,824
0.875%, 05/21/18		35,400		34,850
Total U.S. Government Agency Obligations (Cost $232,262) ($ Thousands)				233,090
U.S. TREASURY OBLIGATIONS — 30.5%
U.S. Treasury Notes
4.500%, 11/15/15		97,375		101,719
0.875%, 04/30/17		118,065		118,452
1.500%, 01/31/19		9,075		9,091
Total U.S. Treasury Obligations (Cost $228,639) ($ Thousands)				229,262
MORTGAGE-BACKED SECURITIES — 29.1%
Agency Mortgage-Backed Obligations — 29.1%
FHLMC
4.879%, 05/19/17		5,000		5,424
4.500%, 02/01/22 to 06/01/26		10,982		11,724
2.568%, 11/01/14 (A)		5,534		5,721
2.465%, 11/01/14 (A)		29		29
2.438%, 11/01/14 (A)		46		47
2.394%, 11/01/14 (A)		7		7
2.384%, 11/01/14 (A)		12		12
2.375%, 11/01/14 (A)		14		14
2.373%, 11/01/14 (A)		4		4
2.329%, 11/01/14 (A)		1,123		1,184
2.327%, 11/01/14 (A)		40		40
2.310%, 11/01/14 to 11/01/14 (A)		21		21
2.302%, 11/01/14 (A)		3		3
2.278%, 11/01/14 (A)		47		49
2.260%, 11/01/14 (A)		11		11
2.250%, 11/01/14 to 11/01/14 (A)		9		9
2.235%, 11/01/14 (A)		61		62
2.142%, 11/01/14 (A)		13		14
2.125%, 11/01/14 to 11/01/14 (A)		28		30
2.000%, 11/01/14 to 11/01/14 (A)		3		3
1.883%, 05/25/19		6,000		6,003
1.875%, 11/01/14 to 11/01/14 (A)		4		4
1.625%, 11/01/14 to 11/01/14 (A)		7		6
FHLMC REMIC, Ser 2002-42, Cl A5
7.500%, 02/25/42		506		591
FHLMC REMIC, Ser 2004-2864, Cl NV
4.500%, 08/15/15		428		431
FHLMC REMIC, Ser 2006-3148, Cl CF
0.553%, 11/15/14 (A)		514		517
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/40		5,815		6,280
FHLMC REMIC, Ser 3153, Cl FX
0.503%, 11/15/14 (A)		202		203

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FHLMC, Ser K022, Cl A2
2.355%, 07/25/22	$	1,600	$	1,574
FHLMC, Ser KGRP, Cl A
0.537%, 11/25/14 (A)		6,152		6,146
FNMA
7.000%, 06/01/37		17		19
6.500%, 05/01/26 to 09/01/36		487		562
6.000%, 02/01/23 to 09/01/24		5,210		5,803
5.500%, 06/01/16 to 12/01/25		1,391		1,531
5.300%, 07/01/19		890		967
5.250%, 08/01/24		1,314		1,538
5.140%, 11/01/14 (A)		3,028		3,150
5.090%, 11/01/14 (A)		3,852		4,005
5.000%, 03/01/19 to 04/01/41		4,482		4,979
4.771%, 11/01/14 (A)		6,381		6,477
4.500%, 04/01/26 to 10/01/31		6,172		6,713
4.070%, 04/01/19		1,198		1,292
4.000%, 05/01/26 to 08/01/26		4,454		4,778
3.890%, 01/01/24		1,149		1,247
3.840%, 08/01/21		1,339		1,459
3.800%, 01/01/23		1,981		2,129
3.750%, 06/01/22		1,264		1,363
3.500%, 11/01/21		1,603		1,702
3.470%, 11/01/20		169		180
3.400%, 03/01/22		3,762		3,991
3.270%, 05/01/21		502		527
3.260%, 12/01/20		593		628
3.250%, 04/01/21 to 11/01/21		2,706		2,845
3.050%, 10/01/20		59		62
2.990%, 10/01/17		3,268		3,419
2.830%, 05/01/21		458		470
2.720%, 05/01/21		2,174		2,218
2.515%, 10/01/22		700		697
2.400%, 10/01/22		485		480
2.360%, 06/01/19		1,540		1,571
2.350%, 10/01/22		1,491		1,471
2.343%, 11/01/14 (A)		314		333
2.310%, 10/01/22		2,320		2,283
2.268%, 11/01/14 (A)		26		27
2.250%, 10/01/22 to 10/01/22		5,391		5,284
2.220%, 10/01/22		2,305		2,264
2.112%, 11/01/14 (A)		493		517
2.104%, 11/01/14 (A)		41		43
2.039%, 11/01/14 (A)		221		234
1.964%, 11/01/14 (A)		289		293
1.956%, 11/01/14 (A)		97		98
FNMA REMIC, Ser 1992-61, Cl FA
0.802%, 11/25/14 (A)		69		70
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/23		27		30
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/23		14		16
FNMA REMIC, Ser 1994-77, Cl FB
1.652%, 11/25/14 (A)		5		6
FNMA REMIC, Ser 2001-51, Cl QN
6.000%, 10/25/16		24		25
FNMA REMIC, Ser 2002-3, Cl PG
5.500%, 02/25/17		127		132
FNMA REMIC, Ser 2002-53, Cl FK
0.552%, 11/25/14 (A)		103		104

33 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Short – Duration Government Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
FNMA REMIC, Ser 2003-76, Cl CA
3.750%, 07/25/33	$	142	$	147
FNMA REMIC, Ser 2006-76, Cl QF
0.552%, 11/25/14 (A)		957		963
FNMA REMIC, Ser 2006-79, Cl DF
0.502%, 11/25/14 (A)		821		825
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/37		1,031		1,116
FNMA REMIC, Ser 2010-149, Cl VA
4.500%, 02/25/22		7,251		7,753
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/40		4,449		4,852
FNMA TBA
5.000%, 11/01/37		900		997
4.500%, 11/15/34		18,100		19,616
3.000%, 11/15/42		7,400		7,401
FNMA, Ser 2010-M5, Cl A2
2.806%, 07/25/20		13,700		14,176
GNMA
6.500%, 04/15/17 to 02/20/39		696		797
6.000%, 06/15/16 to 06/15/41		16,293		18,588
5.500%, 10/15/34 to 02/15/41		5,681		6,330
5.000%, 09/15/39 to 04/15/41		3,816		4,235
4.000%, 07/15/41 to 04/15/43		473		506
GNMA TBA
6.000%, 11/01/33		1,600		1,805
5.500%, 11/01/33		500		557
4.500%, 11/22/33		1,300		1,419
3.500%, 11/15/40		200		209
NCUA Guaranteed Notes, Ser 2010-R1, Cl 2A
1.840%, 10/07/20		190		192
Total Mortgage-Backed Securities (Cost $213,597) ($ Thousands)				218,679
REPURCHASE AGREEMENTS (B) — 13.8%
BNP Paribas 0.130% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $75,800,821 (collateralized by FNMA, GNMA and FMAC, ranging in par value $251,657 - $15,650,000, 2.500% - 6.500%, 01/01/18 - 05/01/44, with total market value of $77,316,000) (A)		75,800		75,800

Description	Face Amount ($ Thousands)		Value ($ Thousands)
Deutsche Bank 0.140% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $28,300,330 (collateralized by U.S. Treasury Notes, GNMA and FMAC, ranging in par value $2,724,500 - $23,509,055, 0.000% - 5.000%, 06/09/15 - 08/15/41, with total market value of $28,866,000) (A)	$	28,300	$	28,300
Total Repurchase Agreements (Cost $104,100) ($ Thousands)				104,100
Total Investments — 104.4% (Cost $778,598) ($ Thousands)†			$	785,131

A list of the open futures contracts held by the Fund at October 31, 2014, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S 10-Year Treasury Note		123			Dec-2014	$	(14	)
U.S. 2-Year Treasury Note		(529	)		Dec-2014		(419	)
U.S. 2-Year Treasury Note		274			Dec-2014		213
U.S. Long Treasury Bond		46			Dec-2014		(28	)
						$	(248	)

For the period ended October 31, 2014, 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 $752,126 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) Tri-Party Repurchase Agreement.

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

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FMAC — Financial Management Advisory Committee

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

NCUA — National Credit Union Association

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

34 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Short – Duration Government Fund

October 31, 2014

† At October 31, 2014, the tax basis cost of the Fund’s investments was $ 778,598, and the unrealized appreciation and depreciation were $7,325 ($ Thousands) and $(792) ($ Thousands), respectively.

The following is a summary of the inputs used as of October 31, 2014 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Government Agency Obligations	$	—	$	233,090	$	—	$	233,090
Mortgage-Backed Securities		—		218,679		—		218,679
Repurchase Agreements		—		104,100		—		104,100
U.S. Treasury Obligations		—		229,262		—		229,262
Total Investments in Securities	$	—	$	785,131	$	—	$	785,131

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	213		$	—	$	—	$	213
Unrealized Depreciation		(461	)		—		—		(461	)
Total Other Financial Instruments	$	(248	)	$	—	$	—	$	(248	)

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

As of October 31, 2014, there were no significant transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

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

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

35 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Intermediate – Duration Government Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 74.8%
Agency Mortgage-Backed Obligations — 74.8%
FHLMC
6.500%, 01/01/18 to 12/01/32	$	94	$	109
6.000%, 09/01/24		327		369
5.500%, 06/01/19 to 12/01/20		156		166
2.568%, 11/01/14 (A)		254		263
FHLMC REMIC, Ser 1990-165, Cl K
6.500%, 09/15/21		3		3
FHLMC REMIC, Ser 2004-2802, Cl PF
0.553%, 11/15/14 (A)		151		152
FNMA
6.500%, 03/01/33 to 10/01/34		70		81
6.000%, 02/01/23		155		172
5.500%, 12/01/25		889		991
5.250%, 08/01/24		657		769
5.010%, 04/01/19		1,015		1,137
5.000%, 06/01/23 to 04/01/41		1,182		1,290
4.500%, 04/01/26 to 10/01/31		532		579
4.000%, 05/01/26 to 08/01/26		347		372
3.500%, 11/01/21		52		56
3.270%, 05/01/21		15		16
3.250%, 04/01/21 to 11/01/21		82		86
3.070%, 01/01/22		761		790
3.050%, 10/01/20		25		26
2.830%, 05/01/21		15		15
2.720%, 05/01/21		74		76
2.515%, 10/01/22		55		55
2.400%, 10/01/22		36		36
2.360%, 06/01/19		50		51
2.350%, 10/01/22		116		114
2.310%, 10/01/22		180		177
2.250%, 10/01/22		92		90
2.220%, 10/01/22		176		173
FNMA REMIC, Ser 2001-51, Cl QN
6.000%, 10/25/16		33		35
FNMA REMIC, Ser 2003-48, Cl GH
5.500%, 06/25/33		1,792		1,996
FNMA REMIC, Ser 2006-79, Cl DF
0.502%, 11/25/14 (A)		145		146
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/37		179		194
FNMA REMIC, Ser 2010-149, Cl VA
4.500%, 02/25/22		742		793
FNMA, Ser 2010-M5, Cl A2
2.806%, 07/25/20		3,300		3,415
GNMA
8.750%, 07/20/17 to 07/20/17		4		3
8.500%, 11/20/16 to 08/20/17		10		10
7.500%, 11/15/25 to 03/15/27		11		13
6.000%, 09/15/24		327		369
5.000%, 05/15/40 to 06/15/40		47		52
4.500%, 06/15/41		191		208
4.000%, 07/15/41		230		246

Description	Face Amount ($ Thousands)		Value ($ Thousands)
NCUA Guaranteed Notes, Ser 2010-R1, Cl 2A
1.840%, 10/07/20	$	46	$	47
				15,741
Total Mortgage-Backed Securities (Cost $15,360) ($ Thousands)				15,741
U.S GOVERNMENT AGENCY OBLIGATION — 12.2%
FHLMC
0.875%, 03/07/18		2,600		2,569
Total U.S Government Agency Obligation (Cost $2,562) ($ Thousands)				2,569
U.S. TREASURY OBLIGATIONS — 8.7%
U.S. Treasury Notes
1.500%, 01/31/19		1,525		1,528
2.375%, 08/15/24		300		301
Total U.S. Treasury Obligations (Cost $1,822) ($ Thousands)				1,829
ASSET-BACKED SECURITY — 0.5%
Other — 0.5%
Small Business Administration, Ser 2005-P10B, Cl 1
4.940%, 08/10/15		96		98
Total Asset-Backed Security (Cost $96) ($ Thousands)				98
REPURCHASE AGREEMENT — 2.8%
BNP Paribas 0.130% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $600,007 (collateralized by various FNMA, GNMA and FMAC obligations, ranging in par value $1,000 - $21,558,107, 0.000% - 7.500%, 11/01/14 - 07/01/44, with total market value of $816,000)		600		600
Total Repurchase Agreement (Cost $600) ($ Thousands)				600
Total Investments — 99.0% (Cost $20,440) ($ Thousands)†			$	20,837

36 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

Intermediate – Duration Government Fund

October 31, 2014

A list of the open futures contracts held by the Fund at October 31, 2014, is as follows:

Type of Contract	Number of Contracts Long/(Short)			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S 10-Year Treasury Note		(8	)		Dec-2014	$	11
U.S. 2-Year Treasury Note		(21	)		Dec-2014		(13	)
U.S. 5-Year Treasury Note		97			Dec-2014		61
U.S. Long Treasury Bond		(2	)		Dec-2014		4
						$	63

For the period ended October 31, 2014, 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 $21,057 ($ Thousands).

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FMAC — Financial Management Advisory Committee

GNMA — Government National Mortgage Association

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

† At October 31, 2014, the tax basis cost of the Fund’s investments was $20,440, and the unrealized appreciation and depreciation were $556 ($ Thousands) and ($159) ($ Thousands), respectively.

The following is a summary of the inputs used as of October 31, 2014 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	$	—	$	15,741	$	—	$	15,741
U.S. Government Agency Obligation		—		2,569		—		2,569
Repurchase Agreement		—		600		—		600
Asset-Backed Security		—		98		—		98
U.S. Treasury Obligations		—		1,829		—		1,829
Total Investments in Securities	$	—	$	20,837	$	—	$	20,837

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	76		$	—	$	—	$	76
Unrealized Depreciation	$	(13	)	$	—	$	—	$	(13	)
Total Other Financial Instruments	$	63		$	—	$	—	$	63

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

As of October 31, 2014, there were no significant transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

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

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

37 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

GNMA Fund

October 31, 2014

Description	Face Amount ($ Thousands)		Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 97.2%
Agency Mortgage-Backed Obligations — 97.2%
FHLMC REMIC, Ser 2010-3631, Cl PS, IO	$	6,970	$	942
6.297%, 11/15/14
FHLMC, Ser K022, Cl A2
2.355%, 07/25/22		1,600		1,574
FNMA
8.000%, 07/01/25 to 09/01/28		35		38
7.000%, 08/01/29 to 09/01/32		123		140
6.500%, 09/01/32		88		100
4.250%, 10/01/28		4,635		5,121
4.180%, 11/01/28		1,720		1,889
FNMA REMIC, Ser 1990-91, Cl G
7.000%, 08/25/20		15		17
FNMA REMIC, Ser 1992-105, Cl B
7.000%, 06/25/22		30		34
FNMA REMIC, Ser 2002-42, Cl C
6.000%, 07/25/17		293		308
FNMA TBA
4.500%, 11/15/34		1,900		2,059
3.500%, 11/01/40 to 12/01/40		300		310
3.000%, 11/15/42		900		900
GNMA
10.000%, 05/15/16 to 09/15/19		10		9
9.500%, 08/15/17 to 10/15/20		18		17
9.000%, 12/15/17 to 05/15/22		64		64
8.500%, 10/15/16 to 06/15/17		10		11
8.000%, 04/15/17 to 03/15/32		326		364
7.750%, 10/15/26		27		31
7.500%, 02/15/27 to 10/15/35		235		278
7.250%, 01/15/28		75		84
7.000%, 04/15/19 to 06/20/38		2,933		3,443
6.750%, 11/15/27		12		14
6.500%, 09/15/16 to 10/15/38		1,137		1,293
6.000%, 07/15/24 to 03/15/41		2,466		2,787
5.500%, 01/15/33 to 02/15/41		3,870		4,351
5.000%, 06/15/33 to 03/15/41		11,620		12,904
4.500%, 08/15/33 to 09/20/41		7,203		7,873
4.000%, 08/20/39 to 04/15/43		9,693		10,383
3.875%, 05/15/42		2,060		2,196
3.500%, 03/20/41		497		522
GNMA REMIC, Ser 2002-45, Cl QE
6.500%, 06/20/32		413		470
GNMA REMIC, Ser 2005-70, Cl AI, IO
5.000%, 10/20/33		183		1
GNMA TBA
4.500%, 11/01/33 to 11/15/39		4,800		5,196
4.000%, 11/01/35 to 11/01/39		7,300		7,806
3.500%, 11/15/40 to 11/15/41		22,700		23,740
3.000%, 11/01/42 to 11/20/42		9,450		9,627
GNMA, Ser 2003-9, Cl Z
5.500%, 01/20/33		1,162		1,273
Total Mortgage-Backed Securities (Cost $104,587) ($ Thousands)				108,169

Description	Face Amount ($ Thousands)		Value ($ Thousands)
REPURCHASE AGREEMENTS (B) — 47.4%
BNP Paribas 0.130% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $24,600,267 (collateralized by various FNMA, GNMA and FMAC obligations, ranging in par value $3,691 - $11,305,443, 2.500% - 6.500%, 10/01/17 - 03/20/44, with total market value of 25,092,000) (A)	$	24,600	$	24,600
Deutsche Bank 0.140% dated 10/31/14, to be repurchased on 11/03/14, repurchase price $28,200,329 (collateralized by GNMA, par value $27,125,164, 4.000%, 07/20/14, with total market value of $28,764,000) (A)		28,200		28,200
Total Repurchase Agreements (Cost $52,800) ($ Thousands)				52,800
Total Investments — 144.6% (Cost $157,387) ($ Thousands)†			$	160,969

A list of the open futures contracts held by the Fund at October 31, 2014, is as follows:

Type of Contract	Number of Contracts Long			Expiration Date		Unrealized Appreciation (Depreciation) ($ Thousands)
U.S 10-Year Treasury Note		7			Dec-2014	$	—
U.S. 2-Year Treasury Note		27			Dec-2014		(19	)
U.S. 2-Year Treasury Note		(1	)		Dec-2014		—
U.S. Long Treasury Bond		19			Dec-2014		29
						$	10

For the period ended October 31, 2014, 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 $111,308 ($ Thousands).

(A) Floating Rate Instrument. The rate reflected on the Schedule of Investments is the rate in effect on October 31, 2014. The demand and interest rate reset features give this security a shorter effective maturity date.

(B) Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FMAC — Financial Management Advisory Committee

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

† At October 31, 2014, the tax basis cost of the Fund’s investments was $157,387, and the unrealized appreciation and depreciation were $3,907 ($ Thousands) and $(325) ($ Thousands), respectively.

38 SEI Daily Income Trust / Quarterly Report / October 31, 2014

SCHEDULE OF INVESTMENTS (Unaudited)

GNMA Fund

October 31, 2014

The following is a summary of the inputs used as of October 31, 2014 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	$	—	$	108,169	$	—	$	108,169
Repurchase Agreements		—		52,800		—		52,800
Total Investments in Securities	$	—	$	160,969	$	—	$	160,969

Other Financial Instruments	Level 1			Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	29		$	—	$	—	$	29
Unrealized Depreciation	$	(19	)	$	—	$	—	$	(19	)
Total Other Financial Instruments	$	10		$	—	$	—	$	10

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

As of October 31, 2014, there were no significant transfers between Level 1 and Level 2 assets and liabilities. As of October 31, 2014, there were no Level 3 securities.

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

For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual or annual financial statements.

39 SEI Daily Income Trust / Quarterly Report / October 31, 2014

Item 2. 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) as amended (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 Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as amended 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 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.

Item 3. Exhibits.

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

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
Date: December 24, 2014

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
Date: December 24, 2014

By	/s/ Peter A. Rodriguez
	Peter A. Rodriguez
	Controller & CFO
Date: December 24, 2014