SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES — 34.0% | ||||||||
Agency Mortgage-Backed Obligations — 26.5% | ||||||||
FHLMC | ||||||||
6.000%, 03/01/2035 to 07/01/2040 | $ | 311 | $ | 325 | ||||
5.500%, 04/01/2030 | 82 | 83 | ||||||
5.000%, 06/01/2041 to 07/01/2052 | 348 | 350 | ||||||
4.500%, 06/01/2038 to 09/01/2050 | 524 | 521 | ||||||
4.000%, 07/01/2037 to 06/01/2052 | 675 | 654 | ||||||
3.500%, 04/01/2033 to 04/01/2052 | 1,474 | 1,386 | ||||||
3.000%, 09/01/2036 to 09/01/2050 | 2,413 | 2,183 | ||||||
2.500%, 01/01/2050 to 05/01/2052 | 4,089 | 3,544 | ||||||
2.000%, 09/01/2041 to 11/01/2051 | 1,959 | 1,633 | ||||||
1.500%, 10/01/2041 to 11/01/2041 | 165 | 135 | ||||||
FHLMC ARM | ||||||||
3.171%, ICE LIBOR USD 12 Month + 1.598%, 06/01/2047(A) | 125 | 124 | ||||||
3.152%, ICE LIBOR USD 12 Month + 1.626%, 10/01/2046(A) | 247 | 247 | ||||||
3.089%, ICE LIBOR USD 12 Month + 1.622%, 02/01/2050(A) | 75 | 72 | ||||||
3.008%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(A) | 55 | 52 | ||||||
2.878%, ICE LIBOR USD 12 Month + 1.620%, 11/01/2047(A) | 61 | 59 | ||||||
FHLMC CMO, Ser 2014-328, Cl S4, IO | ||||||||
0.000%, 02/15/2038(A)(B) | 23 | 1 | ||||||
FHLMC CMO, Ser 2014-4415, Cl IO, IO | ||||||||
0.000%, 04/15/2041(A)(B) | 102 | 4 | ||||||
FHLMC CMO, Ser 2015-4494, Cl AI, IO | ||||||||
0.000%, 11/15/2038(A)(B) | 101 | 4 | ||||||
FHLMC CMO, Ser 2018-4813, Cl CJ | ||||||||
3.000%, 08/15/2048 | 15 | 13 | ||||||
FHLMC CMO, Ser 2020-5010, Cl JI, IO | ||||||||
2.500%, 09/25/2050 | 83 | 13 | ||||||
FHLMC CMO, Ser 2020-5018, Cl MI, IO | ||||||||
2.000%, 10/25/2050 | 87 | 12 | ||||||
FHLMC CMO, Ser 2021-5071, Cl IH, IO | ||||||||
2.500%, 02/25/2051 | 89 | 12 | ||||||
FHLMC CMO, Ser 2022-5224, Cl HL | ||||||||
4.000%, 04/25/2052 | 200 | 183 | ||||||
FHLMC CMO, Ser 2022-5230, Cl PE | ||||||||
2.000%, 12/25/2051 | 100 | 79 | ||||||
FHLMC Multifamily Structured Pass Through Certificates, Ser K140, Cl A2 | ||||||||
2.250%, 01/25/2032 | 514 | 432 | ||||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1517, Cl X1, IO | ||||||||
1.436%, 07/25/2035(A) | 235 | 25 | ||||||
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1519, Cl X1, IO | ||||||||
0.696%, 12/25/2035(A) | 2,074 | 104 |
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
FHLMC STACR Remic Trust, Ser 2020-DNA1, Cl B1 | ||||||||
6.316%, ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(A)(C) | $ | 180 | $ | 172 | ||||
FHLMC STACR Remic Trust, Ser 2020-DNA1, Cl M2 | ||||||||
5.716%, ICE LIBOR USD 1 Month + 1.700%, 01/25/2050(A)(C) | 48 | 48 | ||||||
FNMA | ||||||||
4.720%, 01/01/2024 | 100 | 102 | ||||||
4.500%, 07/01/2033 to 01/01/2059 | 1,713 | 1,703 | ||||||
4.000%, 01/01/2037 to 06/01/2057 | 2,850 | 2,748 | ||||||
3.500%, 12/01/2034 to 05/01/2052 | 2,699 | 2,513 | ||||||
3.450%, 03/01/2029 | 19 | 18 | ||||||
3.250%, 05/01/2029 | 20 | 18 | ||||||
3.160%, 05/01/2029 | 19 | 18 | ||||||
3.000%, 11/01/2034 to 03/01/2052 | 4,740 | 4,331 | ||||||
2.930%, 06/01/2030 | 38 | 35 | ||||||
2.810%, 04/01/2025 | 40 | 38 | ||||||
2.500%, 08/01/2035 to 07/01/2061 | 5,906 | 5,144 | ||||||
2.149%, 02/01/2032(A) | 80 | 66 | ||||||
2.000%, 03/01/2041 to 03/01/2052 | 3,092 | 2,569 | ||||||
1.500%, 03/01/2051 | 88 | 69 | ||||||
FNMA ARM | ||||||||
2.760%, ICE LIBOR USD 12 Month + 1.590%, 04/01/2047(A) | 145 | 144 | ||||||
FNMA CMO, Ser 2015-55, Cl IO, IO | ||||||||
0.000%, 08/25/2055(A)(B) | 94 | 3 | ||||||
FNMA CMO, Ser 2015-56, Cl AS, IO | ||||||||
2.134%, 08/25/2045(A) | 128 | 15 | ||||||
FNMA CMO, Ser 2020-56, Cl AQ | ||||||||
2.000%, 08/25/2050 | 200 | 159 | ||||||
FNMA CMO, Ser 2020-96, Cl IN, IO | ||||||||
3.000%, 01/25/2051 | 167 | 27 | ||||||
FNMA CMO, Ser 2020-97, Cl AI, IO | ||||||||
2.000%, 01/25/2051 | 181 | 23 | ||||||
FNMA or FHLMC TBA | ||||||||
6.000%, 02/01/2036 | 100 | 102 | ||||||
5.500%, 01/01/2038 to 02/01/2038 | 200 | 202 | ||||||
5.000%, 02/01/2038 | 300 | 298 | ||||||
4.500%, 02/01/2034 | 300 | 292 | ||||||
4.000%, 02/13/2047 | 100 | 95 | ||||||
FNMA TBA | ||||||||
3.500%, 01/15/2053 | 700 | 641 | ||||||
3.000%, 01/15/2043 to 12/13/2171 | 700 | 620 | ||||||
2.500%, 12/01/2042 to 01/15/2053 | 1,800 | 1,542 | ||||||
2.000%, 12/15/2052 to 01/15/2053 | 1,500 | 1,236 | ||||||
FRESB Mortgage Trust, Ser 2019-SB63, Cl A5H | ||||||||
2.550%, 02/25/2039(A) | 196 | 189 | ||||||
GNMA | ||||||||
4.500%, 01/15/2042 to 02/20/2050 | 749 | 751 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
1
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
4.000%, 08/15/2045 to 04/20/2050 | $ | 339 | $ | 330 | ||||
3.500%, 04/20/2046 to 02/20/2052 | 449 | 423 | ||||||
3.000%, 09/15/2042 to 04/20/2052 | 615 | 559 | ||||||
2.500%, 03/20/2051 to 09/20/2051 | 219 | 192 | ||||||
GNMA CMO, Ser 2007-51, Cl SG, IO | ||||||||
2.641%, 08/20/2037(A) | 7 | – | ||||||
GNMA CMO, Ser 2012-34, Cl SA, IO | ||||||||
2.111%, 03/20/2042(A) | 73 | 8 | ||||||
GNMA CMO, Ser 2012-43, Cl SN, IO | ||||||||
2.713%, 04/16/2042(A) | 59 | 8 | ||||||
GNMA CMO, Ser 2012-H27, Cl AI, IO | ||||||||
1.633%, 10/20/2062(A) | 39 | 1 | ||||||
GNMA CMO, Ser 2014-118, Cl HS, IO | ||||||||
2.261%, 08/20/2044(A) | 121 | 13 | ||||||
GNMA CMO, Ser 2020-123, Cl NI, IO | ||||||||
2.500%, 08/20/2050 | 81 | 11 | ||||||
GNMA CMO, Ser 2020-160, Cl YI, IO | ||||||||
2.500%, 10/20/2050 | 84 | 11 | ||||||
GNMA CMO, Ser 2020-175, Cl GI, IO | ||||||||
2.000%, 11/20/2050 | 80 | 8 | ||||||
GNMA CMO, Ser 2020-H09, Cl FL | ||||||||
2.886%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(A) | 64 | 63 | ||||||
GNMA CMO, Ser 2021-176, Cl IN, IO | ||||||||
2.500%, 10/20/2051 | 276 | 37 | ||||||
GNMA CMO, Ser 2021-57, Cl BI, IO | ||||||||
3.000%, 03/20/2051 | 387 | 56 | ||||||
GNMA CMO, Ser 2021-96, Cl VI, IO | ||||||||
2.500%, 06/20/2051 | 278 | 38 | ||||||
GNMA CMO, Ser 2022-139, Cl AL | ||||||||
4.000%, 07/20/2051 | 100 | 94 | ||||||
GNMA CMO, Ser 2022-189, Cl PT | ||||||||
2.500%, 10/20/2051 | 100 | 85 | ||||||
GNMA CMO, Ser 2022-63, Cl LM | ||||||||
3.500%, 10/20/2050 | 100 | 86 | ||||||
GNMA TBA | ||||||||
6.000%, 03/01/2037 | 200 | 204 | ||||||
5.500%, 02/20/2039 | 400 | 404 | ||||||
5.000%, 02/01/2040 | 400 | 400 | ||||||
4.500%, 01/15/2040 | 300 | 294 | ||||||
4.000%, 01/01/2040 to 02/15/2045 | 400 | 382 | ||||||
3.500%, 01/15/2041 | 500 | 464 | ||||||
3.000%, 01/15/2043 to 12/15/2052 | 700 | 632 | ||||||
2.500%, 01/15/2053 | 1,200 | 1,055 | ||||||
GNMA, Ser 103, Cl AD | ||||||||
1.450%, 01/16/2063 | 119 | 96 | ||||||
GNMA, Ser 113, Cl Z | ||||||||
2.000%, 09/16/2061 | 603 | 411 | ||||||
GNMA, Ser 2018-130, Cl A | ||||||||
3.250%, 05/16/2059 | – | – | ||||||
GNMA, Ser 2020-178, Cl IO, IO | ||||||||
1.422%, 10/16/2060(A) | 1,143 | 115 |
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
GNMA, Ser 3, Cl IO, IO | ||||||||
0.640%, 02/16/2061(A) | $ | 295 | $ | 17 | ||||
44,678 | ||||||||
Non-Agency Mortgage-Backed Obligations — 7.5% | ||||||||
BANK, Ser 2017-BNK8, Cl XA, IO | ||||||||
0.850%, 11/15/2050(A) | 1,365 | 38 | ||||||
BANK, Ser 2021-BN36, Cl A5 | ||||||||
2.470%, 09/15/2064 | 206 | 168 | ||||||
BANK, Ser 2021-BN38, Cl A5 | ||||||||
2.521%, 12/15/2064 | 293 | 239 | ||||||
BBCCRE Trust, Ser 2015-GTP, Cl D | ||||||||
4.715%, 08/10/2033(A)(C) | 140 | 121 | ||||||
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-AC6, Cl A1 | ||||||||
5.750%, 11/25/2034(D) | 50 | 42 | ||||||
Benchmark Mortgage Trust, Ser 2019-B17, Cl A2 | ||||||||
2.211%, 03/15/2053 | 395 | 363 | ||||||
Benchmark Mortgage Trust, Ser 2020-B22, Cl ASB | ||||||||
1.731%, 01/15/2054 | 474 | 397 | ||||||
BRAVO Residential Funding Trust, Ser 2022-NQM3, Cl A1 | ||||||||
5.108%, 07/25/2062(A)(C) | 183 | 179 | ||||||
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A | ||||||||
4.829%, TSFR1M + 1.034%, 10/15/2036(A)(C) | 372 | 366 | ||||||
BX Commercial Mortgage Trust, Ser VOLT, Cl A | ||||||||
4.575%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(C) | 287 | 275 | ||||||
BX Mortgage Trust, Ser 2022-MVRK, Cl A | ||||||||
5.278%, TSFR1M + 1.467%, 03/15/2039(A)(C) | 170 | 164 | ||||||
BXP Trust, Ser 2017-CQHP, Cl A | ||||||||
4.725%, ICE LIBOR USD 1 Month + 0.850%, 11/15/2034(A)(C) | 190 | 182 | ||||||
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2004-2A, Cl B1 | ||||||||
3.430%, 05/25/2035(A)(C) | 153 | 118 | ||||||
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2004-2A, Cl A1 | ||||||||
4.314%, ICE LIBOR USD 1 Month + 0.270%, 05/25/2035(A)(C) | 45 | 42 | ||||||
CIM Trust, Ser 2020-INV1, Cl A2 | ||||||||
2.500%, 04/25/2050(A)(C) | 123 | 102 | ||||||
COMM Mortgage Trust, Ser 2013-CR6, Cl B | ||||||||
3.397%, 03/10/2046(C) | 100 | 99 |
2
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
COMM Mortgage Trust, Ser 2015-CR24, Cl AM | ||||||||
4.028%, 08/10/2048(A) | $ | 90 | $ | 85 | ||||
COMM Mortgage Trust, Ser 2015-CR26, Cl A4 | ||||||||
3.630%, 10/10/2048 | 417 | 395 | ||||||
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl F | ||||||||
6.525%, ICE LIBOR USD 1 Month + 2.650%, 05/15/2036(A)(C) | 190 | 182 | ||||||
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl AS | ||||||||
3.849%, 06/15/2057(A) | 210 | 196 | ||||||
CSMC Trust, Ser 2017-TIME, Cl A | ||||||||
3.646%, 11/13/2039(C) | 100 | 85 | ||||||
CSMC Trust, Ser 2018-J1, Cl A2 | ||||||||
3.500%, 02/25/2048(A)(C) | 138 | 120 | ||||||
CSMC Trust, Ser 2020-FACT, Cl F | ||||||||
10.032%, ICE LIBOR USD 1 Month + 6.157%, 10/15/2037(A)(C) | 250 | 211 | ||||||
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 | ||||||||
3.500%, 02/25/2048(A)(C) | 37 | 33 | ||||||
Flagstar Mortgage Trust, Ser 2021-6INV, Cl A4 | ||||||||
2.500%, 08/25/2051(A)(C) | 549 | 442 | ||||||
Flagstar Mortgage Trust, Ser 2021-8INV, Cl A3 | ||||||||
2.500%, 09/25/2051(A)(C) | 256 | 207 | ||||||
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2 | ||||||||
6.616%, ICE LIBOR USD 1 Month + 2.600%, 05/25/2024(A) | 91 | 91 | ||||||
GS Mortgage Securities II, Ser 2018-SRP5, Cl A | ||||||||
5.675%, ICE LIBOR USD 1 Month + 1.550%, 09/15/2031(A)(C) | 174 | 145 | ||||||
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl B | ||||||||
6.875%, ICE LIBOR USD 1 Month + 2.750%, 09/15/2031(A)(C) | 174 | 124 | ||||||
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl AAB | ||||||||
1.662%, 12/12/2053 | 260 | 220 | ||||||
GS Mortgage-Backed Securities Trust, Ser 2020-INV1, Cl A14 | ||||||||
2.932%, 10/25/2050(A)(C) | 135 | 114 | ||||||
ILPT Commercial Mortgage Trust, Ser 2022-LPF2, Cl A | ||||||||
6.039%, TSFR1M + 2.245%, 10/15/2039(A)(C) | 160 | 159 |
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Impac CMB Trust, Ser 2005-4, Cl 1M1 | ||||||||
4.689%, ICE LIBOR USD 1 Month + 0.430%, 05/25/2035(A) | $ | 23 | $ | 21 | ||||
Impac Secured Assets Trust, Ser 2006-2, Cl 2M3 | ||||||||
5.694%, ICE LIBOR USD 1 Month + 1.650%, 08/25/2036(A) | 41 | 39 | ||||||
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C7, Cl XA, IO | ||||||||
0.971%, 10/15/2050(A) | 1,337 | 40 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-PHH, Cl F | ||||||||
7.185%, ICE LIBOR USD 1 Month + 3.160%, 06/15/2035(A)(C) | 250 | 44 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-MKST, Cl F | ||||||||
6.725%, ICE LIBOR USD 1 Month + 2.850%, 12/15/2036(A)(C) | 170 | 127 | ||||||
JPMorgan Mortgage Trust, Ser 2005-S2, Cl 2A15 | ||||||||
6.000%, 09/25/2035 | 88 | 64 | ||||||
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 | ||||||||
3.500%, 10/25/2048(A)(C) | 17 | 15 | ||||||
JPMorgan Mortgage Trust, Ser 2020-3, Cl A3A | ||||||||
3.000%, 08/25/2050(A)(C) | 71 | 60 | ||||||
JPMorgan Mortgage Trust, Ser 2021-3, Cl A3 | ||||||||
2.500%, 07/25/2051(A)(C) | 316 | 256 | ||||||
KKR Industrial Portfolio Trust, Ser 2021-KDIP, Cl A | ||||||||
4.425%, ICE LIBOR USD 1 Month + 0.550%, 12/15/2037(A)(C) | 99 | 95 | ||||||
Metlife Securitization Trust, Ser 2020-INV1, Cl A2A | ||||||||
2.500%, 05/25/2050(A)(C) | 96 | 81 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C17, Cl A4 | ||||||||
3.443%, 08/15/2047 | 217 | 210 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C23, Cl B | ||||||||
4.281%, 07/15/2050(A) | 100 | 92 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2016-C32, Cl ASB | ||||||||
3.514%, 12/15/2049 | 234 | 224 | ||||||
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ | ||||||||
6.282%, 12/12/2049(A) | 14 | 7 | ||||||
Morgan Stanley Capital I Trust, Ser 2018-H4, Cl A4 | ||||||||
4.310%, 12/15/2051 | 313 | 296 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
3
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A | ||||||||
5.523%, ICE LIBOR USD 1 Month + 1.400%, 05/15/2036(A)(C) | $ | 123 | $ | 117 | ||||
Mortgage Repurchase Agreement Financing Trust II, Ser 2022-S1, Cl A1 | ||||||||
5.193%, SOFR30A + 2.000%, 03/30/2025(A)(C) | 120 | 119 | ||||||
MSCG Trust, Ser 2015-ALDR, Cl A2 | ||||||||
3.577%, 06/07/2035(A)(C) | 110 | 100 | ||||||
Natixis Commercial Mortgage Securities Trust, Ser 2019-FAME, Cl A | ||||||||
3.047%, 08/15/2036(C) | 110 | 102 | ||||||
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 | ||||||||
4.000%, 04/25/2057(A)(C) | 122 | 116 | ||||||
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2 | ||||||||
4.250%, 09/25/2059(A)(C) | 204 | 181 | ||||||
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1 | ||||||||
4.000%, 09/25/2059(A)(C) | 204 | 182 | ||||||
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 | ||||||||
2.492%, 09/25/2059(A)(C) | 43 | 39 | ||||||
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A4 | ||||||||
6.138%, 03/25/2047(D) | 105 | 97 | ||||||
OBX Trust, Ser 2022-NQM1, Cl A2 | ||||||||
3.001%, 11/25/2061(A)(C) | 120 | 90 | ||||||
PRKCM Trust, Ser 2022-AFC1, Cl A1A | ||||||||
4.100%, 04/25/2057(A)(C) | 98 | 91 | ||||||
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1 | ||||||||
2.633%, 09/25/2059(A)(C) | 12 | 12 | ||||||
Seasoned Credit Risk Transfer Trust CMO, Ser 2018-1, Cl MA | ||||||||
3.000%, 05/25/2057 | 187 | 175 | ||||||
Seasoned Credit Risk Transfer Trust CMO, Ser 2022-1, Cl MAU | ||||||||
3.250%, 11/25/2061 | 331 | 309 | ||||||
Seasoned Credit Risk Transfer Trust CMO, Ser 2022-2, Cl MA | ||||||||
3.000%, 04/25/2062 | 257 | 235 | ||||||
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA | ||||||||
3.500%, 08/25/2057(A) | 175 | 167 | ||||||
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA | ||||||||
3.500%, 03/25/2058 | 242 | 230 |
Description | Face Amount | Market Value | ||||||
MORTGAGE-BACKED SECURITIES (continued) | ||||||||
Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA | ||||||||
3.500%, 08/25/2058 | $ | 289 | $ | 274 | ||||
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA | ||||||||
2.000%, 11/25/2059 | 148 | 133 | ||||||
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl MA | ||||||||
2.000%, 05/25/2060 | 133 | 120 | ||||||
Seasoned Credit Risk Transfer Trust, Ser 2021-1, Cl MA | ||||||||
2.000%, 09/25/2060 | 202 | 180 | ||||||
Sequoia Mortgage Trust, Ser 2021-1, Cl A1 | ||||||||
2.500%, 03/25/2051(A)(C) | 330 | 266 | ||||||
SMRT, Ser 2022-MINI, Cl D | ||||||||
5.745%, TSFR1M + 1.950%, 01/15/2039(A)(C) | 110 | 103 | ||||||
SREIT Trust, Ser 2021-MFP2, Cl A | ||||||||
4.697%, ICE LIBOR USD 1 Month + 0.822%, 11/15/2036(A)(C) | 110 | 106 | ||||||
UBS Commercial Mortgage Trust, Ser 2018-C13, Cl ASB | ||||||||
4.241%, 10/15/2051 | 532 | 511 | ||||||
WaMu Mortgage Pass-Through Certificates Trust, Ser 2005-AR6, Cl 2A1A | ||||||||
4.504%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2045(A) | 109 | 103 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl AS | ||||||||
3.872%, 05/15/2048(A) | 270 | 253 | ||||||
Wells Fargo Commercial Mortgage Trust, Ser 2021-C59, Cl A5 | ||||||||
2.626%, 04/15/2054 | 475 | 390 | ||||||
WFRBS Commercial Mortgage Trust, Ser 2014-C24, Cl A5 | ||||||||
3.607%, 11/15/2047 | 442 | 424 | ||||||
12,600 | ||||||||
Total Mortgage-Backed Securities | ||||||||
(Cost $62,670) ($ Thousands) | 57,278 | |||||||
CORPORATE OBLIGATIONS — 32.6% | ||||||||
Communication Services — 3.6% | ||||||||
AT&T | ||||||||
5.350%, 09/01/2040 | 21 | 20 | ||||||
4.500%, 03/09/2048 | 39 | 33 | ||||||
4.416%, ICE LIBOR USD 3 Month + 1.180%, 06/12/2024 (A) | 462 | 464 | ||||||
4.350%, 03/01/2029 | 120 | 115 | ||||||
4.350%, 06/15/2045 | 20 | 17 |
4
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
3.650%, 09/15/2059 | $ | 32 | $ | 22 | ||||
3.550%, 09/15/2055 | 10 | 7 | ||||||
3.500%, 06/01/2041 | 151 | 115 | ||||||
3.500%, 09/15/2053 | 20 | 14 | ||||||
3.300%, 02/01/2052 | 10 | 7 | ||||||
2.550%, 12/01/2033 | 399 | 313 | ||||||
2.300%, 06/01/2027 | 60 | 54 | ||||||
2.250%, 02/01/2032 | 50 | 40 | ||||||
1.650%, 02/01/2028 | 60 | 52 | ||||||
CCO Holdings | ||||||||
4.750%, 02/01/2032 (C) | 100 | 84 | ||||||
4.500%, 05/01/2032 | 100 | 83 | ||||||
4.500%, 06/01/2033 (C) | 20 | 16 | ||||||
Charter Communications Operating | ||||||||
6.484%, 10/23/2045 | 20 | 19 | ||||||
6.384%, 10/23/2035 | 580 | 571 | ||||||
5.750%, 04/01/2048 | 90 | 77 | ||||||
5.500%, 04/01/2063 | 30 | 24 | ||||||
5.375%, 04/01/2038 | 10 | 9 | ||||||
5.375%, 05/01/2047 | 10 | 8 | ||||||
5.125%, 07/01/2049 | 10 | 8 | ||||||
5.050%, 03/30/2029 | 40 | 38 | ||||||
4.908%, 07/23/2025 | 30 | 30 | ||||||
4.800%, 03/01/2050 | 30 | 23 | ||||||
4.400%, 04/01/2033 | 150 | 131 | ||||||
3.500%, 03/01/2042 | 10 | 7 | ||||||
Comcast | ||||||||
4.250%, 10/15/2030 | 130 | 125 | ||||||
4.150%, 10/15/2028 | 40 | 39 | ||||||
4.049%, 11/01/2052 | 150 | 122 | ||||||
4.000%, 08/15/2047 | 10 | 8 | ||||||
4.000%, 03/01/2048 | 10 | 8 | ||||||
3.999%, 11/01/2049 | 10 | 8 | ||||||
3.969%, 11/01/2047 | 90 | 73 | ||||||
3.950%, 10/15/2025 | 70 | 69 | ||||||
3.750%, 04/01/2040 | 20 | 17 | ||||||
3.450%, 02/01/2050 | 40 | 30 | ||||||
3.400%, 04/01/2030 | 20 | 18 | ||||||
3.400%, 07/15/2046 | 10 | 7 | ||||||
3.375%, 08/15/2025 | 60 | 58 | ||||||
3.300%, 04/01/2027 | 190 | 180 | ||||||
3.150%, 03/01/2026 | 20 | 19 | ||||||
2.937%, 11/01/2056 | 27 | 17 | ||||||
2.887%, 11/01/2051 | 254 | 169 | ||||||
2.800%, 01/15/2051 | 40 | 26 | ||||||
2.350%, 01/15/2027 | 260 | 238 | ||||||
DISH DBS | ||||||||
5.750%, 12/01/2028 (C) | 30 | 24 | ||||||
5.250%, 12/01/2026 (C) | 40 | 34 | ||||||
Fox | ||||||||
5.476%, 01/25/2039 | 70 | 64 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Magallanes | ||||||||
5.141%, 03/15/2052 (C) | $ | 322 | $ | 250 | ||||
Sprint Spectrum | ||||||||
4.738%, 03/20/2025 (C) | 144 | 142 | ||||||
Take-Two Interactive Software | ||||||||
3.700%, 04/14/2027 | 290 | 275 | ||||||
Telefonica Emisiones SAU | ||||||||
5.213%, 03/08/2047 | 150 | 123 | ||||||
T-Mobile USA | ||||||||
4.500%, 04/15/2050 | 50 | 42 | ||||||
3.875%, 04/15/2030 | 130 | 119 | ||||||
3.750%, 04/15/2027 | 10 | 9 | ||||||
3.500%, 04/15/2025 | 150 | 145 | ||||||
3.500%, 04/15/2031 | 80 | 70 | ||||||
3.400%, 10/15/2052 | 30 | 21 | ||||||
3.375%, 04/15/2029 | 20 | 18 | ||||||
3.000%, 02/15/2041 | 10 | 7 | ||||||
2.875%, 02/15/2031 | 20 | 17 | ||||||
2.625%, 02/15/2029 | 30 | 26 | ||||||
2.550%, 02/15/2031 | 20 | 17 | ||||||
2.250%, 02/15/2026 | 10 | 9 | ||||||
2.250%, 11/15/2031 | 10 | 8 | ||||||
Verizon Communications | ||||||||
5.500%, 03/16/2047 | 6 | 6 | ||||||
5.250%, 03/16/2037 | 20 | 20 | ||||||
4.862%, 08/21/2046 | 30 | 27 | ||||||
4.500%, 08/10/2033 | 180 | 171 | ||||||
4.329%, 09/21/2028 | 300 | 292 | ||||||
4.125%, 08/15/2046 | 30 | 25 | ||||||
4.000%, 03/22/2050 | 30 | 24 | ||||||
3.400%, 03/22/2041 | 10 | 8 | ||||||
3.150%, 03/22/2030 | 30 | 27 | ||||||
3.000%, 03/22/2027 | 10 | 9 | ||||||
2.875%, 11/20/2050 | 10 | 6 | ||||||
2.650%, 11/20/2040 | 70 | 48 | ||||||
2.625%, 08/15/2026 | 10 | 9 | ||||||
2.550%, 03/21/2031 | 90 | 75 | ||||||
2.355%, 03/15/2032 | 93 | 75 | ||||||
2.100%, 03/22/2028 | 30 | 26 | ||||||
1.750%, 01/20/2031 | 130 | 102 | ||||||
Vodafone Group | ||||||||
4.375%, 05/30/2028 | 40 | 39 | ||||||
Warnermedia Holdings | ||||||||
5.050%, 03/15/2042 (C) | 10 | 8 | ||||||
4.279%, 03/15/2032 (C) | 140 | 119 | ||||||
4.054%, 03/15/2029 (C) | 20 | 18 | ||||||
3.755%, 03/15/2027 (C) | 20 | 18 | ||||||
6,204 | ||||||||
Consumer Discretionary — 2.9% | ||||||||
Amazon.com | ||||||||
4.950%, 12/05/2044 | 157 | 159 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
5
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
4.250%, 08/22/2057 | $ | 10 | $ | 9 | ||||
4.100%, 04/13/2062 | 374 | 315 | ||||||
4.050%, 08/22/2047 | 30 | 26 | ||||||
3.875%, 08/22/2037 | 230 | 207 | ||||||
3.600%, 04/13/2032 | 110 | 102 | ||||||
3.450%, 04/13/2029 | 20 | 19 | ||||||
3.300%, 04/13/2027 | 10 | 10 | ||||||
3.150%, 08/22/2027 | 50 | 47 | ||||||
3.100%, 05/12/2051 | 120 | 87 | ||||||
2.100%, 05/12/2031 | 20 | 17 | ||||||
1.500%, 06/03/2030 | 30 | 24 | ||||||
1.200%, 06/03/2027 | 60 | 52 | ||||||
Cox Communications | ||||||||
3.350%, 09/15/2026 (C) | 231 | 217 | ||||||
Element Fleet Management | ||||||||
1.600%, 04/06/2024 (C) | 491 | 464 | ||||||
Ford Motor | ||||||||
6.100%, 08/19/2032 | 30 | 29 | ||||||
4.750%, 01/15/2043 | 20 | 15 | ||||||
3.250%, 02/12/2032 | 30 | 24 | ||||||
Ford Motor Credit | ||||||||
4.950%, 05/28/2027 | 230 | 218 | ||||||
4.000%, 11/13/2030 | 200 | 169 | ||||||
2.900%, 02/10/2029 | 220 | 181 | ||||||
General Motors | ||||||||
6.250%, 10/02/2043 | 50 | 48 | ||||||
6.125%, 10/01/2025 | 20 | 20 | ||||||
5.400%, 10/02/2023 | 20 | 20 | ||||||
5.150%, 04/01/2038 | 20 | 18 | ||||||
General Motors Financial | ||||||||
3.100%, 01/12/2032 | 10 | 8 | ||||||
2.400%, 10/15/2028 | 553 | 461 | ||||||
Hilton Domestic Operating | ||||||||
5.750%, 05/01/2028 (C) | 20 | 20 | ||||||
5.375%, 05/01/2025 (C) | 30 | 30 | ||||||
Home Depot | ||||||||
3.625%, 04/15/2052 | 80 | 63 | ||||||
3.350%, 04/15/2050 | 70 | 53 | ||||||
3.300%, 04/15/2040 | 198 | 160 | ||||||
3.250%, 04/15/2032 | 100 | 90 | ||||||
2.700%, 04/15/2030 | 20 | 18 | ||||||
2.500%, 04/15/2027 | 30 | 28 | ||||||
Lennar | ||||||||
5.000%, 06/15/2027 | 10 | 10 | ||||||
4.750%, 11/29/2027 | 20 | 19 | ||||||
4.500%, 04/30/2024 | 20 | 20 | ||||||
Lowe's | ||||||||
5.625%, 04/15/2053 | 245 | 245 | ||||||
5.000%, 04/15/2040 | 53 | 50 | ||||||
4.500%, 04/15/2030 | 20 | 19 | ||||||
3.700%, 04/15/2046 | 96 | 74 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
NIKE | ||||||||
3.375%, 03/27/2050 | $ | 50 | $ | 40 | ||||
3.250%, 03/27/2040 | 10 | 8 | ||||||
2.750%, 03/27/2027 | 20 | 19 | ||||||
2.400%, 03/27/2025 | 30 | 29 | ||||||
Nissan Motor | �� | |||||||
3.522%, 09/17/2025 (C) | 200 | 185 | ||||||
Stellantis Finance US | ||||||||
5.625%, 01/12/2028 (C) | 265 | 264 | ||||||
Target | ||||||||
2.250%, 04/15/2025 | 40 | 38 | ||||||
Time Warner Cable | ||||||||
7.300%, 07/01/2038 | 90 | 92 | ||||||
6.550%, 05/01/2037 | 10 | 10 | ||||||
Time Warner Entertainment | ||||||||
8.375%, 07/15/2033 | 50 | 56 | ||||||
Toll Brothers Finance | ||||||||
4.375%, 04/15/2023 | 20 | 20 | ||||||
University of Miami | ||||||||
4.063%, 04/01/2052 | 189 | 157 | ||||||
VOC Escrow | ||||||||
5.000%, 02/15/2028 (C) | 30 | 26 | ||||||
4,809 | ||||||||
Consumer Staples — 1.0% | ||||||||
Anheuser-Busch | ||||||||
4.900%, 02/01/2046 | 618 | 578 | ||||||
3.650%, 02/01/2026 | 20 | 19 | ||||||
Anheuser-Busch InBev Worldwide | ||||||||
5.550%, 01/23/2049 | 20 | 21 | ||||||
4.600%, 04/15/2048 | 10 | 9 | ||||||
4.500%, 06/01/2050 | 50 | 45 | ||||||
4.350%, 06/01/2040 | 50 | 45 | ||||||
4.000%, 04/13/2028 | 20 | 19 | ||||||
3.500%, 06/01/2030 | 20 | 19 | ||||||
Cargill | ||||||||
1.375%, 07/23/2023 (C) | 30 | 29 | ||||||
Coca-Cola | ||||||||
3.375%, 03/25/2027 | 20 | 19 | ||||||
2.600%, 06/01/2050 | 20 | 14 | ||||||
1.450%, 06/01/2027 | 40 | 36 | ||||||
Constellation Brands | ||||||||
4.750%, 11/15/2024 | 80 | 80 | ||||||
4.350%, 05/09/2027 | 20 | 20 | ||||||
3.600%, 05/09/2024 | 30 | 29 | ||||||
Costco Wholesale | ||||||||
1.600%, 04/20/2030 | 40 | 33 | ||||||
1.375%, 06/20/2027 | 70 | 62 | ||||||
CVS Health | ||||||||
5.125%, 07/20/2045 | 60 | 56 | ||||||
3.875%, 07/20/2025 | 18 | 18 |
6
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
CVS Pass-Through Trust | ||||||||
7.507%, 01/10/2032 (C) | $ | 330 | $ | 345 | ||||
6.036%, 12/10/2028 | 158 | 159 | ||||||
Hershey | ||||||||
0.900%, 06/01/2025 | 10 | 9 | ||||||
Kraft Heinz Foods | ||||||||
5.500%, 06/01/2050 | 10 | 10 | ||||||
5.200%, 07/15/2045 | 20 | 19 | ||||||
4.875%, 10/01/2049 | 20 | 18 | ||||||
4.375%, 06/01/2046 | 10 | 8 | ||||||
4.250%, 03/01/2031 | 10 | 9 | ||||||
Mars | ||||||||
3.200%, 04/01/2030 (C) | 10 | 9 | ||||||
2.700%, 04/01/2025 (C) | 30 | 29 | ||||||
Mondelez International | ||||||||
1.500%, 05/04/2025 | 70 | 65 | ||||||
PepsiCo | ||||||||
2.875%, 10/15/2049 | 20 | 15 | ||||||
1.625%, 05/01/2030 | 20 | 16 | ||||||
1,862 | ||||||||
Energy — 4.1% | ||||||||
Apache | ||||||||
7.750%, 12/15/2029 | 20 | 21 | ||||||
5.350%, 07/01/2049 | 20 | 16 | ||||||
4.750%, 04/15/2043 | 10 | 8 | ||||||
4.250%, 01/15/2044 | 150 | 105 | ||||||
BP Capital Markets America | ||||||||
3.633%, 04/06/2030 | 20 | 19 | ||||||
3.588%, 04/14/2027 | 10 | 10 | ||||||
3.000%, 02/24/2050 | 50 | 34 | ||||||
Cameron LNG | ||||||||
3.302%, 01/15/2035 (C) | 70 | 58 | ||||||
2.902%, 07/15/2031 (C) | 60 | 51 | ||||||
Cheniere Energy | ||||||||
4.625%, 10/15/2028 | 20 | 18 | ||||||
Cheniere Energy Partners | ||||||||
4.000%, 03/01/2031 | 10 | 9 | ||||||
3.250%, 01/31/2032 | 40 | 33 | ||||||
Chevron | ||||||||
3.078%, 05/11/2050 | 10 | 7 | ||||||
2.954%, 05/16/2026 | 30 | 29 | ||||||
1.554%, 05/11/2025 | 50 | 47 | ||||||
Chevron USA | ||||||||
3.850%, 01/15/2028 | 30 | 29 | ||||||
Continental Resources | ||||||||
5.750%, 01/15/2031 (C) | 40 | 37 | ||||||
4.900%, 06/01/2044 | 20 | 15 | ||||||
4.500%, 04/15/2023 | 30 | 30 | ||||||
4.375%, 01/15/2028 | 30 | 28 | ||||||
2.268%, 11/15/2026 (C) | 20 | 17 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Coterra Energy | ||||||||
4.375%, 03/15/2029 (C) | $ | 160 | $ | 152 | ||||
3.900%, 05/15/2027 (C) | 80 | 75 | ||||||
DCP Midstream Operating | ||||||||
6.450%, 11/03/2036 (C) | 10 | 10 | ||||||
Devon Energy | ||||||||
8.250%, 08/01/2023 | 30 | 31 | ||||||
5.850%, 12/15/2025 | 30 | 31 | ||||||
5.600%, 07/15/2041 | 50 | 48 | ||||||
5.000%, 06/15/2045 | 210 | 188 | ||||||
Diamondback Energy | ||||||||
3.500%, 12/01/2029 | 30 | 27 | ||||||
3.250%, 12/01/2026 | 10 | 9 | ||||||
Ecopetrol | ||||||||
5.875%, 05/28/2045 | 110 | 76 | ||||||
4.625%, 11/02/2031 | 20 | 15 | ||||||
Energy Transfer | ||||||||
7.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(A)(E) | 50 | 42 | ||||||
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.134%(A)(E) | 10 | 9 | ||||||
6.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.694%(A)(E) | 20 | 17 | ||||||
6.250%, 04/15/2049 | 160 | 151 | ||||||
6.250%, ICE LIBOR USD 3 Month + 4.028%(A)(E) | 70 | 60 | ||||||
5.250%, 04/15/2029 | 30 | 29 | ||||||
5.000%, 05/15/2050 | 30 | 25 | ||||||
4.950%, 06/15/2028 | 20 | 19 | ||||||
4.150%, 09/15/2029 | 20 | 18 | ||||||
3.750%, 05/15/2030 | 110 | 98 | ||||||
3.450%, 01/15/2023 | 381 | 380 | ||||||
2.900%, 05/15/2025 | 10 | 9 | ||||||
Enterprise Products Operating | ||||||||
5.375%, ICE LIBOR USD 3 Month + 2.570%, 02/15/2078 (A) | 10 | 8 | ||||||
4.850%, 03/15/2044 | 50 | 45 | ||||||
4.150%, 10/16/2028 | 350 | 334 | ||||||
EOG Resources | ||||||||
4.950%, 04/15/2050 | 70 | 69 | ||||||
4.150%, 01/15/2026 | 20 | 20 | ||||||
3.900%, 04/01/2035 | 40 | 36 | ||||||
Equities | ||||||||
3.900%, 10/01/2027 | 230 | 213 | ||||||
3.625%, 05/15/2031 (C) | 20 | 17 | ||||||
Exxon Mobil | ||||||||
4.327%, 03/19/2050 | 30 | 27 | ||||||
4.114%, 03/01/2046 | 70 | 61 | ||||||
3.482%, 03/19/2030 | 40 | 38 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
7
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
3.043%, 03/01/2026 | $ | 40 | $ | 38 | ||||
2.992%, 03/19/2025 | 50 | 48 | ||||||
1.571%, 04/15/2023 | 10 | 10 | ||||||
Halliburton | ||||||||
5.000%, 11/15/2045 | 40 | 36 | ||||||
3.800%, 11/15/2025 | 2 | 2 | ||||||
Kinder Morgan | ||||||||
5.300%, 12/01/2034 | 20 | 19 | ||||||
5.200%, 03/01/2048 | 10 | 9 | ||||||
4.300%, 06/01/2025 | 30 | 30 | ||||||
4.300%, 03/01/2028 | 80 | 77 | ||||||
Kinder Morgan Energy Partners | ||||||||
4.250%, 09/01/2024 | 40 | 39 | ||||||
3.500%, 09/01/2023 | 30 | 30 | ||||||
MEG Energy | ||||||||
5.875%, 02/01/2029 (C) | 10 | 10 | ||||||
MPLX | ||||||||
5.500%, 02/15/2049 | 30 | 27 | ||||||
4.875%, 06/01/2025 | 110 | 109 | ||||||
4.800%, 02/15/2029 | 80 | 77 | ||||||
4.700%, 04/15/2048 | 60 | 48 | ||||||
4.500%, 04/15/2038 | 10 | 9 | ||||||
Occidental Petroleum | ||||||||
7.875%, 09/15/2031 | 10 | 11 | ||||||
7.500%, 05/01/2031 | 60 | 65 | ||||||
6.950%, 07/01/2024 | 4 | 4 | ||||||
6.200%, 03/15/2040 | 75 | 73 | ||||||
5.550%, 03/15/2026 | 30 | 30 | ||||||
4.863%, 10/10/2036 (F) | 750 | 380 | ||||||
4.625%, 06/15/2045 | 20 | 16 | ||||||
4.400%, 04/15/2046 | 10 | 8 | ||||||
4.400%, 08/15/2049 | 70 | 55 | ||||||
4.100%, 02/15/2047 | 70 | 54 | ||||||
3.500%, 08/15/2029 | 20 | 18 | ||||||
3.400%, 04/15/2026 | 20 | 19 | ||||||
3.200%, 08/15/2026 | 30 | 27 | ||||||
3.000%, 02/15/2027 | 20 | 18 | ||||||
Pertamina Persero | ||||||||
6.000%, 05/03/2042 (C) | 200 | 193 | ||||||
Petrobras Global Finance BV | ||||||||
7.375%, 01/17/2027 | 100 | 103 | ||||||
6.850%, 06/05/2115 | 50 | 41 | ||||||
5.750%, 02/01/2029 | 50 | 48 | ||||||
Phillips 66 | ||||||||
3.605%, 02/15/2025 (C) | 95 | 92 | ||||||
3.550%, 10/01/2026 (C) | 232 | 219 | ||||||
Pioneer Natural Resources | ||||||||
2.150%, 01/15/2031 | 50 | 40 | ||||||
1.900%, 08/15/2030 | 20 | 16 | ||||||
1.125%, 01/15/2026 | 10 | 9 | ||||||
Range Resources | ||||||||
5.000%, 03/15/2023 | 8 | 8 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
4.875%, 05/15/2025 | $ | 30 | $ | 29 | ||||
Schlumberger Holdings | ||||||||
4.000%, 12/21/2025 (C) | 30 | 29 | ||||||
3.900%, 05/17/2028 (C) | 471 | 445 | ||||||
Shell International Finance BV | ||||||||
4.375%, 05/11/2045 | 50 | 45 | ||||||
4.000%, 05/10/2046 | 50 | 42 | ||||||
3.250%, 04/06/2050 | 50 | 37 | ||||||
2.875%, 05/10/2026 | 60 | 57 | ||||||
2.750%, 04/06/2030 | 20 | 18 | ||||||
Sinopec Group Overseas Development | ||||||||
4.375%, 04/10/2024 (C) | 200 | 198 | ||||||
Southwestern Energy | ||||||||
5.375%, 03/15/2030 | 20 | 19 | ||||||
Targa Resources | ||||||||
5.200%, 07/01/2027 | 50 | 49 | ||||||
4.200%, 02/01/2033 | 20 | 17 | ||||||
Targa Resources Partners | ||||||||
5.500%, 03/01/2030 | 20 | 19 | ||||||
5.000%, 01/15/2028 | 10 | 9 | ||||||
4.875%, 02/01/2031 | 30 | 27 | ||||||
Tennessee Gas Pipeline | ||||||||
2.900%, 03/01/2030 (C) | 60 | 51 | ||||||
Transcontinental Gas Pipe Line | ||||||||
7.850%, 02/01/2026 | 50 | 54 | ||||||
Venture Global Calcasieu Pass | ||||||||
3.875%, 11/01/2033 (C) | 20 | 16 | ||||||
Western Midstream Operating | ||||||||
5.500%, 02/01/2050 | 20 | 16 | ||||||
5.041%, ICE LIBOR USD 3 Month + 2.100%, 01/13/2023 (A) | 10 | 10 | ||||||
4.500%, 03/01/2028 | 10 | 9 | ||||||
4.300%, 02/01/2030 | 100 | 89 | ||||||
3.350%, 02/01/2025 | 110 | 105 | ||||||
Williams | ||||||||
7.750%, 06/15/2031 | 140 | 154 | ||||||
7.500%, 01/15/2031 | 10 | 11 | ||||||
5.750%, 06/24/2044 | 40 | 39 | ||||||
6,767 | ||||||||
Financials — 11.6% | ||||||||
AIA Group MTN | ||||||||
3.200%, 03/11/2025 (C) | 270 | 259 | ||||||
Ambac Assurance | ||||||||
5.100%(C)(E) | – | – | ||||||
American Express | ||||||||
4.050%, 05/03/2029 | 70 | 67 | ||||||
3.375%, 05/03/2024 | 20 | 20 | ||||||
American International Group | ||||||||
2.500%, 06/30/2025 | 310 | 293 | ||||||
Aviation Capital Group | ||||||||
1.950%, 01/30/2026 (C) | 301 | 263 |
8
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Bank of America | ||||||||
4.948%, U.S. SOFR + 2.040%, 07/22/2028 (A) | $ | 221 | $ | 217 | ||||
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (A) | 42 | 38 | ||||||
3.311%, U.S. SOFR + 1.580%, 04/22/2042 (A) | 185 | 140 | ||||||
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (A) | 99 | 99 | ||||||
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (A) | 40 | 33 | ||||||
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (A) | 90 | 74 | ||||||
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (A) | 90 | 72 | ||||||
Bank of America MTN | ||||||||
5.000%, 01/21/2044 | 20 | 19 | ||||||
4.450%, 03/03/2026 | 10 | 10 | ||||||
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (A) | 100 | 96 | ||||||
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (A) | 478 | 405 | ||||||
4.250%, 10/22/2026 | 50 | 49 | ||||||
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (A) | 110 | 90 | ||||||
4.000%, 01/22/2025 | 300 | 294 | ||||||
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (A) | 150 | 139 | ||||||
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (A) | 90 | 83 | ||||||
3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (A) | 70 | 70 | ||||||
Bank of Montreal MTN | ||||||||
1.850%, 05/01/2025 | 70 | 65 | ||||||
Bank of New York Mellon MTN | ||||||||
4.289%, U.S. SOFR + 1.418%, 06/13/2033 (A) | 140 | 131 | ||||||
1.600%, 04/24/2025 | 20 | 19 | ||||||
Bank of Nova Scotia | ||||||||
4.588%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.050%, 05/04/2037 (A) | 40 | 35 | ||||||
1.300%, 06/11/2025 | 40 | 37 | ||||||
Barclays | ||||||||
5.304%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/09/2026 (A) | 200 | 197 | ||||||
5.088%, ICE LIBOR USD 3 Month + 3.054%, 06/20/2030 (A) | 200 | 180 | ||||||
Barclays MTN | ||||||||
4.972%, ICE LIBOR USD 3 Month + 1.902%, 05/16/2029 (A) | 200 | 188 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Blackstone Holdings Finance | ||||||||
6.250%, 08/15/2042 (C) | $ | 118 | $ | 119 | ||||
5.000%, 06/15/2044 (C) | 200 | 180 | ||||||
BNP Paribas | ||||||||
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (A)(C) | 200 | 198 | ||||||
4.400%, 08/14/2028 (C) | 200 | 188 | ||||||
2.591%, U.S. SOFR + 1.228%, 01/20/2028 (A)(C) | 250 | 219 | ||||||
Brighthouse Financial | ||||||||
4.700%, 06/22/2047 | 4 | 3 | ||||||
Canadian Imperial Bank of Commerce | ||||||||
0.950%, 06/23/2023 | 40 | 39 | ||||||
Capital One Financial | ||||||||
4.927%, U.S. SOFR + 2.057%, 05/10/2028 (A) | 42 | 40 | ||||||
3.900%, 01/29/2024 | 700 | 690 | ||||||
Citigroup | ||||||||
8.125%, 07/15/2039 | 60 | 75 | ||||||
4.910%, U.S. SOFR + 2.086%, 05/24/2033 (A) | 40 | 38 | ||||||
4.658%, U.S. SOFR + 1.887%, 05/24/2028 (A) | 20 | 19 | ||||||
4.650%, 07/23/2048 | 180 | 162 | ||||||
4.450%, 09/29/2027 | 90 | 87 | ||||||
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (A) | 233 | 217 | ||||||
4.125%, 07/25/2028 | 90 | 85 | ||||||
3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (A) | 110 | 101 | ||||||
3.785%, U.S. SOFR + 1.939%, 03/17/2033 (A) | 60 | 52 | ||||||
3.700%, 01/12/2026 | 100 | 96 | ||||||
3.520%, ICE LIBOR USD 3 Month + 1.151%, 10/27/2028 (A) | 148 | 135 | ||||||
3.400%, 05/01/2026 | 510 | 486 | ||||||
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (A) | 30 | 28 | ||||||
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (A) | 10 | 8 | ||||||
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (A) | 40 | 39 | ||||||
Cooperatieve Rabobank UA | ||||||||
4.375%, 08/04/2025 | 250 | 243 | ||||||
Credit Agricole | ||||||||
8.125%, USD Swap Semi 30/360 5 Yr Curr + 6.185%(A)(C)(E) | 260 | 264 | ||||||
Credit Suisse Group | ||||||||
9.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.383%(A)(C)(E) | 200 | 170 | ||||||
4.550%, 04/17/2026 | 250 | 217 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
9
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (A)(C) | $ | 250 | $ | 189 | ||||
1.305%, U.S. SOFR + 0.980%, 02/02/2027 (A)(C) | 250 | 197 | ||||||
CTR Partnership | ||||||||
3.875%, 06/30/2028 (C) | 10 | 9 | ||||||
Discover Financial Services | ||||||||
6.700%, 11/29/2032 | 160 | 163 | ||||||
Five Corners Funding Trust | ||||||||
4.419%, 11/15/2023 (C) | 390 | 386 | ||||||
Guardian Life Global Funding | ||||||||
1.100%, 06/23/2025 (C) | 10 | 9 | ||||||
HSBC Holdings | ||||||||
7.390%, U.S. SOFR + 3.350%, 11/03/2028 (A) | 230 | 241 | ||||||
Intercontinental Exchange | ||||||||
4.950%, 06/15/2052 | 10 | 10 | ||||||
4.600%, 03/15/2033 | 100 | 96 | ||||||
Intesa Sanpaolo MTN | ||||||||
5.017%, 06/26/2024 (C) | 200 | 193 | ||||||
JPMorgan Chase | ||||||||
4.950%, 06/01/2045 | 100 | 93 | ||||||
4.565%, U.S. SOFR + 1.750%, 06/14/2030 (A) | 180 | 172 | ||||||
4.493%, U.S. SOFR + 3.790%, 03/24/2031 (A) | 298 | 283 | ||||||
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (A) | 590 | 555 | ||||||
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (A) | 200 | 198 | ||||||
3.845%, U.S. SOFR + 0.980%, 06/14/2025 (A) | 100 | 98 | ||||||
3.509%, ICE LIBOR USD 3 Month + 0.945%, 01/23/2029 (A) | 210 | 192 | ||||||
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (A) | 10 | 7 | ||||||
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (A) | 130 | 108 | ||||||
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (A) | 60 | 56 | ||||||
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (A) | 100 | 98 | ||||||
KKR Group Finance III | ||||||||
5.125%, 06/01/2044 (C) | 215 | 193 | ||||||
KKR Group Finance VIII | ||||||||
3.500%, 08/25/2050 (C) | 137 | 95 | ||||||
Liberty Mutual Group | ||||||||
4.569%, 02/01/2029 (C) | 349 | 324 | ||||||
4.250%, 06/15/2023 (C) | 90 | 89 | ||||||
Lincoln National | ||||||||
3.400%, 01/15/2031 | 209 | 173 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Lloyds Banking Group | ||||||||
4.375%, 03/22/2028 | $ | 200 | $ | 188 | ||||
3.900%, 03/12/2024 | 536 | 526 | ||||||
Macquarie Group | ||||||||
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (A)(C) | 302 | 261 | ||||||
Macquarie Group MTN | ||||||||
4.150%, ICE LIBOR USD 3 Month + 1.330%, 03/27/2024 (A)(C) | 471 | 469 | ||||||
Manulife Financial | ||||||||
3.703%, 03/16/2032 | 340 | 304 | ||||||
Massachusetts Mutual Life Insurance | ||||||||
5.672%, 12/01/2052 (C) | 305 | 307 | ||||||
3.375%, 04/15/2050 (C) | 144 | 101 | ||||||
Metropolitan Life Global Funding I MTN | ||||||||
3.300%, 03/21/2029 (C) | 361 | 327 | ||||||
Metropolitan Life Insurance | ||||||||
7.800%, 11/01/2025 (C) | 267 | 284 | ||||||
Mitsubishi UFJ Financial Group | ||||||||
3.837%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 04/17/2026 (A) | 200 | 193 | ||||||
Moody's | ||||||||
3.250%, 05/20/2050 | 235 | 166 | ||||||
Morgan Stanley | ||||||||
3.737%, ICE LIBOR USD 3 Month + 0.847%, 04/24/2024 (A) | 40 | 40 | ||||||
2.484%, U.S. SOFR + 1.360%, 09/16/2036 (A) | 20 | 15 | ||||||
Morgan Stanley MTN | ||||||||
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (A) | 90 | 83 | ||||||
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (A) | 384 | 342 | ||||||
3.125%, 07/27/2026 | 450 | 422 | ||||||
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (A) | 120 | 95 | ||||||
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (A) | 100 | 93 | ||||||
National Securities Clearing | ||||||||
1.500%, 04/23/2025 (C) | 250 | 231 | ||||||
NatWest Group | ||||||||
3.073%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.550%, 05/22/2028 (A) | 200 | 177 | ||||||
New York Life Global Funding | ||||||||
0.950%, 06/24/2025 (C) | 30 | 27 | ||||||
Peachtree Corners Funding Trust | ||||||||
3.976%, 02/15/2025 (C) | 225 | 218 | ||||||
Principal Life Global Funding II | ||||||||
1.250%, 06/23/2025 (C) | 10 | 9 |
10
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Royal Bank of Canada MTN | ||||||||
1.600%, 04/17/2023 | $ | 60 | $ | 59 | ||||
1.150%, 06/10/2025 | 40 | 37 | ||||||
Santander Holdings USA | ||||||||
4.500%, 07/17/2025 | 10 | 10 | ||||||
State Street | ||||||||
3.152%, U.S. SOFR + 2.650%, 03/30/2031 (A) | 110 | 97 | ||||||
2.901%, U.S. SOFR + 2.600%, 03/30/2026 (A) | 95 | 90 | ||||||
Teachers Insurance & Annuity Association of America | ||||||||
4.900%, 09/15/2044 (C) | 90 | 84 | ||||||
Toronto-Dominion Bank MTN | ||||||||
4.456%, 06/08/2032 | 70 | 67 | ||||||
1.150%, 06/12/2025 | 30 | 27 | ||||||
0.750%, 06/12/2023 | 80 | 78 | ||||||
UBS MTN | ||||||||
4.500%, 06/26/2048 (C) | 400 | 341 | ||||||
UBS Group | ||||||||
1.364%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.080%, 01/30/2027 (A)(C) | 200 | 174 | ||||||
UBS Group Funding Jersey | ||||||||
4.125%, 04/15/2026 (C) | 449 | 432 | ||||||
US Bancorp | ||||||||
5.727%, U.S. SOFR + 1.430%, 10/21/2026 (A) | 169 | 173 | ||||||
1.450%, 05/12/2025 | 30 | 28 | ||||||
WEA Finance | ||||||||
3.750%, 09/17/2024 (C) | 200 | 189 | ||||||
Wells Fargo MTN | ||||||||
4.808%, U.S. SOFR + 1.980%, 07/25/2028 (A) | 457 | 446 | ||||||
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (A) | 20 | 17 | ||||||
19,334 | ||||||||
Health Care — 1.3% | ||||||||
Aetna | ||||||||
2.800%, 06/15/2023 | 10 | 10 | ||||||
Cigna | ||||||||
4.900%, 12/15/2048 | 10 | 9 | ||||||
4.800%, 08/15/2038 | 100 | 94 | ||||||
4.375%, 10/15/2028 | 170 | 166 | ||||||
4.125%, 11/15/2025 | 377 | 371 | ||||||
3.750%, 07/15/2023 | 14 | 14 | ||||||
3.400%, 03/01/2027 | 441 | 417 | ||||||
CVS Health | ||||||||
5.050%, 03/25/2048 | 190 | 176 | ||||||
4.300%, 03/25/2028 | 30 | 29 | ||||||
4.250%, 04/01/2050 | 70 | 58 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
4.125%, 04/01/2040 | $ | 10 | $ | 8 | ||||
3.750%, 04/01/2030 | 30 | 28 | ||||||
3.625%, 04/01/2027 | 30 | 29 | ||||||
2.125%, 09/15/2031 | 30 | 24 | ||||||
1.875%, 02/28/2031 | 10 | 8 | ||||||
Elevance Health | ||||||||
4.550%, 05/15/2052 | 20 | 18 | ||||||
4.100%, 05/15/2032 | 60 | 56 | ||||||
3.650%, 12/01/2027 | 30 | 29 | ||||||
3.350%, 12/01/2024 | 20 | 19 | ||||||
2.950%, 12/01/2022 | 50 | 50 | ||||||
Fresenius Medical Care US Finance II | ||||||||
4.750%, 10/15/2024 (C) | 50 | 49 | ||||||
Humana | ||||||||
4.500%, 04/01/2025 | 10 | 10 | ||||||
2.150%, 02/03/2032 | 10 | 8 | ||||||
PeaceHealth Obligated Group | ||||||||
1.375%, 11/15/2025 | 430 | 384 | ||||||
SSM Health Care | ||||||||
3.688%, 06/01/2023 | 248 | 246 | ||||||
2,310 | ||||||||
Industrials — 2.9% | ||||||||
3M | ||||||||
3.700%, 04/15/2050 | 100 | 80 | ||||||
AerCap Ireland Capital DAC | ||||||||
3.000%, 10/29/2028 | 417 | 352 | ||||||
2.450%, 10/29/2026 | 150 | 132 | ||||||
Air Canada Pass-Through Trust, Ser 2015-1, Cl A | ||||||||
3.600%, 03/15/2027 (C) | 207 | 186 | ||||||
Air Lease | ||||||||
3.375%, 07/01/2025 | 20 | 19 | ||||||
Burlington Northern Santa Fe | ||||||||
2.875%, 06/15/2052 | 30 | 21 | ||||||
Canadian National Railway | ||||||||
3.650%, 02/03/2048 | 151 | 122 | ||||||
Canadian Pacific Railway | ||||||||
6.125%, 09/15/2115 | 167 | 169 | ||||||
3.100%, 12/02/2051 | 40 | 28 | ||||||
3.000%, 12/02/2041 | 20 | 15 | ||||||
Carlisle | ||||||||
2.200%, 03/01/2032 | 407 | 312 | ||||||
Carrier Global | ||||||||
2.700%, 02/15/2031 | 10 | 8 | ||||||
Cintas No. 2 | ||||||||
4.000%, 05/01/2032 | 20 | 19 | ||||||
3.700%, 04/01/2027 | 30 | 29 | ||||||
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A | ||||||||
4.000%, 10/29/2024 | 131 | 125 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
11
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
CSX | ||||||||
3.800%, 04/15/2050 | $ | 331 | $ | 260 | ||||
Deere | ||||||||
3.750%, 04/15/2050 | 40 | 35 | ||||||
3.100%, 04/15/2030 | 10 | 9 | ||||||
Delta Air Lines | ||||||||
7.375%, 01/15/2026 | 30 | 31 | ||||||
7.000%, 05/01/2025 (C) | 390 | 397 | ||||||
4.750%, 10/20/2028 (C) | 30 | 29 | ||||||
4.500%, 10/20/2025 (C) | 30 | 29 | ||||||
2.900%, 10/28/2024 | 40 | 38 | ||||||
Delta Air Lines Pass-Through Trust, Ser 2020-1AA | ||||||||
2.000%, 06/10/2028 | 150 | 128 | ||||||
Eaton | ||||||||
4.150%, 11/02/2042 | 70 | 61 | ||||||
Ferguson Finance | ||||||||
4.500%, 10/24/2028 (C) | 394 | 372 | ||||||
3.250%, 06/02/2030 (C) | 230 | 194 | ||||||
GFL Environmental | ||||||||
4.250%, 06/01/2025 (C) | 20 | 19 | ||||||
Mileage Plus Holdings | ||||||||
6.500%, 06/20/2027 (C) | 38 | 38 | ||||||
Norfolk Southern | ||||||||
4.837%, 10/01/2041 | 200 | 187 | ||||||
Penske Truck Leasing LP | ||||||||
3.900%, 02/01/2024 (C) | 457 | 447 | ||||||
Republic Services | ||||||||
2.500%, 08/15/2024 | 20 | 19 | ||||||
Spirit Airlines Pass-Through Trust, Ser 2017-1AA | ||||||||
3.375%, 02/15/2030 | 155 | 134 | ||||||
Spirit Loyalty Cayman | ||||||||
8.000%, 09/20/2025 (C) | 24 | 24 | ||||||
United Airlines | ||||||||
4.625%, 04/15/2029 (C) | 30 | 27 | ||||||
4.375%, 04/15/2026 (C) | 20 | 19 | ||||||
United Airlines Pass-Through Trust, Ser 2014-1, Cl A | ||||||||
4.000%, 04/11/2026 | 493 | 457 | ||||||
United Rentals North America | ||||||||
3.875%, 02/15/2031 | 100 | 86 | ||||||
3.750%, 01/15/2032 | 20 | 17 | ||||||
Verisk Analytics | ||||||||
3.625%, 05/15/2050 | 202 | 144 | ||||||
Vertiv Group | ||||||||
4.125%, 11/15/2028 (C) | 10 | 9 | ||||||
XPO Logistics | ||||||||
6.250%, 05/01/2025 (C) | 4 | 4 | ||||||
4,831 | ||||||||
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Information Technology — 1.4% | ||||||||
Apple | ||||||||
3.850%, 08/04/2046 | $ | 156 | $ | 135 | ||||
3.200%, 05/13/2025 | 80 | 78 | ||||||
1.125%, 05/11/2025 | 40 | 37 | ||||||
Broadcom | ||||||||
4.926%, 05/15/2037 (C) | 20 | 18 | ||||||
4.750%, 04/15/2029 | 253 | 242 | ||||||
4.110%, 09/15/2028 | 237 | 221 | ||||||
3.137%, 11/15/2035 (C) | 150 | 111 | ||||||
1.950%, 02/15/2028 (C) | 139 | 118 | ||||||
CommScope | ||||||||
6.000%, 03/01/2026 (C) | 20 | 19 | ||||||
Genpact Luxembourg SARL | ||||||||
1.750%, 04/10/2026 | 292 | 261 | ||||||
HP | ||||||||
4.750%, 01/15/2028 | 186 | 181 | ||||||
Lam Research | ||||||||
2.875%, 06/15/2050 | 92 | 64 | ||||||
Mastercard | ||||||||
3.850%, 03/26/2050 | 10 | 9 | ||||||
NVIDIA | ||||||||
3.700%, 04/01/2060 | 50 | 38 | ||||||
3.500%, 04/01/2040 | 70 | 58 | ||||||
3.500%, 04/01/2050 | 70 | 54 | ||||||
2.850%, 04/01/2030 | 20 | 18 | ||||||
NXP BV | ||||||||
2.700%, 05/01/2025 | 30 | 28 | ||||||
PayPal Holdings | ||||||||
1.650%, 06/01/2025 | 30 | 28 | ||||||
Prosus MTN | ||||||||
3.061%, 07/13/2031 (C) | 200 | 149 | ||||||
Salesforce | ||||||||
2.700%, 07/15/2041 | 40 | 30 | ||||||
salesforce.com | ||||||||
3.250%, 04/11/2023 | 40 | 40 | ||||||
Sprint Capital | ||||||||
8.750%, 03/15/2032 | 10 | 12 | ||||||
Texas Instruments | ||||||||
1.750%, 05/04/2030 | 20 | 17 | ||||||
Visa | ||||||||
4.300%, 12/14/2045 | 50 | 47 | ||||||
3.150%, 12/14/2025 | 70 | 67 | ||||||
2.050%, 04/15/2030 | 20 | 17 | ||||||
Workday | ||||||||
3.800%, 04/01/2032 | 120 | 107 | ||||||
3.700%, 04/01/2029 | 20 | 18 | ||||||
3.500%, 04/01/2027 | 205 | 194 | ||||||
2,416 | ||||||||
12
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Materials — 0.5% | ||||||||
Anglo American Capital | ||||||||
4.750%, 04/10/2027 (C) | $ | 200 | $ | 192 | ||||
3.625%, 09/11/2024 (C) | 200 | 194 | ||||||
Ball | ||||||||
3.125%, 09/15/2031 | 30 | 24 | ||||||
Equate Petrochemical BV MTN | ||||||||
4.250%, 11/03/2026 (C) | 200 | 189 | ||||||
Freeport-McMoRan | ||||||||
5.450%, 03/15/2043 | 140 | 125 | ||||||
5.400%, 11/14/2034 | 20 | 19 | ||||||
4.625%, 08/01/2030 | 10 | 9 | ||||||
4.550%, 11/14/2024 | 10 | 10 | ||||||
Southern Copper | ||||||||
5.250%, 11/08/2042 | 120 | 113 | ||||||
Suzano Austria GmbH | ||||||||
3.750%, 01/15/2031 | 90 | 75 | ||||||
3.125%, 01/15/2032 | 20 | 16 | ||||||
Teck Resources | ||||||||
3.900%, 07/15/2030 | 30 | 27 | ||||||
993 | ||||||||
Real Estate — 0.6% | ||||||||
Digital Realty Trust | ||||||||
3.700%, 08/15/2027 | 233 | 218 | ||||||
3.600%, 07/01/2029 | 78 | 71 | ||||||
Federal Realty Investment Trust | ||||||||
1.250%, 02/15/2026 | 233 | 206 | ||||||
MPT Operating Partnership | ||||||||
5.000%, 10/15/2027 | 10 | 8 | ||||||
4.625%, 08/01/2029 | 10 | 8 | ||||||
3.500%, 03/15/2031 | 40 | 28 | ||||||
Simon Property Group | ||||||||
1.750%, 02/01/2028 | 501 | 428 | ||||||
967 | ||||||||
Utilities — 2.7% | ||||||||
American Transmission Systems | ||||||||
2.650%, 01/15/2032 (C) | 30 | 24 | ||||||
Aquarion | ||||||||
4.000%, 08/15/2024 (C) | 192 | 188 | ||||||
Berkshire Hathaway Energy | ||||||||
4.450%, 01/15/2049 | 600 | 527 | ||||||
Consolidated Edison of New York | ||||||||
3.950%, 04/01/2050 | 20 | 16 | ||||||
3.350%, 04/01/2030 | 20 | 18 | ||||||
DTE Electric Securitization Funding I | ||||||||
2.640%, 12/01/2026 | 294 | 276 | ||||||
Duke Energy Carolinas | ||||||||
3.950%, 03/15/2048 | 98 | 80 | ||||||
Duke Energy Florida | ||||||||
3.200%, 01/15/2027 | 230 | 218 |
Description | Face Amount | Market Value | ||||||
CORPORATE OBLIGATIONS (continued) | ||||||||
Duke Energy Ohio | ||||||||
3.650%, 02/01/2029 | $ | 50 | $ | 47 | ||||
Eversource Energy | ||||||||
3.150%, 01/15/2025 | 111 | 107 | ||||||
Exelon | ||||||||
5.625%, 06/15/2035 | 60 | 61 | ||||||
5.100%, 06/15/2045 | 328 | 309 | ||||||
4.700%, 04/15/2050 | 69 | 61 | ||||||
FirstEnergy | ||||||||
5.350%, 07/15/2047 | 100 | 88 | ||||||
4.400%, 07/15/2027 | 50 | 47 | ||||||
1.600%, 01/15/2026 | 20 | 18 | ||||||
Interstate Power and Light | ||||||||
2.300%, 06/01/2030 | 295 | 243 | ||||||
NextEra Energy Capital Holdings | ||||||||
3.550%, 05/01/2027 | 292 | 277 | ||||||
NSTAR Electric | ||||||||
3.950%, 04/01/2030 | 230 | 218 | ||||||
Pacific Gas and Electric | ||||||||
5.450%, 06/15/2027 | 100 | 97 | ||||||
4.950%, 06/08/2025 | 40 | 39 | ||||||
3.300%, 08/01/2040 | 10 | 7 | ||||||
2.500%, 02/01/2031 | 20 | 16 | ||||||
2.100%, 08/01/2027 | 20 | 17 | ||||||
PG&E Wildfire Recovery Funding | ||||||||
4.722%, 06/01/2037 | 456 | 443 | ||||||
3.594%, 06/01/2030 | 380 | 362 | ||||||
Southern | ||||||||
3.250%, 07/01/2026 | 415 | 394 | ||||||
Virginia Electric & Power | ||||||||
3.150%, 01/15/2026 | 124 | 118 | ||||||
Xcel Energy | ||||||||
3.400%, 06/01/2030 | 188 | 168 | ||||||
4,484 | ||||||||
Total Corporate Obligations | ||||||||
(Cost $61,517) ($ Thousands) | 54,977 | |||||||
U.S. TREASURY OBLIGATIONS — 22.3% | ||||||||
U.S. Treasury Bills | ||||||||
4.625%, 05/25/2023 (G) | 490 | 479 | ||||||
4.465%, 03/28/2023 (G) | 760 | 749 | ||||||
4.265%, 02/23/2023 (G) | 780 | 773 | ||||||
4.239%, 02/28/2023 (G) | 540 | 534 | ||||||
4.164%, 02/09/2023 (G) | 350 | 347 | ||||||
4.112%, 02/02/2023 (G) | 500 | 496 | ||||||
3.982%, 12/27/2022 (G) | 430 | 429 | ||||||
0.000%, 03/02/2023 (G) | 230 | 228 | ||||||
0.000%, 06/01/2023 (G) | 240 | 235 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
13
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
U.S. TREASURY OBLIGATIONS (continued) | ||||||||
U.S. Treasury Bonds | ||||||||
3.750%, 11/15/2043 | $ | 490 | $ | 470 | ||||
3.375%, 08/15/2042 | 281 | 257 | ||||||
3.250%, 05/15/2042 | 110 | 99 | ||||||
3.000%, 08/15/2052 | 1,240 | 1,062 | ||||||
2.875%, 08/15/2045 | 70 | 58 | ||||||
2.875%, 05/15/2052 | 1,190 | 989 | ||||||
2.750%, 08/15/2047 | 460 | 369 | ||||||
2.445%, 05/15/2049 (F) | 410 | 149 | ||||||
2.375%, 02/15/2042 | 626 | 487 | ||||||
2.375%, 05/15/2051 | 30 | 22 | ||||||
2.250%, 05/15/2041 | 10 | 8 | ||||||
2.250%, 02/15/2052 | 1,533 | 1,107 | ||||||
2.000%, 11/15/2041 | 120 | 87 | ||||||
2.000%, 02/15/2050 | 330 | 226 | ||||||
2.000%, 08/15/2051 | 1,080 | 734 | ||||||
1.875%, 02/15/2051 | 5,153 | 3,398 | ||||||
1.875%, 11/15/2051 | 572 | 376 | ||||||
1.750%, 08/15/2041 | 1,946 | 1,358 | ||||||
1.625%, 11/15/2050 | 2,680 | 1,655 | ||||||
1.375%, 08/15/2050 | 2,521 | 1,454 | ||||||
1.250%, 05/15/2050 | 1,040 | 580 | ||||||
1.125%, 08/15/2040 | 4,321 | 2,744 | ||||||
U.S. Treasury Inflation Protected Securities | ||||||||
0.125%, 10/15/2024 | 459 | 444 | ||||||
0.125%, 01/15/2030 | 450 | 411 | ||||||
U.S. Treasury Notes | ||||||||
4.125%, 09/30/2027 | 250 | 253 | ||||||
4.000%, 10/31/2029 | 590 | 599 | ||||||
2.750%, 04/30/2027 | 180 | 172 | ||||||
2.750%, 08/15/2032 | 840 | 778 | ||||||
2.000%, 11/15/2026 | 2,670 | 2,480 | ||||||
1.875%, 02/15/2032 | 1,051 | 905 | ||||||
1.500%, 01/31/2027 | 3,825 | 3,471 | ||||||
1.250%, 11/30/2026 | 4,660 | 4,200 | ||||||
1.125%, 01/15/2025 | 1,980 | 1,852 | ||||||
0.250%, 05/31/2025 | 90 | 82 | ||||||
Total U.S. Treasury Obligations | ||||||||
(Cost $44,996) ($ Thousands) | 37,606 | |||||||
ASSET-BACKED SECURITIES — 9.1% | ||||||||
Automotive — 1.1% | ||||||||
Avis Budget Rental Car Funding AESOP, Ser 2021-1A, Cl A | ||||||||
1.380%, 08/20/2027 (C) | 130 | 112 | ||||||
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A | ||||||||
2.040%, 08/15/2031 (C) | 400 | 371 |
Description | Face Amount | Market Value | ||||||
ASSET-BACKED SECURITIES (continued) | ||||||||
Ford Credit Auto Owner Trust, Ser 2021-REV1, Cl A | ||||||||
1.370%, 10/17/2033 (C) | $ | 254 | $ | 225 | ||||
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A | ||||||||
4.060%, 11/15/2030 | 150 | 141 | ||||||
Hertz Vehicle Financing, Ser 2021-1A, Cl A | ||||||||
1.210%, 12/26/2025 (C) | 100 | 92 | ||||||
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2 | ||||||||
2.800%, 03/15/2027 (C) | 489 | 459 | ||||||
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A | ||||||||
1.070%, 02/27/2034 (C) | 456 | 400 | ||||||
1,800 | ||||||||
Mortgage Related Securities — 0.3% | ||||||||
Asset-Backed Securities Home Equity Loan Trust, Ser 2007-HE1, Cl A4 | ||||||||
4.184%, ICE LIBOR USD 1 Month + 0.140%, 12/25/2036 (A) | 92 | 89 | ||||||
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1 | ||||||||
4.899%, ICE LIBOR USD 1 Month + 0.855%, 08/25/2034 (A) | 253 | 238 | ||||||
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE7, Cl M1 | ||||||||
4.944%, ICE LIBOR USD 1 Month + 0.900%, 08/25/2034 (A) | 143 | 135 | ||||||
Option One Mortgage Loan Trust, Ser 2007-FXD1, Cl 3A4 | ||||||||
5.860%, 01/25/2037 (D) | 57 | 54 | ||||||
516 | ||||||||
Other Asset-Backed Securities — 7.7% | ||||||||
AMSR Trust, Ser 2021-SFR3, Cl A | ||||||||
1.476%, 10/17/2038 (C) | 300 | 257 | ||||||
AMSR Trust, Ser 2022-SFR3, Cl A | ||||||||
4.000%, 10/17/2039 (C) | 236 | 220 | ||||||
Applebee's Funding, Ser 2019-1A, Cl A2I | ||||||||
4.194%, 06/05/2049 (C) | 139 | 131 | ||||||
BankAmerica Manufactured Housing Contract Trust, Ser 1996-1, Cl B1 | ||||||||
7.875%, 10/10/2026 | 510 | 23 | ||||||
CF Hippolyta, Ser 2020-1, Cl A1 | ||||||||
1.690%, 07/15/2060 (C) | 170 | 150 | ||||||
CIT Mortgage Loan Trust, Ser 2007-1, Cl 1M1 | ||||||||
5.516%, ICE LIBOR USD 1 Month + 1.500%, 10/25/2037 (A)(C) | 120 | 112 | ||||||
College Ave Student Loans, Ser 2021-C, Cl C | ||||||||
3.060%, 07/26/2055 (C) | 150 | 119 |
14
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
ASSET-BACKED SECURITIES (continued) | ||||||||
Corevest American Finance Trust, Ser 2021-1, Cl A | ||||||||
1.569%, 04/15/2053 (C) | $ | 346 | $ | 299 | ||||
DB Master Finance, Ser 2021-1A, Cl A23 | ||||||||
2.791%, 11/20/2051 (C) | 473 | 365 | ||||||
DLLAA, Ser 2021-1A, Cl A3 | ||||||||
0.670%, 04/17/2026 (C) | 487 | 457 | ||||||
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I | ||||||||
2.662%, 04/25/2051 (C) | 421 | 352 | ||||||
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A2 | ||||||||
4.164%, ICE LIBOR USD 1 Month + 0.120%, 11/25/2036 (A) | 69 | 62 | ||||||
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5 | ||||||||
4.204%, ICE LIBOR USD 1 Month + 0.160%, 11/25/2036 (A) | 63 | 61 | ||||||
FirstKey Homes Trust, Ser 2020-SFR2, Cl A | ||||||||
1.266%, 10/19/2037 (C) | 250 | 220 | ||||||
FirstKey Homes Trust, Ser 2021-SFR3, Cl A | ||||||||
2.135%, 12/17/2038 (C) | 267 | 232 | ||||||
FirstKey Homes Trust, Ser 2022-SFRA, Cl A | ||||||||
3.100%, 03/17/2039 (C) | 293 | 263 | ||||||
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl A | ||||||||
2.700%, 01/20/2049 (C) | 92 | 71 | ||||||
Home Partners of America Trust, Ser 2021-2, Cl A | ||||||||
1.901%, 12/17/2026 (C) | 307 | 264 | ||||||
JPMorgan Mortgage Acquisition, Ser 2005-OPT2, Cl M4 | ||||||||
4.974%, ICE LIBOR USD 1 Month + 0.930%, 12/25/2035 (A) | 180 | 172 | ||||||
Merrill Lynch Mortgage Investors Trust, Ser 2004-WMC5, Cl M1 | ||||||||
4.974%, ICE LIBOR USD 1 Month + 0.930%, 07/25/2035 (A) | 231 | 220 | ||||||
National Collegiate Student Loan Trust, Ser 2006-3, Cl B | ||||||||
4.376%, ICE LIBOR USD 1 Month + 0.360%, 01/26/2032 (A) | 250 | 189 | ||||||
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A | ||||||||
1.690%, 05/15/2069 (C) | 163 | 146 | ||||||
Navient Student Loan Trust, Ser 2016-3A, Cl A3 | ||||||||
5.366%, ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (A)(C) | 137 | 135 | ||||||
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1 | ||||||||
1.850%, 11/20/2050 (C) | 459 | 406 |
Description | Face Amount | Market Value | ||||||
ASSET-BACKED SECURITIES (continued) | ||||||||
Oak Street Investment Grade Net Lease Fund, Ser 2021-1A, Cl A2 | ||||||||
1.930%, 01/20/2051 (C) | $ | 448 | $ | 379 | ||||
Palmer Square CLO, Ser 2021-2A, Cl A1A3 | ||||||||
5.227%, ICE LIBOR USD 3 Month + 1.000%, 10/17/2031 (A)(C) | 330 | 323 | ||||||
Palmer Square CLO, Ser 2022-2A, Cl A1 | ||||||||
3.683%, TSFR3M + 1.570%, 07/20/2034 (A)(C) | 250 | 243 | ||||||
Palmer Square Loan Funding, Ser 2022-2A, Cl A1 | ||||||||
5.134%, TSFR3M + 1.270%, 10/15/2030 (A)(C) | 382 | 375 | ||||||
PFS Financing, Ser 2022-A, Cl A | ||||||||
2.470%, 02/15/2027 (C) | 463 | 431 | ||||||
Progress Residential Trust, Ser 2019-SFR3, Cl A | ||||||||
2.271%, 09/17/2036 (C) | 349 | 330 | ||||||
RAMP Trust, Ser 2006-RZ3, Cl M1 | ||||||||
4.394%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2036 (A) | 240 | 229 | ||||||
Sabey Data Center Issuer, Ser 2020-1, Cl A2 | ||||||||
3.812%, 04/20/2045 (C) | 170 | 158 | ||||||
Sabey Data Center Issuer, Ser 2021-1, Cl A2 | ||||||||
1.881%, 06/20/2046 (C) | 466 | 400 | ||||||
SLM Student Loan Trust, Ser 2021-10A, Cl A4 | ||||||||
3.963%, ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (A)(C) | 119 | 111 | ||||||
Sofi Professional Loan Program Trust, Ser 2018-B, Cl A2FX | ||||||||
3.340%, 08/25/2047 (C) | 25 | 24 | ||||||
Stack Infrastructure Issuer, Ser 2019-2A, Cl A2 | ||||||||
3.080%, 10/25/2044 (C) | 159 | 151 | ||||||
Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A | ||||||||
4.764%, ICE LIBOR USD 1 Month + 0.720%, 11/25/2033 (A) | 131 | 120 | ||||||
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1 | ||||||||
4.464%, ICE LIBOR USD 1 Month + 0.420%, 02/25/2037 (A) | 138 | 132 | ||||||
Taco Bell Funding, Ser 2021-1A, Cl A2II | ||||||||
2.294%, 08/25/2051 (C) | 428 | 344 | ||||||
Tricon American Homes Trust, Ser 2020-SFR2, Cl A | ||||||||
1.482%, 11/17/2039 (C) | 243 | 202 | ||||||
U.S. Small Business Administration, Ser 2010-20B, Cl 1 | ||||||||
4.140%, 02/01/2030 | 37 | 36 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
15
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
ASSET-BACKED SECURITIES (continued) | ||||||||
U.S. Small Business Administration, Ser 2011-20G, Cl 1 | ||||||||
3.740%, 07/01/2031 | $ | 144 | $ | 138 | ||||
U.S. Small Business Administration, Ser 2011-20H, Cl 1 | ||||||||
3.290%, 08/01/2031 | 78 | 73 | ||||||
U.S. Small Business Administration, Ser 2013-20G, Cl 1 | ||||||||
3.150%, 07/01/2033 | 332 | 315 | ||||||
U.S. Small Business Administration, Ser 2014-20C, Cl 1 | ||||||||
3.210%, 03/01/2034 | 261 | 245 | ||||||
U.S. Small Business Administration, Ser 2015-20F, Cl 1 | ||||||||
2.980%, 06/01/2035 | 94 | 88 | ||||||
U.S. Small Business Administration, Ser 2017-20H, Cl 1 | ||||||||
2.750%, 08/01/2037 | 183 | 168 | ||||||
U.S. Small Business Administration, Ser 2018-20A, Cl 1 | ||||||||
2.920%, 01/01/2038 | 194 | 180 | ||||||
U.S. Small Business Administration, Ser 2018-20B, Cl 1 | ||||||||
3.220%, 02/01/2038 | 279 | 264 | ||||||
U.S. Small Business Administration, Ser 2018-20E, Cl 1 | ||||||||
3.500%, 05/01/2038 | 169 | 161 | ||||||
U.S. Small Business Administration, Ser 2019-20D, Cl 1 | ||||||||
2.980%, 04/01/2039 | 21 | 20 | ||||||
U.S. Small Business Administration, Ser 2019-25G, Cl 1 | ||||||||
2.690%, 07/01/2044 | 23 | 20 | ||||||
U.S. Small Business Administration, Ser 2022-25D, Cl 1 | ||||||||
3.500%, 04/01/2047 | 334 | 313 | ||||||
U.S. Small Business Administration, Ser 2022-25E, Cl 1 | ||||||||
3.940%, 05/01/2047 | 342 | 329 | ||||||
U.S. Small Business Administration, Ser 2022-25G, Cl 1 | ||||||||
3.930%, 07/01/2047 | 459 | 441 | ||||||
U.S. Small Business Administration, Ser 2022-25K, Cl 1 | ||||||||
5.130%, 11/01/2047 | 261 | 267 | ||||||
Vantage Data Centers Issuer, Ser 2019-1A, Cl A2 | ||||||||
3.188%, 07/15/2044 (C) | 259 | 244 | ||||||
Vantage Data Centers, Ser 2020-1A, Cl A2 | ||||||||
1.645%, 09/15/2045 (C) | 387 | 337 | ||||||
Verizon Owner Trust, Ser 2020-A, Cl A1A | ||||||||
1.850%, 07/22/2024 | 50 | 50 |
Description | Face Amount | Market Value | ||||||
ASSET-BACKED SECURITIES (continued) | ||||||||
Wendy's Funding, Ser 2019-1A, Cl A2I | ||||||||
3.783%, 06/15/2049 (C) | $ | 140 | $ | 128 | ||||
Wind River CLO, Ser 2021-3A, Cl A | ||||||||
5.393%, ICE LIBOR USD 3 Month + 1.150%, 07/20/2033 (A)(C) | 250 | 239 | ||||||
12,934 | ||||||||
Total Asset-Backed Securities | ||||||||
(Cost $16,905) ($ Thousands) | 15,250 | |||||||
LOAN PARTICIPATIONS — 2.1% | ||||||||
Air Canada, 1st Lien | ||||||||
8.130%, 08/11/2028 (A) | 30 | 30 | ||||||
Ali Group, Term Loan B, 1st Lien | ||||||||
6.201%, 07/30/2029 (A) | 63 | 62 | ||||||
Allied Universal Holdco LLC, Initial Term Loan, 1st Lien | ||||||||
7.821%, 05/12/2028 (A) | 87 | 82 | ||||||
Alterra Mountain Company, Series B-2, 1st Lien | ||||||||
7.571%, 08/17/2028 (A) | 39 | 38 | ||||||
Amwins Group Inc, 1st Lien | ||||||||
6.321%, 02/19/2028 (A) | 19 | 19 | ||||||
APi Group, Term Loan B, 1st Lien | ||||||||
6.571%, 10/01/2026 (A) | 74 | 73 | ||||||
Asplundh Tree Expert, LLC, 1st Lien | ||||||||
5.821%, 09/07/2027 (A) | 10 | 9 | ||||||
Asurion LLC, B-8 Term Loan, 1st Lien | ||||||||
7.321%, 12/23/2026 (A) | 44 | 38 | ||||||
Asurion LLC, B-9 Term Loan, 1st Lien | ||||||||
7.321%, 07/31/2027 (A) | 30 | 26 | ||||||
Asurion, LLC (fka Asurion Corporation), New B-7 Term Loan, 1st Lien | ||||||||
7.071%, LIBOR + 3.000%, 11/03/2024 (A) | 48 | 46 | ||||||
Athena Health Group, INC. Initial Term Loan | ||||||||
7.411%, 02/15/2029 (A) | 111 | 101 | ||||||
Brightspring Health, Cov-Lite, 1st Lien | ||||||||
7.571%, 03/05/2026 (A) | 19 | 18 | ||||||
Brown Group Holdings, LLC, Intitial Term Loan, 1st Lien | ||||||||
6.571%, 06/07/2028 (A) | 40 | 39 | ||||||
Caesars Resort Collection, LLC, 1st Lien | ||||||||
7.571%, 07/21/2025 (A) | 1 | 1 | ||||||
Castlelake Avia, 1st Lien | ||||||||
6.043%, 10/22/2026 (A) | 59 | 58 | ||||||
Charter Communications Operating, LLC, Term B-2 Loan, 1st Lien | ||||||||
5.830%, 02/01/2027 (A) | 10 | 10 |
16
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
LOAN PARTICIPATIONS (continued) | ||||||||
Charter Communications, Term Loan, 1st Lien | ||||||||
5.830%, 04/30/2025 | $ | 74 | $ | 73 | ||||
Citadel Securities, 1st Lien | ||||||||
6.701%, 02/02/2028 (A) | 49 | 48 | ||||||
Clarios Global, 1st Lien | ||||||||
7.321%, 04/30/2026 | 86 | 84 | ||||||
Cloudera, Inc., 1st Lien | ||||||||
7.821%, 10/08/2028 (A) | 30 | 28 | ||||||
DCert Buyer, Inc., Initial Term Loan, 1st Lien | ||||||||
5.696%, LIBOR + 4.000%, 10/16/2026 (A) | 107 | 103 | ||||||
Deerfield Dakora Holding, LLC, Term Loan, 1st Lien | ||||||||
7.837%, 04/09/2027 | 103 | 97 | ||||||
Energizer Holdings, 1st Lien | ||||||||
6.250%, 12/22/2027 | 19 | 19 | ||||||
Eyecare Partners, LLC, Term Loan, 1st Lien | ||||||||
7.424%, 02/18/2027 | 29 | 25 | ||||||
First Eagles Holdings, Inc., Term Loan | ||||||||
6.174%, 02/01/2027 | 19 | 18 | ||||||
Focus Financial Partners, LLC, Term Loan 1st Lien | ||||||||
5.754%, 07/03/2024 (A)(H) | 48 | 48 | ||||||
Focus Financial, 1st Lien | ||||||||
0.000%, 06/30/2028 | 40 | 39 | ||||||
Garda World Security Corp, Term Loan B, 1st Lien | ||||||||
8.930%, 10/30/2026 (A) | 14 | 13 | ||||||
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien | ||||||||
5.674%, LIBOR + 2.000%, 12/30/2026 (A) | 87 | 86 | ||||||
GFL Environmental, Refinancing Term Loan, 1st Lien | ||||||||
7.415%, 05/30/2025 (A)(H) | 59 | 59 | ||||||
Global Medical, Term Loan B, 1st Lien | ||||||||
8.092%, 10/02/2025 | 87 | 69 | ||||||
Great Outdoors Group, LLC Term B-2 Loan | ||||||||
7.821%, 03/06/2028 (A) | 29 | 28 | ||||||
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien | ||||||||
6.071%, LIBOR + 2.000%, 11/15/2027 (A) | 83 | 80 | ||||||
Harbor Freight Tools, Cov-Lite, Term Loan B, 1st Lien | ||||||||
6.821%, 10/19/2027 | 39 | 37 | ||||||
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien | ||||||||
5.766%, LIBOR + 1.750%, 06/22/2026 (A)(H) | 32 | 32 |
Description | Face Amount | Market Value | ||||||
LOAN PARTICIPATIONS (continued) | ||||||||
Horizon Therapeutics, 1st Lien | ||||||||
5.813%, 03/15/2028 | $ | 49 | $ | 49 | ||||
Hunter Douglas, 1st Lien | ||||||||
7.859%, 02/26/2029 (A) | 110 | 96 | ||||||
Icon, Cov-Lite, Term Loan B, 1st Lien | ||||||||
5.938%, 07/03/2028 (A) | 13 | 13 | ||||||
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien | ||||||||
7.071%, LIBOR + 3.000%, 05/01/2026 (A) | 65 | 61 | ||||||
II-VI, Term Loan B, 1st Lien | ||||||||
6.586%, 07/02/2029 (A) | 60 | 59 | ||||||
Jane Street Group, LLC, Dollar Term Loan, 1st Lien | ||||||||
6.821%, 01/26/2028 (A) | 48 | 47 | ||||||
Jazz Pharmaceuticals, Inc., 1st Lien | ||||||||
7.571%, 05/05/2028 (A) | 80 | 79 | ||||||
Level 3 Financing, Inc., Tranche B Loan, 1st Lien | ||||||||
5.821%, LIBOR + 1.750%, 03/01/2027 (A)(H) | 46 | 43 | ||||||
LifePoint Health, Term Loan, 1st Lien | ||||||||
8.165%, 11/16/2025 (A) | 35 | 32 | ||||||
McAfee, 1st Lien | ||||||||
9.170%, 07/27/2028 (A) | 119 | 107 | ||||||
Milano Acquistion, Term B Loan, 1st Lien | ||||||||
7.674%, 10/01/2027 (A) | 89 | 86 | ||||||
Mozart Debt Merger, 1st Lien | ||||||||
7.321%, 10/23/2028 (A) | 70 | 66 | ||||||
MSG National, 1st Lien | ||||||||
5.938%, 07/03/2028 (A) | 51 | 51 | ||||||
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien | ||||||||
6.571%, LIBOR + 2.750%, 09/18/2026 (A) | 34 | 34 | ||||||
PCI Gaming Authority, Term B Facility Loan, 1st Lien | ||||||||
6.571%, LIBOR + 2.500%, 05/29/2026 (A) | 32 | 32 | ||||||
Peraton Corp, 1st Lien | ||||||||
7.821%, 02/01/2028 (A) | 87 | 85 | ||||||
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien | ||||||||
7.321%, LIBOR + 3.250%, 03/05/2026 (A) | 58 | 55 | ||||||
Pilot Travel Centers LLC, Initial Tranche B Term Loan, 1st Lien | ||||||||
6.187%, 08/04/2028 (A) | 59 | 58 | ||||||
Prime Security Services Borrower, LLC, Refinancing Term B-1 Loan, 1st Lien | ||||||||
6.504%, 09/23/2026 (A)(H) | 92 | 90 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
17
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
LOAN PARTICIPATIONS (continued) | ||||||||
Quikrete Holding, Term Loan B, 1st Lien | ||||||||
7.071%, 06/11/2028 (A) | $ | 30 | $ | 29 | ||||
Rackspace Technology Global, Inc. Term B Loan, 1st Lien | ||||||||
7.380%, 02/15/2028 (A)(H) | 49 | 33 | ||||||
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien | ||||||||
6.821%, LIBOR + 2.500%, 06/21/2024 (A) | 5 | 5 | ||||||
Setanta Aircraft, Term Loan B, 1st Lien | ||||||||
5.674%, 11/05/2028 | 80 | 79 | ||||||
Sotera, Health Holdings, LLC, Refinancing Loan, 1st Lien | ||||||||
7.165%, 12/11/2026 (A) | 90 | 84 | ||||||
Terrier Media Buyer, Term B Loan, 1st Lien | ||||||||
7.571%, 12/17/2026 (A) | 39 | 36 | ||||||
Transdigm Inc | ||||||||
5.924%, 12/09/2025 (A) | 10 | 10 | ||||||
Triton Water, 1st Lien | ||||||||
7.174%, 03/31/2028 (A) | 59 | 55 | ||||||
UFC Holdings, LLC, 1st Lien | ||||||||
7.110%, 04/29/2026 | 26 | 26 | ||||||
United Airlines Inc., 1st Lien | ||||||||
8.108%, 04/21/2028 (A) | 69 | 68 | ||||||
Univision, Cov-Lite, Term Loan B, 1st Lien | ||||||||
7.321%, 03/15/2026 (A) | 37 | 36 | ||||||
Verscend, 1st Lien | ||||||||
8.071%, 08/27/2025 | 49 | 49 | ||||||
VFH Parent LLC, Initial Term Loan, 1st Lien | ||||||||
7.011%, 01/13/2029 (A) | 30 | 29 | ||||||
Virgin Media Bristol LLC, N Facility, Term Loan, 1st Lien | ||||||||
6.373%, LIBOR + 2.500%, 01/31/2028 (A) | 105 | 103 | ||||||
XPO Logistics, Inc., Refinancing Term Loan (2018) | ||||||||
5.597%, LIBOR + 0.053%, 02/24/2025 (A) | 40 | 40 | ||||||
Zebra Buyer LLC, 1st Lien | ||||||||
6.313%, 11/01/2028 (A) | 31 | 30 | ||||||
Ziggo Financing Partnership, Term Loan I Facility, 1st Lien | ||||||||
6.373%, LIBOR + 2.500%, 04/30/2028 (A) | 80 | 78 | ||||||
Total Loan Participations | ||||||||
(Cost $3,733) ($ Thousands) | 3,569 | |||||||
Description | Face Amount | Market Value | ||||||
MUNICIPAL BONDS — 1.0% | ||||||||
California — 0.2% | ||||||||
California State, Build America, GO | ||||||||
7.500%, 04/01/2034 | $ | 280 | $ | 345 | ||||
Colorado — 0.1% | ||||||||
City & County of Denver, Airport System Revenue, Ser C, RB | ||||||||
1.722%, 11/15/2027 | 190 | 165 | ||||||
Illinois — 0.2% | ||||||||
Chicago, Metropolitan Water Reclamation District, GO | ||||||||
5.720%, 12/01/2038 | 345 | 375 | ||||||
Massachusetts — 0.2% | ||||||||
Massachusetts Educational Financing Authority RB, Ser A | ||||||||
4.141%, 07/01/2027 | 285 | 272 | ||||||
Michigan — 0.1% | ||||||||
Michigan State University RB, Ser A | ||||||||
4.165%, 08/15/2122 | 100 | 73 | ||||||
Michigan State, Finance Authority, RB | ||||||||
2.366%, 09/01/2049 (A) | 220 | 216 | ||||||
289 | ||||||||
New York — 0.2% | ||||||||
New York State, Urban Development, RB | ||||||||
5.770%, 03/15/2039 | 275 | 285 | ||||||
Total Municipal Bonds | ||||||||
(Cost $1,877) ($ Thousands) | 1,731 | |||||||
SOVEREIGN DEBT — 0.9% | ||||||||
Argentine Republic Government International Bond | ||||||||
4.875%, 07/09/2029(D) | 20 | 5 | ||||||
3.625%, 07/09/2023(D) | 136 | 32 | ||||||
1.000%, 07/09/2029 | 14 | 4 | ||||||
0.750%, 07/09/2023(D) | 204 | 52 | ||||||
Brazilian Government International Bond | ||||||||
4.750%, 01/14/2050 | 200 | 145 | ||||||
4.625%, 01/13/2028 | 290 | 278 | ||||||
Colombia Government International Bond | ||||||||
5.625%, 02/26/2044 | 200 | 142 | ||||||
Mexico Government International Bond | ||||||||
4.600%, 02/10/2048 | 230 | 185 | ||||||
Nigeria Government International Bond MTN | ||||||||
6.500%, 11/28/2027(C) | 200 | 160 |
18
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Description | Face Amount | Market Value | ||||||
SOVEREIGN DEBT (continued) | ||||||||
Peruvian Government International Bond | ||||||||
5.625%, 11/18/2050 | $ | 70 | $ | 70 | ||||
Provincia de Buenos Aires MTN | ||||||||
6.375%, 09/01/2023(C)(D) | 217 | 72 | ||||||
South Africa Government International Bond | ||||||||
4.300%, 10/12/2028 | 200 | 181 | ||||||
Uruguay Government International Bond | ||||||||
5.750%, 10/28/2034 | 150 | 163 | ||||||
4.375%, 01/23/2031 | 40 | 40 | ||||||
Total Sovereign Debt | ||||||||
(Cost $1,897) ($ Thousands) | 1,529 | |||||||
Description |
| Market Value | ||||||
CASH EQUIVALENT — 3.0% | ||||||||
SEI Daily Income Trust, Government Fund, Cl F | ||||||||
3.370%**† | 5,060,414 | $ | 5,060 | |||||
Total Cash Equivalent | ||||||||
(Cost $5,060) ($ Thousands) | 5,060 | |||||||
PURCHASED OPTIONS — 0.0% | ||||||||
Total Purchased Options | ||||||||
(Cost $23) ($ Thousands) | 53 | |||||||
Total Investments in Securities — 105.0% | ||||||||
(Cost $198,678) ($ Thousands) | $ | 177,053 | ||||||
WRITTEN OPTIONS — (0.0)% | ||||||||
Total Written Options | ||||||||
(Premiums Received $61) ($ Thousands) | $ | (78 | ) |
A list of the open options contracts held by the Fund at November 30, 2022, are as follows: | ||||||||||||||||||||
Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | |||||||||||||||
PURCHASED OPTIONS — 0.0% | ||||||||||||||||||||
Call Options | ||||||||||||||||||||
January 2023, U.S. 10 Year Future Option | 13 | $ | 1,430 | $ | 110.00 | 12/17/2022 | $ | 46 | ||||||||||||
January 2023, U.S. 10 Year Future Option | 4 | 452 | 113.00 | 12/17/2022 | 5 | |||||||||||||||
January 2023, U.S. 10 Year Future Option | 2 | 227 | 113.50 | 12/17/2022 | 2 | |||||||||||||||
2,109 | 53 | |||||||||||||||||||
Total Purchased Options | $ | 2,109 | $ | 53 | ||||||||||||||||
WRITTEN OPTIONS — 0.0% | ||||||||||||||||||||
Put Options | ||||||||||||||||||||
January 2023, U.S. 5 Year Future Option | (13 | ) | $ | (1,381 | ) | 106.25 | 12/17/22 | $ | (1 | ) | ||||||||||
Call Options | ||||||||||||||||||||
January 2023, U.S. 10 Year Future Option | (34 | ) | $ | (3,791 | ) | 111.50 | 12/17/22 | $ | (77 | ) | ||||||||||
Total Written Options | $ | (5,172 | ) | $ | (78 | ) | ||||||||||||||
A list of the open futures contracts held by the Fund at November 30, 2022, are as follows:
Type of Contract | Number of | Expiration Date | Notional Amount (Thousands) | Value (Thousands) | Unrealized Appreciation/ (Depreciation) (Thousands) | |||||||||||||||
Long Contracts | ||||||||||||||||||||
U.S. 5-Year Treasury Note | 42 | Mar-2023 | $ | 4,543 | $ | 4,560 | $ | 17 | ||||||||||||
U.S. 10-Year Treasury Note | 118 | Mar-2023 | 13,363 | 13,393 | 30 | |||||||||||||||
U.S. Long Treasury Bond | 13 | Mar-2023 | 1,637 | 1,652 | 15 | |||||||||||||||
U.S. Ultra Long Treasury Bond | 16 | Mar-2023 | 2,157 | �� | 2,181 | 24 | ||||||||||||||
21,700 | 21,786 | 86 | ||||||||||||||||||
Short Contracts | ||||||||||||||||||||
U.S. 2-Year Treasury Note | (2 | ) | Mar-2023 | $ | (410 | ) | $ | (411 | ) | $ | (1 | ) | ||||||||
$ | 21,290 | $ | 21,375 | $ | 85 |
A list of the open forward foreign currency contracts held by the Fund at November 30, 2022, is as follows:
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
19
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
Counterparty | Settlement Date | Currency to Deliver | Currency to Receive | Unrealized Appreciation | ||||||||||||||||||||
Citigroup | 01/18/23 | EUR | 112 | USD | 113 | $ | (6 | ) | ||||||||||||||||
Citigroup | 01/18/23 | USD | 131 | ZAR | 2,370 | 15 | ||||||||||||||||||
Citigroup | 01/18/23 | CAD | 318 | USD | 232 | (6 | ) | |||||||||||||||||
Citigroup | 01/18/23 | EUR | 377 | NOK | 3,944 | 13 | ||||||||||||||||||
Citigroup | 01/18/23 | USD | 469 | GBP | 409 | 38 | ||||||||||||||||||
Citigroup | 01/18/23 | USD | 645 | IDR | 9,959,840 | (22 | ) | |||||||||||||||||
Citigroup | 01/18/23 | USD | 716 | AUD | 1,105 | 50 | ||||||||||||||||||
Citigroup | 01/18/23 | USD | 800 | JPY | 114,451 | 53 | ||||||||||||||||||
Citigroup | 01/18/23 | USD | 1,909 | CAD | 2,620 | 50 | ||||||||||||||||||
Citigroup | 01/18/23 | CNH | 3,033 | USD | 429 | (1 | ) | |||||||||||||||||
Citigroup | 01/18/23 | JPY | 34,044 | USD | 238 | (15 | ) | |||||||||||||||||
$ | 169 |
20
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
A list of the open centrally cleared swap agreements held by the Fund at November 30, 2022, is as follows:
Interest Rate Swaps | ||||||||||||||||||||||||||||||||
Fund Pays | Fund Receives | Payment Frequency | Termination Date | Currency | Notional Amount | Value | Upfront Payments/ Receipts | Net Unrealized | ||||||||||||||||||||||||
1.65% | USD-SOFR-OIS-COMPOUND | Annually | 08/15/2047 | USD | 377 | $ | 100 | $ | 37 | $ | 63 | |||||||||||||||||||||
2.50% | USD_SOFR _OIS COMPOUND | Annually | 04/21/2052 | USD | 290 | 34 | – | 34 | ||||||||||||||||||||||||
2.00% | USD SOFR- OIS COMPOUND | Annually | 03/18/2032 | USD | 500 | 55 | 3 | 52 | ||||||||||||||||||||||||
0.56% | SOFR | Annually | 07/20/2045 | USD | 800 | 343 | 5 | 338 | ||||||||||||||||||||||||
1.13% | SOFR | Annually | 08/15/2028 | USD | 1,960 | 239 | 12 | 227 | ||||||||||||||||||||||||
1.22% | SOFR | Annually | 08/15/2028 | USD | 736 | 86 | – | 86 | ||||||||||||||||||||||||
FIXED 2.85% | USD_SOFR _OIS COMPOUND | Annually | 02/15/2029 | USD | 517 | 18 | 2 | 16 | ||||||||||||||||||||||||
3.27% | USD_SOFR _OIS COMPOUND | Annually | 04/30/2029 | USD | 2,150 | 25 | (12 | ) | 37 | |||||||||||||||||||||||
3.85% FIXED | USD-SOFR-OIS COMPOUND | Annually | 06/30/2029 | USD | 2,094 | (48 | ) | 1 | (49 | ) | ||||||||||||||||||||||
1.50% | SOFR | Annually | 02/15/2047 | USD | 175 | 50 | 1 | 49 | ||||||||||||||||||||||||
1.52% | SOFR | Annually | 02/15/2047 | USD | 268 | 76 | (9 | ) | 85 | |||||||||||||||||||||||
3-MONTH USD - LIBOR | 2.00% | Quarterly | 02/15/2047 | USD | 376 | 94 | 5 | 89 | ||||||||||||||||||||||||
1.63% | SOFR COMPOUNDING | Annually | 05/15/2047 | USD | 400 | 107 | 16 | 91 | ||||||||||||||||||||||||
2.62% FIXED | USD_SOFR _OIS COMPOUND | Annually | 02/15/2048 | USD | 600 | 60 | 1 | 59 | ||||||||||||||||||||||||
2.51% FIXED | USD_SOFR _OIS COMPOUND | Annually | 02/15/2048 | USD | 236 | 28 | 2 | 26 | ||||||||||||||||||||||||
2.60% FIXED | USD-SOFR-OIS COMPOUND | Annually | 02/15/2048 | USD | 569 | 58 | 39 | 19 | ||||||||||||||||||||||||
$ | 1,325 | $ | 103 | $ | 1,222 |
Credit Default Swaps - Sell Protection | ||||||||||||||||||||||||||||
Reference Entity/ Obligation | Receive Rate | Payment Frequency | Termination Date | Notional Amount | Value | Upfront Payments/ Receipts | Net Unrealized | |||||||||||||||||||||
CDS-CDX.NA.HY | 5.00% | Quarterly | 12/20/2027 | $ | 294 | $ | 5 | $ | (13 | ) | $ | 18 | ||||||||||||||||
CDS-MARKITCDX | 1.00% | Quarterly | 12/20/2027 | 18,044 | 192 | (13 | ) | 205 | ||||||||||||||||||||
$ | 197 | $ | (26 | ) | $ | 223 |
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
21
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund
| Percentages are based on Net Assets of $168,637 ($ Thousands). |
** | The rate reported is the 7-day effective yield as of November 30, 2022. |
† | Investment in Affiliated Security (see Note 6). |
(A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
(B) | No interest rate available. |
(C) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On November 30, 2022, the value of these securities amounted to $30,571 ($ Thousands), representing 18.1% of the Net Assets of the Fund. |
(D) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
(E) | Perpetual security with no stated maturity date. |
(F) | Zero coupon security. |
(G) | Interest rate represents the security's effective yield at the time of purchase. |
(H) | Unsettled bank loan. Interest rate may not be available. |
ARM — Adjustable Rate Mortgage |
AUD — Australian Dollar |
CAD — Canadian Dollar |
CATO — CatoCoin |
CDX —Credit Default Swap Index |
Cl — Class |
CLO — Collateralized Loan Obligation |
CMO — Collateralized Mortgage Obligation |
CNH — Chinese Yuan offshore |
DAC — Designated Activity Company |
EUR — Euro |
FHLMC — Federal Home Loan Mortgage Corporation |
FNMA — Federal National Mortgage Association |
FRESB — Freddie Mac Small Balance Mortgage Trust |
GBP — British Pound Sterling |
GNMA — Government National Mortgage Association |
GO — General Obligation |
HY — High Yield |
ICE— Intercontinental Exchange |
IDR — Indonesian Rupiah |
IO — Interest Only — face amount represents notional amount. |
JPY — Japanese Yen |
LIBOR— London Interbank Offered Rate |
LLC — Limited Liability Company |
MTN — Medium Term Note |
NOK — Norwegian Krone |
RB — Revenue Bond |
REMIC — Real Estate Mortgage Investment Conduit |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
STACR — Structured Agency Credit Risk |
TBA — To Be Announced |
USD — U.S. Dollar |
ZAR — South African Rand |
1
The following is a summary of the level of inputs used as of November 30, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | ||||||||||||||||
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Mortgage-Backed Securities | – | 57,278 | – | 57,278 | ||||||||||||
Corporate Obligations | – | 54,977 | – | 54,977 | ||||||||||||
U.S. Treasury Obligations | – | 37,606 | – | 37,606 | ||||||||||||
Asset-Backed Securities | – | 15,250 | – | 15,250 | ||||||||||||
Loan Participations | – | 3,569 | – | 3,569 | ||||||||||||
Municipal Bonds | – | 1,731 | – | 1,731 | ||||||||||||
Sovereign Debt | – | 1,529 | – | 1,529 | ||||||||||||
Cash Equivalent | 5,060 | – | – | 5,060 | ||||||||||||
Purchased Options | 53 | – | – | 53 | ||||||||||||
Total Investments in Securities | 5,113 | 171,940 | – | 177,053 |
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Written Options | (78 | ) | – | – | (78 | ) | ||||||||||
Futures Contracts* | ||||||||||||||||
Unrealized Appreciation | 86 | – | – | 86 | ||||||||||||
Unrealized Depreciation | (1 | ) | – | – | (1 | ) | ||||||||||
Forwards Contracts* | ||||||||||||||||
Unrealized Appreciation | – | 219 | – | 219 | ||||||||||||
Unrealized Depreciation | – | (50 | ) | – | (50 | ) | ||||||||||
Centrally Cleared Swaps | ||||||||||||||||
Credit Default Swaps* | ||||||||||||||||
Unrealized Appreciation | – | 223 | – | 223 | ||||||||||||
Interest Rate Swaps* | ||||||||||||||||
Unrealized Appreciation | – | 1,271 | – | 1,271 | ||||||||||||
Unrealized Depreciation | – | (49 | ) | – | (49 | ) | ||||||||||
Total Other Financial Instruments | 7 | 1,614 | – | 1,621 |
* | Futures contracts, forward contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
For the period ended November 30, 2022, there were no transfers in or out of Level 3 investments.
For information regarding the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual and annual financial statements.
22
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
SCHEDULE OF INVESTMENTS (Unaudited)
November 30, 2022
Catholic Values Fixed Income Fund (Concluded)
The following is a summary of the transactions with affiliates for the period ended November 30, 2022 ($ Thousands):
Security Description | Value 2/28/2022 | Purchases at Cost | Proceeds from Sales | Realized Gain/(Loss) | Change in Unrealized Appreciation/(Depreciation) | Value 2/28/22 | Income | Capital Gains | ||||||||||||||||||||||||
SEI Daily Income Trust, Government Fund, Cl F | $ | 2,126 | $ | 50,257 | $ | (47,323 | ) | $ — | $ — | $ | 5,060 | $ | 38 | $ — |
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Catholic Values Trust / Quarterly Report / November 30, 2022
23