# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-25-003833
**Filing Date:** 2025-12
**Character Count:** 70954
**Document Hash:** 05ab967ec3adbe3084f1f74d3a1fb659
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-003833.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002048251-25-003833

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catholic Responsible Investments Funds
- **CENTRAL INDEX KEY:** 0001872555

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 251610275

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### CATHOLIC RESPONSIBLE INVESTMENTS ULTRA SHORT BOND FUND (Series ID: S000073785)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230952 | Institutional Shares | CRHSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Catholic Responsible Investments Funds

- **b. Investment Company Act file number:** 811-23718

- **c. CIK number of Registrant:** 0001872555

- **d. LEI of Registrant:** 549300NTV87BU611VE10

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

**Item A.2. Information about the Series.**

- **a. Name of Series:** Catholic Responsible Investments Ultra Short Bond Fund

- **b. EDGAR series identifier (if any):** S000073785

- **c. LEI of Series:** 549300UP570MHKZVCH48

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $95231029.72

**Total Liabilities:** $82168.99

**Net Assets:** $95148860.73

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -657.31048883 | **1-Year:** -1302.65323761 | **5-Year:** -127.66920182 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -147.59708639 | **1-Year:** -61.51250089 | **5-Year:** -0.16883028 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230952 | 0.34%                | 0.37%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3156.98                | $-452.26                                   |
| Month 2  | $3259.18                 | $-6970.38                                  |
| Month 3  | $-1086.85                | $-11262.73                                 |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 522 FUNDING CLO LTD                                    | 522 FUNDING CLO 2018-3A LTD MORGN 2018-3A AR                            | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     49209 | PA      | $49248.76     | 0.05%             | 2031-10-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-2 VFET 2025-2A A1             | CUSIP: 92886CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375743 | PA      | $375878.22    | 0.40%             | 2026-10-15      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3      | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    249405 | PA      | $251166.67    | 0.26%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2025-4 LLC EFF 2025-4 A1                     | CUSIP: 29373NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    295000 | PA      | $295092.78    | 0.31%             | 2026-10-20      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                        | TOYOTA MOTOR CREDIT CORP VARIABLE RATE 08/07/2026                       | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552199.29    | 0.58%             | 2026-08-07      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2022-C FORDO 2022-C A3                     | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6492 | PA      | $6491.54      | 0.01%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2023-A SBALT 2023-A A3                            | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    108631 | PA      | $109210.15    | 0.11%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-2 A2B     | CUSIP: 379931AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12427 | PA      | $12427.69     | 0.01%             | 2027-03-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 01/06/2026                                      | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1559200 | PA      | $1548649.77   | 1.63%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                         | CARDS II TRUST CARD2 2024-1A A                                          | CUSIP: 14161GCJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    280000 | PA      | $280347.73    | 0.29%             | 2029-07-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-A MBALT 2024-A A2B                  | CUSIP: 58770JAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27558 | PA      | $27564.32     | 0.03%             | 2027-02-16      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B A1                            | CUSIP: 00193GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    142057 | PA      | $142161.20    | 0.15%             | 2026-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED.                               | MACQUARIE GROUP LTD 144A 1.340000% 01/12/2027                           | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |    500000 | PA      | $497071.20    | 0.52%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                  | BOFA SECURITIES INC 0% CP                                               | CUSIP: 06054CJT3<br>LEI: 549300HN4UKV1E2R3U73 | Long             | ABS-APCP         |  | US        |    925000 | PA      | $925060.13    | 0.97%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                        | TOYOTA MOTOR CREDIT CORP MTN VARIABLE RATE 04/10/2026                   | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200222.48    | 0.21%             | 2026-04-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2023-A VWALT 2023-A A3                      | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     96451 | PA      | $96625.91     | 0.10%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST               | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1 COPAR 2022-1 A3         | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19235 | PA      | $19202.76     | 0.02%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED        | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A VARIABLE RATE 01/18/2027 | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | NUSS              | AU        |    900000 | PA      | $905403.46    | 0.95%             | 2027-01-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2022-C FORDO 2022-C A4                     | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $375645.49    | 0.39%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A2A         | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    259887 | PA      | $260766.39    | 0.27%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION             | CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/07/2027                | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226558.55    | 0.24%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                    | PFS FINANCING CORP PFSFC 2025-A A                                       | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $285504.22    | 0.30%             | 2029-01-15      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION              | JPMORGAN CHASE BANK NA VARIABLE RATE 12/08/2026                         | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528786.83    | 0.56%             | 2026-12-08      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-1 GMALT 2024-1 A3            | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    496855 | PA      | $498086.50    | 0.52%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                     | AMERICAN HONDA FINANCE CORP MTN VARIABLE RATE 10/05/2026                | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    472000 | PA      | $473151.21    | 0.50%             | 2026-10-05      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                         | PACIFIC LIFE GLOBAL FUNDING II MTN 1.375000% 04/14/2026                 | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395103.81    | 0.42%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A3                     | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215633 | PA      | $216102.35    | 0.23%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-2 KCOT 2025-2A A1                        | CUSIP: 50117LAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    274207 | PA      | $274516.93    | 0.29%             | 2026-07-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST                            | DAIMLER TRUCKS RETAIL TRUST 2024-1 DTRT 2024-1 A3                       | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161134 | PA      | $162485.53    | 0.17%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-B FORDO 2025-B A1                     | CUSIP: 34532BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    554009 | PA      | $553846.48    | 0.58%             | 2026-10-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    616934 | PA      | $616933.73    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-A MBALT 2024-A A3                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192000 | PA      | $194006.52    | 0.20%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                | ROYAL BANK OF CANADA MTN 1.200000% 04/27/2026                           | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    550000 | PA      | $542728.47    | 0.57%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-2 VFET 2025-2A A2             | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120000 | PA      | $119798.06    | 0.13%             | 2028-06-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A2B                   | CUSIP: 44935JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    860000 | PA      | $860384.59    | 0.90%             | 2028-07-17      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2024-C HART 2024-C A2B                   | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    164343 | PA      | $164416.94    | 0.17%             | 2027-09-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A2       | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    291915 | PA      | $292233.21    | 0.31%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                  | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.935000% 01/26/2026         | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    450000 | PA      | $450762.31    | 0.47%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                 | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                               | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    302963 | PA      | $304645.11    | 0.32%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 PILOT 2024-2A A3            | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $400654.68    | 0.42%             | 2027-10-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                             | CPS AUTO RECEIVABLES TRUST 2024-C CPS 2024-C A                          | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127394 | PA      | $127653.62    | 0.13%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2024-A A2B      | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145428 | PA      | $145450.80    | 0.15%             | 2027-02-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                   | JPMORGAN CHASE & CO 3.300000% 04/01/2026                                | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623017.40    | 0.65%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST NAROT 2023-A A3              | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    176315 | PA      | $176742.78    | 0.19%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-A HART 2025-A A2B                   | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1024581 | PA      | $1024966.26   | 1.08%             | 2027-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                          | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-1 VFET 2025-1A A1             | CUSIP: 92887TAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100505 | PA      | $100538.61    | 0.11%             | 2026-03-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-B NALT 2024-B A2B                          | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    594229 | PA      | $594470.99    | 0.62%             | 2027-06-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2024-B FORDO 2024-B A2B                    | CUSIP: 34531QAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    116172 | PA      | $116211.04    | 0.12%             | 2027-04-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026                         | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426641.75    | 0.45%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    195651 | PA      | $196871.43    | 0.21%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2B                   | CUSIP: 44935XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215000 | PA      | $215205.22    | 0.23%             | 2028-08-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                    | GMF FLOORPLAN OWNER REVOLVING TRUST SERIES 2025-1 GFORT 2025-1A A2      | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1195000 | PA      | $1197396.57   | 1.26%             | 2029-03-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 11/18/2025                                      | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $3818830.58   | 4.01%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 01/08/2026                                      | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2730929.91   | 2.87%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 01/13/2026                                      | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2580955.44   | 2.71%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                             | TORONTO-DOMINION BANK/THE MTN 0.750000% 01/06/2026                      | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $496994.79    | 0.52%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-4 A3      | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395087 | PA      | $395768.45    | 0.42%             | 2027-08-16      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 1.200000% 11/15/2025 | CUSIP: 709599BL7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399492.40    | 0.42%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd (New York Branch)          | NATIONAL AUSTRALIA BANK LTD/NEW YORK 4.966000% 01/12/2026               | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $550802.77    | 0.58%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                           | WORLD OMNI SELECT AUTO TRUST 2024-A WOSAT 2024-A A2A                    | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     67901 | PA      | $67990.32     | 0.07%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                               | AMERICAN EXPRESS CO VARIABLE RATE 02/13/2026                            | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550386.51    | 0.58%             | 2026-02-13      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 A3                          | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     91286 | PA      | $91561.93     | 0.10%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2024-A VWALT 2024-A A3                      | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $503653.60    | 0.53%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE REMICS FNR 2014-53 VB                                        | CUSIP: 3136AKS46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51016 | PA      | $50814.85     | 0.05%             | 2035-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                 | CHESAPEAKE FUNDING II LLC CFII 2023-2A A1                               | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     53137 | PA      | $53820.78     | 0.06%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                             | MMAF EQUIPMENT FINANCE LLC 2017-B MMAF 2017-B A5                        | CUSIP: 55316AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16304 | PA      | $16290.20     | 0.02%             | 2040-06-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1 SDART 2025-1 A2           | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    157601 | PA      | $157658.51    | 0.17%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST                    | CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2023-A2 A2                    | CUSIP: 17305EGX7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1172000 | PA      | $1171899.91   | 1.23%             | 2027-12-08      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                            | BANK OF AMERICA CORP MTN 3.500000% 04/19/2026                           | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523699.59    | 0.55%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A1     | CUSIP: 858933AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    326948 | PA      | $327225.74    | 0.34%             | 2026-08-20      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2023-1 LLC EFF 2023-1 A2                     | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215673 | PA      | $216117.03    | 0.23%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                     | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2B              | CUSIP: 437921AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $160165.04    | 0.17%             | 2028-01-18      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A2B                         | CUSIP: 14318WAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       626 | PA      | $626.26       | 0.00%             | 2027-03-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A2                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41218 | PA      | $41417.78     | 0.04%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                  | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025-2A A1                           | CUSIP: 442927AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    380000 | PA      | $380168.11    | 0.40%             | 2026-10-20      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 PILOT 2025-1A A2B           | CUSIP: 73329KAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     99155 | PA      | $99259.03     | 0.10%             | 2027-12-20      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                        | CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITZN 2023-1 A3                  | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    184336 | PA      | $185449.63    | 0.19%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2024-B FORDL 2024-B A2A                    | CUSIP: 345279AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27772 | PA      | $27808.47     | 0.03%             | 2027-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CITI TREAS TRI-PARTY 4.15% 11/03/2025 MATURITY DATE                     | CUSIP: CTTRZVFS1<br>LEI: N/A                  | Long             | RA               |  | US        |   8600000 | PA      | $8600000.00   | 9.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | GLENCORE FUNDING LLC 144A VARIABLE RATE 10/01/2026                      | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250388.60    | 0.26%             | 2026-10-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                         | COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY VARIABLE RATE 03/26/2026     | CUSIP: 20271EN96<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    575000 | PA      | $575172.27    | 0.60%             | 2026-03-26      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A2A                                | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    171491 | PA      | $171571.74    | 0.18%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2025-A FORDL 2025-A A2B                    | CUSIP: 345282AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    366825 | PA      | $367080.82    | 0.39%             | 2027-08-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC GALC 2025-1 A1             | CUSIP: 39154GAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41179 | PA      | $41188.40     | 0.04%             | 2026-03-16      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                | BAIN CAPITAL CREDIT CLO 2018-2 BCC 2018-2A A1R                          | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410267 | PA      | $410090.56    | 0.43%             | 2031-07-19      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | HYUNDAI CAPITAL AMERICA 144A 4.875000% 06/23/2027                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277508.24    | 0.29%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | ATHENE GLOBAL FUNDING MTN VARIABLE RATE 08/27/2026                      | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351609.41    | 0.37%             | 2026-08-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CBAM LTD                                               | CBAM 2018-7 LTD CBAM 2018-7A A                                          | CUSIP: 12482JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     88589 | PA      | $88606.35     | 0.09%             | 2031-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)             | COOPERATIEVE RABOBANK UA/NY 4.850000% 01/09/2026                        | CUSIP: 21688ABA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    525000 | PA      | $525418.72    | 0.55%             | 2026-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST CCG 2023-2 A2                                     | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109985 | PA      | $111220.41    | 0.12%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2025-1 LLC DLLAA 2025-1A A2                                       | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130236 | PA      | $130591.05    | 0.14%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-B NALT 2024-B A2A                          | CUSIP: 65481DAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148557 | PA      | $149137.88    | 0.16%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                    | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST NAROT 2025-A A2B             | CUSIP: 65481GAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $400325.36    | 0.42%             | 2028-02-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                    | PFS FINANCING CORP PFSFC 2024-A A                                       | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $350301.18    | 0.37%             | 2028-01-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A1            | CUSIP: 379965AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    294903 | PA      | $295125.06    | 0.31%             | 2026-08-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 WLAKE 2025-3A A1           | CUSIP: 96043QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    900000 | PA      | $900073.08    | 0.95%             | 2026-10-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST            | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2025-1 PFAST 2025-1A A1     | CUSIP: 732911AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    415000 | PA      | $415118.69    | 0.44%             | 2026-10-22      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST                            | DAIMLER TRUCKS RETAIL TRUST 2023-1 DTRT 2023-1 A3                       | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    518732 | PA      | $521518.43    | 0.55%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                  | AIR LEASE CORP MTN 2.875000% 01/15/2026                                 | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348768.22    | 0.37%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                          | CITIBANK NA 5.438000% 04/30/2026                                        | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553087.71    | 0.58%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                            | ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4                      | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $401612.80    | 0.42%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/26/2025                                      | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1739926.06   | 1.83%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A WOART 2022-A A3                | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19762 | PA      | $19741.07     | 0.02%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)             | COOPERATIEVE RABOBANK UA/NY VARIABLE RATE 02/04/2026                    | CUSIP: 21684LJZ6<br>LEI: N/A                  | Long             | STIV             |  | NL        |    425000 | PA      | $425225.46    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                         | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                            | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226590.66    | 0.24%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2025-2 LLC EFF 2025-2 A1                     | CUSIP: 29375TAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76606 | PA      | $76656.33     | 0.08%             | 2026-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A4                            | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105000 | PA      | $106287.09    | 0.11%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST TAOT 2024-C A2B              | CUSIP: 89237QAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    363513 | PA      | $363600.40    | 0.38%             | 2027-05-17      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                             | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A1                      | CUSIP: 505912AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    102598 | PA      | $102627.93    | 0.11%             | 2026-08-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC AXIS 2023-1A A2              | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    302060 | PA      | $304740.92    | 0.32%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                 | CHESAPEAKE FUNDING II LLC CFII 2023-1A A2                               | CUSIP: 165183CV4<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     51504 | PA      | $51699.10     | 0.05%             | 2035-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | GOLD TRIPARTY MORTGAGE 4.16% 11/03/2025 MATURITY DATE                   | CUSIP: GDMGZRXD5<br>LEI: N/A                  | Long             | RA               |  | US        |   8500000 | PA      | $8500000.00   | 8.93%             |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                            | SCCU AUTO RECEIVABLES TRUST 2025-1 SCCU 2025-1A A1                      | CUSIP: 80620BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42597 | PA      | $42609.04     | 0.04%             | 2026-07-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2025-A A2B      | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    849829 | PA      | $850257.92    | 0.89%             | 2027-12-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 WLAKE 2025-2A A1           | CUSIP: 96041KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    212167 | PA      | $212217.02    | 0.22%             | 2026-07-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/23/2025                                      | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $3804401.84   | 4.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                         | PROTECTIVE LIFE GLOBAL FUNDING 144A 1.618000% 04/15/2026                | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    482000 | PA      | $476714.95    | 0.50%             | 2026-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                 | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC AXIS 2025-1A A1               | CUSIP: 03237FAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46117 | PA      | $46127.20     | 0.05%             | 2026-05-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2024-A VWALT 2024-A A2B                     | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    128137 | PA      | $128196.32    | 0.13%             | 2026-12-21      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                 | JOHN DEERE OWNER TRUST 2023 JDOT 2023-A A3                              | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192342 | PA      | $193114.04    | 0.20%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 01/22/2026                                      | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2875785.00   | 3.02%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION COMPANY                         | MEAD JOHNSON NUTRITION CO 4.125000% 11/15/2025                          | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $424876.77    | 0.45%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                           | FORD CREDIT AUTO LEASE TRUST 2024-B FORDL 2024-B A2B                    | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76006 | PA      | $76016.49     | 0.08%             | 2027-02-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                            | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    216151 | PA      | $217405.70    | 0.23%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS GROUP AG 144A 1.364000% 01/30/2027                                  | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    500000 | PA      | $496348.34    | 0.52%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-3 A2A     | CUSIP: 38013KAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25773 | PA      | $25815.87     | 0.03%             | 2027-06-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                         | HYUNDAI AUTO RECEIVABLES TRUST 2024-B HART 2024-B A2A                   | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     69743 | PA      | $69875.02     | 0.07%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                            | EVERGREEN CREDIT CARD TRUST EVGRN 2024-1A A                             | CUSIP: 30023JCL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    170000 | PA      | $170409.24    | 0.18%             | 2028-07-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | MITSUBISHI UFJ FINANCIAL GROUP INC 3.850000% 03/01/2026                 | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    450000 | PA      | $449709.47    | 0.47%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                | NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A2A                          | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20250 | PA      | $20256.29     | 0.02%             | 2026-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A4                            | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225000 | PA      | $226285.00    | 0.24%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                       | WORLD OMNI AUTO RECEIVABLES TRUST 2021-D WOART 2021-D C                 | CUSIP: 98163KAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325000 | PA      | $324624.69    | 0.34%             | 2028-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 01/20/2026                                      | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3471725.53   | 3.65%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                  | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3                            | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172224 | PA      | $172773.33    | 0.18%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                             | APIDOS CLO XXX APID XXXA A1AR                                           | CUSIP: 03768CAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    137113 | PA      | $137076.07    | 0.14%             | 2031-10-18      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-1 CCG 2025-1 A1                              | CUSIP: 12515XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4089 | PA      | $4089.64      | 0.00%             | 2026-03-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A2B           | CUSIP: 362962AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    125000 | PA      | $125135.08    | 0.13%             | 2027-07-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B HALST 2024-B A2B         | CUSIP: 44934FAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    102873 | PA      | $102881.50    | 0.11%             | 2026-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                           | WORLD OMNI SELECT AUTO TRUST 2025-A WOSAT 2025-A A1                     | CUSIP: 98164UAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    583090 | PA      | $583138.06    | 0.61%             | 2026-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A3                          | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248765 | PA      | $249491.32    | 0.26%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                    | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 VALET 2023-2 A2B             | CUSIP: 92867YAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80398 | PA      | $80410.43     | 0.08%             | 2027-03-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN AUTOMOBILE RECEIVABLES TRUST                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 AMCAR 2024-1 A2B        | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101328 | PA      | $101358.12    | 0.11%             | 2028-02-18      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                         | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A2B                  | CUSIP: 58768YAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    140000 | PA      | $140136.68    | 0.15%             | 2028-04-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                    | CNH EQUIPMENT TRUST 2024-B CNH 2024-B A2B                               | CUSIP: 18978JAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    193462 | PA      | $193516.54    | 0.20%             | 2027-10-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                  | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                            | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163908 | PA      | $165189.95    | 0.17%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A1                          | CUSIP: 14320AAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2931 | PA      | $2931.01      | 0.00%             | 2026-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                  | CCG RECEIVABLES TRUST 2025-2 CCG 2025-2 A1                              | CUSIP: 12516XAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $360019.00    | 0.38%             | 2026-10-14      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                | CARMAX AUTO OWNER TRUST 2022-2 CARMX 2022-2 A3                          | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13792 | PA      | $13787.48     | 0.01%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                  | GEORGIA POWER CO VARIABLE RATE 09/15/2026                               | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550194.03    | 0.58%             | 2026-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A2           | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    338213 | PA      | $338855.01    | 0.36%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/30/2025                                      | CUSIP: 912797RZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190800 | PA      | $189636.46    | 0.20%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | SOCGEN TRIPARTY TSY 4.15% 11/03/2025 MATURITY DATE                      | CUSIP: SCGTZVWV5<br>LEI: N/A                  | Long             | RA               |  | US        |   8600000 | PA      | $8600000.00   | 9.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                      | OCTAGON INVESTMENT PARTNERS XVI LTD OCT16 2013-1A A1R                   | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     67249 | PA      | $67246.07     | 0.07%             | 2030-07-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                            | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A2B                     | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $364927.66    | 0.38%             | 2028-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                              | KUBOTA CREDIT OWNER TRUST 2025-1 KCOT 2025-1A A1                        | CUSIP: 50117FAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21591 | PA      | $21595.24     | 0.02%             | 2026-02-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                   | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A1                            | CUSIP: 90367VAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36221 | PA      | $36227.68     | 0.04%             | 2026-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2B                         | CUSIP: 096912AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    165000 | PA      | $165143.76    | 0.17%             | 2027-09-27      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| United States of America                               | TREASURY BILL 0.000000% 12/04/2025                                      | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2875000 | PA      | $2865401.73   | 3.01%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                           | FORD CREDIT AUTO OWNER TRUST 2025-A FORDO 2025-A A2B                    | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    561153 | PA      | $561543.28    | 0.59%             | 2027-12-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                         | ENTERPRISE FLEET FINANCING 2025-3 LLC EFF 2025-3 A1                     | CUSIP: 29375UAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    126869 | PA      | $127026.73    | 0.13%             | 2026-07-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                              | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                        | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    141985 | PA      | $142893.52    | 0.15%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                          | BARINGS EQUIPMENT FINANCE LLC 2025-B MMAF 2025-B A1                     | CUSIP: 06764YAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    565000 | PA      | $565182.10    | 0.59%             | 2026-11-06      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | WELLS FARGO & CO 3.000000% 04/22/2026                                   | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248816.72    | 0.26%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** Catholic Responsible Investments Funds

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director