SEI ASSET ALLOCATION TRUST
N-8A, 1995-12-08
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<PAGE>
 
                       SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C.  20549

                                   Form N-8A

                          NOTIFICATION OF REGISTRATION
                     FILED PURSUANT TO SECTION 8(A) OF THE
                         INVESTMENT COMPANY ACT OF 1940


            The undersigned investment company hereby notifies the Securities
  and Exchange Commission that it registers under and pursuant to the provisions
  of Section 8(a) of the Investment Company Act of 1940 and in connection with
  such notification of registration submits the following information:

  ------------------------------------------------------------------------------

  Name:  SEI ASSET ALLOCATION TRUST

  Address of Principal Business Office (No. & Street, City, State, Zip Code):

            c/o CT Corporation
            2 Oliver Street
            Boston, Massachusetts  02109

  Telephone Number (including area code):  1-610-254-1000

  Name and address of agent for service of process:
 
                             
  David G. Lee               
  c/o SEI Corporation        
  680 East Swedesford Road   
  Wayne, Pennsylvania 19087  
                             
  Copies to:                                                     
  John H. Grady, Jr. Esq.           Richard W. Grant, Esq.          
  Morgan, Lewis & Bockius LLP       Morgan, Lewis & Bockius LLP     
  1800 M Street, N.W., 9th Floor    2000 One Logan Square                  
  Washington, D.C.  20036           Philadelphia, Pennsylvania 19103  
                                   
- --------------------------------------------------------------------------------
  Check Appropriate Box:

     Registrant is filing a Registration Statement pursuant to Section 8(b) of
     the Investment Company Act of 1940 concurrently with the filing of Form 
     N-8A:  Yes  X  No
                ---    ---    

- --------------------------------------------------------------------------------
  Notice:  A copy of the Agreement and Declaration of Trust of Asset Allocation
  Trust is on file with the Secretary of State of the Commonwealth of
  Massachusetts and notice is hereby given that this Registration Statement has
  been executed on behalf of the Trust by an officer of the Trust as an officer
  and by its Trustees as trustees and not individually and the obligations of or
  arising out of this Registration Statement are not binding upon any of the
  Trustees, officers or shareholders individually, but are binding only upon the
  assets and property of the Trust.
<PAGE>
 
     Pursuant to the requirements of the Investment Company Act of 1940, the
  registrant has caused this notification of registration to be duly signed on
  its behalf in the City of Wayne, Commonwealth of Pennsylvania on the 30th day
  of November, 1995.

                           Signature:  SEI ASSET ALLOCATION TRUST


                                            By: /s/ Robert B. Carroll
                                               ----------------------
                                               Robert B. Carroll
                                               President


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