N-MFP2 0000701939 XXXXXXXX 2020-01-31 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 40 98 419428357.96 428633617.01 460990586.37 430293913.65 414952841.08 419428357.96 428633617.01 460990586.37 430293913.65 414952841.08 0.9990 0.9989 0.9989 0.9987 0.9998 0.9990 0.9989 0.9989 0.9987 0.9998 2011033.42 413061750.09 412941807.66 94046.64 13571013.15 401475874.57 401596856.0540 1.0000 0.0164 1.0000 1.0000 1.0000 1.0000 1.0000 C000018368 1.00 401475874.57 401596856.0540 1.0000 1.0000 1.0000 1.0000 1.0000 26362047.89 24105272.86 34544124.58 24459493.94 44011114.63 47604491.02 22118100.11 25881122.58 21378007.73 26372423.15 130424853.01 132220506.89 0.0144 Y SEI Investments Management Corporation Advisor Waiver, 8660.64 SEI Investments Global Funds Services Administrator Waiver, 3067.98 SEI Investments Distribution Co Shareholder Servicing Waiver, 86601.69 UNITED STATES TREASURY TREASURY BILL 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-02-27 2020-02-27 2020-02-27 N N N 0.0156 7867295.65 7867295.65 0.0196 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SM2 254900HROIFWPRGM1V77 US912796SM24 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0234 7898110.79 7898110.79 0.0197 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TE9 254900HROIFWPRGM1V77 US912796TE98 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0122 34995734.20 34995734.20 0.0872 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0136 9995916.70 9995916.70 0.0249 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0167 25282387.91 25282387.91 0.0630 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TJ8 254900HROIFWPRGM1V77 US912796TJ85 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0175 1322884.88 1322884.87 0.0033 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-03-12 2020-03-12 2020-03-12 N N N 0.0153 27834863.40 27834863.39 0.0693 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TQ2 254900HROIFWPRGM1V77 US912796TQ29 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0155 5768720.03 5768720.02 0.0144 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TS8 254900HROIFWPRGM1V77 US912796TS84 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0160 9963262.60 9963262.60 0.0248 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TT6 254900HROIFWPRGM1V77 US912796TT67 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0153 3675210.26 3675210.25 0.0092 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TW9 254900HROIFWPRGM1V77 US912796TW96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0157 2736638.44 2736638.43 0.0068 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796WR6 254900HROIFWPRGM1V77 US912796WR64 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-02-04 2020-02-04 2020-02-04 N N N 0.0111 8269683.51 8269683.50 0.0206 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796WS4 254900HROIFWPRGM1V77 US912796WS48 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-02-11 2020-02-11 2020-02-11 N N N 0.0136 15994911.04 15994911.04 0.0398 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796WT2 254900HROIFWPRGM1V77 US912796WT21 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-02-18 2020-02-18 2020-02-18 N N N 0.0142 50969028.21 50969028.21 0.1270 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796WV7 254900HROIFWPRGM1V77 US912796WV76 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0142 30961730.19 30961730.19 0.0771 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796WY1 254900HROIFWPRGM1V77 US912796WY16 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-07-30 2020-07-30 2020-07-30 N N N 0.0154 14888657.25 14888657.25 0.0371 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796XC8 254900HROIFWPRGM1V77 US912796XC86 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-03-24 2020-03-24 2020-03-24 N N N 0.0148 27631831.89 27631831.89 0.0688 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0161 390578.91 390578.90 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.250000% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0204 1025967.11 1025967.10 0.0026 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.375000% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0186 1001679.69 1001679.69 0.0025 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.569000% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-01 2020-04-30 2020-04-30 N N N 0.0157 55877224.94 55877224.94 0.1392 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.750000% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0161 528999.02 528999.02 0.0013 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.581000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-01 2020-10-31 2020-10-31 N N N 0.0158 8996974.02 8996974.02 0.0224 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.750000% 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0162 171653.52 171653.51 0.0004 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.500000% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0163 8850752.91 8850752.90 0.0220 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.651000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-01 2021-01-31 2021-01-31 N N N 0.0165 10143288.00 10143287.99 0.0253 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.756000% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-01 2021-07-31 2021-07-31 N N N 0.0176 12017871.72 12017871.72 0.0299 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0166 291087.50 291087.50 0.0007 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.375000% 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0166 322400.00 322400.00 0.0008 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0202 704712.28 704712.28 0.0018 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828K58 254900HROIFWPRGM1V77 US912828K585 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0158 3727668.75 3727668.75 0.0093 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828L65 254900HROIFWPRGM1V77 US912828L658 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0162 1268362.89 1268362.89 0.0032 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0166 495270.71 495270.70 0.0012 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.500000% 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0188 718714.65 718714.64 0.0018 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0167 398286.52 398286.52 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0201 839671.88 839671.87 0.0021 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0184 1079493.75 1079493.75 0.0027 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0185 135021.09 135021.09 0.0003 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.579000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-01 2020-07-31 2020-07-31 N N N 0.0158 10998528.64 10998528.64 0.0274 N Y Y N UNITED STATES TREASURY US TREASURY FRN 1.836000% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-01 2021-10-31 2021-10-31 N N N 0.0183 7020674.78 7020674.78 0.0175 N Y Y N SEI DAILY INCOME TRUST 2020-02-07 Jim Hoffmayer Jim Hoffmayer Fund Accounting Director