NPORT-EX 2 SAAT_Schedule_F.htm SCHEDULE F

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Defensive Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Fixed Income Funds — 55.7%

        

SEI Daily Income Trust Short Duration Government Fund, Cl Y

    390,794     $ 3,838  

SEI Institutional Managed Trust Conservative Income Fund,
Cl Y

    192,141       1,923  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    80,895       766  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    68,009       639  
                 

Total Fixed Income Funds

               

(Cost $7,538) ($ Thousands)

             7,166  

Multi-Asset Funds — 29.9%

        

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

    263,104       2,560  

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

    67,996       639  

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

    79,610       640  
                 

Total Multi-Asset Funds

               

(Cost $3,952) ($ Thousands)

             3,839  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

Equity Funds — 9.3%

        

SEI Enhanced Low Volatility US Large Cap ETF

    12,034     $ 298  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    66,850       638  

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

    16,657       257  
                 

Total Equity Funds

               

(Cost $1,178) ($ Thousands)

             1,193  

Money Market Fund — 5.0%

        

SEI Daily Income Trust Government Fund, Cl F, 3.743%*

     640,693       641  
                 

Total Money Market Fund

               

(Cost $641) ($ Thousands)

             641  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $13,309) ($ Thousands)

  $ 12,839  
                 
                 

 

Percentages are based on Net Assets of $12,858 ($ Thousands).

 

*The rate reported is the 7-day effective yield as of December 31, 2022.

 

Cl — Class

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Daily Income Trust Short Duration Government Fund, Cl Y

   $ 4,356     $ 412     $ (813 )   $ (47 )   $ (70 )   $ 3,838     $ 45       $ —  

SEI Institutional Managed Trust Conservative Income, Cl Y

     2,175       232       (484 )     —       —       1,923       31       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

     874       158       (170 )     (27 )     (69 )     766       18       —  

SEI Institutional Managed Trust Real Return Fund, Cl Y

     724       118       (125 )     (4 )     (74 )     639       50       —  

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

     2,896       288       (520 )     (12 )     (92 )     2,560       50       —  

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

     727       126       (120 )     (9 )     (85 )     639       33       —  

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

     728       139       (161 )     14       (80 )     640       70       —  

SEI Enhanced Low Volatility US Large Cap ETF

     —       298       —       —       —       298       4       —  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

     729       182       (198 )     27       (102 )     638       35       28  

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

     583       113       (407 )     43       (75 )     257       7       21  

SEI Daily Income Trust Government Fund, Cl F

     725       76       (160 )     —       —       641       9       —  

Totals

   $ 14,517     $ 2,142     $ (3,158 )   $ (15 )   $ (647 )   $ 12,839     $ 352       $ 49  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

1

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Defensive Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 98.5%

Money Market Fund — 79.6%

        

SEI Daily Income Trust Government Fund, Cl F, 3.743%*†

     3,075,949     $ 3,076  
                 

Total Money Market Fund

               

(Cost $3,076) ($ Thousands)

             3,076  

Fixed Income Fund — 18.9%

        

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    135,617       732  
                 

Total Fixed Income Fund

               

(Cost $840) ($ Thousands)

             732  
                 
                 

Total Investments in Securities — 98.5%

                

(Cost $3,916) ($ Thousands)

  $ 3,808  
                 
                 

 

Percentages are based on Net Assets of $3,866 ($ 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 December 31, 2022.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Daily Income Trust Government Fund, Cl F

   $ 3,502     $ 210     $ (636 )   $ —       —     $ 3,076     $ 44     $ —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    842       201       (148 )     (18 )     (145 )     732       94       —  

Totals

   $ 4,344     $ 411     $ (784 )   $ (18 )   $ (145 )   $ 3,808     $ 138       $ —  

 

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

 

 

2

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Conservative Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.7%

Fixed Income Funds — 50.5%

        

SEI Daily Income Trust Short Duration Government Fund, Cl Y

    729,162     $ 7,160  

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

    210,250       1,915  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    178,752       1,436  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

    477,675       4,782  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    596,084       5,645  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    262,934       1,420  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    203,763       1,913  
                 

Total Fixed Income Funds

               

(Cost $26,126) ($ Thousands)

             24,271  

Multi-Asset Funds — 30.8%

        

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

    207,958       1,404  

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

    834,460       8,119  

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

    304,374       2,858  

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

    297,359       2,391  
                 

Total Multi-Asset Funds

               

(Cost $15,684) ($ Thousands)

             14,772  

Equity Funds — 18.4%

        

SEI Enhanced Low Volatility US Large Cap ETF

    79,059       1,960  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    547,032       5,224  

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

    108,053       1,667  
                 

Total Equity Funds

               

(Cost $8,871) ($ Thousands)

             8,851  
                 
                 

Total Investments in Securities — 99.7%

                

(Cost $50,681) ($ Thousands)

  $ 47,894  
                 
                 

 

Percentages are based on Net Assets of $48,016 ($ Thousands).

 

Cl — Class

 

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, 2022

 

3

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Conservative Strategy Fund

 

 

The following is summary of the transactions with affiliates for the period ended December 31, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Daily Income Trust Short Duration Government Fund, Cl Y

  $ 8,772     $ 443     $ (1,838 )   $ (110 )   $ (107 )   $ 7,160     $ 87     $ —  

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

    2,359       121       (540 )     (12 )     (13 )     1,915       27       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    1,774       304       (492 )     (119 )     (31 )     1,436       27       —  

SEI Institutional Managed Trust Conservative Income Fund, Cl Y

    5,913       309       (1,440 )     1       (1 )     4,782       79       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    6,966       860       (1,468 )     (275 )     (438 )     5,645       133       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,779       337       (373 )     (52 )     (271 )     1,420       180       —  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    2,325       289       (466 )     (7 )     (228 )     1,913       151       —  

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

    1,755       464       (396 )     (101 )     (318 )     1,404       135       —  

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

    10,070       532       (2,153 )     (28 )     (302 )     8,119       161       —  

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

    3,506       542       (769 )     (43 )     (378 )     2,858       151       —  

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

    2,925       505       (794 )     (83 )     (162 )     2,391       262       —  

SEI Enhanced Low Volatility US Large Cap ETF

     —       1,960       —       —       —       1,960       25       —  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    6,602       1,437       (2,236 )     158       (737 )     5,224       287       238  

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

    4,200       577       (2,915 )     220       (415 )     1,667       47       140  

Totals

   $ 58,946     $ 8,680     $ (15,880 )   $ (451 )   $ (3,401 )   $ 47,894     $ 1,752     $ 378  

 

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

 

 

4

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Conservative Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.7%

Equity Funds — 47.1%

        

SEI Institutional Managed Trust Real Estate Fund, Cl Y

    249,265     $ 3,357  

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

    434,990       6,712  
                 

Total Equity Funds

               

(Cost $7,787) ($ Thousands)

             10,069  

Fixed Income Fund — 32.7%

        

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,294,395       6,990  
                 

Total Fixed Income Fund

               

(Cost $8,160) ($ Thousands)

             6,990  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

Money Market Fund — 19.9%

        

SEI Daily Income Trust Government Fund, Cl F, 3.743%*

     4,244,090     $ 4,244  
                 

Total Money Market Fund

               

(Cost $4,244) ($ Thousands)

             4,244  
                 
                 

Total Investments in Securities — 99.7%

                

(Cost $20,191) ($ Thousands)

  $ 21,303  
                 
                 

 

Percentages are based on Net Assets of $21,370 ($ Thousands).

 

*The rate reported is the 7-day effective yield as of December 31, 2022.

 

Cl — Class

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

   

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain (Loss)

    

Change in Unrealized Appreciation (Depreciation)

    

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

   $ 4,291     $ 1,035     $ (845 )   $ 9     $ (1,133 )   $ 3,357     $ 92     $ 91  

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

     8,457       1,032       (1,809 )     244       (1,212 )     6,712       147       585  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

     9,042       1,113       (1,497 )     (229 )     (1,439 )     6,990       917       —  

SEI Daily Income Trust Government Fund

     5,409       492       (1,657 )     —       —       4,244       61       —  

Totals

   $ 27,199     $ 3,672     $ (5,808 )   $ 24     $ (3,784 )   $ 21,303     $ 1,217     $ 676  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

5

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Moderate Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.8%

Fixed Income Funds — 35.5%

        

SEI Daily Income Trust Short Duration Government Fund, Cl Y

    783,645     $ 7,695  

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

    317,584       2,893  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    360,297       2,893  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    1,605,654       15,206  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    532,651       2,876  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    307,786       2,890  
                 

Total Fixed Income Funds

               

(Cost $39,218) ($ Thousands)

             34,453  

Multi-Asset Funds — 34.3%

        

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

    2,114,363       14,272  

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

    990,579       9,638  

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

    512,943       4,817  

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

    599,377       4,819  
                 

Total Multi-Asset Funds

               

(Cost $39,561) ($ Thousands)

             33,546  

Equity Funds — 30.0%

        

SEI Enhanced Low Volatility US Large Cap ETF

    235,639       5,841  

SEI Enhanced US Large Cap Momentum Factor ETF

    37,251       903  

SEI Enhanced US Large Cap Quality Factor ETF

    18,753       470  

SEI Enhanced US Large Cap Value Factor ETF

    37,446       884  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    1,508,623       14,407  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    151,581       1,924  

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

    312,126       4,816  
                 

Total Equity Funds

               

(Cost $29,547) ($ Thousands)

             29,245  
                 
                 

Total Investments in Securities — 99.8%

                

(Cost $108,326) ($ Thousands)

  $ 97,244  
                 
                 

 

Percentages are based on Net Assets of $97,408 ($ Thousands).

 

Cl — Class

 

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, 2022

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Moderate Strategy Fund

 

 

 

The following is summary of the transactions with affiliates for the period ended December 31, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Daily Income Trust Short Duration Government Fund, Cl Y

  $ 9,792     $ 217     $ (2,070 )   $ (128 )   $ (116 )   $ 7,695     $ 96     $ —  

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

    3,669       105       (842 )     (19 )     (20 )     2,893       42       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    3,713       217       (711 )     (186 )     (140 )     2,893       54       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    19,791       566       (3,128 )     (561 )     (1,462 )     15,206       367       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    3,714       401       (563 )     (77 )     (599 )     2,876       370       —  

SEI Institutional Managed Trust Real Return Fund, Cl Y

    3,645       291       (677 )     (11 )     (358 )     2,890       236       —  

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

    18,373       2,349       (2,059 )     (474 )     (3,917 )     14,272       1,373       —  

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

    12,220       242       (2,420 )     (21 )     (383 )     9,638       191       —  

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

    6,166       294       (894 )     (81 )     (668 )     4,817       260       —  

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

    6,077       632       (1,390 )     (111 )     (389 )     4,819       527       —  

SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y

    18,341       1,706       (3,251 )     (137 )     (2,252 )     14,407       795       659  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    4,852       764       (2,967 )     39       (764 )     1,924       24       169  

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

    12,172       848       (7,173 )     204       (1,235 )     4,816       137       405  

SEI Enhanced US Large Cap Quality Factor ETF

    —       467       —       —       —       470       4       —  

SEI Enhanced US Large Cap Momentum Factor ETF

    —       935       —       —       3       903       9       —  

SEI Enhanced US Large Cap Value Factor ETF

    —       935       —       —       (32 )     884       14       —  

SEI Enhanced Low Volatility US Large Cap ETF

    —       5,841       —       —       (51 )     5,841       74       —  

Totals

   $ 122,525     $ 16,810     $ (28,145 )   $ (1,563 )   $ (12,383 )   $ 97,244     $ 4,573     $ 1,233  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

7

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Moderate Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.7%

Equity Funds — 67.5%

        

SEI Institutional International Trust International Equity Fund, Cl Y

    302,076     $ 3,024  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

    220,622       2,972  

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

    192,805       5,800  

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

    1,647,874       25,427  
                 

Total Equity Funds

               

(Cost $24,714) ($ Thousands)

             37,223  

Fixed Income Fund — 17.8%

        

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,820,641       9,831  
                 

Total Fixed Income Fund

               

(Cost $11,881) ($ Thousands)

             9,831  

Money Market Fund — 14.4%

        

SEI Daily Income Trust Government Fund, Cl F, 3.743%*

     7,969,410       7,969  
                 

Total Money Market Fund

               

(Cost $7,969) ($ Thousands)

             7,969  
                 
                 

Total Investments in Securities — 99.7%

                

(Cost $44,564) ($ Thousands)

  $ 55,023  
                 
                 

 

Percentages are based on Net Assets of $55,196 ($ Thousands).

 

* The rate reported is the 7-day effective yield as of December 31, 2022.

 

Cl — Class

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Institutional International Trust International Equity Fund, Cl Y

  $ 3,618     $ 339     $ (566 )   $ (97 )   $ (270 )   $ 3,024     $ 62     $ —  

SEI Institutional Managed Trust Real Estate Fund, Cl Y

     3,699       943       (726 )     60       (1,004 )     2,972       81       81  

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

    7,049       898       (1,213 )     318       (1,252 )     5,800       81       311  

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

    30,985       3,185       (5,225 )     173       (3,691 )     25,427       539       2,179  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    12,086       1,924       (1,916 )     (368 )     (1,895 )     9,831       1,254       —  

SEI Daily Income Trust Government Fund, Cl F

     9,680       1,160       (2,871 )     —       —       7,969       112       —  

Totals

   $ 67,117     $ 8,449     $ (12,517 )   $ 86     $ (8,112 )   $ 55,023     $ 2,129     $ 2,571  

 

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

 

 

8

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Aggressive Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Equity Funds — 63.7%

        

SEI Enhanced US Large Cap Momentum Factor ETF

    207,766     $ 5,033  

SEI Enhanced US Large Cap Quality Factor ETF

    115,134       2,885  

SEI Enhanced US Large Cap Value Factor ETF

    229,897       5,428  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    802,502       7,953  

SEI Institutional International Trust International Equity Fund, Cl Y

    2,383,285       23,857  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    655,808       8,853  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    927,070       11,765  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    561,125       6,638  
                 

Total Equity Funds

               

(Cost $65,814) ($ Thousands)

             72,412  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

Multi-Asset Fund — 19.5%

        

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

    3,283,256     $ 22,162  
                 

Total Multi-Asset Fund

               

(Cost $30,237) ($ Thousands)

             22,162  

Fixed Income Funds — 16.7%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    844,992       6,785  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    591,074       5,598  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,225,608       6,618  
                 

Total Fixed Income Funds

               

(Cost $22,316) ($ Thousands)

             19,001  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $118,367) ($ Thousands)

  $ 113,575  
                 
                 

 

Percentages are based on Net Assets of $113,639 ($ Thousands).

 

Cl — Class

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

  $ 10,278     $ 815     $ (1,479 )   $ (193 )   $ (1,468 )   $ 7,953     $ 186     $ —  

SEI Institutional International Trust International Equity Fund, Cl Y

    31,053       914       (4,681 )     (186 )     (3,243 )     23,857       491       —  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    11,804       1,546       (1,693 )     521       (3,325 )     8,853       318       829  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    31,060       1,638       (16,295 )     1,618       (6,256 )     11,765       148       1,042  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    8,767       434       (1,652 )     (122 )     (789 )     6,638       39       37  

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

    29,411       2,275       (2,460 )     (578 )     (6,486 )     22,162       2,132       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    8,978       302       (1,671 )     (445 )     (379 )     6,785       128       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    7,333       616       (1,582 )     (287 )     (482 )     5,598       133       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    8,913       1,114       (1,809 )     (327 )     (1,273 )     6,618       848       —  

SEI Enhanced US Large Cap Quality Factor ETF

     —       2,870       —       —       15       2,885       24       —  

SEI Enhanced US Large Cap Momentum Factor ETF

     —       5,740       (524 )     (2 )     (181 )     5,033       54       —  

SEI Enhanced US Large Cap Value Factor ETF

     —       5,739       —       —       (311 )     5,428       89       —  

Totals

   $ 147,597     $ 24,003     $ (33,846 )   $ (1 )   $ (24,178 )   $ 113,575     $ 4,590     $ 1,908  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

9

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Tax-Managed Aggressive Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 100.0%

Equity Funds — 88.2%

        

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    136,296     $ 1,351  

SEI Institutional International Trust International Equity Fund, Cl Y

    1,079,493       10,806  

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

     1,267,824       38,136  

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

    426,580       9,551  
                 

Total Equity Funds

               

(Cost $30,847) ($ Thousands)

             59,844  

Fixed Income Funds — 11.8%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    335,050       2,690  

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    984,930     $ 5,319  
                 

Total Fixed Income Funds

               

(Cost $9,809) ($ Thousands)

             8,009  
                 
                 

Total Investments in Securities — 100.0%

                

(Cost $40,656) ($ Thousands)

  $ 67,853  
                 
                 

 

Percentages are based on Net Assets of $67,876 ($ 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

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

  $ 1,660     $ 192     $ (238 )   $ (75 )   $ (188 )   $ 1,351     $ 31     $ —  

SEI Institutional International Trust International Equity Fund, Cl Y

    13,615       1,112       (2,518 )     (433 )     (970 )     10,806       222       —  

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

    49,494       2,614       (7,344 )     2,115       (8,743 )     38,136       540       2,045  

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

    12,254       207       (1,508 )     (65 )     (1,337 )     9,551       66       40  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    3,270       275       (558 )     (141 )     (156 )     2,690       50       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    6,940       1,010       (1,366 )     (278 )     (987 )     5,319       692       —  

Totals

   $ 87,233     $ 5,410     $ (13,532 )   $ 1,123     $ (12,381 )   $ 67,853     $ 1,601     $ 2,085  

 

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

 

 

10

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Core Market Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.8%

Fixed Income Funds — 34.4%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    271,081     $ 2,177  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    1,144,885       10,842  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    402,360       2,173  
                 

Total Fixed Income Funds

               

(Cost $17,652) ($ Thousands)

             15,192  

Equity Funds — 33.0%

        

SEI Enhanced US Large Cap Momentum Factor ETF

    46,860       1,135  

SEI Enhanced US Large Cap Quality Factor ETF

    26,573       666  

SEI Enhanced US Large Cap Value Factor ETF

    53,060       1,253  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    131,358       1,302  

SEI Institutional International Trust International Equity Fund, Cl Y

    434,508       4,349  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    159,207       2,149  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    186,841       2,371  
                 

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS (continued)

SEI Institutional Managed Trust Small Cap Fund, Cl Y

    110,024     $ 1,302  
                 

Total Equity Funds

               

(Cost $12,359) ($ Thousands)

             14,527  

Multi-Asset Funds — 32.4%

        

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

    1,281,777       8,652  

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

    231,821       2,177  

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

    433,497       3,485  
                 

Total Multi-Asset Funds

               

(Cost $17,750) ($ Thousands)

             14,314  
                 
                 

Total Investments in Securities — 99.8%

                

(Cost $47,761) ($ Thousands)

  $ 44,033  
                 
                 

 

Percentages are based on Net Assets of $44,114 ($ Thousands).

 

Cl — Class

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

  $ 3,304     $ 102     $ (920 )   $ (233 )   $ (76 )   $ 2,177     $ 41     $ —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

    16,526       697       (4,709 )     (677 )     (995 )     10,842       280       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    3,315       350       (933 )     (122 )     (437 )     2,173       290       —  

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

    13,154       926       (2,457 )     (609 )     (2,362 )     8,652       832       —  

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

    3,295       172       (900 )     (79 )     (311 )     2,177       124       —  

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

    5,221       454       (1,821 )     73       (442 )     3,485       386       —  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    1,951       220       (566 )     (5 )     (298 )     1,302       31       —  

SEI Institutional International Trust International Equity Fund, Cl Y

    6,484       420       (1,821 )     81       (815 )     4,349       89       —  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

    3,219       516       (863 )     217       (940 )     2,149       77       200  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

    7,078       629       (4,298 )     674       (1,712 )     2,371       33       210  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

     1,923       179       (605 )     2       (197 )     1,302       8       7  

SEI Enhanced US Large Cap Quality Factor ETF

     —       662       —       —       4       666       6       —  

SEI Enhanced US Large Cap Momentum Factor ETF

     —       1,325       (148 )     (1 )     (41 )     1,135       12       —  

SEI Enhanced US Large Cap Value Factor ETF

     —       1,325       —       —       (72 )     1,253       20       —  

Totals

   $ 65,470     $ 7,977     $ (20,041 )   $ (679 )   $ (8,694 )   $ 44,033     $ 2,229     $ 417  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

11

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Core Market Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.9%

Equity Funds — 88.1%

        

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    41,645     $ 413  

SEI Institutional International Trust International Equity Fund, Cl Y

    330,007       3,303  

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

     386,374       11,622  

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

    129,563       2,901  
                 

Total Equity Funds

               

(Cost $8,900) ($ Thousands)

             18,239  

Fixed Income Funds — 11.8%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    102,425       822  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    301,824       1,630  
                 

Total Fixed Income Funds

               

(Cost $3,025) ($ Thousands)

             2,452  
                 
                 

Total Investments in Securities — 99.9%

                

(Cost $11,925) ($ Thousands)

  $ 20,691  
                 
                 

 

Percentages are based on Net Assets of $20,713 ($ 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Class Y

   $ 485     $ 40     $ (34 )   $ (10 )   $ (68 )   $ 413     $ 10     $ —  

SEI Institutional International Trust International Equity Fund, Class Y

     3,989       121       (396 )     (80 )     (331 )     3,303       68       —  

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

     14,431       802       (2,292 )     1,113       (2,432 )     11,622       161       623  

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

     3,563       62       (331 )     (20 )     (373 )     2,901       20       12  

SEI Institutional International Trust Emerging Markets Debt Fund, Class Y

     979       31       (99 )     (22 )     (67 )     822       15       —  

SEI Institutional Managed Trust High Yield Bond Fund, Class Y

     1,979       200       (177 )     (32 )     (340 )     1,630       205       —  

Totals

   $ 25,426     $ 1,256     $ (3,329 )   $ 949     $ (3,611 )   $ 20,691     $ 479     $ 635  

 

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

 

 

12

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Market Growth Strategy Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.8%

Equity Funds — 44.6%

        

SEI Enhanced US Large Cap Momentum Factor ETF

    192,316     $ 4,659  

SEI Enhanced US Large Cap Quality Factor ETF

    96,818       2,426  

SEI Enhanced US Large Cap Value Factor ETF

    193,324       4,565  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

     513,972       5,093  

SEI Institutional International Trust International Equity Fund, Cl Y

     1,908,766       19,107  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

     569,818       7,693  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

     807,505       10,247  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

     323,245       3,824  
                 

Total Equity Funds

               

(Cost $52,021) ($ Thousands)

             57,614  

Multi-Asset Funds — 31.6%

        

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

     3,775,334       25,483  

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

     542,228       5,092  

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

     1,266,503       10,183  
                 

Total Multi-Asset Funds

               

(Cost $51,840) ($ Thousands)

             40,758  

Fixed Income Funds — 23.6%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

     791,457       6,355  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

     1,881,129       17,814  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

     1,172,544       6,332  
                 

Total Fixed Income Funds

               

(Cost $35,893) ($ Thousands)

             30,501  
                 
                 

Total Investments in Securities — 99.8%

                

(Cost $139,754) ($ Thousands)

  $ 128,873  
                 
                 

 

Percentages are based on Net Assets of $129,144 ($ Thousands).

 

Cl — Class

 

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, 2022

 

13

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Market Growth Strategy Fund

 

 

The following is summary of the transactions with affiliates for the period ended December 31, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Enhanced US Large Cap Momentum Factor ETF

     $ —     $ 4,827       $ —       $ —     $ (168 )   $ 4,659     $ 47     $ —  

SEI Enhanced US Large Cap Quality Factor ETF

    —       2,414       —       —       12       2,426       20       —  

SEI Enhanced US Large Cap Value Factor ETF

     —       4,827       —       —       (262 )     4,565       75       —  

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

     6,641       494       (1,041 )     (74 )     (927 )     5,093       121       —  

SEI Institutional International Trust International Equity Fund, Cl Y

     25,074       779       (4,173 )     (180 )     (2,393 )     19,107       398       —  

SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y

     10,007       1,408       (2,118 )     966       (2,570 )     7,693       276       721  

SEI Institutional Managed Trust Large Cap Fund, Cl Y

     26,731       2,582       (16,128 )     2,166       (5,104 )     10,247       126       917  

SEI Institutional Managed Trust Small Cap Fund, Cl Y

     4,950       394       (1,059 )     (31 )     (430 )     3,824       21       21  

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

     33,150       2,662       (2,465 )     (408 )     (7,456 )     25,483       2,468       —  

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

     6,624       388       (1,128 )     (83 )     (709 )     5,092       270       —  

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

     13,247       1,393       (3,385 )     (362 )     (710 )     10,183       1,120       —  

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

     8,379       441       (1,605 )     (427 )     (433 )     6,355       121       —  

SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y

     23,101       1,140       (4,088 )     (602 )     (1,737 )     17,814       414       —  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

     8,318       933       (1,433 )     (250 )     (1,236 )     6,332       802       —  

Totals

   $ 166,222     $ 24,682     $ (38,623 )   $ 715     $ (24,123 )   $ 128,873     $ 6,279     $ 1,659  

 

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

 

 

14

 

SEI Asset Allocation Trust / Quarterly Report / December 31, 2022

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2022

Market Growth Strategy Allocation Fund

 

             

Description

  

Shares

    

Market Value
($ Thousands)

  

AFFILIATED INVESTMENT FUNDS — 99.4%

Equity Funds — 87.5%

        

SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y

    229,443     $ 2,274  

SEI Institutional International Trust International Equity Fund, Cl Y

    1,819,198       18,210  

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

     2,128,735       64,032  

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

    713,819       15,982  
                 

Total Equity Funds

               

(Cost $51,542) ($ Thousands)

             100,498  

Fixed Income Funds — 11.9%

        

SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y

    566,568       4,550  

SEI Institutional Managed Trust High Yield Bond Fund, Cl Y

    1,677,155       9,057  
                 

Total Fixed Income Funds

               

(Cost $16,696) ($ Thousands)

             13,607  
                 
                 

Total Investments in Securities — 99.4%

                

(Cost $68,238) ($ Thousands)

  $ 114,105  
                 
                 

 

Percentages are based on Net Assets of $114,826 ($ 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.

 

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, 2022 ($ Thousands):

 

Security Description

 

Value 3/31/22

    

Purchases at Cost

   

Proceeds from Sales

   

Realized Gain/(Loss)

    

Change in Unrealized Appreciation/​(Depreciation)

   

Value 12/31/22

    

Income

   

Capital Gains

  

SEI Institutional International Trust Emerging Markets Equity Fund, Class Y

   $ 2,526     $ 231     $ (73 )   $ (27 )   $ (383 )   $ 2,274     $ 53     $ —  

SEI Institutional International Trust International Equity Fund, Class Y

     21,120       600       (1,317 )     (248 )     (1,945 )     18,210       376       —  

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

     76,156       4,834       (9,855 )     4,434       (11,537 )     64,032       872       3,502  

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

     19,003       724       (1,211 )     (111 )     (2,423 )     15,982       108       67  

SEI Institutional International Trust Emerging Markets Debt Fund, Class Y

     5,064       394       (234 )     (54 )     (620 )     4,550       86       —  

SEI Institutional Managed Trust High Yield Bond Fund, Class Y

     10,570       1,515       (927 )     (202 )     (1,899 )     9,057       1,133       —  

Totals

   $ 134,439     $ 8,298     $ (13,617 )   $ 3,792     $ (18,807 )   $ 114,105     $ 2,628     $ 3,569  

 

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

 

 

SEI Asset Allocation Trust / Quarterly Report /December 31, 2022

 

15