NPORT-EX 2 SAAT.htm SCHEDULE F FOR VALIDATION PURPOSES ONLY - [847465.TX]

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Defensive Strategy Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Fixed Income Funds — 56.0%

      

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      861,814      $ 9,127  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

      455,942        4,559  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      151,458        1,830  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      147,411        1,511  
 

Total Fixed Income Funds
(Cost $16,853) ($ Thousands)

         17,027  

Multi-Asset Funds — 29.9%

      

SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y

      594,650        6,059  

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      144,403        1,515  

SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y

      194,459        1,517  
 

Total Multi-Asset Funds
(Cost $9,133) ($ Thousands)

         9,091  
     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

 

Equity Funds — 9.1%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      151,919      $ 1,530  

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      79,118        1,229  
 

Total Equity Funds
(Cost $2,754) ($ Thousands)

         2,759  

Money Market Fund — 5.0%

      

SEI Daily Income Trust Government Fund, Cl F, 0.030%**

      1,519,260        1,519  
 

Total Money Market Fund
(Cost $1,519) ($ Thousands)

         1,519  

Total Investments in Securities — 100.0%
(Cost $30,259) ($ Thousands)

 

    $ 30,396  
           

Percentages are based on Net Assets of $30,394 ($ Thousands).

** Rate shown is the 7-day effective yield as of June 30, 2020.

Cl — Class

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description   Value 3/31/2020   Purchases at Cost  

Proceeds from

Sales

  

Realized Gain/

(Loss)

  

Change in

Unrealized

Appreciation/

(Depreciation)

   Value 6/30/2020   Shares   Dividend Income   Capital Gains

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y   $4,903   $4,520   $(305)   $—   $9   $9,127   861,814   $24   $—
SEI Institutional Managed Trust Conservative Income, Cl Y   2,424   2,271   (134)   —   (2)   4,559   455,942   5   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   1,002   876   (101)   1   52   1,830   151,458   8   —
SEI Institutional Managed Trust Real Return Fund, Cl Y   810   738   (65)   1   27   1,511   147,411   2   —
SEI Institutional Managed Trust Multi-Asset Capital Stability, Cl Y   3,240   2,978   (234)   —   75   6,059   594,650   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   856   708   (150)   (7)   108   1,515   144,403   11   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   827   736   (91)   (25)   70   1,517   194,459   —   —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   887   771   (234)   (32)   138   1,530   151,919   —   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   705   652   (223)   (25)   120   1,229   79,118   5   —
SEI Daily Income Trust Government Fund, Cl F   808   756   (45)   —   —   1,519   1,519,260   —   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals

   $16,462   $15,006   $(1,582)   $(87)   $597   $30,396     $55   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Amounts designated as “–” are $0 or have been rounded to $0.

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2020   1

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Defensive Strategy Allocation Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Money Market Fund — 80.8%

      

SEI Daily Income Trust Government Fund, Cl F, 0.030%*†

      5,482,999      $ 5,483  
 

Total Money Market Fund
(Cost $5,483) ($ Thousands)

         5,483  

Fixed Income Fund — 19.2%

      

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      209,723        1,300  
 

Total Fixed Income Fund (Cost $1,396) ($ Thousands)

         1,300  

Total Investments in Securities — 100.0%
(Cost $6,879) ($ Thousands)

 

    $ 6,783  
           

Percentages are based on Net Assets of $6,783 ($ Thousands).

Cl — Class

* Represents greater than 50% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities Exchange Commission’s website at http://www.sec.gov or call 1-800-DIAL-SEI.

† Rate shown is the 7-day effective yield as of June 30, 2020.

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description    Value 3/31/2020    Purchases at Cost   

Proceeds from

Sales

  

Realized Gain/

(Loss)

  

Change in

Unrealized

Appreciation/

(Depreciation)

    Value 6/30/2020    Shares   

Dividend Income

    Capital Gains

 

SEI Daily Income Trust Government Fund, Cl F    $6,090    $219    $(826)   $—   $—    $5,483    5,482,999    $2    $—
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    1,484    42    (327)   (56)   157    1,300    209,723    23    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $7,574    $261    $(1,153)   $(56)   $157    $6,783       $25    $-
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Amounts designated as “–” are $0 or have been rounded to $0.

 

2   SEI Asset Allocation Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Conservative Strategy Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Fixed Income Funds — 51.1%

      

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      1,004,142      $ 10,634  

SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y

      302,998        2,836  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      218,527        2,104  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

      708,370        7,084  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      704,776        8,514  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      339,748        2,106  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      275,094        2,820  
 

Total Fixed Income Funds
(Cost $35,527) ($ Thousands)

         36,098  

Multi-Asset Funds — 31.0%

      

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      228,611        2,124  

SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y

      1,180,199        12,026  

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      403,764        4,236  

SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y

      452,484        3,529  
 

Total Multi-Asset Funds
(Cost $22,471) ($ Thousands)

         21,915  

Equity Funds — 17.9%

      

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      772,704        7,781  

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      313,731        4,875  
 

Total Equity Funds
(Cost $13,013) ($ Thousands)

         12,656  

Total Investments in Securities — 100.0%
(Cost $71,011) ($ Thousands)

 

    $ 70,669  
           

 

Percentages are based on Net Assets of $70,664 ($ Thousands).

Cl — Class

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2020   3

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Conservative Strategy Fund

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description   

Value 3/31/2020

    Purchases at Cost   

Proceeds from

Sales

  

Realized Gain/

(Loss)

  

Change in

Unrealized

Appreciation/

(Depreciation)

    Value 6/30/2020    Shares    Dividend Income    Capital Gains

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y    $10,110    $754    $(249)   $—   $19    $10,634    1,004,142    $38    $—
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y    2,697    171    (96)   —   64    2,836    302,998    12    —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    2,005    119    (278)   (18)   276    2,104    218,527    5    —
SEI Institutional Managed Trust Conservative Income Fund, Cl Y    6,706    517    (139)   —   —    7,084    708,370    13    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    8,118    394    (348)   5   345    8,514    704,776    53    —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    2,035    148    (235)   (48)   206    2,106    339,748    35    —
SEI Institutional Managed Trust Real Return Fund, Cl Y    2,677    173    (99)   1   68    2,820    275,094    6    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y    2,012    85    (103)   (9)   139    2,124    228,611    —    —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y    11,387    673    (260)   2   224    12,026    1,180,199    —    —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    4,064    173    (426)   (17)   442    4,236    403,764    35    —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    3,370    138    (132)   (37)   190    3,529    452,484    —    —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y    7,315    568    (932)   (125)   955    7,781    772,704    —    —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    4,624    437    (793)   (82)   689    4,875    313,731    34    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $67,120    $4,350    $(4,090)   $(328)   $3,617    $70,669       $231    $-
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Amounts designated as “–” are $0 or have been rounded to $0.

 

4   SEI Asset Allocation Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Conservative Strategy Allocation Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 47.4%

      

SEI Institutional Managed Trust Real Estate Fund, Cl Y

      365,493      $ 4,920  

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      641,013        9,961  
 

Total Equity Funds
(Cost $12,421) ($ Thousands)

         14,881  

Fixed Income Fund — 32.8%

      

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,663,292        10,312  
 

Total Fixed Income Fund
(Cost $11,035) ($ Thousands)

         10,312  
     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

 

Money Market Fund — 19.8%

      

SEI Daily Income Trust Government Fund, Cl F, 0.030%**

      6,234,793      $ 6,235  
 

Total Money Market Fund
(Cost $6,235) ($ Thousands)

         6,235  

Total Investments in Securities — 100.0%
(Cost $29,691) ($ Thousands)

 

    $ 31,428  
           

 

Percentages are based on Net Assets of $31,426 ($ Thousands).

Cl — Class

** Rate shown is the 7-day effective yield as of June 30, 2020.

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description    Value 3/31/2020    Purchases at Cost   

Proceeds from

Sales

  

Realized Gain/

(Loss)

  

Change in

Unrealized

Appreciation/

(Depreciation)

    Value 6/30/2020    Shares    Dividend Income    Capital Gains

 

SEI Institutional Managed Trust Real Estate Fund, Cl Y    $4,920    $1,007    $(1,609)   $(410)   $1,012    $4,920    365,493    $42    $—
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    9,645    654    (1,521)   (67)   1,250    9,961    641,013    66    —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    10,517    750    (1,725)   (336)   1,106    10,312    1,663,292    175    —
SEI Daily Income Trust Government Fund, Cl F    6,227    925    (917)   —   —    6,235    6,234,793    2    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals

    $31,309    $3,336    $(5,772)   $(813)   $3,368    $31,428       $285    $-
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Amounts designated as “–” are $0 or have been rounded to $0.

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2020   5

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Moderate Strategy Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Fixed Income Funds — 36.0%

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      1,221,428      $ 12,935  

SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y

      518,292        4,851  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      500,816        4,823  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      2,143,178        25,890  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      775,207        4,806  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      471,065        4,829  
 

Total Fixed Income Funds
(Cost $57,146) ($ Thousands)

         58,134  

Multi-Asset Funds — 35.0%

 

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      2,613,255        24,277  

SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y

      1,584,071        16,142  

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      767,743        8,054  
     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

 

SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y

      1,032,474      $ 8,053  
 

Total Multi-Asset Funds
(Cost $59,410) ($ Thousands)

         56,526  

Equity Funds — 29.0%

 

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      2,405,195        24,220  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      495,319        6,444  

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      1,039,076        16,147  
 

Total Equity Funds
(Cost $48,179) ($ Thousands)

         46,811  

Total Investments in Securities — 100.0%
(Cost $164,735) ($ Thousands)

 

    $ 161,471  
           

Percentages are based on Net Assets of $161,454 ($ Thousands).

Cl — Class

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

 

6   SEI Asset Allocation Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Moderate Strategy Fund

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

                    Change in                
                    Unrealized                
            Proceeds from   Realized Gain/   Appreciation/                
Security Description   Value 3/31/2020   Purchases at Cost   Sales   (Loss)   (Depreciation)   Value 6/30/2020   Shares   Dividend Income   Capital Gains

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y   $11,841   $2,015   $(945)   $(1)   $25   $12,935   1,221,428   $46   $—
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   4,450   687   (394)   (2)   110   4,851   518,292   21   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   4,375   671   (813)   (81)   671   4,823   500,816   10   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   23,759   3,406   (2,329)   14   1,040   25,890   2,143,178   161   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   4,465   659   (673)   (90)   445   4,806   775,207   80   —
SEI Institutional Managed Trust Real Return Fund, Cl Y   4,388   659   (334)   1   115   4,829   471,065   10   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   21,954   2,728   (1,879)   (160)   1,634   24,277   2,613,255   —   —
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   14,655   2,260   (1,071)   1   297   16,142   1,584,071   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   7,433   755   (928)   (40)   834   8,054   767,743   68   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   7,394   1,020   (697)   (207)   543   8,053   1,032,474   —   —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   21,844   2,407   (2,409)   (336)   2,714   24,220   2,405,195   —   —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   5,768   595   (1,077)   (100)   1,258   6,444   495,319   30   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   14,464   1,627   (1,752)   (233)   2,041   16,147   1,039,076   97   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals   $146,790   $19,489   $(15,301)   $(1,234)   $11,727   $161,471     $523   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Amounts designated as “–” are $0 or have been rounded to $0.

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2020   7

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Moderate Strategy Allocation Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 67.6%

 

SEI Institutional International Trust International Equity Fund, Cl Y

      340,385      $ 3,509  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

      257,176        3,462  

SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y

      262,549        6,713  

SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y

      1,900,294        29,531  
 

Total Equity Funds (Cost $30,144) ($ Thousands)

         43,215  

Fixed Income Fund — 17.9%

 

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,850,369        11,472  
 

Total Fixed Income Fund
(Cost $12,760) ($ Thousands)

         11,472  
     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

 

Money Market Fund — 14.5%

 

SEI Daily Income Trust Government Fund, Cl F, 0.030%**

      9,279,699      $ 9,280  
 

Total Money Market Fund
(Cost $9,280) ($ Thousands)

         9,280  

Total Investments in Securities — 100.0%
(Cost $52,184) ($ Thousands)

       $ 63,967  
           

Percentages are based on Net Assets of $63,961 ($ Thousands).

Cl — Class

** Rate shown is the 7-day effective yield as of June 30, 2020.

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

                    Change in                
                    Unrealized                
            Proceeds from   Realized Gain/   Appreciation/                
Security Description   Value 3/31/2020   Purchases at Cost   Sales   (Loss)   (Depreciation)   Value 6/30/2020   Shares   Dividend Income   Capital Gains

 

SEI Institutional International Trust International Equity Fund, Cl Y   $3,303   $99   $(550)   $82   $575   $3,509   340,385   $—   $—
SEI Institutional Managed Trust Real Estate Fund, Cl Y   3,320   455   (696)   (92)   475   3,462   257,176   28   —
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   6,287   366   (1,052)   385   727   6,713   262,549   33   —
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   27,648   987   (2,444)   (181)   3,521   29,531   1,900,294   186   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   11,119   813   (1,276)   (310)   1,126   11,472   1,850,369   187   —
SEI Daily Income Trust Government Fund, Cl F   8,834   1,484   (1,038)   —   —   9,280   9,279,699   3   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals   $60,511   $4,204   $(7,056)   $(116)   $6,424   $63,967     $437   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Amounts designated as “–” are $0 or have been rounded to $0.

 

8   SEI Asset Allocation Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Aggressive Strategy Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 63.3%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      1,002,838      $ 11,152  

SEI Institutional International Trust International Equity Fund, Cl Y

      3,241,807        33,423  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      938,656        12,907  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      2,599,178        33,815  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      949,583        9,752  
 

Total Equity Funds (Cost $90,162) ($ Thousands)

         101,049  

Multi-Asset Fund — 19.9%

 

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      3,424,549        31,814  
 

Total Multi-Asset Fund
(Cost $32,908) ($ Thousands)

         31,814  
     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

 

Fixed Income Funds — 16.8%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      982,569      $ 9,462  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      654,699        7,909  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,527,618        9,471  
 

Total Fixed Income Funds
(Cost $27,385) ($ Thousands)

         26,842  

Total Investments in Securities — 100.0%
(Cost $150,455) ($ Thousands)

       $ 159,705  
           

Percentages are based on Net Assets of $159,670 ($ Thousands).

Cl — Class

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

                    Change in                 
                    Unrealized                 
            Proceeds from   Realized Gain/   Appreciation/                 
Security Description   Value 3/31/2020   Purchases at Cost   Sales   (Loss)   (Depreciation)   Value 6/30/2020   Shares   Dividend Income    Capital Gains

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   $9,931   $412   $(1,217)   $(47)   $2,073   $11,152   1,002,838   $—    $—
SEI Institutional International Trust International Equity Fund, Cl Y   30,041   585   (3,165)   80   5,882   33,423   3,241,807   —    —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   11,395   416   (1,194)   136   2,154   12,907   938,656   —    —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   29,985   1,388   (3,262)   (649)   6,353   33,815   2,599,178   154    —
SEI Institutional Managed Trust Small Cap Fund, Cl Y   8,452   1,099   (1,831)   (658)   2,690   9,752   949,583   16    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   28,694   3,713   (2,435)   (285)   2,127   31,814   3,424,549   —    —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   8,577   557   (747)   (88)   1,163   9,462   982,569   20    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   7,238   1,154   (794)   1   310   7,909   654,699   47    —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   8,715   746   (635)   (130)   775   9,471   1,527,618   149    —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

   

 

Totals   $143,028   $10,070   $(15,280)   $(1,640)   $23,527   $159,705     $386    $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

   

 

Amounts designated as “–” are $0 or have been rounded to $0.

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2020   9

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Tax-Managed Aggressive Strategy Fund

 

     
Description    Shares     

Market Value

  ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 88.2%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      119,348      $ 1,327  

SEI Institutional International Trust International Equity Fund, Cl Y

      1,031,099        10,631  

SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y *

      1,462,616        37,399  

SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y

      504,467        9,383  
 

Total Equity Funds
(Cost $35,179) ($ Thousands)

         58,740  

Fixed Income Funds — 11.8%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      272,870        2,628  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      845,310        5,241  
 

Total Fixed Income Funds
(Cost $8,653) ($ Thousands)

         7,869  

Total Investments in Securities — 100.0%
(Cost $43,832) ($ Thousands)

 

    $ 66,609  
           

Percentages are based on Net Assets of $66,601 ($ Thousands).

Cl — Class

* Represents greater than 50% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities Exchange Commission’s website at http://www.sec.gov or call 1-800-DIAL-SEI.

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurement and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

                   

Change in

Unrealized

                
            Proceeds from   Realized Gain/   Appreciation/                
Security Description   Value 3/31/2020   Purchases at Cost   Sales   (Loss)   (Depreciation)   Value 6/30/2020   Shares   Dividend Income   Capital Gains

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   $1,169   $—   $ (82)   $(8)   $ 248   $1,327   119,348   $—   $—
SEI Institutional International Trust International Equity Fund, Cl Y   9,479   —   (743)   (58)   1,953   10,631   1,031,099   —   —
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   33,041   168   (1,596)   49   5,737   37,399   1,462,616   168   —
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y   8,238   23   (658)   (124)   1,904   9,383   504,467   20   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   2,310   70   (38)   (9)   295   2,628   272,870   5   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   4,684   289   (68)   (16)   352   5,241   845,310   80   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals   $58,921   $550   $(3,185)   $(166)   $10,489   $66,609     $273   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Amounts designated as “—” are $0 or have been rounded to $0.

 

10   SEI Asset Allocation Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Core Market Strategy Fund

 

     
Description    Shares      Market Value
    ($ Thousands)		  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

   

Fixed Income Funds — 34.9%

 

   

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      389,011      $ 3,746  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      1,565,276        18,909  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      605,689        3,755  
 

Total Fixed Income Funds
(Cost $25,177) ($ Thousands)

         26,410  

Multi-Asset Funds — 33.1%

      

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      1,639,324        15,229  

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      360,633        3,783  

SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y

      774,341        6,040  
 

Total Multi-Asset Funds
(Cost $26,386) ($ Thousands)

         25,052  

Equity Funds — 32.0%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      205,306        2,283  

 

     
Description    Shares      Market Value
    ($ Thousands)		  

AFFILIATED INVESTMENT FUNDS (continued)

 

   

SEI Institutional International Trust International Equity Fund, Cl Y

      732,440      $ 7,552  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      276,462        3,801  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      639,299        8,317  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      223,837        2,299  
 

Total Equity Funds
(Cost $19,847) ($ Thousands)

         24,252  

Total Investments in Securities — 100.0%
(Cost $71,410) ($ Thousands)

 

    $ 75,714  
           

Percentages are based on Net Assets of $75,706 ($ Thousands).

Cl — Class

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description   Value 3/31/2020   Purchases at Cost  

Proceeds from

Sales

  

Realized Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		   Value 6/30/2020   Shares   Dividend Income   Capital Gains

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   $3,628   $80   $(394)   $(48)   $480   $3,746   389,011   $8   $—
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   18,371   1,521   (1,733)   29   721   18,909   1,565,276   114   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   3,687   114   (304)   (56)   314   3,755   605,689   60   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   14,567   883   (1,106)   (125)   1,010   15,229   1,639,324   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   3,683   105   (362)   (30)   387   3,783   360,633   31   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   5,861   316   (386)   (94)   343   6,040   774,341   —   —
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   2,159   92   (389)   2   419   2,283   205,306   —   —
SEI Institutional International Trust International Equity Fund, Cl Y   7,294   326   (1,455)   10   1,377   7,552   732,440   —   —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   3,612   247   (767)   104   605   3,801   276,462   —   —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   7,977   633   (1,771)   (61)   1,539   8,317   639,299   41   —
SEI Institutional Managed Trust t Small Cap Fund, Cl Y   2,154   309   (661)   (99)   596   2,299   223,837   4   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals   $72,993   $4,626   $(9,328)   $(368)   $7,791   $75,714     $258   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

 

Amounts designated as “ – “ are $0 or have been rounded to $0.

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2020   11

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Core Market Strategy Allocation Fund

 

     
Description    Shares      Market Value
    ($ Thousands)		  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 88.0%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      41,332      $ 460  

SEI Institutional International Trust International Equity Fund, Cl Y

      353,955        3,649  

SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y *

      504,668        12,904  

SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y

      174,695        3,249  
 

Total Equity Funds (Cost $11,985) ($ Thousands)

         20,262  

Fixed Income Funds — 12.0%

      

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      95,109        916  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      296,564        1,839  
 

Total Fixed Income Funds
(Cost $2,995) ($ Thousands)

         2,755  

Total Investments in Securities — 100.0%
(Cost $14,979) ($ Thousands)

 

    $ 23,017  
           

Percentages are based on Net Assets of $23,014 ($ Thousands).

Cl — Class

* Represents greater than 50% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities Exchange Commission’s website at http://www.sec.gov or call 1-800-DIAL-SEI.

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurement and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description   Value 3/31/2020   Purchases at Cost  

Proceeds from

Sales

  

Realized Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		   Value 6/30/2020   Shares   Dividend Income   Capital Gains

 

SEI Institutional International Trust Emerging Markets Equity Fund, Class Y   $408   $—   $(30)   $(2)   $84   $460   41,332   $—   $—
SEI Institutional International Trust International Equity Fund, Class Y   3,325   —   (329)   (7)   660   3,649   353,955   —   —
SEI Institutional Managed Trust Tax Managed Large Cap Fund, Class Y   11,522   58   (680)   65   1,939   12,904   504,668   58   —
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Class Y   2,872   7   (253)   (31)   654   3,249   174,695   7   —
SEI Institutional International Trust Emerging Markets Debt Fund, Class Y   800   27   (12)   (2)   103   916   95,109   2   —
SEI Institutional Managed Trust High Yield Bond Fund, Class Y   1,575   144   —   —   120   1,839   296,564   28   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals   $20,502   $236   $(1,304)   $23   $3,560   $23,017     $95   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Amounts designated as “ – “ are $0 or have been rounded to $0.

 

12   SEI Asset Allocation Trust / Quarterly Report / June 30, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

 

Market Growth Strategy Fund

 

     
Description    Shares      Market Value
    ($ Thousands)		  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 44.2%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      645,868      $ 7,182  

SEI Institutional International Trust International Equity Fund, Cl Y

      2,625,255        27,066  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      793,887        10,916  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      2,225,198        28,950  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      531,851        5,462  
 

Total Equity Funds
(Cost $69,886) ($ Thousands)

         79,576  

Multi-Asset Funds — 31.9%

      

SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y

      3,883,565        36,078  

SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y

      685,023        7,186  

SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y

      1,836,979        14,328  
 

Total Multi-Asset Funds
(Cost $62,407) ($ Thousands)

         57,592  

 

     
Description    Shares      Market Value
    ($ Thousands)		  

AFFILIATED INVESTMENT FUNDS (continued)

 

Fixed Income Funds — 23.9%

      

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      925,689      $ 8,915  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      2,080,839        25,137  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,437,105        8,910  
 

Total Fixed Income Funds
(Cost $42,455) ($ Thousands)

         42,962  

Total Investments in Securities — 100.0%
(Cost $174,606) ($ Thousands)

 

    $ 180,130  
           

Percentages are based on Net Assets of $180,102 ($ Thousands).

Cl — Class

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurement and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description   Value 3/31/2020   Purchases at Cost  

Proceeds from

Sales

  

Realized Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		   Value 6/30/20   Shares   Dividend Income   Capital Gains

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   $6,713   $52   $(927)   $(14)   $1,358   $7,182   645,868   $—   $—
SEI Institutional International Trust International Equity Fund, Cl Y   25,629   540   (4,069)   129   4,837   27,066   2,625,255   —   —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   10,151   225   (1,485)   274   1,751   10,916   793,887   —   —
SEI Institutional Managed Trust Large Cap Fund, Cl Y   27,175   1,235   (4,597)   (518)   5,655   28,950   2,225,198   139   —
SEI Institutional Managed Trust Small Cap Fund, Cl Y   5,121   458   (1,295)   (421)   1,599   5,462   531,851   10   —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   33,413   1,999   (1,459)   (142)   2,267   36,078   3,883,565   —   —
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   6,906   234   (638)   (45)   729   7,186   685,023   59   —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   13,501   979   (742)   (225)   815   14,328   1,836,979   —   —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   8,499   212   (831)   (117)   1,152   8,915   925,689   20   —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   23,776   2,141   (1,785)   11   994   25,137   2,080,839   152   —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   8,641   314   (668)   (149)   772   8,910   1,437,105   143   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals   $169,525   $8,389   $(18,496)   $(1,217)   $21,929   $180,130     $523   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Amounts designated as “ – “ are $0 or have been rounded to $0.

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2020   13

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2020

Market Growth Strategy Allocation Fund

 

     
Description    Shares     

Market Value

    ($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 88.1%

      

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      208,700      $ 2,321  

SEI Institutional International Trust International Equity Fund, Cl Y

      1,803,069        18,590  

SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y *

      2,527,825        64,636  

SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y

      871,586        16,211  
 

Total Equity Funds
(Cost $61,344) ($ Thousands)

         101,758  

Fixed Income Funds — 11.9%

      

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      473,026        4,555  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,472,512        9,130  
 

Total Fixed Income Funds
(Cost $15,196) ($ Thousands)

         13,685  

Total Investments in Securities — 100.0%
(Cost $75,837) ($ Thousands)

 

    $ 115,443  
           

Percentages are based on Net Assets of $115,429 ($ Thousands).

Cl — Class

* Represents greater than 50% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities Exchange Commission’s website at http://www.sec.gov or call 1-800-DIAL-SEI.

As of June 30, 2020, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

As of June 30, 2020, there were no transfers in or out of Level 3.

For more information regarding the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to Note 2 of the Fund’s most recent financial statements.

 

The following is summary of the transactions with affiliates for the period ended June 30, 2020 ($ Thousands):

 

 

Security Description   Value 3/31/2020   Purchases at Cost  

Proceeds from

Sales

  

Realized Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		   Value 6/30/2020   Shares   Dividend Income   Capital Gains

 

SEI Institutional International Trust Emerging Markets Equity Fund, Class Y   $1,988   $—   $(74)   $(9)   $416   $2,321   208,700   $—   $—
SEI Institutional International Trust International Equity Fund, Class Y   16,157   —   (783)   (58)   3,274   18,590   1,803,069   —   —
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Class Y   56,045   285   (1,615)   33   9,888   64,636   2,527,825   285   —
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Class Y   14,144   71   (1,071)   (205)   3,272   16,211   871,586   34   —
SEI Institutional International Trust Emerging Markets Debt Fund, Class Y   3,933   169   (45)   (9)   507   4,555   473,026   9   —
SEI Institutional Managed Trust High Yield Bond Fund, Class Y   7,983   586   (26)   (6)   593   9,130   1,472,512   139   —
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Totals   $100,250   $1,111   $(3,614)   $(254)   $17,950   $115,443     $467   $-
 

 

  

 

  

 

  

 

  

 

  

 

    

 

  

 

Amounts designated as “ – “ are $0 or have been rounded to $0.

 

14   SEI Asset Allocation Trust / Quarterly Report / June 30, 2020