SCMSX — SAAT Core Market Strategy Fund
Data updated: 2026-08-28
SCMSX — SAAT Core Market Strategy Fund. United States Multi-Cap / All-Cap Blend / Core Equity · $31.23M AUM. Holdings, fees, performance and SEC filings.
SCMSX Fund Overview
SCMSX — SAAT Core Market Strategy Fund is a US mutual fund managed by Sei Asset Allocation Trust, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Sei Asset Allocation Trust
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $31.23M
- 1-year return: 15.0%
- Ticker: SCMSX
- SEC CIK: 0001003632
- SEC series ID: S000005820
- Share class ID: C000015967
SCMSX Holdings
Top 7 holdings of SAAT Core Market Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| SEI Select International Equity ETF | 10.14% |
| SEI Select Emerging Markets Equity ETF | 4.89% |
| SEI DBi Multi Strategy Alternative ETF | 4.34% |
| SEI Select Small Cap ETF | 4.00% |
| SEI QiM U.S. Large Cap Momentum Active ETF | 2.50% |
| SEI QiM U.S. Large Cap Value Active ETF | 2.47% |
| SEI QiM U.S. Large Cap Quality Active ETF | 1.13% |
SCMSX Portfolio Allocation
Asset-class allocation of SAAT Core Market Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.9% |
SCMSX Performance
Total returns for SCMSX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 7.1% |
| 1 year | 15.0% |
| 3 years (annualised) | 11.8% |
| 5 years (annualised) | 5.3% |
SCMSX Risk Information
Risk metrics for SCMSX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.3%
SCMSX Costs and Fees
SCMSX costs about $150 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.50%
- Gross expense ratio: 1.50%
- Portfolio turnover: 14%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
SCMSX Cashflows
Over the 12 months to 2026-06, SAAT Core Market Strategy Fund had net outflows of $8.95M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$552.89K |
| 2026-05 | −$881.96K |
| 2026-04 | −$457.38K |
| 2026-03 | −$532.58K |
| 2026-02 | −$2.88M |
| 2026-01 | −$199.78K |
SCMSX Debt Constituents
No individual debt constituents are reported in SAAT Core Market Strategy Fund's latest SEC N-PORT filing.
SCMSX Prospectus and SEC Filings
Official SAAT Core Market Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-07-29
- Prospectus (485BPOS) — filed 2025-07-29
- Prospectus (485BPOS) — filed 2024-07-29
- Portfolio holdings (N-PORT) — filed 2026-08-28
- Portfolio holdings (N-PORT) — filed 2026-05-29
- Portfolio holdings (N-PORT) — filed 2026-03-02
- Annual census (N-CEN) — filed 2026-06-15
- Annual census (N-CEN) — filed 2025-06-13
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.