SRSDX — SAAT Core Market Strategy Fund
Data updated: 2026-08-28
SRSDX — SAAT Core Market Strategy Fund. United States Multi-Cap / All-Cap Blend / Core Equity · $31.23M AUM. Holdings, fees, performance and SEC filings.
SRSDX Fund Overview
SRSDX — 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
- Ticker: SRSDX
- SEC CIK: 0001003632
- SEC series ID: S000005820
- Share class ID: C000093800
SRSDX Investment Objective and Strategy
SAAT Core Market Strategy Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Sei Asset Allocation Trust.
Investment objective
Capital appreciation while maintaining broad equity and fixed income market participation.
Principal investment strategy
Under normal circumstances, the Fund will seek to generate capital appreciation while maintaining broad equity and fixed income market participation. 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 0-75 % U.S. Equity Funds 0-70 % International Equity Funds 0-30 % Non-Investment Grade Bond Funds 0-30 % Real Estate Funds 0-20 % 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.
SRSDX 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% |
SRSDX 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% |
SRSDX Performance
Total returns for SRSDX (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 7.0% |
| 1 year | 14.6% |
| 3 years (annualised) | 11.5% |
| 5 years (annualised) | 4.9% |
SRSDX Risk Information
Risk metrics for SRSDX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.4%
SRSDX Costs and Fees
SRSDX costs about $200 per $10,000 invested per year in fund expenses.
- Net expense ratio: 2.00%
- Gross expense ratio: 2.00%
- Portfolio turnover: 14%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
SRSDX 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 |
SRSDX Debt Constituents
No individual debt constituents are reported in SAAT Core Market Strategy Fund's latest SEC N-PORT filing.
SRSDX 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.