# EDGAR Filing Document

**Accession Number:** 0001003632
**File Stem:** 0002048251-26-004532
**Filing Date:** 2026-5
**Character Count:** 9422
**Document Hash:** f1477f7f00bcf99e280a69b11a84aaea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004532.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004532

**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:** 261041928

**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 CONSERVATIVE STRATEGY FUND (Series ID: S000005819)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000015964 | SAAT CONSERVATIVE STRATEGY FUND - CLASS F | SVSAX           |
| C000015965 | SAAT CONSERVATIVE STRATEGY FUND - CLASS I | SICIX           |
| C000093799 | SAAT CONSERVATIVE STRATEGY FUND - CLASS D | SSTDX           |

## 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 Conservative Strategy Fund

- **b. EDGAR series identifier (if any):** S000005819

- **c. LEI of Series:** 3GE061HS7MDP8TYW4C37

**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:** $27908499.21

**Total Liabilities:** $12903.12

**Net Assets:** $27895596.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015965 | -1.95%               | 1.62%                | 1.18%                |
| Class ID C000093799 | -2.00%               | 1.57%                | 1.12%                |
| Class ID C000015964 | -1.99%               | 1.66%                | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $921.66                  | $-612943.38                                |
| Month 2  | $-1911.65                | $438450.66                                 |
| Month 3  | $-1315.91                | $305046.07                                 |

### 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 INST INST EMG MKT DEBT-Y MUTUAL FUND                              | CUSIP: 78411R828<br>LEI: N/A | Long             | EC               |  | US        |     58142 | NS      | $540719.67    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SIMT M/A CAPTIAL STABILT-Y MUTUAL FUND                                | CUSIP: 78413L761<br>LEI: N/A | Long             | EC               |  | US        |    464119 | NS      | $4710805.94   | 16.89%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SIMT MULTI-ASSET INFL-Y MUTUAL FUND                                   | CUSIP: 78413L746<br>LEI: N/A | Long             | EC               |  | US        |    160283 | NS      | $1381638.22   | 4.95%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SDIT ULTRA SHRT DUR BND-Y MUTUAL FUND                                 | CUSIP: 783965429<br>LEI: N/A | Long             | EC               |  | US        |    117606 | NS      | $1098443.79   | 3.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SIMT CORE FIXED INCOME-Y MUTUAL FUND                                  | CUSIP: 78413L100<br>LEI: N/A | Long             | EC               |  | US        |    419545 | NS      | $4027628.90   | 14.44%            |  |  |  | No            |                  1 | On Loan: No      |
| SEI Enhanced Low Volatility US Large Cap ETF | SEI ENHANCED LOW VOL US LRG MUTUAL FUND                               | CUSIP: 81589A403<br>LEI: N/A | Long             | EC               | RF                | US        |     28875 | NS      | $933765.53    | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SIMT MULTI-ASSET INCOME-Y MUTUAL FUND                                 | CUSIP: 78413L753<br>LEI: N/A | Long             | EC               |  | US        |    119679 | NS      | $1224319.08   | 4.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SIMT US MANAGED VOL-Y MUTUAL FUND                                     | CUSIP: 78413L787<br>LEI: N/A | Long             | EC               |  | US        |     53445 | NS      | $703340.73    | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SIMT REAL RETURN FUND-Y MUTUAL FUND                                   | CUSIP: 78413L738<br>LEI: N/A | Long             | EC               |  | US        |    111567 | NS      | $1095590.98   | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SEI INSTITUTIONAL MANAGED TRUST MULTI-ASSET ACCUMULATION FUND CLASS Y | CUSIP: 78413L779<br>LEI: N/A | Long             | EC               |  | US        |     66789 | NS      | $536316.79    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SIMT HIGH YIELD BOND-Y MUTUAL FUND                                    | CUSIP: 78413L407<br>LEI: N/A | Long             | STIV             | RF                | US        |    105978 | NS      | $546846.34    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SEI GLOBAL MANAGED VOL-Y Mutual Fund                                  | CUSIP: 78413L308<br>LEI: N/A | Long             | EC               |  | US        |    237669 | NS      | $2545432.03   | 9.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SEI SHRT DUR GOVT-Y Mutual Fund                                       | CUSIP: 783965445<br>LEI: N/A | Long             | STIV             | RF                | US        |    383021 | NS      | $3906809.78   | 14.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SEI Select International Equity ETF          | SEI SELECT INTL EQUITY MUTUAL FUND                                    | CUSIP: 81589A700<br>LEI: N/A | Long             | EC               | RF                | US        |     30045 | NS      | $979349.82    | 3.51%             |  |  |  | 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        |     34633 | NS      | $876041.74    | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | SEI CONSERVATIVE INCOME-Y MUTUAL FUND                                 | CUSIP: 78413L654<br>LEI: N/A | Long             | EC               |  | US        |    274317 | NS      | $2745912.46   | 9.84%             |  |  |  | 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