SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK — 97.3% |
| |
|
|
|
|
|
|
|
|
Communication Services — 7.3% |
|
|
|
|
Alphabet Inc, Cl A * |
|
|
9,353 |
|
|
$ |
1,613 |
|
Alphabet Inc, Cl C * |
|
|
16,876 |
|
|
|
2,936 |
|
AT&T Inc |
|
|
63,721 |
|
|
|
1,161 |
|
Cable One Inc |
|
|
159 |
|
|
|
61 |
|
Charter Communications Inc, Cl A * |
|
|
128 |
|
|
|
37 |
|
Cogent Communications Holdings Inc |
|
|
1,022 |
|
|
|
60 |
|
Comcast Corp, Cl A |
|
|
14,311 |
|
|
|
573 |
|
Dentsu Group Inc |
|
|
2,600 |
|
|
|
69 |
|
Electronic Arts Inc |
|
|
3,208 |
|
|
|
426 |
|
Fox Corp |
|
|
2,882 |
|
|
|
96 |
|
IAC Inc * |
|
|
443 |
|
|
|
22 |
|
Interpublic Group of Cos Inc/The |
|
|
4,252 |
|
|
|
133 |
|
ITV PLC |
|
|
1,529,119 |
|
|
|
1,550 |
|
Liberty Media Corp-Liberty Formula One, Cl C * |
|
|
1,082 |
|
|
|
80 |
|
Liberty Media Corp-Liberty Live, Cl C * |
|
|
690 |
|
|
|
26 |
|
Liberty Media Corp-Liberty SiriusXM * |
|
|
2,161 |
|
|
|
49 |
|
Madison Square Garden Sports Corp * |
|
|
191 |
|
|
|
35 |
|
Match Group Inc * |
|
|
514 |
|
|
|
16 |
|
Meta Platforms Inc, Cl A |
|
|
7,831 |
|
|
|
3,656 |
|
Netflix Inc * |
|
|
1,697 |
|
|
|
1,089 |
|
New York Times Co/The, Cl A |
|
|
2,073 |
|
|
|
106 |
|
News Corp |
|
|
6,196 |
|
|
|
168 |
|
Nexstar Media Group Inc, Cl A |
|
|
7,373 |
|
|
|
1,222 |
|
Omnicom Group Inc |
|
|
911 |
|
|
|
85 |
|
Paramount Global, Cl A |
|
|
2,056 |
|
|
|
42 |
|
Paramount Global, Cl B |
|
|
2,018 |
|
|
|
24 |
|
Pinterest Inc, Cl A * |
|
|
5,993 |
|
|
|
249 |
|
Scout24 SE |
|
|
17,453 |
|
|
|
1,311 |
|
Shutterstock Inc |
|
|
560 |
|
|
|
23 |
|
Spotify Technology SA * |
|
|
2,274 |
|
|
|
675 |
|
Take-Two Interactive Software Inc * |
|
|
1 |
|
|
|
— |
|
TEGNA Inc |
|
|
5,058 |
|
|
|
75 |
|
Telefonica Brasil SA |
|
|
26,800 |
|
|
|
224 |
|
Tencent Holdings Ltd |
|
|
13,500 |
|
|
|
626 |
|
TKO Group Holdings Inc, Cl A |
|
|
850 |
|
|
|
93 |
|
T-Mobile US Inc |
|
|
11,233 |
|
|
|
1,965 |
|
Toei Animation Co Ltd |
|
|
6,500 |
|
|
|
99 |
|
Trade Desk Inc/The, Cl A * |
|
|
825 |
|
|
|
77 |
|
TripAdvisor Inc * |
|
|
1,860 |
|
|
|
34 |
|
Universal Music Group NV |
|
|
12,959 |
|
|
|
402 |
|
Verizon Communications Inc |
|
|
25,510 |
|
|
|
1,050 |
|
Walt Disney Co/The |
|
|
21,199 |
|
|
|
2,203 |
|
WPP PLC |
|
|
135,751 |
|
|
|
1,412 |
|
ZoomInfo Technologies Inc, Cl A * |
|
|
2,140 |
|
|
|
26 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,879 |
|
Consumer Discretionary — 9.2% |
|
|
|
|
ADT Inc |
|
|
5,625 |
|
|
|
40 |
|
Advance Auto Parts Inc |
|
|
623 |
|
|
|
44 |
|
Airbnb Inc, Cl A * |
|
|
1,045 |
|
|
|
151 |
|
Amazon.com Inc * |
|
|
26,836 |
|
|
|
4,735 |
|
| |
|
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|
|
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|
Description |
|
Shares |
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|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
American Eagle Outfitters Inc |
|
|
16,752 |
|
|
$ |
368 |
|
Aptiv PLC * |
|
|
636 |
|
|
|
53 |
|
Aramark |
|
|
2,596 |
|
|
|
83 |
|
Autoliv Inc |
|
|
1,309 |
|
|
|
167 |
|
AutoNation Inc * |
|
|
266 |
|
|
|
45 |
|
AutoZone Inc * |
|
|
44 |
|
|
|
122 |
|
Bath & Body Works Inc |
|
|
2,927 |
|
|
|
152 |
|
Best Buy Co Inc |
|
|
976 |
|
|
|
83 |
|
Birkenstock Holding Plc * |
|
|
1,446 |
|
|
|
82 |
|
Booking Holdings Inc |
|
|
269 |
|
|
|
1,016 |
|
BorgWarner Inc |
|
|
537 |
|
|
|
19 |
|
BRP Inc |
|
|
4,398 |
|
|
|
275 |
|
Brunswick Corp/DE |
|
|
1,228 |
|
|
|
101 |
|
Burberry Group PLC |
|
|
90,680 |
|
|
|
1,195 |
|
Burlington Stores Inc * |
|
|
404 |
|
|
|
97 |
|
Capri Holdings Ltd * |
|
|
1,728 |
|
|
|
60 |
|
CarMax Inc * |
|
|
744 |
|
|
|
52 |
|
Carnival Corp * |
|
|
4,654 |
|
|
|
70 |
|
Carter's Inc |
|
|
1,053 |
|
|
|
72 |
|
Cheesecake Factory Inc/The |
|
|
2,627 |
|
|
|
101 |
|
Chipotle Mexican Grill Inc, Cl A * |
|
|
81 |
|
|
|
253 |
|
Choice Hotels International Inc |
|
|
641 |
|
|
|
73 |
|
Columbia Sportswear Co |
|
|
602 |
|
|
|
52 |
|
Continental AG |
|
|
4,785 |
|
|
|
323 |
|
Coupang Inc, Cl A * |
|
|
3,716 |
|
|
|
84 |
|
Crocs Inc * |
|
|
590 |
|
|
|
92 |
|
Darden Restaurants Inc |
|
|
375 |
|
|
|
56 |
|
Deckers Outdoor Corp * |
|
|
571 |
|
|
|
625 |
|
Dick's Sporting Goods Inc |
|
|
1,799 |
|
|
|
410 |
|
Dollarama Inc |
|
|
5,829 |
|
|
|
552 |
|
DoorDash Inc, Cl A * |
|
|
31 |
|
|
|
3 |
|
Dorman Products Inc * |
|
|
812 |
|
|
|
75 |
|
DR Horton Inc |
|
|
286 |
|
|
|
42 |
|
eBay Inc |
|
|
5,427 |
|
|
|
294 |
|
Etsy Inc * |
|
|
427 |
|
|
|
27 |
|
Expedia Group Inc * |
|
|
485 |
|
|
|
55 |
|
Fila Holdings Corp |
|
|
3,344 |
|
|
|
95 |
|
Five Below Inc * |
|
|
501 |
|
|
|
69 |
|
Floor & Decor Holdings Inc, Cl A * |
|
|
1,447 |
|
|
|
169 |
|
Ford Motor Co |
|
|
4,403 |
|
|
|
53 |
|
Gap Inc/The |
|
|
4,895 |
|
|
|
142 |
|
Garmin Ltd |
|
|
814 |
|
|
|
133 |
|
General Motors Co |
|
|
30,430 |
|
|
|
1,369 |
|
Gentex Corp |
|
|
2,705 |
|
|
|
95 |
|
Genuine Parts Co |
|
|
393 |
|
|
|
57 |
|
Goodyear Tire & Rubber Co/The * |
|
|
5,890 |
|
|
|
73 |
|
Grand Canyon Education Inc * |
|
|
215 |
|
|
|
31 |
|
H&R Block Inc |
|
|
2,629 |
|
|
|
130 |
|
Harley-Davidson Inc |
|
|
4,852 |
|
|
|
174 |
|
Hasbro Inc |
|
|
526 |
|
|
|
31 |
|
Hilton Worldwide Holdings Inc |
|
|
2,280 |
|
|
|
457 |
|
Home Depot Inc/The |
|
|
6,276 |
|
|
|
2,102 |
|
Hyatt Hotels Corp, Cl A |
|
|
442 |
|
|
|
65 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Industria de Diseno Textil SA |
|
|
33,350 |
|
|
$ |
1,577 |
|
Kohl's Corp |
|
|
27,333 |
|
|
|
612 |
|
Lear Corp |
|
|
411 |
|
|
|
52 |
|
Leggett & Platt Inc |
|
|
3,003 |
|
|
|
35 |
|
Lithia Motors Inc, Cl A |
|
|
418 |
|
|
|
106 |
|
LKQ Corp |
|
|
1,209 |
|
|
|
52 |
|
Lowe's Cos Inc |
|
|
4,070 |
|
|
|
901 |
|
Lucid Group Inc * |
|
|
11,073 |
|
|
|
31 |
|
Lululemon Athletica Inc * |
|
|
285 |
|
|
|
89 |
|
Macy's Inc |
|
|
595 |
|
|
|
12 |
|
Magna International Inc |
|
|
12,236 |
|
|
|
553 |
|
Marriott International Inc/MD, Cl A |
|
|
4,191 |
|
|
|
969 |
|
Marriott Vacations Worldwide Corp |
|
|
483 |
|
|
|
44 |
|
Mattel Inc * |
|
|
910 |
|
|
|
16 |
|
McDonald's Corp |
|
|
368 |
|
|
|
95 |
|
MercadoLibre Inc * |
|
|
664 |
|
|
|
1,146 |
|
MGM Resorts International * |
|
|
2,405 |
|
|
|
97 |
|
Mister Car Wash Inc * |
|
|
6,801 |
|
|
|
48 |
|
Mobileye Global Inc, Cl A * |
|
|
2,219 |
|
|
|
57 |
|
Mohawk Industries Inc * |
|
|
721 |
|
|
|
88 |
|
Murphy USA Inc |
|
|
644 |
|
|
|
283 |
|
NIKE Inc, Cl B |
|
|
691 |
|
|
|
66 |
|
Nikon Corp |
|
|
16,500 |
|
|
|
172 |
|
Nordstrom Inc |
|
|
1,516 |
|
|
|
33 |
|
Norwegian Cruise Line Holdings Ltd * |
|
|
2,379 |
|
|
|
39 |
|
NVR Inc * |
|
|
23 |
|
|
|
177 |
|
Ollie's Bargain Outlet Holdings Inc * |
|
|
1,782 |
|
|
|
147 |
|
O'Reilly Automotive Inc * |
|
|
141 |
|
|
|
136 |
|
Oxford Industries Inc |
|
|
650 |
|
|
|
72 |
|
Peloton Interactive Inc, Cl A * |
|
|
1,049 |
|
|
|
4 |
|
Penske Automotive Group Inc |
|
|
933 |
|
|
|
142 |
|
Petco Health & Wellness Co Inc, Cl A * |
|
|
6,097 |
|
|
|
24 |
|
Phinia Inc |
|
|
107 |
|
|
|
5 |
|
Planet Fitness Inc, Cl A * |
|
|
917 |
|
|
|
58 |
|
Polaris Inc |
|
|
549 |
|
|
|
46 |
|
Pool Corp |
|
|
3,243 |
|
|
|
1,179 |
|
PulteGroup Inc |
|
|
48 |
|
|
|
6 |
|
PVH Corp |
|
|
1,066 |
|
|
|
128 |
|
Ralph Lauren Corp, Cl A |
|
|
847 |
|
|
|
158 |
|
Ross Stores Inc |
|
|
6,421 |
|
|
|
897 |
|
Royal Caribbean Cruises Ltd * |
|
|
765 |
|
|
|
113 |
|
Service Corp International/US |
|
|
1,305 |
|
|
|
94 |
|
Shimano Inc |
|
|
2,400 |
|
|
|
392 |
|
Starbucks Corp |
|
|
9,660 |
|
|
|
775 |
|
Steven Madden Ltd |
|
|
2,716 |
|
|
|
121 |
|
Swatch Group AG/The |
|
|
254 |
|
|
|
54 |
|
Tapestry Inc |
|
|
2,532 |
|
|
|
110 |
|
Tempur Sealy International Inc |
|
|
2,754 |
|
|
|
141 |
|
Tesla Inc * |
|
|
3,096 |
|
|
|
551 |
|
Texas Roadhouse Inc, Cl A |
|
|
566 |
|
|
|
98 |
|
Thor Industries Inc |
|
|
624 |
|
|
|
62 |
|
TJX Cos Inc/The |
|
|
5,133 |
|
|
|
529 |
|
TopBuild Corp * |
|
|
268 |
|
|
|
112 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Topgolf Callaway Brands Corp * |
|
|
2,933 |
|
|
$ |
46 |
|
Tractor Supply Co |
|
|
1,428 |
|
|
|
407 |
|
Travel + Leisure Co |
|
|
1,185 |
|
|
|
52 |
|
Ulta Beauty Inc * |
|
|
893 |
|
|
|
353 |
|
Under Armour Inc, Cl A * |
|
|
4,708 |
|
|
|
34 |
|
Urban Outfitters Inc * |
|
|
2,117 |
|
|
|
88 |
|
Vail Resorts Inc |
|
|
213 |
|
|
|
40 |
|
Valvoline Inc * |
|
|
2,446 |
|
|
|
99 |
|
VF Corp |
|
|
1,652 |
|
|
|
22 |
|
Victoria's Secret & Co * |
|
|
3,430 |
|
|
|
78 |
|
Wendy's Co/The |
|
|
2,626 |
|
|
|
46 |
|
Whirlpool Corp |
|
|
461 |
|
|
|
43 |
|
Williams-Sonoma Inc |
|
|
555 |
|
|
|
163 |
|
Wingstop Inc |
|
|
789 |
|
|
|
291 |
|
Wyndham Hotels & Resorts Inc |
|
|
874 |
|
|
|
62 |
|
YETI Holdings Inc * |
|
|
1,751 |
|
|
|
71 |
|
Yum! Brands Inc |
|
|
560 |
|
|
|
77 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
32,920 |
|
Consumer Staples — 7.1% |
|
|
|
|
Archer-Daniels-Midland Co |
|
|
1,290 |
|
|
|
81 |
|
Brown-Forman Corp, Cl B |
|
|
1,103 |
|
|
|
51 |
|
Bunge Global SA |
|
|
963 |
|
|
|
104 |
|
Campbell Soup Co |
|
|
5,858 |
|
|
|
260 |
|
Carrefour SA |
|
|
4,051 |
|
|
|
66 |
|
Casey's General Stores Inc |
|
|
5,380 |
|
|
|
1,785 |
|
Clorox Co/The |
|
|
495 |
|
|
|
65 |
|
Coca-Cola Co/The |
|
|
18,597 |
|
|
|
1,170 |
|
Colgate-Palmolive Co |
|
|
7,124 |
|
|
|
662 |
|
Conagra Brands Inc |
|
|
45,001 |
|
|
|
1,345 |
|
Constellation Brands Inc, Cl A |
|
|
3,340 |
|
|
|
836 |
|
Costco Wholesale Corp |
|
|
2,137 |
|
|
|
1,731 |
|
Coty Inc, Cl A * |
|
|
5,378 |
|
|
|
56 |
|
Danone SA |
|
|
22,831 |
|
|
|
1,465 |
|
Darling Ingredients Inc * |
|
|
1,535 |
|
|
|
62 |
|
Diageo PLC |
|
|
36,258 |
|
|
|
1,214 |
|
Dollar General Corp |
|
|
5,115 |
|
|
|
700 |
|
Dollar Tree Inc * |
|
|
565 |
|
|
|
67 |
|
Estee Lauder Cos Inc/The, Cl A |
|
|
422 |
|
|
|
52 |
|
Flowers Foods Inc |
|
|
2,694 |
|
|
|
63 |
|
General Mills Inc |
|
|
7,218 |
|
|
|
496 |
|
Hain Celestial Group Inc/The * |
|
|
2,713 |
|
|
|
21 |
|
Hershey Co/The |
|
|
1,957 |
|
|
|
387 |
|
Hormel Foods Corp |
|
|
2,233 |
|
|
|
69 |
|
Ingredion Inc |
|
|
6,376 |
|
|
|
750 |
|
Inter Parfums Inc |
|
|
1 |
|
|
|
— |
|
J M Smucker Co/The |
|
|
5,753 |
|
|
|
642 |
|
Kellanova |
|
|
3,231 |
|
|
|
195 |
|
Keurig Dr Pepper Inc |
|
|
1,806 |
|
|
|
62 |
|
Kimberly-Clark Corp |
|
|
2,896 |
|
|
|
386 |
|
Kraft Heinz Co/The |
|
|
1,549 |
|
|
|
55 |
|
Kroger Co/The |
|
|
27,866 |
|
|
|
1,459 |
|
Lamb Weston Holdings Inc |
|
|
1,288 |
|
|
|
114 |
|
Lancaster Colony Corp |
|
|
634 |
|
|
|
118 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LG H&H Co Ltd |
|
|
3,915 |
|
|
$ |
1,184 |
|
McCormick & Co Inc/MD |
|
|
1,882 |
|
|
|
136 |
|
MGP Ingredients Inc |
|
|
213 |
|
|
|
17 |
|
Mondelez International Inc, Cl A |
|
|
12,727 |
|
|
|
872 |
|
Olaplex Holdings Inc * |
|
|
17,269 |
|
|
|
31 |
|
PepsiCo Inc |
|
|
6,225 |
|
|
|
1,076 |
|
Performance Food Group Co * |
|
|
132 |
|
|
|
9 |
|
Pernod Ricard SA |
|
|
7,569 |
|
|
|
1,125 |
|
Pigeon Corp |
|
|
4,200 |
|
|
|
40 |
|
Sysco Corp |
|
|
10,064 |
|
|
|
733 |
|
Target Corp |
|
|
1,620 |
|
|
|
253 |
|
TreeHouse Foods Inc * |
|
|
2,188 |
|
|
|
79 |
|
Tyson Foods Inc, Cl A |
|
|
7,834 |
|
|
|
448 |
|
Unilever PLC |
|
|
29,112 |
|
|
|
1,585 |
|
US Foods Holding Corp * |
|
|
13,632 |
|
|
|
720 |
|
Walgreens Boots Alliance Inc |
|
|
28,358 |
|
|
|
460 |
|
Walmart Inc |
|
|
1,126 |
|
|
|
74 |
|
WK Kellogg Co |
|
|
807 |
|
|
|
15 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
25,446 |
|
Energy — 4.3% |
|
|
|
|
Antero Midstream Corp |
|
|
5,338 |
|
|
|
78 |
|
Antero Resources Corp * |
|
|
3,254 |
|
|
|
116 |
|
Baker Hughes Co, Cl A |
|
|
22,837 |
|
|
|
765 |
|
BP PLC ADR |
|
|
29,443 |
|
|
|
1,106 |
|
BP PLC |
|
|
62,631 |
|
|
|
389 |
|
Canadian Natural Resources Ltd |
|
|
19,048 |
|
|
|
1,464 |
|
ChampionX Corp |
|
|
3,180 |
|
|
|
104 |
|
Cheniere Energy Inc |
|
|
2,503 |
|
|
|
395 |
|
Chesapeake Energy Corp |
|
|
749 |
|
|
|
68 |
|
Chevron Corp |
|
|
12,001 |
|
|
|
1,948 |
|
Chord Energy Corp |
|
|
419 |
|
|
|
78 |
|
Civitas Resources Inc |
|
|
1,663 |
|
|
|
122 |
|
ConocoPhillips |
|
|
8,365 |
|
|
|
974 |
|
Coterra Energy Inc |
|
|
2,108 |
|
|
|
60 |
|
Devon Energy Corp |
|
|
6,524 |
|
|
|
320 |
|
Diamondback Energy Inc |
|
|
8,823 |
|
|
|
1,758 |
|
EOG Resources Inc |
|
|
6,401 |
|
|
|
797 |
|
EQT Corp |
|
|
6,571 |
|
|
|
270 |
|
Exxon Mobil Corp |
|
|
8,511 |
|
|
|
998 |
|
Halliburton Co |
|
|
4,010 |
|
|
|
147 |
|
Hess Corp |
|
|
1,868 |
|
|
|
288 |
|
HF Sinclair Corp |
|
|
1,178 |
|
|
|
65 |
|
Kinder Morgan Inc |
|
|
19,664 |
|
|
|
383 |
|
Marathon Oil Corp |
|
|
2,359 |
|
|
|
68 |
|
Marathon Petroleum Corp |
|
|
2,427 |
|
|
|
429 |
|
New Fortress Energy Inc, Cl A |
|
|
2,147 |
|
|
|
54 |
|
Occidental Petroleum Corp |
|
|
1,070 |
|
|
|
67 |
|
ONEOK Inc |
|
|
2,578 |
|
|
|
209 |
|
Ovintiv Inc |
|
|
1,218 |
|
|
|
63 |
|
Phillips 66 |
|
|
680 |
|
|
|
97 |
|
Range Resources Corp |
|
|
2,464 |
|
|
|
91 |
|
Schlumberger NV |
|
|
4,621 |
|
|
|
212 |
|
Shell PLC ADR |
|
|
6,492 |
|
|
|
473 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Southwestern Energy Co * |
|
|
15,313 |
|
|
$ |
115 |
|
TechnipFMC PLC |
|
|
4,011 |
|
|
|
105 |
|
Texas Pacific Land Corp |
|
|
213 |
|
|
|
131 |
|
Valero Energy Corp |
|
|
1,795 |
|
|
|
282 |
|
Williams Cos Inc/The |
|
|
4,821 |
|
|
|
200 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
15,289 |
|
Financials — 15.3% |
|
|
|
|
Affiliated Managers Group Inc |
|
|
631 |
|
|
|
103 |
|
Aflac Inc |
|
|
1,184 |
|
|
|
106 |
|
AGNC Investment Corp ‡ |
|
|
2,829 |
|
|
|
27 |
|
AIA Group Ltd |
|
|
177,200 |
|
|
|
1,376 |
|
AIB Group PLC |
|
|
122,736 |
|
|
|
696 |
|
Allfunds Group PLC |
|
|
8,950 |
|
|
|
53 |
|
Allstate Corp/The |
|
|
3,384 |
|
|
|
567 |
|
Ally Financial Inc |
|
|
2,235 |
|
|
|
87 |
|
American Express Co |
|
|
2,128 |
|
|
|
511 |
|
Ameriprise Financial Inc |
|
|
2,810 |
|
|
|
1,227 |
|
Annaly Capital Management Inc ‡ |
|
|
3,097 |
|
|
|
61 |
|
Aon PLC, Cl A |
|
|
2,132 |
|
|
|
600 |
|
Apollo Global Management Inc |
|
|
658 |
|
|
|
76 |
|
Arch Capital Group Ltd * |
|
|
2,300 |
|
|
|
236 |
|
Ares Management Corp, Cl A |
|
|
1,251 |
|
|
|
175 |
|
Arthur J Gallagher & Co |
|
|
272 |
|
|
|
69 |
|
Assurant Inc |
|
|
485 |
|
|
|
84 |
|
Assured Guaranty Ltd |
|
|
1,974 |
|
|
|
153 |
|
Axis Capital Holdings Ltd |
|
|
1,754 |
|
|
|
130 |
|
Banco do Brasil SA |
|
|
205,800 |
|
|
|
1,067 |
|
Bank of America Corp |
|
|
18,967 |
|
|
|
759 |
|
Bank of New York Mellon Corp/The |
|
|
6,146 |
|
|
|
366 |
|
Bank OZK |
|
|
9,680 |
|
|
|
405 |
|
Barclays PLC |
|
|
612,495 |
|
|
|
1,716 |
|
Berkshire Hathaway Inc, Cl B * |
|
|
4,176 |
|
|
|
1,731 |
|
BlackRock Inc, Cl A |
|
|
860 |
|
|
|
664 |
|
Blackstone Inc |
|
|
1,004 |
|
|
|
121 |
|
Block Inc, Cl A * |
|
|
934 |
|
|
|
60 |
|
BOK Financial Corp |
|
|
794 |
|
|
|
72 |
|
Brighthouse Financial Inc * |
|
|
1,395 |
|
|
|
62 |
|
Brown & Brown Inc |
|
|
806 |
|
|
|
72 |
|
Capital One Financial Corp |
|
|
657 |
|
|
|
90 |
|
Carlyle Group Inc/The |
|
|
1,855 |
|
|
|
80 |
|
Charles Schwab Corp/The |
|
|
8,887 |
|
|
|
651 |
|
Chimera Investment Corp ‡ |
|
|
2,606 |
|
|
|
31 |
|
Chubb Ltd |
|
|
1,561 |
|
|
|
423 |
|
Cincinnati Financial Corp |
|
|
726 |
|
|
|
85 |
|
Citigroup Inc |
|
|
44,629 |
|
|
|
2,781 |
|
Citizens Financial Group Inc |
|
|
14,083 |
|
|
|
497 |
|
City Holding Co |
|
|
679 |
|
|
|
69 |
|
CME Group Inc, Cl A |
|
|
2,621 |
|
|
|
532 |
|
CNA Financial Corp |
|
|
184 |
|
|
|
8 |
|
Cohen & Steers Inc |
|
|
792 |
|
|
|
56 |
|
Columbia Banking System Inc |
|
|
2,761 |
|
|
|
53 |
|
Comerica Inc |
|
|
724 |
|
|
|
37 |
|
Commerce Bancshares Inc/MO |
|
|
1,315 |
|
|
|
73 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Credit Acceptance Corp * |
|
|
209 |
|
|
$ |
103 |
|
Cullen/Frost Bankers Inc |
|
|
599 |
|
|
|
61 |
|
Discover Financial Services |
|
|
6,258 |
|
|
|
768 |
|
East West Bancorp Inc |
|
|
1,870 |
|
|
|
139 |
|
Equitable Holdings Inc |
|
|
4,036 |
|
|
|
167 |
|
Euronet Worldwide Inc * |
|
|
554 |
|
|
|
65 |
|
Evercore Inc, Cl A |
|
|
786 |
|
|
|
160 |
|
Everest Group Ltd |
|
|
248 |
|
|
|
97 |
|
Eversource Energy |
|
|
5,900 |
|
|
|
349 |
|
FactSet Research Systems Inc |
|
|
1,748 |
|
|
|
707 |
|
Fidelity National Financial Inc |
|
|
1,791 |
|
|
|
90 |
|
Fidelity National Information Services Inc |
|
|
613 |
|
|
|
47 |
|
Fifth Third Bancorp |
|
|
1,877 |
|
|
|
70 |
|
First American Financial Corp |
|
|
1,122 |
|
|
|
62 |
|
First Citizens BancShares Inc/NC, Cl A |
|
|
16 |
|
|
|
27 |
|
First Hawaiian Inc |
|
|
1,924 |
|
|
|
39 |
|
First Horizon Corp |
|
|
10,810 |
|
|
|
171 |
|
First Interstate BancSystem Inc, Cl A |
|
|
2,479 |
|
|
|
66 |
|
Fiserv Inc * |
|
|
689 |
|
|
|
103 |
|
FNB Corp/PA |
|
|
33,393 |
|
|
|
460 |
|
Franklin Resources Inc |
|
|
1,707 |
|
|
|
40 |
|
Gjensidige Forsikring ASA |
|
|
4,629 |
|
|
|
81 |
|
Global Payments Inc |
|
|
6,612 |
|
|
|
673 |
|
Globe Life Inc |
|
|
1,091 |
|
|
|
90 |
|
Goldman Sachs Group Inc/The |
|
|
270 |
|
|
|
123 |
|
Hamilton Lane Inc, Cl A |
|
|
801 |
|
|
|
101 |
|
Hanover Insurance Group Inc/The |
|
|
687 |
|
|
|
91 |
|
Hartford Financial Services Group Inc/The |
|
|
4,339 |
|
|
|
449 |
|
HDFC Bank Ltd ADR |
|
|
4,249 |
|
|
|
246 |
|
Home BancShares Inc/AR |
|
|
2,656 |
|
|
|
62 |
|
Houlihan Lokey Inc, Cl A |
|
|
658 |
|
|
|
89 |
|
Huntington Bancshares Inc/OH |
|
|
11,006 |
|
|
|
153 |
|
Independent Bank Corp |
|
|
1,149 |
|
|
|
58 |
|
Intercontinental Exchange Inc |
|
|
804 |
|
|
|
108 |
|
Invesco Ltd |
|
|
3,179 |
|
|
|
50 |
|
Jack Henry & Associates Inc |
|
|
408 |
|
|
|
67 |
|
Janus Henderson Group PLC |
|
|
2,562 |
|
|
|
86 |
|
Jefferies Financial Group Inc |
|
|
2,802 |
|
|
|
130 |
|
JPMorgan Chase & Co |
|
|
12,758 |
|
|
|
2,585 |
|
KeyCorp |
|
|
3,317 |
|
|
|
48 |
|
Kinsale Capital Group Inc |
|
|
3,906 |
|
|
|
1,498 |
|
KKR & Co Inc, Cl A |
|
|
2,511 |
|
|
|
258 |
|
Lincoln National Corp |
|
|
1,943 |
|
|
|
64 |
|
London Stock Exchange Group PLC |
|
|
2,688 |
|
|
|
314 |
|
LPL Financial Holdings Inc |
|
|
709 |
|
|
|
203 |
|
LVMH Moet Hennessy Louis Vuitton SE |
|
|
2,068 |
|
|
|
1,650 |
|
M&T Bank Corp |
|
|
1,119 |
|
|
|
170 |
|
MarketAxess Holdings Inc |
|
|
311 |
|
|
|
62 |
|
Marsh & McLennan Cos Inc |
|
|
4,488 |
|
|
|
932 |
|
Mastercard Inc, Cl A |
|
|
677 |
|
|
|
303 |
|
MetLife Inc |
|
|
4,026 |
|
|
|
291 |
|
MGIC Investment Corp |
|
|
7,078 |
|
|
|
149 |
|
Moody's Corp |
|
|
2,034 |
|
|
|
808 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Morgan Stanley |
|
|
20,904 |
|
|
$ |
2,045 |
|
Morningstar Inc |
|
|
253 |
|
|
|
73 |
|
MSCI Inc, Cl A |
|
|
2,114 |
|
|
|
1,047 |
|
Nasdaq Inc |
|
|
1,761 |
|
|
|
104 |
|
National Bank Holdings Corp, Cl A |
|
|
2,089 |
|
|
|
76 |
|
NCR Atleos Corp * |
|
|
916 |
|
|
|
26 |
|
New York Community Bancorp Inc |
|
|
16,482 |
|
|
|
54 |
|
NMI Holdings Inc, Cl A * |
|
|
2,141 |
|
|
|
71 |
|
Northern Trust Corp |
|
|
2,012 |
|
|
|
170 |
|
NU Holdings Ltd/Cayman Islands, Cl A * |
|
|
8,157 |
|
|
|
97 |
|
Old National Bancorp/IN |
|
|
5,074 |
|
|
|
87 |
|
Old Republic International Corp |
|
|
2,551 |
|
|
|
81 |
|
OneMain Holdings Inc, Cl A |
|
|
1,860 |
|
|
|
91 |
|
Partners Group Holding AG |
|
|
1,011 |
|
|
|
1,352 |
|
PayPal Holdings Inc * |
|
|
4,618 |
|
|
|
291 |
|
Pinnacle Financial Partners Inc |
|
|
2,549 |
|
|
|
203 |
|
PNC Financial Services Group Inc/The |
|
|
2,121 |
|
|
|
334 |
|
Popular Inc |
|
|
8,265 |
|
|
|
736 |
|
Primerica Inc |
|
|
683 |
|
|
|
154 |
|
Principal Financial Group Inc |
|
|
1,152 |
|
|
|
95 |
|
Progressive Corp/The |
|
|
4,580 |
|
|
|
967 |
|
Prosperity Bancshares Inc |
|
|
1,900 |
|
|
|
118 |
|
Prudential Financial Inc |
|
|
5,745 |
|
|
|
691 |
|
Raymond James Financial Inc |
|
|
1,360 |
|
|
|
167 |
|
Regions Financial Corp |
|
|
5,506 |
|
|
|
107 |
|
Reinsurance Group of America Inc |
|
|
1 |
|
|
|
— |
|
RenaissanceRe Holdings Ltd |
|
|
345 |
|
|
|
79 |
|
Rithm Capital Corp ‡ |
|
|
6,833 |
|
|
|
77 |
|
Rocket Cos Inc, Cl A * |
|
|
6,200 |
|
|
|
86 |
|
S&P Global Inc |
|
|
3,343 |
|
|
|
1,429 |
|
SLM Corp |
|
|
12,309 |
|
|
|
264 |
|
SoFi Technologies Inc * |
|
|
7,540 |
|
|
|
52 |
|
Starwood Property Trust Inc ‡ |
|
|
4,020 |
|
|
|
78 |
|
State Street Corp |
|
|
10,717 |
|
|
|
810 |
|
Stifel Financial Corp |
|
|
1,841 |
|
|
|
149 |
|
Synchrony Financial |
|
|
2,944 |
|
|
|
129 |
|
Synovus Financial Corp |
|
|
5,299 |
|
|
|
210 |
|
T Rowe Price Group Inc |
|
|
674 |
|
|
|
79 |
|
TPG Inc, Cl A |
|
|
2,239 |
|
|
|
94 |
|
Tradeweb Markets Inc, Cl A |
|
|
874 |
|
|
|
95 |
|
Travelers Cos Inc/The |
|
|
433 |
|
|
|
93 |
|
Truist Financial Corp |
|
|
2,659 |
|
|
|
100 |
|
Univest Financial Corp |
|
|
3,376 |
|
|
|
74 |
|
Unum Group |
|
|
3,649 |
|
|
|
197 |
|
US Bancorp |
|
|
1,600 |
|
|
|
65 |
|
UWM Holdings Corp |
|
|
11,185 |
|
|
|
82 |
|
Valley National Bancorp |
|
|
7,913 |
|
|
|
56 |
|
Virtu Financial Inc, Cl A |
|
|
3,660 |
|
|
|
81 |
|
Visa Inc, Cl A |
|
|
14,423 |
|
|
|
3,930 |
|
W R Berkley Corp |
|
|
1,406 |
|
|
|
114 |
|
Webster Financial Corp |
|
|
5,867 |
|
|
|
259 |
|
Western Alliance Bancorp |
|
|
2,780 |
|
|
|
175 |
|
Western Union Co/The |
|
|
12,682 |
|
|
|
162 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
WEX Inc * |
|
|
324 |
|
|
$ |
61 |
|
White Mountains Insurance Group Ltd |
|
|
78 |
|
|
|
141 |
|
Willis Towers Watson PLC |
|
|
1,893 |
|
|
|
483 |
|
Wintrust Financial Corp |
|
|
1,614 |
|
|
|
159 |
|
XP Inc, Cl A |
|
|
28,710 |
|
|
|
545 |
|
Zions Bancorp NA |
|
|
1,209 |
|
|
|
52 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
54,378 |
|
Health Care — 8.8% |
|
|
|
|
Acadia Healthcare Co Inc * |
|
|
4,280 |
|
|
|
295 |
|
agilon health Inc * |
|
|
753 |
|
|
|
5 |
|
Align Technology Inc * |
|
|
210 |
|
|
|
54 |
|
Alnylam Pharmaceuticals Inc * |
|
|
472 |
|
|
|
70 |
|
Amedisys Inc * |
|
|
685 |
|
|
|
63 |
|
Apellis Pharmaceuticals Inc * |
|
|
1,267 |
|
|
|
50 |
|
Avantor Inc * |
|
|
2,706 |
|
|
|
65 |
|
Azenta Inc * |
|
|
9,220 |
|
|
|
466 |
|
Baxter International Inc |
|
|
11,232 |
|
|
|
383 |
|
Boston Scientific Corp * |
|
|
15,011 |
|
|
|
1,134 |
|
Cardinal Health Inc |
|
|
3,870 |
|
|
|
384 |
|
Cencora Inc, Cl A |
|
|
3,458 |
|
|
|
784 |
|
Certara Inc * |
|
|
1,816 |
|
|
|
31 |
|
Chemed Corp |
|
|
108 |
|
|
|
60 |
|
Coloplast A/S, Cl B |
|
|
7,648 |
|
|
|
918 |
|
CVS Health Corp |
|
|
26,983 |
|
|
|
1,608 |
|
DENTSPLY SIRONA Inc |
|
|
5,715 |
|
|
|
160 |
|
Dexcom Inc * |
|
|
5,879 |
|
|
|
698 |
|
Doximity Inc, Cl A * |
|
|
19 |
|
|
|
1 |
|
Edwards Lifesciences Corp * |
|
|
8,452 |
|
|
|
734 |
|
Elanco Animal Health Inc * |
|
|
45,240 |
|
|
|
800 |
|
Elevance Health Inc |
|
|
1,813 |
|
|
|
976 |
|
Encompass Health Corp |
|
|
5,211 |
|
|
|
450 |
|
Enovis Corp * |
|
|
1,056 |
|
|
|
53 |
|
Ensign Group Inc/The |
|
|
582 |
|
|
|
71 |
|
Envista Holdings Corp * |
|
|
2,745 |
|
|
|
53 |
|
Exact Sciences Corp * |
|
|
2,022 |
|
|
|
92 |
|
Exelixis Inc * |
|
|
13,403 |
|
|
|
291 |
|
Fortrea Holdings Inc * |
|
|
513 |
|
|
|
13 |
|
Globus Medical Inc, Cl A * |
|
|
2,130 |
|
|
|
143 |
|
Henry Schein Inc * |
|
|
2,467 |
|
|
|
171 |
|
Hologic Inc * |
|
|
1,306 |
|
|
|
96 |
|
Hoya Corp |
|
|
9,900 |
|
|
|
1,206 |
|
Humana Inc |
|
|
345 |
|
|
|
124 |
|
ICON PLC ADR * |
|
|
2,408 |
|
|
|
782 |
|
ICU Medical Inc * |
|
|
171 |
|
|
|
18 |
|
IDEXX Laboratories Inc * |
|
|
1,427 |
|
|
|
709 |
|
Incyte Corp * |
|
|
7,222 |
|
|
|
417 |
|
Insulet Corp * |
|
|
385 |
|
|
|
68 |
|
Integra LifeSciences Holdings Corp * |
|
|
1,163 |
|
|
|
36 |
|
Intuitive Surgical Inc * |
|
|
2,461 |
|
|
|
990 |
|
Ionis Pharmaceuticals Inc * |
|
|
1,566 |
|
|
|
59 |
|
IQVIA Holdings Inc * |
|
|
267 |
|
|
|
59 |
|
Jazz Pharmaceuticals PLC * |
|
|
7,319 |
|
|
|
770 |
|
Koninklijke Philips NV * |
|
|
47,002 |
|
|
|
1,270 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Labcorp Holdings Inc |
|
|
513 |
|
|
$ |
100 |
|
LeMaitre Vascular Inc |
|
|
1,045 |
|
|
|
82 |
|
M3 Inc |
|
|
5,300 |
|
|
|
51 |
|
Masimo Corp * |
|
|
645 |
|
|
|
80 |
|
Medpace Holdings Inc * |
|
|
238 |
|
|
|
92 |
|
Medtronic PLC |
|
|
20,000 |
|
|
|
1,627 |
|
Mettler-Toledo International Inc * |
|
|
540 |
|
|
|
758 |
|
Molina Healthcare Inc * |
|
|
1 |
|
|
|
— |
|
Natera Inc * |
|
|
6,131 |
|
|
|
653 |
|
Neurocrine Biosciences Inc * |
|
|
4,676 |
|
|
|
633 |
|
Novocure Ltd * |
|
|
1,591 |
|
|
|
35 |
|
Penumbra Inc * |
|
|
330 |
|
|
|
63 |
|
Premier Inc, Cl A |
|
|
12,059 |
|
|
|
228 |
|
Prestige Consumer Healthcare Inc * |
|
|
16,138 |
|
|
|
1,038 |
|
Quest Diagnostics Inc |
|
|
2,735 |
|
|
|
388 |
|
QuidelOrtho Corp * |
|
|
738 |
|
|
|
33 |
|
Repligen Corp * |
|
|
2,688 |
|
|
|
401 |
|
ResMed Inc |
|
|
2,818 |
|
|
|
582 |
|
Royalty Pharma PLC, Cl A |
|
|
3,976 |
|
|
|
109 |
|
Sotera Health Co * |
|
|
5,022 |
|
|
|
56 |
|
STERIS PLC |
|
|
6,619 |
|
|
|
1,475 |
|
Stevanato Group SpA |
|
|
2,450 |
|
|
|
50 |
|
Stryker Corp |
|
|
2,405 |
|
|
|
820 |
|
Tandem Diabetes Care Inc * |
|
|
159 |
|
|
|
8 |
|
Teladoc Health Inc * |
|
|
293 |
|
|
|
3 |
|
Teleflex Inc |
|
|
1,029 |
|
|
|
215 |
|
United Therapeutics Corp * |
|
|
2,281 |
|
|
|
628 |
|
US Physical Therapy Inc |
|
|
80 |
|
|
|
8 |
|
Vaxcyte Inc * |
|
|
1,194 |
|
|
|
84 |
|
Veeva Systems Inc, Cl A * |
|
|
1,171 |
|
|
|
204 |
|
Waters Corp * |
|
|
2,039 |
|
|
|
630 |
|
West Pharmaceutical Services Inc |
|
|
425 |
|
|
|
141 |
|
Zimmer Biomet Holdings Inc |
|
|
5,327 |
|
|
|
613 |
|
Zoetis Inc, Cl A |
|
|
9,779 |
|
|
|
1,658 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
31,226 |
|
Industrials — 13.2% |
|
|
|
|
A O Smith Corp |
|
|
943 |
|
|
|
79 |
|
Acuity Brands Inc |
|
|
561 |
|
|
|
146 |
|
AECOM |
|
|
1,218 |
|
|
|
106 |
|
AerCap Holdings NV |
|
|
15,761 |
|
|
|
1,461 |
|
AGCO Corp |
|
|
675 |
|
|
|
72 |
|
Air Lease Corp, Cl A |
|
|
6,874 |
|
|
|
328 |
|
Alaska Air Group Inc * |
|
|
2,479 |
|
|
|
104 |
|
Allegion plc |
|
|
536 |
|
|
|
65 |
|
Allison Transmission Holdings Inc |
|
|
2,275 |
|
|
|
173 |
|
American Airlines Group Inc * |
|
|
4,404 |
|
|
|
51 |
|
AMETEK Inc |
|
|
3,249 |
|
|
|
551 |
|
AP Moller - Maersk A/S, Cl B |
|
|
783 |
|
|
|
1,421 |
|
Armstrong World Industries Inc |
|
|
1,080 |
|
|
|
125 |
|
Assa Abloy AB, Cl B |
|
|
45,170 |
|
|
|
1,319 |
|
Automatic Data Processing Inc |
|
|
7,280 |
|
|
|
1,783 |
|
AutoStore Holdings Ltd * |
|
|
26,907 |
|
|
|
38 |
|
Avis Budget Group Inc |
|
|
323 |
|
|
|
37 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
AZEK Co Inc/The, Cl A * |
|
|
2,408 |
|
|
$ |
116 |
|
Booz Allen Hamilton Holding Corp, Cl A |
|
|
1,232 |
|
|
|
188 |
|
Broadridge Financial Solutions Inc |
|
|
381 |
|
|
|
77 |
|
CACI International Inc, Cl A * |
|
|
373 |
|
|
|
158 |
|
Carlisle Cos Inc |
|
|
402 |
|
|
|
168 |
|
Carrier Global Corp |
|
|
2,640 |
|
|
|
167 |
|
Caterpillar Inc |
|
|
256 |
|
|
|
87 |
|
CH Robinson Worldwide Inc |
|
|
994 |
|
|
|
86 |
|
ChargePoint Holdings Inc * |
|
|
7,231 |
|
|
|
12 |
|
Chart Industries Inc * |
|
|
1,314 |
|
|
|
206 |
|
Cintas Corp |
|
|
215 |
|
|
|
146 |
|
Clarivate PLC * |
|
|
9,578 |
|
|
|
55 |
|
CNH Industrial NV |
|
|
58,813 |
|
|
|
621 |
|
Computershare Ltd |
|
|
12,046 |
|
|
|
213 |
|
Concentrix Corp |
|
|
404 |
|
|
|
25 |
|
Copart Inc * |
|
|
3,236 |
|
|
|
172 |
|
Core & Main Inc, Cl A * |
|
|
1,847 |
|
|
|
106 |
|
CSX Corp |
|
|
4,524 |
|
|
|
153 |
|
Cummins Inc |
|
|
1,667 |
|
|
|
470 |
|
Dayforce Inc * |
|
|
1,194 |
|
|
|
59 |
|
Deere & Co |
|
|
1,975 |
|
|
|
740 |
|
Delta Air Lines Inc |
|
|
15,680 |
|
|
|
800 |
|
Diploma PLC |
|
|
8,463 |
|
|
|
441 |
|
Donaldson Co Inc |
|
|
397 |
|
|
|
29 |
|
Dover Corp |
|
|
1,366 |
|
|
|
251 |
|
Eaton Corp PLC |
|
|
3,417 |
|
|
|
1,137 |
|
EMCOR Group Inc |
|
|
908 |
|
|
|
353 |
|
Emerson Electric Co |
|
|
1,607 |
|
|
|
180 |
|
Enerpac Tool Group Corp, Cl A |
|
|
24,622 |
|
|
|
968 |
|
Enpro Inc |
|
|
439 |
|
|
|
67 |
|
Enviri Corp * |
|
|
86,138 |
|
|
|
762 |
|
ExlService Holdings Inc * |
|
|
5,410 |
|
|
|
162 |
|
Expeditors International of Washington Inc |
|
|
896 |
|
|
|
108 |
|
Experian PLC |
|
|
33,640 |
|
|
|
1,545 |
|
Fastenal Co |
|
|
1,128 |
|
|
|
74 |
|
FedEx Corp |
|
|
2,248 |
|
|
|
571 |
|
Ferguson PLC |
|
|
409 |
|
|
|
84 |
|
Flowserve Corp |
|
|
1,306 |
|
|
|
65 |
|
Fortive Corp |
|
|
627 |
|
|
|
47 |
|
Fortune Brands Innovations Inc |
|
|
945 |
|
|
|
66 |
|
FTI Consulting Inc * |
|
|
918 |
|
|
|
197 |
|
Gates Industrial Corp PLC * |
|
|
5,238 |
|
|
|
91 |
|
Generac Holdings Inc * |
|
|
427 |
|
|
|
63 |
|
Genpact Ltd |
|
|
21,598 |
|
|
|
714 |
|
GFL Environmental Inc |
|
|
32,870 |
|
|
|
1,034 |
|
Graco Inc |
|
|
401 |
|
|
|
32 |
|
Hayward Holdings Inc * |
|
|
5,405 |
|
|
|
78 |
|
HEICO Corp |
|
|
870 |
|
|
|
193 |
|
HEICO Corp, Cl A |
|
|
600 |
|
|
|
105 |
|
Hertz Global Holdings Inc * |
|
|
6,414 |
|
|
|
28 |
|
Hexcel Corp |
|
|
889 |
|
|
|
61 |
|
Howmet Aerospace Inc |
|
|
2,891 |
|
|
|
245 |
|
Hubbell Inc, Cl B |
|
|
100 |
|
|
|
39 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Huron Consulting Group Inc * |
|
|
270 |
|
|
$ |
24 |
|
IDEX Corp |
|
|
425 |
|
|
|
89 |
|
Illinois Tool Works Inc |
|
|
3,263 |
|
|
|
792 |
|
IMCD NV |
|
|
459 |
|
|
|
69 |
|
Ingersoll Rand Inc |
|
|
1,197 |
|
|
|
111 |
|
Insperity Inc |
|
|
1,029 |
|
|
|
97 |
|
ITT Inc |
|
|
1,117 |
|
|
|
148 |
|
JB Hunt Transport Services Inc |
|
|
477 |
|
|
|
77 |
|
Johnson Controls International plc |
|
|
9,066 |
|
|
|
652 |
|
Kirby Corp * |
|
|
2,029 |
|
|
|
252 |
|
Knight-Swift Transportation Holdings Inc, Cl A |
|
|
1,117 |
|
|
|
54 |
|
Korn Ferry |
|
|
1,643 |
|
|
|
108 |
|
Landstar System Inc |
|
|
336 |
|
|
|
61 |
|
Legrand SA |
|
|
12,691 |
|
|
|
1,365 |
|
Lennox International Inc |
|
|
194 |
|
|
|
98 |
|
LG Corp |
|
|
2,526 |
|
|
|
149 |
|
Lincoln Electric Holdings Inc |
|
|
809 |
|
|
|
159 |
|
Lyft Inc, Cl A * |
|
|
1,618 |
|
|
|
25 |
|
ManpowerGroup Inc |
|
|
944 |
|
|
|
70 |
|
Masco Corp |
|
|
1,109 |
|
|
|
78 |
|
MasTec Inc * |
|
|
834 |
|
|
|
94 |
|
MDU Resources Group Inc |
|
|
2,166 |
|
|
|
55 |
|
Mercury Systems Inc * |
|
|
1,569 |
|
|
|
49 |
|
Middleby Corp/The * |
|
|
535 |
|
|
|
69 |
|
MSA Safety Inc |
|
|
401 |
|
|
|
72 |
|
MSC Industrial Direct Co Inc, Cl A |
|
|
5,596 |
|
|
|
481 |
|
Nordson Corp |
|
|
843 |
|
|
|
198 |
|
Norfolk Southern Corp |
|
|
420 |
|
|
|
94 |
|
nVent Electric PLC |
|
|
2,436 |
|
|
|
198 |
|
Old Dominion Freight Line Inc |
|
|
3,432 |
|
|
|
601 |
|
Oshkosh Corp |
|
|
1,137 |
|
|
|
129 |
|
Otis Worldwide Corp |
|
|
11,012 |
|
|
|
1,092 |
|
Owens Corning |
|
|
790 |
|
|
|
143 |
|
PACCAR Inc |
|
|
1,156 |
|
|
|
124 |
|
Parker-Hannifin Corp |
|
|
128 |
|
|
|
68 |
|
Paychex Inc |
|
|
550 |
|
|
|
66 |
|
Paycom Software Inc |
|
|
217 |
|
|
|
32 |
|
Paycor HCM Inc * |
|
|
2,683 |
|
|
|
33 |
|
Paylocity Holding Corp * |
|
|
467 |
|
|
|
66 |
|
Pentair PLC |
|
|
1,364 |
|
|
|
111 |
|
Quanta Services Inc |
|
|
191 |
|
|
|
53 |
|
RB Global Inc |
|
|
1,099 |
|
|
|
80 |
|
Regal Rexnord Corp |
|
|
733 |
|
|
|
110 |
|
RELX PLC |
|
|
38,805 |
|
|
|
1,688 |
|
Republic Services Inc, Cl A |
|
|
700 |
|
|
|
130 |
|
Robert Half Inc |
|
|
1,607 |
|
|
|
103 |
|
Rockwell Automation Inc |
|
|
1,053 |
|
|
|
271 |
|
Rollins Inc |
|
|
2,023 |
|
|
|
92 |
|
Ryder System Inc |
|
|
2,375 |
|
|
|
289 |
|
Saia Inc * |
|
|
191 |
|
|
|
78 |
|
Schneider National Inc, Cl B |
|
|
2,470 |
|
|
|
56 |
|
Science Applications International Corp |
|
|
487 |
|
|
|
66 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Sensata Technologies Holding PLC |
|
|
6,719 |
|
|
$ |
278 |
|
Signify NV |
|
|
55,625 |
|
|
|
1,505 |
|
SiteOne Landscape Supply Inc * |
|
|
487 |
|
|
|
75 |
|
SMS Co Ltd |
|
|
28,400 |
|
|
|
352 |
|
Snap-on Inc |
|
|
234 |
|
|
|
64 |
|
Societe BIC SA |
|
|
942 |
|
|
|
70 |
|
Southwest Airlines Co |
|
|
1,122 |
|
|
|
30 |
|
Standex International Corp |
|
|
1,683 |
|
|
|
283 |
|
Stanley Black & Decker Inc |
|
|
4,972 |
|
|
|
433 |
|
Sunrun Inc * |
|
|
439 |
|
|
|
6 |
|
Tetra Tech Inc |
|
|
1,268 |
|
|
|
266 |
|
Timken Co/The |
|
|
1,209 |
|
|
|
105 |
|
Toro Co/The |
|
|
721 |
|
|
|
58 |
|
Toromont Industries Ltd |
|
|
5,172 |
|
|
|
452 |
|
Trane Technologies PLC |
|
|
2,634 |
|
|
|
863 |
|
TransDigm Group Inc |
|
|
58 |
|
|
|
78 |
|
TransUnion |
|
|
974 |
|
|
|
70 |
|
Trex Co Inc * |
|
|
956 |
|
|
|
83 |
|
Uber Technologies Inc * |
|
|
1,349 |
|
|
|
87 |
|
UniFirst Corp/MA |
|
|
449 |
|
|
|
71 |
|
Union Pacific Corp |
|
|
3,457 |
|
|
|
805 |
|
United Airlines Holdings Inc * |
|
|
1,164 |
|
|
|
62 |
|
United Parcel Service Inc, Cl B |
|
|
5,859 |
|
|
|
814 |
|
United Rentals Inc |
|
|
308 |
|
|
|
206 |
|
Valmont Industries Inc |
|
|
292 |
|
|
|
73 |
|
VAT Group AG |
|
|
141 |
|
|
|
76 |
|
Verisk Analytics Inc, Cl A |
|
|
474 |
|
|
|
120 |
|
Vertiv Holdings Co, Cl A |
|
|
1,593 |
|
|
|
156 |
|
Vestis Corp |
|
|
1,298 |
|
|
|
16 |
|
Waste Connections Inc |
|
|
8,921 |
|
|
|
1,466 |
|
Waste Management Inc |
|
|
3,911 |
|
|
|
824 |
|
Watsco Inc |
|
|
331 |
|
|
|
157 |
|
WESCO International Inc |
|
|
964 |
|
|
|
173 |
|
Westinghouse Air Brake Technologies Corp |
|
|
2,694 |
|
|
|
456 |
|
WillScot Mobile Mini Holdings Corp * |
|
|
1,711 |
|
|
|
67 |
|
Wolters Kluwer NV |
|
|
5,498 |
|
|
|
872 |
|
Woodward Inc |
|
|
800 |
|
|
|
149 |
|
WW Grainger Inc |
|
|
824 |
|
|
|
759 |
|
Xylem Inc/NY |
|
|
5,273 |
|
|
|
744 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
46,967 |
|
Information Technology — 23.6% |
|
|
|
|
Accenture PLC, Cl A |
|
|
5,970 |
|
|
|
1,685 |
|
Adobe Inc * |
|
|
2,572 |
|
|
|
1,144 |
|
Advanced Micro Devices Inc * |
|
|
10,159 |
|
|
|
1,696 |
|
Akamai Technologies Inc * |
|
|
5,807 |
|
|
|
536 |
|
Allegro MicroSystems Inc * |
|
|
1,597 |
|
|
|
48 |
|
Amdocs Ltd |
|
|
872 |
|
|
|
69 |
|
Amphenol Corp, Cl A |
|
|
1,822 |
|
|
|
241 |
|
Analog Devices Inc |
|
|
326 |
|
|
|
76 |
|
ANSYS Inc * |
|
|
247 |
|
|
|
78 |
|
Apple Inc |
|
|
50,760 |
|
|
|
9,759 |
|
Applied Materials Inc |
|
|
4,826 |
|
|
|
1,038 |
|
AppLovin Corp, Cl A * |
|
|
4,000 |
|
|
|
326 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Arista Networks Inc * |
|
|
2,910 |
|
|
$ |
866 |
|
Arrow Electronics Inc * |
|
|
1,030 |
|
|
|
135 |
|
ASML Holding NV |
|
|
1,677 |
|
|
|
1,585 |
|
Aspen Technology Inc * |
|
|
322 |
|
|
|
68 |
|
Atlassian Corp, Cl A * |
|
|
1 |
|
|
|
— |
|
Autodesk Inc * |
|
|
334 |
|
|
|
67 |
|
Avnet Inc |
|
|
1,907 |
|
|
|
104 |
|
Belden Inc |
|
|
657 |
|
|
|
63 |
|
Bentley Systems Inc, Cl B |
|
|
2,299 |
|
|
|
116 |
|
Broadcom Inc |
|
|
3,302 |
|
|
|
4,387 |
|
Brother Industries Ltd |
|
|
81,900 |
|
|
|
1,578 |
|
Cadence Design Systems Inc * |
|
|
832 |
|
|
|
238 |
|
CDW Corp/DE |
|
|
4,127 |
|
|
|
923 |
|
Check Point Software Technologies Ltd * |
|
|
7,699 |
|
|
|
1,159 |
|
Ciena Corp * |
|
|
1,878 |
|
|
|
90 |
|
Cirrus Logic Inc * |
|
|
1,236 |
|
|
|
142 |
|
Cisco Systems Inc |
|
|
19,204 |
|
|
|
893 |
|
Cloudflare Inc, Cl A * |
|
|
666 |
|
|
|
45 |
|
Cognex Corp |
|
|
6,582 |
|
|
|
300 |
|
Cognizant Technology Solutions Corp, Cl A |
|
|
869 |
|
|
|
57 |
|
Coherent Corp * |
|
|
2,594 |
|
|
|
148 |
|
Confluent Inc, Cl A * |
|
|
550 |
|
|
|
14 |
|
Datadog Inc, Cl A * |
|
|
1,075 |
|
|
|
118 |
|
DocuSign Inc, Cl A * |
|
|
497 |
|
|
|
27 |
|
Dolby Laboratories Inc, Cl A |
|
|
1,050 |
|
|
|
85 |
|
Dropbox Inc, Cl A * |
|
|
2,225 |
|
|
|
50 |
|
DXC Technology Co * |
|
|
2,083 |
|
|
|
32 |
|
Elastic NV * |
|
|
642 |
|
|
|
67 |
|
Enphase Energy Inc * |
|
|
500 |
|
|
|
64 |
|
Entegris Inc |
|
|
553 |
|
|
|
70 |
|
F5 Inc * |
|
|
506 |
|
|
|
86 |
|
Fair Isaac Corp * |
|
|
42 |
|
|
|
54 |
|
First Solar Inc * |
|
|
733 |
|
|
|
199 |
|
Fortinet Inc * |
|
|
1,010 |
|
|
|
60 |
|
Gartner Inc * |
|
|
205 |
|
|
|
86 |
|
Gen Digital Inc |
|
|
2,665 |
|
|
|
66 |
|
Gitlab Inc, Cl A * |
|
|
1,223 |
|
|
|
58 |
|
GLOBALFOUNDRIES Inc * |
|
|
1,155 |
|
|
|
57 |
|
Globant SA * |
|
|
146 |
|
|
|
24 |
|
GoDaddy Inc, Cl A * |
|
|
5,660 |
|
|
|
790 |
|
Guidewire Software Inc * |
|
|
1,075 |
|
|
|
122 |
|
Halma PLC |
|
|
13,884 |
|
|
|
394 |
|
Harmonic Inc * |
|
|
9,616 |
|
|
|
118 |
|
Hewlett Packard Enterprise Co |
|
|
41,813 |
|
|
|
738 |
|
Hexagon AB, Cl B |
|
|
36,106 |
|
|
|
396 |
|
HP Inc |
|
|
22,192 |
|
|
|
810 |
|
HubSpot Inc * |
|
|
83 |
|
|
|
51 |
|
Intel Corp |
|
|
11,891 |
|
|
|
367 |
|
International Business Machines Corp |
|
|
678 |
|
|
|
113 |
|
Intuit Inc |
|
|
4,062 |
|
|
|
2,342 |
|
IPG Photonics Corp * |
|
|
692 |
|
|
|
60 |
|
Jabil Inc |
|
|
593 |
|
|
|
71 |
|
Juniper Networks Inc |
|
|
15,906 |
|
|
|
567 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Keyence Corp |
|
|
200 |
|
|
$ |
90 |
|
Keysight Technologies Inc * |
|
|
2,282 |
|
|
|
316 |
|
KLA Corp |
|
|
445 |
|
|
|
338 |
|
Kulicke & Soffa Industries Inc |
|
|
1,690 |
|
|
|
77 |
|
Kyndryl Holdings Inc * |
|
|
7,926 |
|
|
|
211 |
|
Lam Research Corp |
|
|
1,016 |
|
|
|
947 |
|
Largan Precision Co Ltd |
|
|
3,000 |
|
|
|
212 |
|
Lattice Semiconductor Corp * |
|
|
677 |
|
|
|
50 |
|
Littelfuse Inc |
|
|
331 |
|
|
|
85 |
|
Lotes Co Ltd |
|
|
3,000 |
|
|
|
150 |
|
Lumentum Holdings Inc * |
|
|
1,071 |
|
|
|
47 |
|
Manhattan Associates Inc * |
|
|
64 |
|
|
|
14 |
|
Marvell Technology Inc |
|
|
11,348 |
|
|
|
781 |
|
Micron Technology Inc |
|
|
16,638 |
|
|
|
2,080 |
|
Microsoft Corp |
|
|
32,892 |
|
|
|
13,654 |
|
MKS Instruments Inc |
|
|
668 |
|
|
|
85 |
|
MongoDB Inc, Cl A * |
|
|
261 |
|
|
|
62 |
|
Monolithic Power Systems Inc |
|
|
659 |
|
|
|
485 |
|
Motorola Solutions Inc |
|
|
3,946 |
|
|
|
1,440 |
|
National Bank of Canada |
|
|
17,662 |
|
|
|
1,509 |
|
nCino Inc * |
|
|
762 |
|
|
|
23 |
|
NCR Voyix Corp * |
|
|
1,832 |
|
|
|
24 |
|
NetApp Inc |
|
|
1,531 |
|
|
|
184 |
|
Nokia Oyj |
|
|
426,148 |
|
|
|
1,661 |
|
Nutanix Inc, Cl A * |
|
|
3,455 |
|
|
|
191 |
|
NVIDIA Corp |
|
|
8,487 |
|
|
|
9,305 |
|
Okta Inc, Cl A * |
|
|
276 |
|
|
|
24 |
|
ON Semiconductor Corp * |
|
|
3,785 |
|
|
|
276 |
|
Oracle Corp |
|
|
3,681 |
|
|
|
431 |
|
Palo Alto Networks Inc * |
|
|
1 |
|
|
|
— |
|
Power Integrations Inc |
|
|
800 |
|
|
|
61 |
|
Procore Technologies Inc * |
|
|
905 |
|
|
|
61 |
|
PTC Inc * |
|
|
1 |
|
|
|
— |
|
QUALCOMM Inc |
|
|
5,570 |
|
|
|
1,137 |
|
RingCentral Inc, Cl A * |
|
|
199 |
|
|
|
7 |
|
Rogers Corp * |
|
|
596 |
|
|
|
70 |
|
Roper Technologies Inc |
|
|
137 |
|
|
|
73 |
|
Salesforce Inc |
|
|
4,138 |
|
|
|
970 |
|
Samsung Electronics Co Ltd |
|
|
24,218 |
|
|
|
1,283 |
|
SAP SE |
|
|
9,517 |
|
|
|
1,715 |
|
ServiceNow Inc * |
|
|
277 |
|
|
|
182 |
|
Silicon Laboratories Inc * |
|
|
508 |
|
|
|
64 |
|
Skyworks Solutions Inc |
|
|
606 |
|
|
|
56 |
|
Smartsheet Inc, Cl A * |
|
|
1,379 |
|
|
|
51 |
|
Snowflake Inc, Cl A * |
|
|
867 |
|
|
|
118 |
|
Synopsys Inc * |
|
|
73 |
|
|
|
41 |
|
Taiwan Semiconductor Manufacturing Co Ltd ADR |
|
|
16,539 |
|
|
|
2,498 |
|
TD SYNNEX Corp |
|
|
404 |
|
|
|
53 |
|
Teledyne Technologies Inc * |
|
|
157 |
|
|
|
62 |
|
Teradata Corp * |
|
|
1,199 |
|
|
|
39 |
|
Teradyne Inc |
|
|
2,868 |
|
|
|
404 |
|
Texas Instruments Inc |
|
|
407 |
|
|
|
79 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Trimble Inc * |
|
|
1,500 |
|
|
$ |
84 |
|
Twilio Inc, Cl A * |
|
|
463 |
|
|
|
27 |
|
Tyler Technologies Inc * |
|
|
237 |
|
|
|
114 |
|
Ubiquiti Inc |
|
|
331 |
|
|
|
47 |
|
UiPath Inc, Cl A * |
|
|
4,862 |
|
|
|
60 |
|
Unity Software Inc * |
|
|
585 |
|
|
|
11 |
|
Universal Display Corp |
|
|
2,260 |
|
|
|
397 |
|
VeriSign Inc * |
|
|
2,996 |
|
|
|
522 |
|
Viasat Inc * |
|
|
2,518 |
|
|
|
43 |
|
Viavi Solutions Inc * |
|
|
6,176 |
|
|
|
46 |
|
Vontier Corp |
|
|
9,773 |
|
|
|
391 |
|
Western Digital Corp * |
|
|
2,446 |
|
|
|
184 |
|
Wolfspeed Inc * |
|
|
341 |
|
|
|
9 |
|
Workday Inc, Cl A * |
|
|
1,592 |
|
|
|
337 |
|
Zebra Technologies Corp, Cl A * |
|
|
677 |
|
|
|
211 |
|
Zoom Video Communications Inc, Cl A * |
|
|
186 |
|
|
|
11 |
|
Zscaler Inc * |
|
|
487 |
|
|
|
83 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
84,169 |
|
Materials — 4.0% |
|
|
|
|
Air Products and Chemicals Inc |
|
|
2,804 |
|
|
|
748 |
|
Albemarle Corp |
|
|
467 |
|
|
|
57 |
|
Alcoa Corp |
|
|
4,724 |
|
|
|
209 |
|
Amcor PLC |
|
|
8,591 |
|
|
|
87 |
|
Anglo American PLC |
|
|
16,944 |
|
|
|
542 |
|
AptarGroup Inc |
|
|
1,090 |
|
|
|
161 |
|
Arcadium Lithium PLC * |
|
|
20,846 |
|
|
|
92 |
|
Ardagh Metal Packaging SA |
|
|
19,120 |
|
|
|
76 |
|
Avery Dennison Corp |
|
|
548 |
|
|
|
125 |
|
Axalta Coating Systems Ltd * |
|
|
19,933 |
|
|
|
709 |
|
Ball Corp |
|
|
927 |
|
|
|
64 |
|
Berry Global Group Inc |
|
|
1,072 |
|
|
|
64 |
|
Cabot Corp |
|
|
1,164 |
|
|
|
119 |
|
Celanese Corp, Cl A |
|
|
707 |
|
|
|
107 |
|
CF Industries Holdings Inc |
|
|
2,717 |
|
|
|
217 |
|
Chemours Co/The |
|
|
3,046 |
|
|
|
76 |
|
Cleveland-Cliffs Inc * |
|
|
4,585 |
|
|
|
79 |
|
Covestro AG * |
|
|
14,389 |
|
|
|
772 |
|
Crown Holdings Inc |
|
|
5,279 |
|
|
|
444 |
|
Dow Inc |
|
|
975 |
|
|
|
56 |
|
DuPont de Nemours Inc |
|
|
9,451 |
|
|
|
777 |
|
Eastman Chemical Co |
|
|
4,713 |
|
|
|
478 |
|
Ecolab Inc |
|
|
466 |
|
|
|
108 |
|
Element Solutions Inc |
|
|
5,641 |
|
|
|
136 |
|
FMC Corp |
|
|
11,270 |
|
|
|
687 |
|
Freeport-McMoRan Inc |
|
|
5,276 |
|
|
|
278 |
|
Graphic Packaging Holding Co |
|
|
4,953 |
|
|
|
140 |
|
Huntsman Corp |
|
|
4,477 |
|
|
|
111 |
|
Ingevity Corp * |
|
|
1,326 |
|
|
|
65 |
|
Innospec Inc |
|
|
1,185 |
|
|
|
155 |
|
International Flavors & Fragrances Inc |
|
|
737 |
|
|
|
71 |
|
International Paper Co |
|
|
1,238 |
|
|
|
56 |
|
Linde PLC |
|
|
168 |
|
|
|
73 |
|
Louisiana-Pacific Corp |
|
|
1,691 |
|
|
|
155 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
LyondellBasell Industries NV, Cl A |
|
|
607 |
|
|
$ |
60 |
|
Martin Marietta Materials Inc |
|
|
1,672 |
|
|
|
957 |
|
Mosaic Co/The |
|
|
2,498 |
|
|
|
77 |
|
NewMarket Corp |
|
|
145 |
|
|
|
78 |
|
Newmont Corp |
|
|
14,973 |
|
|
|
628 |
|
Nucor Corp |
|
|
870 |
|
|
|
147 |
|
O-I Glass Inc, Cl I * |
|
|
8,446 |
|
|
|
107 |
|
Packaging Corp of America |
|
|
472 |
|
|
|
87 |
|
PPG Industries Inc |
|
|
510 |
|
|
|
67 |
|
Quaker Chemical Corp |
|
|
241 |
|
|
|
44 |
|
Reliance Inc |
|
|
4,921 |
|
|
|
1,480 |
|
Rio Tinto Ltd |
|
|
5,521 |
|
|
|
475 |
|
Royal Gold Inc |
|
|
466 |
|
|
|
60 |
|
Scotts Miracle-Gro Co/The |
|
|
796 |
|
|
|
55 |
|
Sealed Air Corp |
|
|
1,831 |
|
|
|
71 |
|
Sherwin-Williams Co/The |
|
|
3,464 |
|
|
|
1,052 |
|
Sonoco Products Co |
|
|
903 |
|
|
|
55 |
|
SSR Mining Inc |
|
|
5,467 |
|
|
|
29 |
|
Steel Dynamics Inc |
|
|
1,777 |
|
|
|
238 |
|
United States Steel Corp |
|
|
4,118 |
|
|
|
158 |
|
Vulcan Materials Co |
|
|
363 |
|
|
|
93 |
|
Westrock Co |
|
|
1,448 |
|
|
|
78 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
14,190 |
|
Real Estate — 2.1% |
|
|
|
|
Alexandria Real Estate Equities Inc ‡ |
|
|
322 |
|
|
|
38 |
|
American Homes 4 Rent, Cl A ‡ |
|
|
2,436 |
|
|
|
88 |
|
American Tower Corp ‡ |
|
|
3,377 |
|
|
|
661 |
|
Americold Realty Trust Inc ‡ |
|
|
1,965 |
|
|
|
52 |
|
AvalonBay Communities Inc ‡ |
|
|
909 |
|
|
|
175 |
|
Boston Properties Inc ‡ |
|
|
2,949 |
|
|
|
179 |
|
Brixmor Property Group Inc ‡ |
|
|
4,961 |
|
|
|
112 |
|
CBRE Group Inc, Cl A * |
|
|
5,245 |
|
|
|
462 |
|
COPT Defense Properties ‡ |
|
|
3,768 |
|
|
|
93 |
|
CoStar Group Inc * |
|
|
712 |
|
|
|
56 |
|
Cousins Properties Inc ‡ |
|
|
2,645 |
|
|
|
61 |
|
Crown Castle Inc ‡ |
|
|
4,114 |
|
|
|
422 |
|
CubeSmart ‡ |
|
|
1,472 |
|
|
|
62 |
|
Digital Realty Trust Inc ‡ |
|
|
437 |
|
|
|
63 |
|
EastGroup Properties Inc ‡ |
|
|
635 |
|
|
|
105 |
|
Equinix Inc ‡ |
|
|
1,266 |
|
|
|
966 |
|
Equity LifeStyle Properties Inc ‡ |
|
|
1,548 |
|
|
|
97 |
|
Equity Residential ‡ |
|
|
780 |
|
|
|
51 |
|
Essex Property Trust Inc ‡ |
|
|
187 |
|
|
|
49 |
|
Extra Space Storage Inc ‡ |
|
|
460 |
|
|
|
67 |
|
Federal Realty Investment Trust ‡ |
|
|
402 |
|
|
|
41 |
|
First Industrial Realty Trust Inc ‡ |
|
|
1,196 |
|
|
|
56 |
|
Healthpeak Properties Inc ‡ |
|
|
3,935 |
|
|
|
78 |
|
Highwoods Properties Inc ‡ |
|
|
2,287 |
|
|
|
59 |
|
Host Hotels & Resorts Inc ‡ |
|
|
9,310 |
|
|
|
167 |
|
Howard Hughes Holdings Inc * |
|
|
411 |
|
|
|
27 |
|
Iron Mountain Inc ‡ |
|
|
1,533 |
|
|
|
124 |
|
Jones Lang LaSalle Inc * |
|
|
410 |
|
|
|
83 |
|
Kilroy Realty Corp ‡ |
|
|
811 |
|
|
|
27 |
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
Kimco Realty Corp ‡ |
|
|
2,506 |
|
|
$ |
48 |
|
Lamar Advertising Co, Cl A ‡ |
|
|
862 |
|
|
|
102 |
|
Mid-America Apartment Communities Inc ‡ |
|
|
482 |
|
|
|
64 |
|
NET Lease Office Properties ‡ |
|
|
3,015 |
|
|
|
72 |
|
Newmark Group Inc, Cl A |
|
|
11,057 |
|
|
|
115 |
|
NNN REIT Inc ‡ |
|
|
993 |
|
|
|
41 |
|
Park Hotels & Resorts Inc ‡ |
|
|
5,035 |
|
|
|
80 |
|
Prologis Inc ‡ |
|
|
6,809 |
|
|
|
752 |
|
Public Storage ‡ |
|
|
298 |
|
|
|
82 |
|
Rayonier Inc ‡ |
|
|
2,788 |
|
|
|
84 |
|
Realty Income Corp ‡ |
|
|
1,634 |
|
|
|
87 |
|
Regency Centers Corp ‡ |
|
|
826 |
|
|
|
51 |
|
Rexford Industrial Realty Inc ‡ |
|
|
1,192 |
|
|
|
54 |
|
SBA Communications Corp, Cl A ‡ |
|
|
1,053 |
|
|
|
207 |
|
Simon Property Group Inc ‡ |
|
|
566 |
|
|
|
86 |
|
STAG Industrial Inc ‡ |
|
|
3,653 |
|
|
|
128 |
|
Swire Pacific Ltd, Cl A |
|
|
20,000 |
|
|
|
174 |
|
Terreno Realty Corp ‡ |
|
|
1,746 |
|
|
|
99 |
|
UDR Inc ‡ |
|
|
2,288 |
|
|
|
88 |
|
Ventas Inc ‡ |
|
|
1,890 |
|
|
|
95 |
|
Vornado Realty Trust ‡ |
|
|
765 |
|
|
|
19 |
|
Welltower Inc ‡ |
|
|
1,829 |
|
|
|
190 |
|
Weyerhaeuser Co ‡ |
|
|
2,954 |
|
|
|
89 |
|
Zillow Group Inc, Cl C * |
|
|
1,894 |
|
|
|
77 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
7,405 |
|
Utilities — 2.4% |
|
|
|
|
AES Corp/The |
|
|
4,013 |
|
|
|
87 |
|
Alliant Energy Corp |
|
|
1,828 |
|
|
|
94 |
|
Ameren Corp |
|
|
786 |
|
|
|
58 |
|
American Electric Power Co Inc |
|
|
1,847 |
|
|
|
167 |
|
American Water Works Co Inc |
|
|
2,358 |
|
|
|
308 |
|
Atmos Energy Corp |
|
|
534 |
|
|
|
62 |
|
Avangrid Inc |
|
|
2,174 |
|
|
|
78 |
|
Brookfield Infrastructure Corp, Cl A |
|
|
1,361 |
|
|
|
47 |
|
Brookfield Renewable Corp, Cl A |
|
|
3,044 |
|
|
|
96 |
|
CenterPoint Energy Inc |
|
|
3,540 |
|
|
|
108 |
|
Clearway Energy Inc, Cl C |
|
|
2,159 |
|
|
|
60 |
|
CMS Energy Corp |
|
|
5,948 |
|
|
|
374 |
|
Consolidated Edison Inc |
|
|
3,038 |
|
|
|
287 |
|
Dominion Energy Inc |
|
|
1,583 |
|
|
|
85 |
|
DTE Energy Co |
|
|
931 |
|
|
|
108 |
|
Duke Energy Corp |
|
|
2,448 |
|
|
|
254 |
|
Edison International |
|
|
7,451 |
|
|
|
573 |
|
Entergy Corp |
|
|
595 |
|
|
|
67 |
|
Essential Utilities Inc |
|
|
1,211 |
|
|
|
46 |
|
Evergy Inc |
|
|
833 |
|
|
|
46 |
|
Exelon Corp |
|
|
15,856 |
|
|
|
595 |
|
FirstEnergy Corp |
|
|
11,167 |
|
|
|
450 |
|
IDACORP Inc, Cl Rights |
|
|
994 |
|
|
|
95 |
|
National Fuel Gas Co |
|
|
1,319 |
|
|
|
75 |
|
NextEra Energy Inc |
|
|
14,684 |
|
|
|
1,175 |
|
NiSource Inc |
|
|
1,440 |
|
|
|
42 |
|
NRG Energy Inc |
|
|
16,896 |
|
|
|
1,369 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
COMMON STOCK (continued) |
OGE Energy Corp |
|
|
2,708 |
|
|
$ |
98 |
|
Pinnacle West Capital Corp |
|
|
566 |
|
|
|
45 |
|
PPL Corp |
|
|
23,068 |
|
|
|
677 |
|
Public Service Enterprise Group Inc |
|
|
1,010 |
|
|
|
76 |
|
Sempra |
|
|
932 |
|
|
|
72 |
|
Spire Inc |
|
|
978 |
|
|
|
60 |
|
UGI Corp |
|
|
1,904 |
|
|
|
48 |
|
Vistra Corp |
|
|
1,148 |
|
|
|
114 |
|
WEC Energy Group Inc |
|
|
737 |
|
|
|
60 |
|
Xcel Energy Inc |
|
|
6,735 |
|
|
|
373 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,429 |
|
Total Common Stock |
|
|
|
|
|
|
|
|
(Cost $243,790) ($ Thousands) |
|
|
|
|
|
|
346,298 |
|
| |
|
|
|
|
|
|
|
|
PREFERRED STOCK — 0.6% |
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 0.1% |
|
|
|
|
Volkswagen AG (A) |
|
|
2,540 |
|
|
|
317 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Shares |
|
|
Market Value
($ Thousands) |
|
PREFERRED STOCK (continued) |
Consumer Staples — 0.5% |
|
|
|
|
Henkel AG & Co KGaA (A) |
|
|
19,311 |
|
|
$ |
1,743 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
|
|
|
|
|
|
(Cost $1,869) ($ Thousands) |
|
|
|
|
|
|
2,060 |
|
| |
|
|
Number of
Rights |
|
|
|
|
|
RIGHTS — 0.0% |
United States — 0.0% |
|
|
|
|
Abiomed Inc *‡‡ |
|
|
297 |
|
|
|
– |
|
Total Rights |
|
|
|
|
|
|
|
|
(Cost $—) ($ Thousands) |
|
|
|
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 1.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.050%**† |
|
|
4,582,286 |
|
|
|
4,582 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,582) ($ Thousands) |
|
|
|
|
|
|
4,582 |
|
Total Investments in Securities — 99.2% |
|
|
|
|
|
|
|
|
(Cost $250,241) ($ Thousands) |
|
$ |
352,940 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of the open futures contracts held by the Fund at May 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Russell 2000 Index E-MINI |
|
|
6 |
|
|
|
Jun-2024 |
|
|
$ |
615 |
|
|
$ |
623 |
|
|
$ |
8 |
|
S&P 500 Index E-MINI |
|
|
16 |
|
|
|
Jun-2024 |
|
|
|
4,170 |
|
|
|
4,237 |
|
|
|
67 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
4,785 |
|
|
$ |
4,860 |
|
|
$ |
75 |
|
|
Percentages are based on Net Assets of $355,940 ($ Thousands). |
* |
Non-income producing security. |
** |
The rate reported is the 7-day effective yield as of May 31, 2024. |
† |
Investment in Affiliated Security. |
‡ |
Real Estate Investment Trust. |
‡‡ |
Expiration date not available. |
(A) |
No interest rate available. |
ADR — American Depositary Receipt |
Cl — Class |
Ltd. — Limited |
MSCI — Morgan Stanley Capital International |
NASDAQ – National Association of Securities Dealers and Automated Quotations |
PLC — Public Limited Company |
S&P— Standard & Poor's |
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Equity Fund (Concluded)
The following is a summary of the Fund’s transactions with affiliates for the period ended May 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
2/29/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
5/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
4,022 |
|
|
$ |
5,145 |
|
|
$ |
(4,585 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,582 |
|
|
$ |
60 |
|
|
$ |
— |
|
Amounts designated as “—” are either $0 or have been rounded to $0.
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES — 34.7% |
Agency Mortgage-Backed Obligations — 28.0% |
|
|
|
|
FHLMC |
|
|
|
|
|
|
|
|
6.500%, 02/01/2053 to 02/01/2054 |
|
$ |
353 |
|
|
$ |
361 |
|
6.000%, 03/01/2035 to 03/01/2054 |
|
|
1,195 |
|
|
|
1,209 |
|
5.500%, 04/01/2030 to 09/01/2053 |
|
|
1,186 |
|
|
|
1,175 |
|
5.000%, 06/01/2041 to 05/01/2053 |
|
|
1,477 |
|
|
|
1,432 |
|
4.500%, 06/01/2038 to 11/01/2052 |
|
|
615 |
|
|
|
588 |
|
4.000%, 07/01/2037 to 02/01/2053 |
|
|
744 |
|
|
|
688 |
|
3.500%, 04/01/2033 to 04/01/2052 |
|
|
1,237 |
|
|
|
1,120 |
|
3.000%, 06/01/2034 to 06/01/2052 |
|
|
3,358 |
|
|
|
2,945 |
|
2.500%, 01/01/2050 to 05/01/2052 |
|
|
4,419 |
|
|
|
3,631 |
|
2.000%, 09/01/2040 to 11/01/2051 |
|
|
2,622 |
|
|
|
2,102 |
|
1.500%, 11/01/2040 to 03/01/2052 |
|
|
469 |
|
|
|
371 |
|
FHLMC ARM |
|
|
|
|
|
|
|
|
5.974%, RFUCCT1Y + 1.623%, 10/01/2046(A) |
|
|
187 |
|
|
|
190 |
|
5.943%, RFUCCT1Y + 1.598%, 06/01/2047(A) |
|
|
85 |
|
|
|
86 |
|
3.101%, RFUCCT1Y + 1.621%, 02/01/2050(A) |
|
|
62 |
|
|
|
60 |
|
3.006%, RFUCCT1Y + 1.627%, 11/01/2048(A) |
|
|
46 |
|
|
|
43 |
|
2.872%, RFUCCT1Y + 1.619%, 11/01/2047(A) |
|
|
51 |
|
|
|
49 |
|
2.634%, RFUCCT1Y + 1.634%, 12/01/2050(A) |
|
|
97 |
|
|
|
88 |
|
FHLMC CMO, Ser 2014-328, Cl S4, IO |
|
|
|
|
|
|
|
|
0.228%, 02/15/2038(A) |
|
|
17 |
|
|
|
1 |
|
FHLMC CMO, Ser 2014-4415, IO |
|
|
|
|
|
|
|
|
0.166%, 04/15/2041(A) |
|
|
77 |
|
|
|
5 |
|
FHLMC CMO, Ser 2015-4494, Cl AI, IO |
|
|
|
|
|
|
|
|
0.215%, 11/15/2038(A) |
|
|
81 |
|
|
|
6 |
|
FHLMC CMO, Ser 2018-4813, Cl CJ |
|
|
|
|
|
|
|
|
3.000%, 08/15/2048 |
|
|
46 |
|
|
|
39 |
|
FHLMC CMO, Ser 2020-5010, Cl JI, IO |
|
|
|
|
|
|
|
|
2.500%, 09/25/2050 |
|
|
76 |
|
|
|
12 |
|
FHLMC CMO, Ser 2020-5018, Cl MI, IO |
|
|
|
|
|
|
|
|
2.000%, 10/25/2050 |
|
|
80 |
|
|
|
11 |
|
FHLMC CMO, Ser 2020-5038, Cl PJ |
|
|
|
|
|
|
|
|
0.750%, 10/25/2050 |
|
|
300 |
|
|
|
206 |
|
FHLMC CMO, Ser 2021-5071, Cl IH, IO |
|
|
|
|
|
|
|
|
2.500%, 02/25/2051 |
|
|
80 |
|
|
|
10 |
|
FHLMC CMO, Ser 2021-5118, Cl NI, IO |
|
|
|
|
|
|
|
|
2.000%, 02/25/2051 |
|
|
756 |
|
|
|
99 |
|
FHLMC CMO, Ser 2022-5224, Cl HL |
|
|
|
|
|
|
|
|
4.000%, 04/25/2052 |
|
|
200 |
|
|
|
175 |
|
FHLMC CMO, Ser 2022-5230, Cl PE |
|
|
|
|
|
|
|
|
2.000%, 12/25/2051 |
|
|
100 |
|
|
|
77 |
|
FHLMC CMO, Ser 2023-5377, IO |
|
|
|
|
|
|
|
|
2.500%, 12/25/2051 |
|
|
874 |
|
|
|
114 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1517, Cl X1, IO |
|
|
|
|
|
|
|
|
1.323%, 07/25/2035(A) |
|
|
235 |
|
|
|
24 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1519, Cl X1, IO |
|
|
|
|
|
|
|
|
0.594%, 12/25/2035(A) |
|
$ |
2,057 |
|
|
$ |
94 |
|
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2021-K124, Cl X1, IO |
|
|
|
|
|
|
|
|
0.718%, 12/25/2030(A) |
|
|
2,983 |
|
|
|
111 |
|
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl MAU |
|
|
|
|
|
|
|
|
3.250%, 11/25/2061 |
|
|
293 |
|
|
|
258 |
|
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1 |
|
|
|
|
|
|
|
|
7.738%, SOFR30A + 2.414%, 01/25/2050(A)(B) |
|
|
180 |
|
|
|
184 |
|
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |
|
|
|
|
|
|
|
|
6.824%, SOFR30A + 1.500%, 10/25/2041(A)(B) |
|
|
260 |
|
|
|
261 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |
|
|
|
|
|
|
|
|
7.724%, SOFR30A + 2.400%, 02/25/2042(A)(B) |
|
|
200 |
|
|
|
205 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2 |
|
|
|
|
|
|
|
|
9.074%, SOFR30A + 3.750%, 02/25/2042(A)(B) |
|
|
110 |
|
|
|
116 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1 |
|
|
|
|
|
|
|
|
10.974%, SOFR30A + 5.650%, 04/25/2042(A)(B) |
|
|
120 |
|
|
|
131 |
|
FHLMC STACR REMIC Trust, Ser 2022-DNA6, Cl M1A |
|
|
|
|
|
|
|
|
7.474%, SOFR30A + 2.150%, 09/25/2042(A)(B) |
|
|
71 |
|
|
|
72 |
|
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A |
|
|
|
|
|
|
|
|
7.424%, SOFR30A + 2.100%, 04/25/2043(A)(B) |
|
|
174 |
|
|
|
177 |
|
FHLMC STACR REMIC Trust, Ser 2024-DNA1, Cl M2 |
|
|
|
|
|
|
|
|
7.274%, SOFR30A + 1.950%, 02/25/2044(A)(B) |
|
|
250 |
|
|
|
253 |
|
FNMA |
|
|
|
|
|
|
|
|
6.500%, 01/01/2053 to 03/01/2054 |
|
|
360 |
|
|
|
369 |
|
6.000%, 12/01/2052 to 06/01/2053 |
|
|
458 |
|
|
|
462 |
|
5.500%, 08/01/2049 to 11/01/2053 |
|
|
1,840 |
|
|
|
1,821 |
|
5.000%, 07/01/2052 to 08/01/2053 |
|
|
2,564 |
|
|
|
2,498 |
|
4.500%, 07/01/2033 to 01/01/2059 |
|
|
3,634 |
|
|
|
3,463 |
|
4.000%, 01/01/2037 to 06/01/2057 |
|
|
2,829 |
|
|
|
2,615 |
|
3.500%, 12/01/2034 to 05/01/2052 |
|
|
3,555 |
|
|
|
3,200 |
|
3.000%, 11/01/2034 to 09/01/2061 |
|
|
4,312 |
|
|
|
3,749 |
|
2.810%, 04/01/2025 |
|
|
40 |
|
|
|
39 |
|
2.500%, 01/01/2032 to 07/01/2061 |
|
|
7,987 |
|
|
|
6,671 |
|
2.000%, 10/01/2040 to 03/01/2052 |
|
|
3,662 |
|
|
|
2,936 |
|
1.500%, 11/01/2041 to 03/01/2051 |
|
|
337 |
|
|
|
265 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
FNMA ARM |
|
|
|
|
|
|
|
|
6.186%, RFUCCT1Y + 1.589%, 04/01/2047(A) |
|
$ |
106 |
|
|
$ |
106 |
|
FNMA CMO, Ser 2012-118, Cl VZ |
|
|
|
|
|
|
|
|
3.000%, 11/25/2042 |
|
|
125 |
|
|
|
110 |
|
FNMA CMO, Ser 2014-6, Cl Z |
|
|
|
|
|
|
|
|
2.500%, 02/25/2044 |
|
|
129 |
|
|
|
108 |
|
FNMA CMO, Ser 2015-55, IO |
|
|
|
|
|
|
|
|
0.176%, 08/25/2055(A) |
|
|
69 |
|
|
|
3 |
|
FNMA CMO, Ser 2015-56, Cl AS, IO |
|
|
|
|
|
|
|
|
0.712%, 08/25/2045(A) |
|
|
103 |
|
|
|
11 |
|
FNMA CMO, Ser 2020-56, Cl AQ |
|
|
|
|
|
|
|
|
2.000%, 08/25/2050 |
|
|
200 |
|
|
|
150 |
|
FNMA CMO, Ser 2020-57, Cl TA |
|
|
|
|
|
|
|
|
2.000%, 04/25/2050 |
|
|
47 |
|
|
|
40 |
|
FNMA CMO, Ser 2020-96, Cl IN, IO |
|
|
|
|
|
|
|
|
3.000%, 01/25/2051 |
|
|
153 |
|
|
|
23 |
|
FNMA CMO, Ser 2020-97, Cl AI, IO |
|
|
|
|
|
|
|
|
2.000%, 01/25/2051 |
|
|
509 |
|
|
|
70 |
|
GNMA |
|
|
|
|
|
|
|
|
6.500%, 01/20/2054 |
|
|
785 |
|
|
|
806 |
|
6.000%, 07/20/2053 to 02/20/2054 |
|
|
790 |
|
|
|
803 |
|
5.500%, 11/20/2052 to 08/20/2053 |
|
|
1,035 |
|
|
|
1,031 |
|
5.000%, 11/20/2048 to 08/20/2053 |
|
|
784 |
|
|
|
763 |
|
4.500%, 01/15/2042 to 09/20/2052 |
|
|
1,102 |
|
|
|
1,057 |
|
4.000%, 08/15/2045 to 10/20/2052 |
|
|
769 |
|
|
|
711 |
|
3.500%, 04/20/2046 to 04/20/2052 |
|
|
890 |
|
|
|
799 |
|
3.000%, 09/15/2042 to 04/20/2052 |
|
|
1,468 |
|
|
|
1,270 |
|
2.500%, 05/20/2051 to 12/20/2052 |
|
|
813 |
|
|
|
675 |
|
2.000%, 10/20/2050 to 04/20/2051 |
|
|
2,070 |
|
|
|
1,651 |
|
GNMA CMO, Ser 2007-51, Cl SG, IO |
|
|
|
|
|
|
|
|
1.145%, 08/20/2037(A) |
|
|
6 |
|
|
|
– |
|
GNMA CMO, Ser 2012-34, Cl SA, IO |
|
|
|
|
|
|
|
|
0.615%, 03/20/2042(A) |
|
|
60 |
|
|
|
5 |
|
GNMA CMO, Ser 2012-43, Cl SN, IO |
|
|
|
|
|
|
|
|
1.166%, 04/16/2042(A) |
|
|
49 |
|
|
|
6 |
|
GNMA CMO, Ser 2012-H27, Cl AI, IO |
|
|
|
|
|
|
|
|
1.730%, 10/20/2062(A) |
|
|
18 |
|
|
|
– |
|
GNMA CMO, Ser 2014-118, Cl HS, IO |
|
|
|
|
|
|
|
|
0.765%, 08/20/2044(A) |
|
|
103 |
|
|
|
11 |
|
GNMA CMO, Ser 2020-123, Cl NI, IO |
|
|
|
|
|
|
|
|
2.500%, 08/20/2050 |
|
|
72 |
|
|
|
10 |
|
GNMA CMO, Ser 2020-160, Cl YI, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2050 |
|
|
74 |
|
|
|
10 |
|
GNMA CMO, Ser 2020-175, Cl GI, IO |
|
|
|
|
|
|
|
|
2.000%, 11/20/2050 |
|
|
70 |
|
|
|
8 |
|
GNMA CMO, Ser 2020-H09, Cl FL |
|
|
|
|
|
|
|
|
6.589%, TSFR1M + 1.264%, 05/20/2070(A) |
|
|
59 |
|
|
|
59 |
|
GNMA CMO, Ser 2021-176, Cl IN, IO |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
246 |
|
|
|
34 |
|
GNMA CMO, Ser 2021-188, Cl PA |
|
|
|
|
|
|
|
|
2.000%, 10/20/2051 |
|
|
269 |
|
|
|
212 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
GNMA CMO, Ser 2021-223, Cl P |
|
|
|
|
|
|
|
|
2.000%, 06/20/2051 |
|
$ |
80 |
|
|
$ |
69 |
|
GNMA CMO, Ser 2021-57, Cl BI, IO |
|
|
|
|
|
|
|
|
3.000%, 03/20/2051 |
|
|
337 |
|
|
|
53 |
|
GNMA CMO, Ser 2021-96, Cl VI, IO |
|
|
|
|
|
|
|
|
2.500%, 06/20/2051 |
|
|
247 |
|
|
|
33 |
|
GNMA CMO, Ser 2022-139, Cl AL |
|
|
|
|
|
|
|
|
4.000%, 07/20/2051 |
|
|
100 |
|
|
|
87 |
|
GNMA CMO, Ser 2022-189, Cl PT |
|
|
|
|
|
|
|
|
2.500%, 10/20/2051 |
|
|
91 |
|
|
|
74 |
|
GNMA CMO, Ser 2022-63, Cl LM |
|
|
|
|
|
|
|
|
3.500%, 10/20/2050 |
|
|
100 |
|
|
|
81 |
|
GNMA CMO, Ser 2023-80, Cl IA, IO |
|
|
|
|
|
|
|
|
4.500%, 10/20/2047 |
|
|
1,356 |
|
|
|
265 |
|
GNMA, Ser 2020-103, Cl AD |
|
|
|
|
|
|
|
|
1.450%, 01/16/2063 |
|
|
115 |
|
|
|
85 |
|
GNMA, Ser 2020-178, IO |
|
|
|
|
|
|
|
|
1.422%, 10/16/2060(A) |
|
|
1,107 |
|
|
|
104 |
|
GNMA, Ser 2022-113, Cl Z |
|
|
|
|
|
|
|
|
2.000%, 09/16/2061 |
|
|
623 |
|
|
|
325 |
|
GNMA, Ser 2022-3, IO |
|
|
|
|
|
|
|
|
0.640%, 02/16/2061(A) |
|
|
287 |
|
|
|
14 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
58,599 |
|
Agency Mortgage-Backed Obligatoins — 0.1% |
|
|
|
|
FHLB DN |
|
|
|
|
|
|
|
|
0.000%, 07/15/2024(C) |
|
|
180 |
|
|
|
179 |
|
| |
|
|
|
|
|
|
|
|
Non-Agency Mortgage-Backed Obligations — 6.6% |
|
|
|
|
Angel Oak Mortgage Trust, Ser 2022-3, Cl A3 |
|
|
|
|
|
|
|
|
4.098%, 01/25/2067(A)(B) |
|
|
100 |
|
|
|
90 |
|
BANK, Ser 2017-BNK8, Cl XA, IO |
|
|
|
|
|
|
|
|
0.709%, 11/15/2050(A) |
|
|
1,342 |
|
|
|
27 |
|
BANK, Ser 2018-BNK10, Cl A5 |
|
|
|
|
|
|
|
|
3.688%, 02/15/2061 |
|
|
160 |
|
|
|
150 |
|
BANK, Ser 2019-BNK21, Cl XA, IO |
|
|
|
|
|
|
|
|
0.836%, 10/17/2052(A) |
|
|
4,019 |
|
|
|
137 |
|
BANK5 Trust, Ser 2023-5YR2, Cl A3 |
|
|
|
|
|
|
|
|
6.656%, 07/15/2056(A) |
|
|
500 |
|
|
|
519 |
|
BANK5 Trust, Ser 2024-5YR6, Cl C |
|
|
|
|
|
|
|
|
7.199%, 05/15/2057(A) |
|
|
100 |
|
|
|
101 |
|
BBCCRE Trust, Ser 2015-GTP, Cl D |
|
|
|
|
|
|
|
|
4.563%, 08/10/2033(A)(B) |
|
|
140 |
|
|
|
119 |
|
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-AC6, Cl A1 |
|
|
|
|
|
|
|
|
5.750%, 11/25/2034(D) |
|
|
40 |
|
|
|
33 |
|
Benchmark Mortgage Trust, Ser 2018-B1, Cl A5 |
|
|
|
|
|
|
|
|
3.666%, 01/15/2051(A) |
|
|
190 |
|
|
|
177 |
|
Benchmark Mortgage Trust, Ser 2019-B17, Cl A2 |
|
|
|
|
|
|
|
|
2.211%, 03/15/2053 |
|
|
395 |
|
|
|
367 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Benchmark Mortgage Trust, Ser 2020-B22, Cl ASB |
|
|
|
|
|
|
|
|
1.731%, 01/15/2054 |
|
$ |
474 |
|
|
$ |
415 |
|
BMP, Ser 2024-MF23, Cl D |
|
|
|
|
|
|
|
|
7.711%, TSFR1M + 2.390%, 06/15/2041(A)(B) |
|
|
210 |
|
|
|
210 |
|
BPR Trust, Ser 2022-OANA, Cl A |
|
|
|
|
|
|
|
|
7.215%, TSFR1M + 1.898%, 04/15/2037(A)(B) |
|
|
140 |
|
|
|
141 |
|
BRAVO Residential Funding Trust, Ser 2022-NQM3, Cl A1 |
|
|
|
|
|
|
|
|
5.108%, 07/25/2062(A)(B) |
|
|
153 |
|
|
|
151 |
|
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |
|
|
|
|
|
|
|
|
6.131%, TSFR1M + 0.814%, 09/15/2036(A)(B) |
|
|
287 |
|
|
|
285 |
|
BX Commercial Mortgage Trust, Ser 2023-XL3, Cl A |
|
|
|
|
|
|
|
|
7.078%, TSFR1M + 1.761%, 12/09/2040(A)(B) |
|
|
569 |
|
|
|
572 |
|
BX Commercial Mortgage Trust, Ser 2024-KING, Cl E |
|
|
|
|
|
|
|
|
8.988%, TSFR1M + 3.688%, 05/15/2034(A)(B) |
|
|
160 |
|
|
|
160 |
|
BX Commercial Mortgage Trust, Ser 2024-XL5, Cl A |
|
|
|
|
|
|
|
|
6.708%, TSFR1M + 1.392%, 03/15/2041(A)(B) |
|
|
594 |
|
|
|
594 |
|
BX Mortgage Trust, Ser 2022-MVRK, Cl A |
|
|
|
|
|
|
|
|
6.784%, TSFR1M + 1.467%, 03/15/2039(A)(B) |
|
|
162 |
|
|
|
160 |
|
CD Mortgage Trust, Ser 2017-CD5, Cl A4 |
|
|
|
|
|
|
|
|
3.431%, 08/15/2050 |
|
|
180 |
|
|
|
168 |
|
CENT Trust, Ser 2023-CITY, Cl A |
|
|
|
|
|
|
|
|
7.937%, TSFR1M + 2.620%, 09/15/2038(A)(B) |
|
|
130 |
|
|
|
131 |
|
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2004-2A, Cl A1 |
|
|
|
|
|
|
|
|
5.709%, TSFR1M + 0.384%, 05/25/2035(A)(B) |
|
|
35 |
|
|
|
32 |
|
Citigroup Commercial Mortgage Trust, Ser 2019-C7, Cl XA, IO |
|
|
|
|
|
|
|
|
0.855%, 12/15/2072(A) |
|
|
1,064 |
|
|
|
39 |
|
COMM Mortgage Trust, Ser 2015-CR23, Cl A4 |
|
|
|
|
|
|
|
|
3.497%, 05/10/2048 |
|
|
549 |
|
|
|
538 |
|
COMM Mortgage Trust, Ser 2015-CR26, Cl A4 |
|
|
|
|
|
|
|
|
3.630%, 10/10/2048 |
|
|
417 |
|
|
|
404 |
|
Cross Mortgage Trust, Ser 2024-H2, Cl A1 |
|
|
|
|
|
|
|
|
6.093%, 04/25/2069(B)(D) |
|
|
334 |
|
|
|
333 |
|
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl AS |
|
|
|
|
|
|
|
|
3.849%, 06/15/2057(A) |
|
|
210 |
|
|
|
204 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
CSMC Trust, Ser 2018-J1, Cl A2 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(A)(B) |
|
$ |
117 |
|
|
$ |
103 |
|
CSMC Trust, Ser 2022-RPL4, Cl A1 |
|
|
|
|
|
|
|
|
3.904%, 04/25/2062(A)(B) |
|
|
194 |
|
|
|
181 |
|
DTP Commercial Mortgage Trust, Ser 2023-STE2, Cl A |
|
|
|
|
|
|
|
|
5.843%, 01/15/2041(A)(B) |
|
|
100 |
|
|
|
100 |
|
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |
|
|
|
|
|
|
|
|
3.500%, 02/25/2048(A)(B) |
|
|
34 |
|
|
|
29 |
|
FS Commercial Mortgage Trust, Ser 2023-4SZN, Cl B |
|
|
|
|
|
|
|
|
7.544%, 11/10/2039(A)(B) |
|
|
160 |
|
|
|
165 |
|
GCAT Trust, Ser 2024-INV1, Cl 1A2 |
|
|
|
|
|
|
|
|
5.500%, 01/25/2054(A)(B) |
|
|
184 |
|
|
|
179 |
|
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl AAB |
|
|
|
|
|
|
|
|
1.662%, 12/12/2053 |
|
|
260 |
|
|
|
234 |
|
ILPT Commercial Mortgage Trust, Ser 2022-LPF2, Cl A |
|
|
|
|
|
|
|
|
7.562%, TSFR1M + 2.245%, 10/15/2039(A)(B) |
|
|
160 |
|
|
|
160 |
|
Impac CMB Trust, Ser 2005-4, Cl 1M1 |
|
|
|
|
|
|
|
|
6.084%, TSFR1M + 0.544%, 05/25/2035(A) |
|
|
17 |
|
|
|
15 |
|
JP Morgan Mortgage Trust, Ser 2024-4, Cl A4A |
|
|
|
|
|
|
|
|
6.000%, 10/25/2054(A)(B) |
|
|
315 |
|
|
|
313 |
|
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C7, Cl XA, IO |
|
|
|
|
|
|
|
|
0.829%, 10/15/2050(A) |
|
|
1,285 |
|
|
|
27 |
|
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-PHH, Cl F |
|
|
|
|
|
|
|
|
8.674%, TSFR1M + 3.357%, 06/15/2035(A)(B) |
|
|
250 |
|
|
|
4 |
|
JPMorgan Mortgage Trust, Ser 2005-S2, Cl 2A15 |
|
|
|
|
|
|
|
|
6.000%, 09/25/2035 |
|
|
84 |
|
|
|
58 |
|
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |
|
|
|
|
|
|
|
|
3.500%, 10/25/2048(A)(B) |
|
|
15 |
|
|
|
13 |
|
JPMorgan Mortgage Trust, Ser 2020-3, Cl A3A |
|
|
|
|
|
|
|
|
3.000%, 08/25/2050(A)(B) |
|
|
63 |
|
|
|
53 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2016-C32, Cl ASB |
|
|
|
|
|
|
|
|
3.514%, 12/15/2049 |
|
|
156 |
|
|
|
151 |
|
Morgan Stanley Residential Mortgage Loan Trust, Ser 2024-INV2, Cl A1 |
|
|
|
|
|
|
|
|
6.500%, 02/25/2054(A)(B) |
|
|
206 |
|
|
|
207 |
|
MSCG Trust, Ser 2015-ALDR, Cl A2 |
|
|
|
|
|
|
|
|
3.462%, 06/07/2035(A)(B) |
|
|
110 |
|
|
|
102 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
MSWF Commercial Mortgage Trust, Ser 2023-2, Cl A5 |
|
|
|
|
|
|
|
|
6.014%, 12/15/2056(A) |
|
$ |
110 |
|
|
$ |
115 |
|
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |
|
|
|
|
|
|
|
|
4.000%, 04/25/2057(A)(B) |
|
|
96 |
|
|
|
89 |
|
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2 |
|
|
|
|
|
|
|
|
4.250%, 09/25/2059(A)(B) |
|
|
185 |
|
|
|
171 |
|
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |
|
|
|
|
|
|
|
|
2.492%, 09/25/2059(A)(B) |
|
|
164 |
|
|
|
152 |
|
NJ Trust, Ser 2023-GSP, Cl A |
|
|
|
|
|
|
|
|
6.481%, 01/06/2029(A)(B) |
|
|
100 |
|
|
|
103 |
|
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A4 |
|
|
|
|
|
|
|
|
6.638%, 03/25/2047(D) |
|
|
88 |
|
|
|
82 |
|
NRTH Mortgage Trust, Ser 2024-PARK, Cl A |
|
|
|
|
|
|
|
|
6.958%, TSFR1M + 1.641%, 03/15/2041(A)(B) |
|
|
120 |
|
|
|
120 |
|
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1 |
|
|
|
|
|
|
|
|
1.850%, 11/20/2050(B) |
|
|
203 |
|
|
|
190 |
|
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A3 |
|
|
|
|
|
|
|
|
2.260%, 11/20/2050(B) |
|
|
229 |
|
|
|
210 |
|
OBX Trust, Ser 2022-NQM1, Cl A2 |
|
|
|
|
|
|
|
|
3.001%, 11/25/2061(A)(B) |
|
|
120 |
|
|
|
87 |
|
OBX Trust, Ser 2022-NQM6, Cl A1 |
|
|
|
|
|
|
|
|
4.700%, 07/25/2062(B)(D) |
|
|
151 |
|
|
|
147 |
|
OBX Trust, Ser 2022-NQM7, Cl A1 |
|
|
|
|
|
|
|
|
5.110%, 08/25/2062(B)(D) |
|
|
151 |
|
|
|
148 |
|
OBX Trust, Ser 2023-NQM6, Cl A1 |
|
|
|
|
|
|
|
|
6.520%, 07/25/2063(B)(D) |
|
|
244 |
|
|
|
245 |
|
OBX Trust, Ser 2023-NQM7, Cl A1 |
|
|
|
|
|
|
|
|
6.844%, 04/25/2063(B)(D) |
|
|
205 |
|
|
|
207 |
|
OBX Trust, Ser 2024-NQM3, Cl A3 |
|
|
|
|
|
|
|
|
6.433%, 12/25/2063(B)(D) |
|
|
95 |
|
|
|
95 |
|
PRKCM Trust, Ser 2022-AFC1, Cl A1A |
|
|
|
|
|
|
|
|
4.100%, 04/25/2057(A)(B) |
|
|
83 |
|
|
|
79 |
|
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1 |
|
|
|
|
|
|
|
|
2.633%, 09/25/2059(A)(B) |
|
|
4 |
|
|
|
4 |
|
Sabey Data Center Issuer, Ser 2020-1, Cl A2 |
|
|
|
|
|
|
|
|
3.812%, 04/20/2045(B) |
|
|
77 |
|
|
|
75 |
|
Sabey Data Center Issuer, Ser 2021-1, Cl A2 |
|
|
|
|
|
|
|
|
1.881%, 06/20/2046(B) |
|
|
466 |
|
|
|
425 |
|
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA |
|
|
|
|
|
|
|
|
3.000%, 05/25/2057 |
|
|
159 |
|
|
|
144 |
|
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA |
|
|
|
|
|
|
|
|
3.500%, 08/25/2057(A) |
|
|
140 |
|
|
|
131 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MORTGAGE-BACKED SECURITIES (continued) |
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA |
|
|
|
|
|
|
|
|
3.500%, 03/25/2058 |
|
$ |
197 |
|
|
$ |
183 |
|
Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA |
|
|
|
|
|
|
|
|
3.500%, 08/25/2058 |
|
|
239 |
|
|
|
221 |
|
Seasoned Credit Risk Transfer Trust, Ser 2022-2, Cl MA |
|
|
|
|
|
|
|
|
3.000%, 04/25/2062 |
|
|
229 |
|
|
|
198 |
|
Sequoia Mortgage Trust, Ser 2024-4, Cl A4 |
|
|
|
|
|
|
|
|
6.000%, 05/25/2054(A)(B) |
|
|
316 |
|
|
|
316 |
|
SG Commercial Mortgage Securities Trust, Ser 2016-C5, Cl A3 |
|
|
|
|
|
|
|
|
2.779%, 10/10/2048 |
|
|
220 |
|
|
|
210 |
|
SMRT, Ser 2022-MINI, Cl D |
|
|
|
|
|
|
|
|
7.267%, TSFR1M + 1.950%, 01/15/2039(A)(B) |
|
|
210 |
|
|
|
207 |
|
SREIT Trust, Ser 2021-MFP2, Cl A |
|
|
|
|
|
|
|
|
6.253%, TSFR1M + 0.936%, 11/15/2036(A)(B) |
|
|
110 |
|
|
|
109 |
|
UBS Commercial Mortgage Trust, Ser 2018-C12, Cl A2 |
|
|
|
|
|
|
|
|
4.152%, 08/15/2051 |
|
|
10 |
|
|
|
10 |
|
UBS Commercial Mortgage Trust, Ser 2018-C13, Cl ASB |
|
|
|
|
|
|
|
|
4.241%, 10/15/2051 |
|
|
479 |
|
|
|
464 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl AS |
|
|
|
|
|
|
|
|
3.872%, 05/15/2048(A) |
|
|
270 |
|
|
|
263 |
|
Wells Fargo Commercial Mortgage Trust, Ser 2016-C37, Cl A4 |
|
|
|
|
|
|
|
|
3.525%, 12/15/2049 |
|
|
156 |
|
|
|
150 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
13,701 |
|
Total Mortgage-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $77,649) ($ Thousands) |
|
|
|
|
|
|
72,479 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
CORPORATE OBLIGATIONS — 27.8% |
Communication Services — 2.7% |
|
|
|
|
AT&T |
|
|
|
|
|
|
|
|
6.763%, TSFR3M + 1.442%, 06/12/2024 (A) |
|
|
462 |
|
|
|
462 |
|
5.350%, 09/01/2040 |
|
|
21 |
|
|
|
20 |
|
4.500%, 03/09/2048 |
|
|
39 |
|
|
|
32 |
|
4.350%, 06/15/2045 |
|
|
20 |
|
|
|
17 |
|
3.650%, 09/15/2059 |
|
|
32 |
|
|
|
22 |
|
3.500%, 06/01/2041 |
|
|
151 |
|
|
|
115 |
|
2.550%, 12/01/2033 |
|
|
339 |
|
|
|
268 |
|
2.300%, 06/01/2027 |
|
|
60 |
|
|
|
55 |
|
2.250%, 02/01/2032 |
|
|
50 |
|
|
|
40 |
|
CCO Holdings |
|
|
|
|
|
|
|
|
4.750%, 02/01/2032 (B) |
|
|
100 |
|
|
|
81 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.500%, 05/01/2032 |
|
$ |
100 |
|
|
$ |
79 |
|
4.500%, 06/01/2033 (B) |
|
|
20 |
|
|
|
15 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
6.550%, 06/01/2034 |
|
|
20 |
|
|
|
20 |
|
6.484%, 10/23/2045 |
|
|
20 |
|
|
|
18 |
|
6.384%, 10/23/2035 |
|
|
580 |
|
|
|
566 |
|
5.750%, 04/01/2048 |
|
|
90 |
|
|
|
76 |
|
5.500%, 04/01/2063 |
|
|
30 |
|
|
|
23 |
|
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 |
|
|
7 |
|
|
|
7 |
|
4.800%, 03/01/2050 |
|
|
30 |
|
|
|
22 |
|
4.400%, 04/01/2033 |
|
|
270 |
|
|
|
237 |
|
3.500%, 03/01/2042 |
|
|
10 |
|
|
|
7 |
|
Comcast |
|
|
|
|
|
|
|
|
4.250%, 10/15/2030 |
|
|
200 |
|
|
|
190 |
|
4.150%, 10/15/2028 |
|
|
40 |
|
|
|
39 |
|
4.049%, 11/01/2052 |
|
|
150 |
|
|
|
116 |
|
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 |
|
|
|
70 |
|
3.950%, 10/15/2025 |
|
|
130 |
|
|
|
128 |
|
3.750%, 04/01/2040 |
|
|
20 |
|
|
|
16 |
|
3.450%, 02/01/2050 |
|
|
40 |
|
|
|
28 |
|
3.400%, 04/01/2030 |
|
|
20 |
|
|
|
18 |
|
3.400%, 07/15/2046 |
|
|
10 |
|
|
|
7 |
|
3.300%, 04/01/2027 |
|
|
190 |
|
|
|
181 |
|
3.150%, 03/01/2026 |
|
|
20 |
|
|
|
19 |
|
2.937%, 11/01/2056 |
|
|
27 |
|
|
|
16 |
|
2.887%, 11/01/2051 |
|
|
254 |
|
|
|
158 |
|
2.800%, 01/15/2051 |
|
|
40 |
|
|
|
25 |
|
2.350%, 01/15/2027 |
|
|
260 |
|
|
|
243 |
|
DISH DBS |
|
|
|
|
|
|
|
|
5.750%, 12/01/2028 (B) |
|
|
30 |
|
|
|
21 |
|
5.250%, 12/01/2026 (B) |
|
|
40 |
|
|
|
32 |
|
Fox |
|
|
|
|
|
|
|
|
6.500%, 10/13/2033 |
|
|
50 |
|
|
|
52 |
|
5.476%, 01/25/2039 |
|
|
70 |
|
|
|
66 |
|
Rogers Communications |
|
|
|
|
|
|
|
|
5.300%, 02/15/2034 |
|
|
60 |
|
|
|
59 |
|
Telefonica Emisiones SAU |
|
|
|
|
|
|
|
|
5.213%, 03/08/2047 |
|
|
150 |
|
|
|
134 |
|
T-Mobile USA |
|
|
|
|
|
|
|
|
5.150%, 04/15/2034 |
|
|
40 |
|
|
|
39 |
|
4.500%, 04/15/2050 |
|
|
50 |
|
|
|
42 |
|
3.875%, 04/15/2030 |
|
|
130 |
|
|
|
121 |
|
3.750%, 04/15/2027 |
|
|
10 |
|
|
|
10 |
|
3.500%, 04/15/2025 |
|
|
270 |
|
|
|
265 |
|
3.500%, 04/15/2031 |
|
|
80 |
|
|
|
71 |
|
3.400%, 10/15/2052 |
|
|
30 |
|
|
|
20 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
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 |
|
|
|
27 |
|
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 |
|
4.500%, 08/10/2033 |
|
|
200 |
|
|
|
188 |
|
4.329%, 09/21/2028 |
|
|
300 |
|
|
|
291 |
|
4.125%, 08/15/2046 |
|
|
30 |
|
|
|
24 |
|
4.000%, 03/22/2050 |
|
|
30 |
|
|
|
23 |
|
3.400%, 03/22/2041 |
|
|
10 |
|
|
|
8 |
|
3.150%, 03/22/2030 |
|
|
30 |
|
|
|
27 |
|
3.000%, 03/22/2027 |
|
|
10 |
|
|
|
9 |
|
2.650%, 11/20/2040 |
|
|
30 |
|
|
|
21 |
|
2.625%, 08/15/2026 |
|
|
10 |
|
|
|
10 |
|
2.550%, 03/21/2031 |
|
|
61 |
|
|
|
51 |
|
2.100%, 03/22/2028 |
|
|
30 |
|
|
|
27 |
|
1.750%, 01/20/2031 |
|
|
130 |
|
|
|
104 |
|
Warnermedia Holdings |
|
|
|
|
|
|
|
|
6.412%, 03/15/2026 |
|
|
30 |
|
|
|
30 |
|
5.141%, 03/15/2052 |
|
|
175 |
|
|
|
138 |
|
5.050%, 03/15/2042 |
|
|
10 |
|
|
|
8 |
|
4.279%, 03/15/2032 |
|
|
100 |
|
|
|
88 |
|
4.054%, 03/15/2029 |
|
|
20 |
|
|
|
18 |
|
3.755%, 03/15/2027 |
|
|
20 |
|
|
|
19 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,668 |
|
| |
|
|
|
|
|
|
|
|
Consumer Discretionary — 2.5% |
|
|
|
|
Amazon.com |
|
|
|
|
|
|
|
|
4.950%, 12/05/2044 |
|
|
157 |
|
|
|
152 |
|
4.250%, 08/22/2057 |
|
|
10 |
|
|
|
8 |
|
4.100%, 04/13/2062 |
|
|
374 |
|
|
|
299 |
|
4.050%, 08/22/2047 |
|
|
30 |
|
|
|
25 |
|
3.875%, 08/22/2037 |
|
|
280 |
|
|
|
246 |
|
3.600%, 04/13/2032 |
|
|
170 |
|
|
|
155 |
|
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 |
|
|
|
82 |
|
2.100%, 05/12/2031 |
|
|
20 |
|
|
|
17 |
|
1.500%, 06/03/2030 |
|
|
30 |
|
|
|
25 |
|
1.200%, 06/03/2027 |
|
|
60 |
|
|
|
54 |
|
Aptiv |
|
|
|
|
|
|
|
|
3.250%, 03/01/2032 |
|
|
430 |
|
|
|
371 |
|
Cox Communications |
|
|
|
|
|
|
|
|
3.350%, 09/15/2026 (B) |
|
|
231 |
|
|
|
220 |
|
CSC Holdings |
|
|
|
|
|
|
|
|
4.500%, 11/15/2031 (B) |
|
|
200 |
|
|
|
122 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Ford Motor |
|
|
|
|
|
|
|
|
6.100%, 08/19/2032 |
|
$ |
80 |
|
|
$ |
80 |
|
4.750%, 01/15/2043 |
|
|
20 |
|
|
|
16 |
|
3.250%, 02/12/2032 |
|
|
30 |
|
|
|
25 |
|
Ford Motor Credit |
|
|
|
|
|
|
|
|
6.798%, 11/07/2028 |
|
|
378 |
|
|
|
390 |
|
4.950%, 05/28/2027 |
|
|
230 |
|
|
|
224 |
|
4.000%, 11/13/2030 |
|
|
200 |
|
|
|
177 |
|
2.900%, 02/16/2028 |
|
|
227 |
|
|
|
205 |
|
2.900%, 02/10/2029 |
|
|
220 |
|
|
|
193 |
|
General Motors |
|
|
|
|
|
|
|
|
6.250%, 10/02/2043 |
|
|
50 |
|
|
|
50 |
|
6.125%, 10/01/2025 |
|
|
50 |
|
|
|
50 |
|
5.600%, 10/15/2032 |
|
|
10 |
|
|
|
10 |
|
5.150%, 04/01/2038 |
|
|
20 |
|
|
|
18 |
|
General Motors Financial |
|
|
|
|
|
|
|
|
2.400%, 10/15/2028 |
|
|
553 |
|
|
|
486 |
|
Hilton Domestic Operating |
|
|
|
|
|
|
|
|
6.125%, 04/01/2032 (B) |
|
|
30 |
|
|
|
30 |
|
Home Depot |
|
|
|
|
|
|
|
|
3.350%, 04/15/2050 |
|
|
90 |
|
|
|
63 |
|
3.300%, 04/15/2040 |
|
|
10 |
|
|
|
8 |
|
3.250%, 04/15/2032 |
|
|
100 |
|
|
|
88 |
|
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 |
|
|
|
20 |
|
Lowe's |
|
|
|
|
|
|
|
|
5.625%, 04/15/2053 |
|
|
245 |
|
|
|
237 |
|
5.000%, 04/15/2040 |
|
|
53 |
|
|
|
49 |
|
4.500%, 04/15/2030 |
|
|
20 |
|
|
|
19 |
|
3.700%, 04/15/2046 |
|
|
96 |
|
|
|
71 |
|
NCL |
|
|
|
|
|
|
|
|
8.125%, 01/15/2029 (B) |
|
|
40 |
|
|
|
42 |
|
NIKE |
|
|
|
|
|
|
|
|
3.375%, 03/27/2050 |
|
|
50 |
|
|
|
36 |
|
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 (B) |
|
|
200 |
|
|
|
194 |
|
Royal Caribbean Cruises |
|
|
|
|
|
|
|
|
6.250%, 03/15/2032 (B) |
|
|
50 |
|
|
|
50 |
|
Time Warner Cable |
|
|
|
|
|
|
|
|
7.300%, 07/01/2038 |
|
|
90 |
|
|
|
91 |
|
6.550%, 05/01/2037 |
|
|
10 |
|
|
|
10 |
|
Time Warner Cable Enterprises |
|
|
|
|
|
|
|
|
8.375%, 07/15/2033 |
|
|
50 |
|
|
|
55 |
|
VOC Escrow |
|
|
|
|
|
|
|
|
5.000%, 02/15/2028 (B) |
|
|
30 |
|
|
|
29 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
ZF North America Capital |
|
|
|
|
|
|
|
|
6.875%, 04/23/2032 (B) |
|
$ |
170 |
|
|
$ |
174 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,154 |
|
| |
|
|
|
|
|
|
|
|
Consumer Staples — 0.3% |
|
|
|
|
Anheuser-Busch |
|
|
|
|
|
|
|
|
4.900%, 02/01/2046 |
|
|
180 |
|
|
|
165 |
|
Anheuser-Busch InBev Worldwide |
|
|
|
|
|
|
|
|
5.550%, 01/23/2049 |
|
|
50 |
|
|
|
50 |
|
4.350%, 06/01/2040 |
|
|
50 |
|
|
|
44 |
|
3.500%, 06/01/2030 |
|
|
20 |
|
|
|
19 |
|
Coca-Cola |
|
|
|
|
|
|
|
|
3.375%, 03/25/2027 |
|
|
20 |
|
|
|
19 |
|
2.600%, 06/01/2050 |
|
|
20 |
|
|
|
13 |
|
Constellation Brands |
|
|
|
|
|
|
|
|
4.750%, 11/15/2024 |
|
|
80 |
|
|
|
80 |
|
4.350%, 05/09/2027 |
|
|
20 |
|
|
|
19 |
|
Costco Wholesale |
|
|
|
|
|
|
|
|
1.600%, 04/20/2030 |
|
|
40 |
|
|
|
34 |
|
1.375%, 06/20/2027 |
|
|
70 |
|
|
|
63 |
|
Hershey |
|
|
|
|
|
|
|
|
0.900%, 06/01/2025 |
|
|
10 |
|
|
|
10 |
|
Kraft Heinz Foods |
|
|
|
|
|
|
|
|
5.200%, 07/15/2045 |
|
|
20 |
|
|
|
19 |
|
4.375%, 06/01/2046 |
|
|
10 |
|
|
|
8 |
|
4.250%, 03/01/2031 |
|
|
10 |
|
|
|
9 |
|
Mars |
|
|
|
|
|
|
|
|
3.200%, 04/01/2030 (B) |
|
|
10 |
|
|
|
9 |
|
2.700%, 04/01/2025 (B) |
|
|
30 |
|
|
|
29 |
|
Mondelez International |
|
|
|
|
|
|
|
|
1.500%, 05/04/2025 |
|
|
70 |
|
|
|
67 |
|
PepsiCo |
|
|
|
|
|
|
|
|
2.875%, 10/15/2049 |
|
|
20 |
|
|
|
13 |
|
1.625%, 05/01/2030 |
|
|
20 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
687 |
|
| |
|
|
|
|
|
|
|
|
Energy — 3.9% |
|
|
|
|
Apache |
|
|
|
|
|
|
|
|
7.750%, 12/15/2029 |
|
|
20 |
|
|
|
22 |
|
5.350%, 07/01/2049 |
|
|
20 |
|
|
|
17 |
|
4.750%, 04/15/2043 |
|
|
10 |
|
|
|
8 |
|
4.250%, 01/15/2044 |
|
|
150 |
|
|
|
109 |
|
Blue Racer Midstream |
|
|
|
|
|
|
|
|
7.250%, 07/15/2032 (B) |
|
|
20 |
|
|
|
20 |
|
BP Capital Markets America |
|
|
|
|
|
|
|
|
3.633%, 04/06/2030 |
|
|
20 |
|
|
|
18 |
|
3.588%, 04/14/2027 |
|
|
10 |
|
|
|
10 |
|
3.000%, 02/24/2050 |
|
|
50 |
|
|
|
33 |
|
Cameron LNG |
|
|
|
|
|
|
|
|
3.302%, 01/15/2035 (B) |
|
|
70 |
|
|
|
58 |
|
2.902%, 07/15/2031 (B) |
|
|
60 |
|
|
|
51 |
|
Cheniere Energy |
|
|
|
|
|
|
|
|
4.625%, 10/15/2028 |
|
|
20 |
|
|
|
19 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Cheniere Energy Partners |
|
|
|
|
|
|
|
|
4.000%, 03/01/2031 |
|
$ |
10 |
|
|
$ |
9 |
|
3.250%, 01/31/2032 |
|
|
40 |
|
|
|
34 |
|
Chevron |
|
|
|
|
|
|
|
|
3.078%, 05/11/2050 |
|
|
10 |
|
|
|
7 |
|
2.954%, 05/16/2026 |
|
|
30 |
|
|
|
29 |
|
Chevron USA |
|
|
|
|
|
|
|
|
3.850%, 01/15/2028 |
|
|
30 |
|
|
|
29 |
|
Columbia Pipelines Operating |
|
|
|
|
|
|
|
|
6.544%, 11/15/2053 (B) |
|
|
20 |
|
|
|
21 |
|
6.036%, 11/15/2033 (B) |
|
|
100 |
|
|
|
102 |
|
Continental Resources |
|
|
|
|
|
|
|
|
5.750%, 01/15/2031 (B) |
|
|
40 |
|
|
|
39 |
|
4.900%, 06/01/2044 |
|
|
60 |
|
|
|
50 |
|
4.375%, 01/15/2028 |
|
|
30 |
|
|
|
29 |
|
2.268%, 11/15/2026 (B) |
|
|
20 |
|
|
|
18 |
|
Coterra Energy |
|
|
|
|
|
|
|
|
4.375%, 03/15/2029 |
|
|
180 |
|
|
|
171 |
|
3.900%, 05/15/2027 |
|
|
110 |
|
|
|
106 |
|
DCP Midstream Operating |
|
|
|
|
|
|
|
|
6.450%, 11/03/2036 (B) |
|
|
10 |
|
|
|
10 |
|
Devon Energy |
|
|
|
|
|
|
|
|
5.850%, 12/15/2025 |
|
|
30 |
|
|
|
30 |
|
5.600%, 07/15/2041 |
|
|
50 |
|
|
|
47 |
|
5.000%, 06/15/2045 |
|
|
280 |
|
|
|
242 |
|
Diamondback Energy |
|
|
|
|
|
|
|
|
5.150%, 01/30/2030 |
|
|
535 |
|
|
|
530 |
|
3.500%, 12/01/2029 |
|
|
30 |
|
|
|
27 |
|
3.250%, 12/01/2026 |
|
|
10 |
|
|
|
10 |
|
Ecopetrol |
|
|
|
|
|
|
|
|
5.875%, 05/28/2045 |
|
|
110 |
|
|
|
79 |
|
4.625%, 11/02/2031 |
|
|
120 |
|
|
|
98 |
|
Energy Transfer |
|
|
|
|
|
|
|
|
9.612%, TSFR3M + 4.290%(A)(E) |
|
|
70 |
|
|
|
70 |
|
7.125%, H15T5Y + 5.306%(A)(E) |
|
|
50 |
|
|
|
49 |
|
6.750%, H15T5Y + 5.134%(A)(E) |
|
|
10 |
|
|
|
10 |
|
6.500%, H15T5Y + 5.694%(A)(E) |
|
|
20 |
|
|
|
19 |
|
6.250%, 04/15/2049 |
|
|
190 |
|
|
|
189 |
|
5.750%, 02/15/2033 |
|
|
270 |
|
|
|
270 |
|
5.250%, 04/15/2029 |
|
|
30 |
|
|
|
30 |
|
5.000%, 05/15/2050 |
|
|
30 |
|
|
|
25 |
|
4.950%, 06/15/2028 |
|
|
20 |
|
|
|
20 |
|
4.150%, 09/15/2029 |
|
|
20 |
|
|
|
19 |
|
3.750%, 05/15/2030 |
|
|
140 |
|
|
|
128 |
|
2.900%, 05/15/2025 |
|
|
10 |
|
|
|
10 |
|
Enterprise Products Operating |
|
|
|
|
|
|
|
|
6.650%, 10/15/2034 |
|
|
20 |
|
|
|
22 |
|
5.375%, TSFR3M + 2.832%, 02/15/2078 (A) |
|
|
10 |
|
|
|
9 |
|
4.850%, 03/15/2044 |
|
|
90 |
|
|
|
82 |
|
4.150%, 10/16/2028 |
|
|
380 |
|
|
|
367 |
|
EOG Resources |
|
|
|
|
|
|
|
|
4.950%, 04/15/2050 |
|
|
70 |
|
|
|
64 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.150%, 01/15/2026 |
|
$ |
50 |
|
|
$ |
49 |
|
3.900%, 04/01/2035 |
|
|
40 |
|
|
|
36 |
|
EQT |
|
|
|
|
|
|
|
|
3.900%, 10/01/2027 |
|
|
290 |
|
|
|
276 |
|
3.625%, 05/15/2031 (B) |
|
|
20 |
|
|
|
17 |
|
Exxon Mobil |
|
|
|
|
|
|
|
|
4.327%, 03/19/2050 |
|
|
30 |
|
|
|
25 |
|
4.114%, 03/01/2046 |
|
|
90 |
|
|
|
75 |
|
3.482%, 03/19/2030 |
|
|
40 |
|
|
|
37 |
|
3.043%, 03/01/2026 |
|
|
40 |
|
|
|
39 |
|
2.992%, 03/19/2025 |
|
|
20 |
|
|
|
20 |
|
Halliburton |
|
|
|
|
|
|
|
|
5.000%, 11/15/2045 |
|
|
40 |
|
|
|
37 |
|
3.800%, 11/15/2025 |
|
|
2 |
|
|
|
2 |
|
Kinder Morgan |
|
|
|
|
|
|
|
|
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 |
|
|
|
40 |
|
MEG Energy |
|
|
|
|
|
|
|
|
5.875%, 02/01/2029 (B) |
|
|
10 |
|
|
|
10 |
|
MPLX |
|
|
|
|
|
|
|
|
5.500%, 02/15/2049 |
|
|
20 |
|
|
|
18 |
|
4.875%, 06/01/2025 |
|
|
140 |
|
|
|
139 |
|
4.800%, 02/15/2029 |
|
|
80 |
|
|
|
78 |
|
4.700%, 04/15/2048 |
|
|
60 |
|
|
|
50 |
|
4.500%, 04/15/2038 |
|
|
10 |
|
|
|
9 |
|
Occidental Petroleum |
|
|
|
|
|
|
|
|
7.875%, 09/15/2031 |
|
|
10 |
|
|
|
11 |
|
7.500%, 05/01/2031 |
|
|
60 |
|
|
|
66 |
|
6.950%, 07/01/2024 |
|
|
4 |
|
|
|
4 |
|
6.200%, 03/15/2040 |
|
|
105 |
|
|
|
106 |
|
5.550%, 03/15/2026 |
|
|
30 |
|
|
|
30 |
|
4.625%, 06/15/2045 |
|
|
20 |
|
|
|
16 |
|
4.400%, 04/15/2046 |
|
|
60 |
|
|
|
47 |
|
4.400%, 08/15/2049 |
|
|
70 |
|
|
|
52 |
|
4.100%, 02/15/2047 |
|
|
70 |
|
|
|
51 |
|
3.500%, 08/15/2029 |
|
|
20 |
|
|
|
18 |
|
3.400%, 04/15/2026 |
|
|
20 |
|
|
|
19 |
|
3.200%, 08/15/2026 |
|
|
30 |
|
|
|
28 |
|
3.000%, 02/15/2027 |
|
|
20 |
|
|
|
19 |
|
0.000%, 10/10/2036 (C) |
|
|
665 |
|
|
|
354 |
|
ONEOK |
|
|
|
|
|
|
|
|
6.625%, 09/01/2053 |
|
|
90 |
|
|
|
96 |
|
6.050%, 09/01/2033 |
|
|
80 |
|
|
|
82 |
|
5.800%, 11/01/2030 |
|
|
30 |
|
|
|
31 |
|
5.550%, 11/01/2026 |
|
|
10 |
|
|
|
10 |
|
Pertamina Persero |
|
|
|
|
|
|
|
|
6.000%, 05/03/2042 (B) |
|
|
200 |
|
|
|
198 |
|
Petrobras Global Finance BV |
|
|
|
|
|
|
|
|
7.375%, 01/17/2027 |
|
|
100 |
|
|
|
103 |
|
6.850%, 06/05/2115 |
|
|
50 |
|
|
|
44 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
5.750%, 02/01/2029 |
|
$ |
50 |
|
|
$ |
49 |
|
Phillips 66 |
|
|
|
|
|
|
|
|
3.605%, 02/15/2025 |
|
|
95 |
|
|
|
94 |
|
3.550%, 10/01/2026 |
|
|
232 |
|
|
|
223 |
|
Pioneer Natural Resources |
|
|
|
|
|
|
|
|
2.150%, 01/15/2031 |
|
|
50 |
|
|
|
42 |
|
1.900%, 08/15/2030 |
|
|
20 |
|
|
|
17 |
|
1.125%, 01/15/2026 |
|
|
10 |
|
|
|
9 |
|
Range Resources |
|
|
|
|
|
|
|
|
4.875%, 05/15/2025 |
|
|
30 |
|
|
|
30 |
|
Schlumberger Holdings |
|
|
|
|
|
|
|
|
3.900%, 05/17/2028 (B) |
|
|
471 |
|
|
|
449 |
|
Shell International Finance BV |
|
|
|
|
|
|
|
|
4.375%, 05/11/2045 |
|
|
50 |
|
|
|
43 |
|
4.000%, 05/10/2046 |
|
|
50 |
|
|
|
40 |
|
3.250%, 04/06/2050 |
|
|
50 |
|
|
|
34 |
|
2.875%, 05/10/2026 |
|
|
80 |
|
|
|
77 |
|
2.750%, 04/06/2030 |
|
|
20 |
|
|
|
18 |
|
Southwestern Energy |
|
|
|
|
|
|
|
|
5.375%, 03/15/2030 |
|
|
220 |
|
|
|
212 |
|
Targa Resources |
|
|
|
|
|
|
|
|
4.200%, 02/01/2033 |
|
|
40 |
|
|
|
36 |
|
Targa Resources Partners |
|
|
|
|
|
|
|
|
5.500%, 03/01/2030 |
|
|
20 |
|
|
|
20 |
|
5.000%, 01/15/2028 |
|
|
10 |
|
|
|
10 |
|
4.875%, 02/01/2031 |
|
|
50 |
|
|
|
47 |
|
Teck Resources |
|
|
|
|
|
|
|
|
3.900%, 07/15/2030 |
|
|
30 |
|
|
|
28 |
|
Tennessee Gas Pipeline |
|
|
|
|
|
|
|
|
2.900%, 03/01/2030 (B) |
|
|
60 |
|
|
|
52 |
|
Transcontinental Gas Pipe Line |
|
|
|
|
|
|
|
|
7.850%, 02/01/2026 |
|
|
50 |
|
|
|
51 |
|
Venture Global Calcasieu Pass |
|
|
|
|
|
|
|
|
3.875%, 11/01/2033 (B) |
|
|
60 |
|
|
|
50 |
|
Western Midstream Operating |
|
|
|
|
|
|
|
|
5.250%, 02/01/2050 |
|
|
20 |
|
|
|
17 |
|
4.500%, 03/01/2028 |
|
|
10 |
|
|
|
10 |
|
4.050%, 02/01/2030 |
|
|
100 |
|
|
|
93 |
|
3.100%, 02/01/2025 |
|
|
180 |
|
|
|
176 |
|
Williams |
|
|
|
|
|
|
|
|
7.750%, 06/15/2031 |
|
|
140 |
|
|
|
154 |
|
7.500%, 01/15/2031 |
|
|
10 |
|
|
|
11 |
|
5.750%, 06/24/2044 |
|
|
70 |
|
|
|
68 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
8,083 |
|
| |
|
|
|
|
|
|
|
|
Financials — 10.4% |
|
|
|
|
AIA Group MTN |
|
|
|
|
|
|
|
|
5.375%, 04/05/2034 (B) |
|
|
276 |
|
|
|
270 |
|
3.200%, 03/11/2025 (B) |
|
|
270 |
|
|
|
265 |
|
American Express |
|
|
|
|
|
|
|
|
4.050%, 05/03/2029 |
|
|
50 |
|
|
|
48 |
|
Aon North America |
|
|
|
|
|
|
|
|
5.450%, 03/01/2034 |
|
|
110 |
|
|
|
109 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Aviation Capital Group |
|
|
|
|
|
|
|
|
1.950%, 01/30/2026 (B) |
|
$ |
301 |
|
|
$ |
282 |
|
Bank of America |
|
|
|
|
|
|
|
|
5.288%, SOFRRATE + 1.910%, 04/25/2034 (A) |
|
|
256 |
|
|
|
252 |
|
3.419%, TSFR3M + 1.302%, 12/20/2028 (A) |
|
|
42 |
|
|
|
40 |
|
3.311%, SOFRRATE + 1.580%, 04/22/2042 (A) |
|
|
467 |
|
|
|
354 |
|
2.592%, SOFRRATE + 2.150%, 04/29/2031 (A) |
|
|
90 |
|
|
|
77 |
|
2.572%, SOFRRATE + 1.210%, 10/20/2032 (A) |
|
|
90 |
|
|
|
74 |
|
Bank of America MTN |
|
|
|
|
|
|
|
|
5.000%, 01/21/2044 |
|
|
20 |
|
|
|
19 |
|
4.948%, SOFRRATE + 2.040%, 07/22/2028 (A) |
|
|
221 |
|
|
|
219 |
|
4.450%, 03/03/2026 |
|
|
10 |
|
|
|
10 |
|
4.376%, SOFRRATE + 1.580%, 04/27/2028 (A) |
|
|
100 |
|
|
|
97 |
|
4.330%, TSFR3M + 1.782%, 03/15/2050 (A) |
|
|
150 |
|
|
|
125 |
|
4.250%, 10/22/2026 |
|
|
50 |
|
|
|
49 |
|
4.083%, TSFR3M + 3.412%, 03/20/2051 (A) |
|
|
110 |
|
|
|
88 |
|
4.000%, 01/22/2025 |
|
|
420 |
|
|
|
415 |
|
3.970%, TSFR3M + 1.332%, 03/05/2029 (A) |
|
|
150 |
|
|
|
143 |
|
3.593%, TSFR3M + 1.632%, 07/21/2028 (A) |
|
|
90 |
|
|
|
85 |
|
2.972%, SOFRRATE + 1.330%, 02/04/2033 (A) |
|
|
160 |
|
|
|
135 |
|
Bank of Montreal MTN |
|
|
|
|
|
|
|
|
1.850%, 05/01/2025 |
|
|
110 |
|
|
|
106 |
|
Bank of New York Mellon MTN |
|
|
|
|
|
|
|
|
4.289%, SOFRRATE + 1.418%, 06/13/2033 (A) |
|
|
160 |
|
|
|
150 |
|
1.600%, 04/24/2025 |
|
|
20 |
|
|
|
19 |
|
Bank of Nova Scotia |
|
|
|
|
|
|
|
|
4.588%, H15T5Y + 2.050%, 05/04/2037 (A) |
|
|
40 |
|
|
|
36 |
|
1.300%, 06/11/2025 |
|
|
40 |
|
|
|
38 |
|
Barclays |
|
|
|
|
|
|
|
|
6.490%, SOFRRATE + 2.220%, 09/13/2029 (A) |
|
|
582 |
|
|
|
602 |
|
Blackstone Holdings Finance |
|
|
|
|
|
|
|
|
6.250%, 08/15/2042 (B) |
|
|
118 |
|
|
|
121 |
|
5.000%, 06/15/2044 (B) |
|
|
200 |
|
|
|
182 |
|
BNP Paribas |
|
|
|
|
|
|
|
|
5.894%, SOFRRATE + 1.866%, 12/05/2034 (A)(B) |
|
|
400 |
|
|
|
411 |
|
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B) |
|
|
200 |
|
|
|
199 |
|
4.400%, 08/14/2028 (B) |
|
|
200 |
|
|
|
192 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Brighthouse Financial |
|
|
|
|
|
|
|
|
4.700%, 06/22/2047 |
|
$ |
4 |
|
|
$ |
3 |
|
Capital One Financial |
|
|
|
|
|
|
|
|
7.624%, SOFRRATE + 3.070%, 10/30/2031 (A) |
|
|
240 |
|
|
|
263 |
|
6.312%, SOFRRATE + 2.640%, 06/08/2029 (A) |
|
|
311 |
|
|
|
317 |
|
4.927%, SOFRRATE + 2.057%, 05/10/2028 (A) |
|
|
42 |
|
|
|
41 |
|
Charles Schwab |
|
|
|
|
|
|
|
|
6.136%, SOFRRATE + 2.010%, 08/24/2034 (A) |
|
|
20 |
|
|
|
21 |
|
5.875%, 08/24/2026 |
|
|
100 |
|
|
|
101 |
|
Citigroup |
|
|
|
|
|
|
|
|
8.125%, 07/15/2039 |
|
|
60 |
|
|
|
75 |
|
4.910%, SOFRRATE + 2.086%, 05/24/2033 (A) |
|
|
110 |
|
|
|
106 |
|
4.658%, SOFRRATE + 1.887%, 05/24/2028 (A) |
|
|
20 |
|
|
|
20 |
|
4.650%, 07/23/2048 |
|
|
180 |
|
|
|
159 |
|
4.450%, 09/29/2027 |
|
|
70 |
|
|
|
68 |
|
4.412%, SOFRRATE + 3.914%, 03/31/2031 (A) |
|
|
233 |
|
|
|
221 |
|
4.125%, 07/25/2028 |
|
|
90 |
|
|
|
86 |
|
3.980%, TSFR3M + 1.600%, 03/20/2030 (A) |
|
|
110 |
|
|
|
103 |
|
3.785%, SOFRRATE + 1.939%, 03/17/2033 (A) |
|
|
160 |
|
|
|
142 |
|
3.700%, 01/12/2026 |
|
|
100 |
|
|
|
97 |
|
3.520%, TSFR3M + 1.413%, 10/27/2028 (A) |
|
|
148 |
|
|
|
139 |
|
3.400%, 05/01/2026 |
|
|
510 |
|
|
|
492 |
|
3.106%, SOFRRATE + 2.842%, 04/08/2026 (A) |
|
|
30 |
|
|
|
29 |
|
2.572%, SOFRRATE + 2.107%, 06/03/2031 (A) |
|
|
10 |
|
|
|
9 |
|
Cooperatieve Rabobank UA |
|
|
|
|
|
|
|
|
4.375%, 08/04/2025 |
|
|
250 |
|
|
|
246 |
|
Credit Agricole |
|
|
|
|
|
|
|
|
8.125%, USSW5 + 6.185%(A)(B)(E) |
|
|
260 |
|
|
|
265 |
|
Credit Suisse Group |
|
|
|
|
|
|
|
|
9.750%, H15T5Y + 6.383%(B)(E) |
|
|
200 |
|
|
|
– |
|
GA Global Funding Trust |
|
|
|
|
|
|
|
|
5.500%, 01/08/2029 (B) |
|
|
521 |
|
|
|
519 |
|
Guardian Life Global Funding |
|
|
|
|
|
|
|
|
1.100%, 06/23/2025 (B) |
|
|
10 |
|
|
|
10 |
|
HSBC Holdings |
|
|
|
|
|
|
|
|
7.390%, SOFRRATE + 3.350%, 11/03/2028 (A) |
|
|
230 |
|
|
|
243 |
|
ING Groep |
|
|
|
|
|
|
|
|
6.114%, SOFRRATE + 2.090%, 09/11/2034 (A) |
|
|
300 |
|
|
|
309 |
|
Intercontinental Exchange |
|
|
|
|
|
|
|
|
4.950%, 06/15/2052 |
|
|
10 |
|
|
|
9 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
4.600%, 03/15/2033 |
|
$ |
60 |
|
|
$ |
57 |
|
Intesa Sanpaolo MTN |
|
|
|
|
|
|
|
|
5.017%, 06/26/2024 (B) |
|
|
200 |
|
|
|
200 |
|
Jane Street Group |
|
|
|
|
|
|
|
|
7.125%, 04/30/2031 (B) |
|
|
30 |
|
|
|
30 |
|
JPMorgan Chase |
|
|
|
|
|
|
|
|
5.766%, SOFRRATE + 1.490%, 04/22/2035 (A) |
|
|
213 |
|
|
|
218 |
|
4.950%, 06/01/2045 |
|
|
100 |
|
|
|
93 |
|
4.565%, SOFRRATE + 1.750%, 06/14/2030 (A) |
|
|
180 |
|
|
|
174 |
|
4.493%, TSFR3M + 3.790%, 03/24/2031 (A) |
|
|
298 |
|
|
|
286 |
|
4.203%, TSFR3M + 1.522%, 07/23/2029 (A) |
|
|
590 |
|
|
|
565 |
|
3.845%, SOFRRATE + 0.980%, 06/14/2025 (A) |
|
|
100 |
|
|
|
100 |
|
3.509%, TSFR3M + 1.207%, 01/23/2029 (A) |
|
|
390 |
|
|
|
367 |
|
3.109%, SOFRRATE + 2.440%, 04/22/2051 (A) |
|
|
10 |
|
|
|
7 |
|
2.522%, SOFRRATE + 2.040%, 04/22/2031 (A) |
|
|
130 |
|
|
|
112 |
|
2.083%, SOFRRATE + 1.850%, 04/22/2026 (A) |
|
|
60 |
|
|
|
58 |
|
KKR Group Finance III |
|
|
|
|
|
|
|
|
5.125%, 06/01/2044 (B) |
|
|
215 |
|
|
|
195 |
|
KKR Group Finance VIII |
|
|
|
|
|
|
|
|
3.500%, 08/25/2050 (B) |
|
|
137 |
|
|
|
94 |
|
Liberty Mutual Group |
|
|
|
|
|
|
|
|
4.569%, 02/01/2029 (B) |
|
|
349 |
|
|
|
337 |
|
Lloyds Banking Group |
|
|
|
|
|
|
|
|
5.721%, H15T1Y + 1.070%, 06/05/2030 (A) |
|
|
534 |
|
|
|
537 |
|
Macquarie Group |
|
|
|
|
|
|
|
|
1.340%, SOFRRATE + 1.069%, 01/12/2027 (A)(B) |
|
|
302 |
|
|
|
282 |
|
Macquarie Group MTN |
|
|
|
|
|
|
|
|
5.033%, US0003M + 1.750%, 01/15/2030 (A)(B) |
|
|
280 |
|
|
|
275 |
|
Manulife Financial |
|
|
|
|
|
|
|
|
3.703%, 03/16/2032 |
|
|
340 |
|
|
|
309 |
|
Massachusetts Mutual Life Insurance |
|
|
|
|
|
|
|
|
5.672%, 12/01/2052 (B) |
|
|
305 |
|
|
|
297 |
|
3.375%, 04/15/2050 (B) |
|
|
144 |
|
|
|
97 |
|
Mastercard |
|
|
|
|
|
|
|
|
3.850%, 03/26/2050 |
|
|
10 |
|
|
|
8 |
|
Metropolitan Life Global Funding I MTN |
|
|
|
|
|
|
|
|
3.300%, 03/21/2029 (B) |
|
|
361 |
|
|
|
333 |
|
Metropolitan Life Insurance |
|
|
|
|
|
|
|
|
7.800%, 11/01/2025 (B) |
|
|
267 |
|
|
|
273 |
|
Mitsubishi UFJ Financial Group |
|
|
|
|
|
|
|
|
3.837%, H15T1Y + 1.125%, 04/17/2026 (A) |
|
|
200 |
|
|
|
197 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Moody's |
|
|
|
|
|
|
|
|
3.250%, 05/20/2050 |
|
$ |
235 |
|
|
$ |
160 |
|
Morgan Stanley |
|
|
|
|
|
|
|
|
2.484%, SOFRRATE + 1.360%, 09/16/2036 (A) |
|
|
20 |
|
|
|
16 |
|
Morgan Stanley MTN |
|
|
|
|
|
|
|
|
3.772%, TSFR3M + 1.402%, 01/24/2029 (A) |
|
|
90 |
|
|
|
85 |
|
3.622%, SOFRRATE + 3.120%, 04/01/2031 (A) |
|
|
384 |
|
|
|
350 |
|
3.125%, 07/27/2026 |
|
|
450 |
|
|
|
430 |
|
2.511%, SOFRRATE + 1.200%, 10/20/2032 (A) |
|
|
180 |
|
|
|
148 |
|
2.188%, SOFRRATE + 1.990%, 04/28/2026 (A) |
|
|
100 |
|
|
|
97 |
|
National Securities Clearing |
|
|
|
|
|
|
|
|
5.000%, 05/30/2028 (B) |
|
|
351 |
|
|
|
350 |
|
1.500%, 04/23/2025 (B) |
|
|
250 |
|
|
|
241 |
|
NatWest Group |
|
|
|
|
|
|
|
|
3.073%, H15T1Y + 2.550%, 05/22/2028 (A) |
|
|
200 |
|
|
|
187 |
|
New York Life Global Funding |
|
|
|
|
|
|
|
|
0.950%, 06/24/2025 (B) |
|
|
30 |
|
|
|
29 |
|
PayPal Holdings |
|
|
|
|
|
|
|
|
1.650%, 06/01/2025 |
|
|
30 |
|
|
|
29 |
|
Peachtree Corners Funding Trust |
|
|
|
|
|
|
|
|
3.976%, 02/15/2025 (B) |
|
|
225 |
|
|
|
221 |
|
PNC Financial Services Group |
|
|
|
|
|
|
|
|
5.812%, SOFRRATE + 1.322%, 06/12/2026 (A) |
|
|
20 |
|
|
|
20 |
|
5.676%, SOFRRATE + 1.902%, 01/22/2035 (A) |
|
|
247 |
|
|
|
247 |
|
5.582%, SOFRRATE + 1.841%, 06/12/2029 (A) |
|
|
80 |
|
|
|
81 |
|
5.354%, SOFRRATE + 1.620%, 12/02/2028 (A) |
|
|
470 |
|
|
|
469 |
|
Principal Life Global Funding II |
|
|
|
|
|
|
|
|
1.250%, 06/23/2025 (B) |
|
|
10 |
|
|
|
10 |
|
Prudential Funding Asia |
|
|
|
|
|
|
|
|
3.125%, 04/14/2030 |
|
|
315 |
|
|
|
281 |
|
Royal Bank of Canada MTN |
|
|
|
|
|
|
|
|
1.150%, 06/10/2025 |
|
|
70 |
|
|
|
67 |
|
Santander Holdings USA |
|
|
|
|
|
|
|
|
4.500%, 07/17/2025 |
|
|
10 |
|
|
|
10 |
|
State Street |
|
|
|
|
|
|
|
|
3.152%, SOFRRATE + 2.650%, 03/30/2031 (A) |
|
|
110 |
|
|
|
99 |
|
2.901%, SOFRRATE + 2.600%, 03/30/2026 (A) |
|
|
95 |
|
|
|
93 |
|
Teachers Insurance & Annuity Association of America |
|
|
|
|
|
|
|
|
4.900%, 09/15/2044 (B) |
|
|
130 |
|
|
|
115 |
|
Toronto-Dominion Bank MTN |
|
|
|
|
|
|
|
|
4.456%, 06/08/2032 |
|
|
50 |
|
|
|
47 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
1.150%, 06/12/2025 |
|
$ |
30 |
|
|
$ |
29 |
|
Truist Financial MTN |
|
|
|
|
|
|
|
|
6.047%, SOFRRATE + 2.050%, 06/08/2027 (A) |
|
|
40 |
|
|
|
40 |
|
UBS |
|
|
|
|
|
|
|
|
4.500%, 06/26/2048 |
|
|
400 |
|
|
|
352 |
|
UBS Group |
|
|
|
|
|
|
|
|
4.550%, 04/17/2026 |
|
|
250 |
|
|
|
246 |
|
4.194%, SOFRRATE + 3.730%, 04/01/2031 (A)(B) |
|
|
250 |
|
|
|
232 |
|
1.364%, H15T1Y + 1.080%, 01/30/2027 (A)(B) |
|
|
200 |
|
|
|
186 |
|
UBS Group Funding Jersey |
|
|
|
|
|
|
|
|
4.125%, 04/15/2026 (B) |
|
|
449 |
|
|
|
437 |
|
UBS NY |
|
|
|
|
|
|
|
|
7.950%, 01/09/2025 |
|
|
322 |
|
|
|
326 |
|
US Bancorp |
|
|
|
|
|
|
|
|
5.836%, SOFRRATE + 2.260%, 06/12/2034 (A) |
|
|
20 |
|
|
|
20 |
|
5.775%, SOFRRATE + 2.020%, 06/12/2029 (A) |
|
|
40 |
|
|
|
41 |
|
5.727%, SOFRRATE + 1.430%, 10/21/2026 (A) |
|
|
169 |
|
|
|
169 |
|
5.678%, SOFRRATE + 1.860%, 01/23/2035 (A) |
|
|
192 |
|
|
|
192 |
|
1.450%, 05/12/2025 |
|
|
20 |
|
|
|
19 |
|
US Bancorp MTN |
|
|
|
|
|
|
|
|
2.215%, SOFRRATE + 0.730%, 01/27/2028 (A) |
|
|
10 |
|
|
|
9 |
|
Visa |
|
|
|
|
|
|
|
|
4.300%, 12/14/2045 |
|
|
70 |
|
|
|
61 |
|
3.150%, 12/14/2025 |
|
|
60 |
|
|
|
58 |
|
2.050%, 04/15/2030 |
|
|
20 |
|
|
|
17 |
|
WEA Finance |
|
|
|
|
|
|
|
|
3.750%, 09/17/2024 (B) |
|
|
200 |
|
|
|
198 |
|
Wells Fargo MTN |
|
|
|
|
|
|
|
|
5.574%, SOFRRATE + 1.740%, 07/25/2029 (A) |
|
|
40 |
|
|
|
40 |
|
5.557%, SOFRRATE + 1.990%, 07/25/2034 (A) |
|
|
360 |
|
|
|
359 |
|
3.350%, SOFRRATE + 1.500%, 03/02/2033 (A) |
|
|
20 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
21,736 |
|
| |
|
|
|
|
|
|
|
|
Health Care — 0.9% |
|
|
|
|
CVS Health |
|
|
|
|
|
|
|
|
5.125%, 07/20/2045 |
|
|
60 |
|
|
|
53 |
|
5.050%, 03/25/2048 |
|
|
250 |
|
|
|
215 |
|
4.300%, 03/25/2028 |
|
|
30 |
|
|
|
29 |
|
4.250%, 04/01/2050 |
|
|
70 |
|
|
|
53 |
|
4.125%, 04/01/2040 |
|
|
10 |
|
|
|
8 |
|
3.875%, 07/20/2025 |
|
|
18 |
|
|
|
18 |
|
3.750%, 04/01/2030 |
|
|
30 |
|
|
|
27 |
|
3.625%, 04/01/2027 |
|
|
30 |
|
|
|
29 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
2.125%, 09/15/2031 |
|
$ |
30 |
|
|
$ |
24 |
|
1.875%, 02/28/2031 |
|
|
10 |
|
|
|
8 |
|
CVS Pass-Through Trust |
|
|
|
|
|
|
|
|
7.507%, 01/10/2032 (B) |
|
|
289 |
|
|
|
302 |
|
6.036%, 12/10/2028 |
|
|
123 |
|
|
|
123 |
|
5.926%, 01/10/2034 (B) |
|
|
422 |
|
|
|
414 |
|
Elevance Health |
|
|
|
|
|
|
|
|
4.550%, 05/15/2052 |
|
|
20 |
|
|
|
17 |
|
4.100%, 05/15/2032 |
|
|
100 |
|
|
|
92 |
|
3.650%, 12/01/2027 |
|
|
30 |
|
|
|
28 |
|
3.350%, 12/01/2024 |
|
|
20 |
|
|
|
20 |
|
Fresenius Medical Care US Finance II |
|
|
|
|
|
|
|
|
4.750%, 10/15/2024 (B) |
|
|
50 |
|
|
|
50 |
|
Humana |
|
|
|
|
|
|
|
|
4.500%, 04/01/2025 |
|
|
10 |
|
|
|
10 |
|
2.150%, 02/03/2032 |
|
|
10 |
|
|
|
8 |
|
Medline Borrower |
|
|
|
|
|
|
|
|
6.250%, 04/01/2029 (B) |
|
|
40 |
|
|
|
40 |
|
PeaceHealth Obligated Group |
|
|
|
|
|
|
|
|
1.375%, 11/15/2025 |
|
|
430 |
|
|
|
403 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,971 |
|
| |
|
|
|
|
|
|
|
|
Industrials — 2.5% |
|
|
|
|
AerCap Ireland Capital DAC |
|
|
|
|
|
|
|
|
3.000%, 10/29/2028 |
|
|
417 |
|
|
|
377 |
|
2.450%, 10/29/2026 |
|
|
150 |
|
|
|
139 |
|
Air Canada Pass-Through Trust, Ser 2015-1, Cl A |
|
|
|
|
|
|
|
|
3.600%, 03/15/2027 (B) |
|
|
184 |
|
|
|
174 |
|
Air Lease |
|
|
|
|
|
|
|
|
5.300%, 02/01/2028 |
|
|
40 |
|
|
|
40 |
|
3.375%, 07/01/2025 |
|
|
20 |
|
|
|
19 |
|
American Airlines |
|
|
|
|
|
|
|
|
8.500%, 05/15/2029 (B) |
|
|
70 |
|
|
|
72 |
|
Burlington Northern Santa Fe |
|
|
|
|
|
|
|
|
2.875%, 06/15/2052 |
|
|
30 |
|
|
|
19 |
|
Canadian National Railway |
|
|
|
|
|
|
|
|
3.650%, 02/03/2048 |
|
|
151 |
|
|
|
117 |
|
Canadian Pacific Railway |
|
|
|
|
|
|
|
|
6.125%, 09/15/2115 |
|
|
167 |
|
|
|
169 |
|
3.100%, 12/02/2051 |
|
|
40 |
|
|
|
26 |
|
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 |
|
|
114 |
|
|
|
113 |
|
CSX |
|
|
|
|
|
|
|
|
3.800%, 04/15/2050 |
|
|
331 |
|
|
|
252 |
|
Deere |
|
|
|
|
|
|
|
|
3.750%, 04/15/2050 |
|
|
40 |
|
|
|
32 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.100%, 04/15/2030 |
|
$ |
10 |
|
|
$ |
9 |
|
Delta Air Lines |
|
|
|
|
|
|
|
|
7.375%, 01/15/2026 |
|
|
30 |
|
|
|
31 |
|
4.750%, 10/20/2028 (B) |
|
|
50 |
|
|
|
49 |
|
4.500%, 10/20/2025 (B) |
|
|
15 |
|
|
|
15 |
|
2.900%, 10/28/2024 |
|
|
40 |
|
|
|
39 |
|
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA |
|
|
|
|
|
|
|
|
2.000%, 06/10/2028 |
|
|
134 |
|
|
|
122 |
|
Eaton |
|
|
|
|
|
|
|
|
4.150%, 11/02/2042 |
|
|
70 |
|
|
|
60 |
|
Ferguson Finance |
|
|
|
|
|
|
|
|
4.500%, 10/24/2028 (B) |
|
|
394 |
|
|
|
382 |
|
3.250%, 06/02/2030 (B) |
|
|
230 |
|
|
|
205 |
|
Genpact Luxembourg SARL |
|
|
|
|
|
|
|
|
6.000%, 06/04/2029 |
|
|
267 |
|
|
|
268 |
|
1.750%, 04/10/2026 |
|
|
292 |
|
|
|
272 |
|
GFL Environmental |
|
|
|
|
|
|
|
|
6.750%, 01/15/2031 (B) |
|
|
10 |
|
|
|
10 |
|
4.250%, 06/01/2025 (B) |
|
|
40 |
|
|
|
40 |
|
Mileage Plus Holdings |
|
|
|
|
|
|
|
|
6.500%, 06/20/2027 (B) |
|
|
26 |
|
|
|
26 |
|
Norfolk Southern |
|
|
|
|
|
|
|
|
4.837%, 10/01/2041 |
|
|
200 |
|
|
|
183 |
|
Penske Truck Leasing LP |
|
|
|
|
|
|
|
|
5.550%, 05/01/2028 (B) |
|
|
542 |
|
|
|
544 |
|
Republic Services |
|
|
|
|
|
|
|
|
2.500%, 08/15/2024 |
|
|
20 |
|
|
|
20 |
|
Ryder System MTN |
|
|
|
|
|
|
|
|
5.250%, 06/01/2028 |
|
|
355 |
|
|
|
356 |
|
Spirit Loyalty Cayman |
|
|
|
|
|
|
|
|
8.000%, 09/20/2025 (B) |
|
|
24 |
|
|
|
18 |
|
TransDigm |
|
|
|
|
|
|
|
|
7.125%, 12/01/2031 (B) |
|
|
20 |
|
|
|
21 |
|
6.625%, 03/01/2032 (B) |
|
|
40 |
|
|
|
40 |
|
6.375%, 03/01/2029 (B) |
|
|
20 |
|
|
|
20 |
|
United Airlines |
|
|
|
|
|
|
|
|
4.625%, 04/15/2029 (B) |
|
|
130 |
|
|
|
120 |
|
4.375%, 04/15/2026 (B) |
|
|
20 |
|
|
|
19 |
|
United Airlines Pass-Through Trust, Ser 2014-1, Cl A |
|
|
|
|
|
|
|
|
4.000%, 04/11/2026 |
|
|
426 |
|
|
|
411 |
|
United Rentals North America |
|
|
|
|
|
|
|
|
6.125%, 03/15/2034 (B) |
|
|
90 |
|
|
|
88 |
|
3.875%, 02/15/2031 |
|
|
100 |
|
|
|
88 |
|
3.750%, 01/15/2032 |
|
|
20 |
|
|
|
17 |
|
Verisk Analytics |
|
|
|
|
|
|
|
|
3.625%, 05/15/2050 |
|
|
142 |
|
|
|
100 |
|
Waste Connections |
|
|
|
|
|
|
|
|
5.000%, 03/01/2034 |
|
|
50 |
|
|
|
49 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,227 |
|
| |
|
|
|
|
|
|
|
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Information Technology — 0.8% |
|
|
|
|
Apple |
|
|
|
|
|
|
|
|
3.850%, 08/04/2046 |
|
$ |
156 |
|
|
$ |
126 |
|
3.200%, 05/13/2025 |
|
|
120 |
|
|
|
118 |
|
Broadcom |
|
|
|
|
|
|
|
|
4.926%, 05/15/2037 (B) |
|
|
20 |
|
|
|
19 |
|
4.750%, 04/15/2029 |
|
|
253 |
|
|
|
248 |
|
4.110%, 09/15/2028 |
|
|
237 |
|
|
|
227 |
|
3.137%, 11/15/2035 (B) |
|
|
150 |
|
|
|
119 |
|
1.950%, 02/15/2028 (B) |
|
|
139 |
|
|
|
124 |
|
Constellation Software |
|
|
|
|
|
|
|
|
5.461%, 02/16/2034 (B) |
|
|
187 |
|
|
|
186 |
|
Lam Research |
|
|
|
|
|
|
|
|
2.875%, 06/15/2050 |
|
|
92 |
|
|
|
60 |
|
Micron Technology |
|
|
|
|
|
|
|
|
5.875%, 02/09/2033 |
|
|
20 |
|
|
|
21 |
|
NVIDIA |
|
|
|
|
|
|
|
|
3.700%, 04/01/2060 |
|
|
50 |
|
|
|
37 |
|
3.500%, 04/01/2050 |
|
|
10 |
|
|
|
8 |
|
2.850%, 04/01/2030 |
|
|
20 |
|
|
|
18 |
|
NXP BV |
|
|
|
|
|
|
|
|
2.700%, 05/01/2025 |
|
|
30 |
|
|
|
29 |
|
Oracle |
|
|
|
|
|
|
|
|
3.950%, 03/25/2051 |
|
|
266 |
|
|
|
196 |
|
Prosus MTN |
|
|
|
|
|
|
|
|
3.061%, 07/13/2031 (B) |
|
|
200 |
|
|
|
162 |
|
Salesforce |
|
|
|
|
|
|
|
|
2.700%, 07/15/2041 |
|
|
40 |
|
|
|
28 |
|
Sprint Capital |
|
|
|
|
|
|
|
|
8.750%, 03/15/2032 |
|
|
10 |
|
|
|
12 |
|
Texas Instruments |
|
|
|
|
|
|
|
|
1.750%, 05/04/2030 |
|
|
20 |
|
|
|
17 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,755 |
|
| |
|
|
|
|
|
|
|
|
Materials — 0.5% |
|
|
|
|
Anglo American Capital |
|
|
|
|
|
|
|
|
4.750%, 04/10/2027 (B) |
|
|
200 |
|
|
|
196 |
|
3.625%, 09/11/2024 (B) |
|
|
200 |
|
|
|
199 |
|
Ball |
|
|
|
|
|
|
|
|
3.125%, 09/15/2031 |
|
|
30 |
|
|
|
25 |
|
Freeport-McMoRan |
|
|
|
|
|
|
|
|
5.450%, 03/15/2043 |
|
|
190 |
|
|
|
179 |
|
5.400%, 11/14/2034 |
|
|
20 |
|
|
|
19 |
|
4.625%, 08/01/2030 |
|
|
10 |
|
|
|
10 |
|
4.550%, 11/14/2024 |
|
|
10 |
|
|
|
10 |
|
MEGlobal BV MTN |
|
|
|
|
|
|
|
|
4.250%, 11/03/2026 (B) |
|
|
200 |
|
|
|
192 |
|
Southern Copper |
|
|
|
|
|
|
|
|
5.250%, 11/08/2042 |
|
|
120 |
|
|
|
111 |
|
Suzano Austria GmbH |
|
|
|
|
|
|
|
|
3.750%, 01/15/2031 |
|
|
90 |
|
|
|
78 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
3.125%, 01/15/2032 |
|
$ |
20 |
|
|
$ |
16 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,035 |
|
| |
|
|
|
|
|
|
|
|
Real Estate — 0.8% |
|
|
|
|
Alexandria Real Estate Equities |
|
|
|
|
|
|
|
|
4.700%, 07/01/2030 |
|
|
527 |
|
|
|
506 |
|
American Tower Trust #1 |
|
|
|
|
|
|
|
|
5.490%, 03/15/2028 (B) |
|
|
351 |
|
|
|
353 |
|
Federal Realty OP |
|
|
|
|
|
|
|
|
1.250%, 02/15/2026 |
|
|
233 |
|
|
|
217 |
|
Service Properties Trust |
|
|
|
|
|
|
|
|
8.375%, 06/15/2029 |
|
|
40 |
|
|
|
39 |
|
Simon Property Group |
|
|
|
|
|
|
|
|
1.750%, 02/01/2028 |
|
|
501 |
|
|
|
444 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
1,559 |
|
| |
|
|
|
|
|
|
|
|
Utilities — 2.5% |
|
|
|
|
American Transmission Systems |
|
|
|
|
|
|
|
|
2.650%, 01/15/2032 (B) |
|
|
30 |
|
|
|
25 |
|
Aquarion |
|
|
|
|
|
|
|
|
4.000%, 08/15/2024 (B) |
|
|
192 |
|
|
|
191 |
|
Berkshire Hathaway Energy |
|
|
|
|
|
|
|
|
4.450%, 01/15/2049 |
|
|
600 |
|
|
|
491 |
|
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 |
|
|
197 |
|
|
|
188 |
|
DTE Energy |
|
|
|
|
|
|
|
|
4.875%, 06/01/2028 |
|
|
192 |
|
|
|
189 |
|
Duke Energy Carolinas |
|
|
|
|
|
|
|
|
3.950%, 03/15/2048 |
|
|
98 |
|
|
|
76 |
|
Duke Energy Florida |
|
|
|
|
|
|
|
|
3.200%, 01/15/2027 |
|
|
230 |
|
|
|
219 |
|
Duke Energy Ohio |
|
|
|
|
|
|
|
|
3.650%, 02/01/2029 |
|
|
50 |
|
|
|
47 |
|
Eversource Energy |
|
|
|
|
|
|
|
|
3.150%, 01/15/2025 |
|
|
111 |
|
|
|
109 |
|
Exelon |
|
|
|
|
|
|
|
|
5.625%, 06/15/2035 |
|
|
60 |
|
|
|
60 |
|
5.100%, 06/15/2045 |
|
|
328 |
|
|
|
298 |
|
4.700%, 04/15/2050 |
|
|
69 |
|
|
|
59 |
|
FirstEnergy |
|
|
|
|
|
|
|
|
5.100%, 07/15/2047 |
|
|
120 |
|
|
|
103 |
|
4.150%, 07/15/2027 |
|
|
90 |
|
|
|
86 |
|
1.600%, 01/15/2026 |
|
|
20 |
|
|
|
19 |
|
Interstate Power and Light |
|
|
|
|
|
|
|
|
2.300%, 06/01/2030 |
|
|
295 |
|
|
|
249 |
|
NextEra Energy Capital Holdings |
|
|
|
|
|
|
|
|
3.550%, 05/01/2027 |
|
|
292 |
|
|
|
278 |
|
NSTAR Electric |
|
|
|
|
|
|
|
|
3.950%, 04/01/2030 |
|
|
230 |
|
|
|
215 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
CORPORATE OBLIGATIONS (continued) |
Oglethorpe Power |
|
|
|
|
|
|
|
|
6.200%, 12/01/2053 (B) |
|
$ |
403 |
|
|
$ |
411 |
|
Pacific Gas and Electric |
|
|
|
|
|
|
|
|
5.450%, 06/15/2027 |
|
|
120 |
|
|
|
120 |
|
4.950%, 06/08/2025 |
|
|
40 |
|
|
|
40 |
|
3.300%, 08/01/2040 |
|
|
10 |
|
|
|
7 |
|
2.500%, 02/01/2031 |
|
|
20 |
|
|
|
16 |
|
2.100%, 08/01/2027 |
|
|
20 |
|
|
|
18 |
|
PG&E Wildfire Recovery Funding |
|
|
|
|
|
|
|
|
4.722%, 06/01/2037 |
|
|
456 |
|
|
|
434 |
|
3.594%, 06/01/2030 |
|
|
313 |
|
|
|
298 |
|
Southern |
|
|
|
|
|
|
|
|
3.250%, 07/01/2026 |
|
|
415 |
|
|
|
398 |
|
Virginia Power Fuel Securitization |
|
|
|
|
|
|
|
|
4.877%, 05/01/2031 |
|
|
389 |
|
|
|
386 |
|
Xcel Energy |
|
|
|
|
|
|
|
|
3.400%, 06/01/2030 |
|
|
188 |
|
|
|
168 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
5,232 |
|
| |
|
|
|
|
|
|
|
|
Total Corporate Obligations |
|
|
|
|
|
|
|
|
(Cost $63,107) ($ Thousands) |
|
|
|
|
|
|
58,107 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
U.S. TREASURY OBLIGATIONS — 24.9% |
U.S. Treasury Bonds |
|
|
|
|
|
|
|
|
4.750%, 11/15/2043 |
|
|
500 |
|
|
|
501 |
|
4.750%, 11/15/2053 |
|
|
1,980 |
|
|
|
2,017 |
|
4.500%, 02/15/2044 |
|
|
1,002 |
|
|
|
973 |
|
4.375%, 08/15/2043 |
|
|
4,480 |
|
|
|
4,278 |
|
4.250%, 02/15/2054 |
|
|
969 |
|
|
|
909 |
|
4.125%, 08/15/2053 |
|
|
539 |
|
|
|
494 |
|
3.875%, 02/15/2043 |
|
|
340 |
|
|
|
304 |
|
3.875%, 05/15/2043 |
|
|
3,183 |
|
|
|
2,841 |
|
3.750%, 11/15/2043 |
|
|
90 |
|
|
|
79 |
|
3.625%, 02/15/2053 |
|
|
210 |
|
|
|
176 |
|
3.625%, 05/15/2053 |
|
|
4,487 |
|
|
|
3,759 |
|
3.375%, 08/15/2042 |
|
|
639 |
|
|
|
534 |
|
3.375%, 11/15/2048 |
|
|
50 |
|
|
|
40 |
|
3.250%, 05/15/2042 |
|
|
110 |
|
|
|
91 |
|
3.000%, 02/15/2049 |
|
|
210 |
|
|
|
157 |
|
3.000%, 08/15/2052 |
|
|
1,878 |
|
|
|
1,391 |
|
2.875%, 08/15/2045 |
|
|
480 |
|
|
|
360 |
|
2.875%, 05/15/2049 |
|
|
70 |
|
|
|
51 |
|
2.875%, 05/15/2052 |
|
|
290 |
|
|
|
209 |
|
2.750%, 08/15/2047 |
|
|
460 |
|
|
|
331 |
|
2.375%, 02/15/2042 |
|
|
526 |
|
|
|
378 |
|
2.375%, 05/15/2051 |
|
|
300 |
|
|
|
195 |
|
2.346%, 05/15/2049 (F) |
|
|
410 |
|
|
|
128 |
|
2.250%, 02/15/2052 |
|
|
1,049 |
|
|
|
657 |
|
2.000%, 11/15/2041 |
|
|
120 |
|
|
|
81 |
|
2.000%, 02/15/2050 |
|
|
110 |
|
|
|
66 |
|
2.000%, 08/15/2051 |
|
|
749 |
|
|
|
442 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
U.S. TREASURY OBLIGATIONS (continued) |
1.875%, 02/15/2051 |
|
$ |
3,050 |
|
|
$ |
1,751 |
|
1.875%, 11/15/2051 |
|
|
572 |
|
|
|
326 |
|
1.625%, 11/15/2050 |
|
|
2,320 |
|
|
|
1,248 |
|
1.375%, 08/15/2050 |
|
|
790 |
|
|
|
397 |
|
1.250%, 05/15/2050 |
|
|
310 |
|
|
|
151 |
|
U.S. Treasury Inflation Protected Securities |
|
|
|
|
|
|
|
|
1.125%, 01/15/2033 |
|
|
273 |
|
|
|
251 |
|
0.125%, 01/15/2030 |
|
|
581 |
|
|
|
521 |
|
U.S. Treasury Notes |
|
|
|
|
|
|
|
|
5.000%, 08/31/2025 |
|
|
170 |
|
|
|
170 |
|
5.000%, 09/30/2025 |
|
|
50 |
|
|
|
50 |
|
4.750%, 07/31/2025 |
|
|
520 |
|
|
|
518 |
|
4.625%, 09/15/2026 |
|
|
40 |
|
|
|
40 |
|
4.625%, 04/30/2029 |
|
|
239 |
|
|
|
240 |
|
4.625%, 09/30/2030 |
|
|
510 |
|
|
|
513 |
|
4.375%, 08/31/2028 |
|
|
1,020 |
|
|
|
1,013 |
|
4.375%, 11/30/2030 |
|
|
630 |
|
|
|
625 |
|
4.250%, 02/28/2029 |
|
|
60 |
|
|
|
59 |
|
4.250%, 02/28/2031 |
|
|
690 |
|
|
|
680 |
|
4.125%, 07/31/2028 |
|
|
40 |
|
|
|
39 |
|
4.125%, 08/31/2030 |
|
|
270 |
|
|
|
264 |
|
4.000%, 01/31/2029 |
|
|
5,154 |
|
|
|
5,041 |
|
4.000%, 07/31/2030 |
|
|
880 |
|
|
|
856 |
|
4.000%, 01/31/2031 |
|
|
710 |
|
|
|
689 |
|
4.000%, 02/15/2034 |
|
|
1,320 |
|
|
|
1,269 |
|
3.875%, 11/30/2029 |
|
|
130 |
|
|
|
126 |
|
3.875%, 08/15/2033 |
|
|
3,094 |
|
|
|
2,949 |
|
3.375%, 05/15/2033 |
|
|
3,223 |
|
|
|
2,958 |
|
2.750%, 04/30/2027 |
|
|
180 |
|
|
|
171 |
|
2.000%, 11/15/2026 |
|
|
2,220 |
|
|
|
2,080 |
|
1.500%, 01/31/2027 |
|
|
1,840 |
|
|
|
1,693 |
|
1.250%, 11/30/2026 |
|
|
3,010 |
|
|
|
2,765 |
|
1.125%, 01/15/2025 |
|
|
1,110 |
|
|
|
1,082 |
|
0.250%, 05/31/2025 |
|
|
90 |
|
|
|
86 |
|
| |
|
|
|
|
Total U.S. Treasury Obligations |
|
|
|
|
(Cost $56,944) ($ Thousands) |
|
|
52,063 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
ASSET-BACKED SECURITIES — 7.5% |
Automotive — 2.0% |
|
|
|
|
| |
|
|
|
|
Avis Budget Rental Car Funding AESOP, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.380%, 08/20/2027 (B) |
|
|
130 |
|
|
|
119 |
|
Citizens Auto Receivables Trust, Ser 2024-1, Cl A3 |
|
|
|
|
|
|
|
|
5.110%, 04/17/2028 (B) |
|
|
509 |
|
|
|
506 |
|
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A |
|
|
|
|
|
|
|
|
2.040%, 08/15/2031 (B) |
|
|
400 |
|
|
|
390 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Ford Credit Auto Owner Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.370%, 10/17/2033 (B) |
|
$ |
254 |
|
|
$ |
236 |
|
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A |
|
|
|
|
|
|
|
|
4.060%, 11/15/2030 |
|
|
150 |
|
|
|
143 |
|
GMF Floorplan Owner Revolving Trust, Ser 2023-2, Cl A |
|
|
|
|
|
|
|
|
5.340%, 06/15/2030 (B) |
|
|
468 |
|
|
|
469 |
|
GMF Floorplan Owner Revolving Trust, Ser 2024-2A, Cl A |
|
|
|
|
|
|
|
|
5.060%, 03/15/2031 (B) |
|
|
537 |
|
|
|
534 |
|
Hertz Vehicle Financing, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.210%, 12/26/2025 (B) |
|
|
100 |
|
|
|
98 |
|
Hertz Vehicle Financing, Ser 2022-5A, Cl B |
|
|
|
|
|
|
|
|
4.280%, 09/25/2028 (B) |
|
|
250 |
|
|
|
236 |
|
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2 |
|
|
|
|
|
|
|
|
2.800%, 03/15/2027 (B) |
|
|
489 |
|
|
|
478 |
|
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A |
|
|
|
|
|
|
|
|
1.070%, 02/27/2034 (B) |
|
|
456 |
|
|
|
424 |
|
Toyota Lease Owner Trust, Ser 2024-A, Cl A3 |
|
|
|
|
|
|
|
|
5.250%, 04/20/2027 (B) |
|
|
410 |
|
|
|
409 |
|
US Bank, Ser 2023-1, Cl B |
|
|
|
|
|
|
|
|
6.789%, 08/25/2032 (B) |
|
|
202 |
|
|
|
202 |
|
| |
|
|
|
|
|
|
4,244 |
|
| |
|
|
|
|
|
|
|
|
Manufactured Housing — 0.0% |
|
|
|
|
| |
|
|
|
|
BankAmerica Manufactured Housing Contract Trust, Ser 1996-1, Cl B1 |
|
|
|
|
|
|
|
|
7.875%, 10/10/2026 |
|
|
510 |
|
|
|
5 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Mortgage Related Securities — 0.3% |
|
|
|
|
| |
|
|
|
|
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE7, Cl M1 |
|
|
|
|
|
|
|
|
6.339%, TSFR1M + 1.014%, 08/25/2034 (A) |
|
|
134 |
|
|
|
128 |
|
CIT Mortgage Loan Trust, Ser 2007-1, Cl 1M1 |
|
|
|
|
|
|
|
|
6.939%, TSFR1M + 1.614%, 10/25/2037 (A)(B) |
|
|
109 |
|
|
|
108 |
|
Merrill Lynch Mortgage Investors Trust, Ser 2004-WMC5, Cl M1 |
|
|
|
|
|
|
|
|
6.369%, TSFR1M + 1.044%, 07/25/2035 (A) |
|
|
196 |
|
|
|
193 |
|
Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A |
|
|
|
|
|
|
|
|
6.159%, TSFR1M + 0.834%, 11/25/2033 (A) |
|
|
110 |
|
|
|
106 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1 |
|
|
|
|
|
|
|
|
5.859%, TSFR1M + 0.534%, 02/25/2037 (A) |
|
$ |
100 |
|
|
$ |
96 |
|
| |
|
|
|
|
|
|
631 |
|
| |
|
|
|
|
|
|
|
|
Other Asset-Backed Securities — 4.9% |
|
|
|
|
| |
|
|
|
|
AIMCO CLO, Ser 2017-AA, Cl AR |
|
|
|
|
|
|
|
|
6.636%, TSFR3M + 1.312%, 04/20/2034 (A)(B) |
|
|
298 |
|
|
|
298 |
|
AMSR Trust, Ser 2022-SFR3, Cl A |
|
|
|
|
|
|
|
|
4.000%, 10/17/2039 (B) |
|
|
236 |
|
|
|
224 |
|
AMSR Trust, Ser 2023-SFR1, Cl A |
|
|
|
|
|
|
|
|
4.000%, 04/17/2040 (B) |
|
|
410 |
|
|
|
388 |
|
Applebee's Funding, Ser 2023-1A, Cl A2 |
|
|
|
|
|
|
|
|
7.824%, 03/05/2053 (B) |
|
|
170 |
|
|
|
176 |
|
CIFC Funding, Ser 2024-3A, Cl A |
|
|
|
|
|
|
|
|
6.916%, TSFR3M + 1.600%, 01/20/2037 (A)(B) |
|
|
614 |
|
|
|
617 |
|
Corevest American Finance Trust, Ser 2021-1, Cl A |
|
|
|
|
|
|
|
|
1.569%, 04/15/2053 (B) |
|
|
268 |
|
|
|
248 |
|
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I |
|
|
|
|
|
|
|
|
2.662%, 04/25/2051 (B) |
|
|
555 |
|
|
|
489 |
|
FirstKey Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.266%, 10/19/2037 (B) |
|
|
238 |
|
|
|
224 |
|
FirstKey Homes Trust, Ser 2021-SFR3, Cl A |
|
|
|
|
|
|
|
|
2.135%, 12/17/2038 (B) |
|
|
267 |
|
|
|
244 |
|
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl A |
|
|
|
|
|
|
|
|
2.700%, 01/20/2049 (B) |
|
|
78 |
|
|
|
64 |
|
Home Partners of America Trust, Ser 2021-2, Cl A |
|
|
|
|
|
|
|
|
1.901%, 12/17/2026 (B) |
|
|
282 |
|
|
|
257 |
|
Palmer Square CLO, Ser 2021-2A, Cl A1A3 |
|
|
|
|
|
|
|
|
6.579%, TSFR3M + 1.262%, 10/17/2031 (A)(B) |
|
|
247 |
|
|
|
248 |
|
Palmer Square CLO, Ser 2022-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.895%, TSFR3M + 1.570%, 07/20/2034 (A)(B) |
|
|
250 |
|
|
|
250 |
|
Palmer Square Loan Funding, Ser 2022-2A, Cl A1 |
|
|
|
|
|
|
|
|
6.599%, TSFR3M + 1.270%, 10/15/2030 (A)(B) |
|
|
264 |
|
|
|
264 |
|
PFS Financing, Ser 2022-A, Cl A |
|
|
|
|
|
|
|
|
2.470%, 02/15/2027 (B) |
|
|
463 |
|
|
|
452 |
|
Planet Fitness Master Issuer, Ser 2018-1A, Cl A2II |
|
|
|
|
|
|
|
|
4.666%, 09/05/2048 (B) |
|
|
294 |
|
|
|
288 |
|
Progress Residential Trust, Ser 2023-SFR2, Cl A |
|
|
|
|
|
|
|
|
4.500%, 10/17/2040 (B) |
|
|
528 |
|
|
|
507 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
SBA Small Business Investment, Ser 2023-10A, Cl 1 |
|
|
|
|
|
|
|
|
5.168%, 03/10/2033 |
|
$ |
302 |
|
|
$ |
300 |
|
SBA Small Business Investment, Ser 2024-10A, Cl 1 |
|
|
|
|
|
|
|
|
5.035%, 03/10/2034 |
|
|
520 |
|
|
|
512 |
|
Taco Bell Funding, Ser 2021-1A, Cl A2II |
|
|
|
|
|
|
|
|
2.294%, 08/25/2051 (B) |
|
|
424 |
|
|
|
365 |
|
Tricon American Homes Trust, Ser 2019-SFR1, Cl A |
|
|
|
|
|
|
|
|
2.750%, 03/17/2038 (B) |
|
|
284 |
|
|
|
270 |
|
Tricon American Homes Trust, Ser 2020-SFR2, Cl A |
|
|
|
|
|
|
|
|
1.482%, 11/17/2039 (B) |
|
|
213 |
|
|
|
187 |
|
U.S. Small Business Administration, Ser 2010-20B, Cl 1 |
|
|
|
|
|
|
|
|
4.140%, 02/01/2030 |
|
|
27 |
|
|
|
26 |
|
U.S. Small Business Administration, Ser 2011-20G, Cl 1 |
|
|
|
|
|
|
|
|
3.740%, 07/01/2031 |
|
|
104 |
|
|
|
99 |
|
U.S. Small Business Administration, Ser 2011-20H, Cl 1 |
|
|
|
|
|
|
|
|
3.290%, 08/01/2031 |
|
|
58 |
|
|
|
54 |
|
U.S. Small Business Administration, Ser 2013-20G, Cl 1 |
|
|
|
|
|
|
|
|
3.150%, 07/01/2033 |
|
|
234 |
|
|
|
217 |
|
U.S. Small Business Administration, Ser 2014-20C, Cl 1 |
|
|
|
|
|
|
|
|
3.210%, 03/01/2034 |
|
|
200 |
|
|
|
185 |
|
U.S. Small Business Administration, Ser 2015-20F, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 06/01/2035 |
|
|
68 |
|
|
|
62 |
|
U.S. Small Business Administration, Ser 2017-20H, Cl 1 |
|
|
|
|
|
|
|
|
2.750%, 08/01/2037 |
|
|
154 |
|
|
|
137 |
|
U.S. Small Business Administration, Ser 2018-20A, Cl 1 |
|
|
|
|
|
|
|
|
2.920%, 01/01/2038 |
|
|
149 |
|
|
|
134 |
|
U.S. Small Business Administration, Ser 2018-20B, Cl 1 |
|
|
|
|
|
|
|
|
3.220%, 02/01/2038 |
|
|
227 |
|
|
|
206 |
|
U.S. Small Business Administration, Ser 2018-20E, Cl 1 |
|
|
|
|
|
|
|
|
3.500%, 05/01/2038 |
|
|
140 |
|
|
|
127 |
|
U.S. Small Business Administration, Ser 2019-20D, Cl 1 |
|
|
|
|
|
|
|
|
2.980%, 04/01/2039 |
|
|
17 |
|
|
|
16 |
|
U.S. Small Business Administration, Ser 2019-25G, Cl 1 |
|
|
|
|
|
|
|
|
2.690%, 07/01/2044 |
|
|
19 |
|
|
|
16 |
|
U.S. Small Business Administration, Ser 2022-25D, Cl 1 |
|
|
|
|
|
|
|
|
3.500%, 04/01/2047 |
|
|
313 |
|
|
|
278 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
ASSET-BACKED SECURITIES (continued) |
U.S. Small Business Administration, Ser 2022-25E, Cl 1 |
|
|
|
|
|
|
|
|
3.940%, 05/01/2047 |
|
$ |
317 |
|
|
$ |
290 |
|
U.S. Small Business Administration, Ser 2022-25G, Cl 1 |
|
|
|
|
|
|
|
|
3.930%, 07/01/2047 |
|
|
431 |
|
|
|
395 |
|
U.S. Small Business Administration, Ser 2023-25C, Cl 1 |
|
|
|
|
|
|
|
|
4.930%, 03/01/2048 |
|
|
247 |
|
|
|
242 |
|
U.S. Small Business Administration, Ser 2023-25G, Cl 1 |
|
|
|
|
|
|
|
|
5.180%, 07/01/2048 |
|
|
281 |
|
|
|
280 |
|
Vantage Data Centers Issuer, Ser 2020-1A, Cl A2 |
|
|
|
|
|
|
|
|
1.645%, 09/15/2045 (B) |
|
|
162 |
|
|
|
152 |
|
Wendy's Funding, Ser 2019-1A, Cl A2I |
|
|
|
|
|
|
|
|
3.783%, 06/15/2049 (B) |
|
|
137 |
|
|
|
131 |
|
Wind River CLO, Ser 2021-3A, Cl A |
|
|
|
|
|
|
|
|
6.736%, TSFR3M + 1.412%, 07/20/2033 (A)(B) |
|
|
250 |
|
|
|
250 |
|
| |
|
|
|
|
|
|
10,169 |
|
| |
|
|
|
|
|
|
|
|
Student Loan — 0.3% |
|
|
|
|
| |
|
|
|
|
College Ave Student Loans, Ser 2021-C, Cl C |
|
|
|
|
|
|
|
|
3.060%, 07/26/2055 (B) |
|
|
150 |
|
|
|
131 |
|
National Collegiate Student Loan Trust, Ser 2006-3, Cl B |
|
|
|
|
|
|
|
|
5.799%, TSFR1M + 0.474%, 01/26/2032 (A) |
|
|
250 |
|
|
|
210 |
|
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |
|
|
|
|
|
|
|
|
1.690%, 05/15/2069 (B) |
|
|
112 |
|
|
|
102 |
|
Navient Student Loan Trust, Ser 2016-3A, Cl A3 |
|
|
|
|
|
|
|
|
6.788%, SOFR30A + 1.464%, 06/25/2065 (A)(B) |
|
|
97 |
|
|
|
98 |
|
SLM Student Loan Trust, Ser 2021-10A, Cl A4 |
|
|
|
|
|
|
|
|
6.285%, SOFR90A + 0.931%, 12/17/2068 (A)(B) |
|
|
86 |
|
|
|
86 |
|
| |
|
|
|
|
|
|
627 |
|
| |
|
|
|
|
|
|
|
|
Total Asset-Backed Securities |
|
|
|
|
|
|
|
|
(Cost $16,575) ($ Thousands) |
|
|
|
|
|
|
15,676 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
LOAN PARTICIPATIONS — 1.1% |
Acrisure, LLC, 2021-2 Additional Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.694%, Syn LIBOR + 4.250%, 02/15/2027 (A) |
|
|
30 |
|
|
|
30 |
|
Ali Group North America Corporation, Initial Tranche B Term Loan , 1st Lien |
|
|
|
|
|
|
|
|
7.444%, CME Term SOFR + 2.000%, 07/30/2029 (A) |
|
|
37 |
|
|
|
37 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.179%, CME Term SOFR + 3.750%, 05/12/2028 (A) |
|
$ |
116 |
|
|
$ |
116 |
|
Alterra Mountain Company, Series B-4 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, CME Term SOFR + 3.250%, 08/17/2028 (A) |
|
|
38 |
|
|
|
38 |
|
Amwins Group Inc., Intial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.180%, 02/19/2028 |
|
|
10 |
|
|
|
10 |
|
AmWINS Group, Inc., Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.694%, CME Term SOFR + 2.250%, 02/19/2028 (A) |
|
|
9 |
|
|
|
9 |
|
APi Group DE, Inc., Repriced 2021 Incremental Term Loan (2024), 1st Lien |
|
|
|
|
|
|
|
|
7.329%, CME Term SOFR + 2.000%, 12/18/2028 (A) |
|
|
24 |
|
|
|
25 |
|
Apple Bidco, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.194%, CME Term SOFR + 2.750%, 09/22/2028 (A) |
|
|
30 |
|
|
|
30 |
|
Asplundh Tree Expert, LLC, Amendment No. 1 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.179%, 09/07/2027 (A) |
|
|
9 |
|
|
|
9 |
|
Asurion, LLC, New B-11 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.679%, CME Term SOFR + 4.250%, 08/19/2028 (A) |
|
|
48 |
|
|
|
47 |
|
Asurion, LLC, New B-8 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.694%, CME Term SOFR + 3.250%, 12/23/2026 (A) |
|
|
43 |
|
|
|
43 |
|
Asurion, LLC, New B-9 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.694%, CME Term SOFR + 3.250%, 07/31/2027 (A) |
|
|
29 |
|
|
|
29 |
|
athenahealth Group Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, CME Term SOFR + 3.250%, 02/15/2029 (A) |
|
|
61 |
|
|
|
61 |
|
Boost Newco Borrower, LLC, Initial USD Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.309%, CME Term SOFR + 3.000%, 01/31/2031 (A) |
|
|
130 |
|
|
|
130 |
|
Brown Group Holding, LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.179%, CME Term SOFR + 2.750%, 06/07/2028 (A) |
|
|
39 |
|
|
|
39 |
|
Castlelake Aviation One Designated Activity Company, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.829%, CME Term SOFR + 2.500%, 10/22/2026 (A) |
|
|
48 |
|
|
|
49 |
|
Charter Communications Operating |
|
|
|
|
|
|
|
|
7.302%, 12/07/2030 |
|
|
73 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Citadel Securities LP, Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.579%, CME Term SOFR + 2.250%, 07/29/2030 (A) |
|
$ |
29 |
|
|
$ |
29 |
|
Cloudera, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.179%, CME Term SOFR + 3.750%, 10/08/2028 (A) |
|
|
21 |
|
|
|
21 |
|
Coherent Corp., Term B1 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.829%, CME Term SOFR + 2.500%, 07/02/2029 (A) |
|
|
52 |
|
|
|
52 |
|
Cotiviti Holdings Inc., 1st Lien |
|
|
|
|
|
|
|
|
8.563%, 05/01/2031 (A) |
|
|
170 |
|
|
|
171 |
|
DCert Buyer, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.329%, CME Term SOFR + 4.000%, 10/16/2026 (A) |
|
|
106 |
|
|
|
105 |
|
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.059%, CME Term SOFR + 3.750%, 04/09/2027 (A) |
|
|
52 |
|
|
|
52 |
|
First Eagles Holdings, Inc., Refinancing Term Loan (2020), 1st Lien |
|
|
|
|
|
|
|
|
7.948%, 02/01/2027 |
|
|
19 |
|
|
|
19 |
|
Focus Financial Partners, LLC, Tranche B-7 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.079%, CME Term SOFR + 2.750%, 06/30/2028 (A) |
|
|
77 |
|
|
|
77 |
|
Gainwell Acquisition Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (A) |
|
|
58 |
|
|
|
56 |
|
Garda World Security Corporation, Fourth Additional Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.583%, CME Term SOFR + 4.250%, 02/01/2029 (A) |
|
|
14 |
|
|
|
14 |
|
GFL Environmental Inc., Term Loan |
|
|
|
|
|
|
|
|
7.826%, 05/31/2027 |
|
|
33 |
|
|
|
33 |
|
Harbor Freight Tools USA, Inc., Initial Loan (2021), 1st Lien |
|
|
|
|
|
|
|
|
8.194%, CME Term SOFR + 2.750%, 10/19/2027 (A) |
|
|
48 |
|
|
|
48 |
|
Icon Public Limited Company, Repriced Lux Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.309%, CME Term SOFR + 2.000%, 07/03/2028 (A) |
|
|
20 |
|
|
|
21 |
|
Icon Public Limited Company, Repriced U.S. Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.309%, CME Term SOFR + 2.000%, 07/03/2028 (A) |
|
|
9 |
|
|
|
9 |
|
Jazz Pharmaceuticals Public Limited Company, Additional Tranche B-1 Dollar Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.444%, CME Term SOFR + 3.000%, 05/05/2028 (A) |
|
|
79 |
|
|
|
79 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
LOAN PARTICIPATIONS (continued) |
Nexstar Media Inc., Term B-4 Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.944%, CME Term SOFR + 2.500%, 09/18/2026 (A) |
|
$ |
21 |
|
|
$ |
21 |
|
PCI Gaming Authority, Term B Facility Loan, 1st Lien |
|
|
|
|
|
|
|
|
7.944%, CME Term SOFR + 2.500%, 05/29/2026 (A) |
|
|
22 |
|
|
|
22 |
|
Peraton Corp., Term B Loan, 1st Lien |
|
|
|
|
|
|
|
|
9.179%, CME Term SOFR + 3.750%, 02/01/2028 (A) |
|
|
105 |
|
|
|
105 |
|
Phoenix Guarantor Inc., Tranche B-4 Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.579%, CME Term SOFR + 3.250%, 02/21/2031 (A) |
|
|
102 |
|
|
|
102 |
|
Setanta Aircraft, Term Loan B, 1st Lien |
|
|
|
|
|
|
|
|
7.564%, 11/05/2028 |
|
|
80 |
|
|
|
80 |
|
Sotera Health Holdings, LLC, 2024 Refinancing Term Loan |
|
|
|
|
|
|
|
|
8.578%, CME Term SOFR + 3.250%, 05/23/2031 (A) |
|
|
80 |
|
|
|
80 |
|
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.814%, CME Term SOFR + 3.250%, 03/31/2028 (A) |
|
|
58 |
|
|
|
58 |
|
UFC Holdings, LLC, Term B-3 Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.336%, 04/29/2026 |
|
|
25 |
|
|
|
25 |
|
VFH Parent LLC, Initial Term Loan, 1st Lien |
|
|
|
|
|
|
|
|
8.429%, CME Term SOFR + 3.000%, 01/13/2029 (A) |
|
|
29 |
|
|
|
29 |
|
Virgin Media Bristol LLC, N Facility, 1st Lien |
|
|
|
|
|
|
|
|
7.931%, CME Term SOFR + 2.500%, 01/31/2028 (A) |
|
|
75 |
|
|
|
73 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Loan Participations |
|
|
|
|
|
|
|
|
(Cost $2,152) ($ Thousands) |
|
|
|
|
|
|
2,156 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
MUNICIPAL BONDS — 0.7% |
California — 0.2% |
|
|
|
|
California State, Build America, GO |
|
|
|
|
|
|
|
|
7.500%, 04/01/2034 |
|
|
280 |
|
|
|
322 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Colorado — 0.1% |
|
|
|
|
City & County of Denver, Airport System Revenue, Ser C, RB |
|
|
|
|
|
|
|
|
1.722%, 11/15/2027 |
|
|
190 |
|
|
|
171 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Illinois — 0.2% |
|
|
|
|
Chicago, Metropolitan Water Reclamation District, GO |
|
|
|
|
|
|
|
|
5.720%, 12/01/2038 |
|
|
345 |
|
|
|
349 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
Description |
|
Face Amount
(Thousands) |
|
|
Market Value
($ Thousands) |
|
MUNICIPAL BONDS (continued) |
Massachusetts — 0.1% |
|
|
|
|
Massachusetts State, Educational Financing Authority, Ser A, RB |
|
|
|
|
|
|
|
|
4.141%, 07/01/2027 |
|
$ |
285 |
|
|
$ |
277 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Michigan — 0.0% |
|
|
|
|
Michigan State University, Ser A, RB |
|
|
|
|
|
|
|
|
4.165%, 08/15/2122 |
|
|
83 |
|
|
|
62 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
New York — 0.1% |
|
|
|
|
New York State, Urban Development, RB |
|
|
|
|
|
|
|
|
5.770%, 03/15/2039 |
|
|
245 |
|
|
|
248 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
Total Municipal Bonds |
|
|
|
|
|
|
|
|
(Cost $1,602) ($ Thousands) |
|
|
|
|
|
|
1,429 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
SOVEREIGN DEBT — 0.6% |
| |
|
|
|
|
|
|
|
|
Argentine Republic Government International Bond |
|
|
|
|
|
|
|
|
3.500%, 07/09/2041(D) |
|
|
20 |
|
|
|
8 |
|
1.000%, 07/09/2029 |
|
|
14 |
|
|
|
8 |
|
0.750%, 07/09/2030(D) |
|
|
170 |
|
|
|
97 |
|
Brazilian Government International Bond |
|
|
|
|
|
|
|
|
4.750%, 01/14/2050 |
|
|
200 |
|
|
|
144 |
|
Colombia Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 02/26/2044 |
|
|
200 |
|
|
|
153 |
|
Mexico Government International Bond |
|
|
|
|
|
|
|
|
4.600%, 02/10/2048 |
|
|
430 |
|
|
|
332 |
|
Nigeria Government International Bond MTN |
|
|
|
|
|
|
|
|
6.500%, 11/28/2027(B) |
|
|
200 |
|
|
|
186 |
|
Peruvian Government International Bond |
|
|
|
|
|
|
|
|
5.625%, 11/18/2050 |
|
|
70 |
|
|
|
67 |
|
Provincia de Buenos Aires MTN |
|
|
|
|
|
|
|
|
6.375%, 09/01/2037(B)(D) |
|
|
331 |
|
|
|
146 |
|
| |
|
|
|
|
|
|
|
|
Total Sovereign Debt |
|
|
|
|
(Cost $1,373) ($ Thousands) |
|
|
1,141 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
| |
|
Shares
|
|
|
|
|
|
CASH EQUIVALENT — 2.3% |
SEI Daily Income Trust, Government Fund, Institutional Class |
|
|
|
|
|
|
|
|
5.170%**† |
|
|
4,900,636 |
|
|
|
4,901 |
|
Total Cash Equivalent |
|
|
|
|
|
|
|
|
(Cost $4,901) ($ Thousands) |
|
|
|
|
|
|
4,901 |
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
Description |
|
|
|
|
Market Value
($ Thousands) |
|
PURCHASED OPTIONS — 0.0% |
Total Purchased Options |
|
|
|
|
|
|
|
|
(Cost $47) ($ Thousands) |
|
|
|
|
|
$ |
14 |
|
| |
|
|
|
|
|
|
|
|
Description |
|
|
|
|
Market Value
($ Thousands) |
|
Total Investments in Securities — 99.6% |
|
|
|
|
|
|
|
|
(Cost $224,350) ($ Thousands) |
|
$ |
207,966 |
|
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
WRITTEN OPTIONS — (0.0)% |
Total Written Options |
|
|
|
|
|
|
|
|
(Premiums Received $43) ($ Thousands) |
|
|
|
|
|
$ |
(26 |
) |
| |
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
A list of open exchange traded options contracts for the Fund at May 31, 2024, is as follows: |
| |
Description |
|
Number of Contracts |
|
|
Notional Amount
(Thousands) |
|
|
Exercise Price |
|
|
Expiration Date |
|
|
Value
(Thousands) |
|
PURCHASED OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR Option |
|
|
6 |
|
|
$ |
1,426 |
|
|
$ |
95.50 |
|
|
|
12/21/2024 |
|
|
$ |
9 |
|
May 2024, U.S. 10 Year Future Option |
|
|
9 |
|
|
|
979 |
|
|
|
108.00 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. 10 Year Future Option |
|
|
18 |
|
|
|
1,958 |
|
|
|
108.25 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, Add U.S. 10Y W5 OP May24P 108.5 to Future Option Display |
|
|
24 |
|
|
|
2,611 |
|
|
|
108.50 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. 5 Year Future Option |
|
|
24 |
|
|
|
2,539 |
|
|
|
105.50 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. Long Bond Future Option |
|
|
6 |
|
|
|
697 |
|
|
|
116.00 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. Long Bond Future Option |
|
|
3 |
|
|
|
348 |
|
|
|
116.50 |
|
|
|
6/22/2024 |
|
|
|
1 |
|
USD P/BRL C EXPIRATION: 6/15/2024 Strike Price $5.1875 |
|
|
570,000 |
|
|
|
2,957 |
|
|
|
– |
|
|
|
6/15/2024 |
|
|
|
2 |
|
| |
|
|
|
|
|
|
13,515 |
|
|
|
|
|
|
|
|
|
|
|
12 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Call Options |
|
|
|
|
|
|
– |
|
|
|
|
|
|
|
|
|
|
|
– |
|
June 2024, SOFR 1yr MidCurve Opt Jun24C 95.88 |
|
|
75 |
|
|
|
17,897 |
|
|
|
95.88 |
|
|
|
6/22/2024 |
|
|
|
2 |
|
May 2024, U.S. 10 Year Future Option |
|
|
18 |
|
|
|
1,958 |
|
|
|
109.25 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. 10 Year Future Option |
|
|
33 |
|
|
|
3,590 |
|
|
|
109.50 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. 5 Year Future Option |
|
|
5 |
|
|
|
529 |
|
|
|
105.75 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. 5 Year Future Option |
|
|
24 |
|
|
|
2,539 |
|
|
|
106.00 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. Long Bond Future Option |
|
|
3 |
|
|
|
348 |
|
|
|
118.50 |
|
|
|
6/22/2024 |
|
|
|
– |
|
May 2024, U.S. Long Bond Future Option |
|
|
6 |
|
|
|
697 |
|
|
|
119.00 |
|
|
|
6/22/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
27,558 |
|
|
|
|
|
|
|
|
|
|
|
2 |
|
Total Purchased Options |
|
|
|
|
|
$ |
41,073 |
|
|
|
|
|
|
|
|
|
|
$ |
14 |
|
WRITTEN OPTIONS — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Put Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR Option |
|
|
(6) |
|
|
$ |
(1,426 |
) |
|
|
95.00 |
|
|
|
12/21/2024 |
|
|
$ |
(3 |
) |
May 2024, U.S. 10 Year Future Option |
|
|
(9) |
|
|
|
(979 |
) |
|
|
108.75 |
|
|
|
06/22/2024 |
|
|
|
– |
|
May 2024, U.S. 10 Year Future Option |
|
|
(8) |
|
|
|
(871 |
) |
|
|
109.00 |
|
|
|
06/22/2024 |
|
|
|
(2 |
) |
May 2024, U.S. 5 Year Future Option |
|
|
(8) |
|
|
|
(846 |
) |
|
|
105.75 |
|
|
|
06/22/2024 |
|
|
|
– |
|
May 2024, U.S. Long Bond Future Option |
|
|
(3) |
|
|
|
(348 |
) |
|
|
117.50 |
|
|
|
06/22/2024 |
|
|
|
(4 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(4,470 |
) |
|
|
|
|
|
|
|
|
|
|
(9 |
) |
Call Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
December 2024, 3 Month SOFR Option |
|
|
(12) |
|
|
|
(2,851 |
) |
|
|
97.13 |
|
|
|
12/21/2024 |
|
|
|
(1 |
) |
June 2025, 3 Month SOFR Option |
|
|
(75) |
|
|
|
(17,897 |
) |
|
|
97.00 |
|
|
|
06/21/2025 |
|
|
|
(16 |
) |
May 2024, U.S. 10 Year Future Option |
|
|
(9) |
|
|
|
(979 |
) |
|
|
108.75 |
|
|
|
06/22/2024 |
|
|
|
– |
|
May 2024, U.S. Long Bond Future Option |
|
|
(3) |
|
|
|
(348 |
) |
|
|
117.50 |
|
|
|
06/22/2024 |
|
|
|
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
(22,075 |
) |
|
|
|
|
|
|
|
|
|
|
(17 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Written Options |
|
|
|
|
|
$ |
(26,545 |
) |
|
|
|
|
|
|
|
|
|
$ |
(26 |
) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund
A list of the open futures contracts held by the Fund at May 31, 2024, is as follows: |
| |
Type of Contract |
|
Number of
Contracts |
|
|
Expiration Date |
|
|
Notional Amount (Thousands) |
|
|
Value
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)(Thousands) |
|
Long Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3 Month SOFR |
|
|
39 |
|
|
|
Mar-2025 |
|
|
$ |
9,326 |
|
|
$ |
9,266 |
|
|
$ |
(60 |
) |
3 Month SOFR |
|
|
45 |
|
|
|
Mar-2026 |
|
|
|
10,806 |
|
|
|
10,776 |
|
|
|
(30 |
) |
U.S. 5-Year Treasury Note |
|
|
40 |
|
|
|
Sep-2024 |
|
|
|
4,230 |
|
|
|
4,232 |
|
|
|
2 |
|
U.S. 10-Year Treasury Note |
|
|
177 |
|
|
|
Sep-2024 |
|
|
|
19,302 |
|
|
|
19,257 |
|
|
|
(45 |
) |
U.S. Long Treasury Bond |
|
|
31 |
|
|
|
Sep-2024 |
|
|
|
3,627 |
|
|
|
3,598 |
|
|
|
(29 |
) |
U.S. Ultra Long Treasury Bond |
|
|
1 |
|
|
|
Sep-2024 |
|
|
|
124 |
|
|
|
122 |
|
|
|
(2 |
) |
| |
|
|
|
|
|
|
|
|
|
|
47,415 |
|
|
|
47,251 |
|
|
|
(164 |
) |
Short Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. 2-Year Treasury Note |
|
|
(6) |
|
|
|
Sep-2024 |
|
|
$ |
(1,224 |
) |
|
$ |
(1,222 |
) |
|
$ |
2 |
|
Ultra 10-Year U.S. Treasury Note |
|
|
(9) |
|
|
|
Sep-2024 |
|
|
|
(1,015 |
) |
|
|
(1,009 |
) |
|
|
6 |
|
| |
|
|
|
|
|
|
|
|
|
|
(2,239 |
) |
|
|
(2,231 |
) |
|
|
8 |
|
| |
|
|
|
|
|
|
|
|
|
$ |
45,176 |
|
|
$ |
45,020 |
|
|
$ |
(156 |
) |
A list of the open forward foreign currency contracts held by the Fund at May 31, 2024, is as follows: |
| |
Counterparty |
|
Settlement Date |
|
|
Currency to Deliver
(Thousands) |
|
|
Currency to Receive
(Thousands) |
|
|
Unrealized Appreciation
(Depreciation)
(Thousands) |
|
Citigroup |
|
|
06/04/24 |
|
|
|
USD |
|
|
|
39 |
|
|
|
BRL |
|
|
|
200 |
|
|
$ |
(1 |
) |
Citigroup |
|
|
06/04/24 |
|
|
|
BRL |
|
|
|
200 |
|
|
|
USD |
|
|
|
39 |
|
|
|
1 |
|
Citigroup |
|
|
06/18/24 |
|
|
|
BRL |
|
|
|
1,186 |
|
|
|
USD |
|
|
|
224 |
|
|
|
(1 |
) |
Citigroup |
|
|
07/02/24 |
|
|
|
USD |
|
|
|
217 |
|
|
|
BRL |
|
|
|
1,130 |
|
|
|
(3 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
128 |
|
|
|
EUR |
|
|
|
120 |
|
|
|
2 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
361 |
|
|
|
NOK |
|
|
|
3,944 |
|
|
|
15 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
503 |
|
|
|
CAD |
|
|
|
691 |
|
|
|
4 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
527 |
|
|
|
AUD |
|
|
|
807 |
|
|
|
10 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
GBP |
|
|
|
580 |
|
|
|
USD |
|
|
|
727 |
|
|
|
(12 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
CAD |
|
|
|
700 |
|
|
|
USD |
|
|
|
514 |
|
|
|
— |
|
Citigroup |
|
|
07/19/24 |
|
|
|
EUR |
|
|
|
946 |
|
|
|
USD |
|
|
|
1,010 |
|
|
|
(18 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,252 |
|
|
|
BRL |
|
|
|
6,423 |
|
|
|
(36 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
USD |
|
|
|
1,462 |
|
|
|
JPY |
|
|
|
220,193 |
|
|
|
(49 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
CNH |
|
|
|
3,835 |
|
|
|
USD |
|
|
|
531 |
|
|
|
1 |
|
Citigroup |
|
|
07/19/24 |
|
|
|
NOK |
|
|
|
3,940 |
|
|
|
USD |
|
|
|
368 |
|
|
|
(8 |
) |
Citigroup |
|
|
07/19/24 |
|
|
|
JPY |
|
|
|
60,530 |
|
|
|
USD |
|
|
|
397 |
|
|
|
8 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(87 |
) |
A list of the open centrally cleared swap agreements held by the Fund at May 31, 2024, is as follows:
| |
Credit Default Swap - Sell Protection |
|
|
|
|
| |
Reference Entity/ Obligation |
|
|
Receive Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
CDS.NA.IG.42 |
|
|
|
1.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
20,729 |
|
|
$ |
462 |
|
|
$ |
378 |
|
|
$ |
84 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Credit Default Swap - Buy Protection |
|
|
|
|
| |
Reference Entity/ Obligation |
|
|
Pay Rate |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
CDS-CDX.NA.HY.42 |
|
|
|
5.00% |
|
|
|
Quarterly |
|
|
|
06/20/2029 |
|
|
$ |
146 |
|
|
$ |
(10 |
) |
|
$ |
(10 |
) |
|
$ |
– |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SEI Catholic Values Trust
SCHEDULE OF INVESTMENTS (Unaudited)
May 31, 2024
Catholic Values Fixed Income Fund (Concluded)
| |
Interest Rate Swaps |
|
| |
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments/ Receipts
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
SOFR |
|
|
|
3.65% FIXED |
|
|
|
Annually |
|
|
|
03/18/2030 |
|
|
|
USD |
|
|
|
2,936 |
|
|
$ |
(51 |
) |
|
$ |
(71 |
) |
|
$ |
20 |
|
| |
|
0.042% FIXED |
|
|
|
USD-SOFR-OIS-COMPOUND |
|
|
|
Annually |
|
|
|
04/30/2031 |
|
|
|
USD |
|
|
|
1,308 |
|
|
|
(5 |
) |
|
|
(2 |
) |
|
|
(3 |
) |
| |
|
2.60% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
1,170 |
|
|
|
251 |
|
|
|
106 |
|
|
|
145 |
|
| |
|
3.05% FIXED |
|
|
|
USD-SOFR-OIS COMPOUND |
|
|
|
Annually |
|
|
|
02/15/2048 |
|
|
|
USD |
|
|
|
864 |
|
|
|
126 |
|
|
|
32 |
|
|
|
94 |
|
| |
|
3.15% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
05/15/2048 |
|
|
|
USD |
|
|
|
1,217 |
|
|
|
160 |
|
|
|
91 |
|
|
|
69 |
|
| |
|
3.51% FIXED |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
03/18/2055 |
|
|
|
USD |
|
|
|
742 |
|
|
|
38 |
|
|
|
51 |
|
|
|
(13 |
) |
| |
|
3.87% |
|
|
|
SOFR |
|
|
|
Annually |
|
|
|
02/28/2031 |
|
|
|
USD |
|
|
|
5,381 |
|
|
|
102 |
|
|
|
(14 |
) |
|
|
116 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
621 |
|
|
$ |
193 |
|
|
$ |
428 |
|
A list of open over the counter swap agreements held by the Fund at May 31, 2024, is as follows:
| |
Interest Rate Swap |
|
| |
Counterparty |
|
|
Fund Pays |
|
|
Fund Receives |
|
|
Payment Frequency |
|
|
Termination Date |
|
|
Currency |
|
|
Notional Amount
(Thousands) |
|
|
Value
(Thousands) |
|
|
Upfront Payments
(Thousands) |
|
|
Net Unrealized
Appreciation
(Depreciation)
(Thousands) |
|
| |
|
Citigroup |
|
|
|
10.2375% |
|
|
|
BRL-CDI |
|
|
|
Annually |
|
|
|
01/02/2029 |
|
|
|
BRL |
|
|
|
7,070 |
|
|
$ |
(47 |
) |
|
$ |
– |
|
|
$ |
(47 |
) |
|
Percentages are based on Net Assets of $208,901 ($ Thousands). |
** |
The rate reported is the 7-day effective yield as of May 31, 2024. |
† |
Investment in Affiliated Security. |
(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) |
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 May 31, 2024, the value of these securities amounted to $34,815 ($ Thousands), representing 16.7% of the Net Assets of the Fund. |
(C) |
Zero coupon security. |
(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) |
Interest rate represents the security's effective yield at the time of purchase. |
ARM — Adjustable Rate Mortgage |
AUD — Australian Dollar |
BRL — Brazilian Real |
CAD — Canadian Dollar |
Cl — Class |
CLO — Collateralized Loan Obligation |
CMO — Collateralized Mortgage Obligation |
CNH — Chinese Yuan Offshore |
DAC — Designated Activity Company |
DN— Discount Note |
EUR — Euro |
FHLB — Federal Home Loan Bank |
FHLMC — Federal Home Loan Mortgage Corporation |
FNMA — Federal National Mortgage Association |
GBP — British Pound Sterling |
GNMA — Government National Mortgage Association |
GO — General Obligation |
H15T1Y — U.S. Treasury Yield Curve Rate T Note Constant Maturity 1 Year |
H15T5Y — U.S. Treasury Yield Curve Rate T Note Constant Maturity 5 Year |
IO — Interest Only — face amount represents notional amount |
JPY — Japanese Yen |
LIBOR— London Interbank Offered Rate |
LLC — Limited Liability Company |
LP— Limited Partnership |
MTN — Medium Term Note |
NOK — Norwegian Krone |
OTC — Over The Counter |
RB — Revenue Bond |
REMIC — Real Estate Mortgage Investment Conduit |
Ser — Series |
SOFR — Secured Overnight Financing Rate |
SOFR30A — Secured Overnight Financing Rate 30-day Average |
STACR — Structured Agency Credit Risk |
TSFR1M — Term Secured Overnight Financing Rate 1 Month |
TSFR3M — Term Secured Overnight Financing Rate 3 Months |
USD — U.S. Dollar |
The following is a summary of the Fund’s transactions with affiliates for the period ended May 31, 2024 ($ Thousands): |
| |
Security Description |
|
Value
2/29/2024 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Realized Gain (Loss) |
|
|
Change in Unrealized Appreciation (Depreciation) |
|
|
Value
5/31/2024 |
|
|
Income |
|
|
Capital Gains |
|
SEI Daily Income Trust, Government Fund,
Institutional Class |
|
$ |
2,274 |
|
|
$ |
30,522 |
|
|
$ |
(27,895 |
) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
4,901 |
|
|
$ |
49 |
|
|
$ |
— |
|
Amounts designated as “—” are $0 or have been rounded to $0.
SEI Catholic Values Trust