# EDGAR Filing Document

**Accession Number:** 0001003632
**File Stem:** 0002048251-26-004394
**Filing Date:** 2026-5
**Character Count:** 6891
**Document Hash:** e67beb9f2cf331692c0291159271faec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004394.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004394

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI ASSET ALLOCATION TRUST
- **CENTRAL INDEX KEY:** 0001003632

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07445
- **FILM NUMBER:** 261040802

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SAAT DEFENSIVE STRATEGY FUND (Series ID: S000005821)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000015968 | SAAT DEFENSIVE STRATEGY FUND - CLASS F | SNSAX           |
| C000015969 | SAAT DEFENSIVE STRATEGY FUND - CLASS I | SEDIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI ASSET ALLOCATION TRUST

- **b. Investment Company Act file number:** 811-07445

- **c. CIK number of Registrant:** 0001003632

- **d. LEI of Registrant:** PESV2N3UVVSJNEVQP186

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SAAT Defensive Strategy Fund

- **b. EDGAR series identifier (if any):** S000005821

- **c. LEI of Series:** TS8WDYSQYJFJMQUWPO56

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $9431472.95

**Total Liabilities:** $1248.16

**Net Assets:** $9430224.79

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015969 | -1.13%               | 1.14%                | 0.73%                |
| Class ID C000015968 | -1.01%               | 1.12%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4170.67                 | $-115659.89                                |
| Month 2  | $1432.22                 | $87839.04                                  |
| Month 3  | $83.68                   | $54265.43                                  |

### Schedule of Portfolio Investments

| Name                                   | Title                                        | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                    | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | CUSIP: 783965593<br>LEI: N/A | Long             | STIV             | RF                | US        |    472537 | NS      | $472536.57    | 5.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SEI GLOBAL MANAGED VOL-Y Mutual Fund         | CUSIP: 78413L308<br>LEI: N/A | Long             | EC               |  | US        |     62961 | NS      | $674308.48    | 7.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SIMT MULTI-ASSET INFL-Y MUTUAL FUND          | CUSIP: 78413L746<br>LEI: N/A | Long             | EC               |  | US        |     55236 | NS      | $476135.79    | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SEI CONSERVATIVE INCOME-Y MUTUAL FUND        | CUSIP: 78413L654<br>LEI: N/A | Long             | EC               |  | US        |    141854 | NS      | $1419954.80   | 15.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SIMT MULTI-ASSET INCOME-Y MUTUAL FUND        | CUSIP: 78413L753<br>LEI: N/A | Long             | EC               |  | US        |     34175 | NS      | $349614.24    | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI DBi Multi Strategy Alternative ETF | SEI DBI MULTI-STRATEGY ALTERNATIVE ETF       | CUSIP: 81589A809<br>LEI: N/A | Long             | EC               | RF                | US        |      6964 | NS      | $176154.38    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SIMT M/A CAPTIAL STABILT-Y MUTUAL FUND       | CUSIP: 78413L761<br>LEI: N/A | Long             | EC               |  | US        |    187164 | NS      | $1899713.36   | 20.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SIMT REAL RETURN FUND-Y MUTUAL FUND          | CUSIP: 78413L738<br>LEI: N/A | Long             | EC               |  | US        |     48059 | NS      | $471935.77    | 5.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SIMT CORE FIXED INCOME-Y MUTUAL FUND         | CUSIP: 78413L100<br>LEI: N/A | Long             | EC               |  | US        |     73433 | NS      | $704958.89    | 7.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SEI SHRT DUR GOVT-Y Mutual Fund              | CUSIP: 783965445<br>LEI: N/A | Long             | STIV             | RF                | US        |    271368 | NS      | $2767954.05   | 29.35%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** SEI ASSET ALLOCATION TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer