SEI Asset Allocation Trust Moderate Strategy Fund Class I · NASDAQ:SMSIX
SEI Asset Allocation Trust Moderate Strategy Fund Class I — MacKay Shields High Yield CIT — Debt Investor Presentation (March 2025)
7 slides from SEI Asset Allocation Trust Moderate Strategy Fund Class I's debt investor presentation, March 2025
Slide 1: MacKay Shields High Yield CIT Quarterly Investor Report
MACKAY SHIELDS HIGH YIELD CIT QUARTERLY INVESTOR REPORT INVESTMENT REVIEW PRIVATE & CONFIDENTIAL—NOT FOR PUBLIC DISTRIBUTION FOR INSTITUTIONAL INVESTORS
Slide 2: High Yield: Commentary
High Yield: Commentary Market Summary ▪ REITS outperformed in Q1 at 2.32%, followed by High Yield Telecom at 1.70%, and Insurance gaining 1.58%. Top Five Contributors Representative Account¹ HIGH YIELD POSTS POSITIVE RETURNS DESPITE Transportation was slightly negative at 0.18%. (%) (%) of (%) of MA
Slide 3: High Yield: Commentary (Cont'd)
High Yield: Commentary (Cont’d) Courts will decide if tariffs were included as one of the There have been outliers. Economically sensitive sectors, as Outlook emergency tools available to the President, or whether the well as those most exposed to potential tariffs — such as Tariff Announcement trad
Slide 4: High Yield: Commentary (Cont'd) - Outlook
High Yield: Commentary (Cont’d) Outlook (cont.) In contrast, higher-quality, domestically oriented sectors such as Utilities, Healthcare, and Defense have fared better. Despite the market volatility, trading in high yield has remained orderly, but elevated. According to JP Morgan and TRACE data, dai
Slide 5: MacKay Shields High Yield CIT Statistics and Quality Ratings
MacKay Shields High Yield CIT Statistics and Quality Ratings AS OF MARCH 31, 2 0 2 5 Statistics Quality Exposure² | % High Yield Bond CIT Index¹ High Yield Bond CIT 1.42 Current Yield (%) 6.74 6.81 Cash ICE BofA US High Yield Index Yield To Worst (%) 7.33 7.73 Modified Duration (Years) 3.01 3.37 3.0
Slide 6: MacKay Shields High Yield CIT Statistics (Continued)
MacKay Shields High Yield CIT Statistics (Continued) AS OF MARCH 31, 2 0 2 5 Duration to Worst | % Sector2 | % High Yield Bond C IT Index ¹ High Y ield Bond C IT Index ¹ Cash 1.42 0.00 Automotive 3.67 2.95 0-3 47.31 41.79 Banking 0.00 0.63 3-7 51.01 56.82 Basic Industry 13.09 9.59 7 - 10 0.26 0.92 C
Slide 7: Additional Information
Additional Information COMPARISONS TO AN INDEX Comparisons to a financial index are provided for illustrative purposes only. Comparisons to an index are subject to limitations as portfolio holdings, volatility and other portfolio characteristics may differ materially from those of an index. Addition
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