SDSDX — SAAT Defensive Strategy Fund
Data updated: 2026-08-28
SDSDX — SAAT Defensive Strategy Fund. United States Multi-Cap / All-Cap Blend / Core Equity · $9.48M AUM. Holdings, fees, performance and SEC filings.
SDSDX Fund Overview
SDSDX — SAAT Defensive 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: $9.48M
- Ticker: SDSDX
- SEC CIK: 0001003632
- SEC series ID: S000005821
- Share class ID: C000093801
SDSDX Investment Objective and Strategy
SAAT Defensive Strategy Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Sei Asset Allocation Trust.
Investment objective
Manage risk of loss while providing current income and opportunity for limited capital appreciation.
Principal investment strategy
Under normal circumstances, the Fund will seek to manage risk of loss while providing current income and opportunity for limited capital appreciation. Managing the risk of loss does not mean preventing losses, but rather managing the Fund in a manner intended to limit the level of losses that the Fund could incur over any particular period. The Fund predominantly invests in other SEI funds, each of which has its own investment goal (the Underlying SEI Funds). The Underlying SEI Funds invest, in turn, in securities and other instruments of various asset classes. Each of the Underlying SEI Funds is managed by one or more sub-advisers (each, a Sub-Adviser and collectively, the Sub-Advisers) under the supervision of SEI Investments Management Corporation (SIMC or the Adviser), or, in certain circumstances, is managed directly by SIMC.
The Fund's assets may be diversified across Underlying SEI bond and money market funds, equity funds, real estate funds and multi-asset funds. The bond funds may consist of a wide range of investment styles that provide exposure to U.S. and/or foreign fixed income securities of varying credit quality (including junk bonds), maturity and duration. The equity funds may consist of a wide range of investment styles that provide investment exposure to U.S. and/or foreign equity securities of companies of various capitalization ranges. The real estate funds provide exposure to the equity securities of real estate companies. The multi-asset funds consist of funds that seek to achieve their investment goals by selecting investments from among a broad range of asset classes. A multi-asset fund may also adjust its allocation among asset classes over short periods of time, and therefore it may provide the Fund with a dynamic investment component.
Although a multi-asset fund could consist of equity securities, bonds or real estate securities, it may also provide exposure to additional asset classes, such as commodities. The Fund's assets are allocated among a variety of Underlying SEI Funds within the following percentage ranges: Underlying SEI Fund Type Investment Range (Percentage of the Fund's Assets) Investment Grade Bond & Money Market Funds 40-100 % Non-Investment Grade Bond Funds 0-30 % U.S. Equity Funds 0-30 % Real Estate Funds 0-20 % International Equity Funds 0-15 % Multi-Asset Investment Funds 0-60 % The Fund may also directly invest in interests of exchange-traded products (ETPs) (including exchange-traded funds structured as investment companies (ETFs), exchange-traded notes (ETNs) and exchange-traded commodity pools), shares of other investment companies, and derivative instruments, such as futures contracts, options, forward contracts and swaps.
The Fund may invest in such instruments to implement an investment technique or achieve a specific asset class exposure that could not be efficiently implemented from an allocation to the Underlying SEI Funds alone. For instance, the Fund may invest in such securities to offset or pursue a sector overweight or underweight, to hedge or increase exposure to a specific currency, to gain exposure to additional asset classes, to adjust characteristics of the Fund, such as interest rate duration or yield curve exposure, or to otherwise enhance or offset exposures incurred by the Fund through its investments in the Underlying SEI Funds.
SDSDX Holdings
Top 1 holdings of SAAT Defensive Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| SEI DBi Multi Strategy Alternative ETF | 1.95% |
SDSDX Portfolio Allocation
Asset-class allocation of SAAT Defensive Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 65.6% |
| Cash & Equivalents | 34.2% |
SDSDX Performance
Total returns for SDSDX (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.9% |
| 1 year | 4.7% |
| 3 years (annualised) | 5.5% |
| 5 years (annualised) | 3.0% |
SDSDX Risk Information
Risk metrics for SDSDX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.9%
SDSDX Costs and Fees
SDSDX costs about $185 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.85%
- Gross expense ratio: 1.85%
- Portfolio turnover: 14%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
SDSDX Cashflows
Over the 12 months to 2026-06, SAAT Defensive Strategy Fund had net inflows of $795.44K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$5.52K |
| 2026-05 | −$11.79K |
| 2026-04 | $23.37K |
| 2026-03 | $954.50K |
| 2026-02 | −$104.20K |
| 2026-01 | −$20.89K |
SDSDX Debt Constituents
No individual debt constituents are reported in SAAT Defensive Strategy Fund's latest SEC N-PORT filing.
SDSDX Prospectus and SEC Filings
Official SAAT Defensive 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.