Given the gap between the births of Susan and Josephine, I think we may presume that all of the children in the 1860 census are Nancy's.  The question then remains as to which are Daniel's biological children and which are adopted (i.e., from Nancy's earlier marriage).

1.  Illinois Statewide Marriage Index, 1763–1900:  not found.

2.  Heritage Quest CD M19-90.

1830

NY

Genesee Co.

Batavia

p. 328A

Daniel Holt

000 110 - 200 010

This film is so scratchy, I haven't a great deal of confidence that I've extracted the numbers correctly.  These data indicate:

No. & Sex	Age Class	Therefore Born	Individuals Inferred
1 male	15-19	1810-1815	= ?
1 male	20-29	1800-1810	= Daniel (b. 1805/6)
2 females	4 or under	1825-1830	= Mary Ann (b. 1829) = Julia (b. 1827)
1 female	20-29	1800-1810	= Sarah

The teenage boy is too old to be their son.  Listed next to Sarah's father, Gurdon HUNTINGTON. 

3.  Family Quest Archives:  New York Federal Census 1840:  Niagara County.  Heritage Quest CD M704-311:

1840

NY

Niagara Co.

Somerset

p. 149a

Daniel R? Holt

001 001 - 122 011

The names were extremely difficult to read.  These data indicate:

No. & Sex	Age Class	Therefore Born	Individuals Inferred
1 male	10-14	1825-1830	= ?
1 male	30-39	1800-1810	= Daniel (b. 1805/6)
1 female	4 or under	1835-1840	= Daughter? B
2 females	5-9	1830-1835	= Daughter? A = Susan (b. 1833)
2 females	10-14	1825-1830	= Mary (b. 1829) = Julia (b. 1827)
1 female	20-29	1810-1820	= Nancy? (b. 1818/9)
1 female	30-39	1800-1810	= Sarah? (b. 1804-10)

I was hoping the numbers from the 1840 census would show whether Daniel's wife at the time was Sarah or Nancy.  Unfortunately, we have two older females in the household, each the right age to be Nancy or Sarah!  Certainly, the female in her 20's is too old to be Daniel's daughter, so one of the two older woman has to be hired help, a boarder, our some other kin.  No male born 1825-30 shows up in the household in the 1830 census, so this boy would not appear to be Daniel's child, which raises the question whether the two youngest girls are his children.  It does appear that another adult woman, with a son and perhaps one or two daughters, is living with them.  Listed 18 lines from Sarah's father, Gurdon HUNTINGTON. 

4a.  Census Index:  U.S. Selected Counties, 1850 (Broderbund CD-317):  can't find in Carroll Co., IL; none of the other Daniel HOLTs in the index appear obviously to be our subject.

4b.  Family Quest Archives:  Ohio Federal Census 1850:  Geauga County.  Heritage Quest CD M432-682:  not found, and I scanned all 420 pages!!

5a.  Census Index:  U.S. Selected Counties, 1860 (Broderbund CD-318):  not found, but see next source.  Although Sylvester CARTER and Alfred THOMPSON were both in this index, Daniel HOLT is missing.

5b.  Family Quest Archives:  Illinois 1860 Census: Calhoun and Carroll Counties.  Heritage Quest CD M653-159:  Fairhaven P.O., Fairhaven Twp., Carroll Co., IL, p. 999, 1266/1172, enumerated 12 Jul 1860 (extracted by Diana Gale Matthiesen:

Danl P Holt	54	M	Farmer	9000	7000	Vt
Nancy    "	41	F				NY
Josephine "	14	F				Mo
Frances   "	12	F				"
Albert    "	11	M				Ill
Emma      "	9	F				"
Edward    "	2	M				"
Sylvester Carter	19	M	Farm Labor			NY
Alfred Thompson	18	M				Ohio

The question here is:  which children are from their earlier marriages and which are from this marriage?  Listed next to Daniel's widowed mother, Abigail, who is living with Daniel's half-brother, Lucien GALUSHA, in one direction; and, in the other direction, listed five households from Daniel's brother, Elijah HOLT. 

6.  1870 Census.

7.  1880 Census.

9.  Daniel S. Durrie  1864.  A Genealogical History of the Holt Family in the United States: more particularly, Descendants of Nicholas Holt of Newbury and Andover, Mass., 1634-1644.  Munsell, Albany.

p. 136	1. DANIEL7 P. (3327) b. Brandon, Vt.; m. Nov. 24, 1824, Sarah, daughter of Gurdon Huntington of Batavia, N.Y.; removed to Somerset, Niagara county, N.Y., and subsequently to Savanna, Carrol county, Ill., where he now resides.  Has been for a number of years postmaster. 5 ch.
p. 202	Children of Daniel7 P. (1966) and Sarah (Huntington) Holt. 3327.  1.  HENRY8 G. b. Batavia, N.Y., July 19, 1825; d. July 9, 1826. 3328.  2.  JULIA8 E. b. Batavia Mar. 3, 1827. 3329.  3.  MARY8 ANN b. Somerset Apr., 1829. 3330.  4.  DAVID8 E. b. Somerset Mar. 26, 1831. 3331.  5.  SUSAN8 M. b. Somerset Apr.2, 1833.

The 1830 census shows them still in Batavia, so Mary Ann's birthplace is incorrect.

10.  Emails from Kathleen Hontz, Grecia DeRossett.