NPORT-EX 2 SAAT_Schedule_F.htm SCHEDULE F

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Defensive Strategy Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.7%
           
Fixed Income Funds — 56.5%          
SEI Daily Income Trust Short-Duration Government Fund, Cl Y‡   242,192   $2,485 
SEI Institutional Managed Trust Conservative Income Fund, Cl Y‡   127,322    1,275 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   65,594    636 
SEI Institutional Managed Trust Real Return Fund, Cl Y   43,579    424 
           
Total Fixed Income Funds          
(Cost $4,673) ($ Thousands)        4,820 
Multi-Asset Funds — 29.0%          
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y‡   169,681    1,724 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   31,101    320 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   53,741    425 
           
Total Multi-Asset Funds          
(Cost $2,388) ($ Thousands)        2,469 
Equity Funds — 9.2%          
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF   6,964    173 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   58,409    616 
           
Total Equity Funds          
(Cost $729) ($ Thousands)        789 
Money Market Fund — 5.0%          
SEI Daily Income Trust Government Fund, Institutional Class, 3.640%**   424,553    425 
           
Total Money Market Fund          
(Cost $425) ($ Thousands)        425 
           
Total Investments in Securities — 99.7%          
(Cost $8,215) ($ Thousands)       $8,503 

 

Percentages are based on Net Assets of $8,525 ($ Thousands).

‡Represents greater than 10% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities and 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, 2025.

 

Cl — Class

 

ETF — Exchange Traded Fund


 

SEI Asset Allocation Trust 1

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Defensive Strategy Fund

 

The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Daily Income Trust Short-Duration Government Fund, Cl Y  $2,620   $145   $(304)  $—   $24   $2,485   $66   $— 
SEI Institutional Managed Trust Conservative Income Fund, Cl Y   1,342    86    (153)   —    —    1,275    41    — 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   671    49    (93)   —    9    636    18    — 
SEI Institutional Managed Trust Real Return Fund, Cl Y   447    27    (43)   —    (7)   424    18    — 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   1,803    75    (215)   1    60    1,724    17    17 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   334    23    (46)   1    8    320    13    — 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   449    42    (54)   1    (13)   425    20    — 
SEI Exchange-Traded Funds Enhanced Low Volatility U.S. Large Cap ETF   3    —    (3)   1    (1)   —    —    — 
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF^   176    8    (19)   —    8    173    9    — 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   649    81    (110)   8    (12)   616    8    44 
SEI Daily Income Trust Government Fund, Institutional Class   447    28    (50)   —    —    425    13    — 
Totals  $8,941   $564   $(1,090)  $12   $76   $8,503   $223   $61 

 

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

 

^The SEI DBi Multi Strategy Alternative ETF (“QALT”), formerly the SIMT Liquid Alternative Fund, underwent two reorganizations: Class Y to Class F on August 3, 2025, and Class F to an exchange traded fund on September 3, 2025.

 

 

2 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Defensive Strategy Allocation Fund

 

 

Description  Shares   Market Value
 ($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.6%
           
Money Market Fund — 80.5%          
SEI Daily Income Trust Government Fund, Institutional Class, 3.640%**‡   1,222,527   $1,223 
           
Total Money Market Fund          
(Cost $1,223) ($ Thousands)        1,223 
Fixed Income Fund — 19.1%          
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y‡   54,937    291 
           
Total Fixed Income Fund          
(Cost $291) ($ Thousands)        291 
Total Investments in Securities — 99.6%          
(Cost $1,514) ($ Thousands)       $1,514 

 

Percentages are based on Net Assets of $1,520 ($ Thousands).

‡Represents greater than 10% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities and 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, 2025.

 

Cl — Class

 


The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Daily Income Trust Government Fund, Institutional Class  $1,336   $96   $(209)  $—   $—   $1,223   $40   $— 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   317    32    (58)   (3)   3    291    18    3 
Totals  $1,653   $128   $(267)  $(3)  $3   $1,514   $58   $3 

 

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

 

 

SEI Asset Allocation Trust 3

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Conservative Strategy Fund

 

 

Description  Shares   Market Value
 ($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.8%
           
Fixed Income Funds — 50.2%          
SEI Daily Income Trust Short-Duration Government Fund, Cl Y‡   397,529   $4,079 
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   122,076    1,145 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   61,089    573 
SEI Institutional Managed Trust Conservative Income Fund, Cl Y   285,981    2,863 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y‡   434,475    4,214 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   108,117    573 
SEI Institutional Managed Trust Real Return Fund, Cl Y   117,468    1,144 
           
Total Fixed Income Funds          
(Cost $14,474) ($ Thousands)        14,591 
Multi-Asset Funds — 28.3%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   72,995    569 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y‡   485,425    4,932 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   125,102    1,286 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   180,419    1,427 
           
Total Multi-Asset Funds          
(Cost $7,973) ($ Thousands)        8,214 
Equity Funds — 21.3%          
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF   34,633    863 
SEI Exchange-Traded Funds Enhanced Low Volatility U.S. Large Cap ETF   28,875    933 
SEI Exchange-Traded Funds Select International Equity ETF   30,045    978 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   253,720    2,674 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   56,179    737 
           
Total Equity Funds          
(Cost $5,437) ($ Thousands)        6,185 
           
Total Investments in Securities — 99.8%          
(Cost $27,884) ($ Thousands)       $28,990 

 

Percentages are based on Net Assets of $29,048 ($ Thousands).

‡Represents greater than 10% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities and Exchange Commission’s website at https://www.sec.gov or call 1-800-DIAL-SEI.

Cl — Class

 

ETF — Exchange Traded Fund


 

4SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Conservative Strategy Fund

 

The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Daily Income Trust Short-Duration Government Fund, Cl Y  $4,326   $257   $(544)  $(15)  $55   $4,079   $107   $— 
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   1,213    54    (125)   —    3    1,145    37    — 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   597    43    (115)   5    43    573    40    — 
SEI Institutional Managed Trust Conservative Income Fund, Cl Y   3,031    139    (307)   —    —    2,863    91    — 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   4,471    305    (625)   (91)   154    4,214    121    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   602    48    (77)   (4)   4    573    33    6 
SEI Institutional Managed Trust Real Return Fund, Cl Y   1,211    70    (117)   (2)   (18)   1,144    50    — 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   602    39    (108)   (5)   41    569    18    — 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   5,207    328    (775)   (1)   173    4,932    50    47 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   1,361    60    (169)   1    33    1,286    55    — 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   1,520    105    (156)   (1)   (41)   1,427    66    — 
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF^   885    9    (69)   (2)   40    863    44    — 
SEI Exchange-Traded Funds Enhanced Low Volatility U.S. Large Cap ETF   1,224    —    (349)   73    (15)   933    20    — 
SEI Exchange-Traded Funds Select International Equity ETF   873    1    (100)   19    185    978    24    — 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   2,847    289    (438)   29    (53)   2,674    35    193 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   786    135    (120)   2    (66)   737    13    99 
Totals  $30,756   $1,882   $(4,194)  $8   $538   $28,990   $804   $345 

 

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

 

^The SEI DBi Multi Strategy Alternative ETF (“QALT”), formerly the SIMT Liquid Alternative Fund, underwent two reorganizations: Class Y to Class F on August 3, 2025, and Class F to an exchange traded fund on September 3, 2025.

 

 

SEI Asset Allocation Trust 5

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Conservative Strategy Allocation Fund

 

 

Description  Shares   Market Value
 ($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.7%
           
Equity Funds — 46.6%          
SEI Institutional Managed Trust Real Estate Fund, Cl Y‡   148,372   $2,166 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y‡   331,760    4,353 
           
Total Equity Funds          
(Cost $5,204) ($ Thousands)        6,519 
Fixed Income Fund — 33.1%          
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y‡   871,713    4,620 
           
Total Fixed Income Fund          
(Cost $4,727) ($ Thousands)        4,620 
 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
           
Money Market Fund — 20.0%          
SEI Daily Income Trust Government Fund, Institutional Class, 3.640%**‡   2,795,663   $2,796 
           
Total Money Market Fund          
(Cost $2,796) ($ Thousands)        2,796 
           
Total Investments in Securities — 99.7%          
(Cost $12,727) ($ Thousands)       $13,935 

 

Percentages are based on Net Assets of $13,979 ($ Thousands).

 

‡Represents greater than 10% 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, 2025.

 

Cl — Class


The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Institutional Managed Trust Real Estate Fund, Cl Y  $2,444   $370   $(412)  $39   $(275)  $2,166   $58   $190 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   4,920    845    (1,037)   121    (496)   4,353    80    595 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   5,161    362    (904)   (124)   125    4,620    281    47 
SEI Daily Income Trust Government Fund, Institutional Class   3,157    181    (542)   —    —    2,796    90    — 
Totals  $15,682   $1,758   $(2,895)  $36   $(646)  $13,935   $509   $832 

 

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

 

 

6 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Moderate Strategy Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.8%
           
Fixed Income Funds — 36.6%          
SEI Daily Income Trust Short-Duration Government Fund, Cl Y   522,281   $5,359 
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   244,639    2,295 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   203,855    1,914 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y‡   1,536,509    14,904 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   361,079    1,914 
SEI Institutional Managed Trust Real Return Fund, Cl Y   235,355    2,292 
           
Total Fixed Income Funds          
(Cost $29,207) ($ Thousands)        28,678 
Equity Funds — 35.7%          
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF   149,864    3,736 
SEI Exchange-Traded Funds Enhanced Low Volatility U.S. Large Cap ETF   97,961    3,165 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   94,076    2,928 
SEI Exchange-Traded Funds Select International Equity ETF   134,680    4,381 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   92,296    1,519 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y‡   904,000    9,528 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   202,787    2,661 
           
Total Equity Funds          
(Cost $24,775) ($ Thousands)        27,918 
Multi-Asset Funds — 27.5%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   927,776    7,227 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   752,538    7,646 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   279,067    2,869 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   482,900    3,820 
           
Total Multi-Asset Funds          
(Cost $21,229) ($ Thousands)        21,562 
Total Investments in Securities — 99.8%          
(Cost $75,211) ($ Thousands)       $78,158 

 

Percentages are based on Net Assets of $78,280 ($ Thousands).

‡Represents greater than 10% 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

 

ETF — Exchange Traded Fund


 

SEI Asset Allocation Trust 7

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Moderate Strategy Fund

 

The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Daily Income Trust Short-Duration Government Fund, Cl Y  $5,420   $448   $(561)  $(16)  $68   $5,359   $136   $— 
SEI Daily Income Trust Ultra Short Duration Bond Fund, Cl Y   2,322    207    (241)   —    7    2,295    72    — 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   1,920    172    (333)   —    155    1,914    129    19 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   15,100    1,710    (2,124)   (389)   607    14,904    416    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   1,926    216    (227)   (22)   21    1,914    109    — 
SEI Institutional Managed Trust Real Return Fund, Cl Y   2,317    239    (224)   (3)   (37)   2,292    97    — 
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF^   3,817    62    (306)   (10)   173    3,736    192    — 
SEI Exchange-Traded Funds Enhanced Low Volatility U.S. Large Cap ETF   3,484    —    (499)   105    75    3,165    60    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Momentum Factor ETF   14    —    (18)   8    (4)   —    —    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Quality Factor ETF   8    —    (9)   3    (2)   —    —    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Value Factor ETF   10    —    (13)   5    (2)   —    —    — 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   2,575    —    (299)   50    602    2,928    102    — 
SEI Exchange-Traded Funds Select International Equity ETF   4,149    —    (692)   104    820    4,381    113    — 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   1,522    468    (527)   24    32    1,519    31    235 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   9,670    1,508    (1,554)   75    (171)   9,528    124    674 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   2,727    615    (453)   1    (229)   2,661    46    353 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   7,321    780    (1,321)   (314)   761    7,227    225    — 
SEI Institutional Managed Trust Multi-Asset Capital Stability Fund, Cl Y   7,703    469    (780)   (9)   263    7,646    76    73 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   2,900    256    (362)   (17)   92    2,869    121    — 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   3,871    397    (338)   (2)   (108)   3,820    176    — 
Totals  $78,776   $7,547   $(10,881)  $(407)  $3,123   $78,158   $2,225   $1,354 

 

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

 

^The SEI DBi Multi Strategy Alternative ETF (“QALT”), formerly the SIMT Liquid Alternative Fund, underwent two reorganizations: Class Y to Class F on August 3, 2025, and Class F to an exchange traded fund on September 3, 2025.

 

 

8 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Moderate Strategy Allocation Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.2%
           
Equity Funds — 66.8%          
SEI Institutional International Trust International Equity Fund, Cl Y   164,371   $2,124 
SEI Institutional Managed Trust Real Estate Fund, Cl Y   145,163    2,119 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y‡   99,500    4,051 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y‡   1,352,920    17,750 
           
Total Equity Funds          
(Cost $18,437) ($ Thousands)        26,044 
Fixed Income Fund — 17.9%          
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y‡   1,319,561    6,993 
           
Total Fixed Income Fund          
(Cost $7,231) ($ Thousands)        6,993 
 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
           
Money Market Fund — 14.5%          
SEI Daily Income Trust Government Fund, Institutional Class, 3.640%**‡   5,633,792   $5,634 
           
Total Money Market Fund          
(Cost $5,634) ($ Thousands)        5,634 
           
Total Investments in Securities — 99.2%          
(Cost $31,302) ($ Thousands)       $38,671 

 

Percentages are based on Net Assets of $38,988 ($ Thousands).

 

‡Represents greater than 10% 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, 2025.

 

Cl — Class

 


The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Institutional International Trust International Equity Fund, Cl Y  $2,228   $429   $(715)  $217   $(35)  $2,124   $77   $255 
SEI Institutional Managed Trust Real Estate Fund, Cl Y   2,285    365    (300)   24    (255)   2,119    56    185 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   4,283    245    (1,158)   666    15    4,051    40    37 
SEI Institutional Managed Trust U.S. Managed Volatility Fund, Cl Y   19,025    3,171    (2,869)   425    (2,002)   17,750    323    2,443 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   7,427    796    (1,226)   (290)   286    6,993    419    71 
SEI Daily Income Trust Government Fund, Institutional Class   6,007    637    (1,010)   —    —    5,634    176    1 
Totals  $41,255   $5,643   $(7,278)  $1,042   $(1,991)  $38,671   $1,091   $2,992 

 

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

 

 

SEI Asset Allocation Trust 9

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Aggressive Strategy Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.9%
           
Equity Funds — 74.8%          
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Momentum Factor ETF   146,230   $6,746 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Quality Factor ETF   90,753    3,533 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Value Factor ETF   168,297    6,984 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   297,146    9,249 
SEI Exchange-Traded Funds Select International Equity ETF‡   738,624    24,029 
SEI Exchange-Traded Funds Select Small Cap ETF   238,160    6,654 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   602,995    9,925 
SEI Institutional Managed Trust Large Cap Fund, Cl Y‡   976,335    13,737 
           
Total Equity Funds          
(Cost $60,382) ($ Thousands)        80,857 
Fixed Income Funds — 13.6%          
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   345,671    3,246 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   846,170    8,208 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   612,263    3,245 
           
Total Fixed Income Funds          
(Cost $14,227) ($ Thousands)        14,699 
Multi-Asset Fund — 11.5%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y‡   1,591,815    12,400 
           
Total Multi-Asset Fund          
(Cost $12,262) ($ Thousands)        12,400 
           
Total Investments in Securities — 99.9%          
(Cost $86,871) ($ Thousands)       $107,956 

 

Percentages are based on Net Assets of $108,033 ($ Thousands).

 

‡Represents greater than 10% 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

 

ETF — Exchange Traded Fund


 

10 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Aggressive Strategy Fund

 

The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Momentum Factor ETF  $6,147   $—   $(1,044)  $436   $1,207   $6,746   $41   $— 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Quality Factor ETF   3,169    —    —    —    364    3,533    33    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Value Factor ETF   6,003    —    (627)   211    1,397    6,984    111    — 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   7,768    —    (497)   83    1,895    9,249    314    — 
SEI Exchange-Traded Funds Select International Equity ETF   21,865    —    (2,683)   314    4,533    24,029    579    — 
SEI Exchange-Traded Funds Select Small Cap ETF   5,664    —    (1)   —    991    6,654    39    — 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   8,762    2,220    (1,297)   43    197    9,925    199    1,537 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   12,111    4,405    (2,991)   (1)   213    13,737    122    2,359 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   2,872    510    (385)   —    249    3,246    207    — 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   7,349    1,630    (889)   (98)   216    8,208    218    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   2,883    627    (261)   (11)   7    3,245    176    32 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   11,107    3,085    (2,558)   (412)   1,178    12,400    385    — 
Totals  $95,700   $12,477   $(13,233)  $565   $12,447   $107,956   $2,424   $3,928 

 

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

 

 

SEI Asset Allocation Trust 11

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Tax-Managed Aggressive Strategy Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.9%
           
Equity Funds — 87.8%          
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   127,675   $1,801 
SEI Institutional International Trust International Equity Fund, Cl Y‡   1,108,855    14,326 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y‡   1,224,987    49,869 
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y‡   516,834    12,389 
           
Total Equity Funds          
(Cost $32,450) ($ Thousands)        78,385 
 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
           
Fixed Income Funds — 12.1%          
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   383,430   $3,601 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   1,353,834    7,175 
           
Total Fixed Income Funds          
(Cost $11,582) ($ Thousands)        10,776 
           
Total Investments in Securities — 99.9%          
(Cost $44,032) ($ Thousands)       $89,161 

 

Percentages are based on Net Assets of $89,223 ($ Thousands).

 

‡Represents greater than 10% 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 a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y  $1,701   $117   $(414)  $54   $343   $1,801   $69   $11 
SEI Institutional International Trust International Equity Fund, Cl Y   13,555    2,237    (2,420)   303    651    14,326    509    1,729 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   44,890    906    (3,517)   247    7,343    49,869    455    451 
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y   10,607    1,032    (520)   6    1,264    12,389    89    479 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   3,364    275    (321)   (39)   322    3,601    236    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   6,653    731    (200)   (54)   45    7,175    398    73 
Totals  $80,770   $5,298   $(7,392)  $517   $9,968   $89,161   $1,756   $2,743 

 

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

 

 

12 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Core Market Strategy Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 98.9%
           
Equity Funds — 45.6%          
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF   52,969   $1,320 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Momentum Factor ETF   21,777    1,005 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Quality Factor ETF   13,767    536 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Value Factor ETF   24,569    1,020 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   51,979    1,618 
SEI Exchange-Traded Funds Select International Equity ETF‡   111,245    3,619 
SEI Exchange-Traded Funds Select Small Cap ETF   54,050    1,510 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   115,495    1,901 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   150,470    1,586 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   118,163    1,662 
           
Total Equity Funds          
(Cost $12,285) ($ Thousands)        15,777 
Fixed Income Funds — 31.1%          
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   136,197    1,279 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y‡   845,865    8,205 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   241,039    1,277 
           
Total Fixed Income Funds          
(Cost $11,019) ($ Thousands)        10,761 
Multi-Asset Funds — 22.2%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y‡   508,086    3,958 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   116,318    1,196 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   321,469    2,543 
           
Total Multi-Asset Funds          
(Cost $7,657) ($ Thousands)        7,697 
           
Total Investments in Securities — 98.9%          
(Cost $30,961) ($ Thousands)       $34,235 

Percentages are based on Net Assets of $34,612 ($ Thousands).

 

‡Represents greater than 10% 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

 

ETF — Exchange Traded Fund


 

SEI Asset Allocation Trust 13

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Core Market Strategy Fund

 

The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF^  $1,363   $—   $(103)  $1   $59   $1,320   $68   $— 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Momentum Factor ETF   1,035    —    (298)   125    143    1,005    7    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Quality Factor ETF   481    —    —    —    55    536    5    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Value Factor ETF   969    —    (199)   67    183    1,020    17    — 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   1,623    —    (396)   56    335    1,618    60    — 
SEI Exchange-Traded Funds Select International Equity ETF   3,940    —    (1,125)   149    655    3,619    98    — 
SEI Exchange-Traded Funds Select Small Cap ETF   1,285    —    —    —    225    1,510    9    — 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   2,026    371    (580)   198    (114)   1,901    39    304 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   1,735    146    (300)   36    (31)   1,586    21    117 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   1,768    378    (594)   140    (30)   1,662    24    292 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   1,376    100    (302)   (7)   112    1,279    115    — 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   8,970    3,205    (3,891)   (610)   531    8,205    423    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   1,375    152    (226)   (60)   36    1,277    131    13 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   4,316    399    (1,029)   (201)   473    3,958    125    — 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   1,298    58    (194)   (7)   41    1,196    53    — 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   2,787    345    (514)   (1)   (74)   2,543    119    — 
Totals  $36,347   $5,154   $(9,751)  $(114)  $2,599   $34,235   $1,314   $726 

 

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

 

^The SEI DBi Multi Strategy Alternative ETF (“QALT”), formerly the SIMT Liquid Alternative Fund, underwent two reorganizations: Class Y to Class F on August 3, 2025, and Class F to an exchange traded fund on September 3, 2025.

 

 

14 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Core Market Strategy Allocation Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.9%
           
Equity Funds — 87.9%          
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   28,717   $405 
SEI Institutional International Trust International Equity Fund, Cl Y‡   248,998    3,217 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y‡   275,826    11,229 
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y‡   115,146    2,760 
           
Total Equity Funds          
(Cost $6,294) ($ Thousands)        17,611 
 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
           
Fixed Income Funds — 12.0%          
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   85,289   $801 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   301,056    1,596 
           
Total Fixed Income Funds          
(Cost $2,582) ($ Thousands)        2,397 
           
Total Investments in Securities — 99.9%          
(Cost $8,876) ($ Thousands)       $20,008 

 

Percentages are based on Net Assets of $20,031 ($ Thousands).

 

‡Represents greater than 10% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities and Exchange Commission’s website at https://www.sec.gov or call 1-800-DIAL-SEI.
Cl — Class

The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y  $393   $24   $(103)  $19   $72   $405   $16   $2 
SEI Institutional International Trust International Equity Fund, Cl Y   3,149    529    (682)   141    80    3,217    114    386 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   10,948    279    (1,743)   1,022    723    11,229    105    101 
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y   2,631    148    (324)   (2)   307    2,760    21    107 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   797    55    (114)   (13)   76    801    54    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   1,600    131    (132)   (40)   37    1,596    90    16 
Totals  $19,518   $1,166   $(3,098)  $1,127   $1,295   $20,008   $400   $612 

 

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

 

 

SEI Asset Allocation Trust 15

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Market Growth Strategy Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.9%
           
Equity Funds — 55.7%          
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF   107,120   $2,670 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Momentum Factor ETF   90,333    4,167 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Quality Factor ETF   64,050    2,493 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Value Factor ETF   102,651    4,260 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   206,570    6,430 
SEI Exchange-Traded Funds Select International Equity ETF‡   463,235    15,070 
SEI Exchange-Traded Funds Select Small Cap ETF   193,790    5,415 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   418,494    6,888 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   327,055    3,447 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   576,314    8,109 
           
Total Equity Funds          
(Cost $45,221) ($ Thousands)        58,949 
Fixed Income Funds — 22.9%          
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   502,144    4,715 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y‡   1,529,142    14,833 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   889,412    4,714 
           
Total Fixed Income Funds          
(Cost $24,361) ($ Thousands)        24,262 
Multi-Asset Funds — 21.3%          
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y‡   1,584,772    12,345 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   264,825    2,723 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   939,305    7,430 
           
Total Multi-Asset Funds          
(Cost $21,996) ($ Thousands)        22,498 
           
Total Investments in Securities — 99.9%          
(Cost $91,578) ($ Thousands)       $105,709 

 

Percentages are based on Net Assets of $105,815 ($ Thousands).

‡Represents greater than 10% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities and Exchange Commission’s website at https://www.sec.gov or call 1-800-DIAL-SEI.

Cl — Class

 

ETF — Exchange Traded Fund


 

16 SEI Asset Allocation Trust

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Market Growth Strategy Fund

 

The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Exchange-Traded Funds DBi Multi-Strategy Alternative ETF^  $2,637   $—   $(83)  $(2)  $118   $2,670   $137   $— 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Momentum Factor ETF   4,755    1    (1,702)   659    454    4,167    28    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Quality Factor ETF   2,237    —    (1)   —    257    2,493    23    — 
SEI Exchange-Traded Funds Enhanced U.S. Large Cap Value Factor ETF   4,447    —    (1,294)   436    671    4,260    75    — 
SEI Exchange-Traded Funds Select Emerging Markets Equity ETF   6,128    —    (1,190)   164    1,328    6,430    231    — 
SEI Exchange-Traded Funds Select International Equity ETF   15,601    —    (3,749)   456    2,762    15,070    389    — 
SEI Exchange-Traded Funds Select Small Cap ETF   4,608    1    —    —    806    5,415    32    — 
SEI Institutional Managed Trust Dynamic Asset Allocation Fund, Cl Y   6,455    1,562    (1,323)   174    20    6,888    139    1,064 
SEI Institutional Managed Trust Global Managed Volatility Fund, Cl Y   3,272    462    (245)   18    (60)   3,447    44    241 
SEI Institutional Managed Trust Large Cap Fund, Cl Y   7,630    2,020    (1,697)   34    122    8,109    73    1,379 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   4,406    359    (413)   (28)   391    4,715    305    — 
SEI Institutional Managed Trust Core Fixed Income Fund, Cl Y   14,083    4,055    (3,524)   (533)   752    14,833    407    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   4,445    546    (273)   (50)   46    4,714    257    46 
SEI Institutional Managed Trust Multi-Asset Accumulation Fund, Cl Y   11,744    3,416    (3,587)   (772)   1,544    12,345    384    — 
SEI Institutional Managed Trust Multi-Asset Income Fund, Cl Y   2,584    226    (154)   (8)   75    2,723    110    — 
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund, Cl Y   7,066    1,263    (690)   7    (216)   7,430    339    — 
Totals  $102,098   $13,911   $(19,925)  $555   $9,070   $105,709   $2,973   $2,730 

 

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

 

^The SEI DBi Multi Strategy Alternative ETF (“QALT”), formerly the SIMT Liquid Alternative Fund, underwent two reorganizations: Class Y to Class F on August 3, 2025, and Class F to an exchange traded fund on September 3, 2025.

 

 

SEI Asset Allocation Trust 17

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2025

 

Market Growth Strategy Allocation Fund

 

 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS — 99.9%
           
Equity Funds — 87.9%          
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y   190,232   $2,684 
SEI Institutional International Trust International Equity Fund, Cl Y‡   1,649,433    21,311 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y‡   1,825,939    74,334 
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y‡   764,439    18,323 
           
Total Equity Funds          
(Cost $45,877) ($ Thousands)        116,652 
 

Description  Shares   Market Value
($ Thousands)		 
AFFILIATED INVESTMENT FUNDS (continued)
           
Fixed Income Funds — 12.0%          
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   568,295   $5,336 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   2,004,282    10,623 
           
Total Fixed Income Funds          
(Cost $17,547) ($ Thousands)        15,959 
           
Total Investments in Securities — 99.9%          
(Cost $63,424) ($ Thousands)       $132,611 

 

Percentages are based on Net Assets of $132,748 ($ Thousands).

‡Represents greater than 10% of the Fund’s total investments. For further financial information, available upon request at no charge, please go to the Securities and Exchange Commission’s website at https://www.sec.gov or call 1-800-DIAL-SEI.

Cl — Class


The following is a summary of the Fund’s transactions with affiliates for the period ended December 31, 2025 ($ Thousands):

 

 

Security Description  Value
3/31/2025		   Purchases
at Cost		   Proceeds
from Sales		   Realized Gain
(Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value
12/31/2025		   Income   Capital Gains 
SEI Institutional International Trust Emerging Markets Equity Fund, Cl Y  $2,521   $135   $(563)  $86   $505   $2,684   $103   $16 
SEI Institutional International Trust International Equity Fund, Cl Y   20,099    3,316    (3,538)   576    858    21,311    757    2,541 
SEI Institutional Managed Trust Tax-Managed Large Cap Fund, Cl Y   68,468    1,350    (6,890)   1,842    9,564    74,334    682    668 
SEI Institutional Managed Trust Tax-Managed Small/Mid Cap Fund, Cl Y   16,331    874    (783)   8    1,893    18,323    133    706 
SEI Institutional International Trust Emerging Markets Debt Fund, Cl Y   5,075    363    (522)   (71)   491    5,336    354    — 
SEI Institutional Managed Trust High Yield Bond Fund, Cl Y   10,157    929    (447)   (167)   151    10,623    591    107 
Totals  $122,651   $6,967   $(12,743)  $2,274   $13,462   $132,611   $2,620   $4,038 

 

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

 

 

18 SEI Asset Allocation Trust