NPORT-EX 2 SAAT_Schedule_F.htm SCHEDULE F

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2024

 

Defensive Strategy Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.0%
Fixed Income Funds — 56.9%          
SEI Daily Income Trust Short Duration Government Fund , Cl Y   250,134   $2,521 
SEI Institutional Managed Trust Conservative Income Fund , Cl Y   129,044    1,292 
SEI Institutional Managed Trust Core Fixed Income Fund , Cl Y   68,736    646 
SEI Institutional Managed Trust Real Return Fund , Cl Y   44,822    429 
           
Total Fixed Income Funds          
(Cost $4,814) ($Thousands)        4,888 
Multi-Asset Funds — 28.9%          
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund , Cl Y   178,335    1,735 
SEI Institutional Managed Trust Multi-Asset Income Fund , Cl Y   32,657    322 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund , Cl Y   56,130    430 
           
Total Multi-Asset Funds          
(Cost $2,510) ($Thousands)        2,487 
Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
Equity Funds — 9.2%          
SEI Enhanced Low Volatility US Large Cap ETF   83   $2 
SEI Institutional Managed Trust Global Managed Volatility Fund , Cl Y   61,084    618 
SEI Institutional Managed Trust Liquid Alternative Fund , Cl Y   16,885    171 
           
Total Equity Funds          
(Cost $755) ($Thousands)        791 
Money Market Fund — 5.0%          
SEI Daily Income Trust Government Fund, Institutional Class , 4.390%*   430,514    431 
           
Total Money Market Fund          
(Cost $431) ($Thousands)        431 
           
Total Investments in Securities — 100.0%          
(Cost $8,510) ($Thousands)       $8,597 

 

Percentages are based on Net Assets of $8,600 ($Thousands).

 

Cl — Class

 

ETF — Exchange Traded Fund

 

*The rate reported is the 7-day effective yield as of December 31, 2024.

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from Sales   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
12/31/2024		   Income   Capital Gains 
SEI Daily Income Trust Short Duration Government Fund, Cl Y  $3,029   $183   $(738)  $(10)  $57   $2,521   $74   $– 
SEI Institutional Managed Trust Conservative Income, Cl Y   1,556    122    (386)   –    –    1,292    55    – 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   778    79    (205)   (3)   (3)   646    23    – 
SEI Institutional Managed Trust Real Return Fund, Cl Y   516    39    (127)   (6)   7    429    17    – 
SEI Institutional Managed Trust Multi-Asset Capital Stability, Cl Y   2,098    220    (507)   13    (89)   1,735    92    40 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   388    32    (101)   2    1    322    16    – 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   519    44    (126)   2    (9)   430    15    – 
SEI Enhanced Low Volatility US Large Cap ETF   2    –    –    –    –    2    –    – 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   751    97    (228)   18    (20)   618    13    38 
SEI Institutional Managed Trust Liquid Alternative Fund, Cl Y   207    22    (53)   3    (8)   171    6    4 
SEI Daily Income Trust Government Fund, Institutional Class   519    40    (128)   –    –    431    17    – 
Totals  $10,363   $878   $(2,599)  $19   $(64)  $8,597   $328   $82 

 

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

 

 

SEI Asset Allocation Trust 1

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2024

 

Defensive Strategy Allocation Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.3%
Money Market Fund — 81.0%          
SEI Daily Income Trust Government Fund, Institutional Class , 4.390%*‡    1,848,500   $1,848 
           
Total Money Market Fund          
(Cost $1,848) ($Thousands)        1,848 
Fixed Income Fund — 19.3%          
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   82,249    442 
           
Total Fixed Income Fund          
(Cost $455) ($Thousands)        442 
           
Total Investments in Securities — 100.3%          
(Cost $2,303) ($Thousands)       $2,290 

Percentages are based on Net Assets of $2,283 ($ 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 https://www.sec.gov or call 1-800-DIAL-SEI.

 

† The rate reported is the 7-day effective yield as of December 31, 2024.

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
12/31/2024		   Income   Capital Gains 
SEI Daily Income Trust Government Fund, Institutional Class  $2,058   $137   $(347)  $–   $–   $1,848   $70   $– 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   491    50    (109)   (8)   18    442    21    – 
Totals  $2,549   $187   $(456)  $(8)  $18   $2,290   $91   $– 

 

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

 

 

2 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2024

 

Conservative Strategy Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.0%
Fixed Income Funds — 50.5%          
SEI Daily Income Trust Short Duration Government Fund , Cl Y   432,723   $4,362 
SEI Daily Income Trust Ultra Short Duration Bond Fund , Cl Y   130,972    1,223 
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   72,535    607 
SEI Institutional Managed Trust Conservative Income Fund , Cl Y   305,516    3,058 
SEI Institutional Managed Trust Core Fixed Income Fund , Cl Y   480,017    4,508 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   114,149    613 
SEI Institutional Managed Trust Real Return Fund , Cl Y   127,262    1,219 
           
Total Fixed Income Funds          
(Cost $15,937) ($Thousands)        15,590 
Multi-Asset Funds — 28.4%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund , Cl Y   85,096    609 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund , Cl Y   539,873    5,253 
SEI Institutional Managed Trust Multi-Asset Income Fund , Cl Y   139,177    1,372 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund , Cl Y   199,400    1,529 
           
Total Multi-Asset Funds          
(Cost $8,920) ($Thousands)        8,763 
Equity Funds — 21.1%          
SEI Enhanced Low Volatility US Large Cap ETF   39,990    1,165 
SEI Institutional Managed Trust Global Managed Volatility Fund , Cl Y   281,376    2,845 
SEI Institutional Managed Trust Liquid Alternative Fund , Cl Y   90,094    914 
SEI Institutional Managed Trust U.S. Managed Volatility Fund , Cl Y   56,474    785 
SEI Select International Equity ETF   33,250    793 
           
Total Equity Funds          
(Cost $6,136) ($Thousands)        6,502 
           
Total Investments in Securities — 100.0%          
(Cost $30,993) ($Thousands)       $30,855 

 

Percentages are based on Net Assets of $30,868 ($ Thousands).

 

Cl — Class

 

ETF — Exchange Traded Fund


 

SEI Asset Allocation Trust 3

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2024

 

Conservative Strategy Fund

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from
Sales		   Realized Gain/
(Loss)		   Change in
Unrealized
Appreciation/
(Depreciation)		   Value
12/31/2024		   Income   Capital Gains 
SEI Daily Income Trust Short Duration Government Fund, Cl Y  $4,582   $228   $(518)  $(26)  $96   $4,362   $117   $– 
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   1,290    76    (151)   –    8    1,223    44    – 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   641    88    (100)   –    (22)   607    36    – 
SEI Institutional Managed Trust Conservative Income Fund, Cl Y   3,222    216    (380)   –    –    3,058    119    – 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   4,748    488    (676)   (109)   57    4,508    148    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   646    65    (116)   1    17    613    25    – 
SEI Institutional Managed Trust Real Return Fund, Cl Y   1,285    72    (140)   (6)   8    1,219    42    – 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   643    88    (113)   (21)   12    609    15    – 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   5,546    547    (595)   18    (263)   5,253    275    118 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   1,446    122    (205)   (3)   12    1,372    64    – 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   1,611    139    (194)   (8)   (19)   1,529    52    – 
SEI Enhanced Low Volatility US Large Cap ETF   1,256    –    (153)   23    39    1,165    22    – 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   3,022    428    (572)   44    (77)   2,845    59    173 
SEI Institutional Managed Trust Liquid Alternative Fund, Cl Y   963    141    (157)   6    (39)   914    32    20 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   839    201    (196)   18    (77)   785    16    99 
SEI Select International Equity ETF   –    835    –    –    (42)   793    1    – 
SEI Institutional International Trust International Equity Fund, Cl Y   854    64    (981)   121    (58)   –    –    – 
Totals  $32,594   $3,798   $(5,247)  $58   $(348)  $30,855   $1,067   $410 

 

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

 

 

4 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2024

 

Conservative Strategy Allocation Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.0%
Equity Funds — 46.6%          
SEI Institutional Managed Trust Real Estate Fund , Cl Y   157,898   $2,533 
SEI Institutional Managed Trust U.S. Managed Volatility Fund , Cl Y   368,059    5,116 
           
Total Equity Funds          
(Cost $5,798) ($Thousands)        7,649 
Fixed Income Fund — 33.3%          
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   1,016,318    5,458 
           
Total Fixed Income Fund          
(Cost $5,762) ($Thousands)        5,458 
Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
Money Market Fund — 20.1%          
SEI Daily Income Trust Government Fund, Institutional Class , 4.390%**   3,295,490   $3,295 
           
Total Money Market Fund          
(Cost $3,295) ($Thousands)        3,295 
           
Total Investments in Securities — 100.0%          
(Cost $14,855) ($Thousands)       $16,402 

 

Percentages are based on Net Assets of $16,405 ($ Thousands).

 

**The rate reported is the 7-day effective yield as of December 31, 2024.

 

Cl — Class


The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from
Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2024		   Income   Capital Gains 
SEI Institutional Managed Trust Real Estate Fund, Cl Y  $2,726   $310   $(662)  $99   $60   $2,533   $73   $64 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   5,679    922    (1,062)   202    (625)   5,116    104    678 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   5,872    601    (1,115)   (204)   304    5,458    287    – 
SEI Daily Income Trust Government Fund, Institutional Class   3,546    364    (615)   –    –    3,295    125    – 
Totals  $17,823   $2,197   $(3,454)  $97   $(261)  $16,402   $589   $742 

 

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

 

 

SEI Asset Allocation Trust 5

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2024

 

Moderate Strategy Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.0%
Fixed Income Funds — 37.3%          
SEI Daily Income Trust Short Duration Government Fund , Cl Y   550,548   $5,550 
SEI Daily Income Trust Ultra Short Duration Bond Fund , Cl Y   254,301    2,375 
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   235,167    1,968 
SEI Institutional Managed Trust Core Fixed Income Fund , Cl Y   1,644,482    15,442 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   369,896    1,986 
SEI Institutional Managed Trust Real Return Fund , Cl Y   246,942    2,366 
           
Total Fixed Income Funds          
(Cost $31,756) ($Thousands)        29,687 
Equity Funds — 34.7%          
SEI Enhanced Low Volatility US Large Cap ETF   113,840    3,317 
SEI Enhanced US Large Cap Momentum Factor ETF   379    15 
SEI Enhanced US Large Cap Quality Factor ETF   221    8 
SEI Enhanced US Large Cap Value Factor ETF   309    10 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund , Cl Y   93,037    1,555 
SEI Institutional Managed Trust Global Managed Volatility Fund , Cl Y   966,681    9,773 
SEI Institutional Managed Trust Liquid Alternative Fund , Cl Y   387,038    3,924 
SEI Institutional Managed Trust U.S. Managed Volatility Fund , Cl Y   197,479    2,745 
SEI Select Emerging Markets Equity ETF   103,960    2,426 
SEI Select International Equity ETF   158,050    3,772 
           
Total Equity Funds          
(Cost $26,837) ($Thousands)        27,545 
Multi-Asset Funds — 28.0%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund , Cl Y   1,043,774    7,463 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund , Cl Y   808,166    7,863 
SEI Institutional Managed Trust Multi-Asset Income Fund , Cl Y   300,253    2,961 
Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund , Cl Y   516,064   $3,958 
           
Total Multi-Asset Funds          
(Cost $23,620) ($Thousands)        22,245 
           
Total Investments in Securities — 100.0%          
(Cost $82,213) ($Thousands)       $79,477 

 

Percentages are based on Net Assets of $79,480 ($ Thousands).

 

Cl — Class


 

6 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2024

 

Moderate Strategy Fund

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from
Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2024		   Income   Capital Gains 
SEI Daily Income Trust Short Duration Government Fund, Cl Y  $5,940   $396   $(878)  $(42)  $134   $5,550   $153   $– 
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   2,551    218    (409)   (1)   16    2,375    88    – 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   2,134    267    (365)   (59)   (9)   1,968    120    – 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   16,627    1,606    (2,256)   (554)   19    15,442    522    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   2,140    233    (693)   (77)   383    1,986    102    – 
SEI Institutional Managed Trust Real Return Fund, Cl Y   2,548    191    (479)   (15)   121    2,366    85    – 
SEI Enhanced Low Volatility US Large Cap ETF   3,478    –    (333)   51    121    3,317    63    – 
SEI Enhanced U.S. Large Cap Momentum Factor ETF   12    1    –    –    2    15    –    – 
SEI Enhanced U.S. Large Cap Quality Factor ETF   7    –    –    –    1    8    –    – 
SEI Enhanced U.S. Large Cap Value Factor ETF   10    –    (1)   –    1    10    –    – 
SEI Institutional International Trust - Emerging Markets Equity Fund, Cl Y   2,668    128    (3,146)   350    –    –    –    – 
SEI Institutional International Trust International Equity Fund, Cl Y   4,034    191    (4,792)   567    –    –    –    – 
SEI Institutional Managed Trust - Dynamic Asset Allocation Fund , Cl Y   1,720    345    (577)   67    –    1,555    45    117 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   10,753    1,363    (2,250)   151    (244)   9,773    200    589 
SEI Institutional Managed Trust Liquid Alternative Fund, Cl Y   4,303    618    (1,039)   42    –    3,924    134    85 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   3,019    666    (986)   52    (6)   2,745    56    344 
SEI Select Emerging Markets Equity ETF   –    2,647    –    –    (221)   2,426    8    – 
SEI Select International Equity ETF   –    3,993    –    –    (221)   3,772    6    – 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   8,190    790    (1,092)   (425)   –    7,463    180    – 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   8,539    946    (1,487)   51    (186)   7,863    411    173 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   3,211    288    (500)   (38)   –    2,961    141    – 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   4,277    396    (1,008)   (25)   318    3,958    135    – 
Totals  $86,161   $15,283   $(22,291)  $95   $229   $79,477   $2,449   $1,308 

 

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

 

 

SEI Asset Allocation Trust 7

 

 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Moderate Strategy Allocation Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.9%          
Equity Funds — 67.3%          
SEI Institutional International Trust International Equity Fund , Cl Y   240,303   $2,653 
SEI Institutional Managed Trust Real Estate Fund , Cl Y   164,980    2,646 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund , Cl Y   142,350    5,035 
SEI Institutional Managed Trust U.S. Managed Volatility Fund , Cl Y   1,592,280    22,133 
           
Total Equity Funds          
(Cost $22,944) ($ Thousands)        32,467 
Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)          
Fixed Income Fund — 18.1%          
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   1,626,543   $8,735 
           
Total Fixed Income Fund          
(Cost $9,657) ($ Thousands)        8,735 
Money Market Fund — 14.5%          
SEI Daily Income Trust Government Fund, Institutional Class , 4.390%**   7,010,211    7,010 
           
Total Money Market Fund          
(Cost $7,010) ($ Thousands)        7,010 
           
Total Investments in Securities — 99.9%          
(Cost $39,611) ($ Thousands)       $48,212 

 

Percentages are based on Net Assets of $48,245 ($ Thousands).

 

**The rate reported is the 7-day effective yield as of December 31, 2024.

 

Cl — Class

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from Sales   Realized Gain (Loss)   Change in Unrealized Appreciation (Depreciation)   Value
12/31/2024		   Income   Capital Gains 
SEI Institutional International Trust International Equity Fund, Cl Y  $2,869   $427   $(396)  $102   $(349)  $2,653   $95   $211 
SEI Institutional Managed Trust Real Estate Fund, Cl Y   2,848    201    (563)   92    68    2,646    76    67 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   5,495    465    (752)   408    (581)   5,035    56    381 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   24,245    3,463    (3,691)   343    (2,227)   22,133    449    2,969 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   9,376    671    (1,465)   (390)   543    8,735    471    – 
SEI Daily Income Trust Government Fund, Institutional Class   7,470    602    (1,062)   –    –    7,010    266    – 
Totals  $52,303   $5,829   $(7,929)  $555   $(2,546)  $48,212   $1,413   $3,628 

 

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

 

 

8 SEI Asset Allocation Trust

 
 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Aggressive Strategy Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.0%          
Equity Funds — 73.6%          
SEI Enhanced US Large Cap Momentum Factor ETF   170,468   $6,582 
SEI Enhanced US Large Cap Quality Factor ETF   90,753    3,171 
SEI Enhanced US Large Cap Value Factor ETF   184,942    6,125 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund , Cl Y   556,326    9,296 
SEI Institutional Managed Trust Large Cap Fund , Cl Y   887,921    12,892 
SEI Select Emerging Markets Equity ETF   313,620    7,319 
SEI Select International Equity ETF   832,930    19,878 
SEI Select Small Cap ETF   238,160    6,098 
           
Total Equity Funds          
(Cost $62,405) ($ Thousands)        71,361 
Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)          
Fixed Income Funds — 14.3%          
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   363,002   $3,038 
SEI Institutional Managed Trust Core Fixed Income Fund , Cl Y   826,598    7,762 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   571,081    3,067 
           
Total Fixed Income Funds          
(Cost $14,255) ($ Thousands)        13,867 
Multi-Asset Fund — 12.1%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund , Cl Y   1,637,725    11,710 
           
Total Multi-Asset Fund          
(Cost $13,265) ($ Thousands)        11,710 
           
Total Investments in Securities — 100.0%          
(Cost $89,925) ($ Thousands)       $96,938 

  

Percentages are based on Net Assets of $96,952 ($ Thousands).

 

Cl — Class

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

  

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from  Sales   Realized Gain (Loss)   Change in Unrealized Appreciation (Depreciation)   Value
12/31/2024		   Income   Capital Gains 
SEI Enhanced US Large Cap Momentum Factor ETF  $7,659   $–   $(2,313)  $565   $671   $6,582   $37   $– 
SEI Enhanced US Large Cap Quality Factor ETF   3,539    –    (667)   187    112    3,171    35    – 
SEI Enhanced US Large Cap Value Factor ETF   7,443    –    (1,743)   347    78    6,125    121    – 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   7,935    133    (9,415)   1,347    –    –    –    – 
SEI Institutional International Trust International Equity Fund, Cl Y   21,198    48    (28,498)   7,252    –    –    –    – 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   10,051    1,935    (2,985)   734    (439)   9,296    272    722 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   14,029    3,241    (8,230)   580    3,272    12,892    129    1,888 
SEI Institutional Managed Trust Small Cap Fund, Cl Y   6,119    315    (6,611)   2,438    (2,261)   –    36    – 
SEI Select Emerging Markets Equity ETF   –    7,881    (2,865)   –    2,303    7,319    23    – 
SEI Select International Equity ETF   –    20,923    (1,045)   –    –    19,878    34    – 
SEI Select Small Cap ETF   –    6,038    –    –    60    6,098    14    – 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   3,235    390    (571)   (16)   –    3,038    180    – 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   8,236    1,222    (1,588)   (339)   231    7,762    250    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   3,270    435    (719)   (27)   108    3,067    125    – 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   12,635    1,370    (2,076)   (572)   353    11,710    284    – 
Totals  $105,349   $43,931   $(69,326)  $12,496   $4,488   $96,938   $1,540   $2,610 

 

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

 

 

SEI Asset Allocation Trust 9

 
 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Tax-Managed Aggressive Strategy Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.0%          
Equity Funds — 87.9%          
SEI Institutional International Trust Emerging Markets Equity Fund , Cl Y   149,582   $1,620 
SEI Institutional International Trust International Equity Fund , Cl Y   1,159,981    12,806 
SEI Institutional Managed Trust Tax- Managed Large Cap Fund , Cl Y ‡    1,298,282    45,920 
SEI Institutional Managed Trust Tax- Managed Small/Mid Cap Fund , Cl Y   490,216    11,290 
           
Total Equity Funds          
(Cost $35,079) ($ Thousands)        71,636 
Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)          
Fixed Income Funds — 12.1%          
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   385,224   $3,225 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   1,241,378    6,666 
           
Total Fixed Income Funds           
(Cost $11,225) ($ Thousands)        9,891 
           
Total Investments in Securities — 100.0%          
(Cost $46,304) ($ Thousands)       $81,527 

 

Percentages are based on Net Assets of $81,532 ($ 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 https://www.sec.gov or call 1-800-DIAL-SEI.

 

Cl — Class

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from Sales   Realized Gain (Loss)   Change in Unrealized Appreciation (Depreciation)   Value
12/31/2024		   Income   Capital Gains 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y  $1,559   $171   $(94)  $10   $(26)  $1,620   $55   $– 
SEI Institutional International Trust International Equity Fund, Cl Y   12,864    1,657    (523)   71    (1,263)   12,806    454    1,003 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   45,881    3,931    (2,249)   180    (1,823)   45,920    492    3,439 
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y   11,488    2,143    (881)   212    (1,672)   11,290    66    2,007 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   3,017    345    (23)   (4)   (110)   3,225    187    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   6,022    709    (163)   (20)   118    6,666    348    – 
Totals  $80,831   $8,956   $(3,933)  $449   $(4,776)  $81,527   $1,602   $6,449 

 

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

 

 

10 SEI Asset Allocation Trust

 
 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Core Market Strategy Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.9%          
Equity Funds — 43.0%          
SEI Enhanced US Large Cap Momentum Factor ETF   28,702   $1,108 
SEI Enhanced US Large Cap Quality Factor ETF   13,767    481 
SEI Enhanced US Large Cap Value Factor ETF   29,853    989 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund , Cl Y   133,657    2,233 
SEI Institutional Managed Trust Global Managed Volatility Fund , Cl Y   186,812    1,889 
SEI Institutional Managed Trust Large Cap Fund , Cl Y   135,041    1,961 
SEI Institutional Managed Trust Liquid Alternative Fund , Cl Y   149,657    1,518 
SEI Select Emerging Markets Equity ETF   65,530    1,529 
SEI Select International Equity ETF   150,100    3,582 
SEI Select Small Cap ETF   54,050    1,384 
           
Total Equity Funds          
(Cost $14,837) ($ Thousands)        16,674 
Fixed Income Funds — 33.2%          
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   181,479    1,519 
SEI Institutional Managed Trust Core Fixed Income Fund , Cl Y   1,047,507    9,836 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   285,333    1,532 
           
Total Fixed Income Funds          
(Cost $14,308) ($ Thousands)        12,887 
Multi-Asset Funds — 23.7%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund , Cl Y   662,201    4,735 
SEI Institutional Managed Trust Multi-Asset Income Fund , Cl Y   144,728    1,427 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund , Cl Y   398,441    3,056 
           
Total Multi-Asset Funds          
(Cost $10,114) ($ Thousands)        9,218 
           
Total Investments in Securities — 99.9%          
(Cost $39,259) ($ Thousands)       $38,779 

 

Percentages are based on Net Assets of $38,818 ($ Thousands).

 

Cl — Class

 


 

SEI Asset Allocation Trust 11

 
 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Core Market Strategy Fund

  

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands): 

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from Sales   Realized Gain (Loss)   Change in Unrealized Appreciation (Depreciation)   Value
12/31/2024		   Income   Capital Gains 
SEI Enhanced US Large Cap Momentum Factor ETF  $1,064   $–   $(7)  $51   $–   $1,108   $6   $– 
SEI Enhanced US Large Cap Quality Factor ETF   489    –    (22)   14    –    481    5    – 
SEI Enhanced US Large Cap Value Factor ETF   1,034    134    (116)   28    (91)   989    18    – 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   1,633    84    (2,093)   376    –    –    –    – 
SEI Institutional International Trust International Equity Fund, Cl Y   3,771    119    (5,505)   1,615    –    –    –    – 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   2,441    369    (886)   309    –    2,233    65    179 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   2,031    217    (463)   16    88    1,889    39    120 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   2,142    409    (982)   392    –    1,961    21    294 
SEI Institutional Managed Trust Liquid Alternative Fund, Cl Y   1,626    198    (404)   5    93    1,518    52    35 
SEI Select Emerging Markets Equity ETF   –    1,529    –    –    –    1,529    5    – 
SEI Select International Equity ETF   –    3,582    –    –    –    3,582    6    – 
SEI Select Small Cap ETF   –    1,384    –    –    –    1,384    3    – 
SEI Institutional Managed Trust Small Cap Fund, Cl Y   1,370    96    (2,070)   604    –    –    8    – 
SE Institutional International Trust Emerging Markets Debt Fund, Cl Y   1,606    168    (392)   (18)   155    1,519    92    – 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   10,313    916    (1,226)   (210)   43    9,836    327    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   1,614    177    (226)   (61)   28    1,532    78    – 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   5,094    490    (764)   (218)   133    4,735    115    – 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   1,515    124    (221)   (16)   25    1,427    67    – 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   3,232    326    (447)   (23)   (32)   3,056    105    – 
Totals  $40,975   $10,322   $(15,824)  $2,864   $442   $38,779   $1,012   $628 

 

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

 

 

12 SEI Asset Allocation Trust

 
 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

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   36,393   $394 
SEI Institutional International Trust International Equity Fund , Cl Y   294,418    3,251 
SEI Institutional Managed Trust Tax- Managed Large Cap Fund , Cl Y *   324,150    11,465 
SEI Institutional Managed Trust Tax- Managed Small/Mid Cap Fund , Cl Y   123,805    2,851 
           
Total Equity Funds          
(Cost $7,766) ($Thousands)        17,961 
Fixed Income Funds — 12.0%          
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   96,993    812 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   306,940    1,648 
           
Total Fixed Income Funds          
(Cost $2,814) ($Thousands)        2,460 
           
Total Investments in Securities — 100.0%          
(Cost $10,580) ($Thousands)       $20,421 
*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 https://www.sec.gov or call 1-800-DIAL-SEI.

 

Percentages are based on Net Assets of $20,421 ($ Thousands).

 

Cl — Class

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from Sales  

Realized Gain/

(Loss)

   Change in Unrealized Appreciation/ (Depreciation)   Value
12/31/2024		   Income   Capital Gains 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y  $414   $31   $(49)  $5   $(7)  $394   $13   $– 
SEI Institutional International Trust International Equity Fund, Cl Y   3,385    492    (326)   51    (351)   3,251    115    255 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   11,993    1,196    (1,308)   435    (851)   11,465    126    883 
SEI Institutional Managed Trust Tax-Managed Small/ Mid Cap Fund, Cl Y   3,003    631    (412)   94    (465)   2,851    17    519 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   835    75    (68)   (11)   (19)   812    49    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   1,673    397    (449)   (56)   83    1,648    89    – 
Totals  $21,303   $2,822   $(2,612)  $518   $(1,610)  $20,421   $409   $1,657 

 

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

  

 
SEI Asset Allocation Trust 13

 
 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Market Growth Strategy Fund

  

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.1%
Equity Funds — 54.6%          
SEI Enhanced US Large Cap Momentum Factor ETF  131,874   $5,092 
SEI Enhanced US Large Cap Quality Factor ETF   64,050    2,238 
SEI Enhanced US Large Cap Value Factor ETF   136,997    4,537 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund , Cl Y   433,273    7,240 
SEI Institutional Managed Trust Global Managed Volatility Fund , Cl Y   360,043    3,640 
SEI Institutional Managed Trust Large Cap Fund , Cl Y   588,739    8,548 
SEI Institutional Managed Trust Liquid Alternative Fund , Cl Y   292,266    2,964 
SEI Select Emerging Markets Equity ETF   247,410    5,774 
SEI Select International Equity ETF   594,310    14,183 
SEI Select Small Cap ETF   193,790    4,962 
           
Total Equity Funds          
(Cost $52,527) ($ Thousands)        59,178 
Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
Fixed Income Funds — 23.6%          
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   588,957   $4,930 
SEI Institutional Managed Trust Core Fixed Income Fund , Cl Y   1,667,470    15,658 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   928,006    4,983 
           
Total Fixed Income Funds          
(Cost $27,904) ($ Thousands)        25,571 
Multi-Asset Funds — 21.9%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund , Cl Y   1,817,192    12,993 
SEI Institutional Managed Trust Multi-Asset Income Fund , Cl Y   290,795    2,867 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund , Cl Y   1,022,985    7,846 
           
Total Multi-Asset Funds          
(Cost $26,030) ($ Thousands)        23,706 
           
Total Investments in Securities — 100.1%          
(Cost $106,461) ($ Thousands)       $108,455 

 

Percentages are based on Net Assets of $108,372 ($ Thousands).

 

Cl — Class

 

ETF — Exchange Traded Fund

 

 
14 SEI Asset Allocation Trust

 
 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Market Growth Strategy Fund

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from Sales   Realized Gain/ (Loss)   Change in Unrealized Appreciation/ (Depreciation)   Value
12/31/2024		   Income   Capital Gains 
SEI Enhanced US Large Cap Momentum Factor ETF  $4,909   $–   $(762)  $239   $706   $5,092   $26   $– 
SEI Enhanced US Large Cap Quality Factor ETF   2,282    –    (238)   67    127    2,238    24    – 
SEI Enhanced US Large Cap Value Factor ETF   4,763    –    (552)   132    194    4,537    82    – 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   7,921    1,510    (2,479)   962    (674)   7,240    210    524 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   3,965    667    (2,881)   72    1,817    3,640    76    210 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   9,359    2,196    (2,563)   722    (1,166)   8,548    87    1,162 
SEI Institutional Managed Trust Liquid Alternative Fund, Cl Y   3,233    573    (652)   35    (225)   2,964    102    62 
SEI Select International Equity ETF   –    6,218    –    –    (444)   5,774    18    – 
SEI Select Small Cap ETF   –    14,929    –    –    (746)   14,183    24    – 
SEI Select Emerging Markets Equity ETF   –    4,913    –    –    49    4,962    11    – 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   5,368    800    (1,062)   (187)   11    4,930    303    – 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   16,776    2,456    (3,410)   (552)   388    15,658    525    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   5,406    738    (1,261)   (335)   435    4,983    263    – 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   14,187    1,880    (2,886)   (978)   790    12,993    317    – 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   3,110    407    (673)   (43)   66    2,867    136    – 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   8,520    958    (1,502)   (104)   (26)   7,846    270    – 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   6,182    65    (6,844)   967    (370)   –    –    – 
SEI Institutional International Trust International Equity Fund, Cl Y   14,938    103    (16,111)   5,457    (4,387)   –    –    – 
SEI Institutional Managed Trust Small Cap Fund, Cl Y   4,890    238    (5,290)   1,704    (1,542)   –    30    – 
Totals  $115,809   $38,651   $(49,166)  $8,158   $(4,997)  $108,455   $2,504   $1,958 

 

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

 

 
SEI Asset Allocation Trust 15
 
 

 

SCHEDULE OF INVESTMENTS (Unaudited) 

December 31, 2024

 

Market Growth Strategy Allocation Fund

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 100.0%
Equity Funds — 87.8%          
SEI Institutional International Trust Emerging Markets Equity Fund , Cl Y   225,647   $2,444 
SEI Institutional International Trust International Equity Fund , Cl Y   1,784,398    19,700 
SEI Institutional Managed Trust Tax- Managed Large Cap Fund , Cl Y *   1,994,663    70,551 
SEI Institutional Managed Trust Tax- Managed Small/Mid Cap Fund , Cl Y   757,543    17,446 
           
Total Equity Funds          
(Cost $51,811) ($Thousands)        110,141 
Fixed Income Funds — 12.2%          
SEI Institutional International Trust Emerging Markets Debt Fund , Cl Y   602,955    5,047 
SEI Institutional Managed Trust High Yield Bond Fund , Cl Y   1,896,036    10,181 
           
Total Fixed Income Funds          
(Cost $17,713) ($Thousands)        15,228 
           
Total Investments in Securities — 100.0%          
(Cost $69,524) ($Thousands)       $125,369 
*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 https://www.sec.gov or call 1-800-DIAL-SEI.

 

Percentages are based on Net Assets of $125,401 ($ Thousands).

 

Cl — Class

 

The following is summary of the transactions with affiliates for the period ended December 31, 2024 ($ Thousands):

 

Security Description  Value
3/31/2024		   Purchases at Cost   Proceeds from Sales   Realized Gain/ (Loss)   Change in Unrealized Appreciation/ (Depreciation)   Value
12/31/2024		   Income   Capital Gains 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y  $2,489   $190   $(217)  $(9)  $(9)  $2,444   $82   $– 
SEI Institutional International Trust International Equity Fund, Cl Y   20,388    2,289    (1,165)   230    (2,042)   19,700    700    1,542 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   72,071    6,106    (5,127)   1,578    (4,077)   70,551    767    5,339 
SEI Institutional Managed Trust Tax-Managed Small/ Mid Cap Fund, Cl Y   18,049    3,258    (1,599)   459    (2,721)   17,446    104    3,134 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   4,973    402    (147)   (25)   (156)   5,047    297    – 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   9,960    689    (623)   (195)   350    10,181    551    – 
Totals  $127,930   $12,934   $(8,878)  $2,038   $(8,655)  $125,369   $2,501   $10,015 

 

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

 

 
16 SEI Asset Allocation Trust