The trio, who all achieved victories on day one, top their respective groups ahead of the knockout rounds at the weekend.
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McIlroy, who is the defending champion, was tested by Smylie Kaufman, but he managed to come from behind twice to claim a 3&1 win.
Day, who has recently been struggling with a back injury, impressed on the first hole with an eagle and went on to beat Thongchai Jaidee 5&3.
The Australian is guaranteed at least a playoff place as he is one point ahead of the field in Group 2.