N-MFP2 0000701939 XXXXXXXX 2019-02-28 0000701939 S000006774 1 N N 002-77048 SEI Investments Management Corporation 801-24593 BLACKROCK INVESTMENTS, LLC 801-56972 KPMG Philadelphia PA SEI Investments Global Funds Services SEI Institutional Transfer Agent, Inc 0001451217 084-06349 N N N Treasury N 31 101 600466040.10 586415420.70 645279062.20 636900896.70 600466040.10 586415420.70 645279062.20 636900896.70 0.00 0.9999 0.9875 0.9957 0.9990 0.9999 0.9875 0.9957 0.9990 0.0000 803945.85 555095038.17 555093584.71 231031.34 1066486.90 555062075.00 555198626.7540 1.0000 0.0243 0.9999 0.9999 0.9999 0.9998 0.0000 C000018368 1.00 555062075.00 555198626.7540 0.9999 0.9999 0.9999 0.9998 0.0000 52649837.58 49401373.10 24472671.77 38799709.77 50467902.95 52736621.09 26776381.43 28939450.55 0.00 0.00 136824390.04 176180866.95 0.0223 Y SEI Investments Management Corporation Advisor Waiver, 10851.11 SEI Investments Global Funds Services Administrator Waiver, 6066.90 SEI Investments Distribution Co Shareholder Servicing Waiver, 108515.91 UNITED STATES TREASURY TREASURY BILL 912796RC5 254900HROIFWPRGM1V77 US912796RC50 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-03-21 2019-03-21 2019-03-21 N N N 0.0220 16977841.01 16977841.01 0.0306 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-05-02 2019-05-02 2019-05-02 N N N 0.0240 31868146.56 31868146.56 0.0574 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0238 11725538.08 11725538.07 0.0211 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SA8 254900HROIFWPRGM1V77 US912796SA85 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-07-25 2019-07-25 2019-07-25 N N N 0.0245 25577802.34 25577802.33 0.0461 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SC4 254900HROIFWPRGM1V77 US912796SC42 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-08 2019-08-08 2019-08-08 N N N 0.0245 915030.55 915030.55 0.0016 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-29 2019-08-29 2019-08-29 N N N 0.0247 9877196.50 9877196.50 0.0178 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UR8 254900HROIFWPRGM1V77 US912796UR82 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-03-05 2019-03-05 2019-03-05 N N N 0.0191 6578285.52 6578285.51 0.0119 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796US6 254900HROIFWPRGM1V77 US912796US65 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-03-12 2019-03-12 2019-03-12 N N N 0.0219 23977750.71 23977750.71 0.0432 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UT4 254900HROIFWPRGM1V77 US912796UT49 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-03-19 2019-03-19 2019-03-19 N N N 0.0227 168161335.20 168161335.20 0.3030 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UU1 254900HROIFWPRGM1V77 US912796UU12 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-03-26 2019-03-26 2019-03-26 N N N 0.0227 143995859.81 143995859.81 0.2594 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796XJ3 254900HROIFWPRGM1V77 US912796XJ30 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 4755000.00 4755000.00 0.0086 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0249 3448757.81 3448757.81 0.0062 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.480000% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2019-07-31 2019-07-31 N N N 0.0248 5646201.43 5646201.42 0.0102 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.468000% 9128283B4 254900HROIFWPRGM1V77 US9128283B45 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2019-10-31 2019-10-31 N N N 0.0247 12001553.40 12001553.40 0.0216 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.420000% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2020-01-31 2020-01-31 N N N 0.0242 22745239.11 22745239.10 0.0410 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.453000% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2020-04-30 2020-04-30 N N N 0.0245 25865166.46 25865166.46 0.0466 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.465000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2020-10-31 2020-10-31 N N N 0.0247 8992440.36 8992440.36 0.0162 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.535000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2021-01-31 2021-01-31 N N N 0.0253 10133415.59 10133415.59 0.0183 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.125000% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0246 485642.32 485642.31 0.0009 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828R44 254900HROIFWPRGM1V77 US912828R440 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0243 249179.96 249179.95 0.0004 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828TR1 254900HROIFWPRGM1V77 US912828TR12 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0252 708659.96 708659.95 0.0013 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.490000% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2019-04-30 2019-04-30 N N N 0.0249 14411504.12 14411504.11 0.0260 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.463000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-01 2020-07-31 2020-07-31 N N N 0.0245 5997491.46 5997491.46 0.0108 N Y Y N SEI DAILY INCOME TRUST 2019-03-07 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director