UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form N-PX ANNUAL REPORT OF PROXY VOTING RECORD OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act File Number: 811-3451 SEI Daily Income Trust Registrant SEI Daily Income Trust CT Corporation System 101 Federal Street Boston, MA 02110 (800) 342-5734 Agent for Service CT Corporation System 101 Federal Street Boston, MA 02110 Date of Fiscal Year End: 1/31 Date of Reporting Period: July 1, 2004 to June 30, 2005 Ultra Short Bond Fund The Ultra Short Bond Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. GNMA Fund The GNMA Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Government II Fund The Government II Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Government Fund The Government Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Intermediate-Duration Government Fund The Intermediate-Duration Government Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Money Market Fund The Money Market Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Prime Obligation Fund The Prime Obligation Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Short-Duration Government Fund The Short-Duration Government Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Treasury II Fund The Treasury II Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Treasury Fund The Treasury Fund invests in securities that do not have voting rights. No votes have been cast on securities by this fund during the reporting period. Signatures Pursuant to the requirements of 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. Name of Registrant: SEI Daily Income Trust By: /s/Edward D. Loughlin President Date: August 31, 2005