NPORT-EX 2 SAAT.htm SCHEDULE F HTML

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Defensive Strategy Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 99.9%

 

Fixed Income Funds — 55.9%

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      470,424        $ 4,972  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

      248,619        2,486  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      84,206        996  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      78,776        830  
     

 

 

 

Total Fixed Income Funds
(Cost $9,141) ($ Thousands)

 

      9,284  
     

 

 

 

Multi-Asset Funds — 30.0%

 

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

      318,436        3,315  

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

      72,701        829  

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

      102,948        831  
     

 

 

 

Total Multi-Asset Funds
(Cost $4,749) ($ Thousands)

 

      4,975  
     

 

 

 

Equity Funds — 9.0%

 

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      76,662        832  
Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

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

      38,523        $ 668  
     

 

 

 

Total Equity Funds
(Cost $1,312) ($ Thousands)

 

      1,500  
     

 

 

 

Money Market Fund — 5.0%

 

SEI Daily Income Trust Government Fund, Cl F, 0.010%**

      828,730        829  
     

 

 

 

Total Money Market Fund
(Cost $829) ($ Thousands)

 

      829  
     

 

 

 

Total Investments in Securities — 99.9%
(Cost $16,031) ($ Thousands)

 

      $ 16,588  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $16,597 ($ Thousands).

** Rate shown is the 7-day effective yield as of December 31, 2020.

Cl — Class

As of December 31, 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 December 31, 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 December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		  

Realized
Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		      Capital  
Gains
SEI Daily Income Trust Short Duration Government Fund, Cl Y    $4,903    $12,051    $(11,962)   $(20)   $—    $4,972    470,424    $113    $—
SEI Institutional Managed Trust Conservative Income, Cl Y    2,424    5,985    (5,921)   (2)   —    2,486    248,619    8    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    1,002    2,512    (2,492)   (46)   20    996    84,206    120    29
SEI Institutional Managed Trust Real Return Fund, Cl Y    810    1,965    (2,026)   46   35    830    78,776    11    —
SEI Institutional Managed Trust Multi-Asset Capital Stability, Cl Y    3,240    7,942    (8,117)   131   119    3,315    318,436    50    43
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    856    1,926    (2,232)   102   177    829    72,701    41    —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    827    2,001    (2,131)   (92)   226    831    102,948    14    —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y    887    2,104    (2,431)   36   236    832    76,662    9    4
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    705    1,703    (2,025)   80   205    668    38,523    19    1
SEI Daily Income Trust Government Fund, Cl F    808    1,995    (1,974)   —   —    829    828,730    —    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $16,462    $40,184    $(41,311)   $235   $1,018    $16,588       $385    $77
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2020   1

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Defensive Strategy Allocation Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 99.9%

 

Money Market Fund — 80.7%

 

SEI Daily Income Trust Government Fund, Cl F, 0.010%*†

      5,091,501      $ 5,092  
     

 

 

 

Total Money Market Fund
(Cost $5,092) ($ Thousands)

 

      5,092  
     

 

 

 

Fixed Income Fund — 19.2%

 

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      179,595        1,215  
     

 

 

 

Total Fixed Income Fund
(Cost $1,167) ($ Thousands)

 

      1,215  
     

 

 

 

Total Investments in Securities — 99.9%
(Cost $6,259) ($ Thousands)

 

      $ 6,307  
     

 

 

 

     

 

 

 

 

Percentages are based on Net Assets of $6,313 ($ 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 December 31, 2020.

As of December 31, 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 December 31, 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 December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		  

Realized
Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		      Capital  
Gains
SEI Daily Income Trust Government Fund, Cl F    $6,090    $1,294    $(2,292)   $ —   $ —    $5,092    5,091,501    $2    $—
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    1,484    338    (819)   (89)   301    1,215    179,595    85    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $7,574    $1,632    $(3,111)   $(89)   $301    $6,307       $87    $—
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

2    SEI Asset Allocation Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Conservative Strategy Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Fixed Income Funds — 50.9%

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      1,083,930      $ 11,457  

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

      325,718        3,055  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      216,648        2,301  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

      763,810        7,638  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      776,442        9,185  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      339,837        2,301  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      290,422        3,058  
     

 

 

 

Total Fixed Income Funds
(Cost $38,116) ($ Thousands)

 

      38,995  
     

 

 

 

Multi-Asset Funds — 31.0%

 

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

      234,415        2,312  

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

      1,248,032        12,992  

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

      402,549        4,593  

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

      475,280        3,836  
     

 

 

 

Total Multi-Asset Funds
(Cost $23,365) ($ Thousands)

 

      23,733  
     

 

 

 

Equity Funds — 18.1%

 

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      777,230        8,433  

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

      310,907        5,394  
     

 

 

 

Total Equity Funds
(Cost $12,967) ($ Thousands)

 

      13,827  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $74,448) ($ Thousands)

 

      $ 76,555  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $76,574 ($ Thousands).

Cl — Class

As of December 31, 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 December 31, 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 / December 31, 2020   3

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Conservative Strategy Fund

 

The following is summary of the transactions with affiliates for the period ended December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		  

Realized
Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
12/31/2020		    Shares    Dividend
Income		      Capital  
Gains
SEI Daily Income Trust Short Duration Government Fund, Cl Y    $10,110    $1,965    $(617)   $—   $(1)   $11,457    1,083,930    $110    $—
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y    2,697    482    (194)   —   70   3,055    325,718    30    —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    2,005    345    (520)   (16)   487   2,301    216,648    18    —
SEI Institutional Managed Trust Conservative Income Fund, Cl Y    6,706    1,283    (351)   —   —   7,638    763,810    16    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    8,118    1,679    (787)   10   165   9,185    776,442    382    83
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    2,035    418    (501)   (87)   436   2,301    339,837    141    —
SEI Institutional Managed Trust Real Return Fund, Cl Y    2,677    430    (195)   2   144   3,058    290,422    19    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y    2,012    392    (353)   (19)   280   2,312    234,415    23    87
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y    11,387    1,751    (631)   5   480   12,992    1,248,032    85    51
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    4,064    560    (817)   (6)   792   4,593    402,549    104    —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    3,370    547    (354)   (92)   365   3,836    475,280    64    —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y    7,315    1,502    (1,800)   (184)   1,600   8,433    777,230    91    13
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    4,624    1,126    (1,524)   (93)   1,261   5,394    310,907    94    2
  

 

   

 

   

 

  

 

  

 

  

 

      

 

   

 

Totals    $67,120    $12,480    $(8,644)   $(480)   $6,079   $76,555       $1,177    $236
  

 

   

 

   

 

  

 

  

 

  

 

      

 

   

 

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

 

4    SEI Asset Allocation Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Conservative Strategy Allocation Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 99.8%

 

Equity Funds — 47.1%

 

SEI Institutional Managed Trust Real Estate Fund, Cl Y

      333,900        $ 4,748  

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

      549,070        9,526  
     

 

 

 

Total Equity Funds
(Cost $10,474) ($ Thousands)

 

      14,274  
     

 

 

 

Fixed Income Fund — 32.9%

 

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,471,237        9,960  
     

 

 

 

Total Fixed Income Fund
(Cost $9,604) ($ Thousands)

 

      9,960  
     

 

 

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

Money Market Fund — 19.8%

 

SEI Daily Income Trust Government Fund, Cl F, 0.010%*

      6,018,635        $ 6,019  
     

 

 

 

Total Money Market Fund
(Cost $6,019) ($ Thousands)

         6,019  
     

 

 

 

Total Investments in Securities — 99.8%
(Cost $26,097) ($ Thousands)

 

      $ 30,253  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $30,302 ($ Thousands).

Cl — Class

 

*

Rate shown is the 7-day effective yield as of December 31, 2020.

As of December 31, 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 December 31, 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 December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		  

Realized
Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		      Capital  
Gains
SEI Institutional Managed Trust Real Estate Fund, Cl Y    $4,920    $1,839    $(2,926)   $(497)   $1,412    $4,748    333,900    $137    $178
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    9,645    1,100    (3,492)   81   2,192    9,526    549,070    181    4
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    10,517    1,573    (3,790)   (525)   2,185    9,960    1,471,237    679    —
SEI Daily Income Trust Government Fund, Cl F    6,227    1,471    (1,679)   —   —    6,019    6,018,635    3    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $31,309    $5,983    $(11,887)   $(941)   $5,789    $30,253       $1,000    $182
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2020   5

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Moderate Strategy Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Fixed Income Funds — 35.9%

 

SEI Daily Income Trust Short Duration Government Fund, Cl Y

      1,320,937        $ 13,962  

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

      558,194        5,236  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      493,483        5,241  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      2,364,480        27,972  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      775,680        5,251  

SEI Institutional Managed Trust Real Return Fund, Cl Y

      497,704        5,241  
     

 

 

 

Total Fixed Income Funds
(Cost $61,419) ($ Thousands)

 

      62,903  
     

 

 

 

Multi-Asset Funds — 35.0%

 

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

      2,669,350        26,320  

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

      1,676,549        17,453  

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

      765,476        8,734  
Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

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

      1,084,026        $ 8,748  
     

 

 

 

Total Multi-Asset Funds
(Cost $61,040) ($ Thousands)

         61,255  
     

 

 

 

Equity Funds — 29.1%

 

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

      2,421,727        26,276  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      458,299        7,030  

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

      1,014,099        17,594  
     

 

 

 

Total Equity Funds
(Cost $47,430) ($ Thousands)

 

      50,900  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $169,889) ($ Thousands)

 

      $ 175,058  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $175,098 ($ Thousands).

Cl — Class

As of December 31, 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 December 31, 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 / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Moderate Strategy Fund

 

The following is summary of the transactions with affiliates for the period ended December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		  

Realized
Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		      Capital  
Gains
SEI Daily Income Trust Short Duration Government Fund, Cl Y    $11,841    $4,361    $(2,240)   $(3)   $3    $13,962    1,320,937    $133    $—
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y    4,450    1,557    (889)   —   118    5,236    558,194    50    —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    4,375    1,445    (1,637)   (91)   1,149    5,241    493,483    39    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    23,759    9,089    (5,439)   73   490    27,972    2,364,480    1,115    238
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    4,465    1,650    (1,644)   (135)   915    5,251    775,680    314    —
SEI Institutional Managed Trust Real Return Fund, Cl Y    4,388    1,483    (874)   16   228    5,241    497,704    32    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y    21,954    7,619    (6,222)   (330)   3,299    26,320    2,669,350    249    932
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y    14,655    5,094    (2,930)   40   594    17,453    1,676,549    111    65
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    7,433    2,106    (2,267)   4   1,458    8,734    765,476    195    —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    7,394    2,494    (1,739)   (459)   1,058    8,748    1,084,026    147    —
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y    21,844    6,599    (6,313)   (566)   4,712    26,276    2,421,727    284    39
SEI Institutional Managed Trust Large Cap Fund, Cl Y    5,768    1,998    (2,970)   (11)   2,245    7,030    458,299    95    160
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    14,464    4,427    (4,876)   (314)   3,893    17,594    1,014,099    295    6
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $146,790    $49,922    $(40,040)   $(1,776)   $20,162    $175,058       $3,059    $1,440
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2020   7

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Moderate Strategy Allocation Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 99.9%

 

Equity Funds — 67.6%

 

SEI Institutional International Trust International Equity Fund, Cl Y

      282,662        $ 3,576  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

      254,720        3,622  

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

      227,528        6,883  

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

      1,740,448        30,197  
     

 

 

 

Total Equity Funds
(Cost $26,687) ($ Thousands)

 

      44,278  
     

 

 

 

Fixed Income Fund — 17.9%

 

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,736,410        11,755  
     

 

 

 

Total Fixed Income Fund
(Cost $11,834) ($ Thousands)

 

      11,755  
     

 

 

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

Money Market Fund — 14.4%

 

SEI Daily Income Trust Government Fund, Cl F, 0.010%*

      9,434,414        $ 9,434  
     

 

 

 

Total Money Market Fund
(Cost $9,434) ($ Thousands)

 

      9,434  
     

 

 

 

Total Investments in Securities — 99.9%
(Cost $47,955) ($ Thousands)

 

      $ 65,467  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $65,517 ($ Thousands).

Cl — Class

 

*

Rate shown is the 7-day effective yield as of December 31, 2020.

As of December 31, 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 December 31, 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 December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		  

Realized
Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		      Capital  
Gains
SEI Institutional International Trust International Equity Fund, Cl Y    $3,303    $169    $(1,290)   $286   $1,108    $3,576    282,662    $43    $—
SEI Institutional Managed Trust Real Estate Fund, Cl Y    3,320    839    (1,127)   (103)   693    3,622    254,720    99    134
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y    6,287    561    (2,232)   988   1,279    6,883    227,528    100    94
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y    27,648    1,416    (5,519)   (85)   6,737    30,197    1,740,448    544    12
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    11,119    1,570    (2,773)   (496)   2,335    11,755    1,736,410    768    —
SEI Daily Income Trust Government Fund, Cl F    8,834    2,119    (1,519)   —   —    9,434    9,434,414    4    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $60,511    $6,674    $(14,460)   $590   $12,152    $65,467       $1,558    $240
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

8    SEI Asset Allocation Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Aggressive Strategy Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 63.2%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      866,190        $ 12,482  

SEI Institutional International Trust International Equity Fund, Cl Y

      2,928,521        37,046  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      896,372        14,046  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      2,401,139        36,834  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      757,804        10,533  
     

 

 

 

Total Equity Funds
(Cost $80,873) ($ Thousands)

 

      110,941  
     

 

 

 

Multi-Asset Fund — 19.9%

 

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

      3,551,299        35,016  
     

 

 

 

Total Multi-Asset Fund
(Cost $34,060) ($ Thousands)

 

      35,016  
     

 

 

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

Fixed Income Funds — 16.9%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      986,062        $ 10,472  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      738,222        8,733  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,549,933        10,493  
     

 

 

 

Total Fixed Income Funds
(Cost $28,418) ($ Thousands)

 

      29,698  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $143,351) ($ Thousands)

 

      $ 175,655  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $175,665 ($ Thousands).

Cl — Class

As of December 31, 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 December 31, 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 December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		  

Realized
Gain/

(Loss)

   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		      Capital  
Gains
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y    $9,931    $517    $(3,046)   $252   $4,828    $12,482    866,190    $92    $—
SEI Institutional International Trust International Equity Fund, Cl Y    30,041    1,106    (7,291)   880   12,310    37,046    2,928,521    438    —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y    11,395    1,525    (2,946)   690   3,382    14,046    896,372    782    225
SEI Institutional Managed Trust Large Cap Fund, Cl Y    29,985    2,746    (7,469)   (382)   11,954    36,834    2,401,139    499    938
SEI Institutional Managed Trust Small Cap Fund, Cl Y    8,452    1,386    (4,426)   (737)   5,858    10,533    757,804    46    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y    28,694    7,599    (5,107)   (348)   4,178    35,016    3,551,299    366    1,371
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    8,577    1,201    (1,359)   (86)   2,139    10,472    986,062    77    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    7,238    2,799    (1,437)   (1)   134    8,733    738,222    370    82
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    8,715    1,717    (1,452)   (260)   1,773    10,493    1,549,933    648    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $143,028    $20,596    $(34,533)   $8   $46,556    $175,655       $3,318    $2,616
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2020   9

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Tax-Managed Aggressive Strategy Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 88.5%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      114,794        $ 1,654  

SEI Institutional International Trust International Equity Fund, Cl Y

      1,041,624        13,177  

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

      1,498,556        45,331  

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

      472,232        11,414  
     

 

 

 

Total Equity Funds
(Cost $35,699) ($ Thousands)

 

      71,576  
     

 

 

 

Fixed Income Funds — 11.5%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      292,799        3,109  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      917,525        6,212  
     

 

 

 

Total Fixed Income Funds
(Cost $9,287) ($ Thousands)

 

      9,321  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $44,986) ($ Thousands)

 

      $ 80,897  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $80,913 ($ Thousands).

* 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 December 31, 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 December 31, 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.

 

 

Cl — Class

The following is summary of the transactions with affiliates for the period ended December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		   Realized
Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		    Capital
Gains
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y    $1,169    $72    $(208)   $(4)   $625    $1,654    114,794    $12    $—
SEI Institutional International Trust International Equity Fund, Cl Y    9,479    627    (1,250)   (31)   4,352    13,177    1,041,624    156    —
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y    33,041    2,228    (2,611)   57   12,616    45,331    1,498,556    576    601
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y    8,238    230    (1,581)   (40)   4,567    11,414    472,232    44    —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    2,310    324    (93)   (10)   578    3,109    292,799    23    —
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    4,684    1,022    (324)   (57)   887    6,212    917,525    372    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $58,921    $4,503    $(6,067)   $(85)   $23,625    $80,897       $1,183    $601
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

10    SEI Asset Allocation Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 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

      379,236        $ 4,028  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      1,701,308        20,126  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      596,008        4,035  
     

 

 

 

Total Fixed Income Funds
(Cost $26,647) ($ Thousands)

 

      28,189  
     

 

 

 

Multi-Asset Funds — 33.0%

 

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

      1,644,319        16,213  

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

      353,283        4,031  

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

      798,702        6,446  
     

 

 

 

Total Multi-Asset Funds
(Cost $26,469) ($ Thousands)

 

      26,690  
     

 

 

 

Equity Funds — 32.1%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      170,734        2,460  
Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

SEI Institutional International Trust International Equity Fund, Cl Y

      636,659      $ 8,054  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      258,712        4,054  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      581,188        8,915  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      173,885        2,417  
     

 

 

 

Total Equity Funds
(Cost $17,400) ($ Thousands)

 

      25,900  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $70,516) ($ Thousands)

 

      $ 80,779  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $80,809 ($ Thousands).

Cl — Class

As of December 31, 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 December 31, 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 December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		   Realized
Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		    Capital
Gains
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    $3,628    $192    $(605)   $(47)   $860    $4,028    379,236    $31    $—
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    18,371    4,011    (2,607)   27   324    20,126    1,701,308    857    187
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    3,687    372    (622)   (81)   679    4,035    596,008    255    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y    14,567    2,003    (2,185)   (151)   1,979    16,213    1,644,319    170    636
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    3,683    218    (553)   (26)   709    4,031    353,283    92    —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    5,861    816    (687)   (150)   606    6,446    798,702    108    —
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y    2,159    195    (932)   110   928    2,460    170,734    18    —
SEI Institutional International Trust International Equity Fund, Cl Y    7,294    658    (2,904)   270   2,736    8,054    636,659    96    —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y    3,612    871    (1,667)   289   949    4,054    258,712    227    66
SEI Institutional Managed Trust Large Cap Fund, Cl Y    7,977    1,575    (3,559)   140   2,782    8,915    581,188    126    229
SEI Institutional Managed Trust Small Cap Fund, Cl Y    2,154    471    (1,431)   4   1,219    2,417    173,885    11    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $72,993    $11,382    $(17,752)   $385   $13,771    $80,779       $1,991    $1,118
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2020   11

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Core Market Strategy Allocation Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 88.3%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      36,916        $ 532  

SEI Institutional International Trust International Equity Fund, Cl Y

      334,712        4,234  

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

      491,088        14,855  

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

      152,151        3,678  
     

 

 

 

Total Equity Funds
(Cost $11,149) ($ Thousands)

 

      23,299  
     

 

 

 

Fixed Income Funds — 11.7%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      97,927        1,040  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      303,297        2,053  
     

 

 

 

Total Fixed Income Funds
(Cost $3,057) ($ Thousands)

 

      3,093  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $14,206) ($ Thousands)

 

      $ 26,392  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $26,397 ($ Thousands).

* 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 December 31, 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 December 31, 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.

 

 

Cl — Class

The following is summary of the transactions with affiliates for the period ended December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		   Realized
Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		    Capital
Gains
SEI Institutional International Trust Emerging Markets Equity Fund, Class Y    $408    $17    $(104)   $9   $202    $532    36,916    $4    $—
SEI Institutional International Trust International Equity Fund, Class Y    3,325    141    (699)   40   1,427    4,234    334,712    51    —
SEI Institutional Managed Trust Tax Managed Large Cap Fund, Class Y    11,522    451    (1,431)   234   4,079    14,855    491,088    194    197
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Class Y    2,872    102    (842)   43   1,503    3,678    152,151    15    —
SEI Institutional International Trust Emerging Markets Debt Fund, Class Y    800    80    (38)   (2)   200    1,040    97,927    8    —
SEI Institutional Managed Trust High Yield Bond Fund, Class Y    1,575    285    (95)   (11)   299    2,053    303,297    125    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $20,502    $1,076    $(3,209)   $313   $7,710    $26,392       $397    $197
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

12    SEI Asset Allocation Trust / Quarterly Report / December 31, 2020

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Market Growth Strategy Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 44.1%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      556,542        $ 8,020  

SEI Institutional International Trust International Equity Fund, Cl Y

      2,334,870        29,536  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

      754,985        11,831  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

      2,056,262        31,543  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

      420,173        5,840  
     

 

 

 

Total Equity Funds
(Cost $62,653) ($ Thousands)

 

      86,770  
     

 

 

 

Multi-Asset Funds — 32.0%

 

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

      3,999,286        39,433  

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

      685,813        7,825  

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

      1,935,793        15,622  
     

 

 

 

Total Multi-Asset Funds
(Cost $64,156) ($ Thousands)

 

      62,880  
     

 

 

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS (continued)

 

Fixed Income Funds — 23.9%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      922,012      $ 9,792  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

      2,307,979        27,303  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,448,353        9,805  
     

 

 

 

Total Fixed Income Funds
(Cost $44,983) ($ Thousands)

 

      46,900  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $171,792) ($ Thousands)

 

      $ 196,550  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $196,587 ($ Thousands).

Cl — Class

As of December 31, 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 December 31, 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 December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		   Realized
Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/20		    Shares    Dividend
Income		      Capital  
Gains
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y    $6,713    $146    $(2,159)   $194   $3,126    $8,020    556,542    $59    $—
SEI Institutional International Trust International Equity Fund, Cl Y    25,629    1,523    (8,453)   876   9,961    29,536    2,334,870    352    —
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y    10,151    1,276    (3,116)   690   2,830    11,831    754,985    661    193
SEI Institutional Managed Trust Large Cap Fund, Cl Y    27,175    2,681    (8,465)   (136)   10,288    31,543    2,056,262    437    813
SEI Institutional Managed Trust Small Cap Fund, Cl Y    5,121    661    (2,875)   (488)   3,421    5,840    420,173    26    —
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y    33,413    5,143    (3,464)   (203)   4,544    39,433    3,999,286    419    1,569
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y    6,906    592    (987)   (42)   1,356    7,825    685,813    177    —
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y    13,501    2,315    (1,284)   (360)   1,450    15,622    1,935,793    262    —
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y    8,499    543    (1,211)   (118)   2,079    9,792    922,012    75    —
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y    23,776    6,497    (3,392)   (9)   431    27,303    2,307,979    1,184    262
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y    8,641    1,017    (1,296)   (239)   1,682    9,805    1,448,353    617    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $169,525    $22,394    $(36,702)   $165   $41,168    $196,550       $4,269    $2,837
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2020   13

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2020

Market Growth Strategy Allocation Fund

 

Description    Shares    Market Value
($ Thousands)

AFFILIATED INVESTMENT FUNDS — 100.0%

 

Equity Funds — 88.5%

 

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

      185,968        $ 2,680  

SEI Institutional International Trust International Equity Fund, Cl Y

      1,686,040        21,328  

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

      2,488,168        75,267  

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

      775,289        18,739  
     

 

 

 

Total Equity Funds
(Cost $57,206) ($ Thousands)

 

      118,014  
     

 

 

 

Fixed Income Funds — 11.5%

 

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

      483,760        5,138  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

      1,512,406        10,239  
     

 

 

 

Total Fixed Income Funds
(Cost $15,221) ($ Thousands)

 

      15,377  
     

 

 

 

Total Investments in Securities — 100.0%
(Cost $72,427) ($ Thousands)

 

      $ 133,391  
     

 

 

 

     

 

 

 

Percentages are based on Net Assets of $133,416 ($ Thousands).

* 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 December 31, 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 December 31, 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.

 

 

Cl — Class

The following is summary of the transactions with affiliates for the period ended December 31, 2020 ($ Thousands):

 

Security Description    Value
3/31/2020		   

Purchases
at

Cost

    Proceeds
from
Sales		   Realized
Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		    Value
12/31/2020		    Shares    Dividend
Income		    Capital
Gains
SEI Institutional International Trust Emerging Markets Equity Fund, Class Y    $1,988    $20    $(383)   $27   $1,028    $2,680    185,968    $20    $—
SEI Institutional International Trust International Equity Fund, Class Y    16,157    261    (2,428)   147   7,191    21,328    1,686,040    256    —
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Class Y    56,045    1,973    (4,373)   680   20,942    75,267    2,488,168    973    1,000
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Class Y    14,144    146    (3,255)   32   7,672    18,739    775,289    74    —
SEI Institutional International Trust Emerging Markets Debt Fund, Class Y    3,933    276    (44)   (9)   982    5,138    483,760    38    —
SEI Institutional Managed Trust High Yield Bond Fund, Class Y    7,983    1,213    (383)   (66)   1,492    10,239    1,512,406    626    —
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

Totals    $100,250    $3,889    $(10,866)   $811   $39,307    $133,391       $1,987    $1,000
  

 

   

 

   

 

  

 

  

 

   

 

      

 

   

 

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

 

14    SEI Asset Allocation Trust / Quarterly Report / December 31, 2020