NPORT-EX 2 SAAT_Schedule_F.htm SCHEDULE F
 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Defensive Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Fixed Income Funds — 56.0%

        

SEI Daily Income Trust Short Duration Government Fund, Cl Y

    424,721     $ 4,247  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

    211,581       2,118  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    86,038       854  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    69,168       705  
                 

Total Fixed Income Funds

               

(Cost $8,184) ($ Thousands)

             7,924  

Multi-Asset Funds — 29.9%

        

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

    285,768       2,829  

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

    72,584       700  

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

    78,468       702  
                 

Total Multi-Asset Funds

               

(Cost $4,227) ($ Thousands)

             4,231  

Equity Funds — 9.0%

        

SEI Enhanced Low Volatility US Large Cap ETF

    12,034       289  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    69,244     $ 713  

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

    17,581       286  
                 

Total Equity Funds

               

(Cost $1,222) ($ Thousands)

             1,288  

Money Market Fund — 5.0%

        

SEI Daily Income Trust Government Fund, Cl F, 1.185%**

     705,514       706  
                 

Total Money Market Fund

               

(Cost $706) ($ Thousands)

             706  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $14,339) ($ Thousands)

  $ 14,149  
                 
                 
                 

 

Percentages are based on Net Assets of $14,158 ($ Thousands).

 

** The rate reported is the 7-day effective yield as of June 30, 2022.

 

Cl — Class

 

As of June 30, 2022, 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Daily Income Trust Short Duration Government Fund, Cl Y

   $ 4,356     $ 235     $ (303 )   $ (14 )   $ (27 )   $ 4,247       424,721     $ 10     $ —  

SEI Institutional Managed Trust Conservative Income, Cl Y

     2,175       114       (171 )     —       —       2,118       211,581       4       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

     874       88       (50 )     (7 )     (51 )     854       86,038       5       —  

SEI Institutional Managed Trust Real Return Fund, Cl Y

     724       47       (43 )     (1 )     (22 )     705       69,168       10       —  

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

     2,896       147       (155 )     (3 )     (56 )     2,829       285,768       —       —  

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

     727       67       (16 )     (2 )     (76 )     700       72,584       9       —  

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

     728       24       (47 )     4       (7 )     702       78,468       —       —  

SEI Enhanced Low Volatility US Large Cap ETF

     —       298       —       —       (9 )     289       12,034       —       —  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

     729       63       (21 )     (1 )     (57 )     713       69,244       —       —  

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

     583       61       (316 )     19       (61 )     286       17,581       3       —  

SEI Daily Income Trust Government Fund, Cl F

     725       37       (56 )     —       —       706       705,514       —       —  

Totals

   $ 14,517     $ 1,181     $ (1,178 )   $ (5 )   $ (366 )   $ 14,149             $ 41     $ —  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

1

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Defensive Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Money Market Fund — 80.9%

        

SEI Daily Income Trust Government Fund, Cl F, 1.185%*†

     3,304,565     $ 3,305  
                 

Total Money Market Fund

               

(Cost $3,305) ($ Thousands)

             3,305  

Fixed Income Fund — 19.0%

        

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    130,696       775  
                 

Total Fixed Income Fund

               

(Cost $828) ($ Thousands)

             775  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $4,133) ($ Thousands)

  $ 4,080  
                 
                 
                 

 

Percentages are based on Net Assets of $4,085 ($ 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.

 

† The rate reported is the 7-day effective yield as of June 30, 2022.

 

As of June 30, 2022, 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Daily Income Trust Government Fund, Cl F

   $ 3,502     $ 3     $ (201 )   $ —     $ 1     $ 3,305       3,304,565     $ 4     $ —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    842       64       (37 )     (2 )     (92 )     775       130,696       13       —  

Totals

   $ 4,344     $ 67     $ (238 )   $ (2 )   $ (91 )   $ 4,080             $ 17     $ —  

 

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

 

 

2

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Conservative Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Fixed Income Funds — 51.0%

        

SEI Daily Income Trust Short Duration Government Fund, Cl Y

    785,500     $ 7,855  

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

    229,217       2,093  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    197,275       1,549  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

    521,910       5,224  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    637,522       6,330  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    259,660       1,540  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    204,770       2,087  
                 

Total Fixed Income Funds

               

(Cost $28,299) ($ Thousands)

             26,678  

Multi-Asset Funds — 30.7%

        

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

    200,733       1,578  

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

    896,729       8,878  

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

    321,045       3,095  

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

    289,590       2,592  
                 

Total Multi-Asset Funds

               

(Cost $16,599) ($ Thousands)

             16,143  

Equity Funds — 18.2%

        

SEI Enhanced Low Volatility US Large Cap ETF

    79,059       1,897  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    565,572       5,825  

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

    114,160       1,857  
                 

Total Equity Funds

               

(Cost $9,295) ($ Thousands)

             9,579  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $54,193) ($ Thousands)

  $ 52,400  
                 
                 
                 

 

Percentages are based on Net Assets of $52,439 ($ Thousands).

 

Cl — Class

 

As of June 30, 2022, 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.

 

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, 2022

 

3

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Conservative Strategy Fund

 

 

The following is summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Daily Income Trust Short Duration Government Fund, Cl Y

  $ 8,772     $ 88     $ (926 )   $ (48 )   $ (31 )   $ 7,855       785,500     $ 20     $ —  

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

    2,359       25       (271 )     (5 )     (15 )     2,093       229,217       6       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    1,774       97       (130 )     (25 )     (167 )     1,549       197,275       —       —  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

    5,913       59       (748 )     1       (1 )     5,224       521,910       9       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    6,966       181       (372 )     (60 )     (385 )     6,330       637,522       42       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,779       74       (119 )     (11 )     (183 )     1,540       259,660       27       —  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    2,325       59       (225 )     3       (75 )     2,087       204,770       32       —  

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

    1,755       96       (53 )     (9 )     (211 )     1,578       200,733       —       —  

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

    10,070       74       (1,071 )     (15 )     (180 )     8,878       896,729       —       —  

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

    3,506       133       (189 )     (11 )     (344 )     3,095       321,045       39       —  

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

    2,925       75       (402 )     (38 )     32       2,592       289,590       —       —  

SEI Enhanced Low Volatility US Large Cap ETF

     —       1,960       —       —       (63 )     1,897       79,059       —       —  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    6,602       221       (513 )     (16 )     (469 )     5,825       565,572       —       —  

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

    4,200       185       (2,256 )     44       (316 )     1,857       114,160       21       —  

Totals

   $ 58,946     $ 3,327     $ (7,275 )   $ (190 )   $ (2,408 )   $ 52,400             $ 196     $ —  

 

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

 

 

4

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Conservative Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.8%

Equity Funds — 47.7%

        

SEI Institutional Managed Trust Real Estate Fund, Cl Y

    250,634     $ 3,817  

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

    473,023       7,696  
                 

Total Equity Funds

               

(Cost $8,264) ($ Thousands)

             11,513  

Fixed Income Fund — 32.2%

        

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,309,619       7,766  
                 

Total Fixed Income Fund

               

(Cost $8,447) ($ Thousands)

             7,766  

Money Market Fund — 19.9%

        

SEI Daily Income Trust Government Fund, Cl F, 1.185%**

     4,799,671       4,800  
                 

Total Money Market Fund

               

(Cost $4,800) ($ Thousands)

             4,800  
                 
                 

Total Investments in Securities — 99.8%

                

(Cost $21,511) ($ Thousands)

  $ 24,079  
                 
                 
                 

 

 

Percentages are based on Net Assets of $24,120 ($ Thousands).

**

The rate reported is the 7-day effective yield as of June 30, 2022.

 

Cl — Class

USD — U.S. Dollar

 

As of June 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

 

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

   

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

  $ 4,291     $ 548     $ (289 )   $ (18 )   $ (715 )   $ 3,817       250,634     $ 16     $ —  

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

    8,457       339       (460 )     23       (663 )     7,696       473,023       44       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    9,042       156       (439 )     (44 )     (949 )     7,766       1,309,619       136       —  

SEI Daily Income Trust Government Fund, Cl F

     5,409       55       (664 )     —       —       4,800       4,799,671       6       —  

Totals

   $ 27,199     $ 1,098     $ (1,852 )   $ (39 )   $ (2,327 )   $ 24,079             $ 202     $ —  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

5

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Moderate Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Fixed Income Funds — 36.2%

        

SEI Daily Income Trust Short Duration Government Fund, Cl Y

    889,113     $ 8,891  

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

    363,921       3,323  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    417,768       3,279  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    1,797,688       17,851  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    550,113       3,262  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    326,073       3,323  
                 

Total Fixed Income Funds

               

(Cost $44,083) ($ Thousands)

             39,929  

Multi-Asset Funds — 34.8%

        

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

    2,072,642       16,291  

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

    1,120,196       11,090  

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

    568,210       5,478  

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

    612,883       5,485  
                 

Total Multi-Asset Funds

               

(Cost $42,092) ($ Thousands)

             38,344  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

Equity Funds — 28.9%

        

SEI Enhanced Low Volatility US Large Capital ETF

    235,639     $ 5,655  

SEI Enhanced US Large Capital Momentum Factor ETF US Large Cap Momentum Mutual Fund

    37,251       877  

SEI Enhanced US Large Capital Quality Factor ETF US Large Cap Quality Mutual Fund

    18,753       460  

SEI Enhanced US Large Capital Value Factor ETF US Large Cap Value Factor Mutual Fund

    37,446       870  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    1,611,415       16,598  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    158,023       2,116  

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

    332,447       5,409  
                 

Total Equity Funds

               

(Cost $31,276) ($ Thousands)

             31,985  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $117,451) ($ Thousands)

  $ 110,258  
                 
                 
                 

 

Percentages are based on Net Assets of $110,325 ($ Thousands).

 

Cl — Class

 

As of June 30, 2022, 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Daily Income Trust Short Duration Government Fund, Cl Y

  $ 9,792     $ 36     $ (851 )   $ (45 )   $ (41 )   $ 8,891       889,113     $ 22     $ —  

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

    3,669       8       (323 )     (6 )     (25 )     3,323       363,921       10       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    3,713       97       (126 )     (22 )     (383 )     3,279       417,768       —       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    19,791       176       (865 )     (133 )     (1,118 )     17,851       1,797,688       117       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    3,714       62       (105 )     (8 )     (401 )     3,262       550,113       56       —  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    3,645       81       (290 )     4       (117 )     3,323       326,073       50       —  

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

     18,373       353       (132 )     (24 )     (2,279 )     16,291       2,072,642       —       —  

 

 

 

6

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Moderate Strategy Fund

 

 

Security Description

 

Value 3/31/2022

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

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

  $ 12,220     $ —     $ (891 )   $ (6 )   $ (233 )   $ 11,090       1,120,196     $ —     $ —  

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

    6,166       77       (143 )     (8 )     (614 )     5,478       568,210       69       —  

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

    6,077       10       (591 )     (50 )     39       5,485       612,883       —       —  

SEI Enhanced Low Volatility US Large Capital ETF

    —       5,841       —       —       (186 )     5,655       235,639       —       —  

SEI Enhanced US Large Capital Momentum ETF

     —       934       —       —       (57 )     877       37,251       —       —  

SEI Enhanced US Large Capital Quality ETF

     —       467       —       —       (7 )     460       18,753       —       —  

SEI Enhanced US Large Capital Value Factor ETF

    —       935       —       —       (65 )     870       37,446       —       —  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    18,341       135       (491 )     (13 )     (1,374 )     16,598       1,611,415       —       —  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    4,852       384       (2,466 )     (5 )     (649 )     2,116       158,023       11       —  

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

    12,172       321       (6,271 )     163       (976 )     5,409       332,447       64       —  

Totals

   $ 122,525     $ 9,917     $ (13,545 )   $ (153 )   $ (8,486 )   $ 110,258             $ 399     $ —  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

7

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Moderate Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Equity Funds — 68.0%

        

SEI Institutional International Trust International Equity Fund, Cl Y

    332,666     $ 3,204  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

    219,355       3,341  

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

    205,250       6,203  

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

    1,694,928       27,576  
                 

Total Equity Funds

               

(Cost $26,028) ($ Thousands)

             40,324  

Fixed Income Fund — 17.5%

        

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,756,136       10,414  
                 

Total Fixed Income Fund

               

(Cost $11,822) ($ Thousands)

             10,414  

Money Market Fund — 14.4%

        

SEI Daily Income Trust Government Fund, Cl F, 1.185%**

     8,544,455       8,544  
                 

Total Money Market Fund

               

(Cost $8,544) ($ Thousands)

             8,544  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $46,394) ($ Thousands)

  $ 59,282  
                 
                 
                 

 

Percentages are based on Net Assets of $59,331 ($ Thousands).

 

** The rate reported is the 7-day effective yield as of June 30, 2022.

 

Cl — Class

 

As of June 30, 2022, 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

   

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional International Trust International Equity Fund, Cl Y

  $ 3,618     $ 107     $ (16 )   $ (3 )   $ (502 )   $ 3,204       332,666     $ —     $ —  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

     3,699       890       (156 )     21       (1,113 )     3,341       219,355       14       —  

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

    7,049       223       (80 )     (7 )     (982 )     6,203       205,250       20       —  

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

    30,985       617       (1,353 )     44       (2,717 )     27,576       1,694,928       161       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    12,086       192       (536 )     (75 )     (1,253 )     10,414       1,756,136       182       —  

SEI Daily Income Trust Government Fund, Cl F

     9,680       42       (1,177 )     —       (1 )     8,544       8,544,455       10       —  

Totals

   $ 67,117     $ 2,071     $ (3,318 )   $ (20 )   $ (6,568 )   $ 59,282             $ 387     $ —  

 

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

 

 

8

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Aggressive Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

Equity Funds — 62.6%

        

SEI Enhanced US Large Capital Momentum Factor ETF US Large Cap Momentum Mutual Fund

    228,698     $ 5,387  

SEI Enhanced US Large Capital Quality Factor ETF US Large Cap Quality Mutual Fund

    115,134       2,824  

SEI Enhanced US Large Capital Value Factor ETF US Large Cap Value Factor Mutual Fund

    229,897       5,342  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    864,586       9,052  

SEI Institutional International Trust International Equity Fund, Cl Y

    2,706,486       26,064  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    660,860       10,039  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    974,525       13,049  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    660,275       7,428  
                 

Total Equity Funds

               

(Cost $71,902) ($ Thousands)

             79,185  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

Multi-Asset Fund — 20.1%

        

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

    3,242,658     $ 25,487  
                 

Total Multi-Asset Fund

               

(Cost $30,694) ($ Thousands)

             25,487  

Fixed Income Funds — 17.3%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    981,010       7,701  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    658,916       6,543  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,289,960       7,650  
                 

Total Fixed Income Funds

               

(Cost $25,156) ($ Thousands)

             21,894  
                 
                 

Total Investments in Securities — 100.0%

                

(Cost $127,752) ($ Thousands)

  $ 126,566  
                 
                 
                 

 

Percentages are based on Net Assets of $126,581 ($ Thousands).

 

Cl — Class

 

As of June 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

   

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

  $ 10,278     $ 204     $ (259 )   $ (27 )   $ (1,144 )   $ 9,052       864,586     $ —     $ —  

SEI Institutional International Trust International Equity Fund, Cl Y

    31,053       129       (808 )     (77 )     (4,233 )     26,064       2,706,486       —       —  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    11,804       231       (163 )     64       (1,897 )     10,039       660,860       —       —  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    31,060       494       (14,432 )     1,473       (5,546 )     13,049       974,525       71       —  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    8,767       188       (217 )     (21 )     (1,289 )     7,428       660,275       9       —  

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

    29,411       —       (273 )     (34 )     (3,617 )     25,487       3,242,658       —       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    8,978       213       (393 )     (75 )     (1,022 )     7,701       981,010       —       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    7,333       218       (545 )     (82 )     (381 )     6,543       658,916       43       —  

 

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

9

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Aggressive Strategy Fund

 

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

   

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

  $ 8,913     $ 242     $ (537 )   $ (57 )   $ (911 )   $ 7,650       1,289,960     $ 133     $ —  

SEI Enhanced US Large Capital Quality Factor ETF

     —       2,870       —       —       (46 )     2,824       115,134       —       —  

SEI Enhanced US Large Capital Momentum Factor ETF

     —       5,740       —       —       (353 )     5,387       228,698       —       —  

SEI Enhanced US Large Capital Value Factor ETF

     —       5,739       —       —       (397 )     5,342       229,897       —       —  

Totals

   $ 147,597     $ 16,268     $ (17,627 )   $ 1,164     $ (20,836 )   $ 126,566             $ 256     $ —  

 

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

 

 

10

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Tax-Managed Aggressive Strategy 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

    138,097     $ 1,446  

SEI Institutional International Trust International Equity Fund, Cl Y

    1,172,732       11,293  

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

     1,323,185       39,987  

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

    458,282       9,954  
                 

Total Equity Funds

               

(Cost $33,405) ($ Thousands)

             62,680  

Fixed Income Funds — 12.0%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    366,050       2,874  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    962,291     $ 5,706  
                 

Total Fixed Income Funds

               

(Cost $10,219) ($ Thousands)

             8,580  
                 
                 

Total Investments in Securities — 100.0%

                

(Cost $43,624) ($ Thousands)

  $ 71,260  
                 
                 
                 

 

Percentages are based on Net Assets of $71,273 ($ 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.

 

Cl — Class

 

As of June 30, 2022, 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

   

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

  $ 1,660     $ 30     $ (54 )   $ (20 )   $ (170 )   $ 1,446       138,097     $ —     $ —  

SEI Institutional International Trust International Equity Fund, Cl Y

    13,615       20       (490 )     (90 )     (1,762 )     11,293       1,172,732       —       —  

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

    49,494       170       (3,068 )     780       (7,389 )     39,987       1,323,185       141       —  

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

    12,254       24       (610 )     (74 )     (1,640 )     9,954       458,282       14       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    3,270       80       (113 )     (27 )     (336 )     2,874       366,050       —       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    6,940       177       (660 )     (92 )     (659 )     5,706       962,291       101       —  

Totals

   $ 87,233     $ 501     $ (4,995 )   $ 477     $ (11,956 )   $ 71,260             $ 256     $ —  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

11

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Core Market Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Fixed Income Funds — 35.2%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    344,807     $ 2,707  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    1,392,555       13,828  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    452,692       2,685  
                 

Total Fixed Income Funds

               

(Cost $21,597) ($ Thousands)

             19,220  

Multi-Asset Funds — 33.1%

        

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

    1,400,477       11,008  

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

    280,723       2,706  

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

    482,351       4,317  
                 

Total Multi-Asset Funds

               

(Cost $20,221) ($ Thousands)

             18,031  

Equity Funds — 31.6%

        

SEI Enhanced US Large Capital Momentum Factor ETF US Large Cap Momentum Mutual Fund

    52,784       1,243  

SEI Enhanced US Large Capital Quality Factor ETF US Large Cap Quality Mutual Fund

    26,573       652  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

SEI Enhanced US Large Capital Value Factor ETF US Large Cap Value Factor Mutual Fund

    53,060     $ 1,233  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    155,623       1,629  

SEI Institutional International Trust International Equity Fund, Cl Y

    551,134       5,307  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    176,394       2,679  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    219,247       2,936  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    139,102       1,565  
                 

Total Equity Funds

               

(Cost $14,481) ($ Thousands)

             17,244  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $56,299) ($ Thousands)

  $ 54,495  
                 
                 
                 

 

Percentages are based on Net Assets of $54,540 ($ Thousands).

 

Cl — Class

 

As of June 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

   

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

  $ 3,304     $ 45     $ (294 )   $ (60 )   $ (288 )   $ 2,707       344,807     $ —     $ —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    16,526       383       (2,061 )     (200 )     (820 )     13,828       1,392,555       94       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    3,315       88       (369 )     (29 )     (320 )     2,685       452,692       48       —  

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

    13,154       25       (579 )     (75 )     (1,517 )     11,008       1,400,477       —       —  

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

    3,295       69       (338 )     (14 )     (306 )     2,706       280,723       35       —  

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

    5,221       14       (912 )     40       (46 )     4,317       482,351       —       —  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    1,951       175       (288 )     (2 )     (207 )     1,629       155,623       —       —  

SEI Institutional International Trust International Equity Fund, Cl Y

    6,484       294       (603 )     —       (868 )     5,307       551,134       —       —  

 

 

 

12

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Core Market Strategy Fund

 

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

   

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

  $ 3,219     $ 187     $ (232 )   $ 6     $ (501 )   $ 2,679       176,394     $ —     $ —  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    7,078       367       (3,577 )     530       (1,462 )     2,936       219,247       16       —  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    1,923       131       (211 )     (25 )     (253 )     1,565       139,102       2       —  

SEI Enhanced US Large Capital Quality Factor ETF

     —       662       —       —       (11 )     652       26,573       —       —  

SEI Enhanced US Large Capital Momentum Factor ETF

     —       1,325       —       —       (81 )     1,243       52,784       —       —  

SEI Enhanced US Large Capital Value Factor ETF

     —       1,325       —       —       (92 )     1,233       53,060       —       —  

Totals

   $ 65,470     $ 5,090     $ (9,464 )   $ 171     $ (6,772 )   $ 54,495             $ 195     $ —  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

13

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

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

    41,083     $ 430  

SEI Institutional International Trust International Equity Fund, Cl Y

    353,625       3,406  

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

     400,111       12,091  

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

    138,534       3,009  
                 

Total Equity Funds

               

(Cost $9,493) ($ Thousands)

             18,936  

Fixed Income Funds — 12.0%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    108,787       854  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    287,890       1,707  
                 

Total Fixed Income Funds

               

(Cost $3,038) ($ Thousands)

             2,561  
                 
                 

Total Investments in Securities — 100.0%

                

(Cost $12,531) ($ Thousands)

  $ 21,497  
                 
                 
                 

 

Percentages are based on Net Assets of $21,501 ($ 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, 2022, 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/ (Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Class Y

   $ 485     $ 16     $ (15 )   $ (5 )   $ (51 )   $ 430       41,083     $ —     $ —  

SEI Institutional International Trust International Equity Fund, Class Y

     3,989       2       (31 )     (9 )     (545 )     3,406       353,625       —       —  

SEI Institutional Managed Trust Tax Managed Large Cap Fund, Class Y

     14,431       74       (463 )     57       (2,008 )     12,091       400,111       41       —  

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

     3,563       31       (80 )     (9 )     (496 )     3,009       138,534       4       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Class Y

     979       11       (28 )     (7 )     (101 )     854       108,787       —       —  

SEI Institutional Managed Trust High Yield Bond Fund, Class Y

     1,979       26       (80 )     (10 )     (208 )     1,707       287,890       30       —  

Totals

   $ 25,426     $ 160     $ (697 )   $ 17     $ (3,409 )   $ 21,497             $ 75     $ —  

 

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

 

 

14

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Market Growth Strategy Fund

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

Equity Funds — 43.7%

        

SEI Enhanced US Large Cap Momentum Factor ETF

     192,316     $ 4,530  

SEI Enhanced US Large Cap Quality Factor ETF

     96,818       2,375  

SEI Enhanced US Large Cap Value Factor ETF

     193,324       4,492  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    537,234       5,625  

SEI Institutional International Trust International Equity Fund, Cl Y

    2,142,749       20,635  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    547,754       8,320  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    833,312       11,158  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    367,613       4,136  
                 

Total Equity Funds

               

(Cost $55,137) ($ Thousands)

             61,271  

Multi-Asset Funds — 32.0%

        

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

    3,566,236       28,031  

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

    582,428       5,615  

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

    1,251,014       11,196  
                 

Total Multi-Asset Funds

               

(Cost $51,401) ($ Thousands)

             44,842  

Fixed Income Funds — 24.3%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    892,997       7,010  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    2,019,004       20,049  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,172,400       6,952  
                 

Total Fixed Income Funds

               

(Cost $38,785) ($ Thousands)

             34,011  
                 
                 

Total Investments in Securities — 100.0%

                

(Cost $145,323) ($ Thousands)

  $ 140,124  
                 
                 
                 

 

 

Percentages are based on Net Assets of $140,189 ($ Thousands).

 

Cl — Class

 

As of June 30, 2022, 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.

 

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, 2022

 

15

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

Market Growth Strategy Fund

 

 

 

The following is summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Enhanced US Large Cap Momentum Factor ETF

   $ —     $ 4,827     $ —     $ —     $ (297 )   $ 4,530       192,316     $ —     $ —  

SEI Enhanced US Large Cap Quality Factor ETF

    —       2,413       —       —       (38 )     2,375       96,818       —       —  

SEI Enhanced US Large Cap Value Factor ETF

     —       4,826       —       —       (334 )     4,492       193,324       —       —  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

     6,641       349       (638 )     (62 )     (665 )     5,625       537,234       —       —  

SEI Institutional International Trust International Equity Fund, Cl Y

     25,074       382       (1,457 )     (134 )     (3,230 )     20,635       2,142,749       —       —  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

     10,007       380       (556 )     16       (1,527 )     8,320       547,754       —       —  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

     26,731       1,642       (13,804 )     1,127       (4,538 )     11,158       833,312       61       —  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

     4,950       287       (386 )     (45 )     (670 )     4,136       367,613       5       —  

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

     33,150       208       (1,263 )     (161 )     (3,903 )     28,031       3,566,236       —       —  

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

     6,624       199       (550 )     (27 )     (631 )     5,615       582,428       71       —  

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

     13,247       193       (2,209 )     (215 )     180       11,196       1,251,014       —       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

     8,379       272       (606 )     (142 )     (893 )     7,010       892,997       —       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

     23,101       1,163       (2,722 )     (389 )     (1,104 )     20,049       2,019,004       133       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

     8,318       246       (719 )     (93 )     (800 )     6,952       1,172,400       122       —  

Totals

   $ 166,222     $ 17,387     $ (24,910 )   $ (125 )   $ (18,450 )   $ 140,124             $ 392     $ —  

 

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

 

 

16

 

SEI Asset Allocation Trust / Quarterly Report / June 30, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

June 30, 2022

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

    216,343     $ 2,265  

SEI Institutional International Trust International Equity Fund, Cl Y

    1,889,656       18,197  

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

     2,154,169       65,099  

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

    747,163       16,228  
                 

Total Equity Funds

               

(Cost $52,920) ($ Thousands)

             101,789  

Fixed Income Funds — 11.9%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    578,023       4,538  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,549,826       9,191  
                 

Total Fixed Income Funds

               

(Cost $16,551) ($ Thousands)

             13,729  
                 
                 

Total Investments in Securities — 100.0%

                

(Cost $69,471) ($ Thousands)

  $ 115,518  
                 
                 
                 

 

Percentages are based on Net Assets of $115,538 ($ 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, 2022, 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/2022

   

Purchases at Cost

   

Proceeds from Sales

    

Realized Gain/ (Loss)

    

Change in Unrealized Appreciation/ (Depreciation)

    

Value 6/30/2022

    

Shares

    

Dividend Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Class Y

   $ 2,526     $ 29     $ —     $ —     $ (290 )   $ 2,265       216,343     $ —     $ —  

SEI Institutional International Trust International Equity Fund, Class Y

     21,120       99       (83 )     (17 )     (2,922 )     18,197       1,889,656       —       —  

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

     76,156       1,339       (1,304 )     (35 )     (11,057 )     65,099       2,154,169       217       —  

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

     19,003       168       (231 )     (29 )     (2,683 )     16,228       747,163       21       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Class Y

     5,064       32       —       —       (558 )     4,538       578,023       —       —  

SEI Institutional Managed Trust High Yield Bond Fund, Class Y

     10,570       107       (320 )     (52 )     (1,114 )     9,191       1,549,826       160       —  

Totals

   $ 134,439     $ 1,774     $ (1,938 )   $ (133 )   $ (18,624 )   $ 115,518             $ 398     $ —  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report /June 30, 2022

 

17