# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0001752724-25-159841
**Filing Date:** 2025-6
**Character Count:** 88880
**Document Hash:** 7345befd38b37394d758b2b6b5c697eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159841.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159841

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**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:** 251079771

**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:** 2025-04-30

**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:** $105769887.69

**Total Liabilities:** $583077.97

**Net Assets:** $105186809.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -993.47855174 | **1-Year:** -2244.92155615 | **5-Year:** -322.78385384 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -86.68790780 | **1-Year:** -125.22476718 | **5-Year:** -10.70760560 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230952 | 0.32%                | 0.32%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2602.90                 | $-22651.53                                 |
| Month 2  | $9118.94                 | $-42163.17                                 |
| Month 3  | $5048.99                 | $-3892.93                                  |

### 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        |    121274 | PA      | $121232.06    | 0.12%             | 2031-10-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                             | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.524000% 07/13/2025         | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | NUSS              | FR        |    550000 | PA      | $549290.86    | 0.52%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                         | DLLAA 2025-1 LLC DLLAA 2025-1A A1                                       | CUSIP: 233249AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    126620 | PA      | $126599.68    | 0.12%             | 2026-01-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB (New York Branch)                        | SVENSKA HANDELSBANKEN/NEW YORK NY VARIABLE RATE 08/11/2025              | CUSIP: 86959TKY1<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    725000 | PA      | $725066.48    | 0.69%             | 2025-08-11      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                        | COOPERATIEVE RABOBANK UA/NY MTN VARIABLE RATE 07/18/2025                | CUSIP: 21688AAX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |    550000 | PA      | $550498.39    | 0.52%             | 2025-07-18      | Floating      | 5.08%                 | No            |                  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      | $550993.72    | 0.52%             | 2026-08-07      | Floating      | 5.13%                 | 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        |     41938 | PA      | $41910.97     | 0.04%             | 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        |    350000 | PA      | $351970.50    | 0.33%             | 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        |    182539 | PA      | $182448.31    | 0.17%             | 2027-03-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                    | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A1                   | CUSIP: 88164AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13724 | PA      | $13723.54     | 0.01%             | 2025-12-03      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3                     | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    278477 | PA      | $278667.54    | 0.26%             | 2028-02-15      | Fixed         | 4.65%                 | 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      | $280264.29    | 0.27%             | 2029-07-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST                                   | BARCLAYS DRYROCK ISSUANCE TRUST DROCK 2023-2 A                          | CUSIP: 06742LBB8<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500803.65    | 0.48%             | 2028-08-15      | Floating      | 5.24%                 | No            |                  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        |     70057 | PA      | $70017.78     | 0.07%             | 2027-02-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                           | DRYDEN 30 SENIOR LOAN FUND DRSLF 2013-30A AR                            | CUSIP: 26249BAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     52493 | PA      | $52474.95     | 0.05%             | 2028-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                             | BOFA SECURITIES INC 0% CP                                               | CUSIP: 06054CJT3<br>LEI: 549300HN4UKV1E2R3U73 | Long             | ABS-APCP         |  | US        |    925000 | PA      | $924998.52    | 0.88%             | 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      | $199784.00    | 0.19%             | 2026-04-10      | Floating      | 4.83%                 | 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        |    252450 | PA      | $253525.41    | 0.24%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 3.875000% 08/01/2025                           | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549040.07    | 0.52%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                               | NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST NAROT 2022-A A3              | CUSIP: 65479QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     63327 | PA      | $62986.57     | 0.06%             | 2026-08-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DEUTSCHE BANK AG/NEW YORK NY 4.162000% 05/13/2025                       | CUSIP: 251526CQ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    350000 | PA      | $349923.45    | 0.33%             | 2025-05-13      | Fixed         | 4.16%                 | 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        |     53769 | PA      | $53462.23     | 0.05%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                          | MET TOWER GLOBAL FUNDING MTN 3.700000% 06/13/2025                       | CUSIP: 58989V2E3<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299578.33    | 0.28%             | 2025-06-13      | Fixed         | 3.70%                 | 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      | $903321.01    | 0.86%             | 2027-01-18      | Floating      | 5.19%                 | No            |                  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      | $226845.47    | 0.22%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST                                       | DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT 2022-1 A3                       | CUSIP: 233869AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144611 | PA      | $144678.90    | 0.14%             | 2026-02-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2022-B FORDO 2022-B A4                     | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $597866.58    | 0.57%             | 2027-08-15      | Fixed         | 3.93%                 | 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      | $284054.57    | 0.27%             | 2029-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GOTHAM FUNDING CORPORATION                                        | GOTHAM FDG CORP 0% CP                                                   | CUSIP: 38346LSL1<br>LEI: 549300Z2ZR7VTUMRPR17 | Long             | ABS-APCP         |  | US        |   1000000 | PA      | $997571.50    | 0.95%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                       | INTERNATIONAL BUSINESS MACHINES CORP 4.000000% 07/27/2025               | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549100.05    | 0.52%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  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      | $527754.18    | 0.50%             | 2026-12-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 06/26/2025                                      | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2425000 | PA      | $2409013.94   | 2.29%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                   | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A1                 | CUSIP: 55287XAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    235984 | PA      | $235912.69    | 0.22%             | 2026-02-17      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 SDART 2023-2 A3           | CUSIP: 80287JAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     54723 | PA      | $54737.09     | 0.05%             | 2027-07-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2021-3 A4      | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    149118 | PA      | $147797.22    | 0.14%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A2A      | CUSIP: 78398AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2665 | PA      | $2667.00      | 0.00%             | 2027-03-22      | Fixed         | 5.89%                 | Yes           |                  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      | $472138.34    | 0.45%             | 2026-10-05      | Floating      | 5.10%                 | 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      | $389116.69    | 0.37%             | 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        |    375000 | PA      | $375890.48    | 0.36%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     44377 | PA      | $44377.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 06/20/2025                                      | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6064259.92   | 5.77%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                               | CNH EQUIPMENT TRUST 2024-A CNH 2024-A A2                                | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    182301 | PA      | $182433.02    | 0.17%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                   | CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A2B                 | CUSIP: 17331QAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    146133 | PA      | $146168.30    | 0.14%             | 2026-10-15      | Floating      | 4.94%                 | Yes           |                  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        |    297000 | PA      | $296900.51    | 0.28%             | 2027-09-15      | Floating      | 4.74%                 | 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        |    228864 | PA      | $228819.10    | 0.22%             | 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      | $451333.18    | 0.43%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                      | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A2B                    | CUSIP: 345290AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9663 | PA      | $9662.91      | 0.01%             | 2026-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                               | TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST TAOT 2023-D A2A              | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     74301 | PA      | $74446.28     | 0.07%             | 2026-11-16      | Fixed         | 5.80%                 | No            |                  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        |    362102 | PA      | $363740.51    | 0.35%             | 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        |    439217 | PA      | $439278.36    | 0.42%             | 2027-02-16      | Floating      | 4.77%                 | 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        |    313001 | PA      | $313554.25    | 0.30%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                               | DT AUTO OWNER TRUST 2023-3 DTAOT 2023-3A A                              | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9768 | PA      | $9782.78      | 0.01%             | 2027-08-16      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2023-C FORDO 2023-C A2A                    | CUSIP: 344940AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     80505 | PA      | $80610.45     | 0.08%             | 2026-09-15      | Fixed         | 5.68%                 | Yes           |                  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        |   1105000 | PA      | $1103437.97   | 1.05%             | 2027-12-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                             | HPEFS EQUIPMENT TRUST 2022-2 HPEFS 2022-2A D                            | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $349955.45    | 0.33%             | 2030-03-20      | Fixed         | 4.94%                 | Yes           |                  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        |    452172 | PA      | $452075.65    | 0.43%             | 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        |    845468 | PA      | $844942.19    | 0.80%             | 2027-06-15      | Floating      | 4.75%                 | 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        |    299078 | PA      | $298996.88    | 0.28%             | 2027-04-15      | Floating      | 4.74%                 | 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        |    328176 | PA      | $329971.04    | 0.31%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 05/13/2025                                      | CUSIP: 912797PH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2925000 | PA      | $2920890.38   | 2.78%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3         | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115455 | PA      | $115365.07    | 0.11%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                  | SKANDINAVISKA ENSKILDA BANKEN AB 144A VARIABLE RATE 06/09/2025          | CUSIP: 830505AY9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | NUSS              | SE        |    550000 | PA      | $550367.99    | 0.52%             | 2025-06-09      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 06/10/2025                                      | CUSIP: 912797PR2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2289218.43   | 2.18%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 05/22/2025                                      | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5225000 | PA      | $5212068.28   | 4.96%             | 2025-05-22      | None          | 0.00%                 | 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      | $1192402.91   | 1.13%             | 2029-03-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 B            | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53568 | PA      | $53461.52     | 0.05%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B HALST 2023-B A4          | CUSIP: 448980AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    271000 | PA      | $271421.24    | 0.26%             | 2027-04-15      | Fixed         | 5.17%                 | Yes           |                  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        |    904562 | PA      | $905052.11    | 0.86%             | 2027-08-16      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                | HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST HAROT 2023-3 A2               | CUSIP: 43815QAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |        53 | PA      | $52.65        | 0.00%             | 2026-03-18      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                             | SBNA AUTO LEASE TRUST 2025-A SBALT 2025-A A1                            | CUSIP: 78437KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192580 | PA      | $192555.50    | 0.18%             | 2026-02-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                       | SWEDBANK AB COML PAPER FLT25 0% CP                                      | CUSIP: 87020YDZ8<br>LEI: M312WZV08Y7LYUC71685 | Long             | ABS-APCP         |  | US        |    400000 | PA      | $400037.16    | 0.38%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2024-4 LLC EFF 2024-4 A1                     | CUSIP: 29374MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     99755 | PA      | $99766.48     | 0.09%             | 2025-10-21      | Fixed         | 4.72%                 | Yes           |                  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      | $552297.97    | 0.53%             | 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        |    233611 | PA      | $234186.91    | 0.22%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                               | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST NAROT 2023-B A2B             | CUSIP: 65480MAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92648 | PA      | $92670.46     | 0.09%             | 2026-05-15      | Floating      | 4.90%                 | 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      | $551127.50    | 0.52%             | 2026-02-13      | Floating      | 5.12%                 | 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        |    181939 | PA      | $182532.79    | 0.17%             | 2027-08-16      | Fixed         | 5.34%                 | 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        |    115635 | PA      | $114840.39    | 0.11%             | 2035-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 10/16/2025                                      | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2403636.89   | 2.29%             | 2025-10-16      | None          | 0.00%                 | 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        |     73761 | PA      | $74800.44     | 0.07%             | 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        |    145271 | PA      | $144717.04    | 0.14%             | 2040-06-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                       | ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A3                      | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    362642 | PA      | $365512.09    | 0.35%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                               | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST NAROT 2024-B A1              | CUSIP: 65479WAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77722 | PA      | $77727.60     | 0.07%             | 2025-10-15      | Fixed         | 4.70%                 | 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        |    511376 | PA      | $511389.72    | 0.49%             | 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      | $1173196.03   | 1.12%             | 2027-12-08      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                       | NATIONWIDE BUILDING SOCIETY MTN 3.900000% 07/21/2025                    | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    350000 | PA      | $349358.86    | 0.33%             | 2025-07-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                           | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A2B                         | CUSIP: 14319BAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    196735 | PA      | $196774.06    | 0.19%             | 2026-11-16      | Floating      | 4.94%                 | No            |                  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        |    450348 | PA      | $451692.57    | 0.43%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                      | SHTTRM ADVANCED MICRO DEVICES 0% CP                                     | CUSIP: 00791USN7<br>LEI: R2I72C950HOYXII45366 | Long             | ABS-APCP         |  | US        |   1200000 | PA      | $1196812.56   | 1.14%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2B              | CUSIP: 437921AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160000 | PA      | $160000.00    | 0.15%             | 2028-01-18      | Floating      | 0.00%                 | 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        |     30680 | PA      | $30685.89     | 0.03%             | 2027-03-15      | Floating      | 4.96%                 | 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        |     70428 | PA      | $70660.83     | 0.07%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY FRN VARIABLE RATE 10/31/2025                                | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1725000 | PA      | $1725599.51   | 1.64%             | 2025-10-31      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                             | QUALCOMM INC 3.450000% 05/20/2025                                       | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349775.79    | 0.33%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  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        |    330969 | PA      | $333356.08    | 0.32%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                         | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A1                         | CUSIP: 78437DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    153200 | PA      | $153179.57    | 0.15%             | 2026-02-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                   | ANZ GROUP HLDGS LTD COML PAPER FLT25 08/27/2025                         | CUSIP: 05253MXZ2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | ABS-APCP         |  | US        |    550000 | PA      | $549862.89    | 0.52%             | 2025-08-27      | None          | 0.00%                 | No            |                  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        |     68625 | PA      | $68749.08     | 0.07%             | 2027-02-15      | Fixed         | 5.18%                 | 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      | $249742.11    | 0.24%             | 2026-10-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 05/01/2025                                      | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1525000 | PA      | $1525000.00   | 1.45%             | 2025-05-01      | None          | 0.00%                 | 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      | $574999.54    | 0.55%             | 2026-03-26      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOCGEN TRIPARTY TSY 4.36% 05/01/2025 MATURITY DATE                      | CUSIP: SCGTZWBS3<br>LEI: N/A                  | Long             | RA               |  | US        |   3800000 | PA      | $3800000.00   | 3.61%             |  |  |  | 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        |    341863 | PA      | $341346.52    | 0.32%             | 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        |    435000 | PA      | $434627.94    | 0.41%             | 2027-08-15      | Floating      | 4.75%                 | 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        |    182294 | PA      | $182241.47    | 0.17%             | 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        |    843314 | PA      | $842492.69    | 0.80%             | 2031-07-19      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                           | CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A2A                         | CUSIP: 14319BAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     45227 | PA      | $45262.63     | 0.04%             | 2026-11-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A2B         | CUSIP: 44935VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122557 | PA      | $122563.38    | 0.12%             | 2026-03-16      | Floating      | 4.94%                 | Yes           |                  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      | $350583.28    | 0.33%             | 2026-08-27      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A3       | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600000 | PA      | $604464.72    | 0.57%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | INTERCONTINENTAL EXCHANGE INC 3.650000% 05/23/2025                      | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549696.73    | 0.52%             | 2025-05-23      | Fixed         | 3.65%                 | 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        |    160691 | PA      | $160632.28    | 0.15%             | 2031-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                      | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-2 A        | CUSIP: 02531BAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57341 | PA      | $57413.80     | 0.05%             | 2027-02-12      | Fixed         | 5.90%                 | Yes           |                  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      | $526586.01    | 0.50%             | 2026-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                         | DLLAA 2025-1 LLC DLLAA 2025-1A A2                                       | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $150315.86    | 0.14%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                            | JOHN DEERE OWNER TRUST 2023-C JDOT 2023-C A2                            | CUSIP: 47787CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8606 | PA      | $8611.18      | 0.01%             | 2026-08-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| DRIVETIME AUTO OWNER TRUST                                        | DT AUTO OWNER TRUST 2021-2 DTAOT 2021-2A D                              | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    338276 | PA      | $336080.54    | 0.32%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                      | TRUIST FINANCIAL CORP MTN 3.700000% 06/05/2025                          | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549397.95    | 0.52%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-C HART 2023-C A2B                   | CUSIP: 44918CAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42907 | PA      | $42921.42     | 0.04%             | 2027-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                              | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2 MBART 2023-2 A2             | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53447 | PA      | $53517.99     | 0.05%             | 2026-11-16      | Fixed         | 5.92%                 | No            |                  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        |    211367 | PA      | $212106.60    | 0.20%             | 2027-06-15      | Fixed         | 5.05%                 | 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      | $350493.92    | 0.33%             | 2028-01-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 06/03/2025                                      | CUSIP: 912797PL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1494199.46   | 1.42%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                   | NORDEA BANK ABP 144A 4.750000% 09/22/2025                               | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | NUSS              | FI        |    550000 | PA      | $550439.72    | 0.52%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP COMMERCIAL PAPER                               | CUSIP: 89233GUU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | ABS-APCP         |  | US        |    475000 | PA      | $469914.46    | 0.45%             | 2025-07-28      | None          | 0.18%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                             | HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2                           | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86756 | PA      | $86909.66     | 0.08%             | 2031-01-21      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                     | BOSTON SCIENTIFIC CORP 1.900000% 06/01/2025                             | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548553.25    | 0.52%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | GOLD TRIPARTY MORTGAGE 4.38% 05/01/2025 MATURITY DATE                   | CUSIP: GDMGZSCB0<br>LEI: N/A                  | Long             | RA               |  | US        |   4100000 | PA      | $4100000.00   | 3.90%             |  |  |  | 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      | $345051.82    | 0.33%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                             | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A A1           | CUSIP: 96043VAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    372066 | PA      | $372044.39    | 0.35%             | 2026-01-15      | Fixed         | 4.57%                 | Yes           |                  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      | $555541.82    | 0.53%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A1                     | CUSIP: 34535VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     96188 | PA      | $96186.73     | 0.09%             | 2025-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                           | ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025                           | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $348631.50    | 0.33%             | 2025-06-10      | Fixed         | 1.15%                 | 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        |    165093 | PA      | $163804.52    | 0.16%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025                            | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $273955.19    | 0.26%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                         | COREBRIDGE GLOBAL FUNDING 144A 0.900000% 09/22/2025                     | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566711.31    | 0.54%             | 2025-09-22      | Fixed         | 0.90%                 | 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      | $424924.22    | 0.40%             |  |  |  | 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      | $226917.21    | 0.22%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                    | CARVANA AUTO RECEIVABLES TRUST 2025-N1 CRVNA 2025-N1 A1                 | CUSIP: 14688XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    154963 | PA      | $154965.14    | 0.15%             | 2026-03-10      | Fixed         | 4.64%                 | Yes           |                  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        |    245000 | PA      | $245047.75    | 0.23%             | 2026-05-20      | Fixed         | 4.55%                 | 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        |    922043 | PA      | $921930.61    | 0.88%             | 2027-05-17      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                     | CITIBANK NA VARIABLE RATE 09/29/2025                                    | CUSIP: 17325FAZ1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315356.51    | 0.30%             | 2025-09-29      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FUNDING MTN 3.600000% 08/05/2025                   | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598287.14    | 0.57%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2023-D WOART 2023-D A2A               | CUSIP: 98164DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39625 | PA      | $39707.28     | 0.04%             | 2027-02-16      | Fixed         | 5.91%                 | 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        |    473776 | PA      | $479190.99    | 0.46%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                   | CITIZENS AUTO RECEIVABLES TRUST 2024-2 CITZN 2024-2 A2A                 | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148030 | PA      | $148285.00    | 0.14%             | 2026-11-16      | Fixed         | 5.54%                 | 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        |     77440 | PA      | $77760.47     | 0.07%             | 2035-05-15      | Floating      | 5.59%                 | No            |                  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        |   1000000 | PA      | $998537.60    | 0.95%             | 2027-12-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                     | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 VFET 2024-1A A1             | CUSIP: 92887QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22010 | PA      | $22015.24     | 0.02%             | 2025-09-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2024-C FORDO 2024-C A1                     | CUSIP: 34532UAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12209 | PA      | $12211.49     | 0.01%             | 2025-10-15      | Fixed         | 4.92%                 | No            |                  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        |    325799 | PA      | $325332.99    | 0.31%             | 2026-12-21      | Floating      | 4.82%                 | 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        |    310577 | PA      | $311380.32    | 0.30%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                            | JOHN DEERE OWNER TRUST 2022 JDOT 2022-A A3                              | CUSIP: 47787JAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113961 | PA      | $113433.81    | 0.11%             | 2026-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                      | DELL EQUIPMENT FINANCE TRUST 2023-3 DEFT 2023-3 A2                      | CUSIP: 24702EAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     21438 | PA      | $21461.21     | 0.02%             | 2029-04-23      | Fixed         | 6.10%                 | 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        |    187817 | PA      | $187760.48    | 0.18%             | 2027-02-15      | Floating      | 4.74%                 | 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        |    333168 | PA      | $334854.48    | 0.32%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2023-B FORDO 2023-B A2A                    | CUSIP: 344930AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16042 | PA      | $16048.54     | 0.02%             | 2026-06-15      | Fixed         | 5.57%                 | 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        |     85906 | PA      | $86122.59     | 0.08%             | 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        |    160359 | PA      | $160798.24    | 0.15%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1 SFAST 2025-1A A1       | CUSIP: 81885BAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     82238 | PA      | $82232.66     | 0.08%             | 2026-02-20      | Fixed         | 4.49%                 | Yes           |                  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      | $170159.38    | 0.16%             | 2028-07-17      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2023-B WOART 2023-B A3                | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325685 | PA      | $325958.33    | 0.31%             | 2028-05-15      | Fixed         | 4.66%                 | 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        |    171944 | PA      | $172122.56    | 0.16%             | 2026-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                    | CHARLES SCHWAB CORP/THE 3.850000% 05/21/2025                            | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199845.10    | 0.19%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CITI TREAS TRI-PARTY 4.36% 05/01/2025 MATURITY DATE                     | CUSIP: CTTRZVKP1<br>LEI: N/A                  | Long             | RA               |  | US        |   3800000 | PA      | $3800000.00   | 3.61%             |  |  |  | No            |                  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      | $319657.68    | 0.30%             | 2028-06-15      | Fixed         | 1.72%                 | 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        |    500000 | PA      | $501094.70    | 0.48%             | 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        |    275191 | PA      | $274652.25    | 0.26%             | 2031-10-18      | Floating      | 5.35%                 | 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        |    275033 | PA      | $274970.92    | 0.26%             | 2026-03-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST HAROT 2023-2 A2               | CUSIP: 437927AB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      6939 | PA      | $6941.31      | 0.01%             | 2026-04-15      | Fixed         | 5.41%                 | 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        |    604316 | PA      | $604063.33    | 0.57%             | 2026-10-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SDART 2023-6 A2           | CUSIP: 80287DAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12486 | PA      | $12495.82     | 0.01%             | 2027-05-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                   | LLOYDS BANK PLC 3.500000% 05/14/2025                                    | CUSIP: 53944VAH2<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | NUSS              | GB        |    350000 | PA      | $349906.81    | 0.33%             | 2025-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                       | Federal Home Loan Bank Discount Notes Maturity:08/28/2017               | CUSIP: 313385KZ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3575000 | PA      | $3526201.25   | 3.35%             | 2017-08-28      | None          | 0.00%                 | 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        |    444505 | PA      | $444199.11    | 0.42%             | 2028-02-18      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                       | NATIONWIDE BUILDING SOCIETY 144A 1.000000% 08/28/2025                   | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    300000 | PA      | $296197.08    | 0.28%             | 2025-08-28      | Fixed         | 1.00%                 | 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        |    442894 | PA      | $442892.52    | 0.42%             | 2027-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FUNDING 144A 0.950000% 06/24/2025                  | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596513.09    | 0.57%             | 2025-06-24      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                           | CARMAX AUTO OWNER TRUST 2023-4 CARMX 2023-4 A2B                         | CUSIP: 14318XAH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105597 | PA      | $105652.75    | 0.10%             | 2026-12-15      | Floating      | 5.14%                 | 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        |    258294 | PA      | $260321.19    | 0.25%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO VARIABLE RATE 10/30/2026                            | CUSIP: 025816DM8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552123.00    | 0.52%             | 2026-10-30      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A1            | CUSIP: 36271VAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    154859 | PA      | $154830.65    | 0.15%             | 2026-02-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                      | US BANCORP 1.450000% 05/12/2025                                         | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1216754.51   | 1.16%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  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        |    110000 | PA      | $110053.71    | 0.10%             | 2026-05-15      | Fixed         | 4.47%                 | No            |                  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        |    112418 | PA      | $112032.99    | 0.11%             | 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      | $547645.13    | 0.52%             | 2026-09-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 05/27/2025                                      | CUSIP: 912797PK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3788399.78   | 3.60%             | 2025-05-27      | None          | 0.00%                 | 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        |    192649 | PA      | $192582.13    | 0.18%             | 2030-07-17      | Floating      | 5.56%                 | 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        |    525198 | PA      | $525125.51    | 0.50%             | 2026-02-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                               | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A1              | CUSIP: 92868RAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31962 | PA      | $31962.69     | 0.03%             | 2025-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                   | CITIZENS AUTO RECEIVABLES TRUST 2024-2 CITZN 2024-2 A2B                 | CUSIP: 17331XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    666134 | PA      | $666188.70    | 0.63%             | 2026-11-16      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 SDART 2023-5 A2           | CUSIP: 80286PAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12904 | PA      | $12912.17     | 0.01%             | 2027-07-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                | METROPOLITAN LIFE GLOBAL FUNDING I MTN 4.050000% 08/25/2025             | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549131.10    | 0.52%             | 2025-08-25      | Fixed         | 4.05%                 | 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        |    600000 | PA      | $599386.08    | 0.57%             | 2027-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A4          | CUSIP: 44935VAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    200000 | PA      | $202126.88    | 0.19%             | 2027-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A HALST 2024-A A2B         | CUSIP: 448988AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    219371 | PA      | $219343.56    | 0.21%             | 2026-06-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited (New York Branch) | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK 5.375000% 07/03/2025 | CUSIP: 05253JAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    550000 | PA      | $550708.36    | 0.52%             | 2025-07-03      | Fixed         | 5.38%                 | No            |                  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        |    303835 | PA      | $306406.61    | 0.29%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-4 A2B     | CUSIP: 379930AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86001 | PA      | $86014.97     | 0.08%             | 2026-11-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                    | HYUNDAI AUTO RECEIVABLES TRUST 2024-C HART 2024-C A1                    | CUSIP: 448976AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       795 | PA      | $795.54       | 0.00%             | 2025-10-15      | Fixed         | 4.75%                 | No            |                  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      | $246700.45    | 0.23%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

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

**Signature:** Paul Ainslie

**Name of Signer:** Paul Ainslie

**Title:** CCO