# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0001752724-23-074335
**Filing Date:** 2023-3
**Character Count:** 958918
**Document Hash:** 2f822b87be00124fbe8c29c8e5ec29a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-074335.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-074335

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catholic Responsible Investments Funds
- **CENTRAL INDEX KEY:** 0001872555
- **IRS NUMBER:** 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:** 23780245

**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 BOND FUND (Series ID: S000073781)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230946 | Investor Shares      | CRBVX           |
| C000230947 | Institutional Shares | CRBSX           |

## Nport-Ex

<u>Catholic Responsible Investments</u>   <u> Ultra Short Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATIONS — 38.7%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATIONS — 38.7%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATIONS — 38.7%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; FFCB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.345%, U.S. SOFR + 0.035%, 07/12/23(A) | $600000 | $600089 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.825%, 07/21/23(B) | 2250000 | 2199713 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.719%, 06/06/23(B) | 1400000 | 1377102 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.699%, 04/28/23(B) | 1500000 | 1483335 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.689%, 04/26/23(B) | 1300000 | 1285891 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.676%, 04/10/23(B) | 2175000 | 2155870 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.669%, 04/21/23(B) | 1100000 | 1088563 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.654%, 04/19/23(B) | 2200000 | 2178102 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.511%, 03/24/23(B) | 3000000 | 2980612 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.484%, 03/22/23(B) | 1975000 | 1962735 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.478%, 03/08/23(B) | 1386000 | 1379847 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.447%, 03/17/23(B) | 3000000 | 2983266 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.427%, 03/03/23(B) | 2825000 | 2814018 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.404%, 02/24/23(B) | 2000000 | 1994152 |
| &nbsp;&nbsp; FHLB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/27/23 | 850000 | 849750 |
| &nbsp;&nbsp; FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 05/03/23(B) | 750000 | 741184 |
| &nbsp;&nbsp; Total U.S. Government Agency Obligations<br>(Cost $28,078,150) |  | 28074229 |
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 19.6%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 19.6%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 19.6%** |
|  | **Face**<br> **Amount** | **Value** |
|  **Automotive — 16.7%** |  |  |
| &nbsp;&nbsp; Ally Auto Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Ser 2022-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.290%, 06/16/25 | $95000 | $95143 |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2022-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.660%, 02/13/26 (C) | 80339 | 79820 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2022-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.120%, 02/13/26 (C) | $29089 | $28894 |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 09/14/26 (C) | 235000 | 234990 |
| &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, Ser 2018-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.010%, 07/18/24 | 501128 | 500021 |
| &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, Ser 2019-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.740%, 04/18/25 | 245467 | 243124 |
| &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.530%, 06/18/25 | 81613 | 80576 |
| &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.370%, 08/18/25 | 145323 | 142748 |
| &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, Ser 2021-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.410%, 02/18/25 | 48232 | 47951 |
| &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, Ser 2022-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 01/20/26 | 369064 | 365002 |
| &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 12/18/25 | 81060 | 80502 |
| &nbsp;&nbsp; ARI Fleet Lease Trust, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.370%, 03/15/30 (C) | 163299 | 160852 |
| &nbsp;&nbsp; BMW Vehicle Lease Trust, Ser 2021-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.370%, 07/25/24 | 325000 | 318445 |
| &nbsp;&nbsp; BMW Vehicle Owner Trust, Ser 2022-A, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.830%, SOFR30A + 0.520%, 12/26/24 (A) | 51003 | 51010 |
| &nbsp;&nbsp; CarMax Auto Owner Trust, Ser 2022-2, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.879%, SOFR30A + 0.600%, 05/15/25 (A) | 41453 | 41464 |
| &nbsp;&nbsp; CarMax Auto Owner Trust, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.964%, 02/15/24 | 165000 | 165000 |

---

------

<u>Catholic Responsible Investments</u>   <u> Ultra Short Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Carvana Auto Receivables Trust, Ser 2019-4A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.720%, 01/15/25 (C) | $7832 | $7821 |
| &nbsp;&nbsp; Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.320%, 03/10/28 | 7232 | 7131 |
| &nbsp;&nbsp; Chase Auto Owner Trust, Ser 2022-AA, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.983%, 08/25/23 (C) | 21129 | 21096 |
| &nbsp;&nbsp; Chesapeake Funding II, Ser 2020-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.870%, 08/15/32 (C) | 479319 | 475068 |
| &nbsp;&nbsp; CPS Auto Receivables Trust, Ser 2019-D, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.720%, 09/15/25 (C) | 197221 | 195392 |
| &nbsp;&nbsp; CPS Auto Receivables Trust, Ser 2022-C, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.180%, 04/15/30 (C) | 73195 | 72634 |
| &nbsp;&nbsp; CPS Auto Receivables Trust, Ser 2023-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.540%, 03/16/26 (C) | 230000 | 229992 |
| &nbsp;&nbsp; Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.732%, ICE LIBOR USD 1 Month + 0.330%,<br>12/11/34 (A)(C) | 120061 | 119700 |
| &nbsp;&nbsp; Drive Auto Receivables Trust, Ser 2020-1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.360%, 03/16/26 | 25451 | 25425 |
| &nbsp;&nbsp; Drive Auto Receivables Trust, Ser 2020-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.280%, 08/17/26 | 78039 | 77386 |
| &nbsp;&nbsp; Drive Auto Receivables Trust, Ser 2021-1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.020%, 06/15/27 | 158782 | 155601 |
| &nbsp;&nbsp; DT Auto Owner Trust, Ser 2020-3A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.910%, 12/16/24 (C) | 13262 | 13237 |
| &nbsp;&nbsp; DT Auto Owner Trust, Ser 2021-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.620%, 09/15/25 (C) | 123986 | 123265 |
| &nbsp;&nbsp; DT Auto Owner Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.410%, 03/17/25 (C) | 5204 | 5194 |
| &nbsp;&nbsp; DT Auto Owner Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.330%, 04/15/25 (C) | 78807 | 78255 |
| &nbsp;&nbsp; Enterprise Fleet Financing, Ser 2019-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.190%, 05/20/25 (C) | 375000 | 373749 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2020-2A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.280%, 05/15/25 (C) | 45620 | 45445 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2021-3A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.690%, 01/15/26 | $80500 | $79369 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 08/15/24 | 46071 | 45985 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-4A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.990%, 08/15/24 | 44739 | 44669 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-5A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.290%, 01/15/25 | 175000 | 174863 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-6A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.457%, 12/15/23 | 57212 | 57204 |
| &nbsp;&nbsp; First Investors Auto Owner Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 03/16/26 (C) | 65808 | 65170 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2020-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.410%, 09/15/26 (C) | 220270 | 217822 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.310%, 06/16/25 (C) | 40253 | 40090 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2021-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.370%, 12/15/26 (C) | 140412 | 138483 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.922%, 02/15/24 (C) | 270000 |  |
| &nbsp;&nbsp; Ford Credit Auto Lease Trust, Ser 2021-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.470%, 05/15/24 | 350000 | 344894 |
| &nbsp;&nbsp; Ford Credit Auto Lease Trust, Ser 2021-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.370%, 10/15/24 | 491000 | 481283 |
| &nbsp;&nbsp; Ford Credit Auto Lease Trust, Ser 2022-A, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.879%, SOFR30A + 0.600%, 10/15/24 (A) | 30193 | 30217 |
| &nbsp;&nbsp; Ford Credit Auto Lease Trust, Ser 2023-A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.959%, 02/15/24 | 155000 | 155025 |
| &nbsp;&nbsp; Ford Credit Auto Owner Trust, Ser 2022-C, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.633%, 10/15/23 | 55817 | 55771 |
| &nbsp;&nbsp; Ford Credit Auto Owner Trust, Ser 2022-D, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.594%, 12/15/23 | 199613 | 199581 |
| &nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.312%, 08/15/23 (C) | 10025 | 10018 |

---

------

<u>Catholic Responsible Investments</u>   <u> Ultra Short Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.974%, 02/15/24 (C) | $228000 | $— |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.770%, 09/15/25 (C) | 150217 | 149166 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.420%, 01/15/25 (C) | 120072 | 119580 |
| &nbsp;&nbsp; GM Financial Automobile Leasing Trust, Ser 2021-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.260%, 02/20/24 | 73289 | 72792 |
| &nbsp;&nbsp; GM Financial Automobile Leasing Trust, Ser 2021-2, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.410%, 05/20/25 | 200000 | 193990 |
| &nbsp;&nbsp; GM Financial Automobile Leasing Trust, Ser 2021-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.390%, 10/21/24 | 300000 | 292602 |
| &nbsp;&nbsp; GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.890%, 01/16/24 | 483000 | 483000 |
| &nbsp;&nbsp; Honda Auto Receivables Owner Trust, Ser 2020-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.610%, 04/22/24 | 82038 | 81370 |
| &nbsp;&nbsp; Hyundai Auto Lease Securitization Trust, Ser 2022-B, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.899%, SOFR30A + 0.620%, 10/15/24 (A)(C) | 80911 | 80915 |
| &nbsp;&nbsp; Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 04/15/25 (C) | 100000 | 99991 |
| &nbsp;&nbsp; Mercedes-Benz Auto Lease Trust, Ser 2021-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.400%, 11/15/24 | 260000 | 253476 |
| &nbsp;&nbsp; Nissan Auto Receivables Owner Trust, Ser 2020-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.380%, 12/16/24 | 230880 | 228075 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.460%, 09/15/25 | 54495 | 54353 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 02/17/26 | 198499 | 195571 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 07/15/25 | 120455 | 120126 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.980%, 01/15/25 | $83571 | $83256 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.110%, 08/17/26 | 225000 | 222515 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.370%, 05/15/25 | 85000 | 84694 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2023-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.360%, 05/15/26 | 355000 | 355009 |
| &nbsp;&nbsp; Toyota Lease Owner Trust, Ser 2021-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.420%, 10/21/24 (C) | 300000 | 292494 |
| &nbsp;&nbsp; United Auto Credit Securitization Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.110%, 07/10/24 (C) | 12053 | 12021 |
| &nbsp;&nbsp; United Auto Credit Securitization Trust, Ser 2022-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.390%, 04/10/25 (C) | 96847 | 96450 |
| &nbsp;&nbsp; United Auto Credit Securitization Trust, Ser 2023-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.570%, 07/10/25 (C) | 176000 | 176034 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2019-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.720%, 11/15/24 (C) | 180597 | 179325 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.390%, 10/15/24 (C) | 3938 | 3931 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.320%, 04/15/25 (C) | 130912 | 129720 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2021-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.570%, 09/16/24 (C) | 184688 | 183560 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2022-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.005%, 10/16/23 (C) | 152001 | 151816 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.046%, 01/16/24 (C) | 416000 | 416101 |

---

------

<u>Catholic Responsible Investments</u>   <u> Ultra Short Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
| &nbsp;&nbsp; World Omni Auto Receivables Trust, Ser 2019-A, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.220%, 06/16/25 | $| 118967 | $| 118875 |
| &nbsp;&nbsp; World Omni Auto Receivables Trust, Ser 2022-B, Cl A2B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.849%, SOFR30A + 0.570%, 10/15/25 (A) |  | 55271 |  | 55262 |
| &nbsp;&nbsp; World Omni Automobile Lease Securitization Trust, Ser 2020-B, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.520%, 02/17/26 |  | 147000 |  | 145420 |
| &nbsp;&nbsp; World Omni Select Auto Trust, Ser 2020-A, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.550%, 07/15/25 |  | 182017 |  | 180660 |
|  |  |  |  | 12114527 |
|  **Other Asset-Backed Securities — 2.9%** | **Other Asset-Backed Securities — 2.9%** | **Other Asset-Backed Securities — 2.9%** | **Other Asset-Backed Securities — 2.9%** | **Other Asset-Backed Securities — 2.9%** |
| &nbsp;&nbsp; BHG Securitization Trust, Ser 2022-C, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.320%, 10/17/35 (C) |  | 87505 |  | 86890 |
| &nbsp;&nbsp; CNH Equipment Trust, Ser 2019-B, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.640%, 05/15/26 |  | 150000 |  | 149559 |
| &nbsp;&nbsp; Dell Equipment Finance Trust, Ser 2021-2, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.530%, 12/22/26 (C) |  | 375000 |  | 361746 |
| &nbsp;&nbsp; Dell Equipment Finance Trust, Ser 2022-2, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.062%, 07/24/23 (C) |  | 51330 |  | 51266 |
| &nbsp;&nbsp; DLL, Ser 2019-DA1, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.920%, 04/20/27 (C) |  | 54510 |  | 54355 |
| &nbsp;&nbsp; DLLAD, Ser 2021-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.350%, 09/20/24 (C) |  | 82976 |  | 81872 |
| &nbsp;&nbsp; DLLAD, Ser 2023-1A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.014%, 02/20/24 (C) |  | 234667 |  | 234667 |
| &nbsp;&nbsp; GreatAmerica Leasing Receivables Funding Series, Ser 2022-1, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.335%, 10/16/23 (C) |  | 89638 |  | 89498 |
| &nbsp;&nbsp; Hpefs Equipment Trust, Ser 2020-1A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.260%, 02/20/30 (C) |  | 350000 |  | 348383 |
| &nbsp;&nbsp; Hpefs Equipment Trust, Ser 2022-2A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.905%, 05/22/23 (C) |  | 9706 |  | 9690 |
| &nbsp;&nbsp; Hpefs Equipment Trust, Ser 2022-3A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.331%, 10/20/23 (C) |  | 143341 |  | 143160 |
| &nbsp;&nbsp; Kubota Credit Owner Trust, Ser 2022-2A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.052%, 07/17/23 (C) |  | 35293 |  | 35242 |
| &nbsp;&nbsp; Marlin Receivables, Ser 2022-1A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.372%, 07/20/23 (C) |  | 56371 |  | 56208 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; MMAF Equipment Finance, Ser 2022-B, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.924%, 12/01/23 (C) | $152343 | $152275 |
| &nbsp;&nbsp; SCF Equipment Leasing, Ser 2022-2A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.556%, 11/20/23 (C) | 75951 | 75924 |
| &nbsp;&nbsp; Verizon Owner Trust, Ser 2020-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.980%, 07/22/24 | 190000 | 188612 |
|  |  | 2119347 |
| &nbsp;&nbsp; Total Asset-Backed Securities<br>(Cost $14,719,331) |  | 14233874 |
| &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 18.1%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 18.1%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 18.1%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; U.S. Cash Management Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.940%, 02/14/23(B) | $402500 | $401877 |
| &nbsp;&nbsp; U.S. Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.678%, 06/08/23(B) | 1400000 | 1377466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.628%, 04/27/23(B) | 2250000 | 2226110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.609%, 05/02/23(B) | 2000000 | 1977208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.462%, 04/04/23(B) | 3150000 | 3125805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.381%, 03/21/23(B) | 1000000 | 994013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.263%, 02/28/23(B) | 1500000 | 1495000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.114%, 04/13/23(B) | 1050000 | 1040632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.107%, 02/02/23(B) | 484700 | 484646 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations<br>(Cost $13,124,318) |  | 13122757 |
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 11.3%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 11.3%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 11.3%** |
|  | **Face**<br> **Amount** | **Value** |
|  **COMMUNICATION SERVICES — 0.3%** | **COMMUNICATION SERVICES — 0.3%** | **COMMUNICATION SERVICES — 0.3%** |
| &nbsp;&nbsp; Warnermedia Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.098%, SOFRINDX + 1.780%, 03/15/24(A)(C) | $215000 | $215649 |
|  **CONSUMER DISCRETIONARY — 0.6%** | **CONSUMER DISCRETIONARY — 0.6%** | **CONSUMER DISCRETIONARY — 0.6%** |
| &nbsp;&nbsp; Cargill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 03/01/23(C) | 250000 | 249763 |
| &nbsp;&nbsp; Starbucks |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.551%, SOFRINDX + 0.420%, 02/14/24(A) | 175000 | 174573 |
|  |  | 424336 |
|  **CONSUMER STAPLES — 0.3%** | **CONSUMER STAPLES — 0.3%** | **CONSUMER STAPLES — 0.3%** |
| &nbsp;&nbsp; Daimler Trucks Finance North America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.331%, U.S. SOFR + 1.000%, 04/05/24(A)(C) | 175000 | 175063 |

---

------

<u>Catholic Responsible Investments</u>   <u> Ultra Short Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **ENERGY — 0.4%** | **ENERGY — 0.4%** | **ENERGY — 0.4%** |
| &nbsp;&nbsp; Enbridge |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.787%, SOFRINDX + 0.630%, 02/16/24(A) | $250000 | $249126 |
|  **FINANCIALS — 7.2%** | **FINANCIALS — 7.2%** | **FINANCIALS — 7.2%** |
| &nbsp;&nbsp; American Express |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.053%, SOFRINDX + 0.720%, 05/03/24(A) | 150000 | 150351 |
| &nbsp;&nbsp; Bank of Montreal MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.988%, SOFRINDX + 0.710%, 03/08/24(A) | 300000 | 300472 |
| &nbsp;&nbsp; Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.129%, U.S. SOFR + 0.800%, 03/17/23(A) | 175000 | 175111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 06/22/23 | 525000 | 516179 |
| &nbsp;&nbsp; Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.840%, U.S. SOFR + 0.530%, 06/28/23(A) | 300000 | 300318 |
| &nbsp;&nbsp; Credit Suisse NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.496%, SOFRINDX + 0.380%, 08/09/23(A) | 300000 | 296075 |
| &nbsp;&nbsp; Deutsche Bank NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.605%, U.S. SOFR + 0.500%, 11/08/23(A) | 225000 | 224324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.962%, 11/08/23 | 250000 | 242410 |
| &nbsp;&nbsp; Equitable Financial Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.721%, U.S. SOFR + 0.390%, 04/06/23(A)(C) | 450000 | 450046 |
| &nbsp;&nbsp; New York Life Global Funding MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.686%, SOFRINDX + 0.430%, 06/06/24(A)(C) | 300000 | 300221 |
| &nbsp;&nbsp; Nordea Bank Abp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 06/09/23(C) | 350000 | 345244 |
| &nbsp;&nbsp; Pacific Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.056%, SOFRINDX + 0.800%, 12/06/24(A)(C) | 300000 | 300219 |
| &nbsp;&nbsp; Svenska Handelsbanken |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 06/30/23(C) | 350000 | 343841 |
| &nbsp;&nbsp; Swedbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 06/02/23(C) | 350000 | 345716 |
| &nbsp;&nbsp; Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.531%, U.S. SOFR + 0.200%, 01/17/24(A) | 650000 | 648326 |
| &nbsp;&nbsp; UBS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.559%, U.S. SOFR + 0.320%, 06/01/23(A)(C) | 375000 | 375004 |
|  |  | 5313857 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **HEALTH CARE — 0.5%** | **HEALTH CARE — 0.5%** | **HEALTH CARE — 0.5%** |
| &nbsp;&nbsp; Elevance Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.450%, 03/15/23 | $350000 | $348155 |
|  **INDUSTRIALS — 0.7%** | **INDUSTRIALS — 0.7%** | **INDUSTRIALS — 0.7%** |
| &nbsp;&nbsp; Caterpillar Financial Services MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.575%, U.S. SOFR + 0.450%, 11/13/23(A) | 200000 | 200126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.501%, U.S. SOFR + 0.170%, 01/10/24(A) | 175000 | 174930 |
| &nbsp;&nbsp; Protective Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.340%, U.S. SOFR + 1.050%, 12/11/24(A)(C) | 150000 | 150133 |
|  |  | 525189 |
|  **UTILITIES — 1.3%** | **UTILITIES — 1.3%** | **UTILITIES — 1.3%** |
| &nbsp;&nbsp; Florida Power & Light |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.372%, SOFRINDX + 0.250%, 05/10/23(A) | 200000 | 199796 |
| &nbsp;&nbsp; National Rural Utilities Cooperative Finance MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.494%, U.S. SOFR + 0.400%, 08/07/23(A) | 225000 | 224901 |
| &nbsp;&nbsp; NextEra Energy Capital Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.779%, SOFRINDX + 0.540%, 03/01/23(A) | 225000 | 225007 |
| &nbsp;&nbsp; Southern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.492%, SOFRINDX + 0.370%, 05/10/23(A) | 300000 | 299769 |
|  |  | 949473 |
| &nbsp;&nbsp; Total Corporate Obligations<br>(Cost $8,204,539) |  | 8200848 |
| &nbsp;&nbsp; **COMMERCIAL PAPER — 10.9%** | &nbsp;&nbsp; **COMMERCIAL PAPER — 10.9%** | &nbsp;&nbsp; **COMMERCIAL PAPER — 10.9%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Banco Santander |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.386%, 05/25/23(B) | $200000 | $196904 |
| &nbsp;&nbsp; Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.811%, 05/24/23(B) | 250000 | 246305 |
| &nbsp;&nbsp; Banner Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.477%, 02/08/23(B) | 350000 | 349651 |
| &nbsp;&nbsp; Bayerische Landesbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.840%, 02/16/23(B) | 250000 | 249499 |
| &nbsp;&nbsp; BofA Securities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.203%, 05/19/23(B) | 300000 | 295693 |
| &nbsp;&nbsp; BPCE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.402%, 02/03/23(B) | 525000 | 524809 |
| &nbsp;&nbsp; CDP Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.957%, 05/31/23(B) | 250000 | 246044 |

---

------

<u>Catholic Responsible Investments</u>   <u> Ultra Short Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMERCIAL PAPER — continued** | &nbsp;&nbsp; **COMMERCIAL PAPER — continued** | &nbsp;&nbsp; **COMMERCIAL PAPER — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.215%, 09/15/23(B) | $375000 | $363432 |
| &nbsp;&nbsp; Credit Agricole Corporate and Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.713%, 04/06/23(B) | 350000 | 347103 |
| &nbsp;&nbsp; DNB Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.427%, 03/02/23(B) | 800000 | 797037 |
| &nbsp;&nbsp; Duke University Health System |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.527%, 02/08/23(B) | 300000 | 299796 |
| &nbsp;&nbsp; Jupiter Securitization |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.463%, 02/03/23(B) | 425000 | 424845 |
| &nbsp;&nbsp; MUFG Bank NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.387%, 02/03/23(B) | 350000 | 349874 |
| &nbsp;&nbsp; Natixis NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.484%, 02/13/23(B) | 350000 | 349434 |
| &nbsp;&nbsp; Old Line Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.633%, 03/16/23(B) | 350000 | 348011 |
| &nbsp;&nbsp; Pacific Life Short Term Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.647%, 03/03/23(B) | 280000 | 278905 |
| &nbsp;&nbsp; Santander UK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.671%, 03/13/23(B) | 350000 | 348185 |
| &nbsp;&nbsp; Skandinaviska Enskilda Banken |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.621%, 03/13/23(B) | 350000 | 348203 |
| &nbsp;&nbsp; Societe Generale |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.320%, 09/15/23(B) | 250000 | 242154 |
| &nbsp;&nbsp; Sumitomo Mitsui Trust Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.821%, 04/20/23(B) | 300000 | 296936 |
| &nbsp;&nbsp; Thunder Bay Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.825%, 04/18/23(B) | 250000 | 247511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.762%, 03/15/23(B) | 450000 | 447544 |
| &nbsp;&nbsp; Westpac Banking |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.147%, 06/29/23(B) | 348000 | 341150 |
| &nbsp;&nbsp; Total Commercial Paper<br>(Cost $7,939,831) |  | 7939025 |
| &nbsp;&nbsp; **CERTIFICATES OF DEPOSIT — 2.2%** | &nbsp;&nbsp; **CERTIFICATES OF DEPOSIT — 2.2%** | &nbsp;&nbsp; **CERTIFICATES OF DEPOSIT — 2.2%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 04/27/23 | $500000 | $500599 |
| &nbsp;&nbsp; BofA Securities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.320%, 06/16/23 | 250000 | 250190 |
| &nbsp;&nbsp; Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.380%, 04/27/23 | 375000 | 375187 |
| &nbsp;&nbsp; Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; –%, 05/01/23 | 500000 | 500741 |
| &nbsp;&nbsp; Total Certificates of Deposit<br>(Cost $1,625,000) |  | 1626717 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **REPURCHASE AGREEMENTS — 1.4%** | &nbsp;&nbsp; **REPURCHASE AGREEMENTS — 1.4%** | &nbsp;&nbsp; **REPURCHASE AGREEMENTS — 1.4%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Citi Treas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, dated 01/31/23, to be repurchased on 02/01/23, repurchase price $100,012, collateralized by U.S. Government Obligations, par value $100 - $102,200, 0.000%, 06/29/2023 – 07/20/2030, with a total market value of $102,030 | $100000 | $100000 |
| &nbsp;&nbsp; Gold Triparty Mortgage |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, dated 01/31/23, to be repurchased on 02/01/23, repurchase price $800,094, collateralized by U.S. Government Obligations, par value $1,000 - $10,000,000, 1.500% - 7.000%, 08/01/2025 – 01/01/2053, with a total market value of $816,000 | 800000 | 800000 |
| &nbsp;&nbsp; Socgen Triparty Tsy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.260%, dated 01/31/23, to be repurchased on 02/01/23, repurchase price $100,012, collateralized by U.S. Government Obligations, par value $100 - $115,700, 0.000% - 1.500%, 04/04/2023 – 02/15/2030, with a total market value of $102,007 | 100000 | 100000 |
| &nbsp;&nbsp; Total Repurchase Agreements<br>(Cost $1,000,000) |  | 1000000 |
| &nbsp;&nbsp; Total Investments in Securities— 102.2%<br>(Cost $74,691,169) | &nbsp;&nbsp; Total Investments in Securities— 102.2%<br>(Cost $74,691,169) | $74197450 |

---

Percentages are based on Net Assets of $72,600,347.

(A) Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates for
certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically
based on prevailing interest rates.

(B) Interest rate represents the security's effective yield at the time of purchase.

(C) Securities sold within the terms of a private placement memorandum, exempt from registration under section 144A of the
Securities Act of 1933, as amended, and maybe sold only to dealers in the program or other "accredited investors". The total value of these securities at January 31, 2023 was $15,976,746 and represented 22.0% of Net Assets.

------

<u>Catholic Responsible Investments</u>   <u> Ultra Short Bond Fund January 31, 2023 (Unaudited)</u>

Cl — Class

DN — Discount Note

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Secured Overnight Financing Rate Index

SOFR30A — Secured Overnight Financing Rate 30-day Average

USD — U.S. Dollar

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 44.1%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 44.1%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 44.1%** |
|  | **Face**<br> **Amount** | **Value** |
|  **COMMUNICATION SERVICES — 1.0%** | **COMMUNICATION SERVICES — 1.0%** | **COMMUNICATION SERVICES — 1.0%** |
| &nbsp;&nbsp; Comcast |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 11/07/25 | $610000 | $622848 |
| &nbsp;&nbsp; Sprint Spectrum |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.738%, 03/20/25(A) | 1440000 | 1428159 |
| &nbsp;&nbsp; Warnermedia Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.428%, 03/15/24(A) | 2625000 | 2568554 |
|  |  | 4619561 |
|  **CONSUMER DISCRETIONARY — 2.6%** | **CONSUMER DISCRETIONARY — 2.6%** | **CONSUMER DISCRETIONARY — 2.6%** |
| &nbsp;&nbsp; DR Horton |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.600%, 10/15/25 | 2575000 | 2423364 |
| &nbsp;&nbsp; Ford Motor Credit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 02/10/25 | 2500000 | 2318084 |
| &nbsp;&nbsp; General Motors Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 06/19/23 | 1975000 | 1969014 |
| &nbsp;&nbsp; GSK Consumer Healthcare Capital UK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 03/24/25 | 625000 | 600894 |
| &nbsp;&nbsp; GSK Consumer Healthcare Capital US |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.024%, 03/24/24 | 525000 | 512881 |
| &nbsp;&nbsp; Lennar |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 12/15/23 | 2000000 | 1996287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/30/25 | 1825000 | 1802408 |
|  |  | 11622932 |
|  **CONSUMER STAPLES — 1.2%** | **CONSUMER STAPLES — 1.2%** | **CONSUMER STAPLES — 1.2%** |
| &nbsp;&nbsp; Bunge Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.630%, 08/17/25 | 2200000 | 2025150 |
| &nbsp;&nbsp; CVS Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.036%, 12/10/28 | 2444746 | 2459378 |
| &nbsp;&nbsp; General Mills |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.241%, 11/18/25 | 800000 | 804050 |
|  |  | 5288578 |
|  **ENERGY — 2.1%** | **ENERGY — 2.1%** | **ENERGY — 2.1%** |
| &nbsp;&nbsp; Continental Resources |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 06/01/24 | 1695000 | 1660811 |
| &nbsp;&nbsp; Equities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.678%, 10/01/25 | 770000 | 770500 |
| &nbsp;&nbsp; Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.050%, 07/07/24 | 2000000 | 2090944 |
| &nbsp;&nbsp; MidAmerican Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/01/27 | 2000000 | 1906052 |
| &nbsp;&nbsp; Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.830%, 02/15/24 | 276750 | 275061 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** |
| &nbsp;&nbsp; Plains All American Pipeline |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 10/15/25 | $| 2250000 | $| 2225249 |
|  |  |  |  | 8928617 |
|  **FINANCIALS — 28.8%** | **FINANCIALS — 28.8%** | **FINANCIALS — 28.8%** | **FINANCIALS — 28.8%** | **FINANCIALS — 28.8%** |
| &nbsp;&nbsp; ABN AMRO Bank |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 05/15/23(A) |  | 1700000 |  | 1711522 |
| &nbsp;&nbsp; Aflac |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/26 |  | 900000 |  | 811277 |
| &nbsp;&nbsp; African Development Bank |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 04/03/23 |  | 2450000 |  | 2433389 |
| &nbsp;&nbsp; AIB Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.583%, U.S. SOFR + 3.456%, 10/14/26(A)(B) |  | 750000 |  | 775757 |
| &nbsp;&nbsp; Asian Development Bank MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 08/14/26 |  | 2387000 |  | 2214065 |
| &nbsp;&nbsp; Athene Global Funding |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 05/26/23(A) |  | 1000000 |  | 993083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.514%, 03/08/24(A) |  | 1570000 |  | 1513927 |
| &nbsp;&nbsp; Bank of America |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.080%, U.S. SOFR + 1.290%, 01/20/27(B) |  | 1000000 |  | 1002383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.530%, U.S. SOFR + 0.650%, 12/06/25(B) |  | 1000000 |  | 934160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.810%, U.S. SOFR + 0.740%, 10/24/24(B) |  | 2000000 |  | 1934366 |
| &nbsp;&nbsp; Bank of Ireland Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.253%, H15T1Y + 2.650%, 09/16/26(A)(B) |  | 815000 |  | 821399 |
| &nbsp;&nbsp; Bank of Nova Scotia |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/02/26 |  | 750000 |  | 748719 |
| &nbsp;&nbsp; Bank One Michigan |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 11/01/24 |  | 1925000 |  | 2023445 |
| &nbsp;&nbsp; Banque Federative du Credit Mutuel |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.935%, 01/26/26(A) |  | 750000 |  | 748612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.524%, 07/13/25(A) |  | 1225000 |  | 1210655 |
| &nbsp;&nbsp; Barclays |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.304%, H15T1Y + 2.300%, 08/09/26(B) |  | 1450000 |  | 1449697 |
| &nbsp;&nbsp; BB Blue Financing DAC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.395%, 09/20/29 |  | 2500000 |  | 2468136 |
| &nbsp;&nbsp; BPCE |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/15/24 |  | 1050000 |  | 1037857 |
| &nbsp;&nbsp; Brighthouse Financial Global Funding MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.200%, 12/15/23(A) |  | 1720000 |  | 1658216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 04/12/24(A) |  | 594000 |  | 562506 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp; Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/17/25(A) | $428000 | $415387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24(A) | 1000000 | 944325 |
| &nbsp;&nbsp; Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.945%, 08/04/25 | 1000000 | 983636 |
| &nbsp;&nbsp; Capital One Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.985%, U.S. SOFR + 2.160%, 07/24/26(B) | 825000 | 817259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.166%, U.S. SOFR + 1.370%, 05/09/25(B) | 1185000 | 1165369 |
| &nbsp;&nbsp; CDP Financial MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/26/26(A) | 1000000 | 899527 |
| &nbsp;&nbsp; Central American Bank for Economic Integration |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/09/26(A) | 500000 | 499900 |
| &nbsp;&nbsp; Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.610%, U.S. SOFR + 1.546%, 09/29/26(B) | 1250000 | 1269364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.026%, U.S. SOFR + 0.694%, 01/25/26(B) | 2117000 | 2092415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.014%, U.S. SOFR + 0.694%, 01/25/26(B) | 1000000 | 940161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.776%, U.S. SOFR + 0.686%, 10/30/24(B) | 1000000 | 966639 |
| &nbsp;&nbsp; Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/16/25 | 1000000 | 971900 |
| &nbsp;&nbsp; Credit Agricole MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.907%, U.S. SOFR + 1.676%, 06/16/26(A)(B) | 2525000 | 2330618 |
| &nbsp;&nbsp; Credit Suisse Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.593%, U.S. SOFR + 1.560%, 09/11/25(A)(B) | 3050000 | 2788233 |
| &nbsp;&nbsp; Credit Suisse NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 08/09/24 | 625000 | 606793 |
| &nbsp;&nbsp; Daimler Truck Finance North America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 01/16/26(A) | 710000 | 713328 |
| &nbsp;&nbsp; Danske Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.466%, H15T1Y + 2.100%, 01/09/26(A)(B) | 875000 | 887677 |
| &nbsp;&nbsp; Deutsche Bank NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.222%, U.S. SOFR + 2.159%, 09/18/24(B) | 2605000 | 2549673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.686%, 03/19/26 | 1000000 | 910936 |
| &nbsp;&nbsp; Equitable Financial Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 11/12/24(A) | 2670000 | 2499745 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp; European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 06/13/25(A) | $2000000 | $1941980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 04/13/26 | 447000 | 421485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/21/27 | 2000000 | 1731707 |
| &nbsp;&nbsp; Federation des Caisses Desjardins du Quebec |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.700%, 05/21/24(A) | 1500000 | 1416804 |
| &nbsp;&nbsp; Fifth Third Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.852%, U.S. SOFR + 1.230%, 10/27/25(B) | 1130000 | 1147330 |
| &nbsp;&nbsp; GATX Financial 2005-1 Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.697%, 01/02/25(A) | 156537 | 155693 |
| &nbsp;&nbsp; Goldman Sachs Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 11/01/24 | 750000 | 760596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.387%, U.S. SOFR + 1.510%, 06/15/27(B) | 1000000 | 978962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.855%, U.S. SOFR + 0.609%, 02/12/26(B) | 579000 | 530389 |
| &nbsp;&nbsp; HSBC Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.336%, U.S. SOFR + 3.030%, 11/03/26(B) | 1000000 | 1054905 |
| &nbsp;&nbsp; ING Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 09/25/23(A) | 2500000 | 2500510 |
| &nbsp;&nbsp; ING Groep |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, H15T1Y + 1.100%, 07/01/26(A)(B) | 1000000 | 910453 |
| &nbsp;&nbsp; Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/24/23 | 1550000 | 1529742 |
| &nbsp;&nbsp; International Bank for Reconstruction & Development MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.701%, SOFRINDX + 0.390%, 06/17/24(B) | 1000000 | 1003180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.633%, U.S. SOFR + 0.300%, 08/06/24(B) | 1500000 | 1504905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/19/23 | 1000000 | 988399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/24/23 | 500000 | 481755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/31/27(C) | 2500000 | 2241515 |
| &nbsp;&nbsp; International Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.421%, U.S. SOFR + 0.090%, 04/03/24(B) | 2000000 | 1998441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 03/20/23 | 1000000 | 994800 |
| &nbsp;&nbsp; JPMorgan Chase |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.045%, U.S. SOFR + 0.800%, 11/19/26(B) | 1500000 | 1341592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.768%, U.S. SOFR + 0.490%, 08/09/25(B) | 1000000 | 931241 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.653%, TSFR3M + 0.600%, 09/16/24(B) | $2500000 | $2429411 |
| &nbsp;&nbsp; Kansas City Southern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 11/15/23 | 1975000 | 1950560 |
| &nbsp;&nbsp; KBC Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.796%, H15T1Y + 2.100%, 01/19/29(A)(B) | 295000 | 298845 |
| &nbsp;&nbsp; KeyBank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 08/08/25 | 1165000 | 1150997 |
| &nbsp;&nbsp; Macquarie Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.108%, U.S. SOFR + 2.208%, 08/09/26(A)(B) | 1450000 | 1450018 |
| &nbsp;&nbsp; Manufacturers & Traders Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 11/21/25 | 1000000 | 1015949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 01/27/26 | 1650000 | 1645813 |
| &nbsp;&nbsp; Massachusetts Mutual Life Insurance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 11/15/23(A) | 1250000 | 1268585 |
| &nbsp;&nbsp; Metropolitan Tower Life Insurance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 01/15/24(A) | 2000000 | 2035966 |
| &nbsp;&nbsp; Mitsubishi UFJ Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.063%, H15T1Y + 1.550%, 09/12/25(B) | 1000000 | 998431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.788%, H15T1Y + 1.700%, 07/18/25(B) | 1000000 | 993251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.527%, 09/13/23 | 1000000 | 984074 |
| &nbsp;&nbsp; Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/24/25 | 3425000 | 3441953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.737%, ICE LIBOR USD 3 Month + 0.847%, 04/24/24(B) | 1000000 | 996423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.864%, U.S. SOFR + 0.745%, 10/21/25(B) | 1000000 | 926467 |
| &nbsp;&nbsp; National Australia Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.966%, 01/12/26 | 700000 | 707588 |
| &nbsp;&nbsp; National Bank of Canada MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.550%, H15T1Y + 0.400%, 11/15/24(B) | 2000000 | 1927233 |
| &nbsp;&nbsp; NatWest Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.359%, H15T1Y + 2.150%, 05/22/24(B) | 1000000 | 989214 |
| &nbsp;&nbsp; NatWest Markets |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.479%, 03/22/25(A) | 1585000 | 1529399 |
| &nbsp;&nbsp; OPEC Fund for International Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/26/26(A) | 450000 | 448442 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp; PNC Financial Services Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.671%, SOFRINDX + 1.090%, 10/28/25(B) | $| 725000 | $| 733713 |
| &nbsp;&nbsp; Santander Holdings USA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.807%, U.S. SOFR + 2.328%, 09/09/26(B) |  | 1850000 |  | 1867141 |
| &nbsp;&nbsp; Societe Generale MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.447%, H15T1Y + 2.300%, 01/12/27(A)(B) |  | 875000 |  | 897029 |
| &nbsp;&nbsp; Standard Chartered |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.776%, H15T1Y + 3.100%, 11/16/25(A)(B) |  | 1000000 |  | 1042374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.170%, H15T1Y + 2.050%, 01/09/27(A)(B) |  | 700000 |  | 716391 |
| &nbsp;&nbsp; Toronto-Dominion Bank MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.780%, U.S. SOFR + 0.450%, 09/28/23(B) |  | 2000000 |  | 2000800 |
| &nbsp;&nbsp; Truist Financial MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.260%, U.S. SOFR + 1.456%, 07/28/26(B) |  | 1025000 |  | 1013045 |
| &nbsp;&nbsp; TTX MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 01/15/25(A) |  | 2500000 |  | 2420247 |
| &nbsp;&nbsp; UBS Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.008%, H15T1Y + 0.830%, 07/30/24(A)(B) |  | 2500000 |  | 2447050 |
| &nbsp;&nbsp; USAA Capital |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 05/01/23(A) |  | 1000000 |  | 991865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/01/24(A) |  | 2500000 |  | 2373784 |
| &nbsp;&nbsp; Wells Fargo MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.406%, U.S. SOFR + 1.087%, 10/30/25(B) |  | 4825000 |  | 4604376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.805%, U.S. SOFR + 0.510%, 05/19/25(B) |  | 1000000 |  | 945568 |
| &nbsp;&nbsp; WLB Asset II D Pte |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/21/26(A) |  | 1000000 |  | 1002081 |
|  |  |  |  | 129116523 |
|  **HEALTH CARE — 1.0%** | **HEALTH CARE — 1.0%** | **HEALTH CARE — 1.0%** | **HEALTH CARE — 1.0%** | **HEALTH CARE — 1.0%** |
| &nbsp;&nbsp; Adventist Health System |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.433%, 09/01/24 |  | 1415000 |  | 1357714 |
| &nbsp;&nbsp; CommonSpirit Health |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.547%, 10/01/25 |  | 1000000 |  | 921092 |
| &nbsp;&nbsp; Elevance Health |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 10/15/25 |  | 330000 |  | 335093 |
| &nbsp;&nbsp; GE HealthCare Technologies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 11/15/25(A) |  | 950000 |  | 965208 |
| &nbsp;&nbsp; Quest Diagnostics |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 06/01/26 |  | 910000 |  | 874500 |
|  |  |  |  | 4453607 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **INDUSTRIALS — 1.8%** | **INDUSTRIALS — 1.8%** | **INDUSTRIALS — 1.8%** |
| &nbsp;&nbsp; AerCap Ireland Capital DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/16/24 | $1000000 | $994291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/03/23 | 1925000 | 1913944 |
| &nbsp;&nbsp; Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.720%, 01/15/24 | 180734 | 183900 |
| &nbsp;&nbsp; CNH Industrial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/15/23 | 2375000 | 2365906 |
| &nbsp;&nbsp; Mileage Plus Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 06/20/27(A) | 1215000 | 1227527 |
| &nbsp;&nbsp; Nature Conservancy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.467%, 07/01/23 | 425000 | 416473 |
| &nbsp;&nbsp; Protective Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.366%, 01/06/26(A) | 700000 | 712118 |
| &nbsp;&nbsp; Regal Rexnord |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 02/15/26(A) | 715000 | 725790 |
|  |  | 8539949 |
|  **INFORMATION TECHNOLOGY — 1.2%** | **INFORMATION TECHNOLOGY — 1.2%** | **INFORMATION TECHNOLOGY — 1.2%** |
| &nbsp;&nbsp; Apple |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 02/23/23 | 2000000 | 1998113 |
| &nbsp;&nbsp; Flex |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 01/15/28 | 550000 | 570423 |
| &nbsp;&nbsp; Global Payments |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/23 | 2000000 | 1991410 |
| &nbsp;&nbsp; Open Text |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 12/01/27(A) | 570000 | 584250 |
| &nbsp;&nbsp; Oracle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 11/10/25 | 200000 | 205472 |
|  |  | 5349668 |
|  **MATERIALS — 1.9%** | **MATERIALS — 1.9%** | **MATERIALS — 1.9%** |
| &nbsp;&nbsp; Berry Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 07/15/26(A) | 1250000 | 1217500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.950%, 02/15/24 | 1300000 | 1241285 |
| &nbsp;&nbsp; Celanese US Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 03/15/25 | 1025000 | 1033768 |
| &nbsp;&nbsp; Graphic Packaging International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.821%, 04/15/24(A) | 1025000 | 972340 |
| &nbsp;&nbsp; LG Chemical |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/14/25(A) | 570000 | 559854 |
| &nbsp;&nbsp; Nutrien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 11/07/25 | 370000 | 380881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 05/13/23 | 1175000 | 1164596 |
| &nbsp;&nbsp; Steel Dynamics |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/26 | 1550000 | 1538500 |
|  |  | 8108724 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **REAL ESTATE — 0.2%** | **REAL ESTATE — 0.2%** | **REAL ESTATE — 0.2%** |
| &nbsp;&nbsp; Realty Income |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 01/13/26 | $1000000 | $1002354 |
|  **UTILITIES — 2.3%** | **UTILITIES — 2.3%** | **UTILITIES — 2.3%** |
| &nbsp;&nbsp; Avangrid |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 04/15/25 | 2500000 | 2402911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 12/01/24 | 1000000 | 965456 |
| &nbsp;&nbsp; Edison International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 08/15/25 | 1450000 | 1428152 |
| &nbsp;&nbsp; Electricite de France |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/13/25(A) | 500000 | 486503 |
| &nbsp;&nbsp; NorthWestern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 03/26/24 | 2600000 | 2465208 |
| &nbsp;&nbsp; Southern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 10/06/25 | 750000 | 757512 |
| &nbsp;&nbsp; Southern Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 12/01/25 | 1000000 | 983966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 01/15/26 | 1000000 | 897326 |
|  |  | 10387034 |
| &nbsp;&nbsp; Total Corporate Obligations<br>(Cost $202,263,604) |  | 197417547 |
| &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 29.5%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 29.5%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 29.5%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/25 | $7000000 | $7045938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/31/25 | 1100000 | 1098281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/15/25 | 5000000 | 5009766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 | 1150000 | 1148652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/31/25 | 2450000 | 2387602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 06/15/25 | 28000000 | 27250781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/28/25 | 7640000 | 7422141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 03/31/25 | 3640000 | 3527956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/31/24 | 15090000 | 14676793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 11/15/24 | 19350000 | 18661412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 12/31/24 | 2580000 | 2484560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 08/31/24 | 17875000 | 17170474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 12/31/24 | 14145000 | 13501292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/28/25 | 2780000 | 2612548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 06/30/25 | 9150000 | 8368676 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations<br>(Cost $137,070,519) |  | 132366872 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 15.5%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 15.5%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 15.5%** |
|  | **Face**<br> **Amount** | **Value** |
|  **Automotive — 7.3%** | **Automotive — 7.3%** | **Automotive — 7.3%** |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2022-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.120%, 02/13/26 (A) | $190695 | $189414 |
| &nbsp;&nbsp; ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.120%, 01/15/31 (A) | 935000 | 919715 |
| &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP, Ser 2017-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.970%, 03/20/24 (A) | 1016667 | 1014474 |
| &nbsp;&nbsp; CarMax Auto Owner Trust, Ser 2023-1, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.230%, 01/15/26 | 540000 | 539739 |
| &nbsp;&nbsp; CarMax Auto Owner Trust, Ser 2023-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 10/15/27 | 500000 | 499851 |
| &nbsp;&nbsp; Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.660%, 06/12/28 | 217806 | 199580 |
| &nbsp;&nbsp; Carvana Auto Receivables Trust, Ser 2022-P3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.420%, 12/10/25 | 803164 | 798798 |
| &nbsp;&nbsp; CPS Auto Receivables Trust, Ser 2022-C, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.180%, 04/15/30 (A) | 505043 | 501164 |
| &nbsp;&nbsp; Drive Auto Receivables Trust, Ser 2021-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.870%, 10/15/27 | 1250000 | 1208722 |
| &nbsp;&nbsp; Enterprise Fleet Financing, Ser 2022-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.380%, 07/20/29 (A) | 285000 | 280164 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-4A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.990%, 08/15/24 | 331814 | 331293 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.280%, 08/15/25 (A) | 1557169 | 1545553 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2022-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.060%, 10/15/25 (A) | 862633 | 856376 |
| &nbsp;&nbsp; Ford Credit Auto Lease Trust, Ser 2023-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.940%, 03/15/26 | 1495000 | 1492421 |
| &nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.490%, 03/16/26 (A) | 1895000 | 1880642 |
| &nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.430%, 10/15/26 (A) | 515000 |  |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.390%, 12/15/27 (A) | $900000 | $— |
| &nbsp;&nbsp; Hertz Vehicle Financing, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.210%, 12/26/25 (A) | 2575000 | 2394948 |
| &nbsp;&nbsp; Hyundai Auto Lease Securitization Trust, Ser 2022- B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 06/16/25 (A) | 1435000 | 1406564 |
| &nbsp;&nbsp; Hyundai Auto Lease Securitization Trust, Ser 2023- A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 01/15/26 (A) | 990000 | 990619 |
| &nbsp;&nbsp; Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.940%, 11/16/26 (A) | 900000 | 900563 |
| &nbsp;&nbsp; Nissan Auto Lease Trust, Ser 2023-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 07/15/27 | 895000 | 893244 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.050%, 07/15/25 | 873301 | 870937 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.980%, 01/15/25 | 549807 | 547754 |
| &nbsp;&nbsp; Tesla Auto Lease Trust, Ser 2021-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.020%, 03/20/25 (A) | 1000000 | 961861 |
| &nbsp;&nbsp; Tesla Auto Lease Trust, Ser 2021-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.600%, 09/22/25 (A) | 1540000 | 1460487 |
| &nbsp;&nbsp; Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.930%, 09/15/26 | 935000 | 907540 |
| &nbsp;&nbsp; United Auto Credit Securitization Trust, Ser 2022-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.390%, 04/10/25 (A) | 992819 | 988765 |
| &nbsp;&nbsp; United Auto Credit Securitization Trust, Ser 2023-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.570%, 07/10/25 (A) | 831000 | 831160 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2021-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.950%, 06/16/25 (A) | 1908000 | 1860614 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2022-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.240%, 07/15/25 (A) | 1250000 | 1248730 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.510%, 06/15/26 (A) | $| 940000 | $| 940614 |
| &nbsp;&nbsp; World Omni Auto Receivables Trust, Ser 2020-C, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.480%, 11/17/25 |  | 876316 |  | 851849 |
| &nbsp;&nbsp; World Omni Select Auto Trust, Ser 2020-A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.840%, 06/15/26 |  | 2500000 |  | 2429578 |
|  |  |  |  | 32743733 |
|  **Other Asset-Backed Securities — 8.2%** | **Other Asset-Backed Securities — 8.2%** | **Other Asset-Backed Securities — 8.2%** | **Other Asset-Backed Securities — 8.2%** | **Other Asset-Backed Securities — 8.2%** |
| &nbsp;&nbsp; American Tower Trust #1, Ser 2013-13, Cl 2A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.070%, 03/15/23 ‡(A) |  | 3265000 |  | 3251009 |
| &nbsp;&nbsp; Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 06/21/28 (A) |  | 455000 |  | 452331 |
| &nbsp;&nbsp; Apidos CLO XXII, Ser 2020-22A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.868%, ICE LIBOR USD 3 Month + 1.060%,<br>04/20/31 (A)(B) |  | 925000 |  |  |
| &nbsp;&nbsp; BHG Securitization Trust, Ser 2022-C, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.320%, 10/17/35 (A) |  | 323768 |  | 321488 |
| &nbsp;&nbsp; CIFC Funding, Ser 2017-5A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.972%, ICE LIBOR USD 3 Month + 1.180%,<br>11/16/30 (A)(B) |  | 1207586 |  | 1201152 |
| &nbsp;&nbsp; CNH Equipment Trust, Ser 2022-B, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.940%, 12/15/25 |  | 540000 |  | 535541 |
| &nbsp;&nbsp; Dell Equipment Finance Trust, Ser 2022-2, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.030%, 07/22/27 (A) |  | 875000 |  | 866702 |
| &nbsp;&nbsp; DLLAD, Ser 2023-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.190%, 04/20/26 (A) |  | 605000 |  | 604967 |
| &nbsp;&nbsp; DLLAD, Ser 2023-1A, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.790%, 01/20/28 (A) |  | 685000 |  | 684834 |
| &nbsp;&nbsp; DLLST, Ser 2022-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.790%, 01/22/24 (A) |  | 717835 |  | 712356 |
| &nbsp;&nbsp; Evergreen Credit Card Trust Series, Ser 2022-CRT1, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.610%, 07/15/26 (A) |  | 2000000 |  | 1972560 |
| &nbsp;&nbsp; FCI Funding, Ser 2021-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.130%, 04/15/33 (A) |  | 357922 |  | 351538 |
| &nbsp;&nbsp; Flatiron CLO 17, Ser 2021-1A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.586%, ICE LIBOR USD 3 Month + 0.980%,<br>05/15/30 (A)(B) |  | 1372444 |  | 1361264 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; FREED ABS Trust, Ser 2022-2CP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.030%, 05/18/29 (A) | $770822 | $766609 |
| &nbsp;&nbsp; Golub Capital Partners CLO, Ser 2017-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.132%, ICE LIBOR USD 3 Month + 1.600%, 11/05/29 (A)(B) | 2600000 | 2566260 |
| &nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/20/49 (A) | 500000 | 452837 |
| &nbsp;&nbsp; GreatAmerica Leasing Receivables Funding Series, Ser 2022-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.920%, 05/15/25 (A) | 605000 | 603006 |
| &nbsp;&nbsp; Mariner Finance Issuance Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.190%, 08/21/34 (A) | 3250000 | 3115625 |
| &nbsp;&nbsp; Marlette Funding Trust, Ser 2022-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/15/32 (A) | 233697 | 230853 |
| &nbsp;&nbsp; Marlette Funding Trust, Ser 2022-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.180%, 11/15/32 (A) | 439421 | 436443 |
| &nbsp;&nbsp; MMAF Equipment Finance, Ser 2021-A, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.190%, 11/13/43 (A) | 620000 | 555200 |
| &nbsp;&nbsp; Mosaic Solar Loan Trust, Ser 2020-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 04/20/46 (A) | 176818 | 152017 |
| &nbsp;&nbsp; OCTAGON INVESTMENT PARTNERS 35, Ser 2018-1A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.868%, ICE LIBOR USD 3 Month + 1.060%, 01/20/31 (A)(B) | 1500000 | 1489405 |
| &nbsp;&nbsp; Octane Receivables Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.930%, 03/22/27 (A) | 706149 | 683922 |
| &nbsp;&nbsp; OnDeck Asset Securitization Trust III, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.590%, 05/17/27 (A) | 1910000 | 1761939 |
| &nbsp;&nbsp; PFS Financing, Ser 2020-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.270%, 06/15/25 (A) | 4000000 | 3933797 |
| &nbsp;&nbsp; RR 24, Ser 2022-24A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.058%, TSFR3M + 2.400%, 01/15/32 (A)(B) | 1736693 | 1740571 |
| &nbsp;&nbsp; SCF Equipment Leasing, Ser 2019-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.760%, 08/20/26 (A) | 870000 | 842201 |
| &nbsp;&nbsp; SCF Equipment Leasing, Ser 2020-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.190%, 10/20/27 (A) | 696409 | 683193 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; SCF Equipment Leasing, Ser 2022-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.240%, 07/20/28 (A) | $750000 | $753491 |
| &nbsp;&nbsp; TCI-Flatiron CLO, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.610%, ICE LIBOR USD 3 Month + 0.960%, 11/18/30 (A)(B) | 785000 | 773488 |
| &nbsp;&nbsp; Transportation Finance Equipment Trust, Ser 2019-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.880%, 03/25/24 (A) | 1507367 | 1495879 |
| &nbsp;&nbsp; Vivint Solar Financing V, Ser 2018-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.730%, 04/30/48 (A) | 457572 | 416162 |
| &nbsp;&nbsp; Vivint Solar Financing V, Ser 2018-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.370%, 04/30/48 (A) | 316522 | 294722 |
| &nbsp;&nbsp; Vivint Solar Financing VII, Ser 2020-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.220%, 07/31/51 (A) | 915428 | 714380 |
|  |  | 36777742 |
| &nbsp;&nbsp; Total Asset-Backed Securities<br>(Cost $72,859,797) |  | 69521475 |
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — 7.0%** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — 7.0%** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — 7.0%** |
|  | **Face**<br>**Amount** | **Value** |
|  **Agency Mortgage-Backed Obligation — 1.5%** | **Agency Mortgage-Backed Obligation — 1.5%** | **Agency Mortgage-Backed Obligation — 1.5%** |
| &nbsp;&nbsp; FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/01/35 | $127487 | $130988 |
| &nbsp;&nbsp; FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/01/34 | 101725 | 104409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/01/34 | 1769285 | 1727628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/01/35 | 2103188 | 2046377 |
| &nbsp;&nbsp; FNMA, Ser 2009-62, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.580%, 08/25/39 (B) | 30980 | 31398 |
| &nbsp;&nbsp; FNMA, Ser 2013-9, Cl AE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 03/25/39 | 69302 | 68422 |
| &nbsp;&nbsp; FNMA, Ser 2019-18, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/25/49 | 613876 | 590274 |
| &nbsp;&nbsp; FNMA, Ser 2022-29, Cl MG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/25/42 | 1819202 | 1795998 |
| &nbsp;&nbsp; GNMA, Ser 2011-57, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/20/40 | 27811 | 27164 |
| &nbsp;&nbsp; GNMA, Ser 2016-131, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 04/16/57 | 95339 | 94066 |
| &nbsp;&nbsp; GNMA, Ser 2017-99, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.864%, 12/20/32 (B) | 277003 | 276987 |
| &nbsp;&nbsp; GNMA, Ser 2022-177, Cl LA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/20/52 | 301127 | 294693 |
|  |  | 7188404 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **Non-Agency Mortgage-Backed Obligation — 5.5%** | **Non-Agency Mortgage-Backed Obligation — 5.5%** | **Non-Agency Mortgage-Backed Obligation — 5.5%** |
| &nbsp;&nbsp; BANK, Ser 2018-BN10, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.641%, 02/15/61 | $414995 | $402032 |
| &nbsp;&nbsp; BX Commercial Mortgage Trust, Ser 2022-AHP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.468%, TSFR1M + 0.990%, 01/17/39 (A)(B) | 492000 | 480458 |
| &nbsp;&nbsp; BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.968%, TSFR1M + 1.490%, 01/17/39 (A)(B) | 2500000 | 2428841 |
| &nbsp;&nbsp; BX Trust, Ser 2022-CLS, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 10/13/27 (A) | 2200000 | 2182318 |
| &nbsp;&nbsp; CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.401%, ICE LIBOR USD 1 Month + 0.540%, 02/25/35 (B) | 11002 | 9775 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2013-CR11, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.258%, 08/10/50 | 1500000 | 1484992 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2014-UBS5, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.548%, 09/10/47 | 479627 | 472382 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2015-LC19, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.183%, 02/10/48 | 1275000 | 1226676 |
| &nbsp;&nbsp; CSAIL Commercial Mortgage Trust, Ser 2015-C1, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.351%, 04/15/50 | 907218 | 888711 |
| &nbsp;&nbsp; CSAIL Commercial Mortgage Trust, Ser 2018-CX11, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.095%, 04/15/51 | 1448046 | 1424716 |
| &nbsp;&nbsp; DBGS Mortgage Trust, Ser 2018-C1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.409%, 10/15/51 | 96247 | 95949 |
| &nbsp;&nbsp; DBUBS Mortgage Trust, Ser 2017-BRBK, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.530%, 10/10/34 (A)(B) | 521000 | 460702 |
| &nbsp;&nbsp; Extended Stay America Trust, Ser 2021-ESH, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.839%, ICE LIBOR USD 1 Month + 1.380%, 07/15/38 (A)(B) | 1073811 | 1049615 |
| &nbsp;&nbsp; GS Mortgage Securities II, Ser 2018-GS10, Cl WLSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.067%, 03/10/33 (A)(B) | 400000 | 349208 |
| &nbsp;&nbsp; GS Mortgage Securities Trust, Ser 2022-SHIP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.209%, TSFR1M + 0.731%, 08/15/36 (A)(B) | 115000 | 114440 |
| &nbsp;&nbsp; GSR Mortgage Loan Trust, Ser 2004-9, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.502%, 08/25/34 (B) | 16576 | 15510 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.835%, 08/10/38 (A) | $1000000 | $901217 |
| &nbsp;&nbsp; JP Morgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.061%, 08/25/34 (B) | 14312 | 14198 |
| &nbsp;&nbsp; Life Mortgage Trust, Ser 2021- BMR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.159%, ICE LIBOR USD 1 Month + 0.700%,<br>03/15/38 (A)(B) | 1867643 | 1826713 |
| &nbsp;&nbsp; MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.260%, ICE LIBOR USD 1 Month + 0.801%,<br>04/15/38 (A)(B) | 4650000 | 4567098 |
| &nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.069%, 02/15/48 | 696268 | 679950 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.845%, 02/10/32 (A) | 2000000 | 1854315 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.016%, 02/10/32 (A) | 965000 | 884975 |
| &nbsp;&nbsp; Sequoia Mortgage Trust, Ser 2013-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.874%, 02/25/43 (B) | 90810 | 77092 |
| &nbsp;&nbsp; STWD Mortgage Trust, Ser 2021-LIH, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.764%, ICE LIBOR USD 1 Month + 2.305%,<br>11/15/36 (A)(B) | 450000 | 422997 |
|  |  | 24314880 |
| &nbsp;&nbsp; Total Mortgage-Backed Securities<br>(Cost $32,158,038) |  | 31503284 |
| &nbsp;&nbsp; **MUNICIPAL BONDS — 2.6%** | &nbsp;&nbsp; **MUNICIPAL BONDS — 2.6%** | &nbsp;&nbsp; **MUNICIPAL BONDS — 2.6%** |
|  | **Face**<br>**Amount** | **Value** |
|  **California — 0.6%** |  |  |
| &nbsp;&nbsp; California Community Choice Financing Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 08/01/29 | $825000 | $833088 |
| &nbsp;&nbsp; City of Union City California, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.920%, 07/01/24 | 1730000 | 1750124 |
|  |  | 2583212 |
|  **Florida — 0.2%** |  |  |
| &nbsp;&nbsp; Florida Development Finance, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 07/01/57 (A)(B) | 1000000 | 998271 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **Hawaii — 0.2%** |  |  |
| &nbsp;&nbsp; State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.242%, 01/01/31 | $1072517 | $1011463 |
|  **Illinois — 0.1%** |  |  |
| &nbsp;&nbsp; Chicago Housing Authority, Ser B, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.822%, 01/01/26 | 250000 | 243967 |
|  **Indiana — 0.1%** |  |  |
| &nbsp;&nbsp; City of Fort Wayne Indiana, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.750%, 12/01/29 | 500000 | 499524 |
|  **Louisiana — 0.3%** |  |  |
| &nbsp;&nbsp; Louisiana Local Government Environmental Facilities & Community Development Auth, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.615%, 02/01/29 | 1145000 | 1123870 |
|  **Michigan — 0.1%** |  |  |
| &nbsp;&nbsp; City of Detroit Michigan, Ser B, GO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.017%, 04/01/23 | 375000 | 372754 |
|  **Montana — 0.1%** |  |  |
| &nbsp;&nbsp; County of Gallatin Montana, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.500%, 09/01/27 (A) | 250000 | 263083 |
|  **New Jersey — 0.4%** |  |  |
| &nbsp;&nbsp; New Jersey Economic Development Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.984%, 03/01/27 | 1000000 | 1007061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.927%, 03/01/26 | 1000000 | 1007919 |
|  |  | 2014980 |
|  **New York — 0.4%** |  |  |
| &nbsp;&nbsp; New York State Energy Research & Development Authority, Ser A, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.480%, 04/01/25 | 500000 | 496412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.336%, 04/01/24 | 1000000 | 993802 |
| &nbsp;&nbsp; Utility Debt Securitization Authority, Ser T, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.435%, 12/15/25 | 653000 | 649253 |
|  |  | 2139467 |
|  **South Dakota — 0.1%** |  |  |
| &nbsp;&nbsp; South Dakota Housing Development Authority, Ser E, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.460%, 05/01/53 | 250000 | 254556 |
| &nbsp;&nbsp; Total Municipal Bonds<br>(Cost $11,560,671) |  | 11505147 |

---

------

<u>Catholic Responsible Investments</u>   <u> Short Duration Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.2%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.2%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.2%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Export-Import Bank of the United States |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.628%, 11/12/26 | $2260106 | $2199737 |
| &nbsp;&nbsp; Export-Import Bank of the United States |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 07/12/24 | 651042 | 640088 |
| &nbsp;&nbsp; United States International Development Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.820%, 03/20/24 | 1950000 | 1929034 |
| &nbsp;&nbsp; United States International Development Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.790%, 10/15/29 | 402095 | 365006 |
| &nbsp;&nbsp; Total U.S. Government Agency Obligations<br>(Cost $5,296,268) |  | 5133865 |
| &nbsp;&nbsp; **REPURCHASE AGREEMENT — 0.1%** | &nbsp;&nbsp; **REPURCHASE AGREEMENT — 0.1%** | &nbsp;&nbsp; **REPURCHASE AGREEMENT — 0.1%** |
|  | **Face**<br>**Amount** | **Value** |
| &nbsp;&nbsp; Socgen Triparty Tsy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.260%, dated 01/31/23, to be repurchased on 02/01/23, repurchase price $500,060, collateralized by U.S. Government Treasury Bills, par value $300 - $534,400, 2.875% - 3.375%, 05/15/2032 – 08/15/2042, with a total market value of $510,065 | $500000 | $500000 |
| &nbsp;&nbsp; Total Repurchase Agreements<br>(Cost $500,000) |  | 500000 |
| &nbsp;&nbsp; Total Investments in Securities— 100.0%<br>(Cost $461,708,897) | &nbsp;&nbsp; Total Investments in Securities— 100.0%<br>(Cost $461,708,897) | $447948190 |

---

Percentages are based on Net Assets of $448,048,503.

A list of the open futures contracts held by the Fund at January 31, 2023, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Type of<br> Contract | Number<br> of<br> Contracts | Expiration<br> Date | Notional<br> Amount | Value | Unrealized<br> Appreciation/<br> (Depreciation) |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. 2- Year Treasury Note | 208 | Mar-2023 | $42659787 | $42774875 | $115088 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. 5- Year Treasury Note | (38) | Mar-2023 | (4107011) | (4151203) | (44192) |
|  |  |  | $38552776 | $38623672 | $70896 |

---

(A) Securities sold within the terms of a private placement memorandum, exempt from registration under section 144A of the
Securities Act of 1933, as amended, and maybe sold only to dealers in the program or other "accredited investors". The total value of these securities at January 31, 2023 was $135,468,615 and represented 30.2% of Net Assets.

(B) Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates for
certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically
based on prevailing interest rates.

(C) Zero coupon security.

AMT — Alternative Minimum Tax

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

H15T1Y — US Treasury Yield Curve Rate T Note Constant Maturity 1 Year

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

NATL— National Public Finance Guarantee Corporation

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Secured Overnight Financing Rate Index

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

USD — U.S. Dollar

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — 33.7%** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — 33.7%** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — 33.7%** |
|  | **Face**<br> **Amount** | **Value** |
|  **Agency Mortgage-Backed Obligation — 27.6%** | **Agency Mortgage-Backed Obligation — 27.6%** | **Agency Mortgage-Backed Obligation — 27.6%** |
| &nbsp;&nbsp; FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 11/01/32 | $234401 | $243325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/01/32 | 6671 | 6994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 09/01/32 | 12911 | 13495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 07/01/32 | 2815 | 2965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 06/01/32 | 47677 | 50340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 01/01/38 | 832 | 877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/01/37 | 1211 | 1248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/01/37 | 24858 | 25955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/01/37 | 2123 | 2202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/01/32 | 75492 | 79643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/01/31 | 2081 | 2175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 05/01/39 | 38825 | 41083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 04/01/39 | 15781 | 16316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 02/01/39 | 16215 | 17110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 09/01/38 | 9722 | 10252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 06/01/38 | 3189 | 3187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/01/36 | 27510 | 28713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/01/33 | 10814 | 11322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 01/01/24 | 7593 | 7565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.856%, ICE LIBOR USD 12 MONTH + 1.623%, 12/01/45 (A) | 125667 | 128382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/01/52 | 20124552 | 20455698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 06/01/37 | 522 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 01/01/35 | 81198 | 84994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/01/52 | 0 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/01/34 | 5698 | 5793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/01/52 | 4922856 | 4862245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/52 | 8263278 | 8168128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/52 | 1619186 | 1606013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/48 | 698549 | 704108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/01/47 | 483757 | 487807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/01/46 | 88063 | 88800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/01/45 | 183199 | 184768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/01/45 | 618267 | 617879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/01/44 | 26285 | 26451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/01/44 | 478812 | 482819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 07/01/44 | 166369 | 167762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/01/44 | 10893 | 10984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/01/44 | 105351 | 106215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 12/01/43 | 86913 | 87458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/01/43 | 11784 | 11988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/01/42 | 44004 | 44766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/41 | 141132 | 143576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 07/01/41 | 20821 | 21182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/01/41 | 45168 | 45940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/01/40 | 59441 | 60455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 12/01/33 | 19858 | 20120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/31 | 20179 | 20544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/26 | 2924 | 2960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/01/26 | 5411 | 5482 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.285%, ICE LIBOR USD 12 Month + 2.035%, 09/01/37 (A) | $1932 | $1898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, ICE LIBOR USD 12 Month + 1.972%, 04/01/40 (A) | 4342 | 4292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/01/52 | 1358600 | 1320426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/01/52 | 1285800 | 1242912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/01/46 | 768131 | 757615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/34 | 68355 | 67773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/31 | 41038 | 40891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.919%, ICE LIBOR USD 12 Month + 1.632%, 05/01/46 (A) | 26114 | 26709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.880%, ICE LIBOR USD 12 MONTH + 1.630%, 12/01/44 (A) | 32256 | 32166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.864%, ICE LIBOR USD 12 Month + 1.614%, 11/01/44 (A) | 32799 | 33013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.856%, ICE LIBOR USD 12 MONTH + 1.877%, 01/01/42 (A) | 33442 | 33943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.845%, ICE LIBOR USD 12 MONTH + 1.810%, 10/01/41 (A) | 7889 | 7983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.799%, ICE LIBOR USD 12 MONTH + 1.788%, 08/01/42 (A) | 3108 | 3149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.780%, ICE LIBOR USD 12 MONTH + 1.609%, 10/01/44 (A) | 53499 | 53990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, ICE LIBOR USD 12 MONTH + 1.607%, 11/01/44 (A) | 357907 | 360697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.684%, ICE LIBOR USD 12 MONTH + 1.630%, 07/01/44 (A) | 28968 | 29214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.660%, ICE LIBOR USD 12 MONTH + 1.613%, 01/01/44 (A) | 27820 | 27889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.592%, ICE LIBOR USD 12 Month + 1.630%, 01/01/45 (A) | 23721 | 23879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.532%, ICE LIBOR USD 12 MONTH + 1.762%, 11/01/39 (A) | 96173 | 97666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 07/01/52 | 9988570 | 9406736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/01/52 | 2353020 | 2213117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/01/52 | 5593551 | 5268276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/01/52 | 15910684 | 14963664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/01/52 | 589241 | 553103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/01/52 | 1820600 | 1707818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/01/37 | 422535 | 414523 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.467%, ICE LIBOR USD 12 MONTH + 1.630%, 01/01/45 (A) | $175653 | $175038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.169%, ICE LIBOR USD 12 Month + 1.630%, 02/01/45 (A) | 169309 | 165228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.005%, ICE LIBOR USD 12 MONTH + 1.630%, 05/01/44 (A) | 5566 | 5564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/01/52 | 1507534 | 1383760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/01/50 | 3600438 | 3317211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.888%, ICE LIBOR USD 12 MONTH + 1.650%, 04/01/43 (A) | 48662 | 48380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.824%, ICE LIBOR USD 12 MONTH + 1.655%, 08/01/44 (A) | 244846 | 245895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.756%, ICE LIBOR USD 12 MONTH + 1.630%, 02/01/45 (A) | 14128 | 14064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.528%, ICE LIBOR USD 12 MONTH + 1.702%, 04/01/38 (A) | 94760 | 95595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 09/01/52 | 8381996 | 7346526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/01/51 | 2544351 | 2270518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/50 | 4028369 | 3566089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 10/01/50 | 3217142 | 2858159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/01/50 | 5295123 | 4688549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/01/36 | 1218368 | 1140753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.472%, ICE LIBOR USD 12 MONTH + 1.630%, 02/01/45 (A) | 143048 | 142455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.224%, ICE LIBOR USD 12 Month + 1.724%, 04/01/36 (A) | 5646 | 5536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/01/52 | 3779394 | 3181869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/01/52 | 1878772 | 1580839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 02/01/52 | 1817849 | 1529920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 01/01/52 | 1526535 | 1294428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/01/50 | 3904133 | 3328247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/01/50 | 1448680 | 1238918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/01/50 | 1305319 | 1106650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 07/01/50 | 5980846 | 5124411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 02/01/42 | 1852193 | 1610773 |
| &nbsp;&nbsp; FHLMC Multifamily ML Certificates, Ser ML13, Cl ACA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 07/25/36 | 2489965 | 2205793 |
| &nbsp;&nbsp; FHLMC Multifamily Variable Rate Certificate, Ser M069, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.013%, 04/15/37 | 1240000 | 1201089 |
| &nbsp;&nbsp; FHLMC STACR REMIC Trust 2021-DNA3, Ser 2021-DNA3, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.410%, SOFR30A + 2.100%, 10/25/33 (A)(B) | 945000 | 939982 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; FHLMC STACR REMIC Trust 2021-DNA6, Ser 2021-DNA6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.810%, SOFR30A + 1.500%, 10/25/41 (A)(B) | $2470000 | $2365142 |
| &nbsp;&nbsp; FHLMC Structured Pass-Through Certificates, Ser 2002-41, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.770%, 07/25/32 (A) | 21393 | 21208 |
| &nbsp;&nbsp; FHLMC Structured Pass-Through Certificates, Ser 2002-48, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.425%, 07/25/33 (A) | 193727 | 187624 |
| &nbsp;&nbsp; FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/25/43 (A) | 114558 | 120059 |
| &nbsp;&nbsp; FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 08/25/42 (A) | 45893 | 48459 |
| &nbsp;&nbsp; FHLMC Structured Pass-Through Certificates, Ser 2003-54, Cl 3A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 02/25/43 | 354297 | 370048 |
| &nbsp;&nbsp; FHLMC Structured Pass-Through Certificates, Ser 2003-57, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 07/25/43 | 21921 | 23536 |
| &nbsp;&nbsp; FHLMC, Ser 1998-2084, Cl ZC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/15/28 | 48852 | 50001 |
| &nbsp;&nbsp; FHLMC, Ser 2001-2295, Cl BD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 03/15/31 | 11684 | 12152 |
| &nbsp;&nbsp; FHLMC, Ser 2003-2676, Cl PZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 09/15/33 | 44821 | 45724 |
| &nbsp;&nbsp; FHLMC, Ser 2005-2944, Cl OH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/15/35 | 150317 | 155602 |
| &nbsp;&nbsp; FHLMC, Ser 2005-2957, Cl VZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/35 | 44844 | 45303 |
| &nbsp;&nbsp; FHLMC, Ser 2006-3143, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 02/15/36 | 128311 | 132799 |
| &nbsp;&nbsp; FHLMC, Ser 2006-3185, Cl GT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 07/15/26 | 40142 | 40425 |
| &nbsp;&nbsp; FHLMC, Ser 2007-3330, Cl GZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 06/15/37 | 2658 | 2680 |
| &nbsp;&nbsp; FHLMC, Ser 2013-299, Cl F1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.959%, ICE LIBOR USD 1 MONTH + 0.500%, 01/15/43 (A) | 168309 | 165212 |
| &nbsp;&nbsp; FHLMC, Ser 2013-4283, Cl EW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 12/15/43 (A) | 125344 | 125654 |
| &nbsp;&nbsp; FHLMC, Ser 2014-4319, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/15/44 (A) | 219822 | 221206 |
| &nbsp;&nbsp; FHLMC, Ser 2021-5092, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 06/25/36 | 482004 | 467297 |
| &nbsp;&nbsp; FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 12/01/37 | 288 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 08/01/32 | 137321 | 142430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 11/01/29 | 43480 | 44773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 01/01/49 | 6166 | 6539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/01/39 | 40224 | 42664 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/01/39 | $16423 | $17576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/01/38 | 14112 | 15048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 03/01/38 | 5611 | 5841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 02/01/38 | 3814 | 4058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/01/37 | 15554 | 16510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/01/37 | 889 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 03/01/35 | 181126 | 189913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 05/01/33 | 2641 | 2747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/01/32 | 9523 | 10036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/01/32 | 23374 | 24332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 07/01/39 | 66245 | 68052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 05/01/38 | 33761 | 35591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/01/37 | 90076 | 94234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 07/01/37 | 20760 | 21664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 03/01/37 | 10934 | 11482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 09/01/36 | 69073 | 72244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 03/01/36 | 9041 | 9454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/01/35 | 12365 | 12936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 07/01/35 | 5286 | 5507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 04/01/35 | 52919 | 55316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 04/01/34 | 13015 | 13613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 03/01/34 | 185500 | 194055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/01/33 | 3429 | 3586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/01/33 | 3281 | 3432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/01/32 | 4291 | 4488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 06/01/23 | 67 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 02/01/38 | 2669 | 2726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/01/37 | 121365 | 126536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 09/01/36 | 10270 | 10723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/01/35 | 51652 | 53885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/01/35 | 172154 | 179228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/01/33 | 6430 | 6707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 06/01/33 | 35475 | 36988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/01/29 | 6190 | 6342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 01/01/25 | 853 | 851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 05/01/24 | 309 | 308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/24 | 425 | 423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 01/01/24 | 2 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/01/23 | 5 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/52 | 23387098 | 23476095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/01/52 | 1605186 | 1614818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/01/49 | 201827 | 204785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/01/48 | 173923 | 177854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/01/40 | 13877 | 14263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/39 | 45829 | 47089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/25 | 6494 | 6601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/01/25 | 15 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/52 | 10017268 | 9893932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/01/52 | 3388317 | 3362848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/01/52 | 366342 | 368611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/48 | 308254 | 309816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 07/01/47 | 96812 | 98387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/01/46 | 640521 | 650487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/45 | 49857 | 50222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/01/45 | 225554 | 227205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/01/44 | 24991 | 25174 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/43 | $8363 | $8425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/01/43 | 557679 | 561486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 07/01/42 | 204870 | 208204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/01/42 | 64183 | 64866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 12/01/41 | 28287 | 28667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/01/41 | 28286 | 28747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/41 | 14702 | 14796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/01/41 | 12777 | 12985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/01/41 | 1043663 | 1058671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/36 | 22944 | 23274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/31 | 45778 | 46561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/31 | 13534 | 13765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/01/31 | 122400 | 124486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/01/26 | 65952 | 66730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/01/24 | 15690 | 15869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.078%, H15T1Y + 1.999%, 09/01/34 (A) | 886 | 899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.028%, ICE LIBOR USD 12 MONTH + 1.778%, 12/01/39 (A) | 13524 | 13477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/52 | 2689749 | 2614172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/01/52 | 1441786 | 1393245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/52 | 1848259 | 1785465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/52 | 39742843 | 38392604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/01/52 | 1676758 | 1632968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/51 | 1772094 | 1714998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/01/48 | 1630779 | 1603221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/01/46 | 3878208 | 3823501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/01/37 | 344562 | 340337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/35 | 71510 | 70693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/01/35 | 1128279 | 1117544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/34 | 618073 | 614861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/34 | 666142 | 663091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/01/34 | 265130 | 263915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/33 | 406054 | 404193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/33 | 51987 | 51749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/32 | 56714 | 56454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 09/01/31 | 154732 | 154024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/01/30 | 235974 | 234894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/01/30 | 168416 | 167645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.977%, H15T1Y + 2.290%, 08/01/34 (A) | 12337 | 12250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.878%, ICE LIBOR USD 12 Month + 1.815%, 07/01/41 (A) | 50919 | 52057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.872%, ICE LIBOR USD 12 Month + 1.685%, 06/01/42 (A) | 12857 | 12877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, ICE LIBOR USD 12 MONTH + 1.600%, 12/01/44 (A) | 33762 | 34001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.845%, ICE LIBOR USD 12 MONTH + 1.790%, 06/01/38 (A) | 4981 | 5098 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.840%, ICE LIBOR USD 12 MONTH + 1.590%, 12/01/44 (A) | $163456 | $164345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.830%, ICE LIBOR USD 12 Month + 1.580%, 11/01/44 (A) | 22254 | 22438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.830%, ICE LIBOR USD 12 MONTH + 1.580%, 09/01/44 (A) | 2271 | 2296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.827%, ICE LIBOR USD 12 MONTH + 1.577%, 10/01/44 (A) | 151242 | 152604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.815%, ICE LIBOR USD 12 MONTH + 1.564%, 01/01/44 (A) | 55065 | 54490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.775%, ICE LIBOR USD 12 Month + 1.681%, 11/01/36 (A) | 6227 | 6158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.728%, ICE LIBOR USD 12 MONTH + 1.576%, 08/01/43 (A) | 3133 | 3124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.694%, SOFR30A + 2.238%, 10/01/52 (A) | 3637235 | 3527499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.671%, ICE LIBOR USD 12 MONTH + 1.620%, 11/01/48 (A) | 289372 | 284894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.611%, ICE LIBOR USD 12 MONTH + 1.698%, 04/01/44 (A) | 84963 | 85970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.579%, ICE LIBOR USD 12 MONTH + 1.590%, 07/01/44 (A) | 134837 | 136828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.528%, ICE LIBOR USD 12 MONTH + 1.470%, 06/01/35 (A) | 2828 | 2796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 05/01/52 | 1218665 | 1147798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/01/52 | 7588902 | 7160753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/01/52 | 2070961 | 1942717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/01/52 | 2357429 | 2213089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/01/51 | 1453549 | 1365358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/01/37 | 375093 | 367765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/01/31 | 549548 | 541190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/01/29 | 210119 | 206638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.213%, ICE LIBOR USD 12 Month + 1.563%, 06/01/44 (A) | 48763 | 49330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.147%, ICE LIBOR USD 12 Month + 1.557%, 01/01/45 (A) | 29201 | 29457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.079%, ICE LIBOR USD 12 Month + 1.603%, 10/01/48 (A) | 128414 | 125142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.053%, ICE LIBOR USD 12 Month + 1.653%, 05/01/46 (A) | 47296 | 47076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/01/52 | 1011984 | 927758 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/01/52 | $1705996 | $1563504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/01/51 | 2343277 | 2152300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/01/51 | 2972267 | 2704934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/01/50 | 1970044 | 1844854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/01/50 | 1162036 | 1072305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/01/31 | 1304394 | 1259168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.961%, ICE LIBOR USD 12 MONTH + 1.610%, 10/01/47 (A) | 200920 | 195537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.953%, ICE LIBOR USD 12 MONTH + 1.568%, 05/01/45 (A) | 258228 | 257940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.924%, ICE LIBOR USD 12 Month + 1.460%, 05/01/35 (A) | 23522 | 23756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.911%, ICE LIBOR USD 12 MONTH + 1.580%, 09/01/47 (A) | 199776 | 197522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.774%, ICE LIBOR USD 12 MONTH + 1.580%, 04/01/44 (A) | 114445 | 115429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.679%, ICE LIBOR USD 12 MONTH + 1.565%, 05/01/44 (A) | 63770 | 64230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/01/52 | 1782048 | 1569909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/01/52 | 1859579 | 1651225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/01/52 | 6493606 | 5721156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/01/51 | 4245695 | 3749092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 10/01/51 | 1811440 | 1596482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/01/51 | 5634500 | 4994968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/01/51 | 8053384 | 7156926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 01/01/51 | 1485438 | 1311240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/01/50 | 6290743 | 5611901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 10/01/50 | 6541339 | 5794240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/01/50 | 10124002 | 8952154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 10/01/41 | 1428018 | 1297744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/01/41 | 983283 | 892985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/01/36 | 1193166 | 1117128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/01/35 | 1753462 | 1646723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.437%, ICE LIBOR USD 12 MONTH + 1.551%, 02/01/44 (A) | 14174 | 14222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.143%, H15T1Y + 2.143%, 08/01/34 (A) | 875 | 870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, ICE LIBOR USD 12 MONTH + 1.550%, 02/01/44 (A) | 665 | 655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/01/52 | 3571053 | 3017815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 03/01/52 | 1943740 | 1639617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/01/51 | 3760147 | 3177515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/01/51 | 2057656 | 1761289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/01/51 | 1777418 | 1509158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/01/51 | 1920912 | 1622868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 02/01/51 | 1271698 | 1080535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 01/01/51 | 3348988 | 2845544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/01/50 | 542626 | 461058 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/01/50 | $777771 | $660864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/01/36 | 1585252 | 1444517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 01/01/36 | 1404203 | 1279534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.954%, ICE LIBOR USD 12 MONTH + 1.580%, 02/01/44 (A) | 23989 | 24105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 10/01/50 | 1919797 | 1538187 |
| &nbsp;&nbsp; FNMA Grantor Trust 2000-T6, Ser 2000-T6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 11/25/40 | 15988 | 15799 |
| &nbsp;&nbsp; FNMA Grantor Trust 2001-T1, Ser 2001-T1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 10/25/40 | 134741 | 137292 |
| &nbsp;&nbsp; FNMA Grantor Trust 2001-T10, Ser 2001-T10, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 12/25/41 | 91810 | 94909 |
| &nbsp;&nbsp; FNMA Grantor Trust 2001-T12, Ser 2001-T12, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/25/41 | 3214 | 3288 |
| &nbsp;&nbsp; FNMA Grantor Trust 2001-T3, Ser 2001-T3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 11/25/40 | 8624 | 8770 |
| &nbsp;&nbsp; FNMA Grantor Trust 2001-T4, Ser 2001-T4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 07/25/41 | 38619 | 38740 |
| &nbsp;&nbsp; FNMA Grantor Trust 2001-T7, Ser 2001-T7, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 02/25/41 | 1694 | 1823 |
| &nbsp;&nbsp; FNMA Grantor Trust 2001-T8, Ser 2001-T8, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 07/25/41 | 5139 | 5198 |
| &nbsp;&nbsp; FNMA Grantor Trust 2004-T1, Ser 2004-T1, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 01/25/44 | 1430 | 1485 |
| &nbsp;&nbsp; FNMA REMIC Trust 2001-W3, Ser 2001-W3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 09/25/41 (A) | 75817 | 74786 |
| &nbsp;&nbsp; FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 06/25/42 (A) | 6142 | 6103 |
| &nbsp;&nbsp; FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 06/25/42 (A) | 6142 | 6039 |
| &nbsp;&nbsp; FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 3A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.059%, 10/25/42 (A) | 65590 | 67534 |
| &nbsp;&nbsp; FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.692%, 10/25/42 (A) | 26263 | 27045 |
| &nbsp;&nbsp; FNMA Trust 2003-W2, Ser 2003-W2, Cl 1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 07/25/42 | 8054 | 8619 |
| &nbsp;&nbsp; FNMA Trust 2004-W2, Ser 2004-W2, Cl 2A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 02/25/44 | 15102 | 15879 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; FNMA Trust 2004-W2, Ser 2004-W2, Cl 5A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 03/25/44 | $5763 | $6076 |
| &nbsp;&nbsp; FNMA, Ser 2001-2, Cl ZK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 02/25/31 | 38450 | 39671 |
| &nbsp;&nbsp; FNMA, Ser 2001-79, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 03/25/45 | 12884 | 13330 |
| &nbsp;&nbsp; FNMA, Ser 2002-33, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 06/25/32 | 66984 | 69402 |
| &nbsp;&nbsp; FNMA, Ser 2007-104, Cl ZE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/25/37 | 17398 | 18049 |
| &nbsp;&nbsp; FNMA, Ser 2007-21, Cl MT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 03/25/37 | 4934 | 5073 |
| &nbsp;&nbsp; FNMA, Ser 2009-11, Cl MP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 03/25/49 | 5311 | 5603 |
| &nbsp;&nbsp; FNMA, Ser 2010-136, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/25/30 | 195716 | 190638 |
| &nbsp;&nbsp; FNMA, Ser 2010-49, Cl ZJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/25/40 | 51224 | 50909 |
| &nbsp;&nbsp; FNMA, Ser 2013-128, Cl CF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.106%, ICE LIBOR USD 1 Month + 0.600%, 12/25/43 (A) | 269617 | 265839 |
| &nbsp;&nbsp; FNMA, Ser 2014-1, Cl KF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.106%, ICE LIBOR USD 1 MONTH + 0.600%, 02/25/44 (A) | 398616 | 392614 |
| &nbsp;&nbsp; FNMA, Ser M1G, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.467%, 11/25/30 (A) | 3100000 | 2553976 |
| &nbsp;&nbsp; FNMA, Ser M3G, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.246%, 01/25/31 (A) | 2000000 | 1618862 |
| &nbsp;&nbsp; Freddie Mac Multifamily ML Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.219%, 07/25/41 (B) | 10052854 | 1051270 |
| &nbsp;&nbsp; FREMF 2016-K55 Mortgage Trust, Ser K55, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.167%, 04/25/49 (A)(B) | 1410000 | 1345644 |
| &nbsp;&nbsp; FREMF 2016-K57 Mortgage Trust, Ser K57, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.918%, 08/25/49 (A)(B) | 3470000 | 3273926 |
| &nbsp;&nbsp; FREMF 2017-K69 Mortgage Trust, Ser K69, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.727%, 10/25/49 (A)(B) | 2788000 | 2575777 |
| &nbsp;&nbsp; FREMF 2018-K732 Mortgage Trust, Ser K732, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.053%, 05/25/25 (A)(B) | 3525000 | 3378226 |
| &nbsp;&nbsp; FREMF 2018-K74 Mortgage Trust, Ser K74, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.094%, 02/25/51 (A)(B) | 3095000 | 2897804 |
| &nbsp;&nbsp; FREMF 2018-K83 Mortgage Trust, Ser K83, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.279%, 11/25/51 (A)(B) | 2890000 | 2713719 |
| &nbsp;&nbsp; FREMF 2018-K86 Mortgage Trust, Ser K86, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.294%, 11/25/51 (A)(B) | 2062000 | 1936858 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; FREMF 2019-K89 Mortgage Trust, Ser K89, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.287%, 01/25/51 (A)(B) | $5621042 | $5238362 |
| &nbsp;&nbsp; FREMF 2019-K96 Mortgage Trust, Ser K96, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.812%, 08/25/56 (A)(B) | 1910000 | 1720034 |
| &nbsp;&nbsp; FREMF 2020-K737 Mortgage Trust, Ser K737, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.305%, 01/25/53 (A)(B) | 640000 | 591428 |
| &nbsp;&nbsp; FREMF K-100 Mortgage Trust, Ser K100, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.495%, 11/25/52 (A)(B) | 130000 | 114533 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2017-K62, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.880%, 01/25/50 (A)(B) | 2661000 | 2489900 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2018-K75, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.977%, 04/25/51 (A)(B) | 145000 | 134907 |
| &nbsp;&nbsp; GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 12/15/29 | 804 | 843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 05/15/29 | 1437 | 1490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/20/52 | 6637163 | 6585628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/20/52 | 13361502 | 12967378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/20/52 | 120784 | 117254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/20/52 | 128767 | 125003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/20/52 | 1771678 | 1719896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 01/20/52 | 1414733 | 1373384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/20/52 | 11532165 | 10898201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 07/20/52 | 1986137 | 1880639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/20/52 | 2127933 | 2011695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/20/52 | 1567691 | 1483998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/20/52 | 1671518 | 1580215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/20/51 | 1676743 | 1599429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/20/52 | 13761539 | 12630687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/20/51 | 2056202 | 1888733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 07/20/51 | 2853236 | 2633244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/20/51 | 1308181 | 1206103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 07/20/52 | 1642361 | 1464269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/20/52 | 9449361 | 8418895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/20/52 | 1787121 | 1586593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/20/51 | 1915248 | 1708715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/20/51 | 1712082 | 1529223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/20/51 | 890308 | 795986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 03/20/51 | 2094248 | 1874576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/20/50 | 1750941 | 1508942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 05/20/52 | 8753253 | 7559745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/20/52 | 1473045 | 1272251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/20/51 | 1884061 | 1632320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 12/20/50 | 1687097 | 1448618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/20/50 | 3404960 | 2961769 |
| &nbsp;&nbsp; GNMA, Ser 2002-49, Cl ZG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 07/20/32 | 374849 | 373812 |
| &nbsp;&nbsp; GNMA, Ser 2012-98, Cl BM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.903%, 08/20/42 (A) | 201208 | 199290 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; GNMA, Ser 2017-H17, Cl FQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.978%, ICE LIBOR USD 12 MONTH + 0.270%, 09/20/67 (A) | $1446574 | $1426161 |
| &nbsp;&nbsp; GNMA, Ser 2017-H22, Cl FH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.001%, ICE LIBOR USD 12 MONTH + 0.220%, 11/20/67 (A) | 939667 | 929325 |
| &nbsp;&nbsp; GNMA, Ser 2017-H24, Cl FQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.645%, ICE LIBOR USD 12 MONTH + 0.200%, 11/20/67 (A) | 1004110 | 992128 |
| &nbsp;&nbsp; GNMA, Ser 2018-H04, Cl FK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.988%, ICE LIBOR USD 12 MONTH + 0.040%, 03/20/68 (A) | 879295 | 852489 |
| &nbsp;&nbsp; GNMA, Ser 2018-H05, Cl CF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.008%, ICE LIBOR USD 12 MONTH + 0.060%, 03/20/68 (A) | 981029 | 950720 |
| &nbsp;&nbsp; GNMA, Ser 2018-H05, Cl FE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.018%, ICE LIBOR USD 12 Month + 0.070%, 02/20/68 (A) | 370917 | 363646 |
| &nbsp;&nbsp; GNMA, Ser 2019-H09, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.522%, ICE LIBOR USD 12 MONTH + 0.350%, 05/20/69 (A) | 404431 | 396585 |
| &nbsp;&nbsp; GNMA, Ser 2019-H16, Cl CF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.804%, ICE LIBOR USD 1 Month + 0.700%, 10/20/69 (A) | 316970 | 312560 |
| &nbsp;&nbsp; GNMA, Ser 2020-H01, Cl FV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.835%, ICE LIBOR USD 1 MONTH + 0.650%, 01/20/70 (A) | 3618637 | 3527962 |
| &nbsp;&nbsp; GNMA, Ser 2020-H02, Cl FB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.933%, ICE LIBOR USD 1 Month + 0.600%, 01/20/70 (A) | 474785 | 464252 |
| &nbsp;&nbsp; GNMA, Ser 2022-H04, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.883%, SOFR30A + 0.550%, 02/20/67 (A) | 2163088 | 2136196 |
| &nbsp;&nbsp; GNMA, Ser 2022-H08, Cl FE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.576%, SOFR30A + 0.750%, 03/20/72 (A) | 1922418 | 1901893 |
| &nbsp;&nbsp; GNMA, Ser 2022-H09, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.980%, SOFR30A + 0.670%, 04/20/72 (A) | 1984488 | 1953588 |
| &nbsp;&nbsp; GNMA, Ser 2022-H11, Cl EF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.280%, SOFR30A + 0.970%, 05/20/72 (A) | 2569008 | 2563169 |
| &nbsp;&nbsp; Vendee Mortgage Trust 1993-1, Ser 1993-1, Cl ZB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 02/15/23 | 1543 | 1540 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
| &nbsp;&nbsp; Vendee Mortgage Trust 1995-1, Ser 1995-1, Cl 2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.793%, 02/15/25 | $| 1865 | $| 1874 |
| &nbsp;&nbsp; Vendee Mortgage Trust 1995-2, Ser 1995-2C, Cl 3A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.793%, 06/15/25 |  | 1511 |  | 1561 |
| &nbsp;&nbsp; Vendee Mortgage Trust 1998-2, Ser 1998-2, Cl 2A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.609%, 08/15/27 (A) |  | 388 |  | 393 |
|  |  |  |  | 492096284 |
|  **Non-Agency Mortgage-Backed Obligation — 6.1%** | **Non-Agency Mortgage-Backed Obligation — 6.1%** | **Non-Agency Mortgage-Backed Obligation — 6.1%** | **Non-Agency Mortgage-Backed Obligation — 6.1%** | **Non-Agency Mortgage-Backed Obligation — 6.1%** |
| &nbsp;&nbsp; BANK 2017-BNK5, Ser BNK5, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.078%, 06/15/60 (A)(B) |  | 386000 |  | 283465 |
| &nbsp;&nbsp; Benchmark 2019-B10 Mortgage Trust, Ser B10, Cl E |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/15/62 (B) |  | 1260000 |  | 782805 |
| &nbsp;&nbsp; Benchmark 2020-B16 Mortgage Trust, Ser B16, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/15/53 (B) |  | 5470000 |  | 3547613 |
| &nbsp;&nbsp; Benchmark 2022-B35 Mortgage Trust, Ser B35, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/15/55 (B) |  | 4000000 |  | 2267181 |
| &nbsp;&nbsp; BIG Commercial Mortgage Trust 2022-BIG, Ser BIG, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.517%, TSFR1M + 3.039%, 02/15/39 (A)(B) |  | 3800000 |  | 3610513 |
| &nbsp;&nbsp; BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.968%, TSFR1M + 1.490%, 01/17/39 (A)(B) |  | 2500000 |  | 2428841 |
| &nbsp;&nbsp; BX Trust, Ser 2022-CLS, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 10/13/27 (B) |  | 2100000 |  | 2083122 |
| &nbsp;&nbsp; Century Plaza Towers 2019-CPT, Ser CPT, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.997%, 11/13/39 (A)(B) |  | 500000 |  | 377711 |
| &nbsp;&nbsp; Century Plaza Towers 2019-CPT, Ser CPT, Cl E |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.997%, 11/13/39 (A)(B) |  | 2500000 |  | 1717611 |
| &nbsp;&nbsp; Century Plaza Towers, Ser 2019-CPT, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.997%, 11/13/39 (A)(B) |  | 733000 |  | 571707 |
| &nbsp;&nbsp; CFCRE Commercial Mortgage Trust 2016-C6, Ser C6, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.191%, 11/10/49 (A)(B) |  | 2525000 |  | 1922532 |
| &nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2014-GC21, Ser GC21, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.941%, 05/10/47 (A)(B) |  | 3185000 |  | 2363085 |
| &nbsp;&nbsp; Citigroup Commercial Mortgage Trust 2022-GC48, Ser GC48, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/15/54 (A) |  | 3000000 |  | 2496611 |
| &nbsp;&nbsp; COMM 2014-CCRE20 Mortgage Trust, Ser CR20, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.462%, 11/10/47 (A) |  | 2980000 |  | 2774791 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; COMM 2015-CCRE24 Mortgage Trust, Ser CR24, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.463%, 08/10/48 (A) | $55000 | $45174 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2022-HC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.819%, 01/10/39 (B) | 1390000 | 1218908 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2022-HC, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.376%, 01/10/39 (B) | 1570000 | 1344369 |
| &nbsp;&nbsp; Commercial Mortgage Trust 2022-LPFL, Ser LPFL, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.872%, TSFR1M + 2.394%, 03/15/39 (A)(B) | 2560000 | 2476731 |
| &nbsp;&nbsp; CSMC 2014-USA OA, Ser USA, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.336%, 09/15/37 (B) | 3550000 | 2915879 |
| &nbsp;&nbsp; CSMC 2021-NQM5 Trust, Ser 2021-NQM5, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.168%, 05/25/66 (A)(B) | 1310000 | 715184 |
| &nbsp;&nbsp; CSMC OA, Ser 2014-USA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.953%, 09/15/37 (B) | 565000 | 515653 |
| &nbsp;&nbsp; CSMC Trust, Ser 2016-NXSR, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.049%, 12/15/49 (A) | 4145000 | 3856154 |
| &nbsp;&nbsp; FASST 2021-JR1 A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 04/25/51 | 2611395 | 2363260 |
| &nbsp;&nbsp; FASST 2021-S2 A2 09/2051 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/25/51 | 2503845 | 2326188 |
| &nbsp;&nbsp; FASST 21-S1-A2 07/25/2051 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 07/25/51 | 5175990 | 4706867 |
| &nbsp;&nbsp; FIN AMER 19-JR3 09/25/69 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 09/25/69 | 77213 | 79780 |
| &nbsp;&nbsp; GS Mortgage Securities Trust 2017-GS8, Ser GS8, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 11/10/50 (B) | 2570000 | 1887073 |
| &nbsp;&nbsp; Hudson Yards 2019-55HY Mortgage Trust, Ser 55HY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.943%, 12/10/41 (A)(B) | 1000000 | 873369 |
| &nbsp;&nbsp; Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.835%, 08/10/38 (B) | 2085000 | 1879038 |
| &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust 2014-C26, Ser C26, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.874%, 01/15/48 (A)(B) | 625000 | 507506 |
| &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust 2015-C28, Ser C28, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.145%, 10/15/48 (A) | 5170000 | 4742775 |
| &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust 2015-C29, Ser C29, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.187%, 05/15/48 (A) | 5750000 | 5160480 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 01/15/48 | $5885000 | $5595192 |
| &nbsp;&nbsp; NCMF Trust 2022-MFP, Ser MFP, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.311%, TSFR1M + 3.833%, 03/15/39 (A)(B) | 2500000 | 2416339 |
| &nbsp;&nbsp; New Residential Mortgage Loan Trust 2021-NQM2R, Ser 2021-NQ2R, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.201%, 10/25/58 (A)(B) | 1954000 | 1668657 |
| &nbsp;&nbsp; NW RE-REMIC TRUST 2021-FRR1, Ser FRR1, Cl AK88 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.812%, 12/18/51 (A)(B) | 2500000 | 2140636 |
| &nbsp;&nbsp; OBX 2022-NQM1 Trust, Ser 2022-NQM1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.504%, 11/25/61 (A)(B) | 1010000 | 701272 |
| &nbsp;&nbsp; One Bryant Park Trust, Ser 2019-OBP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.516%, 09/15/54 (B) | 3385000 | 2862502 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.845%, 02/10/32 (B) | 400000 | 370863 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.016%, 02/10/32 (B) | 1000000 | 917073 |
| &nbsp;&nbsp; Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.248%, 10/25/61 (B) | 1750000 | 1179126 |
| &nbsp;&nbsp; Palisades Center Trust 2016-PLSD, Ser PLSD, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.713%, 04/13/33 (B) | 4705000 | 2940627 |
| &nbsp;&nbsp; Residential Mortgage Loan Trust, Ser 2019-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.633%, 09/25/59 (A)(B) | 469613 | 459838 |
| &nbsp;&nbsp; SFAVE Commercial Mortgage Securities Trust 2015-5AVE, Ser 5AVE, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.144%, 01/05/43 (A)(B) | 1995000 | 1430343 |
| &nbsp;&nbsp; SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.872%, 01/05/43 (A)(B) | 3045000 | 2188242 |
| &nbsp;&nbsp; Shops at Crystals Trust 2016-CSTL, Ser CSTL, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.731%, 07/05/36 (A)(B) | 2800000 | 2344044 |
| &nbsp;&nbsp; SLG Office Trust 2021-OVA, Ser OVA, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.851%, 07/15/41 (B) | 2500000 | 1992147 |
| &nbsp;&nbsp; SPGN Mortgage Trust, Ser 2022-TFLM, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.978%, TSFR1M + 3.500%, 02/15/39 (A)(B) | 2500000 | 2346312 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** | &nbsp;&nbsp; **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Taubman Centers Commercial Mortgage Trust 2022-DPM, Ser DPM, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.255%, TSFR1M + 3.777%, 05/15/37 (A)(B) | $1225000 | $1171030 |
| &nbsp;&nbsp; Taubman Centers Commercial Mortgage Trust 2022-DPM, Ser DPM, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.249%, TSFR1M + 4.771%, 05/15/37 (A)(B) | 1690000 | 1605298 |
| &nbsp;&nbsp; Verus Securitization Trust 2021-2, Ser 2021-2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.187%, 02/25/66 (A)(B) | 2910000 | 2093684 |
| &nbsp;&nbsp; Verus Securitization Trust 2021-3, Ser 2021-3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.397%, 06/25/66 (A)(B) | 1555000 | 1023144 |
| &nbsp;&nbsp; Verus Securitization Trust 2021-4, Ser 2021-4, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.195%, 07/25/66 (A)(B) | 1400000 | 850514 |
| &nbsp;&nbsp; Verus Securitization Trust 2021-R3, Ser 2021-R3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.411%, 04/25/64 (A)(B) | 2745000 | 2040721 |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2015-C28, Ser C28, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.083%, 05/15/48 (A) | 1685000 | 1438071 |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Ser 2019-C49, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/15/52 (B) | 3100000 | 2027394 |
|  |  | 108645045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Mortgage-Backed Securities<br>(Cost $638,754,314) |  | 600741329 |
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 32.5%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 32.5%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 32.5%** |
|  | **Face**<br>**Amount** | **Value** |
|  **COMMUNICATION SERVICES — 4.1%** | **COMMUNICATION SERVICES — 4.1%** | **COMMUNICATION SERVICES — 4.1%** |
| &nbsp;&nbsp; Alphabet |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 08/15/30 | $2500000 | $2024733 |
| &nbsp;&nbsp; America Movil |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/22/49 | 1700000 | 1537038 |
| &nbsp;&nbsp; AT&T |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/09/48 | 471000 | 413401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 06/15/45 | 2720000 | 2378472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 12/01/57 | 750000 | 570194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 09/15/59 | 1861000 | 1364317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 09/15/55 | 1238000 | 905823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 06/01/31 | 725000 | 625262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 12/01/33 | 150000 | 121286 |
| &nbsp;&nbsp; CCO Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 05/01/32 | 975000 | 806812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/33(B) | 975000 | 792187 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **COMMUNICATION SERVICES — continued** | **COMMUNICATION SERVICES — continued** | **COMMUNICATION SERVICES — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 01/15/34(B) | $825000 | $643129 |
| &nbsp;&nbsp; Charter Communications Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.484%, 10/23/45 | 3360000 | 3305384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/01/48 | 950000 | 845764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 05/01/47 | 800000 | 682932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 04/01/53 | 525000 | 440888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 04/01/33 | 250000 | 224583 |
| &nbsp;&nbsp; Comcast |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/15/32 | 850000 | 915027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 08/15/35 | 2340000 | 2291640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 02/01/50 | 905000 | 716572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 01/15/51 | 225000 | 155966 |
| &nbsp;&nbsp; Cox Communications |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 02/01/25(B) | 800000 | 778797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 08/15/27(B) | 1025000 | 975670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 09/15/26(B) | 575000 | 546073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.800%, 10/01/30(B) | 650000 | 515208 |
| &nbsp;&nbsp; Meta Platforms |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 08/15/52(B) | 7820000 | 6829164 |
| &nbsp;&nbsp; Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 01/15/31 | 1350000 | 1244959 |
| &nbsp;&nbsp; Prosus |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.987%, 01/19/52(B) | 2200000 | 1697228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 07/06/27(B) | 500000 | 479704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.193%, 01/19/32(B) | 700000 | 601731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.680%, 01/21/30(B) | 1400000 | 1210999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.061%, 07/13/31(B) | 3875000 | 3101636 |
| &nbsp;&nbsp; Rogers Communications |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 03/15/32(B) | 1360000 | 1224170 |
| &nbsp;&nbsp; Telecom Italia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.303%, 05/30/24(B) | 2300000 | 2231483 |
| &nbsp;&nbsp; Telecom Italia Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.721%, 06/04/38 | 1345000 | 1159901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.200%, 07/18/36 | 175000 | 148669 |
| &nbsp;&nbsp; Tencent Holdings MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.975%, 04/11/29(B) | 2000000 | 1894437 |
| &nbsp;&nbsp; Time Warner Cable |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 06/15/39 | 800000 | 822490 |
| &nbsp;&nbsp; T-Mobile USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 01/15/53 | 2998000 | 3127568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/15/50 | 475000 | 419483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/15/40 | 300000 | 271450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/15/30 | 3695000 | 3460668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 04/15/31 | 1000000 | 894850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 10/15/52 | 100000 | 72990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 04/15/29 | 1000000 | 911431 |
| &nbsp;&nbsp; Verizon Communications |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 11/01/34 | 3130000 | 3009612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.272%, 01/15/36 | 900000 | 842700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/01/52 | 3500000 | 2853276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 03/22/51 | 460000 | 356713 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **COMMUNICATION SERVICES — continued** | **COMMUNICATION SERVICES — continued** | **COMMUNICATION SERVICES — continued** | **COMMUNICATION SERVICES — continued** | **COMMUNICATION SERVICES — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.987%, 10/30/56 | $| 345000 | $| 229626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 09/03/41 |  | 2500000 |  | 1843823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 11/20/40 |  | 1905000 |  | 1375932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.100%, 03/22/28 |  | 515000 |  | 459280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 09/18/30 |  | 2500000 |  | 2016640 |
| &nbsp;&nbsp; Vodafone Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.873%, 04/04/79(A) |  | 1550000 |  | 1596360 |
| &nbsp;&nbsp; Walt Disney |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.650%, 11/15/37 |  | 555000 |  | 655689 |
|  |  |  |  | 71621820 |
|  **CONSUMER DISCRETIONARY — 1.8%** | **CONSUMER DISCRETIONARY — 1.8%** | **CONSUMER DISCRETIONARY — 1.8%** | **CONSUMER DISCRETIONARY — 1.8%** | **CONSUMER DISCRETIONARY — 1.8%** |
| &nbsp;&nbsp; Aptiv |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 03/01/32 |  | 250000 |  | 215831 |
| &nbsp;&nbsp; Ford Motor |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.100%, 08/19/32 |  | 1000000 |  | 980824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 02/12/32 |  | 2500000 |  | 1983928 |
| &nbsp;&nbsp; Ford Motor Credit |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.350%, 11/04/27 |  | 525000 |  | 550594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/16/25 |  | 350000 |  | 344004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.542%, 08/01/26 |  | 425000 |  | 403431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.389%, 01/08/26 |  | 650000 |  | 623890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 08/06/23 |  | 625000 |  | 620819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.140%, 02/15/23 |  | 525000 |  | 522716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.134%, 08/04/25 |  | 400000 |  | 381988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.063%, 11/01/24 |  | 2000000 |  | 1936978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.810%, 01/09/24 |  | 700000 |  | 685587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 11/13/25 |  | 450000 |  | 419063 |
| &nbsp;&nbsp; General Motors |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 10/15/32 |  | 6708000 |  | 6620458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 10/15/29 |  | 1350000 |  | 1337977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 04/01/45 |  | 2370000 |  | 2070234 |
| &nbsp;&nbsp; Lowe's |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/15/53 |  | 5694000 |  | 5876594 |
| &nbsp;&nbsp; Nordstrom |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.950%, 03/15/28 |  | 865000 |  | 839915 |
| &nbsp;&nbsp; Starbucks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 08/15/49 |  | 2500000 |  | 2271156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 11/15/30 |  | 994000 |  | 866362 |
| &nbsp;&nbsp; Warnermedia Holdings |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 03/15/42(B) |  | 85000 |  | 72576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.755%, 03/15/27(B) |  | 85000 |  | 79663 |
| &nbsp;&nbsp; Whirlpool |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 05/15/31 |  | 2500000 |  | 2067285 |
|  |  |  |  | 31771873 |
|  **CONSUMER STAPLES — 0.8%** | **CONSUMER STAPLES — 0.8%** | **CONSUMER STAPLES — 0.8%** | **CONSUMER STAPLES — 0.8%** | **CONSUMER STAPLES — 0.8%** |
| &nbsp;&nbsp; Anheuser-Busch InBev Worldwide |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 01/23/39 |  | 1510000 |  | 1581221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 02/01/46 |  | 400000 |  | 390433 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **CONSUMER STAPLES — continued** | **CONSUMER STAPLES — continued** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 06/01/40 | $275000 | $254655 |
| &nbsp;&nbsp; Coca-Cola |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 03/25/30 | 350000 | 334052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 06/01/30 | 525000 | 441844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 06/01/27 | 25000 | 22545 |
| &nbsp;&nbsp; Elanco Animal Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 08/28/28 | 1110000 | 1083582 |
| &nbsp;&nbsp; Keurig Dr Pepper |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.417%, 05/25/25 | 89000 | 88322 |
| &nbsp;&nbsp; Mather Foundation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.675%, 10/01/31 | 2500000 | 2101545 |
| &nbsp;&nbsp; PepsiCo |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 07/18/32 | 3000000 | 2922921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 10/15/49 | 3340000 | 2549846 |
| &nbsp;&nbsp; RELX Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/18/29 | 375000 | 357813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/22/30 | 50000 | 44406 |
| &nbsp;&nbsp; Sysco |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 02/15/30 | 2500000 | 2162380 |
|  |  | 14335565 |
|  **ENERGY — 3.1%** |  |  |
| &nbsp;&nbsp; Azure Power Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.575%, 08/19/26(B) | 1861000 | 1404497 |
| &nbsp;&nbsp; BP Capital Markets America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.060%, 06/17/41 | 1925000 | 1535134 |
| &nbsp;&nbsp; Cameron LNG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.701%, 01/15/39(B) | 1520000 | 1295522 |
| &nbsp;&nbsp; ConocoPhillips |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 11/15/34 | 455000 | 421239 |
| &nbsp;&nbsp; Devon Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/30/31 | 830000 | 972753 |
| &nbsp;&nbsp; Diamondback Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/15/53 | 1640000 | 1714987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/15/33 | 4050000 | 4310256 |
| &nbsp;&nbsp; Energy Transfer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 03/15/27 | 2945000 | 2873843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 05/15/25 | 1935000 | 1846037 |
| &nbsp;&nbsp; Exxon Mobil |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.610%, 10/15/30 | 575000 | 518521 |
| &nbsp;&nbsp; Hess |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 10/01/29 | 290000 | 329686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.300%, 08/15/31 | 510000 | 571443 |
| &nbsp;&nbsp; Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.050%, 07/07/24 | 2500000 | 2613680 |
| &nbsp;&nbsp; Kinder Morgan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 06/01/45 | 3285000 | 3201127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 03/01/48 | 450000 | 418702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 02/01/33 | 230000 | 222404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 06/01/25 | 625000 | 618262 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **ENERGY — continued** | **ENERGY — continued** |  |
| &nbsp;&nbsp; Kinder Morgan Energy Partners |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/01/39 | $50000 | $53481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/44 | 370000 | 355790 |
| &nbsp;&nbsp; MPLX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 02/15/49 | 1410000 | 1345580 |
| &nbsp;&nbsp; Occidental Petroleum |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 08/15/24 | 1750000 | 1677482 |
| &nbsp;&nbsp; Petrobras Global Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 03/17/44 | 500000 | 489315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 03/19/49 | 100000 | 90707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 06/03/50 | 1450000 | 1290790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 06/10/51 | 375000 | 293437 |
| &nbsp;&nbsp; Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.690%, 01/23/50 | 6525000 | 4871573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 02/16/32 | 2219000 | 1841915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/15/35 | 1200000 | 942048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/23/45 | 655000 | 440765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 02/12/48 | 306000 | 201164 |
| &nbsp;&nbsp; Rio Oil Finance Trust Series 2014-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 07/06/24(B) | 976677 | 986443 |
| &nbsp;&nbsp; Rio Oil Finance Trust Series 2014-3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 01/06/27(B) | 1351116 | 1397984 |
| &nbsp;&nbsp; Rio Oil Finance Trust Series 2018-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.200%, 04/06/28(B) | 787550 | 791488 |
| &nbsp;&nbsp; Sweihan PV Power PJSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 01/31/49(B) | 2483025 | 2071543 |
| &nbsp;&nbsp; Topaz Solar Farms |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 09/30/39(B) | 2500000 | 2402100 |
| &nbsp;&nbsp; TransCanada PipeLines |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/34 | 1345000 | 1295229 |
| &nbsp;&nbsp; Transcanada Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.875%, ICE LIBOR USD 3 MONTH + 4.640%, 08/15/76(A) | 975000 | 947993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, ICE LIBOR USD 3 MONTH + 3.528%, 05/20/75(A) | 275000 | 264676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, H15T5Y + 3.986%, 03/07/82(A) | 375000 | 335625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, U.S. SOFR + 4.416%, 09/15/79(A) | 1100000 | 992691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.300%, ICE LIBOR USD 3 MONTH + 3.208%, 03/15/77(A) | 3150000 | 2815312 |
| &nbsp;&nbsp; Ultrapar International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 06/06/29(B) | 229000 | 217550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 10/06/26(B) | 625000 | 604540 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** |
| &nbsp;&nbsp; Williams |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/15/30 | $| 575000 | $| 526555 |
|  |  |  |  | 54411869 |
|  **FINANCIALS — 15.6%** | **FINANCIALS — 15.6%** | **FINANCIALS — 15.6%** | **FINANCIALS — 15.6%** | **FINANCIALS — 15.6%** |
| &nbsp;&nbsp; ABN AMRO Bank |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.470%, H15T1Y + 1.100%, 12/13/29(A)(B) |  | 2500000 |  | 2106482 |
| &nbsp;&nbsp; AerCap Ireland Capital DAC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 01/30/32 |  | 1655000 |  | 1389553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/29/28 |  | 225000 |  | 198347 |
| &nbsp;&nbsp; Aflac |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/26 |  | 2500000 |  | 2253547 |
| &nbsp;&nbsp; African Development Bank |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 04/03/23 |  | 2000000 |  | 1986440 |
| &nbsp;&nbsp; American International Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/01/26 |  | 483000 |  | 473126 |
| &nbsp;&nbsp; Ares Capital |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 03/01/25 |  | 1370000 |  | 1321151 |
| &nbsp;&nbsp; Aviation Capital Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/25(B) |  | 496000 |  | 468202 |
| &nbsp;&nbsp; Avolon Holdings Funding |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/01/26(B) |  | 1445000 |  | 1373294 |
| &nbsp;&nbsp; Bank Hapoalim |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.255%, H15T5Y + 2.155%, 01/21/32(A)(B) |  | 2500000 |  | 2201445 |
| &nbsp;&nbsp; Bank of America MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.204%, U.S. SOFR + 1.990%, 11/10/28(A) |  | 325000 |  | 342726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/01/44 |  | 50000 |  | 49182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 03/03/26 |  | 1275000 |  | 1263485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/22/26 |  | 725000 |  | 710834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 08/26/24 |  | 440000 |  | 435172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.183%, 11/25/27 |  | 1275000 |  | 1251988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.846%, H15T5Y + 2.000%, 03/08/37(A) |  | 1875000 |  | 1633939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.705%, ICE LIBOR USD 3 MONTH + 1.512%, 04/24/28(A) |  | 1545000 |  | 1473223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.093%, ICE LIBOR USD 3 MONTH + 1.090%, 10/01/25(A) |  | 1645000 |  | 1591481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.676%, U.S. SOFR + 1.930%, 06/19/41(A) |  | 1870000 |  | 1378564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/31(A) |  | 50000 |  | 42531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.530%, U.S. SOFR + 0.650%, 12/06/25(A) |  | 3000000 |  | 2802480 |
| &nbsp;&nbsp; Bank of New York Mellon MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.834%, SOFRINDX + 2.074%, 10/25/33(A) |  | 650000 |  | 703971 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp; Barclays |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.501%, H15T1Y + 2.650%, 08/09/28(A) | $450000 | $453043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.836%, 05/09/28 | 725000 | 700373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/11/24 | 1375000 | 1356313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.894%, H15T1Y + 1.300%, 11/24/32(A) | 1000000 | 816359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.007%, H15T1Y + 0.800%, 12/10/24(A) | 2540000 | 2444054 |
| &nbsp;&nbsp; BB Blue Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.395%, 09/20/37 | 2500000 | 2518020 |
| &nbsp;&nbsp; Belrose Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.330%, 08/15/30(B) | 1990000 | 1568858 |
| &nbsp;&nbsp; BGC Partners |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 07/24/23 | 4125000 | 4128918 |
| &nbsp;&nbsp; Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/15/26 | 2845000 | 2436363 |
| &nbsp;&nbsp; Blue Owl Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/10/31(B) | 2800000 | 2178957 |
| &nbsp;&nbsp; BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/13/27(B) | 1275000 | 1245176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/28/25(B) | 1275000 | 1249721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/12/26(B) | 250000 | 243768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/24 | 2150000 | 2118798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.675%, U.S. SOFR + 0.912%, 06/30/27(A)(B) | 2450000 | 2174351 |
| &nbsp;&nbsp; BPCE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.045%, U.S. SOFR + 1.087%, 10/19/27(A)(B) | 2500000 | 2209036 |
| &nbsp;&nbsp; Brookfield Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 03/29/29 | 1435000 | 1426731 |
| &nbsp;&nbsp; Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 01/26/32(B) | 2500000 | 2165561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 10/21/30(B) | 2500000 | 2018250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24(B) | 2500000 | 2360813 |
| &nbsp;&nbsp; Cantor Fitzgerald |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/24(B) | 215000 | 211944 |
| &nbsp;&nbsp; Capital One Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.268%, U.S. SOFR + 2.370%, 05/10/33(A) | 1770000 | 1735556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.927%, U.S. SOFR + 2.057%, 05/10/28(A) | 675000 | 666374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 10/29/25 | 1050000 | 1027436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/24/24 | 275000 | 270988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/15/23 | 503000 | 500667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.636%, U.S. SOFR + 1.290%, 03/03/26(A) | 50000 | 47349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CDP Financial MTN 1.000%, 05/26/26(B) | 2500000 | 2248818 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp; Central American Bank for Economic Integration |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/09/26(B) | $500000 | $499900 |
| &nbsp;&nbsp; Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 07/15/39 | 785000 | 1039906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 06/15/32 | 525000 | 575428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.026%, U.S. SOFR + 0.694%, 01/25/26(A) | 2261000 | 2234743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 07/23/48 | 495000 | 472367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 03/09/26 | 40000 | 39766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 09/29/27 | 1920000 | 1883737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.412%, U.S. SOFR + 3.914%, 03/31/31(A) | 600000 | 575518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.785%, U.S. SOFR + 1.939%, 03/17/33(A) | 4150000 | 3759606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 01/12/26 | 55000 | 53724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 05/01/26 | 330000 | 317835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.666%, U.S. SOFR + 1.146%, 01/29/31(A) | 1590000 | 1368521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.014%, U.S. SOFR + 0.694%, 01/25/26(A) | 2500000 | 2350403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.281%, U.S. SOFR + 0.528%, 11/03/25(A) | 2500000 | 2330346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.776%, U.S. SOFR + 0.686%, 10/30/24(A) | 2500000 | 2416597 |
| &nbsp;&nbsp; Colombia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 02/26/44 | 1200000 | 912851 |
| &nbsp;&nbsp; Community Preservation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.867%, 02/01/30 | 2400000 | 2077661 |
| &nbsp;&nbsp; Conservation Fund A Nonprofit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.474%, 12/15/29 | 2116000 | 1859628 |
| &nbsp;&nbsp; Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.004%, H15T1Y + 0.730%, 09/24/26(A)(B) | 444000 | 395955 |
| &nbsp;&nbsp; Corebridge Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/05/32(B) | 80000 | 72867 |
| &nbsp;&nbsp; Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/16/25 | 2500000 | 2429750 |
| &nbsp;&nbsp; Deutsche Bank NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.686%, 03/19/26 | 2500000 | 2277341 |
| &nbsp;&nbsp; Enel Finance International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 10/14/32(B) | 600000 | 675765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/32(B) | 1100000 | 1048148 |
| &nbsp;&nbsp; European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/15/27 | 1800000 | 1757448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 06/13/25(B) | 2500000 | 2427475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 04/13/26 | 1000000 | 942920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 05/17/30 | 3500000 | 2881025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/21/27 | 5000000 | 4329268 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp; Fairfax Financial Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 04/17/28 | $900000 | $874172 |
| &nbsp;&nbsp; Goldman Sachs Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 11/01/24 | 7330000 | 7437435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.387%, U.S. SOFR + 1.510%, 06/15/27(A) | 2500000 | 2447405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.017%, ICE LIBOR USD 3 MONTH + 1.373%, 10/31/38(A) | 2795000 | 2479184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.615%, U.S. SOFR + 1.846%, 03/15/28(A) | 3075000 | 2928277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.272%, ICE LIBOR USD 3 MONTH + 1.201%, 09/29/25(A) | 1330000 | 1288770 |
| &nbsp;&nbsp; Golub Capital BDC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/24/26 | 3530000 | 3095732 |
| &nbsp;&nbsp; HSBC Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.113%, U.S. SOFR + 4.250%, 11/03/33(A) | 1000000 | 1147171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.800%, 06/01/38 | 250000 | 270034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/15/37 | 1525000 | 1670770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 05/02/36 | 510000 | 549677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 03/31/30 | 725000 | 727269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.762%, U.S. SOFR + 2.530%, 03/29/33(A) | 1275000 | 1176511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 11/23/26 | 420000 | 413452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 03/08/26 | 2900000 | 2840050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, ICE LIBOR USD 3 MONTH + 0.987%, 05/18/24(A) | 1025000 | 1020403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.848%, U.S. SOFR + 2.387%, 06/04/31(A) | 675000 | 571167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.357%, U.S. SOFR + 1.947%, 08/18/31(A) | 700000 | 566377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.976%, U.S. SOFR + 0.708%, 05/24/25(A) | 850000 | 798346 |
| &nbsp;&nbsp; ING Groep |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, H15T1Y + 1.100%, 07/01/26(A)(B) | 3765000 | 3427856 |
| &nbsp;&nbsp; Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.603%, U.S. SOFR + 0.280%, 04/12/27(A) | 1500000 | 1500116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 01/13/31 | 2500000 | 2055549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/24/23 | 1500000 | 1480395 |
| &nbsp;&nbsp; Intercontinental Exchange |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 09/15/40 | 2245000 | 1649898 |
| &nbsp;&nbsp; International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.696%, SOFRINDX + 0.390%, 06/17/24(A) | 2500000 | 2507950 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.075%, U.S. SOFR + 0.300%, 08/06/24(A) | $2028000 | $2034632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/19/23 | 1215000 | 1200905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/03/31 | 5000000 | 4213938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/26/30 | 2500000 | 2009800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/31/27(F) | 2500000 | 2241515 |
| &nbsp;&nbsp; International Finance MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.423%, U.S. SOFR + 0.090%, 04/03/24(A) | 2500000 | 2498051 |
| &nbsp;&nbsp; Jackson National Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.480%, U.S. SOFR + 1.150%, 06/28/24(A)(B) | 8360000 | 8396366 |
| &nbsp;&nbsp; JPMorgan Chase |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 09/01/30 | 945000 | 1121189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 10/15/26 | 75000 | 82753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.717%, U.S. SOFR + 2.580%, 09/14/33(A) | 350000 | 361106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.912%, U.S. SOFR + 2.080%, 07/25/33(A) | 4340000 | 4324105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.493%, U.S. SOFR + 3.790%, 03/24/31(A) | 850000 | 829791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/01/27 | 699000 | 692116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.032%, ICE LIBOR USD 3 MONTH + 1.460%, 07/24/48(A) | 830000 | 725186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.023%, ICE LIBOR USD 3 MONTH + 1.000%, 12/05/24(A) | 1730000 | 1712940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.897%, ICE LIBOR USD 3 MONTH + 1.220%, 01/23/49(A) | 270000 | 230531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.797%, ICE LIBOR USD 3 MONTH + 0.890%, 07/23/24(A) | 2235000 | 2220069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 12/01/27 | 240000 | 230544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.328%, U.S. SOFR + 1.580%, 04/22/52(A) | 2075000 | 1574308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.956%, U.S. SOFR + 2.515%, 05/13/31(A) | 3325000 | 2884609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.522%, U.S. SOFR + 2.040%, 04/22/31(A) | 725000 | 619606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.768%, U.S. SOFR + 0.490%, 08/09/25(A) | 2500000 | 2328103 |
| &nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/14/29 | 2500000 | 2212693 |
| &nbsp;&nbsp; Liberty Utilities Finance GP 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 09/15/30(B) | 2500000 | 1972653 |
| &nbsp;&nbsp; Lloyds Banking Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.953%, H15T1Y + 3.750%, 11/15/33(A) | 425000 | 485527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 03/24/26 | 1000000 | 983570 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.582%, 12/10/25 | $1463000 | $1428242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/04/24 | 325000 | 321813 |
| &nbsp;&nbsp; Macquarie Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.207%, 11/22/24(B) | 9100000 | 9277597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.340%, U.S. SOFR + 1.069%, 01/12/27(A)(B) | 825000 | 733235 |
| &nbsp;&nbsp; Massachusetts Higher Education Assistance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.673%, 07/01/31 | 500000 | 423786 |
| &nbsp;&nbsp; Mitsubishi UFJ Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.538%, H15T1Y + 0.750%, 07/20/27(A) | 2105000 | 1863072 |
| &nbsp;&nbsp; Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.431%, ICE LIBOR USD 3 MONTH + 1.628%, 01/23/30(A) | 475000 | 462879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 04/23/27 | 2205000 | 2131461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/29/24 | 1630000 | 1614725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.217%, U.S. SOFR + 1.485%, 04/22/42(A) | 940000 | 750835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 07/27/26 | 250000 | 236939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.864%, U.S. SOFR + 0.745%, 10/21/25(A) | 3000000 | 2779401 |
| &nbsp;&nbsp; National Bank of Canada MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.550%, H15T1Y + 0.400%, 11/15/24(A) | 2500000 | 2409041 |
| &nbsp;&nbsp; NatWest Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/19/23 | 2275000 | 2283430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/28/24 | 100000 | 99776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.269%, ICE LIBOR USD 3 MONTH + 1.762%, 03/22/25(A) | 1930000 | 1905100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.359%, H15T1Y + 2.150%, 05/22/24(A) | 2500000 | 2473034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.642%, H15T1Y + 0.900%, 06/14/27(A) | 1750000 | 1555557 |
| &nbsp;&nbsp; Nederlandse Waterschapsbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/28/30(B) | 2500000 | 2042177 |
| &nbsp;&nbsp; OMERS Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/19/52(B) | 2000000 | 1704740 |
| &nbsp;&nbsp; OPEC Fund for International Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/26/26(B) | 900000 | 896883 |
| &nbsp;&nbsp; Owl Rock Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 07/15/26 | 1140000 | 1029373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 06/11/28 | 1190000 | 986595 |
| &nbsp;&nbsp; OWS Cre Funding I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.269%, ICE LIBOR USD 1 MONTH + 4.900%, 09/01/23(A)(B) | 3500000 | 3364885 |
| &nbsp;&nbsp; Prudential Financial MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/10/26 | 2500000 | 2280300 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** | **FINANCIALS — continued** |
| &nbsp;&nbsp; Santander Holdings USA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.807%, U.S. SOFR + 2.328%, 09/09/26(A) | $| 1950000 | $| 1968068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.244%, 10/05/26 |  | 3020000 |  | 2841092 |
| &nbsp;&nbsp; Shell International Finance BV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 09/12/46 |  | 945000 |  | 805786 |
| &nbsp;&nbsp; Toronto-Dominion Bank MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.773%, U.S. SOFR + 0.450%, 09/28/23(A) |  | 1250000 |  | 1250500 |
| &nbsp;&nbsp; Truist Bank |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.636%, H15T5Y + 1.150%, 09/17/29(A) |  | 2735000 |  | 2578718 |
| &nbsp;&nbsp; UBS Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.959%, H15T1Y + 2.200%, 01/12/34(A)(B) |  | 1725000 |  | 1817014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.494%, H15T5Y + 0.850%, 08/10/27(A)(B) |  | 495000 |  | 435883 |
| &nbsp;&nbsp; UniCredit MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.296%, USD ICE Swap 5 Yr + 4.914%, 04/02/34(A)(B) . |  | 2000000 |  | 1944531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.459%, H15T5Y + 4.750%, 06/30/35(A)(B) |  | 925000 |  | 809247 |
| &nbsp;&nbsp; Unum Group |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 12/15/28 |  | 465000 |  | 494718 |
| &nbsp;&nbsp; USAA Capital |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 05/01/30(B) |  | 2500000 |  | 2122068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 05/01/23(B) |  | 1750000 |  | 1735764 |
| &nbsp;&nbsp; Wells Fargo MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.013%, U.S. SOFR + |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.502%, 04/04/51(A) |  | 2075000 |  | 2045759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.897%, U.S. SOFR + 2.100%, 07/25/33(A) |  | 600000 |  | 597674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 07/22/27 |  | 1225000 |  | 1211313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 06/03/26 |  | 425000 |  | 417731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.068%, U.S. SOFR + 2.530%, 04/30/41(A) |  | 680000 |  | 530190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.572%, U.S. SOFR + 1.262%, 02/11/31(A) |  | 50000 |  | 43089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.188%, U.S. SOFR + 2.000%, 04/30/26(A) |  | 670000 |  | 630304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.164%, ICE LIBOR USD 3 MONTH + 0.750%, 02/11/26(A) |  | 1010000 |  | 953038 |
| &nbsp;&nbsp; WLB Asset II D Pte |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/21/26(B) |  | 2500000 |  | 2505202 |
|  |  |  |  | 279883394 |
|  **HEALTH CARE — 0.7%** | **HEALTH CARE — 0.7%** | **HEALTH CARE — 0.7%** | **HEALTH CARE — 0.7%** | **HEALTH CARE — 0.7%** |
| &nbsp;&nbsp; Cigna |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/15/27 |  | 651000 |  | 728443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/25 |  | 250000 |  | 247171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 07/15/23 |  | 498000 |  | 495259 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **HEALTH CARE — continued** | **HEALTH CARE — continued** | **HEALTH CARE — continued** | **HEALTH CARE — continued** | **HEALTH CARE — continued** |
| &nbsp;&nbsp; CVS Health |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 03/25/48 | $| 3725000 | $| 3541423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.780%, 03/25/38 |  | 1050000 |  | 1005058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/01/40 |  | 225000 |  | 196493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/01/30 |  | 175000 |  | 163967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/28/31 |  | 5530000 |  | 4482785 |
| &nbsp;&nbsp; Royalty Pharma |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/02/27 |  | 1135000 |  | 986444 |
| &nbsp;&nbsp; Zoetis |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/13/25 |  | 600000 |  | 598285 |
|  |  |  |  | 12445328 |
|  **INDUSTRIALS — 0.8%** | **INDUSTRIALS — 0.8%** | **INDUSTRIALS — 0.8%** | **INDUSTRIALS — 0.8%** | **INDUSTRIALS — 0.8%** |
| &nbsp;&nbsp; BNSF Railway 2007-1 Pass Through Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.996%, 04/01/24 |  | 10932 |  | 10905 |
| &nbsp;&nbsp; Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.720%, 01/15/24 |  | 5271 |  | 5364 |
| &nbsp;&nbsp; Burlington Northern Santa Fe |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/01/42 |  | 25000 |  | 23641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/01/24 |  | 1025000 |  | 1013738 |
| &nbsp;&nbsp; Cemex |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 06/05/27(B) |  | 1000000 |  | 1028000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 11/19/29(B) |  | 275000 |  | 265508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 09/17/30(B) |  | 1925000 |  | 1800602 |
| &nbsp;&nbsp; CRH America |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 05/18/25(B) |  | 700000 |  | 683129 |
| &nbsp;&nbsp; Family Forest Impact Foundation |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/01/32 |  | 1250000 |  | 1279911 |
| &nbsp;&nbsp; FedEx |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/15/50 |  | 800000 |  | 784155 |
| &nbsp;&nbsp; Mileage Plus Holdings |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 06/20/27(B) |  | 4945500 |  | 4996488 |
| &nbsp;&nbsp; Nature Conservancy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.957%, 03/01/52 |  | 2485000 |  | 2086019 |
| &nbsp;&nbsp; Union Pacific |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/14/53 |  | 1010000 |  | 816436 |
| &nbsp;&nbsp; Union Pacific Railroad 2005 Pass Through Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.082%, 01/02/29 |  | 43821 |  | 44336 |
| &nbsp;&nbsp; Union Pacific Railroad 2007-3 Pass Through Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.176%, 01/02/31 |  | 17994 |  | 18991 |
|  |  |  |  | 14857223 |
|  **INFORMATION TECHNOLOGY — 1.6%** | **INFORMATION TECHNOLOGY — 1.6%** | **INFORMATION TECHNOLOGY — 1.6%** | **INFORMATION TECHNOLOGY — 1.6%** | **INFORMATION TECHNOLOGY — 1.6%** |
| &nbsp;&nbsp; Apple |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 08/08/52 |  | 485000 |  | 435547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/20/27 |  | 2500000 |  | 2389985 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **INFORMATION TECHNOLOGY — continued** | **INFORMATION TECHNOLOGY — continued** | **INFORMATION TECHNOLOGY — continued** | **INFORMATION TECHNOLOGY — continued** | **INFORMATION TECHNOLOGY — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 02/08/51 | $| 680000 | $| 481073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.400%, 08/20/50 |  | 1635000 |  | 1102736 |
| &nbsp;&nbsp; Arrow Electronics |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/12/28 |  | 1977000 |  | 1858884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 09/08/24 |  | 1875000 |  | 1814189 |
| &nbsp;&nbsp; Broadcom |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 11/15/30 |  | 435000 |  | 405782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.110%, 09/15/28 |  | 525000 |  | 506298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/27 |  | 2030000 |  | 1955994 |
| &nbsp;&nbsp; Dell International |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.350%, 07/15/46 |  | 362000 |  | 436921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.020%, 06/15/26 |  | 275000 |  | 282837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 06/15/23 |  | 19000 |  | 19023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 12/15/41(B) |  | 3540000 |  | 2548911 |
| &nbsp;&nbsp; Intel |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 08/05/32(C) |  | 2500000 |  | 2383230 |
| &nbsp;&nbsp; International Business Machines |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 05/15/50 |  | 810000 |  | 571689 |
| &nbsp;&nbsp; Mastercard |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.900%, 03/15/31 |  | 2500000 |  | 2104110 |
| &nbsp;&nbsp; Microchip Technology |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.983%, 09/01/24 |  | 975000 |  | 913087 |
| &nbsp;&nbsp; NXP BV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/01/24 |  | 280000 |  | 279376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/18/26 |  | 250000 |  | 241338 |
| &nbsp;&nbsp; Oracle |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 03/25/51 |  | 650000 |  | 505214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 05/15/35 |  | 2445000 |  | 2162408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 04/01/40 |  | 545000 |  | 431822 |
| &nbsp;&nbsp; PayPal Holdings |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 06/01/50 |  | 2940000 |  | 2184413 |
| &nbsp;&nbsp; VMware |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 05/15/27 |  | 1920000 |  | 1900233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 08/15/26 |  | 525000 |  | 464895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.600%, 08/15/23 |  | 400000 |  | 390914 |
|  |  |  |  | 28770909 |
|  **MATERIALS — 0.3%** | **MATERIALS — 0.3%** | **MATERIALS — 0.3%** | **MATERIALS — 0.3%** | **MATERIALS — 0.3%** |
| &nbsp;&nbsp; Dow Chemical |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.400%, 05/15/39 |  | 166000 |  | 230713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 11/01/29 |  | 430000 |  | 492511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 11/30/48 |  | 35000 |  | 35477 |
| &nbsp;&nbsp; FMG Resources August 2006 Pty |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/15/32(B) |  | 2500000 |  | 2437500 |
| &nbsp;&nbsp; Glencore Funding |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 09/01/25(B) |  | 230000 |  | 210855 |
| &nbsp;&nbsp; LG Chemical |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/14/25(B) |  | 1150000 |  | 1129530 |
| &nbsp;&nbsp; LYB International Finance III |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 10/01/40 |  | 1255000 |  | 965169 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
|  **MATERIALS — continued** | **MATERIALS — continued** | **MATERIALS — continued** | **MATERIALS — continued** | **MATERIALS — continued** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 10/01/30 | $| 100000 | $| 83219 |
|  |  |  |  | 5584974 |
|  **REAL ESTATE — 0.7%** | **REAL ESTATE — 0.7%** | **REAL ESTATE — 0.7%** | **REAL ESTATE — 0.7%** | **REAL ESTATE — 0.7%** |
| &nbsp;&nbsp; Boston Properties |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 01/30/31 |  | 1450000 |  | 1246580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 09/01/23 |  | 910000 |  | 899093 |
| &nbsp;&nbsp; Corporate Office Properties |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 04/15/31 |  | 1040000 |  | 811738 |
| &nbsp;&nbsp; Equinix |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/15/31 |  | 4293000 |  | 3587496 |
| &nbsp;&nbsp; ERP Operating |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 12/01/28 |  | 3672000 |  | 3541518 |
| &nbsp;&nbsp; Host Hotels & Resorts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 12/15/31 |  | 1581000 |  | 1256838 |
| &nbsp;&nbsp; Spirit Realty |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 01/15/30 |  | 1570000 |  | 1358950 |
|  |  |  |  | 12702213 |
|  **UTILITIES — 3.0%** | **UTILITIES — 3.0%** | **UTILITIES — 3.0%** | **UTILITIES — 3.0%** | **UTILITIES — 3.0%** |
| &nbsp;&nbsp; Alabama Power |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 12/01/47 |  | 1845000 |  | 1509829 |
| &nbsp;&nbsp; Avangrid |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 06/01/29 |  | 2500000 |  | 2342959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 12/01/24 |  | 2545000 |  | 2457085 |
| &nbsp;&nbsp; Berkshire Hathaway Energy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/36 |  | 74000 |  | 82129 |
| &nbsp;&nbsp; CenterPoint Energy Houston Electric |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 04/01/51 |  | 1100000 |  | 868122 |
| &nbsp;&nbsp; CenterPoint Energy Resources |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 10/01/30 |  | 1320000 |  | 1085654 |
| &nbsp;&nbsp; Commonwealth Edison |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/01/48 |  | 570000 |  | 500410 |
| &nbsp;&nbsp; Consolidated Edison of New York |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 03/15/44 |  | 965000 |  | 890777 |
| &nbsp;&nbsp; Dominion Energy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, ICE LIBOR USD 3 MONTH + 3.057%, 10/01/54(A) |  | 1450000 |  | 1399606 |
| &nbsp;&nbsp; Duke Energy Florida |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 11/15/42 |  | 520000 |  | 442986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 01/15/27 |  | 710000 |  | 681717 |
| &nbsp;&nbsp; Electricite de France |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/13/25(B) |  | 1000000 |  | 973006 |
| &nbsp;&nbsp; Enel Finance International |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/07/39(B) |  | 850000 |  | 845020 |
| &nbsp;&nbsp; Exelon |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/15/25 |  | 1270000 |  | 1249851 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **UTILITIES — continued** | **UTILITIES — continued** | **UTILITIES — continued** |
| &nbsp;&nbsp; Georgia Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/15/52 | $2500000 | $2488759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 03/15/51 | 368000 | 269250 |
| &nbsp;&nbsp; MidAmerican Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 10/15/36 | 420000 | 463079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 08/01/47 | 2500000 | 2185401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 08/01/52 | 1588000 | 1101118 |
| &nbsp;&nbsp; National Rural Utilities Cooperative Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 12/15/32 | 2500000 | 2388552 |
| &nbsp;&nbsp; NextEra Energy Capital Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 07/15/27 | 100000 | 100161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.255%, 09/01/24 | 500000 | 495706 |
| &nbsp;&nbsp; Niagara Mohawk Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.960%, 06/27/30(B) | 2500000 | 2044754 |
| &nbsp;&nbsp; NSTAR Electric |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 06/01/51 | 175000 | 129341 |
| &nbsp;&nbsp; Pacific Gas and Electric |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 07/01/50 | 1390000 | 1160455 |
| &nbsp;&nbsp; PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 07/15/38 | 720000 | 816128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 06/15/52 | 3564000 | 2527060 |
| &nbsp;&nbsp; PECO Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 10/01/44 | 1015000 | 912625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 09/15/49 | 1005000 | 735875 |
| &nbsp;&nbsp; Public Service Electric and Gas MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 03/15/32 | 2500000 | 2257291 |
| &nbsp;&nbsp; San Diego Gas & Electric |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.950%, 08/15/51 | 2500000 | 1803299 |
| &nbsp;&nbsp; Solar Star Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/30/35(B) | 977025 | 867707 |
| &nbsp;&nbsp; Southern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.113%, 08/01/27 | 1025000 | 1042690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.475%, 08/01/24 (D) | 700000 | 692597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, H15T5Y + 3.733%, 01/15/51(A) | 1550000 | 1474562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, H15T5Y + 2.915%, 09/15/51(A) | 1450000 | 1262002 |
| &nbsp;&nbsp; Southern California Edison |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 06/01/51 | 3000000 | 2348932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 02/01/52 | 2530000 | 1914679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 02/01/32 | 2500000 | 2158916 |
| &nbsp;&nbsp; Southern Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 01/15/26 | 1160000 | 1040898 |
| &nbsp;&nbsp; Union Electric |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 04/01/52 | 2195000 | 1892571 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **UTILITIES — continued** | **UTILITIES — continued** | **UTILITIES — continued** |
| &nbsp;&nbsp; Virginia Electric and Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 08/15/43 | $775000 | $725546 |
|  |  | 52629105 |
| &nbsp;&nbsp; Total Corporate Obligations<br>(Cost $604,386,523) |  | 579014273 |
| &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 23.0%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 23.0%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 23.0%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/15/42 | $618000 | $636154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 08/15/42 | 8500000 | 8036484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 05/15/42 | 80000 | 74225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/15/48 | 1295000 | 1141674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 02/15/49 | 985000 | 870763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/15/52 | 38852000 | 34377949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/52 | 56585000 | 48760355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/15/45 | 15310000 | 12351462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 02/15/46 | 1775000 | 1426171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/15/46 | 1735000 | 1393490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 02/15/42 | 870000 | 703816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 11/15/49 | 395000 | 307221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 08/15/46 | 1805000 | 1378216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 02/15/52 | 21710000 | 16311334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 11/15/41 | 1305000 | 991698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 02/15/50 | 4745000 | 3388783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 08/15/51 | 6755000 | 4789453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/41 | 935000 | 702821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/51 | 325000 | 223907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 11/15/51 | 32870000 | 22562173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 11/15/50 | 4615000 | 2984968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/15/40 | 2815000 | 1947958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 05/15/50 | 625000 | 367261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 05/15/40 | 605000 | 403507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 08/15/40 | 3655000 | 2425150 |
| &nbsp;&nbsp; U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.666%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/24(A) | 26900000 | 26890579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 12/31/24 | 925000 | 925000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/31/25 | 2600000 | 2595938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/32 | 700000 | 734344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/31/29 | 1827000 | 1872532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 | 1050000 | 1048770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/31/27 | 4950000 | 5006074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/31/29 | 300000 | 305109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 01/31/28 | 6095000 | 6062513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/32 | 14020000 | 13351859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 04/30/27 | 1676000 | 1614459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 05/31/29 | 3860000 | 3676952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 08/15/32 | 4860000 | 4572956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/31/29 | 5640000 | 5260842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/15/29 | 918000 | 855605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 02/15/32 | 1730000 | 1518007 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — continued** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — continued** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 11/15/29 | $1050000 | $941104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 08/15/29 | 1340000 | 1193438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 05/15/31 | 1485000 | 1292008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 02/15/30 | 265000 | 232620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 12/31/28 | 6335000 | 5595834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 11/15/31 | 13805000 | 11638801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 08/15/31 | 10810000 | 9070688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/29/28 | 4795000 | 4245073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 08/31/28 | 505000 | 441993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/15/31 | 4625000 | 3893491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 09/30/26 | 107950000 | 97370057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 11/15/30 | 16360000 | 13521284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 01/31/28 | 1450000 | 1261670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 11/30/27 | 3350000 | 2908480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 12/31/27 | 7560000 | 6550622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 05/15/30 | 595000 | 486715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 08/15/30 | 295000 | 240183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 04/30/27 | 5860000 | 5136198 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations<br>(Cost $449,856,530) |  | 410868791 |
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 5.6%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 5.6%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 5.6%** |
|  | **Face**<br> **Amount** | **Value** |
|  **Automotive — 2.5%** | **Automotive — 2.5%** | **Automotive — 2.5%** |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2022-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 06/13/28 (B) | $2555000 | $2440963 |
| &nbsp;&nbsp; CAL Receivables 2022-1, Ser 2022-1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.645%, SOFR30A + 4.350%, 10/15/26 (A)(B) | 2520000 | 2462693 |
| &nbsp;&nbsp; Carmax Auto Owner Trust 2019- 2, Ser 2019-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.410%, 10/15/25 | 2010000 | 1985714 |
| &nbsp;&nbsp; Carvana Auto Receivables Trust 2019-2, Ser 2019-2A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.280%, 01/15/25 (B) | 1768660 | 1755409 |
| &nbsp;&nbsp; Credit Acceptance Auto Loan Trust 2020-3, Ser 2020-3A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.280%, 02/15/30 (B) | 1200000 | 1132972 |
| &nbsp;&nbsp; Drive Auto Receivables Trust 2019-3, Ser 2019-3, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.180%, 10/15/26 | 94609 | 93725 |
| &nbsp;&nbsp; Drive Auto Receivables Trust 2020-2, Ser 2020-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.050%, 05/15/28 | 2200000 | 2149705 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2021-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 06/15/27 | 5200000 | 4773733 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-2A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.560%, 07/17/28 | $| 3200000 | $| 3068688 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-3A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.760%, 09/15/28 |  | 3000000 |  | 2996773 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-5A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.400%, 02/15/29 |  | 3945000 |  | 4060699 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2019-3, Cl E |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.840%, 12/15/26 (B) |  | 3825000 |  | 3592298 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2022-2, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 04/17/28 (B) |  | 190000 |  | 181696 |
| &nbsp;&nbsp; Ford Credit Auto Owner Trust 2021-REV1, Ser 2021-1, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.310%, 10/17/33 (B) |  | 1750000 |  | 1537869 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust 2021-4, Ser 2021-4A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.480%, 10/15/27 (B) |  | 3500000 |  | 3146391 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2022-2A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 04/17/28 (B) |  | 2500000 |  | 2438214 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust 2019-1, Ser 2019-1, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 04/15/25 |  | 336702 |  | 336144 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-7, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.690%, 03/17/31 |  | 3340000 |  | 3502107 |
| &nbsp;&nbsp; Tesla Auto Lease Trust, Ser 2021-A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.020%, 03/20/25 (B) |  | 1000000 |  | 961861 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust 2022-1, Ser 2022-1A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.490%, 03/15/27 (B) |  | 345000 |  | 321834 |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust 2023-1, Ser 2023-1A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.790%, 11/15/28 (B) |  | 1400000 |  | 1414974 |
|  |  |  |  | 44354462 |
|  **Other Asset-Backed Securities — 3.1%** | **Other Asset-Backed Securities — 3.1%** | **Other Asset-Backed Securities — 3.1%** | **Other Asset-Backed Securities — 3.1%** | **Other Asset-Backed Securities — 3.1%** |
| &nbsp;&nbsp; AEP Texas Central Transition Funding III, Ser 2012-1, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.845%, 03/01/26 |  | 59182 |  | 57744 |
| &nbsp;&nbsp; Barclays Commercial Mortgage Trust 2019-C4, Ser C4, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.469%, 08/15/52 |  | 1300000 |  | 1033448 |
| &nbsp;&nbsp; Benchmark 2019-B10 Mortgage Trust, Ser B10, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/15/62 |  | 1200000 |  | 982384 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Benchmark 2022-B35 Mortgage Trust, Ser B35, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.445%, 05/15/55 (A) | $1000000 | $808618 |
| &nbsp;&nbsp; BMO 2023-C4 Mortgage Trust, Ser C4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.864%, 02/15/56 (A) | 960000 | 877364 |
| &nbsp;&nbsp; DRIVEN BRANDS FUNDING, Ser 2019-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.641%, 04/20/49 (B) | 3513600 | 3296164 |
| &nbsp;&nbsp; Finance of America 2022-S4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 01/25/57 | 3012416 | 2737361 |
| &nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust 2021-5, Ser 2021-5CS, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.560%, 10/20/48 (B) | 2384661 | 1809215 |
| &nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust 2023-1, Ser 2023-1GS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.520%, 02/22/55 (B) | 1815000 | 1814445 |
| &nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/20/49 (B) | 1250000 | 1132092 |
| &nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust, Ser 2022-4CS, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 11/20/54 (B) | 1118000 | 995666 |
| &nbsp;&nbsp; KKR CLO 41, Ser 2022-41A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.882%, TSFR3M + 2.250%, 04/15/35 (A)(B) | 3500000 | 3312288 |
| &nbsp;&nbsp; Morgan Stanley Capital I Trust 2019-H7, Ser H7, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.128%, 07/15/52 | 1809000 | 1459379 |
| &nbsp;&nbsp; Mosaic Solar Loan Trust, Ser 2022-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.160%, 01/20/53 (B) | 1349038 | 1130072 |
| &nbsp;&nbsp; Navient Student Loan Trust 2016-1, Ser 2016-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.206%, ICE LIBOR USD 1 Month + 0.700%,<br>02/25/70 (A)(B) | 409365 | 401084 |
| &nbsp;&nbsp; Navient Student Loan Trust 2016-5, Ser 2016-5A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.756%, ICE LIBOR USD 1 MONTH + 1.250%,<br>06/25/65 (A)(B) | 516072 | 504146 |
| &nbsp;&nbsp; Navient Student Loan Trust 2016-6, Ser 2016-6A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.806%, ICE LIBOR USD 1 Month + 1.300%,<br>03/25/66 (A)(B) | 115000 | 114788 |
| &nbsp;&nbsp; Navient Student Loan Trust 2018-2, Ser 2018-2A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.256%, ICE LIBOR USD 1 MONTH + 0.750%,<br>03/25/67 (A)(B) | 5597201 | 5482600 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Navient Student Loan Trust 2021-1, Ser 2021-1A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.106%, ICE LIBOR USD 1 MONTH + 0.600%, 12/26/69 (A)(B) | $5414498 | $5262490 |
| &nbsp;&nbsp; Neuberger Berman Loan Advisers CLO, Ser 2022-47A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.682%, TSFR3M + 2.050%, 04/14/35 (A)(B) | 6000000 | 5611818 |
| &nbsp;&nbsp; SBAP 2004-20K 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.880%, 11/01/24 | 1544 | 1520 |
| &nbsp;&nbsp; SBAP 2006-20B 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 02/01/26 | 1555 | 1537 |
| &nbsp;&nbsp; SBAP 2006-20C 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.570%, 03/01/26 | 1400 | 1387 |
| &nbsp;&nbsp; SBAP 2007-20C 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.230%, 03/01/27 | 1456 | 1378 |
| &nbsp;&nbsp; SLM Student Loan Trust 2004-3, Ser 2014-3A, Cl A6B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.368%, ICE LIBOR USD 3 MONTH + 0.550%,<br>10/25/64 (A)(B) | 3103992 | 3009935 |
| &nbsp;&nbsp; SLM Student Loan Trust 2009-3, Ser 2009-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.256%, ICE LIBOR USD 1 MONTH + 0.750%,<br>01/25/45 (A)(B) | 1972116 | 1905955 |
| &nbsp;&nbsp; SMB Private Education Loan Trust 2017-B, Ser 2017-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.820%, 10/15/35 (B) | 100564 | 96183 |
| &nbsp;&nbsp; SMB Private Education Loan Trust 2018-A, Ser 2018-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 02/15/36 (B) | 1016967 | 974763 |
| &nbsp;&nbsp; SOUND POINT CLO XXII, Ser 2021-1A, Cl CR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.058%, ICE LIBOR USD 3 MONTH + 2.250%,<br>01/20/32 (A)(B) | 3480000 | 3344047 |
| &nbsp;&nbsp; United States Small Business Administration |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.090%, 10/01/25 | 7865 | 7701 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2003-20B, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.840%, 02/01/23 | 512 | 512 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2003-20J, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.920%, 10/01/23 | 644 | 639 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2003-20K, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.980%, 11/01/23 | 3176 | 3151 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2004-20L, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.870%, 12/01/24 | $1459 | $1450 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2005-20A, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.860%, 01/01/25 | 550 | 543 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2005-20E, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.840%, 05/01/25 | 494 | 487 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2005-20G, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 07/01/25 | 2443 | 2411 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2005-20H, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.110%, 08/01/25 | 5535 | 5490 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2006-20F, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.820%, 06/01/26 | 733 | 722 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2006-20G, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.070%, 07/01/26 | 2140 | 2127 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2006-20H, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 08/01/26 | 1594 | 1592 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2007-20D, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.320%, 04/01/27 | 4983 | 4917 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2007-20E, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.310%, 05/01/27 | 1661 | 1645 |
| &nbsp;&nbsp; United States Small Business Administration, Ser 2007-20F, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.710%, 06/01/27 | 3512 | 3470 |
| &nbsp;&nbsp; Vivint Solar Financing V, Ser 2018-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.370%, 04/30/48 (B) | 633043 | 589443 |
| &nbsp;&nbsp; Vivint Solar Financing VII, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.210%, 07/31/51 (B) | 1337886 | 1052962 |
| &nbsp;&nbsp; Wellfleet CLO X, Ser 2021-XA, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.008%, ICE LIBOR USD 3 MONTH + 2.200%,<br>07/20/32 (A)(B) | 2000000 | 1917370 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2018-C47, Ser C47, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.930%, 09/15/61 (A) | $610000 | $543403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial |  |  |
| &nbsp;&nbsp; Mortgage Trust 2019-C50, Ser C50, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.345%, 05/15/52 | 2000000 | 1680011 |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2019-C52, Ser C52, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.561%, 08/15/52 | 1100000 | 850155 |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust 2022-C62, Ser C62, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.351%, 04/15/55 (A) | 875000 | 666963 |
|  |  | 55497035 |
| &nbsp;&nbsp; Total Asset-Backed Securities<br>(Cost $101,952,590) |  | 99851497 |
| &nbsp;&nbsp; **MUNICIPAL BONDS — 2.4%** | &nbsp;&nbsp; **MUNICIPAL BONDS — 2.4%** | &nbsp;&nbsp; **MUNICIPAL BONDS — 2.4%** |
|  | **Face**<br> **Amount** | **Value** |
|  **Alaska — 0.2%** | **Alaska — 0.2%** | **Alaska — 0.2%** |
| &nbsp;&nbsp; City of Port Lions Alaska |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 10/01/52 | $3025000 | $3131878 |
|  **California — 1.0%** | **California — 1.0%** | **California — 1.0%** |
| &nbsp;&nbsp; California Health Facilities Financing Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.034%, 06/01/34 | 1865000 | 1584644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.984%, 06/01/33 | 3090000 | 2650598 |
| &nbsp;&nbsp; City & County of San Francisco California Community Facilities District No. 2014-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.332%, 09/01/51 | 1250000 | 1330697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.482%, 09/01/50 | 2500000 | 1832742 |
| &nbsp;&nbsp; City of Los Angeles California, Ser A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 09/01/42 | 2500000 | 2514274 |
| &nbsp;&nbsp; City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.258%, 05/15/30 | 2250000 | 2051406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.158%, 05/15/29 | 1000000 | 919165 |
| &nbsp;&nbsp; City of San Francisco California Public Utilities Commission Water Revenue, Ser E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.825%, 11/01/41 | 1000000 | 782260 |
| &nbsp;&nbsp; Los Angeles Unified School District, Ser RY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.758%, 07/01/34 | 100000 | 117036 |
| &nbsp;&nbsp; Regents of the University of California Medical Center Pooled Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.563%, 05/15/53 | 600000 | 581689 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
| &nbsp;&nbsp; State of California |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/40 | $| 40000 | $| 52995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.550%, 04/01/39 |  | 100000 |  | 133164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 04/01/34 |  | 675000 |  | 851219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.300%, 10/01/39 |  | 625000 |  | 796432 |
| &nbsp;&nbsp; Tuolumne Wind Project Authority |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.918%, 01/01/34 |  | 1100000 |  | 1237294 |
|  |  |  |  | 17435615 |
|  **Connecticut — 0.1%** | **Connecticut — 0.1%** | **Connecticut — 0.1%** | **Connecticut — 0.1%** | **Connecticut — 0.1%** |
| &nbsp;&nbsp; Connecticut Green Bank |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 11/15/35 |  | 2500000 |  | 2096578 |
| &nbsp;&nbsp; Hartford County Metropolitan District Clean Water Project Revenue, Ser S |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.952%, 11/01/42 |  | 270000 |  | 208558 |
|  |  |  |  | 2305136 |
|  **District of Columbia — 0.1%** | **District of Columbia — 0.1%** | **District of Columbia — 0.1%** | **District of Columbia — 0.1%** | **District of Columbia — 0.1%** |
| &nbsp;&nbsp; District of Columbia |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.932%, 04/01/33 |  | 1590000 |  | 1332727 |
|  **Florida — 0.1%** | **Florida — 0.1%** | **Florida — 0.1%** | **Florida — 0.1%** | **Florida — 0.1%** |
| &nbsp;&nbsp; Florida Development Finance, RB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 07/01/57 (A)(B) |  | 2500000 |  | 2495677 |
|  **Hawaii — 0.1%** | **Hawaii — 0.1%** | **Hawaii — 0.1%** | **Hawaii — 0.1%** | **Hawaii — 0.1%** |
| &nbsp;&nbsp; State of Hawaii Department of Business Economic Development & Tourism, Ser A- 2, RB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.242%, 01/01/31 |  | 1072517 |  | 1011464 |
|  **Illinois — 0.1%** |  |  |  |  |
| &nbsp;&nbsp; State of Illinois |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.100%, 06/01/33 |  | 1850000 |  | 1837037 |
|  **Massachusetts — 0.0%** | **Massachusetts — 0.0%** | **Massachusetts — 0.0%** | **Massachusetts — 0.0%** | **Massachusetts — 0.0%** |
| &nbsp;&nbsp; Massachusetts Housing Finance Agency, Ser 226-SOCIAL |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.562%, 12/01/52 |  | 500000 |  | 508042 |
|  **Montana — 0.0%** |  |  |  |  |
| &nbsp;&nbsp; County of Gallatin Montana, RB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.500%, 09/01/27 (B) |  | 500000 |  | 526166 |
|  **New Jersey — 0.2%** | **New Jersey — 0.2%** | **New Jersey — 0.2%** | **New Jersey — 0.2%** | **New Jersey — 0.2%** |
| &nbsp;&nbsp; New Jersey Economic Development Authority |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.934%, 03/01/25 |  | 750000 |  | 754022 |
| &nbsp;&nbsp; New Jersey Housing & Mortgage Finance Agency, Ser C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 11/01/40 |  | 3100000 |  | 2463982 |
| &nbsp;&nbsp; New Jersey Turnpike Authority |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.414%, 01/01/40 |  | 275000 |  | 359197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.102%, 01/01/41 |  | 925000 |  | 1175768 |
|  |  |  |  | 4752969 |
|  **New York — 0.3%** | **New York — 0.3%** | **New York — 0.3%** | **New York — 0.3%** | **New York — 0.3%** |
| &nbsp;&nbsp; Metropolitan Transportation Authority, Ser C2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.175%, 11/15/49 |  | 1250000 |  | 1153013 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** | &nbsp;&nbsp; **MUNICIPAL BONDS — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; New York State Energy Research & Development Authority, Ser A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.871%, 04/01/37 | $3330000 | $3115474 |
|  |  | 4268487 |
|  **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** |
| &nbsp;&nbsp; Redevelopment Authority of the City of Philadelphia, Ser A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.172%, 09/01/41 | 2000000 | 1532362 |
|  **South Dakota — 0.0%** | **South Dakota — 0.0%** | **South Dakota — 0.0%** |
| &nbsp;&nbsp; South Dakota Housing Development Authority, Ser E, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.460%, 05/01/53 | 300000 | 305467 |
|  **Wisconsin — 0.1%** | **Wisconsin — 0.1%** | **Wisconsin — 0.1%** |
| &nbsp;&nbsp; County of Fond Du Lac Wisconsin |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.569%, 11/01/51 (B) | 2350000 | 2362035 |
| &nbsp;&nbsp; Total Municipal Bonds<br>(Cost $43,571,466) |  | 43805062 |
| &nbsp;&nbsp; **PREFERRED STOCK — 0.2%** | &nbsp;&nbsp; **PREFERRED STOCK — 0.2%** | &nbsp;&nbsp; **PREFERRED STOCK — 0.2%** |
|  | **Shares** | **Value** |
|  **PREFERRED STOCK — 0.2%** | **PREFERRED STOCK — 0.2%** | **PREFERRED STOCK — 0.2%** |
| &nbsp;&nbsp; Citigroup Capital XIII, 11.172%, ICE LIBOR USD 3 MONTH + 6.370%, 10/30/40 (A) | 108715 | $3122295 |
| &nbsp;&nbsp; Total Preferred Stock<br>(Cost $2,861,568) |  | 3122295 |
| &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; United States International Development Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.790%, 10/15/29 | $402095 | $365006 |
| &nbsp;&nbsp; Total U.S. Government Agency Obligations<br>(Cost $375,972) |  | 365006 |
| &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.1%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.1%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.1%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; State Street Institutional US Government Money Market Fund, Premier Class, 2.960%, (E) | $963389 | $963389 |
| &nbsp;&nbsp; Total Short-Term Investments<br>(Cost $963,389) |  | 963389 |
| &nbsp;&nbsp; Total Investments in Securities— 97.5%<br>(Cost $1,842,722,352) | &nbsp;&nbsp; Total Investments in Securities— 97.5%<br>(Cost $1,842,722,352) | $1738731642 |

---

------

<u>Catholic Responsible Investments</u>   <u> Bond Fund January 31, 2023 (Unaudited)</u>

Percentages are based on Net Assets of $1,782,660,977.

(A) Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates for
certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically
based on prevailing interest rates.

(B) Securities sold within the terms of a private placement memorandum, exempt from registration under section 144A of the
Securities Act of 1933, as amended, and maybe sold only to dealers in the program or other "accredited investors". The total value of these securities at January 31, 2023 was $305,363,211 and represented 17.1% of Net Assets.

(C) This security or a partial position of this security is on loan at January 31, 2023. The total market value of
securities on loan at January 31, 2023 was $921,830.

(D) Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals
until maturity. Interest rate shown reflects the rate currently in effect.

(E) This security was purchased with cash collateral received from securities lending. The total was of such securities as
of January 31, 2023, was $963,389.

(F) Zero coupon security.

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

H15T1Y — US Treas Yield Curve Rate T Note Const Mat 1 Yr

H15T5Y — US Treas Yield Curve Rate T Note Const Mat 5 Yr

LIBOR — London Interbank Offered Rate

MTN — Medium Term Note

REMIC — Real Estate Mortgage Investment Conduit

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

STACR — Structured Agency Credit Risk

TSFR1M — Term Structured Financing Rate 1 Month Average

TSFR3M — Term Structured Financing Rate 3 Month Average

USD — United States Dollar

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 30.3%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 30.3%** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — 30.3%** |
|  | **Face**<br> **Amount** | **Value** |
|  **COMMUNICATION SERVICES — 1.0%** | **COMMUNICATION SERVICES — 1.0%** | **COMMUNICATION SERVICES — 1.0%** |
| &nbsp;&nbsp; Meta Platforms |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 08/15/52 | $3114000 | $2719439 |
| &nbsp;&nbsp; Time Warner Cable Enterprises |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 03/15/23 | 1500000 | 1506189 |
| &nbsp;&nbsp; T-Mobile USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 01/15/53 | 1197000 | 1248732 |
|  |  | 5474360 |
|  **CONSUMER DISCRETIONARY — 2.3%** | **CONSUMER DISCRETIONARY — 2.3%** | **CONSUMER DISCRETIONARY — 2.3%** |
| &nbsp;&nbsp; General Motors |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 10/15/32 | 2671000 | 2636321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 10/15/29 | 1175000 | 1164536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 04/01/45 | 970000 | 847311 |
| &nbsp;&nbsp; General Motors Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 07/13/25 | 1577000 | 1545473 |
| &nbsp;&nbsp; Lennar |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 06/01/26 | 1500000 | 1512384 |
| &nbsp;&nbsp; Lowe's |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 04/15/53 | 2272000 | 2344858 |
| &nbsp;&nbsp; Marriott International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 12/01/28 | 1500000 | 1484131 |
| &nbsp;&nbsp; Starbucks |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.550%, 11/15/30 | 413000 | 359967 |
|  |  | 11894981 |
|  **CONSUMER STAPLES — 0.6%** |  |  |
| &nbsp;&nbsp; CVS Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.036%, 12/10/28 | 1574296 | 1583718 |
| &nbsp;&nbsp; Delta Air Lines |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 10/20/28(A) | 500000 | 486443 |
| &nbsp;&nbsp; Kraft Heinz Foods |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/01/26 | 1388000 | 1319042 |
|  |  | 3389203 |
|  **ENERGY — 1.2%** |  |  |
| &nbsp;&nbsp; Continental Resources |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 06/01/24 | 980000 | 960233 |
| &nbsp;&nbsp; Devon Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 09/30/31 | 340000 | 398477 |
| &nbsp;&nbsp; Diamondback Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/15/33 | 1690000 | 1798601 |
| &nbsp;&nbsp; Equities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 04/01/28 | 500000 | 505905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.678%, 10/01/25 | 250000 | 250162 |
| &nbsp;&nbsp; Hess |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 10/01/29 | 120000 | 136422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.300%, 08/15/31 | 210000 | 235300 |
| &nbsp;&nbsp; Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.050%, 07/07/24 | 500000 | 522736 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** | &nbsp;&nbsp; **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **ENERGY — continued** |  |  |
| &nbsp;&nbsp; MidAmerican Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 05/01/27 | $1292000 | $1231310 |
|  |  | 6039146 |
|  **FINANCIALS — 20.1%** |  |  |
| &nbsp;&nbsp; ABN AMRO Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.470%, H15T1Y + |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.100%, 12/13/29(A)(B) | 1000000 | 842592 |
| &nbsp;&nbsp; Aflac |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 03/15/26 | 1500000 | 1352128 |
| &nbsp;&nbsp; African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 04/03/23 | 2700000 | 2681694 |
| &nbsp;&nbsp; Bank of America MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.827%, U.S. SOFR + 1.750%, 07/22/26(B) | 945000 | 942476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.559%, ICE LIBOR USD 3 Month + 1.060%, 04/23/27(B) | 1750000 | 1673684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.530%, U.S. SOFR + 0.650%, 12/06/25(B) | 1000000 | 934160 |
| &nbsp;&nbsp; Barclays |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.007%, H15T1Y + 0.800%, 12/10/24(B) | 1370000 | 1316582 |
| &nbsp;&nbsp; BB Blue Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.395%, 09/20/29 | 2500000 | 2468136 |
| &nbsp;&nbsp; Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/15/26 | 2625000 | 2246800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.350%, 11/22/24 | 3000000 | 2807319 |
| &nbsp;&nbsp; Blue Owl Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 06/10/31(A) | 1325000 | 1031114 |
| &nbsp;&nbsp; BPCE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.045%, U.S. SOFR + 1.087%, 10/19/27(A)(B) | 1000000 | 883615 |
| &nbsp;&nbsp; Caisse d'Amortissement de la |  |  |
| &nbsp;&nbsp; Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 05/17/25(A) | 1000000 | 970530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 05/27/24(A) | 1000000 | 944325 |
| &nbsp;&nbsp; Cantor Fitzgerald |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/24(A) | 1140000 | 1123492 |
| &nbsp;&nbsp; Capital One Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.166%, U.S. SOFR + 1.370%, 05/09/25(B) | 2805000 | 2758533 |
| &nbsp;&nbsp; CDP Financial MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/26/26(A) | 1000000 | 899527 |
| &nbsp;&nbsp; Central American Bank for Economic Integration |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/09/26(A) | 500000 | 499900 |
| &nbsp;&nbsp; Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.026%, U.S. SOFR + 0.694%, 01/25/26(B) | 1000000 | 988387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.785%, U.S. SOFR + 1.939%, 03/17/33(B) | 1380000 | 1250182 |

---

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.014%, U.S. SOFR + 0.694%, 01/25/26(B) | $1284000 | $1207167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.281%, U.S. SOFR + 0.528%, 11/03/25(B) | 1000000 | 932138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.776%, U.S. SOFR + 0.686%, 10/30/24(B) | 1000000 | 966639 |
| &nbsp;&nbsp; Conservation Fund A Nonprofit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.474%, 12/15/29 | 1000000 | 878841 |
| &nbsp;&nbsp; Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/16/25 | 1000000 | 971900 |
| &nbsp;&nbsp; Deutsche Bank NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.686%, 03/19/26 | 1000000 | 910936 |
| &nbsp;&nbsp; European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/15/27 | 700000 | 683452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 06/13/25(A) | 2000000 | 1941980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 05/24/27 | 1253000 | 1182732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.125%, 04/13/26 | 500000 | 471460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 10/21/27 | 2000000 | 1731707 |
| &nbsp;&nbsp; Goldman Sachs Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 11/01/24 | 2940000 | 2983091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.387%, U.S. SOFR + 1.510%, 06/15/27(B) | 1000000 | 978962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.855%, U.S. SOFR + 0.609%, 02/12/26(B) | 1100000 | 1007648 |
| &nbsp;&nbsp; Golub Capital BDC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 08/24/26 | 1610000 | 1411934 |
| &nbsp;&nbsp; HSBC Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.292%, ICE LIBOR USD 3 Month + 1.348%, 09/12/26(B) | 1750000 | 1702823 |
| &nbsp;&nbsp; ING Groep |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, H15T1Y + 1.100%, 07/01/26(A)(B) | 1000000 | 910453 |
| &nbsp;&nbsp; Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.611%, U.S. SOFR + 0.280%, 04/12/27(B) | 1000000 | 1000077 |
| &nbsp;&nbsp; International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.701%, SOFRINDX + 0.390%, 06/17/24(B) | 1000000 | 1003180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.633%, U.S. SOFR + 0.300%, 08/06/24(B) | 1500000 | 1504905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 06/19/23 | 1000000 | 988399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/31/27(C) | 2500000 | 2241515 |
| &nbsp;&nbsp; International Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.421%, U.S. SOFR + 0.090%, 04/03/24(B) | 2000000 | 1998441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 03/20/23 | 1000000 | 994800 |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** |  |  |
| &nbsp;&nbsp; Jackson National Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.480%, U.S. SOFR + 1.150%, 06/28/24(A)(B) | $3390000 | $3404747 |
| &nbsp;&nbsp; John Hancock Life Insurance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 02/15/24(A) | 1500000 | 1531059 |
| &nbsp;&nbsp; JPMorgan Chase |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.912%, U.S. SOFR + 2.080%, 07/25/33(B) | 1760000 | 1753554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.559%, ICE LIBOR USD 3 Month + 0.730%, 04/23/24(B) | 2000000 | 1992507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.768%, U.S. SOFR + 0.490%, 08/09/25(B) | 1000000 | 931241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.563%, U.S. SOFR + 0.420%, 02/16/25(B) | 1168000 | 1110394 |
| &nbsp;&nbsp; Kansas City Southern |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 11/15/23 | 435000 | 429617 |
| &nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 09/14/29 | 1000000 | 885077 |
| &nbsp;&nbsp; Liberty Mutual Insurance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 10/15/26(A) | 1250000 | 1354397 |
| &nbsp;&nbsp; Liberty Utilities Finance GP 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.050%, 09/15/30(A) | 1000000 | 789061 |
| &nbsp;&nbsp; Macquarie Group MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.207%, 11/22/24(A) | 3630000 | 3700844 |
| &nbsp;&nbsp; Morgan Stanley MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.512%, U.S. SOFR + 0.858%, 07/20/27(B) | 2750000 | 2450423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.864%, U.S. SOFR + 0.745%, 10/21/25(B) | 1000000 | 926467 |
| &nbsp;&nbsp; National Bank of Canada MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.550%, H15T1Y + 0.400%, 11/15/24(B) | 2000000 | 1927233 |
| &nbsp;&nbsp; NatWest Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.359%, H15T1Y + 2.150%, 05/22/24(B) | 1000000 | 989214 |
| &nbsp;&nbsp; Nederlandse Waterschapsbank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 05/28/30(A) | 1000000 | 816871 |
| &nbsp;&nbsp; OPEC Fund for International Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/26/26(A) | 450000 | 448442 |
| &nbsp;&nbsp; Owl Rock Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 07/22/25 | 2075000 | 1945094 |
| &nbsp;&nbsp; OWS Cre Funding I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.470%, ICE LIBOR USD 1 MONTH + 4.900%, 09/01/23(A)(B) | 1300000 | 1249814 |

---

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **FINANCIALS — continued** |  |  |
| &nbsp;&nbsp; Prudential Financial MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.700%, ICE LIBOR USD 3 Month + 2.665%, 09/15/48(B) | $2115000 | $2056838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 03/10/26 | 1000000 | 912120 |
| &nbsp;&nbsp; Prudential Insurance of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.300%, 07/01/25(A) | 800000 | 847089 |
| &nbsp;&nbsp; Santander Holdings USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.807%, U.S. SOFR + 2.328%, 09/09/26(B) | 825000 | 832644 |
| &nbsp;&nbsp; Santander UK Group Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.532%, H15T1Y + 1.250%, 08/21/26(B) | 1300000 | 1165593 |
| &nbsp;&nbsp; Societe Generale |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 01/17/24(A) | 1500000 | 1488565 |
| &nbsp;&nbsp; Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/13/25 | 1200000 | 1176985 |
| &nbsp;&nbsp; Toronto-Dominion Bank MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.780%, U.S. SOFR + 0.450%, 09/28/23(B) | 2000000 | 2000800 |
| &nbsp;&nbsp; Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.636%, H15T5Y + 1.150%, 09/17/29(B) | 2000000 | 1885026 |
| &nbsp;&nbsp; UBS Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.490%, H15T1Y + 1.600%, 08/05/25(A)(B) | 765000 | 757317 |
| &nbsp;&nbsp; USAA Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 05/01/23(A) | 1000000 | 991865 |
| &nbsp;&nbsp; WLB Asset II D Pte |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/21/26(A) | 1000000 | 1002081 |
|  |  | 102973335 |
|  **INDUSTRIALS — 1.9%** |  |  |
| &nbsp;&nbsp; AerCap Ireland Capital DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 10/29/24 | 2500000 | 2337954 |
| &nbsp;&nbsp; Delta Air Lines |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/20/25(A) | 1375000 | 1358156 |
| &nbsp;&nbsp; Mileage Plus Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 06/20/27(A) | 3033000 | 3064270 |
| &nbsp;&nbsp; Nature Conservancy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.467%, 07/01/23 | 425000 | 416473 |
| &nbsp;&nbsp; Spirit Airlines Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 02/15/30 | 979958 | 814943 |
| &nbsp;&nbsp; Weir Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.200%, 05/13/26(A) | 1000000 | 895176 |
| &nbsp;&nbsp; Westinghouse Air Brake Technologies |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 06/15/25 | 1075000 | 1016555 |
|  |  | 9903527 |

---

---

| | | |
|:---|:---|:---|
| **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** | **CORPORATE OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **INFORMATION TECHNOLOGY — 1.1%** | **INFORMATION TECHNOLOGY — 1.1%** | **INFORMATION TECHNOLOGY — 1.1%** |
| &nbsp;&nbsp; Apple |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 06/20/27 | $1665000 | $1591730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.850%, 02/23/23 | 2000000 | 1998114 |
| &nbsp;&nbsp; Dell International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 12/15/41(A) | 1370000 | 986443 |
| &nbsp;&nbsp; Intel |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 08/05/32 | 1000000 | 953292 |
|  |  | 5529579 |
|  **MATERIALS — 0.4%** |  |  |
| &nbsp;&nbsp; Celanese US Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 07/05/24 | 295000 | 296604 |
| &nbsp;&nbsp; Dow Chemical |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 03/01/23 | 600000 | 601093 |
| &nbsp;&nbsp; LG Chemical |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 07/14/25(A) | 570000 | 559854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 10/15/24(A) | 700000 | 676623 |
|  |  | 2134174 |
|  **REAL ESTATE — 0.2%** |  |  |
| &nbsp;&nbsp; ERP Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 12/01/28 | 1000000 | 964466 |
|  **UTILITIES — 1.5%** |  |  |
| &nbsp;&nbsp; Avangrid |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 06/01/29 | 2000000 | 1874367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 12/01/24 | 1000000 | 965456 |
| &nbsp;&nbsp; Electricite de France |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/13/25(A) | 500000 | 486503 |
| &nbsp;&nbsp; Enel Finance International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.800%, 10/14/25(A) | 2200000 | 2278456 |
| &nbsp;&nbsp; Solar Star Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 06/30/35(A) | 706465 | 627420 |
| &nbsp;&nbsp; Southern Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 12/01/25 | 1000000 | 983966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 01/15/26 | 1000000 | 897326 |
|  |  | 8113494 |
| &nbsp;&nbsp; Total Corporate Obligations<br>(Cost $159,161,424) |  | 156416265 |
| &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 25.8%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 25.8%** | &nbsp;&nbsp; **U.S. TREASURY OBLIGATIONS — 25.8%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 08/15/52 | $11230000 | $9936795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 05/15/52 | 10330000 | 8901555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 02/15/52 | 4020000 | 3020339 |
| &nbsp;&nbsp; U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.686%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/24(B) | 15930000 | 15924421 |

---

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **U.S. TREASURY OBLIGATIONS — continued** | **U.S. TREASURY OBLIGATIONS — continued** | **U.S. TREASURY OBLIGATIONS — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.574%, US Treasury 3 Month Bill Money Market Yield + - 0.075%, 04/30/24(B) | $42935000 | $42879545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/31/25 | 6370000 | 6360047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/32 | 10280000 | 10814881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/26 | 150000 | 149824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/30/27 | 2575000 | 2600348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 08/31/27 | 5975000 | 5836362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 07/31/27 | 11250000 | 10811865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 05/31/27 | 16654000 | 15931893 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations<br>(Cost $134,753,575) |  | 133167875 |
| **MORTGAGE-BACKED SECURITIES — 24.6%** | **MORTGAGE-BACKED SECURITIES — 24.6%** | **MORTGAGE-BACKED SECURITIES — 24.6%** |
|  | **Face**<br> **Amount** | **Value** |
|  **Agency Mortgage-Backed Obligation — 10.1%** | **Agency Mortgage-Backed Obligation — 10.1%** | **Agency Mortgage-Backed Obligation — 10.1%** |
| &nbsp;&nbsp; FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/01/52 | $8588434 | $8729755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/01/52 | 1992585 | 1968051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/52 | 2839142 | 2804186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/52 | 4257757 | 4111784 |
| &nbsp;&nbsp; FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/01/52 | 444644 | 451923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/01/52 | 9327290 | 9362784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/01/52 | 4055535 | 4005602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/01/52 | 492350 | 475470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/52 | 957998 | 925450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/01/52 | 11643787 | 11248196 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2015-K48, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.646%, 08/25/48 (A)(B) | 1500000 | 1425044 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2016-K58, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.738%, 09/25/49 (A)(B) | 1080000 | 1011048 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2017-K62, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.880%, 01/25/50 (A)(B) | 495000 | 462513 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2017-K63, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.878%, 02/25/50 (A)(B) | 1055000 | 985629 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2017-K65, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.077%, 07/25/50 (A)(B) | 1600000 | 1504816 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2017-K729, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.673%, 11/25/49 (A)(B) | 1111948 | 1070930 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2018-K75, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.977%, 04/25/51 (A)(B) | 200000 | 185749 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2018-K80, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.231%, 08/25/50 (A)(B) | 270000 | 253018 |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2019-K91, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.256%, 04/25/51 (A)(B) | 770000 | 711175 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
| &nbsp;&nbsp; FREMF Mortgage Trust, Ser 2019-K93, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.119%, 05/25/52 (A)(B) | $| 505000 | $| 463019 |
|  |  |  |  | 52156142 |
|  **Non-Agency Mortgage-Backed Obligation — 14.5%** | **Non-Agency Mortgage-Backed Obligation — 14.5%** | **Non-Agency Mortgage-Backed Obligation — 14.5%** | **Non-Agency Mortgage-Backed Obligation — 14.5%** | **Non-Agency Mortgage-Backed Obligation — 14.5%** |
| &nbsp;&nbsp; BBCMS Mortgage Trust, Ser 2018-TALL, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.181%, ICE LIBOR USD 1 |  |  |  |  |
| &nbsp;&nbsp; Month + 0.722%, 03/15/37 (A)(B) |  | 2000000 |  | 1857760 |
| &nbsp;&nbsp; BBCMS Mortgage Trust, Ser 2018-TALL, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.580%, ICE LIBOR USD 1 |  |  |  |  |
| &nbsp;&nbsp; Month + 1.121%, 03/15/37 (A)(B) |  | 1900000 |  | 1606454 |
| &nbsp;&nbsp; BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.559%, ICE LIBOR USD 1 |  |  |  |  |
| &nbsp;&nbsp; Month + 1.100%, 09/15/36 (A)(B) |  | 1250000 |  | 1198761 |
| &nbsp;&nbsp; BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.968%, TSFR1M + 1.490%, 01/17/39 (A)(B) |  | 2500000 |  | 2428841 |
| &nbsp;&nbsp; BX Trust, Ser 2022-CLS, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 10/13/27 (A) |  | 2200000 |  | 2182318 |
| &nbsp;&nbsp; Century Plaza Towers, Ser 2019-CPT, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.865%, 11/13/39 (A) |  | 530000 |  | 436471 |
| &nbsp;&nbsp; Century Plaza Towers, Ser 2019-CPT, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.997%, 11/13/39 (A)(B) |  | 1000000 |  | 779955 |
| &nbsp;&nbsp; CFCRE Commercial Mortgage Trust, Ser 2016-C6, Cl AM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.502%, 11/10/49 (B) |  | 3005000 |  | 2737303 |
| &nbsp;&nbsp; CFCRE Commercial Mortgage Trust, Ser 2016-C7, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.839%, 12/10/54 |  | 1750000 |  | 1654677 |
| &nbsp;&nbsp; CHNGE Mortgage Trust, Ser 2022-NQM1, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.820%, 06/25/67 (A) |  | 1086548 |  | 1068928 |
| &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl AS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.026%, 05/10/47 |  | 2365000 |  | 2280310 |
| &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.780%, 05/10/47 (B) |  | 3400000 |  | 3110130 |
| &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.635%, 10/10/47 |  | 750000 |  | 730450 |
| &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.032%, 12/10/49 (B) |  | 1400000 |  | 1314736 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2013-CR12, Cl AM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 10/10/46 |  | 1500000 |  | 1380033 |

---

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2015-CR24, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.344%, 08/10/48 (B) | $2500000 | $2347865 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2020-CBM, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.896%, 02/10/37 (A) | 600000 | 561097 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2020-CBM, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.633%, 02/10/37 (A)(B) | 275000 | 247881 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2022-HC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.819%, 01/10/39 (A) | 386000 | 338488 |
| &nbsp;&nbsp; COMM Mortgage Trust, Ser 2022-HC, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.376%, 01/10/39 (A) | 500000 | 428143 |
| &nbsp;&nbsp; CSMC OA, Ser 2014-USA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.953%, 09/15/37 (A) | 1000000 | 911931 |
| &nbsp;&nbsp; CSMC Trust, Ser 2016-NXSR, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.049%, 12/15/49 (B) | 1455000 | 1353608 |
| &nbsp;&nbsp; Extended Stay America Trust, Ser 2021-ESH, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.839%, ICE LIBOR USD 1 |  |  |
| &nbsp;&nbsp; Month + 1.380%, 07/15/38 (A)(B) | 439287 | 429388 |
| &nbsp;&nbsp; GAM RE-REMIC TRUST, Ser 2021-FRR2, Cl BK44 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.730%, 09/27/51 (A)(B) | 1570000 | 1391170 |
| &nbsp;&nbsp; GS Mortgage Securities Corporation Trust, Ser 2021-IP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.409%, ICE LIBOR USD 1 Month + 0.950%,<br>10/15/36 (A)(B) | 2000000 | 1889865 |
| &nbsp;&nbsp; GS Mortgage Securities II, Ser 2012-BWTR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; %, 11/05/34 (A) | 1750000 | 1340008 |
| &nbsp;&nbsp; GS Mortgage Securities II, Ser 2018-GS10, Cl WLSA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.067%, 03/10/33 (A)(B) | 148000 | 138580 |
| &nbsp;&nbsp; GS Mortgage Securities II, Ser 2018-GS10, Cl WLSB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.067%, 03/10/33 (A)(B) | 294000 | 263574 |
| &nbsp;&nbsp; GS Mortgage Securities Trust, Ser 2014-GC22, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.391%, 06/10/47 (B) | 2300000 | 2180259 |
| &nbsp;&nbsp; Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.835%, 08/10/38 (A) | 1500000 | 1351826 |
| &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2013-C10, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.674%, 12/15/47 (B) | 3900000 | 3790887 |

---

---

| | | |
|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.043%, 07/15/47 | $1170000 | $1131564 |
| &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, Ser 2014-C19, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.653%, 04/15/47 (A)(B) | 850000 | 780271 |
| &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 01/15/48 | 2089000 | 1986127 |
| &nbsp;&nbsp; JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.986%, 10/15/48 | 3095000 | 2878366 |
| &nbsp;&nbsp; JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.858%, 03/15/50 (B) | 2500000 | 2325756 |
| &nbsp;&nbsp; Life Mortgage Trust, Ser 2021-BMR, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.559%, ICE LIBOR USD 1 Month + 1.100%, 03/15/38 (A)(B) | 737228 | 711378 |
| &nbsp;&nbsp; LUXE Trust, Ser 2021-TRIP, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.209%, ICE LIBOR USD 1 Month + 2.750%, 10/15/38 (A)(B) | 1500000 | 1415131 |
| &nbsp;&nbsp; MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.260%, ICE LIBOR USD 1 Month + 0.801%, 04/15/38 (A)(B) | 2500000 | 2455429 |
| &nbsp;&nbsp; One Bryant Park Trust, Ser 2019-OBP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.516%, 09/15/54 (A) | 1000000 | 845643 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.614%, 02/10/32 (A) | 2372000 | 2229122 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.845%, 02/10/32 (A) | 250000 | 231789 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.016%, 02/10/32 (A) | 500000 | 458537 |
| &nbsp;&nbsp; One Market Plaza Trust, Ser 2017-1MKT, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.146%, 02/10/32 (A) | 1000000 | 889355 |
| &nbsp;&nbsp; Residential Mortgage Loan Trust, Ser 2019-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.633%, 09/25/59 (A)(B) | 154478 | 151263 |
| &nbsp;&nbsp; SFAVE Commercial Mortgage |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Securities Trust, Ser 2015-5AVE, Cl A1 3.872%, 01/05/43 (A)(B) | 530000 | 379754 |

---

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** | **MORTGAGE-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; SPGN Mortgage Trust, Ser 2022-TFLM, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.978%, TSFR1M + 3.500%, 02/15/39 (A)(B) | $530000 | $497418 |
| &nbsp;&nbsp; STWD Mortgage Trust, Ser 2021-LIH, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.764%, ICE LIBOR USD 1 Month + 2.305%,<br>11/15/36 (A)(B) | 450000 | 422997 |
| &nbsp;&nbsp; SUMIT Mortgage Trust, Ser 2022-BVUE, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.789%, 02/12/41 (A) | 660000 | 560717 |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Ser 2017-RB1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.401%, 03/15/50 (A) | 3000000 | 2170808 |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Ser 2019-C49, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 03/15/52 (A) | 950000 | 621298 |
| &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Ser 2022-C62, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/15/55 (A) | 2000000 | 1039699 |
| &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.531%, 08/15/46 (B) | 1000000 | 843954 |
| &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.723%, 03/15/47 (B) | 2093258 | 2015652 |
| &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.213%, 08/15/47 (B) | 2500000 | 2347779 |
| &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, Ser 2014-LC14, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.586%, 03/15/47 (A)(B) | 2000000 | 1848527 |
|  |  | 74970031 |
| &nbsp;&nbsp; Total Mortgage-Backed Securities (Cost $130,433,143) |  | 127126173 |
| &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 14.8%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 14.8%** | &nbsp;&nbsp; **ASSET-BACKED SECURITIES — 14.8%** |
|  | **Face**<br> **Amount** | **Value** |
|  **Automotive — 11.2%** |  |  |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2021-3, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.340%, 11/15/27 (A) | $2200000 | $2068739 |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2021-4, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.820%, 02/14/28 (A) | 500000 | 466289 |

---

---

| | | |
|:---|:---|:---|
| **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2022-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 06/13/28 (A) | $3400000 | $3246089 |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2022-3, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.830%, 10/13/28 (A) | 2895000 | 2820257 |
| &nbsp;&nbsp; American Credit Acceptance Receivables Trust, Ser 2023-1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 04/12/29 (A) | 2345000 | 2342083 |
| &nbsp;&nbsp; Cajun Global, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.931%, 11/20/51 (A) | 1477500 | 1271083 |
| &nbsp;&nbsp; Carvana Auto Receivables Trust, Ser 2021-N2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.070%, 03/10/28 | 416299 | 383001 |
| &nbsp;&nbsp; CPS Auto Receivables Trust, Ser 2021-D, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.310%, 12/15/27 (A) | 1000000 | 927505 |
| &nbsp;&nbsp; CPS Auto Receivables Trust, Ser 2022-C, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.450%, 04/15/30 (A) | 500000 | 498558 |
| &nbsp;&nbsp; CPS Auto Receivables Trust, Ser 2023-A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.440%, 04/16/29 (A) | 1800000 | 1798115 |
| &nbsp;&nbsp; Drive Auto Receivables Trust, Ser 2021-1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.450%, 01/16/29 | 1520000 | 1431350 |
| &nbsp;&nbsp; Drive Auto Receivables Trust, Ser 2021-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.390%, 03/15/29 | 2845000 | 2661438 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2019-2A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.680%, 05/15/26 (A) | 2000000 | 1964305 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2020-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.740%, 01/15/27 (A) | 575000 | 556391 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2020-3A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.440%, 08/17/26 (A) | 3000000 | 2881582 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2021-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.550%, 06/15/27 | 3360000 | 3083689 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-2A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.560%, 07/17/28 | 500000 | 479064 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.760%, 09/15/28 | 2070000 | 2065714 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-4A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.980%, 12/15/28 | 505000 | 496764 |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-5A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.400%, 02/15/29 | 2830000 | 2909780 |

---

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; Exeter Automobile Receivables Trust, Ser 2022-6A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8.030%, 04/06/29 | $2450000 | $2575243 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2019-3, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.840%, 12/15/26 (A) | 1175000 | 1103516 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2022-1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.640%, 03/15/28 (A) | 1000000 | 923267 |
| &nbsp;&nbsp; Flagship Credit Auto Trust, Ser 2022-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 04/17/28 (A) | 740000 | 706821 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2020-2A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.480%, 04/15/27 (A) | 2000000 | 2026650 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.680%, 01/15/27 (A) | 1340000 | 1258486 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.140%, 01/18/28 (A) | 2000000 | 1861034 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2022-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.970%, 01/18/28 (A) | 1200000 | 1135438 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2022-2A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 04/17/28 (A) | 1000000 | 974307 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer Trust, Ser 2022-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.420%, 06/15/28 (A) | 500000 | 498048 |
| &nbsp;&nbsp; Hertz Vehicle Financing III, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.990%, 06/25/26 (A) | 1000000 | 929575 |
| &nbsp;&nbsp; Hertz Vehicle Financing, Ser 2021-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.560%, 12/26/25 (A) | 1500000 | 1388846 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.480%, 01/15/27 | 2000000 | 1920645 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2021-1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.130%, 11/16/26 | 800000 | 761861 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/15/29 | 2500000 | 2454882 |
| &nbsp;&nbsp; Santander Drive Auto Receivables Trust, Ser 2022-7, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.690%, 03/17/31 | 1200000 | 1256701 |
| &nbsp;&nbsp; Tesla Auto Lease Trust, Ser 2021-A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.020%, 03/20/25 (A) | 750000 | 721396 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Face**<br> **Amount** | **Value** | **Value** |
| &nbsp;&nbsp; Westlake Automobile Receivables Trust, Ser 2022-2A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.480%, 09/15/27 (A) | $| 1255000 | $| 1212055 |
|  |  |  |  | 58060567 |
|  **Other Asset-Backed Securities — 3.6%** | **Other Asset-Backed Securities — 3.6%** | **Other Asset-Backed Securities — 3.6%** | **Other Asset-Backed Securities — 3.6%** | **Other Asset-Backed Securities — 3.6%** |
| &nbsp;&nbsp; CIFC Funding, Ser 2021-4A, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.642%, ICE LIBOR USD 3 Month + 1.850%, 07/15/33 (A)(B) |  | 3170000 |  | 3011284 |
| &nbsp;&nbsp; CLI Funding VI, Ser 2020-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.080%, 09/18/45 (A) |  | 1516000 |  | 1341494 |
| &nbsp;&nbsp; Commonbond Student Loan Trust, Ser 2021-AGS, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.400%, 03/25/52 (A) |  | 602781 |  | 466043 |
| &nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/20/49 (A) |  | 500000 |  | 452837 |
| &nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust, Ser 2022-4CS, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 11/20/54 (A) |  | 500000 |  | 445289 |
| &nbsp;&nbsp; Guggenheim MM CLO, Ser 2021-3A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.365%, ICE LIBOR USD 3 Month + 1.550%, 01/21/34 (A)(B) |  | 2000000 |  | 1933692 |
| &nbsp;&nbsp; Hardee's Funding, Ser 2021-1A, |  |  |  |  |
| &nbsp;&nbsp; Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.865%, 06/20/51 (A) |  | 1354375 |  | 1122277 |
| &nbsp;&nbsp; Home Equity Loan Trust, Ser 2006-HSA2, Cl AI3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.705%, 03/25/36 (B) |  | 40889 |  | 1865 |
| &nbsp;&nbsp; Jersey Mike's Funding, Ser 2019-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.433%, 02/15/50 (A) |  | 1637625 |  | 1509047 |
| &nbsp;&nbsp; ME Funding, Ser 2019-1, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.448%, 07/30/49 (A) |  | 1475438 |  | 1433185 |
| &nbsp;&nbsp; Mosaic Solar Loan Trust, Ser 2022-1A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.160%, 01/20/53 (A) |  | 1349038 |  | 1130071 |
| &nbsp;&nbsp; Octane Receivables Trust, Ser 2021-2A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.210%, 09/20/28 (A) |  | 517439 |  | 493229 |
| &nbsp;&nbsp; Oportun Issuance Trust, Ser 2022-3, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.451%, 01/08/30 (A) |  | 1642859 |  | 1645468 |
| &nbsp;&nbsp; ServiceMaster Funding, Ser 2020-1, Cl A2I |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.841%, 01/30/51 (A) |  | 982500 |  | 822222 |
| &nbsp;&nbsp; SERVPRO Master Issuer, Ser 2019-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.882%, 10/25/49 (A) |  | 1741500 |  | 1587569 |

---

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** | **ASSET-BACKED SECURITIES — continued** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; SOFI PROFESSIONAL LOAN PROGRAM, Ser 2017-F, Cl A2FX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.840%, 01/25/41 (A) | $458531 | $442428 |
| &nbsp;&nbsp; Vivint Solar Financing V, Ser 2018-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.370%, 04/30/48 (A) | 316522 | 294722 |
|  |  | 18132722 |
| &nbsp;&nbsp; Total Asset-Backed Securities<br>(Cost $78,078,621) |  | 76193289 |
| &nbsp;&nbsp; **MUNICIPAL BONDS — 1.5%** |  |  |
|  | **Face**<br> **Amount** | **Value** |
|  **Alaska — 0.1%** |  |  |
| &nbsp;&nbsp; City of Port Lions Alaska, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/01/32 | $500000 | $507667 |
|  **California — 0.4%** |  |  |
| &nbsp;&nbsp; California Community Choice Financing Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 08/01/29 | 825000 | 833088 |
| &nbsp;&nbsp; City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.258%, 05/15/30 | 1000000 | 911736 |
|  |  | 1744824 |
|  **Florida — 0.2%** |  |  |
| &nbsp;&nbsp; Florida Development Finance, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 07/01/57 (A)(B) | 1000000 | 998271 |
|  **Hawaii — 0.2%** |  |  |
| &nbsp;&nbsp; State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.242%, 01/01/31 | 1072517 | 1011463 |
|  **Illinois — 0.1%** |  |  |
| &nbsp;&nbsp; Chicago Housing Authority, Ser B, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.822%, 01/01/26 | 500000 | 487934 |
|  **Indiana — 0.2%** |  |  |
| &nbsp;&nbsp; City of Fort Wayne Indiana, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10.750%, 12/01/29 | 1000000 | 999047 |
|  **Montana — 0.0%** |  |  |
| &nbsp;&nbsp; County of Gallatin Montana, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11.500%, 09/01/27 (A) | 250000 | 263083 |
|  **New York — 0.3%** |  |  |
| &nbsp;&nbsp; New York State Energy Research & Development Authority, Ser A, RB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.621%, 04/01/27 | 820000 | 809439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.480%, 04/01/25 | 500000 | 496412 |
|  |  | 1305851 |

---

---

| | | |
|:---|:---|:---|
| **MUNICIPAL BONDS — continued** | **MUNICIPAL BONDS — continued** | **MUNICIPAL BONDS — continued** |
|  | **Face**<br> **Amount** | **Value** |
|  **South Dakota — 0.0%** |  |  |
| &nbsp;&nbsp; South Dakota Housing Development Authority, Ser E, RB |  |  |
| &nbsp;&nbsp; 5.460%, 05/01/53 | $250000 | $254556 |
| &nbsp;&nbsp; Total Municipal Bonds<br>(Cost $7,607,563) |  | 7572696 |
| &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%** | &nbsp;&nbsp; **U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; United States International Development Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.790%, 10/15/29 | $321676 | $292005 |
| &nbsp;&nbsp; Total U.S. Government Agency Obligations<br>(Cost $300,777) |  | 292005 |
| &nbsp;&nbsp; Total Investments in Securities— 97.0%<br>(Cost $510,335,103) | &nbsp;&nbsp; Total Investments in Securities— 97.0%<br>(Cost $510,335,103) | $500768303 |

---

Percentages are based on Net Assets of $516,001,521.

(A) Securities sold within the terms of a private placement memorandum, exempt from registration under section 144A of the
Securities Act of 1933, as amended, and maybe sold only to dealers in the program or other "accredited investors". The total value of these securities at January 31, 2023 was $141,455,186 and represented 27.4% of Net Assets.

(B) Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates for
certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically
based on prevailing interest rates.

(C) Zero coupon security.

AGM— Assured Guaranty Municipal

AMT — Alternative Minimum Tax

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

H15T1Y — US Treasury Yield Curve Rate T Note Constant Maturity 1 Year

H15T5Y — US Treasury Yield Curve Rate T Note Constant Maturity 5 Year

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Secured Overnight Financing Rate Index

------

<u>Catholic Responsible Investments</u>   <u> Opportunistic Bond Fund January 31, 2023 (Unaudited)</u>

TSFR1M — Term Secured Overnight Financing Rate 1 Month

USD — U.S. Dollar

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Equity Index Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | | |
| &nbsp;&nbsp; **COMMON STOCK — 99.0%** | | |
|  | <br>**Shares** | <br>**Value** |
|  **COMMUNICATION SERVICES — 8.1%** | **COMMUNICATION SERVICES — 8.1%** | **COMMUNICATION SERVICES — 8.1%** |
| &nbsp;&nbsp; Activision Blizzard | 62415 | $4779117 |
| &nbsp;&nbsp; Alphabet, Cl A \* | 523447 | 51737502 |
| &nbsp;&nbsp; Alphabet, Cl C \* | 464025 | 46342177 |
| &nbsp;&nbsp; AT&T | 774621 | 15779030 |
| &nbsp;&nbsp; Charter Communications, Cl A \* . | 9414 | 3617894 |
| &nbsp;&nbsp; Comcast, Cl A | 378105 | 14878432 |
| &nbsp;&nbsp; DISH Network, Cl A \* | 22036 | 317098 |
| &nbsp;&nbsp; Electronic Arts | 22985 | 2957710 |
| &nbsp;&nbsp; Fox | 12242 | 388071 |
| &nbsp;&nbsp; Fox | 26486 | 898935 |
| &nbsp;&nbsp; Interpublic Group of | 34079 | 1242520 |
| &nbsp;&nbsp; Lumen Technologies | 83377 | 437729 |
| &nbsp;&nbsp; Match Group \* | 24504 | 1326156 |
| &nbsp;&nbsp; Meta Platforms, Cl A \* | 197069 | 29357369 |
| &nbsp;&nbsp; Netflix \* | 39001 | 13800894 |
| &nbsp;&nbsp; News | 33532 | 679358 |
| &nbsp;&nbsp; News | 10337 | 211288 |
| &nbsp;&nbsp; Omnicom Group | 17890 | 1538361 |
| &nbsp;&nbsp; Paramount Global, Cl B | 44280 | 1025525 |
| &nbsp;&nbsp; Take-Two Interactive Software \* | 13825 | 1565405 |
| &nbsp;&nbsp; T-Mobile US \* | 100558 | 15014315 |
| &nbsp;&nbsp; Verizon Communications | 466295 | 19383883 |
| &nbsp;&nbsp; Walt Disney \* | 159728 | 17328891 |
| &nbsp;&nbsp; Warner Bros Discovery \* | 193627 | 2869552 |
|  |  | 247477212 |
|  **CONSUMER DISCRETIONARY — 10.2%** | **CONSUMER DISCRETIONARY — 10.2%** |  |
| &nbsp;&nbsp; Advance Auto Parts | 5269 | 802363 |
| &nbsp;&nbsp; Amazon.com \* | 777801 | 80214617 |
| &nbsp;&nbsp; Aptiv \* | 23726 | 2683173 |
| &nbsp;&nbsp; AutoZone \* | 1664 | 4058247 |
| &nbsp;&nbsp; Bath & Body Works | 20027 | 921442 |
| &nbsp;&nbsp; Best Buy | 17595 | 1561028 |
| &nbsp;&nbsp; Booking Holdings \* | 3399 | 8273506 |
| &nbsp;&nbsp; BorgWarner | 20542 | 971226 |
| &nbsp;&nbsp; CarMax \* | 13861 | 976508 |
| &nbsp;&nbsp; Carnival \* | 87722 | 949152 |
| &nbsp;&nbsp; Chipotle Mexican Grill, Cl A \* | 2429 | 3999057 |
| &nbsp;&nbsp; Darden Restaurants | 10726 | 1587126 |
| &nbsp;&nbsp; Dollar General | 19769 | 4618039 |
| &nbsp;&nbsp; Dollar Tree \* | 18448 | 2770521 |
| &nbsp;&nbsp; Domino's Pizza | 3102 | 1095006 |
| &nbsp;&nbsp; DR Horton | 27416 | 2705685 |
| &nbsp;&nbsp; eBay | 47575 | 2354963 |
| &nbsp;&nbsp; Etsy \* | 11015 | 1515444 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **CONSUMER DISCRETIONARY— continued** | **CONSUMER DISCRETIONARY— continued** | **CONSUMER DISCRETIONARY— continued** |
| &nbsp;&nbsp; Expedia Group \* | 13154 | $1503502 |
| &nbsp;&nbsp; Ford Motor | 346117 | 4676041 |
| &nbsp;&nbsp; Garmin | 13417 | 1326673 |
| &nbsp;&nbsp; General Motors | 124516 | 4895969 |
| &nbsp;&nbsp; Genuine Parts | 12354 | 2073248 |
| &nbsp;&nbsp; Hasbro | 11385 | 673650 |
| &nbsp;&nbsp; Hilton Worldwide Holdings | 23702 | 3438923 |
| &nbsp;&nbsp; Home Depot | 89717 | 29083560 |
| &nbsp;&nbsp; Lennar, Cl A | 22350 | 2288640 |
| &nbsp;&nbsp; LKQ | 22220 | 1310091 |
| &nbsp;&nbsp; Lowe's | 54397 | 11328175 |
| &nbsp;&nbsp; Marriott International, Cl A | 23580 | 4107164 |
| &nbsp;&nbsp; McDonald's | 64188 | 17163871 |
| &nbsp;&nbsp; Mohawk Industries \* | 4621 | 554797 |
| &nbsp;&nbsp; NIKE, Cl B | 110397 | 14056850 |
| &nbsp;&nbsp; Norwegian Cruise Line Holdings \* | 36971 | 562329 |
| &nbsp;&nbsp; NVR \* | 263 | 1386010 |
| &nbsp;&nbsp; O'Reilly Automotive \* | 5484 | 4345247 |
| &nbsp;&nbsp; Pool | 3422 | 1319558 |
| &nbsp;&nbsp; PulteGroup | 19961 | 1135581 |
| &nbsp;&nbsp; Ralph Lauren, Cl A | 3601 | 445984 |
| &nbsp;&nbsp; Ross Stores | 30416 | 3594867 |
| &nbsp;&nbsp; Starbucks | 100600 | 10979484 |
| &nbsp;&nbsp; Tapestry | 21110 | 961983 |
| &nbsp;&nbsp; Target | 40337 | 6943611 |
| &nbsp;&nbsp; Tesla \* | 235229 | 40746367 |
| &nbsp;&nbsp; TJX | 101798 | 8333184 |
| &nbsp;&nbsp; Tractor Supply | 9681 | 2207171 |
| &nbsp;&nbsp; Ulta Beauty \* | 4489 | 2307167 |
| &nbsp;&nbsp; VF | 28970 | 896332 |
| &nbsp;&nbsp; Whirlpool | 4774 | 742787 |
| &nbsp;&nbsp; Yum! Brands | 24687 | 3221900 |
|  |  | 310667819 |
|  **CONSUMER STAPLES — 7.7%** |  |  |
| &nbsp;&nbsp; Archer-Daniels-Midland | 49249 | 4080280 |
| &nbsp;&nbsp; Brown-Forman, Cl B | 16073 | 1070140 |
| &nbsp;&nbsp; Campbell Soup | 17587 | 913293 |
| &nbsp;&nbsp; Clorox | 10813 | 1564533 |
| &nbsp;&nbsp; Coca-Cola | 533528 | 32715937 |
| &nbsp;&nbsp; Colgate-Palmolive | 73160 | 5452615 |
| &nbsp;&nbsp; Conagra Brands | 42010 | 1562352 |
| &nbsp;&nbsp; Constellation Brands, Cl A | 14226 | 3293604 |
| &nbsp;&nbsp; Costco Wholesale | 43729 | 22351641 |
| &nbsp;&nbsp; Estee Lauder, Cl A | 20268 | 5615857 |

---

------

<u>Catholic Responsible Investments</u>   <u> Equity Index Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **COMMON STOCK — continued** | **COMMON STOCK — continued** | **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **CONSUMER STAPLES— continued** | **CONSUMER STAPLES— continued** |  |
| &nbsp;&nbsp; General Mills | 80860 | $6336190 |
| &nbsp;&nbsp; Hershey | 12880 | 2892848 |
| &nbsp;&nbsp; Hormel Foods | 25417 | 1151644 |
| &nbsp;&nbsp; J M Smucker | 9338 | 1426846 |
| &nbsp;&nbsp; Kellogg | 22394 | 1535780 |
| &nbsp;&nbsp; Keurig Dr Pepper | 74500 | 2628360 |
| &nbsp;&nbsp; Kimberly-Clark | 29577 | 3845306 |
| &nbsp;&nbsp; Kraft Heinz | 69756 | 2827211 |
| &nbsp;&nbsp; Kroger | 57042 | 2545785 |
| &nbsp;&nbsp; Lamb Weston Holdings | 12636 | 1262210 |
| &nbsp;&nbsp; McCormick | 21961 | 1649710 |
| &nbsp;&nbsp; Molson Coors Beverage, Cl B | 16428 | 863784 |
| &nbsp;&nbsp; Mondelez International, Cl A | 119728 | 7835000 |
| &nbsp;&nbsp; Monster Beverage \* | 33379 | 3474086 |
| &nbsp;&nbsp; PepsiCo | 190933 | 32653362 |
| &nbsp;&nbsp; Procter & Gamble | 247345 | 35216981 |
| &nbsp;&nbsp; Sysco | 44418 | 3440618 |
| &nbsp;&nbsp; Tyson Foods, Cl A | 25377 | 1668538 |
| &nbsp;&nbsp; Walgreens Boots Alliance | 62937 | 2319858 |
| &nbsp;&nbsp; Walmart | 271864 | 39113074 |
|  |  | 233307443 |
|  **ENERGY — 5.2%** |  |  |
| &nbsp;&nbsp; APA | 28152 | 1247978 |
| &nbsp;&nbsp; Baker Hughes, Cl A | 87731 | 2784582 |
| &nbsp;&nbsp; Chevron | 169793 | 29547378 |
| &nbsp;&nbsp; ConocoPhillips | 109203 | 13308570 |
| &nbsp;&nbsp; Coterra Energy | 69139 | 1730549 |
| &nbsp;&nbsp; Devon Energy | 57280 | 3622387 |
| &nbsp;&nbsp; Diamondback Energy | 15424 | 2253755 |
| &nbsp;&nbsp; EOG Resources | 51478 | 6807965 |
| &nbsp;&nbsp; Equities | 32200 | 1051974 |
| &nbsp;&nbsp; Exxon Mobil | 411593 | 47748904 |
| &nbsp;&nbsp; Halliburton | 79613 | 3281648 |
| &nbsp;&nbsp; Hess | 24318 | 3651591 |
| &nbsp;&nbsp; Kinder Morgan | 173314 | 3171646 |
| &nbsp;&nbsp; Marathon Oil | 55641 | 1528458 |
| &nbsp;&nbsp; Marathon Petroleum | 41073 | 5278702 |
| &nbsp;&nbsp; Occidental Petroleum | 63687 | 4126281 |
| &nbsp;&nbsp; ONEOK | 39196 | 2684142 |
| &nbsp;&nbsp; Phillips 66 | 41421 | 4153284 |
| &nbsp;&nbsp; Pioneer Natural Resources | 20823 | 4796578 |
| &nbsp;&nbsp; Schlumberger | 124242 | 7079309 |
| &nbsp;&nbsp; Targa Resources | 19800 | 1485396 |
| &nbsp;&nbsp; Valero Energy | 33787 | 4731194 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **ENERGY— continued** |  |  |
| &nbsp;&nbsp; Williams | 106747 | $3441523 |
|  |  | 159513794 |
|  **FINANCIALS — 12.0%** |  |  |
| &nbsp;&nbsp; Aflac | 55044 | 4045734 |
| &nbsp;&nbsp; Allstate | 23243 | 2986028 |
| &nbsp;&nbsp; American Express | 52389 | 9164408 |
| &nbsp;&nbsp; American International Group | 65126 | 4117266 |
| &nbsp;&nbsp; Ameriprise Financial | 9326 | 3265219 |
| &nbsp;&nbsp; Aon, Cl A | 18128 | 5777031 |
| &nbsp;&nbsp; Arch Capital Group \* | 32400 | 2084940 |
| &nbsp;&nbsp; Arthur J Gallagher | 18478 | 3616514 |
| &nbsp;&nbsp; Assurant | 4630 | 613892 |
| &nbsp;&nbsp; Bank of America | 611669 | 21702016 |
| &nbsp;&nbsp; Bank of New York Mellon | 64495 | 3261512 |
| &nbsp;&nbsp; Berkshire Hathaway, Cl B \* | 176370 | 54942782 |
| &nbsp;&nbsp; BlackRock, Cl A | 13163 | 9993481 |
| &nbsp;&nbsp; Brown & Brown | 20600 | 1206336 |
| &nbsp;&nbsp; Capital One Financial | 33460 | 3981740 |
| &nbsp;&nbsp; Cboe Global Markets | 9297 | 1142415 |
| &nbsp;&nbsp; Charles Schwab | 133649 | 10347106 |
| &nbsp;&nbsp; Chubb | 43562 | 9909919 |
| &nbsp;&nbsp; Cincinnati Financial | 13775 | 1558641 |
| &nbsp;&nbsp; Citigroup | 169781 | 8865964 |
| &nbsp;&nbsp; Citizens Financial Group | 43149 | 1869215 |
| &nbsp;&nbsp; CME Group, Cl A | 31526 | 5569383 |
| &nbsp;&nbsp; Comerica | 11457 | 839913 |
| &nbsp;&nbsp; Discover Financial Services | 23968 | 2797785 |
| &nbsp;&nbsp; Everest Re Group | 3432 | 1200136 |
| &nbsp;&nbsp; Eversource Energy | 30569 | 2516746 |
| &nbsp;&nbsp; FactSet Research Systems | 3339 | 1412197 |
| &nbsp;&nbsp; Fifth Third Bancorp | 60126 | 2181973 |
| &nbsp;&nbsp; First Republic Bank | 16031 | 2258447 |
| &nbsp;&nbsp; Franklin Resources | 24860 | 775632 |
| &nbsp;&nbsp; Globe Life | 7928 | 958099 |
| &nbsp;&nbsp; Goldman Sachs Group | 29677 | 10856143 |
| &nbsp;&nbsp; Hartford Financial Services Group | 27849 | 2161361 |
| &nbsp;&nbsp; Huntington Bancshares | 126451 | 1918262 |
| &nbsp;&nbsp; Intercontinental Exchange | 48950 | 5264572 |
| &nbsp;&nbsp; Invesco | 39886 | 738290 |
| &nbsp;&nbsp; JPMorgan Chase | 257061 | 35978258 |
| &nbsp;&nbsp; KeyCorp | 81767 | 1569109 |
| &nbsp;&nbsp; Lincoln National | 13453 | 476640 |
| &nbsp;&nbsp; Loews | 17243 | 1060100 |
| &nbsp;&nbsp; M&T Bank | 15128 | 2359968 |

---

------

<u>Catholic Responsible Investments</u>   <u> Equity Index Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | |
|  | **Shares** | <br> **Value** |
|  **FINANCIALS— continued** |  |  |
| &nbsp;&nbsp; MarketAxess Holdings | 3298 | $1199977 |
| &nbsp;&nbsp; Marsh & McLennan | 43469 | 7603163 |
| &nbsp;&nbsp; MetLife | 57729 | 4215372 |
| &nbsp;&nbsp; Moody's | 13808 | 4456532 |
| &nbsp;&nbsp; Morgan Stanley | 115515 | 11243075 |
| &nbsp;&nbsp; MSCI, Cl A | 7007 | 3724641 |
| &nbsp;&nbsp; Nasdaq | 29717 | 1788666 |
| &nbsp;&nbsp; Northern Trust | 18236 | 1768345 |
| &nbsp;&nbsp; PNC Financial Services Group | 35346 | 5847289 |
| &nbsp;&nbsp; Principal Financial Group | 19939 | 1845354 |
| &nbsp;&nbsp; Progressive | 75775 | 10331921 |
| &nbsp;&nbsp; Prudential Financial | 32282 | 3387673 |
| &nbsp;&nbsp; Raymond James Financial | 16966 | 1913256 |
| &nbsp;&nbsp; Regions Financial | 81880 | 1927455 |
| &nbsp;&nbsp; S&P Global | 29184 | 10942249 |
| &nbsp;&nbsp; Signature Bank NY | 5515 | 711159 |
| &nbsp;&nbsp; State Street | 32176 | 2938634 |
| &nbsp;&nbsp; SVB Financial Group \* | 5180 | 1566639 |
| &nbsp;&nbsp; Synchrony Financial | 39461 | 1449403 |
| &nbsp;&nbsp; T Rowe Price Group | 19584 | 2280949 |
| &nbsp;&nbsp; Travelers | 20538 | 3925223 |
| &nbsp;&nbsp; Truist Financial | 116234 | 5740797 |
| &nbsp;&nbsp; US Bancorp | 118538 | 5903192 |
| &nbsp;&nbsp; W R Berkley | 17945 | 1258662 |
| &nbsp;&nbsp; Wells Fargo | 333935 | 15651533 |
| &nbsp;&nbsp; Willis Towers Watson | 9486 | 2411246 |
| &nbsp;&nbsp; Zions Bancorp | 13109 | 696874 |
|  |  | 364074452 |
|  **HEALTH CARE — 12.5%** |  |  |
| &nbsp;&nbsp; Align Technology \* | 6366 | 1717101 |
| &nbsp;&nbsp; AmerisourceBergen, Cl A | 66406 | 11219958 |
| &nbsp;&nbsp; Baxter International | 55500 | 2535795 |
| &nbsp;&nbsp; Boston Scientific \* | 326945 | 15121206 |
| &nbsp;&nbsp; Cardinal Health | 91479 | 7066753 |
| &nbsp;&nbsp; Cigna | 78010 | 24703427 |
| &nbsp;&nbsp; CVS Health | 252299 | 22257818 |
| &nbsp;&nbsp; DaVita \* | 4848 | 399427 |
| &nbsp;&nbsp; DENTSPLY SIRONA | 18840 | 693877 |
| &nbsp;&nbsp; Dexcom \* | 33851 | 3625104 |
| &nbsp;&nbsp; Edwards Lifesciences \* | 77534 | 5946858 |
| &nbsp;&nbsp; Elevance Health | 46612 | 23305534 |
| &nbsp;&nbsp; Gilead Sciences | 368800 | 30957072 |
| &nbsp;&nbsp; Henry Schein \* | 38350 | 3303852 |
| &nbsp;&nbsp; Hologic \* | 81751 | 6652079 |
| &nbsp;&nbsp; Humana | 29085 | 14882794 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | |
|  | **Shares** | <br> **Value** |
|  **HEALTH CARE— continued** |  |  |
| &nbsp;&nbsp; IDEXX Laboratories \* | 8480 | $4074640 |
| &nbsp;&nbsp; Incyte \* | 206258 | 17560806 |
| &nbsp;&nbsp; Intuitive Surgical \* | 38209 | 9387569 |
| &nbsp;&nbsp; IQVIA Holdings \* | 91605 | 21015103 |
| &nbsp;&nbsp; Laboratory Corp of America |  |  |
| &nbsp;&nbsp; Holdings | 18660 | 4704559 |
| &nbsp;&nbsp; McKesson | 52906 | 20034444 |
| &nbsp;&nbsp; Medtronic | 235390 | 19699789 |
| &nbsp;&nbsp; Mettler-Toledo International \* | 11079 | 16983221 |
| &nbsp;&nbsp; Molina Healthcare \* | 17618 | 5493821 |
| &nbsp;&nbsp; Quest Diagnostics | 23724 | 3522539 |
| &nbsp;&nbsp; ResMed | 24745 | 5651016 |
| &nbsp;&nbsp; STERIS | 13165 | 2718704 |
| &nbsp;&nbsp; Stryker | 64925 | 16478614 |
| &nbsp;&nbsp; Teleflex | 4387 | 1067884 |
| &nbsp;&nbsp; Waters \* | 38086 | 12514298 |
| &nbsp;&nbsp; West Pharmaceutical Services | 40929 | 10870742 |
| &nbsp;&nbsp; Zimmer Biomet Holdings | 51757 | 6590736 |
| &nbsp;&nbsp; Zoetis, Cl A | 160116 | 26497597 |
|  |  | 379254737 |
|  **INDUSTRIALS — 7.4%** |  |  |
| &nbsp;&nbsp; 3M | 66194 | 7617605 |
| &nbsp;&nbsp; A O Smith | 11156 | 755261 |
| &nbsp;&nbsp; Alaska Air Group \* | 11123 | 571055 |
| &nbsp;&nbsp; Allegion | 7699 | 905017 |
| &nbsp;&nbsp; American Airlines Group \* | 56976 | 919593 |
| &nbsp;&nbsp; AMETEK | 29113 | 4219056 |
| &nbsp;&nbsp; Carrier Global | 73286 | 3336712 |
| &nbsp;&nbsp; Caterpillar | 63110 | 15922022 |
| &nbsp;&nbsp; CH Robinson Worldwide | 10300 | 1031751 |
| &nbsp;&nbsp; Cintas | 7564 | 3356449 |
| &nbsp;&nbsp; Copart \* | 37596 | 2504270 |
| &nbsp;&nbsp; CoStar Group \* | 35600 | 2773240 |
| &nbsp;&nbsp; CSX | 184282 | 5697999 |
| &nbsp;&nbsp; Cummins | 24226 | 6045356 |
| &nbsp;&nbsp; Deere | 46756 | 19770307 |
| &nbsp;&nbsp; Delta Air Lines \* | 56194 | 2197185 |
| &nbsp;&nbsp; Dover | 12300 | 1867509 |
| &nbsp;&nbsp; Eaton | 56286 | 9130152 |
| &nbsp;&nbsp; Emerson Electric | 105183 | 9489610 |
| &nbsp;&nbsp; Equifax | 10731 | 2384428 |
| &nbsp;&nbsp; Expeditors International of Washington | 13946 | 1508260 |
| &nbsp;&nbsp; Fastenal | 50229 | 2539076 |
| &nbsp;&nbsp; FedEx | 20981 | 4067377 |

---

------

<u>Catholic Responsible Investments</u>   <u> Equity Index Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | |
|  | **Shares** | <br> **Value** |
|  **INDUSTRIALS— continued** |  |  |
| &nbsp;&nbsp; Fortive | 31050 | $2112331 |
| &nbsp;&nbsp; Generac Holdings \* | 5558 | 670295 |
| &nbsp;&nbsp; Howmet Aerospace | 32309 | 1314653 |
| &nbsp;&nbsp; IDEX | 6610 | 1584285 |
| &nbsp;&nbsp; Illinois Tool Works | 40390 | 9533656 |
| &nbsp;&nbsp; Ingersoll Rand | 35443 | 1984808 |
| &nbsp;&nbsp; JB Hunt Transport Services | 7259 | 1372314 |
| &nbsp;&nbsp; Johnson Controls International | 60324 | 4196741 |
| &nbsp;&nbsp; Masco | 19791 | 1052881 |
| &nbsp;&nbsp; Nordson | 4713 | 1146673 |
| &nbsp;&nbsp; Norfolk Southern | 20289 | 4987239 |
| &nbsp;&nbsp; Old Dominion Freight Line | 7940 | 2645926 |
| &nbsp;&nbsp; Otis Worldwide | 38800 | 3190524 |
| &nbsp;&nbsp; PACCAR | 80400 | 8788524 |
| &nbsp;&nbsp; Parker-Hannifin | 13379 | 4361554 |
| &nbsp;&nbsp; Pentair | 14388 | 796807 |
| &nbsp;&nbsp; Quanta Services | 21406 | 3257779 |
| &nbsp;&nbsp; Republic Services, Cl A | 18001 | 2246885 |
| &nbsp;&nbsp; Robert Half International | 9519 | 799215 |
| &nbsp;&nbsp; Rockwell Automation | 10065 | 2838632 |
| &nbsp;&nbsp; Rollins | 20270 | 737828 |
| &nbsp;&nbsp; Snap-on | 4658 | 1158585 |
| &nbsp;&nbsp; Southwest Airlines | 52071 | 1862580 |
| &nbsp;&nbsp; Stanley Black & Decker | 12947 | 1156297 |
| &nbsp;&nbsp; Trane Technologies | 22383 | 4009243 |
| &nbsp;&nbsp; TransDigm Group | 4693 | 3368401 |
| &nbsp;&nbsp; Union Pacific | 53880 | 11001757 |
| &nbsp;&nbsp; United Airlines Holdings \* | 28638 | 1402116 |
| &nbsp;&nbsp; United Parcel Service, Cl B | 63960 | 11847311 |
| &nbsp;&nbsp; United Rentals | 6074 | 2678330 |
| &nbsp;&nbsp; Verisk Analytics, Cl A | 13706 | 2491614 |
| &nbsp;&nbsp; Waste Management | 46509 | 7196338 |
| &nbsp;&nbsp; Westinghouse Air Brake |  |  |
| &nbsp;&nbsp; Technologies | 19068 | 1979449 |
| &nbsp;&nbsp; WW Grainger | 6184 | 3645344 |
| &nbsp;&nbsp; Xylem | 15794 | 1642734 |
|  |  | 223668939 |
|  **INFORMATION TECHNOLOGY — 27.4%** | **INFORMATION TECHNOLOGY — 27.4%** |  |
| &nbsp;&nbsp; Accenture, Cl A | 55219 | 15408862 |
| &nbsp;&nbsp; Adobe \* | 40743 | 15088763 |
| &nbsp;&nbsp; Advanced Micro Devices \* | 141292 | 10618094 |
| &nbsp;&nbsp; Akamai Technologies \* | 13792 | 1226798 |
| &nbsp;&nbsp; Amphenol, Cl A | 52164 | 4161122 |
| &nbsp;&nbsp; Analog Devices | 48110 | 8249422 |
| &nbsp;&nbsp; ANSYS \* | 7634 | 2033392 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | |
|  | **Shares** | <br> **Value** |
|  **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** |
| &nbsp;&nbsp; Apple | 1369787 | $197646566 |
| &nbsp;&nbsp; Applied Materials | 75369 | 8402890 |
| &nbsp;&nbsp; Arista Networks \* | 21692 | 2733626 |
| &nbsp;&nbsp; Autodesk \* | 18918 | 4070397 |
| &nbsp;&nbsp; Automatic Data Processing | 36355 | 8209323 |
| &nbsp;&nbsp; Broadcom | 42160 | 24664022 |
| &nbsp;&nbsp; Broadridge Financial Solutions | 10311 | 1550362 |
| &nbsp;&nbsp; Cadence Design Systems \* | 24041 | 4395416 |
| &nbsp;&nbsp; CDW | 11865 | 2325896 |
| &nbsp;&nbsp; Ceridian HCM Holding \* | 13470 | 973612 |
| &nbsp;&nbsp; Cisco Systems | 359850 | 17513900 |
| &nbsp;&nbsp; Cognizant Technology Solutions, Cl A | 45001 | 3003817 |
| &nbsp;&nbsp; DXC Technology \* | 20128 | 578277 |
| &nbsp;&nbsp; Enphase Energy \* | 11912 | 2637079 |
| &nbsp;&nbsp; EPAM Systems \* | 5040 | 1676556 |
| &nbsp;&nbsp; F5 \* | 5246 | 774624 |
| &nbsp;&nbsp; Fidelity National Information Services | 52027 | 3904106 |
| &nbsp;&nbsp; First Solar \* | 8689 | 1543166 |
| &nbsp;&nbsp; Fiserv \* | 55653 | 5937062 |
| &nbsp;&nbsp; FleetCor Technologies \* | 6464 | 1349748 |
| &nbsp;&nbsp; Fortinet \* | 56815 | 2973697 |
| &nbsp;&nbsp; Gartner \* | 6926 | 2341958 |
| &nbsp;&nbsp; Gen Digital | 50848 | 1170013 |
| &nbsp;&nbsp; Global Payments | 23697 | 2671126 |
| &nbsp;&nbsp; Hewlett Packard Enterprise | 112719 | 1818157 |
| &nbsp;&nbsp; HP | 77623 | 2261934 |
| &nbsp;&nbsp; Intel | 361666 | 10220681 |
| &nbsp;&nbsp; International Business Machines | 79236 | 10675466 |
| &nbsp;&nbsp; Intuit | 24703 | 10441217 |
| &nbsp;&nbsp; Jack Henry & Associates | 6393 | 1151315 |
| &nbsp;&nbsp; Juniper Networks | 28399 | 917288 |
| &nbsp;&nbsp; Keysight Technologies \* | 15669 | 2810235 |
| &nbsp;&nbsp; KLA | 12420 | 4874602 |
| &nbsp;&nbsp; Lam Research | 11952 | 5977195 |
| &nbsp;&nbsp; Mastercard, Cl A | 75313 | 27910998 |
| &nbsp;&nbsp; Microchip Technology | 48228 | 3743457 |
| &nbsp;&nbsp; Micron Technology | 95246 | 5743334 |
| &nbsp;&nbsp; Microsoft | 729237 | 180712221 |
| &nbsp;&nbsp; Monolithic Power Systems | 3908 | 1666996 |
| &nbsp;&nbsp; Motorola Solutions | 14653 | 3765968 |
| &nbsp;&nbsp; NetApp | 19015 | 1259363 |
| &nbsp;&nbsp; NVIDIA | 218219 | 42633446 |
| &nbsp;&nbsp; NXP Semiconductors | 22710 | 4185680 |
| &nbsp;&nbsp; ON Semiconductor \* | 37900 | 2783755 |

---

------

<u>Catholic Responsible Investments</u>   <u> Equity Index Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | |
|  | **Shares** | <br> **Value** |
|  **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** |
| &nbsp;&nbsp; Oracle | 134726 | $11917862 |
| &nbsp;&nbsp; Paychex | 28110 | 3256825 |
| &nbsp;&nbsp; Paycom Software \* | 4260 | 1379984 |
| &nbsp;&nbsp; PayPal Holdings \* | 99899 | 8140770 |
| &nbsp;&nbsp; PTC \* | 9265 | 1249663 |
| &nbsp;&nbsp; Qorvo \* | 8894 | 966422 |
| &nbsp;&nbsp; QUALCOMM | 98242 | 13086817 |
| &nbsp;&nbsp; Roper Technologies | 9294 | 3966214 |
| &nbsp;&nbsp; Salesforce \* | 87638 | 14720555 |
| &nbsp;&nbsp; Seagate Technology Holdings | 16813 | 1139585 |
| &nbsp;&nbsp; ServiceNow \* | 17703 | 8057166 |
| &nbsp;&nbsp; Skyworks Solutions | 14087 | 1544921 |
| &nbsp;&nbsp; SolarEdge Technologies \* | 4899 | 1563418 |
| &nbsp;&nbsp; Synopsys \* | 13401 | 4740604 |
| &nbsp;&nbsp; TE Connectivity | 27876 | 3544434 |
| &nbsp;&nbsp; Teledyne Technologies \* | 4108 | 1742860 |
| &nbsp;&nbsp; Teradyne | 13672 | 1390442 |
| &nbsp;&nbsp; Texas Instruments | 120790 | 21405196 |
| &nbsp;&nbsp; Trimble \* | 21600 | 1254096 |
| &nbsp;&nbsp; Tyler Technologies \* | 3649 | 1177788 |
| &nbsp;&nbsp; VeriSign \* | 8083 | 1762498 |
| &nbsp;&nbsp; Visa, Cl A | 151744 | 34932986 |
| &nbsp;&nbsp; Western Digital \* | 27847 | 1223876 |
| &nbsp;&nbsp; Zebra Technologies, Cl A \* | 4525 | 1430714 |
|  |  | 830982696 |
|  **MATERIALS — 3.1%** |  |  |
| &nbsp;&nbsp; Air Products and Chemicals | 24992 | 8010186 |
| &nbsp;&nbsp; Albemarle | 10267 | 2889647 |
| &nbsp;&nbsp; Amcor | 130535 | 1574252 |
| &nbsp;&nbsp; Avery Dennison | 7096 | 1344266 |
| &nbsp;&nbsp; Ball | 27468 | 1599736 |
| &nbsp;&nbsp; Celanese, Cl A | 8742 | 1077014 |
| &nbsp;&nbsp; CF Industries Holdings | 24904 | 2109369 |
| &nbsp;&nbsp; Corteva | 124939 | 8052319 |
| &nbsp;&nbsp; Dow | 61628 | 3657622 |
| &nbsp;&nbsp; DuPont de Nemours | 43565 | 3221632 |
| &nbsp;&nbsp; Eastman Chemical | 10537 | 929047 |
| &nbsp;&nbsp; Ecolab | 21717 | 3362443 |
| &nbsp;&nbsp; FMC | 11039 | 1469622 |
| &nbsp;&nbsp; Freeport-McMoRan | 125251 | 5588700 |
| &nbsp;&nbsp; International Flavors & |  |  |
| &nbsp;&nbsp; Fragrances | 22344 | 2512806 |
| &nbsp;&nbsp; International Paper | 31130 | 1301857 |
| &nbsp;&nbsp; Linde | 57465 | 19017467 |
| &nbsp;&nbsp; LyondellBasell Industries, Cl A | 22262 | 2152513 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | |
|  | **Shares** | <br> **Value** |
|  **MATERIALS— continued** |  |  |
| &nbsp;&nbsp; Martin Marietta Materials | 5442 | $1957161 |
| &nbsp;&nbsp; Mosaic | 29866 | 1479561 |
| &nbsp;&nbsp; Newmont | 69515 | 3679429 |
| &nbsp;&nbsp; Nucor | 22483 | 3800077 |
| &nbsp;&nbsp; Packaging Corp of America | 8110 | 1157297 |
| &nbsp;&nbsp; PPG Industries | 20597 | 2684613 |
| &nbsp;&nbsp; Sealed Air | 12678 | 694247 |
| &nbsp;&nbsp; Sherwin-Williams | 20667 | 4889605 |
| &nbsp;&nbsp; Steel Dynamics | 21700 | 2617888 |
| &nbsp;&nbsp; Vulcan Materials | 11648 | 2135428 |
| &nbsp;&nbsp; Westrock | 22241 | 872737 |
|  |  | 95838541 |
|  **REAL ESTATE — 2.5%** |  |  |
| &nbsp;&nbsp; Alexandria Real Estate Equities ‡ | 13086 | 2103444 |
| &nbsp;&nbsp; American Tower ‡ | 40805 | 9115429 |
| &nbsp;&nbsp; AvalonBay Communities ‡ | 12260 | 2175414 |
| &nbsp;&nbsp; Boston Properties ‡ | 12472 | 929663 |
| &nbsp;&nbsp; Camden Property Trust ‡ | 9336 | 1150289 |
| &nbsp;&nbsp; CBRE Group, Cl A \* | 27668 | 2365891 |
| &nbsp;&nbsp; Crown Castle International ‡ | 37952 | 5621071 |
| &nbsp;&nbsp; Digital Realty Trust ‡ | 25198 | 2888195 |
| &nbsp;&nbsp; Equinix ‡ | 8110 | 5986234 |
| &nbsp;&nbsp; Equity Residential ‡ | 29782 | 1895624 |
| &nbsp;&nbsp; Essex Property Trust ‡ | 5675 | 1282947 |
| &nbsp;&nbsp; Extra Space Storage ‡ | 11737 | 1852451 |
| &nbsp;&nbsp; Federal Realty Investment Trust ‡ | 6405 | 714350 |
| &nbsp;&nbsp; Host Hotels & Resorts ‡ | 62691 | 1181725 |
| &nbsp;&nbsp; Invitation Homes ‡ | 50900 | 1654250 |
| &nbsp;&nbsp; Iron Mountain ‡ | 25460 | 1389607 |
| &nbsp;&nbsp; Kimco Realty ‡ | 54155 | 1216321 |
| &nbsp;&nbsp; Mid-America Apartment Communities ‡ | 10120 | 1687206 |
| &nbsp;&nbsp; Prologis ‡ | 80897 | 10458364 |
| &nbsp;&nbsp; Public Storage ‡ | 13853 | 4216022 |
| &nbsp;&nbsp; Realty Income ‡ | 54930 | 3725902 |
| &nbsp;&nbsp; Regency Centers ‡ | 13487 | 898639 |
| &nbsp;&nbsp; SBA Communications, Cl A ‡ | 9462 | 2815229 |
| &nbsp;&nbsp; Simon Property Group ‡ | 28653 | 3680764 |
| &nbsp;&nbsp; UDR ‡ | 26783 | 1140688 |
| &nbsp;&nbsp; Welltower ‡ | 41412 | 3107556 |
| &nbsp;&nbsp; Weyerhaeuser ‡ | 64469 | 2219668 |
|  |  | 77472943 |
|  **UTILITIES — 2.9%** |  |  |
| &nbsp;&nbsp; American Water Works | 15935 | 2493668 |

---

------

<u>Catholic Responsible Investments</u>   <u> Equity Index Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | | |
|  | <br> **Shares** | <br> **Value** |
|  **UTILITIES— continued** |  |  |
| &nbsp;&nbsp; Atmos Energy | 12260 | $1441041 |
| &nbsp;&nbsp; CenterPoint Energy | 55186 | 1662202 |
| &nbsp;&nbsp; CMS Energy | 25437 | 1607364 |
| &nbsp;&nbsp; Consolidated Edison | 44685 | 4258927 |
| &nbsp;&nbsp; Constellation Energy | 118704 | 10132602 |
| &nbsp;&nbsp; Dominion Energy | 73027 | 4647438 |
| &nbsp;&nbsp; Edison International | 33487 | 2307254 |
| &nbsp;&nbsp; Entergy | 17833 | 1930957 |
| &nbsp;&nbsp; Exelon | 87113 | 3675298 |
| &nbsp;&nbsp; FirstEnergy | 47557 | 1947459 |
| &nbsp;&nbsp; NextEra Energy | 287828 | 21480604 |
| &nbsp;&nbsp; NRG Energy | 20178 | 690491 |
| &nbsp;&nbsp; PG&E \* | 141100 | 2243490 |
| &nbsp;&nbsp; Pinnacle West Capital | 9904 | 738343 |
| &nbsp;&nbsp; Public Service Enterprise Group . | 43746 | 2709190 |
| &nbsp;&nbsp; Sempra Energy | 66614 | 10680223 |
| &nbsp;&nbsp; Southern | 183443 | 12415422 |
|  |  | 87061973 |
| &nbsp;&nbsp; Total Common Stock<br>(Cost $2,000,045,891) |  | 3009320549 |
| &nbsp;&nbsp; **RIGHTS — 0.0%** |  |  |
|  | **Number Of<br>Rights** |  |
| &nbsp;&nbsp; Abiomed (A)(B) | 5594 |  |
| &nbsp;&nbsp; Total Rights<br>(Cost $–) |  |  |
| &nbsp;&nbsp; Total Investments in Securities— 99.0%<br>(Cost $2,000,045,891) | &nbsp;&nbsp; Total Investments in Securities— 99.0%<br>(Cost $2,000,045,891) | $3009320549 |

---

Percentages are based on Net Assets of $3,039,852,302.

A list of the open futures contracts held by the Fund at January 31, 2023 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Type of<br> Contract | Number of<br> Contracts | Expiration<br> Date | Notional<br> Amount | Value | Unrealized<br> Appreciation/<br> (Depreciation) |
|  Long |  |  |  |  |  |
|  Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Index |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; E-MINI | 140 | Mar-2023 | $27483288 | $28630000 | $1146712 |

---

\* Non-income producing security.

‡ Real Estate Investment Trust.

(A) Level 3 security in accordance with fair value hierarchy.

(B) Expiration date not available.

Cl — Class

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **COMMON STOCK — 99.0%** | &nbsp;&nbsp; **COMMON STOCK — 99.0%** | &nbsp;&nbsp; **COMMON STOCK — 99.0%** |
|  | **Shares** | **Value** |
|  **COMMUNICATION SERVICES — 2.1%** | **COMMUNICATION SERVICES — 2.1%** | **COMMUNICATION SERVICES — 2.1%** |
| &nbsp;&nbsp; AMC Networks, Cl A \* | 14488 | $268173 |
| &nbsp;&nbsp; ATN International | 6196 | 302860 |
| &nbsp;&nbsp; Cars.com \* | 32722 | 559546 |
| &nbsp;&nbsp; Cinemark Holdings \* | 56721 | 677249 |
| &nbsp;&nbsp; Cogent Communications Holdings | 22451 | 1539465 |
| &nbsp;&nbsp; Consolidated Communications Holdings \* | 41839 | 182000 |
| &nbsp;&nbsp; EW Scripps, Cl A \* | 29662 | 443447 |
| &nbsp;&nbsp; Gannett \* | 79957 | 180703 |
| &nbsp;&nbsp; Gogo \* | 35281 | 591662 |
| &nbsp;&nbsp; Marcus | 12851 | 194564 |
| &nbsp;&nbsp; QuinStreet \* | 26915 | 412607 |
| &nbsp;&nbsp; Scholastic | 15490 | 685278 |
| &nbsp;&nbsp; Shenandoah Telecommunications | 26913 | 526149 |
| &nbsp;&nbsp; Shutterstock | 12349 | 929509 |
| &nbsp;&nbsp; TechTarget \* | 13968 | 691835 |
| &nbsp;&nbsp; Telephone and Data Systems | 52294 | 699171 |
| &nbsp;&nbsp; Thryv Holdings \* | 15766 | 352685 |
| &nbsp;&nbsp; Yelp, Cl A \* | 35790 | 1127743 |
|  |  | 10364646 |
|  **CONSUMER DISCRETIONARY — 13.2%** | **CONSUMER DISCRETIONARY — 13.2%** | **CONSUMER DISCRETIONARY — 13.2%** |
| &nbsp;&nbsp; Aaron's | 15752 | 230767 |
| &nbsp;&nbsp; Abercrombie & Fitch, Cl A \* | 25654 | 742940 |
| &nbsp;&nbsp; Academy Sports & Outdoors | 41075 | 2399601 |
| &nbsp;&nbsp; Adtalem Global Education \* | 24352 | 929759 |
| &nbsp;&nbsp; American Axle & Manufacturing Holdings \* | 60062 | 532750 |
| &nbsp;&nbsp; American Eagle Outfitters | 89621 | 1446483 |
| &nbsp;&nbsp; America's Car-Mart \* | 2966 | 255491 |
| &nbsp;&nbsp; Asbury Automotive Group \* | 11327 | 2491940 |
| &nbsp;&nbsp; Bed Bath & Beyond \* (A) | 40262 | 113539 |
| &nbsp;&nbsp; Big Lots | 14986 | 245171 |
| &nbsp;&nbsp; BJ's Restaurants \* | 13176 | 415966 |
| &nbsp;&nbsp; Bloomin' Brands | 47338 | 1147947 |
| &nbsp;&nbsp; Boot Barn Holdings \* | 15256 | 1273723 |
| &nbsp;&nbsp; Brinker International \* | 23793 | 938872 |
| &nbsp;&nbsp; Buckle | 15389 | 677116 |
| &nbsp;&nbsp; Caleres | 18661 | 485559 |
| &nbsp;&nbsp; Cavco Industries \* | 4646 | 1236301 |
| &nbsp;&nbsp; Century Communities | 16000 | 979200 |
| &nbsp;&nbsp; Cheesecake Factory | 25716 | 1009353 |
| &nbsp;&nbsp; Chico's FAS \* | 66138 | 348547 |
| &nbsp;&nbsp; Children's Place \* | 6706 | 304251 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **CONSUMER DISCRETIONARY— continued** | **CONSUMER DISCRETIONARY— continued** | **CONSUMER DISCRETIONARY— continued** |
| &nbsp;&nbsp; Chuy's Holdings \* | 10470 | $358388 |
| &nbsp;&nbsp; Dave & Buster's Entertainment \* | 22700 | 984045 |
| &nbsp;&nbsp; Designer Brands, Cl A | 26567 | 273906 |
| &nbsp;&nbsp; Dine Brands Global | 8657 | 669273 |
| &nbsp;&nbsp; Dorman Products \* | 14471 | 1404555 |
| &nbsp;&nbsp; El Pollo Loco Holdings | 12092 | 148369 |
| &nbsp;&nbsp; Ethan Allen Interiors | 15510 | 445757 |
| &nbsp;&nbsp; Frontdoor \* | 42720 | 1161130 |
| &nbsp;&nbsp; Genesco \* | 6354 | 306835 |
| &nbsp;&nbsp; Gentherm \* | 16993 | 1264789 |
| &nbsp;&nbsp; G-III Apparel Group \* | 24709 | 418076 |
| &nbsp;&nbsp; Green Brick Partners \* | 16521 | 515455 |
| &nbsp;&nbsp; Group 1 Automotive | 7462 | 1595749 |
| &nbsp;&nbsp; Guess? | 15606 | 361591 |
| &nbsp;&nbsp; Haverty Furniture | 6765 | 236234 |
| &nbsp;&nbsp; Hibbett | 6681 | 443351 |
| &nbsp;&nbsp; Installed Building Products | 13136 | 1446142 |
| &nbsp;&nbsp; iRobot \* | 15170 | 682650 |
| &nbsp;&nbsp; Jack in the Box | 11281 | 857130 |
| &nbsp;&nbsp; Kontoor Brands | 27715 | 1323668 |
| &nbsp;&nbsp; La-Z-Boy, Cl Z | 24897 | 707822 |
| &nbsp;&nbsp; LCI Industries | 13014 | 1460431 |
| &nbsp;&nbsp; Leslie's \* | 75868 | 1175195 |
| &nbsp;&nbsp; LGI Homes \* | 11247 | 1280471 |
| &nbsp;&nbsp; M \* | 15796 | 944601 |
| &nbsp;&nbsp; MarineMax \* | 11020 | 344375 |
| &nbsp;&nbsp; Meritage Homes \* | 19908 | 2143893 |
| &nbsp;&nbsp; Mister Car Wash \* | 43436 | 446088 |
| &nbsp;&nbsp; Monro | 16097 | 819337 |
| &nbsp;&nbsp; Motorcar Parts of America \* | 9917 | 144392 |
| &nbsp;&nbsp; Movado Group | 9921 | 350807 |
| &nbsp;&nbsp; National Vision Holdings \* | 40675 | 1671743 |
| &nbsp;&nbsp; ODP \* | 20884 | 1077614 |
| &nbsp;&nbsp; Oxford Industries | 9018 | 1057090 |
| &nbsp;&nbsp; Patrick Industries | 11019 | 782018 |
| &nbsp;&nbsp; Perdoceo Education \* | 37462 | 560806 |
| &nbsp;&nbsp; PetMed Express | 10786 | 231683 |
| &nbsp;&nbsp; Rent-A-Center, Cl A | 26053 | 700565 |
| &nbsp;&nbsp; Ruth's Hospitality Group | 17315 | 299723 |
| &nbsp;&nbsp; Sally Beauty Holdings \* | 54766 | 853254 |
| &nbsp;&nbsp; Shake Shack, Cl A \* | 19802 | 1126338 |
| &nbsp;&nbsp; Shoe Carnival | 8762 | 239290 |
| &nbsp;&nbsp; Signet Jewelers | 23827 | 1830152 |
| &nbsp;&nbsp; Six Flags Entertainment \* | 39104 | 1049942 |
| &nbsp;&nbsp; Sleep Number \* | 11422 | 392688 |

---

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **CONSUMER DISCRETIONARY— continued** | **CONSUMER DISCRETIONARY— continued** | **CONSUMER DISCRETIONARY— continued** | **CONSUMER DISCRETIONARY— continued** |
| &nbsp;&nbsp; Sonic Automotive, Cl A | 8543 | $| 458845 |
| &nbsp;&nbsp; Sonos \* | 68982 |  | 1272028 |
| &nbsp;&nbsp; Standard Motor Products | 9604 |  | 388578 |
| &nbsp;&nbsp; Steven Madden | 41275 |  | 1479709 |
| &nbsp;&nbsp; Strategic Education | 12128 |  | 1132149 |
| &nbsp;&nbsp; Stride \* | 22210 |  | 953475 |
| &nbsp;&nbsp; Tri Pointe Homes \* | 55623 |  | 1228712 |
| &nbsp;&nbsp; Universal Electronics \* | 8346 |  | 195547 |
| &nbsp;&nbsp; Urban Outfitters \* | 30680 |  | 840325 |
| &nbsp;&nbsp; Winnebago Industries | 15604 |  | 993663 |
| &nbsp;&nbsp; Wolverine World Wide | 44274 |  | 714140 |
| &nbsp;&nbsp; WW International \* | 31867 |  | 158379 |
| &nbsp;&nbsp; XPEL \* | 10221 |  | 777511 |
| &nbsp;&nbsp; Zumiez \* | 7971 |  | 205891 |
|  |  |  | 65591639 |
|  **CONSUMER STAPLES — 4.9%** | **CONSUMER STAPLES — 4.9%** | **CONSUMER STAPLES — 4.9%** | **CONSUMER STAPLES — 4.9%** |
| &nbsp;&nbsp; Andersons | 16765 |  | 616617 |
| &nbsp;&nbsp; B&G Foods (A) | 38227 |  | 535943 |
| &nbsp;&nbsp; Calavo Growers | 10060 |  | 322423 |
| &nbsp;&nbsp; Cal-Maine Foods | 21190 |  | 1212492 |
| &nbsp;&nbsp; Central Garden & Pet \* | 5321 |  | 223163 |
| &nbsp;&nbsp; Central Garden & Pet, Cl A \* | 21814 |  | 864489 |
| &nbsp;&nbsp; Chefs' Warehouse \* | 19280 |  | 737074 |
| &nbsp;&nbsp; Edgewell Personal Care | 27288 |  | 1169564 |
| &nbsp;&nbsp; elf Beauty \* | 28468 |  | 1638333 |
| &nbsp;&nbsp; Fresh Del Monte Produce | 16892 |  | 483111 |
| &nbsp;&nbsp; Hain Celestial Group \* | 46797 |  | 960274 |
| &nbsp;&nbsp; Hostess Brands, Cl A \* | 71699 |  | 1658398 |
| &nbsp;&nbsp; Inter Parfums | 9703 |  | 1147089 |
| &nbsp;&nbsp; J & J Snack Foods | 8072 |  | 1156718 |
| &nbsp;&nbsp; John B Sanfilippo & Son | 5040 |  | 425930 |
| &nbsp;&nbsp; Medifast | 5809 |  | 647413 |
| &nbsp;&nbsp; MGP Ingredients | 8751 |  | 853573 |
| &nbsp;&nbsp; National Beverage \* | 13100 |  | 579020 |
| &nbsp;&nbsp; Nu Skin Enterprises, Cl A | 26171 |  | 1122212 |
| &nbsp;&nbsp; PriceSmart | 13419 |  | 997166 |
| &nbsp;&nbsp; Seneca Foods, Cl A \* | 3288 |  | 205500 |
| &nbsp;&nbsp; Simply Good Foods \* | 44938 |  | 1631249 |
| &nbsp;&nbsp; SpartanNash | 19940 |  | 631699 |
| &nbsp;&nbsp; Tootsie Roll Industries | 10447 |  | 467294 |
| &nbsp;&nbsp; TreeHouse Foods \* | 27025 |  | 1308821 |
| &nbsp;&nbsp; United Natural Foods \* | 30843 |  | 1283686 |
| &nbsp;&nbsp; USANA Health Sciences \* | 5701 |  | 333167 |
| &nbsp;&nbsp; WD-40 | 7088 |  | 1237139 |
|  |  |  | 24449557 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **ENERGY — 4.4%** | **ENERGY — 4.4%** | **ENERGY — 4.4%** |
| &nbsp;&nbsp; Archrock | 68485 | $678686 |
| &nbsp;&nbsp; Bristow Group \* | 12043 | 367793 |
| &nbsp;&nbsp; Callon Petroleum \* | 26169 | 1113491 |
| &nbsp;&nbsp; Civitas Resources | 26587 | 1769365 |
| &nbsp;&nbsp; CONSOL Energy | 17201 | 994734 |
| &nbsp;&nbsp; Core Laboratories | 23848 | 610509 |
| &nbsp;&nbsp; DMC Global \* | 9514 | 216348 |
| &nbsp;&nbsp; Dorian LPG | 16313 | 323813 |
| &nbsp;&nbsp; Dril-Quip \* | 17443 | 535675 |
| &nbsp;&nbsp; Green Plains \* | 30513 | 1060937 |
| &nbsp;&nbsp; Helix Energy Solutions Group \* . | 76593 | 607382 |
| &nbsp;&nbsp; Helmerich & Payne | 54400 | 2635136 |
| &nbsp;&nbsp; Nabors Industries \* | 4702 | 834793 |
| &nbsp;&nbsp; Oceaneering International \* | 52181 | 1114064 |
| &nbsp;&nbsp; Oil States International \* | 33617 | 287762 |
| &nbsp;&nbsp; Par Pacific Holdings \* | 28398 | 759079 |
| &nbsp;&nbsp; Patterson-UTI Energy | 112795 | 1894956 |
| &nbsp;&nbsp; ProPetro Holding \* | 49934 | 496843 |
| &nbsp;&nbsp; Ranger Oil, Cl A | 9816 | 412272 |
| &nbsp;&nbsp; REX American Resources \* | 7944 | 259928 |
| &nbsp;&nbsp; RPC | 44473 | 441172 |
| &nbsp;&nbsp; SM Energy | 62841 | 2065584 |
| &nbsp;&nbsp; Talos Energy \* | 34282 | 679126 |
| &nbsp;&nbsp; US Silica Holdings \* | 39503 | 483517 |
| &nbsp;&nbsp; Vital Energy \* | 8605 | 484289 |
| &nbsp;&nbsp; World Fuel Services | 31687 | 896742 |
|  |  | 22023996 |
|  **FINANCIALS — 17.5%** | **FINANCIALS — 17.5%** | **FINANCIALS — 17.5%** |
| &nbsp;&nbsp; Ambac Financial Group \* | 23998 | 399807 |
| &nbsp;&nbsp; American Equity Investment Life Holding | 35525 | 1692766 |
| &nbsp;&nbsp; Ameris Bancorp | 33361 | 1573305 |
| &nbsp;&nbsp; AMERISAFE | 10197 | 561651 |
| &nbsp;&nbsp; Apollo Commercial Real Estate Finance ‡ | 66571 | 810169 |
| &nbsp;&nbsp; ARMOUR Residential REIT ‡ (A) | 67622 | 424666 |
| &nbsp;&nbsp; Assured Guaranty | 31223 | 1954560 |
| &nbsp;&nbsp; Avantax \* | 26912 | 784216 |
| &nbsp;&nbsp; Axos Financial \* | 27327 | 1314975 |
| &nbsp;&nbsp; B Riley Financial (A) | 8714 | 372349 |
| &nbsp;&nbsp; Banc of California | 28631 | 498752 |
| &nbsp;&nbsp; BancFirst | 9463 | 815048 |
| &nbsp;&nbsp; Bancorp \* | 29279 | 993436 |
| &nbsp;&nbsp; BankUnited | 39543 | 1488399 |
| &nbsp;&nbsp; Banner | 17497 | 1134331 |

---

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **FINANCIALS— continued** | **FINANCIALS— continued** | **FINANCIALS— continued** |
| &nbsp;&nbsp; Berkshire Hills Bancorp | 23042 | $715454 |
| &nbsp;&nbsp; Bread Financial Holdings | 25627 | 1051476 |
| &nbsp;&nbsp; Brightsphere Investment Group . | 17104 | 401089 |
| &nbsp;&nbsp; Brookline Bancorp | 45124 | 590222 |
| &nbsp;&nbsp; Capitol Federal Financial | 66087 | 553148 |
| &nbsp;&nbsp; Central Pacific Financial | 13934 | 314908 |
| &nbsp;&nbsp; City Holding | 7603 | 720688 |
| &nbsp;&nbsp; Columbia Banking System | 40247 | 1244035 |
| &nbsp;&nbsp; Community Bank System | 27498 | 1586910 |
| &nbsp;&nbsp; Customers Bancorp \* | 15641 | 475017 |
| &nbsp;&nbsp; CVB Financial | 67254 | 1628892 |
| &nbsp;&nbsp; Dime Community Bancshares | 16582 | 494475 |
| &nbsp;&nbsp; Donnelley Financial Solutions \* | 13494 | 615461 |
| &nbsp;&nbsp; Eagle Bancorp | 16335 | 775749 |
| &nbsp;&nbsp; Ellington Financial ‡ (A) | 30115 | 413479 |
| &nbsp;&nbsp; Employers Holdings | 14398 | 631640 |
| &nbsp;&nbsp; Encore Capital Group \* | 11968 | 666857 |
| &nbsp;&nbsp; Enova International \* | 16296 | 743912 |
| &nbsp;&nbsp; EZCORP, Cl A \* | 29968 | 273009 |
| &nbsp;&nbsp; FB Financial | 18012 | 676531 |
| &nbsp;&nbsp; First Bancorp | 18276 | 728299 |
| &nbsp;&nbsp; First BanCorp | 94475 | 1270689 |
| &nbsp;&nbsp; First Commonwealth Financial | 47785 | 702917 |
| &nbsp;&nbsp; First Financial Bancorp | 48534 | 1229366 |
| &nbsp;&nbsp; First Hawaiian | 65340 | 1792930 |
| &nbsp;&nbsp; Franklin BSP Realty Trust ‡ | 44224 | 641248 |
| &nbsp;&nbsp; Genworth Financial, Cl A \* | 258616 | 1427560 |
| &nbsp;&nbsp; Granite Point Mortgage Trust ‡ | 27869 | 186165 |
| &nbsp;&nbsp; Green Dot, Cl A \* | 23943 | 432889 |
| &nbsp;&nbsp; Hanmi Financial | 15601 | 363347 |
| &nbsp;&nbsp; HCI Group | 3912 | 196421 |
| &nbsp;&nbsp; Heritage Financial | 17954 | 512228 |
| &nbsp;&nbsp; Hilltop Holdings | 23469 | 767436 |
| &nbsp;&nbsp; HomeStreet | 9103 | 250970 |
| &nbsp;&nbsp; Hope Bancorp | 61145 | 788159 |
| &nbsp;&nbsp; Horace Mann Educators | 21060 | 749947 |
| &nbsp;&nbsp; Independent Bank | 23357 | 1861319 |
| &nbsp;&nbsp; Independent Bank Group | 18131 | 1111430 |
| &nbsp;&nbsp; Invesco Mortgage Capital ‡ | 18329 | 269253 |
| &nbsp;&nbsp; James River Group Holdings | 19891 | 450730 |
| &nbsp;&nbsp; KKR Real Estate Finance Trust ‡ . | 29361 | 467721 |
| &nbsp;&nbsp; Lakeland Financial | 12973 | 917321 |
| &nbsp;&nbsp; LendingTree \* | 5799 | 229988 |
| &nbsp;&nbsp; Mercury General | 14054 | 502149 |
| &nbsp;&nbsp; Mr Cooper Group \* | 36112 | 1660791 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **FINANCIALS— continued** | **FINANCIALS— continued** | **FINANCIALS— continued** |
| &nbsp;&nbsp; National Bank Holdings, Cl A | 19289 | $814574 |
| &nbsp;&nbsp; NBT Bancorp | 21923 | 861793 |
| &nbsp;&nbsp; New York Mortgage Trust ‡ | 194660 | 607339 |
| &nbsp;&nbsp; NMI Holdings, Cl A \* | 42772 | 993594 |
| &nbsp;&nbsp; Northfield Bancorp | 21513 | 321619 |
| &nbsp;&nbsp; Northwest Bancshares | 64986 | 918902 |
| &nbsp;&nbsp; OFG Bancorp | 24340 | 689065 |
| &nbsp;&nbsp; Pacific Premier Bancorp | 48622 | 1572435 |
| &nbsp;&nbsp; Palomar Holdings \* | 13445 | 687174 |
| &nbsp;&nbsp; Park National | 7408 | 927852 |
| &nbsp;&nbsp; Pathward Financial | 14732 | 731002 |
| &nbsp;&nbsp; PennyMac Mortgage Investment Trust ‡ | 46680 | 711870 |
| &nbsp;&nbsp; Piper Sandler | 7406 | 1052393 |
| &nbsp;&nbsp; PRA Group \* | 19947 | 802667 |
| &nbsp;&nbsp; Preferred Bank | 6760 | 480839 |
| &nbsp;&nbsp; ProAssurance | 28107 | 544995 |
| &nbsp;&nbsp; PROG Holdings \* | 25957 | 578582 |
| &nbsp;&nbsp; Provident Financial Services | 38522 | 903726 |
| &nbsp;&nbsp; Ready Capital ‡ | 50691 | 670642 |
| &nbsp;&nbsp; Redwood Trust ‡ | 59520 | 497587 |
| &nbsp;&nbsp; Renasant | 28634 | 1018798 |
| &nbsp;&nbsp; S&T Bancorp | 19960 | 726145 |
| &nbsp;&nbsp; Safety Insurance Group | 7733 | 652588 |
| &nbsp;&nbsp; Seacoast Banking Corp of Florida | 36401 | 1168836 |
| &nbsp;&nbsp; ServisFirst Bancshares | 25020 | 1705864 |
| &nbsp;&nbsp; Simmons First National, Cl A | 64977 | 1449637 |
| &nbsp;&nbsp; SiriusPoint \* | 45738 | 347152 |
| &nbsp;&nbsp; Southside Bancshares | 15608 | 591231 |
| &nbsp;&nbsp; Stellar Bancorp | 22750 | 639500 |
| &nbsp;&nbsp; Stewart Information Services | 13882 | 663143 |
| &nbsp;&nbsp; StoneX Group \* | 9342 | 820975 |
| &nbsp;&nbsp; Tompkins Financial | 6449 | 485803 |
| &nbsp;&nbsp; Triumph Financial \* | 11723 | 653323 |
| &nbsp;&nbsp; Trupanion \* | 18485 | 1090985 |
| &nbsp;&nbsp; TrustCo Bank NY | 9750 | 350123 |
| &nbsp;&nbsp; Trustmark | 31193 | 908340 |
| &nbsp;&nbsp; Two Harbors Investment ‡ | 44410 | 796706 |
| &nbsp;&nbsp; United Community Banks | 54332 | 1767963 |
| &nbsp;&nbsp; United Fire Group | 11583 | 364749 |
| &nbsp;&nbsp; Universal Insurance Holdings | 15212 | 193801 |
| &nbsp;&nbsp; Veritex Holdings | 27637 | 777982 |
| &nbsp;&nbsp; Virtus Investment Partners | 3527 | 757882 |
| &nbsp;&nbsp; Walker & Dunlop | 15711 | 1498515 |
| &nbsp;&nbsp; Westamerica BanCorp | 13772 | 765172 |

---

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **FINANCIALS— continued** | **FINANCIALS— continued** | **FINANCIALS— continued** | **FINANCIALS— continued** |
| &nbsp;&nbsp; WisdomTree | 56985 | $| 328234 |
| &nbsp;&nbsp; World Acceptance \* | 1725 |  | 165117 |
| &nbsp;&nbsp; WSFS Financial | 31517 |  | 1522586 |
|  |  |  | 86482455 |
|  **HEALTH CARE — 10.6%** | **HEALTH CARE — 10.6%** | **HEALTH CARE — 10.6%** | **HEALTH CARE — 10.6%** |
| &nbsp;&nbsp; AdaptHealth, Cl A \* | 41144 |  | 881716 |
| &nbsp;&nbsp; Addus HomeCare \* | 8904 |  | 957358 |
| &nbsp;&nbsp; Agiliti \* | 19339 |  | 356805 |
| &nbsp;&nbsp; AMN Healthcare Services \* | 22823 |  | 2187356 |
| &nbsp;&nbsp; AngioDynamics \* | 22014 |  | 286622 |
| &nbsp;&nbsp; Anika Therapeutics \* | 9836 |  | 305014 |
| &nbsp;&nbsp; Apollo Medical Holdings \* | 21255 |  | 757528 |
| &nbsp;&nbsp; Arcus Biosciences \* | 28985 |  | 626946 |
| &nbsp;&nbsp; Artivion \* | 23133 |  | 301654 |
| &nbsp;&nbsp; Avanos Medical \* | 25067 |  | 768053 |
| &nbsp;&nbsp; Avid Bioservices \* | 35354 |  | 559654 |
| &nbsp;&nbsp; Cara Therapeutics \* | 27500 |  | 321200 |
| &nbsp;&nbsp; Cardiovascular Systems \* | 23915 |  | 333375 |
| &nbsp;&nbsp; Catalyst Pharmaceuticals \* | 56369 |  | 873156 |
| &nbsp;&nbsp; Coherus Biosciences \* | 38790 |  | 328939 |
| &nbsp;&nbsp; Collegium Pharmaceutical \* | 20653 |  | 579936 |
| &nbsp;&nbsp; Computer Programs and Systems \* | 8556 |  | 251375 |
| &nbsp;&nbsp; CONMED | 16189 |  | 1550259 |
| &nbsp;&nbsp; CorVel \* | 5030 |  | 896145 |
| &nbsp;&nbsp; Cross Country Healthcare \* | 20157 |  | 559357 |
| &nbsp;&nbsp; Cutera \* | 10443 |  | 363730 |
| &nbsp;&nbsp; Cytokinetics \* | 50562 |  | 2147874 |
| &nbsp;&nbsp; Dynavax Technologies \* | 66236 |  | 753766 |
| &nbsp;&nbsp; Eagle Pharmaceuticals \* | 7381 |  | 250511 |
| &nbsp;&nbsp; Embecta | 31277 |  | 825400 |
| &nbsp;&nbsp; Emergent BioSolutions \* | 25948 |  | 342254 |
| &nbsp;&nbsp; Enanta Pharmaceuticals \* | 10922 |  | 583016 |
| &nbsp;&nbsp; Enhabit \* | 27844 |  | 427684 |
| &nbsp;&nbsp; Ensign Group | 29512 |  | 2751994 |
| &nbsp;&nbsp; Fulgent Genetics \* | 10751 |  | 363169 |
| &nbsp;&nbsp; Glaukos \* | 25330 |  | 1242436 |
| &nbsp;&nbsp; Harmony Biosciences Holdings \* | 17501 |  | 843023 |
| &nbsp;&nbsp; HealthStream \* | 14116 |  | 341325 |
| &nbsp;&nbsp; Heska \* | 5547 |  | 496124 |
| &nbsp;&nbsp; Innoviva \* | 39490 |  | 499548 |
| &nbsp;&nbsp; Inogen \* | 12996 |  | 303197 |
| &nbsp;&nbsp; Integer Holdings \* | 17683 |  | 1163718 |
| &nbsp;&nbsp; Ironwood Pharmaceuticals, Cl A \* | 79529 |  | 916174 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **HEALTH CARE— continued** | **HEALTH CARE— continued** | **HEALTH CARE— continued** |
| &nbsp;&nbsp; LeMaitre Vascular | 11074 | $522471 |
| &nbsp;&nbsp; Ligand Pharmaceuticals \* | 8907 | 620818 |
| &nbsp;&nbsp; Merit Medical Systems \* | 30458 | 2173178 |
| &nbsp;&nbsp; Mesa Laboratories | 2727 | 530511 |
| &nbsp;&nbsp; ModivCare \* | 6879 | 737842 |
| &nbsp;&nbsp; Myriad Genetics \* | 44308 | 873754 |
| &nbsp;&nbsp; Nektar Therapeutics, Cl A \* | 112107 | 304931 |
| &nbsp;&nbsp; NeoGenomics \* | 68555 | 814433 |
| &nbsp;&nbsp; NextGen Healthcare \* | 31258 | 594527 |
| &nbsp;&nbsp; NuVasive \* | 27714 | 1263758 |
| &nbsp;&nbsp; OmniAB \*(B) | 3296 |  |
| &nbsp;&nbsp; OmniAB \*(B) | 3296 |  |
| &nbsp;&nbsp; OptimizeRx \* | 10084 | 181008 |
| &nbsp;&nbsp; OraSure Technologies \* | 41621 | 232245 |
| &nbsp;&nbsp; Organogenesis Holdings, Cl A \* . | 52714 | 134948 |
| &nbsp;&nbsp; Orthofix Medical \* | 18763 | 405844 |
| &nbsp;&nbsp; Owens & Minor \* | 40336 | 796233 |
| &nbsp;&nbsp; Pacira BioSciences \* | 25802 | 1013245 |
| &nbsp;&nbsp; Pediatrix Medical Group \* | 44195 | 678393 |
| &nbsp;&nbsp; Pennant Group \* | 17011 | 220122 |
| &nbsp;&nbsp; Phibro Animal Health, Cl A | 14664 | 225826 |
| &nbsp;&nbsp; Prestige Consumer Healthcare \* | 27284 | 1794196 |
| &nbsp;&nbsp; RadNet \* | 27090 | 570244 |
| &nbsp;&nbsp; Select Medical Holdings | 55632 | 1617222 |
| &nbsp;&nbsp; Simulations Plus | 9152 | 376513 |
| &nbsp;&nbsp; Supernus Pharmaceuticals \* | 31057 | 1273648 |
| &nbsp;&nbsp; Surmodics \* | 8497 | 238851 |
| &nbsp;&nbsp; US Physical Therapy | 7169 | 710806 |
| &nbsp;&nbsp; Vanda Pharmaceuticals \* | 34954 | 268447 |
| &nbsp;&nbsp; Varex Imaging \* | 21912 | 470889 |
| &nbsp;&nbsp; Veradigm \* | 58728 | 1051818 |
| &nbsp;&nbsp; Vericel \* | 26547 | 729246 |
| &nbsp;&nbsp; Vir Biotechnology \* | 40936 | 1209659 |
| &nbsp;&nbsp; Xencor \* | 33273 | 1095347 |
| &nbsp;&nbsp; Zimvie \* | 14165 | 138959 |
| &nbsp;&nbsp; Zynex \* | 15030 | 212374 |
|  |  | 52379697 |
|  **INDUSTRIALS — 17.3%** |  |  |
| &nbsp;&nbsp; AAON | 23186 | 1769556 |
| &nbsp;&nbsp; AAR \* | 19357 | 995724 |
| &nbsp;&nbsp; ABM Industries | 34609 | 1623508 |
| &nbsp;&nbsp; Alamo Group | 5987 | 936786 |
| &nbsp;&nbsp; Albany International, Cl A | 17482 | 1960606 |
| &nbsp;&nbsp; Allegiant Travel \* | 8102 | 697015 |
| &nbsp;&nbsp; American Woodmark \* | 10034 | 574848 |

---

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **INDUSTRIALS— continued** | **INDUSTRIALS— continued** | **INDUSTRIALS— continued** |
| &nbsp;&nbsp; Apogee Enterprises | 13449 | $629951 |
| &nbsp;&nbsp; Applied Industrial Technologies . | 21431 | 3069134 |
| &nbsp;&nbsp; ArcBest | 12687 | 1058730 |
| &nbsp;&nbsp; Arcosa | 26703 | 1582687 |
| &nbsp;&nbsp; Astec Industries | 12908 | 569759 |
| &nbsp;&nbsp; Atlas Air Worldwide Holdings \* | 13438 | 1373498 |
| &nbsp;&nbsp; AZZ | 14930 | 634226 |
| &nbsp;&nbsp; Barnes Group | 28002 | 1239369 |
| &nbsp;&nbsp; Boise Cascade | 21873 | 1639819 |
| &nbsp;&nbsp; Brady, Cl A | 24010 | 1283815 |
| &nbsp;&nbsp; CIRCOR International \* | 13176 | 364316 |
| &nbsp;&nbsp; Comfort Systems USA | 19528 | 2363669 |
| &nbsp;&nbsp; CoreCivic \* | 61465 | 653988 |
| &nbsp;&nbsp; Deluxe | 22101 | 441799 |
| &nbsp;&nbsp; DXP Enterprises \* | 10531 | 319089 |
| &nbsp;&nbsp; Encore Wire | 10094 | 1629474 |
| &nbsp;&nbsp; Enerpac Tool Group, Cl A | 33227 | 881845 |
| &nbsp;&nbsp; EnPro Industries | 11702 | 1416761 |
| &nbsp;&nbsp; ESCO Technologies | 14450 | 1422458 |
| &nbsp;&nbsp; Exponent | 26455 | 2712696 |
| &nbsp;&nbsp; Federal Signal | 33893 | 1804802 |
| &nbsp;&nbsp; Forrester Research \* | 5806 | 215170 |
| &nbsp;&nbsp; Forward Air | 13818 | 1490271 |
| &nbsp;&nbsp; Franklin Electric | 21480 | 1939644 |
| &nbsp;&nbsp; GEO Group \* (A) | 67388 | 774962 |
| &nbsp;&nbsp; Gibraltar Industries \* | 17362 | 930082 |
| &nbsp;&nbsp; GMS \* | 23914 | 1418579 |
| &nbsp;&nbsp; Granite Construction | 24678 | 1050789 |
| &nbsp;&nbsp; Greenbrier | 18769 | 580337 |
| &nbsp;&nbsp; Griffon | 26371 | 1078047 |
| &nbsp;&nbsp; Harsco \* | 43011 | 341507 |
| &nbsp;&nbsp; Hawaiian Holdings \* | 27514 | 338972 |
| &nbsp;&nbsp; Healthcare Services Group | 39057 | 526098 |
| &nbsp;&nbsp; Heartland Express | 23780 | 399980 |
| &nbsp;&nbsp; Heidrick & Struggles International | 10164 | 312645 |
| &nbsp;&nbsp; Hillenbrand | 38291 | 1794316 |
| &nbsp;&nbsp; HNI | 21168 | 672507 |
| &nbsp;&nbsp; Hub Group, Cl A \* | 16829 | 1435009 |
| &nbsp;&nbsp; Insteel Industries | 11928 | 357721 |
| &nbsp;&nbsp; Interface, Cl A | 31066 | 353531 |
| &nbsp;&nbsp; John Bean Technologies | 17310 | 1934046 |
| &nbsp;&nbsp; KAR Auction Services \* | 57400 | 835744 |
| &nbsp;&nbsp; Kelly Services, Cl A | 18450 | 333945 |
| &nbsp;&nbsp; Korn Ferry | 27594 | 1489800 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **INDUSTRIALS— continued** | **INDUSTRIALS— continued** | **INDUSTRIALS— continued** | **INDUSTRIALS— continued** |
| &nbsp;&nbsp; Lindsay | 6362 | $| 996416 |
| &nbsp;&nbsp; Liquidity Services \* | 14468 |  | 216875 |
| &nbsp;&nbsp; Marten Transport | 30628 |  | 676573 |
| &nbsp;&nbsp; Masterbrand \* | 72507 |  | 667064 |
| &nbsp;&nbsp; Matson | 19564 |  | 1293572 |
| &nbsp;&nbsp; Matthews International, Cl A | 16556 |  | 613234 |
| &nbsp;&nbsp; MillerKnoll | 39378 |  | 940347 |
| &nbsp;&nbsp; Mueller Industries | 31289 |  | 2050994 |
| &nbsp;&nbsp; MYR Group \* | 9571 |  | 948103 |
| &nbsp;&nbsp; NOW \* | 65517 |  | 919859 |
| &nbsp;&nbsp; NV5 Global \* | 6746 |  | 899174 |
| &nbsp;&nbsp; Park Aerospace | 15009 |  | 208775 |
| &nbsp;&nbsp; PGT Innovations \* | 34811 |  | 755399 |
| &nbsp;&nbsp; Pitney Bowes | 88514 |  | 381495 |
| &nbsp;&nbsp; Powell Industries | 6230 |  | 247331 |
| &nbsp;&nbsp; Proto Labs \* | 15340 |  | 469404 |
| &nbsp;&nbsp; Quanex Building Products | 20949 |  | 542370 |
| &nbsp;&nbsp; Resideo Technologies \* | 78919 |  | 1517612 |
| &nbsp;&nbsp; Resources Connection | 16457 |  | 284212 |
| &nbsp;&nbsp; RXO \* | 60422 |  | 1106931 |
| &nbsp;&nbsp; SkyWest \* | 25894 |  | 537559 |
| &nbsp;&nbsp; SPX Technologies \* | 25169 |  | 1887927 |
| &nbsp;&nbsp; Standex International | 7092 |  | 819622 |
| &nbsp;&nbsp; Sun Country Airlines Holdings \* . | 17488 |  | 326501 |
| &nbsp;&nbsp; Tennant | 10877 |  | 762804 |
| &nbsp;&nbsp; Titan International \* | 31265 |  | 521813 |
| &nbsp;&nbsp; Trinity Industries | 45514 |  | 1309438 |
| &nbsp;&nbsp; Triumph Group \* | 37694 |  | 429335 |
| &nbsp;&nbsp; TrueBlue \* | 16705 |  | 327919 |
| &nbsp;&nbsp; UFP Industries | 32898 |  | 3077608 |
| &nbsp;&nbsp; UniFirst | 7872 |  | 1562120 |
| &nbsp;&nbsp; Veritiv | 7596 |  | 949804 |
| &nbsp;&nbsp; Viad \* | 11361 |  | 335718 |
| &nbsp;&nbsp; Wabash National | 28060 |  | 722826 |
|  |  |  | 85560364 |
|  **INFORMATION TECHNOLOGY — 13.0%** | **INFORMATION TECHNOLOGY — 13.0%** | **INFORMATION TECHNOLOGY — 13.0%** | **INFORMATION TECHNOLOGY — 13.0%** |
| &nbsp;&nbsp; 8x8 \* | 61943 |  | 291752 |
| &nbsp;&nbsp; A10 Networks | 35827 |  | 554602 |
| &nbsp;&nbsp; Adeia | 57258 |  | 626975 |
| &nbsp;&nbsp; ADTRAN Holdings | 38571 |  | 727835 |
| &nbsp;&nbsp; Advanced Energy Industries | 19707 |  | 1827627 |
| &nbsp;&nbsp; Alarm.com Holdings \* | 26257 |  | 1407375 |
| &nbsp;&nbsp; Alpha & Omega Semiconductor \* | 11709 |  | 385929 |
| &nbsp;&nbsp; Arlo Technologies \* | 50910 |  | 190912 |
| &nbsp;&nbsp; Avid Technology \* | 18050 |  | 547095 |

---

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** |
| &nbsp;&nbsp; Axcelis Technologies \* | 17258 | $1897517 |
| &nbsp;&nbsp; Badger Meter | 15555 | 1802824 |
| &nbsp;&nbsp; Benchmark Electronics | 19041 | 532958 |
| &nbsp;&nbsp; Cerence \* | 21268 | 521491 |
| &nbsp;&nbsp; CEVA \* | 12137 | 401977 |
| &nbsp;&nbsp; Clearfield \* | 6644 | 474780 |
| &nbsp;&nbsp; Cohu \* | 24640 | 889011 |
| &nbsp;&nbsp; Comtech Telecommunications | 15502 | 245862 |
| &nbsp;&nbsp; Consensus Cloud Solutions \* | 9626 | 565720 |
| &nbsp;&nbsp; Corsair Gaming \* | 21848 | 343669 |
| &nbsp;&nbsp; CSG Systems International | 16406 | 978946 |
| &nbsp;&nbsp; CTS | 17281 | 769177 |
| &nbsp;&nbsp; Digi International \* | 20139 | 684525 |
| &nbsp;&nbsp; Digital Turbine \* | 47778 | 829426 |
| &nbsp;&nbsp; Diodes \* | 23504 | 2096322 |
| &nbsp;&nbsp; DoubleVerify Holdings, Cl Rights \* | 35000 | 951650 |
| &nbsp;&nbsp; Ebix | 13227 | 252107 |
| &nbsp;&nbsp; ePlus \* | 14381 | 715886 |
| &nbsp;&nbsp; EVERTEC | 34333 | 1268261 |
| &nbsp;&nbsp; Extreme Networks \* | 70213 | 1265940 |
| &nbsp;&nbsp; Fabrinet \* | 19196 | 2527345 |
| &nbsp;&nbsp; FARO Technologies \* | 10385 | 285380 |
| &nbsp;&nbsp; FormFactor \* | 39417 | 1109194 |
| &nbsp;&nbsp; Harmonic \* | 57414 | 756142 |
| &nbsp;&nbsp; Ichor Holdings \* | 14827 | 501153 |
| &nbsp;&nbsp; Insight Enterprises \* | 16019 | 1805662 |
| &nbsp;&nbsp; InterDigital | 15728 | 1100174 |
| &nbsp;&nbsp; Itron \* | 23786 | 1366981 |
| &nbsp;&nbsp; Knowles \* | 48283 | 928482 |
| &nbsp;&nbsp; Kulicke & Soffa Industries | 30064 | 1536270 |
| &nbsp;&nbsp; LivePerson \* | 38028 | 489801 |
| &nbsp;&nbsp; LiveRamp Holdings \* | 35202 | 942006 |
| &nbsp;&nbsp; MaxLinear, Cl A \* | 37465 | 1543558 |
| &nbsp;&nbsp; Methode Electronics | 19453 | 928686 |
| &nbsp;&nbsp; NETGEAR \* | 15845 | 316425 |
| &nbsp;&nbsp; NetScout Systems \* | 36296 | 1165102 |
| &nbsp;&nbsp; OneSpan \* | 20184 | 278741 |
| &nbsp;&nbsp; Onto Innovation \* | 25482 | 2004159 |
| &nbsp;&nbsp; OSI Systems \* | 8304 | 786472 |
| &nbsp;&nbsp; Payoneer Global \* | 108748 | 648138 |
| &nbsp;&nbsp; PC Connection | 6573 | 322274 |
| &nbsp;&nbsp; PDF Solutions \* | 16046 | 509942 |
| &nbsp;&nbsp; Perficient \* | 18279 | 1355205 |
| &nbsp;&nbsp; Photronics \* | 32537 | 589570 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** |
| &nbsp;&nbsp; Plexus \* | 14820 | $| 1422572 |
| &nbsp;&nbsp; Progress Software | 23272 |  | 1234347 |
| &nbsp;&nbsp; Rambus \* | 56503 |  | 2286676 |
| &nbsp;&nbsp; Sabre \* | 173514 |  | 1181630 |
| &nbsp;&nbsp; Sanmina \* | 30894 |  | 1882371 |
| &nbsp;&nbsp; ScanSource \* | 13502 |  | 444621 |
| &nbsp;&nbsp; Semtech \* | 32504 |  | 1073607 |
| &nbsp;&nbsp; SMART Global Holdings \* | 25331 |  | 435440 |
| &nbsp;&nbsp; SPS Commerce \* | 18914 |  | 2573817 |
| &nbsp;&nbsp; TTEC Holdings | 10284 |  | 522839 |
| &nbsp;&nbsp; TTM Technologies \* | 54645 |  | 859019 |
| &nbsp;&nbsp; Ultra Clean Holdings \* | 23715 |  | 798010 |
| &nbsp;&nbsp; Unisys \* | 38153 |  | 206408 |
| &nbsp;&nbsp; Veeco Instruments \* | 26317 |  | 522656 |
| &nbsp;&nbsp; Viavi Solutions \* | 117935 |  | 1332666 |
| &nbsp;&nbsp; Xperi \* | 24320 |  | 251712 |
|  |  |  | 64873404 |
|  **MATERIALS — 5.7%** | **MATERIALS — 5.7%** | **MATERIALS — 5.7%** | **MATERIALS — 5.7%** |
| &nbsp;&nbsp; AdvanSix | 14233 |  | 615435 |
| &nbsp;&nbsp; American Vanguard | 15070 |  | 340431 |
| &nbsp;&nbsp; Arconic \* | 52409 |  | 1232136 |
| &nbsp;&nbsp; ATI \* | 67460 |  | 2454869 |
| &nbsp;&nbsp; Balchem | 16445 |  | 2148210 |
| &nbsp;&nbsp; Carpenter Technology | 25406 |  | 1226856 |
| &nbsp;&nbsp; Century Aluminum \* | 26700 |  | 300108 |
| &nbsp;&nbsp; Clearwater Paper \* | 8567 |  | 330772 |
| &nbsp;&nbsp; Compass Minerals International | 17666 |  | 824296 |
| &nbsp;&nbsp; FutureFuel | 14135 |  | 131031 |
| &nbsp;&nbsp; Hawkins | 9728 |  | 379392 |
| &nbsp;&nbsp; Haynes International | 6763 |  | 376631 |
| &nbsp;&nbsp; HB Fuller | 27318 |  | 1887674 |
| &nbsp;&nbsp; Innospec | 12725 |  | 1438180 |
| &nbsp;&nbsp; Kaiser Aluminum | 8282 |  | 724841 |
| &nbsp;&nbsp; Koppers Holdings | 10695 |  | 370154 |
| &nbsp;&nbsp; Livent \* | 92750 |  | 2404080 |
| &nbsp;&nbsp; Materion | 10505 |  | 948076 |
| &nbsp;&nbsp; Mativ Holdings | 28117 |  | 774905 |
| &nbsp;&nbsp; Mercer International | 20705 |  | 263575 |
| &nbsp;&nbsp; Minerals Technologies | 16606 |  | 1153287 |
| &nbsp;&nbsp; Myers Industries | 19430 |  | 467874 |
| &nbsp;&nbsp; O-I Glass, Cl I \* | 79909 |  | 1538248 |
| &nbsp;&nbsp; Olympic Steel | 5391 |  | 238498 |
| &nbsp;&nbsp; Quaker Chemical | 6974 |  | 1372971 |
| &nbsp;&nbsp; Rayonier Advanced Materials \* | 36424 |  | 252418 |
| &nbsp;&nbsp; Stepan | 10807 |  | 1187041 |

---

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **MATERIALS— continued** | **MATERIALS— continued** | **MATERIALS— continued** | **MATERIALS— continued** |
| &nbsp;&nbsp; SunCoke Energy | 43844 | $| 399419 |
| &nbsp;&nbsp; Sylvamo | 17653 |  | 839047 |
| &nbsp;&nbsp; TimkenSteel \* | 21224 |  | 417476 |
| &nbsp;&nbsp; Tredegar | 12876 |  | 156186 |
| &nbsp;&nbsp; Trinseo | 17898 |  | 496670 |
| &nbsp;&nbsp; Warrior Met Coal | 26821 |  | 1015979 |
|  |  |  | 28706766 |
|  **REAL ESTATE — 7.9%** | **REAL ESTATE — 7.9%** | **REAL ESTATE — 7.9%** | **REAL ESTATE — 7.9%** |
| &nbsp;&nbsp; Acadia Realty Trust ‡ | 49862 |  | 774357 |
| &nbsp;&nbsp; Agree Realty ‡ | 46196 |  | 3447607 |
| &nbsp;&nbsp; Alexander & Baldwin ‡ | 38179 |  | 764344 |
| &nbsp;&nbsp; American Assets Trust ‡ | 26680 |  | 759313 |
| &nbsp;&nbsp; Anywhere Real Estate \* | 56026 |  | 475100 |
| &nbsp;&nbsp; Armada Hoffler Properties ‡ | 34866 |  | 442101 |
| &nbsp;&nbsp; Brandywine Realty Trust ‡ | 87800 |  | 575968 |
| &nbsp;&nbsp; CareTrust REIT ‡ | 51577 |  | 1068675 |
| &nbsp;&nbsp; Centerspace ‡ | 7796 |  | 527166 |
| &nbsp;&nbsp; Chatham Lodging Trust ‡ | 26960 |  | 383102 |
| &nbsp;&nbsp; Cushman & Wakefield \* | 83182 |  | 1200316 |
| &nbsp;&nbsp; DiamondRock Hospitality ‡ | 110417 |  | 1063316 |
| &nbsp;&nbsp; Douglas Elliman | 37733 |  | 175836 |
| &nbsp;&nbsp; Easterly Government Properties, Cl A ‡ | 46453 |  | 754397 |
| &nbsp;&nbsp; Elme Communities ‡ | 45117 |  | 866246 |
| &nbsp;&nbsp; Essential Properties Realty Trust ‡ | 74358 |  | 1894642 |
| &nbsp;&nbsp; Four Corners Property Trust ‡ | 44075 |  | 1267597 |
| &nbsp;&nbsp; Franklin Street Properties ‡ | 47436 |  | 146103 |
| &nbsp;&nbsp; Getty Realty ‡ | 23361 |  | 851041 |
| &nbsp;&nbsp; Global Net Lease ‡ | 55231 |  | 825703 |
| &nbsp;&nbsp; Hersha Hospitality Trust, Cl A ‡ | 16944 |  | 155885 |
| &nbsp;&nbsp; Hudson Pacific Properties ‡ | 65627 |  | 747492 |
| &nbsp;&nbsp; Industrial Logistics Properties Trust ‡ | 33862 |  | 149331 |
| &nbsp;&nbsp; Innovative Industrial Properties, Cl A ‡ | 14476 |  | 1299655 |
| &nbsp;&nbsp; iStar ‡ | 45490 |  | 422147 |
| &nbsp;&nbsp; LTC Properties ‡ | 21621 |  | 824841 |
| &nbsp;&nbsp; LXP Industrial Trust ‡ | 141100 |  | 1629705 |
| &nbsp;&nbsp; Marcus & Millichap | 12783 |  | 463256 |
| &nbsp;&nbsp; NexPoint Residential Trust ‡ | 11941 |  | 603020 |
| &nbsp;&nbsp; Office Properties Income Trust ‡ | 24854 |  | 426495 |
| &nbsp;&nbsp; Orion Office REIT ‡ | 29779 |  | 287367 |
| &nbsp;&nbsp; Outfront Media ‡ | 75741 |  | 1507246 |
| &nbsp;&nbsp; RE, Cl A | 9337 |  | 212977 |
| &nbsp;&nbsp; Retail Opportunity Investments ‡ | 64664 |  | 1023631 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **REAL ESTATE— continued** | **REAL ESTATE— continued** | **REAL ESTATE— continued** |
| &nbsp;&nbsp; RPT Realty ‡ | 45586 | $477741 |
| &nbsp;&nbsp; Safehold ‡ | 12712 | 444418 |
| &nbsp;&nbsp; Saul Centers ‡ | 6992 | 299328 |
| &nbsp;&nbsp; Service Properties Trust ‡ | 89140 | 794237 |
| &nbsp;&nbsp; SITE Centers ‡ | 96867 | 1322235 |
| &nbsp;&nbsp; St. Joe | 18187 | 856608 |
| &nbsp;&nbsp; Summit Hotel Properties ‡ | 57315 | 488324 |
| &nbsp;&nbsp; Sunstone Hotel Investors ‡ | 108705 | 1194668 |
| &nbsp;&nbsp; Tanger Factory Outlet Centers ‡ | 56246 | 1074861 |
| &nbsp;&nbsp; Uniti Group ‡ | 123698 | 815170 |
| &nbsp;&nbsp; Urban Edge Properties ‡ | 60920 | 959490 |
| &nbsp;&nbsp; Urstadt Biddle Properties, Cl A ‡ | 16032 | 301081 |
| &nbsp;&nbsp; Veris Residential \*‡ | 43083 | 745336 |
| &nbsp;&nbsp; Whitestone REIT, Cl B ‡ | 25251 | 262863 |
| &nbsp;&nbsp; Xenia Hotels & Resorts ‡ | 60208 | 897099 |
|  |  | 38949437 |
|  **UTILITIES — 2.4%** | **UTILITIES — 2.4%** | **UTILITIES — 2.4%** |
| &nbsp;&nbsp; American States Water | 19012 | 1790360 |
| &nbsp;&nbsp; Avista | 37755 | 1506425 |
| &nbsp;&nbsp; California Water Service Group . | 28179 | 1723709 |
| &nbsp;&nbsp; Chesapeake Utilities | 9079 | 1144680 |
| &nbsp;&nbsp; Middlesex Water | 9144 | 766816 |
| &nbsp;&nbsp; Northwest Natural Holding | 17962 | 900615 |
| &nbsp;&nbsp; SJW Group | 13851 | 1072206 |
| &nbsp;&nbsp; South Jersey Industries | 64132 | 2314524 |
| &nbsp;&nbsp; Unitil | 8302 | 433115 |
|  |  | 11652450 |
| &nbsp;&nbsp; Total Common Stock<br>(Cost $417,200,950) |  | 491034411 |
| &nbsp;&nbsp; **RIGHTS — 0.0%** | &nbsp;&nbsp; **RIGHTS — 0.0%** | &nbsp;&nbsp; **RIGHTS — 0.0%** |
|  | **Number Of**<br>**Rights** |  |
| &nbsp;&nbsp; Progenics Pharmaceuticals (B)(C) | 61398 | $— |
| &nbsp;&nbsp; Toriba Therapeutics (B)(C) | 2044 |  |
| &nbsp;&nbsp; Total Rights<br>(Cost $123) |  |  |

---

------

<u>Catholic Responsible Investments</u>   <u> Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.5%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.5%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.5%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; State Street Institutional US Government Money Market Fund, Premier Class, 2.960% (D) | $2363187 | $2363187 |
| &nbsp;&nbsp; Total Short-Term Investments<br>(Cost $2,363,187) |  | 2363187 |
| &nbsp;&nbsp; Total Investments in Securities— 99.5%<br>(Cost $419,564,260) | &nbsp;&nbsp; Total Investments in Securities— 99.5%<br>(Cost $419,564,260) | $493397598 |

---

Percentages are based on Net Assets of $495,670,413.

A list of the open futures contracts held by the Fund at January 31, 2023 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Type of<br> Contract | Number<br> of<br> Contracts | Expiration<br> Date | Notional<br> Amount | Value | Unrealized<br> Appreciation |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Russell 2000 Index E-MINI | 43 | Mar-2023 | $3999134 | $4169710 | $170576 |

---

\* Non-income producing security.

‡ Real Estate Investment Trust.

(A) This security or a partial position of this security is on loan at January 31, 2023. The total market value of
securities on loan at January 31, 2023 was $2,301,483.

(B) Level 3 security in accordance with fair value hierarchy.

(C) Expiration date not available.

(D) This security was purchased with cash collateral received from securities lending. The total was of such securities as
of January 31, 2023, was $2,363,187.

Cl — Class

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Multi-Style US Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **COMMON STOCK — 97.1%** | &nbsp;&nbsp; **COMMON STOCK — 97.1%** | &nbsp;&nbsp; **COMMON STOCK — 97.1%** |
|  | **Shares** | **Value** |
|  **COMMUNICATION SERVICES — 9.1%** | **COMMUNICATION SERVICES — 9.1%** | **COMMUNICATION SERVICES — 9.1%** |
| &nbsp;&nbsp; Alphabet, Cl A \* | 22000 | $2174480 |
| &nbsp;&nbsp; Alphabet, Cl C \* | 277691 | 27733000 |
| &nbsp;&nbsp; Charter Communications, Cl A \* . | 13500 | 5188185 |
| &nbsp;&nbsp; Comcast, Cl A | 160000 | 6296000 |
| &nbsp;&nbsp; DISH Network, Cl A \* | 74500 | 1072055 |
| &nbsp;&nbsp; Electronic Arts | 11611 | 1494103 |
| &nbsp;&nbsp; Fox | 63000 | 2138220 |
| &nbsp;&nbsp; Fox | 55033 | 1744546 |
| &nbsp;&nbsp; Match Group \* | 14350 | 776622 |
| &nbsp;&nbsp; Meta Platforms, Cl A \* | 19700 | 2934709 |
| &nbsp;&nbsp; News | 29775 | 603242 |
| &nbsp;&nbsp; T-Mobile US \* | 25000 | 3732750 |
| &nbsp;&nbsp; Walt Disney \* | 56994 | 6183279 |
| &nbsp;&nbsp; ZoomInfo Technologies, Cl A \* | 118899 | 3356519 |
|  |  | 65427710 |
|  **CONSUMER DISCRETIONARY — 8.9%** | **CONSUMER DISCRETIONARY — 8.9%** | **CONSUMER DISCRETIONARY — 8.9%** |
| &nbsp;&nbsp; Airbnb, Cl A \* | 32100 | 3566631 |
| &nbsp;&nbsp; Amazon.com \* | 234582 | 24192442 |
| &nbsp;&nbsp; Booking Holdings \* | 1400 | 3407740 |
| &nbsp;&nbsp; Etsy \* | 24573 | 3380753 |
| &nbsp;&nbsp; Gap | 88000 | 1194160 |
| &nbsp;&nbsp; Hilton Worldwide Holdings | 33326 | 4835269 |
| &nbsp;&nbsp; Honda Motor ADR | 96000 | 2382720 |
| &nbsp;&nbsp; Lululemon Athletica \* | 10504 | 3223468 |
| &nbsp;&nbsp; NIKE, Cl B | 72443 | 9224167 |
| &nbsp;&nbsp; Qurate Retail \* | 128500 | 331530 |
| &nbsp;&nbsp; Starbucks | 29648 | 3235783 |
| &nbsp;&nbsp; TJX | 49947 | 4088661 |
| &nbsp;&nbsp; Wingstop | 7002 | 1109607 |
|  |  | 64172931 |
|  **CONSUMER STAPLES — 2.4%** | **CONSUMER STAPLES — 2.4%** | **CONSUMER STAPLES — 2.4%** |
| &nbsp;&nbsp; Anheuser-Busch InBev ADR | 55000 | 3315950 |
| &nbsp;&nbsp; Constellation Brands, Cl A | 8179 | 1893602 |
| &nbsp;&nbsp; Freshpet \* | 20963 | 1327587 |
| &nbsp;&nbsp; Haleon ADR \* | 226000 | 1830600 |
| &nbsp;&nbsp; Molson Coors Beverage, Cl B | 60000 | 3154800 |
| &nbsp;&nbsp; PepsiCo | 32696 | 5591670 |
|  |  | 17114209 |
|  **ENERGY — 3.3%** | **ENERGY — 3.3%** | **ENERGY — 3.3%** |
| &nbsp;&nbsp; Cheniere Energy | 5532 | 845234 |
| &nbsp;&nbsp; ConocoPhillips | 40000 | 4874800 |
| &nbsp;&nbsp; Occidental Petroleum | 142000 | 9200180 |
| &nbsp;&nbsp; Schlumberger | 71599 | 4079711 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** | **ENERGY — continued** |
| &nbsp;&nbsp; Williams | 134300 | $| 4329832 |
|  |  |  | 23329757 |
|  **FINANCIALS — 17.2%** | **FINANCIALS — 17.2%** | **FINANCIALS — 17.2%** | **FINANCIALS — 17.2%** |
| &nbsp;&nbsp; Aegon | 240169 |  | 1316126 |
| &nbsp;&nbsp; American Express | 29193 |  | 5106732 |
| &nbsp;&nbsp; Ares Management, Cl A | 13864 |  | 1150573 |
| &nbsp;&nbsp; Bank of America | 73000 |  | 2590040 |
| &nbsp;&nbsp; Bank of New York Mellon | 105000 |  | 5309850 |
| &nbsp;&nbsp; Berkshire Hathaway, Cl B \* | 26200 |  | 8161824 |
| &nbsp;&nbsp; Brighthouse Financial \* | 18208 |  | 1024564 |
| &nbsp;&nbsp; Capital One Financial | 65000 |  | 7735000 |
| &nbsp;&nbsp; Charles Schwab | 299938 |  | 23221200 |
| &nbsp;&nbsp; First Republic Bank | 56134 |  | 7908158 |
| &nbsp;&nbsp; Goldman Sachs Group | 14000 |  | 5121340 |
| &nbsp;&nbsp; Hamilton Lane, Cl A | 20481 |  | 1594651 |
| &nbsp;&nbsp; Lincoln National | 9000 |  | 318870 |
| &nbsp;&nbsp; Markel \* | 7916 |  | 11153486 |
| &nbsp;&nbsp; MetLife | 102500 |  | 7484550 |
| &nbsp;&nbsp; Moody's | 26784 |  | 8644536 |
| &nbsp;&nbsp; S&P Global | 8226 |  | 3084400 |
| &nbsp;&nbsp; State Street | 44000 |  | 4018520 |
| &nbsp;&nbsp; Truist Financial | 36000 |  | 1778040 |
| &nbsp;&nbsp; UBS Group | 87500 |  | 1877750 |
| &nbsp;&nbsp; US Bancorp | 81980 |  | 4082604 |
| &nbsp;&nbsp; Wells Fargo | 217000 |  | 10170790 |
|  |  |  | 122853604 |
|  **HEALTH CARE — 10.5%** |  |  |  |
| &nbsp;&nbsp; Align Technology \* | 3608 |  | 973186 |
| &nbsp;&nbsp; Alnylam Pharmaceuticals \* | 18000 |  | 4075200 |
| &nbsp;&nbsp; BioMarin Pharmaceutical \* | 37000 |  | 4267950 |
| &nbsp;&nbsp; Boston Scientific \* | 82543 |  | 3817614 |
| &nbsp;&nbsp; Cigna | 32000 |  | 10133440 |
| &nbsp;&nbsp; CVS Health | 45000 |  | 3969900 |
| &nbsp;&nbsp; Elanco Animal Health \* | 145000 |  | 1990850 |
| &nbsp;&nbsp; Elevance Health | 12759 |  | 6379372 |
| &nbsp;&nbsp; Gilead Sciences | 65000 |  | 5456100 |
| &nbsp;&nbsp; ICON \* | 19627 |  | 4528145 |
| &nbsp;&nbsp; IDEXX Laboratories \* | 2827 |  | 1358373 |
| &nbsp;&nbsp; Incyte \* | 41000 |  | 3490740 |
| &nbsp;&nbsp; Medtronic | 94539 |  | 7911969 |
| &nbsp;&nbsp; Mettler-Toledo International \* | 5213 |  | 7991112 |
| &nbsp;&nbsp; Omnicell \* | 15448 |  | 856901 |
| &nbsp;&nbsp; Seagen \* | 8837 |  | 1232585 |
| &nbsp;&nbsp; Zimmer Biomet Holdings | 15000 |  | 1910100 |

---

------

<u>Catholic Responsible Investments</u>   <u> Multi-Style US Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **HEALTH CARE— continued** |  |  |  |
| &nbsp;&nbsp; Zoetis, Cl A | 29676 | $| 4911081 |
|  |  |  | 75254618 |
|  **INDUSTRIALS — 8.9%** |  |  |  |
| &nbsp;&nbsp; AMETEK | 43154 |  | 6253878 |
| &nbsp;&nbsp; Carrier Global | 70500 |  | 3209865 |
| &nbsp;&nbsp; Equifax | 11846 |  | 2632181 |
| &nbsp;&nbsp; FedEx | 34000 |  | 6591240 |
| &nbsp;&nbsp; Fortive | 82473 |  | 5610638 |
| &nbsp;&nbsp; GXO Logistics \* | 128480 |  | 6723358 |
| &nbsp;&nbsp; Hexcel | 17659 |  | 1246372 |
| &nbsp;&nbsp; Johnson Controls International | 124000 |  | 8626680 |
| &nbsp;&nbsp; Mercury Systems \* | 28909 |  | 1445016 |
| &nbsp;&nbsp; Otis Worldwide | 20000 |  | 1644600 |
| &nbsp;&nbsp; TransDigm Group | 16275 |  | 11681381 |
| &nbsp;&nbsp; TransUnion | 71002 |  | 5094394 |
| &nbsp;&nbsp; Uber Technologies \* | 97364 |  | 3011469 |
|  |  |  | 63771072 |
|  **INFORMATION TECHNOLOGY — 31.7%** | **INFORMATION TECHNOLOGY — 31.7%** | **INFORMATION TECHNOLOGY — 31.7%** | **INFORMATION TECHNOLOGY — 31.7%** |
| &nbsp;&nbsp; Adobe \* | 23989 |  | 8884086 |
| &nbsp;&nbsp; Advanced Micro Devices \* | 14797 |  | 1111995 |
| &nbsp;&nbsp; Amphenol, Cl A | 75633 |  | 6033244 |
| &nbsp;&nbsp; Apple | 200413 |  | 28917592 |
| &nbsp;&nbsp; ASML Holding, Cl G | 3900 |  | 2577276 |
| &nbsp;&nbsp; Atlassian, Cl A \* | 12589 |  | 2034634 |
| &nbsp;&nbsp; Autodesk \* | 9053 |  | 1947844 |
| &nbsp;&nbsp; Block, Cl A \* | 31816 |  | 2600004 |
| &nbsp;&nbsp; CDW | 8269 |  | 1620972 |
| &nbsp;&nbsp; Ceridian HCM Holding \* | 17456 |  | 1261720 |
| &nbsp;&nbsp; Cisco Systems | 88000 |  | 4282960 |
| &nbsp;&nbsp; Cognizant Technology Solutions, Cl A | 47000 |  | 3137250 |
| &nbsp;&nbsp; Coherent \* | 29500 |  | 1280300 |
| &nbsp;&nbsp; Dell Technologies, Cl C | 48000 |  | 1949760 |
| &nbsp;&nbsp; Fidelity National Information Services | 66458 |  | 4987008 |
| &nbsp;&nbsp; Fiserv \* | 67300 |  | 7179564 |
| &nbsp;&nbsp; FleetCor Technologies \* | 21510 |  | 4491503 |
| &nbsp;&nbsp; Gartner \* | 5255 |  | 1776926 |
| &nbsp;&nbsp; Global Payments | 39050 |  | 4401716 |
| &nbsp;&nbsp; Hewlett Packard Enterprise | 155000 |  | 2500150 |
| &nbsp;&nbsp; HP | 115000 |  | 3351100 |
| &nbsp;&nbsp; Intuit | 10432 |  | 4409293 |
| &nbsp;&nbsp; Juniper Networks | 84000 |  | 2713200 |
| &nbsp;&nbsp; KLA | 1826 |  | 716668 |
| &nbsp;&nbsp; Mastercard, Cl A | 22498 |  | 8337759 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** | **INFORMATION TECHNOLOGY— continued** |
| &nbsp;&nbsp; Microchip Technology | 240620 | $18676924 |
| &nbsp;&nbsp; Microsoft | 155374 | 38503231 |
| &nbsp;&nbsp; MongoDB, Cl A \* | 13986 | 2995941 |
| &nbsp;&nbsp; NVIDIA | 34501 | 6740460 |
| &nbsp;&nbsp; ON Semiconductor \* | 12608 | 926058 |
| &nbsp;&nbsp; Palo Alto Networks \* | 3809 | 604260 |
| &nbsp;&nbsp; Roper Technologies | 11518 | 4915307 |
| &nbsp;&nbsp; Salesforce \* | 38060 | 6392938 |
| &nbsp;&nbsp; SAP ADR | 61772 | 7321835 |
| &nbsp;&nbsp; ServiceNow \* | 6477 | 2947877 |
| &nbsp;&nbsp; Shift4 Payments, Cl A \* | 11656 | 746450 |
| &nbsp;&nbsp; Synaptics \* | 6590 | 823948 |
| &nbsp;&nbsp; TE Connectivity | 25000 | 3178750 |
| &nbsp;&nbsp; VeriSign \* | 13065 | 2848823 |
| &nbsp;&nbsp; Visa, Cl A | 50914 | 11720912 |
| &nbsp;&nbsp; VMware, Cl A \* | 48501 | 5939897 |
|  |  | 227788135 |
|  **MATERIALS — 3.0%** |  |  |
| &nbsp;&nbsp; Air Products and Chemicals | 29245 | 9373315 |
| &nbsp;&nbsp; Celanese, Cl A | 16500 | 2032800 |
| &nbsp;&nbsp; Linde | 18376 | 6081354 |
| &nbsp;&nbsp; LyondellBasell Industries, Cl A | 33000 | 3190770 |
|  |  | 20678239 |
|  **REAL ESTATE — 2.1%** |  |  |
| &nbsp;&nbsp; American Tower ‡ | 54458 | 12165373 |
| &nbsp;&nbsp; Equinix ‡ | 3664 | 2704508 |
|  |  | 14869881 |
| &nbsp;&nbsp; Total Common Stock<br>(Cost $680,961,766) |  | 695260156 |
| &nbsp;&nbsp; **WARRANTS — 0.0%** | &nbsp;&nbsp; **WARRANTS — 0.0%** | &nbsp;&nbsp; **WARRANTS — 0.0%** |
|  | **Number Of<br>Warrants** | **Value** |
| &nbsp;&nbsp; Occidental Petroleum,<br>Expires 8/6/2027 | 7000 | $300440 |
| &nbsp;&nbsp; Total Warrants<br>(Cost $90,720) |  | 300440 |
| &nbsp;&nbsp; Total Investments in Securities — 97.1%<br>(Cost $681,052,486) | &nbsp;&nbsp; Total Investments in Securities — 97.1%<br>(Cost $681,052,486) | $695560596 |

---

------

<u>Catholic Responsible Investments</u>   <u> Multi-Style US Equity Fund January 31, 2023 (Unaudited)</u>

Percentages are based on Net Assets of $716,116,303.

\* Non-income producing security.

‡ Real Estate Investment Trust.

ADR — American Depositary Receipt

Cl — Class

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> International Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **COMMON STOCK — 97.1%** | &nbsp;&nbsp; **COMMON STOCK — 97.1%** | &nbsp;&nbsp; **COMMON STOCK — 97.1%** |
|  | **Shares** | **Value** |
|  **AUSTRALIA — 0.4%** |  |  |
| &nbsp;&nbsp; Rio Tinto | 69054 | $5399352 |
|  **BELGIUM — 0.4%** |  |  |
| &nbsp;&nbsp; Anheuser-Busch InBev | 87299 | 5264178 |
|  **BRAZIL — 1.0%** |  |  |
| &nbsp;&nbsp; Arezzo Industria e Comercio | 45800 | 789803 |
| &nbsp;&nbsp; Banco BTG Pactual | 280700 | 1190843 |
| &nbsp;&nbsp; Banco do Brasil | 279800 | 2243808 |
| &nbsp;&nbsp; Gerdau ADR | 164995 | 1072467 |
| &nbsp;&nbsp; Localiza Rent a Car | 176070 | 2047917 |
| &nbsp;&nbsp; Marfrig Global Foods | 302900 | 459872 |
| &nbsp;&nbsp; MercadoLibre \* | 847 | 1000891 |
| &nbsp;&nbsp; Minerva | 240400 | 662918 |
| &nbsp;&nbsp; Movida Participacoes | 81000 | 119795 |
| &nbsp;&nbsp; Petro Rio \* | 87100 | 721407 |
| &nbsp;&nbsp; Petroleo Brasileiro ADR, Cl A | 95647 | 987077 |
| &nbsp;&nbsp; SLC Agricola | 42260 | 425634 |
| &nbsp;&nbsp; Suzano | 59300 | 541002 |
| &nbsp;&nbsp; Vamos Locacao de Caminhoes Maquinas e Equipamentos | 307500 | 876337 |
|  |  | 13139771 |
|  **CANADA — 5.5%** |  |  |
| &nbsp;&nbsp; Alimentation Couche-Tard | 219605 | 9999775 |
| &nbsp;&nbsp; Canadian National Railway | 104808 | 12440133 |
| &nbsp;&nbsp; Canadian Pacific Railway | 215728 | 17020939 |
| &nbsp;&nbsp; Canadian Pacific Railway | 73500 | 5784817 |
| &nbsp;&nbsp; Dollarama | 32700 | 1949967 |
| &nbsp;&nbsp; Franco-Nevada | 29400 | 4300220 |
| &nbsp;&nbsp; Gildan Activewear | 99900 | 3123489 |
| &nbsp;&nbsp; Northland Power | 66200 | 1773139 |
| &nbsp;&nbsp; Nutrien | 32000 | 2641346 |
| &nbsp;&nbsp; TFI International | 15800 | 1754713 |
| &nbsp;&nbsp; Thomson Reuters | 71135 | 8438002 |
|  |  | 69226540 |
|  **CHINA — 6.8%** |  |  |
| &nbsp;&nbsp; 360 DigiTech ADR | 73922 | 1783738 |
| &nbsp;&nbsp; Alibaba Group Holding ADR \* | 46690 | 5145238 |
| &nbsp;&nbsp; Anhui Conch Cement, Cl H | 315141 | 1196806 |
| &nbsp;&nbsp; Autohome ADR | 7010 | 244369 |
| &nbsp;&nbsp; Bank of China, Cl H | 2598000 | 989295 |
| &nbsp;&nbsp; Beijing New Building Materials, Cl A | 174400 | 739461 |
| &nbsp;&nbsp; Bosideng International Holdings | 2436000 | 1357977 |
| &nbsp;&nbsp; BYD, Cl H | 42500 | 1346317 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **CHINA — continued** |  |  |
| &nbsp;&nbsp; Chengxin Lithium Group, Cl A | 51300 | $326286 |
| &nbsp;&nbsp; China Construction Bank, Cl H | 6114921 | 3959445 |
| &nbsp;&nbsp; China Everbright Environment Group | 643000 | 286027 |
| &nbsp;&nbsp; China Galaxy Securities, Cl H | 1613500 | 870052 |
| &nbsp;&nbsp; China Petroleum & Chemical, Cl H | 2892000 | 1562110 |
| &nbsp;&nbsp; China Railway Group, Cl H | 1865000 | 1017759 |
| &nbsp;&nbsp; China State Construction Engineering, Cl A | 1291586 | 1061429 |
| &nbsp;&nbsp; CITIC | 833000 | 975077 |
| &nbsp;&nbsp; COSCO SHIPPING Holdings, Cl H | 1206700 | 1252102 |
| &nbsp;&nbsp; Daqo New Energy ADR \* | 20422 | 929405 |
| &nbsp;&nbsp; Dongfeng Motor Group, Cl H | 754000 | 449696 |
| &nbsp;&nbsp; FinVolution Group ADR | 88120 | 483779 |
| &nbsp;&nbsp; Ganfeng Lithium Group, Cl H (A) | 107440 | 981595 |
| &nbsp;&nbsp; Greentown China Holdings | 213500 | 314883 |
| &nbsp;&nbsp; Guangzhou Automobile Group, Cl H | 436000 | 313776 |
| &nbsp;&nbsp; Haier Smart Home, Cl H | 650400 | 2399550 |
| &nbsp;&nbsp; Hangzhou Binjiang Real Estate Group, Cl A | 374900 | 591001 |
| &nbsp;&nbsp; Hello Group ADR | 24574 | 251884 |
| &nbsp;&nbsp; Industrial & Commercial Bank of China, Cl H | 2625000 | 1404628 |
| &nbsp;&nbsp; JD.com, Cl A | 129500 | 3846568 |
| &nbsp;&nbsp; JD.com ADR | 35911 | 2137782 |
| &nbsp;&nbsp; Jiangxi Copper, Cl H | 456000 | 785517 |
| &nbsp;&nbsp; Kweichow Moutai, Cl A | 5300 | 1453102 |
| &nbsp;&nbsp; Lenovo Group | 896000 | 718892 |
| &nbsp;&nbsp; Li Ning | 1213322 | 11998472 |
| &nbsp;&nbsp; Meituan, Cl B \* | 73669 | 1647490 |
| &nbsp;&nbsp; NARI Technology, Cl A | 257659 | 1009685 |
| &nbsp;&nbsp; PetroChina, Cl H | 3898000 | 2085928 |
| &nbsp;&nbsp; PICC Property & Casualty, Cl H . | 1550000 | 1457720 |
| &nbsp;&nbsp; Pinduoduo ADR \* | 59547 | 5834415 |
| &nbsp;&nbsp; Ping An Insurance Group of China, Cl H | 161000 | 1251015 |
| &nbsp;&nbsp; Pop Mart International Group (A) | 148600 | 482000 |
| &nbsp;&nbsp; Sinopharm Group, Cl H | 510800 | 1252382 |
| &nbsp;&nbsp; Tencent Holdings | 203894 | 9938830 |
| &nbsp;&nbsp; Tencent Music Entertainment Group ADR \* | 145406 | 1219956 |
| &nbsp;&nbsp; Tongwei, Cl A | 176100 | 1104590 |
| &nbsp;&nbsp; Vipshop Holdings ADR \* | 95005 | 1469727 |
| &nbsp;&nbsp; Want Want China Holdings | 1029000 | 670410 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **CHINA — continued** |  |  |
| &nbsp;&nbsp; Yum China Holdings | 46170 | $2844534 |
| &nbsp;&nbsp; Zhejiang Expressway, Cl H | 608000 | 525200 |
|  |  | 85967900 |
|  **DENMARK — 1.0%** |  |  |
| &nbsp;&nbsp; Coloplast, Cl B | 14168 | 1708793 |
| &nbsp;&nbsp; DSV | 35579 | 5879738 |
| &nbsp;&nbsp; GN Store Nord | 24425 | 601607 |
| &nbsp;&nbsp; Pandora | 15848 | 1318309 |
| &nbsp;&nbsp; Tryg | 66062 | 1514426 |
| &nbsp;&nbsp; Vestas Wind Systems | 62843 | 1836980 |
|  |  | 12859853 |
|  **FINLAND — 0.2%** |  |  |
| &nbsp;&nbsp; Nordea Bank Abp | 165072 | 1927507 |
|  **FRANCE — 11.3%** |  |  |
| &nbsp;&nbsp; Air Liquide | 80589 | 12818781 |
| &nbsp;&nbsp; Alstom | 390604 | 11602900 |
| &nbsp;&nbsp; AXA | 316032 | 9849892 |
| &nbsp;&nbsp; BNP Paribas | 45829 | 3144429 |
| &nbsp;&nbsp; Capgemini | 21554 | 4086490 |
| &nbsp;&nbsp; Carrefour | 275338 | 5231885 |
| &nbsp;&nbsp; Danone | 283743 | 15544485 |
| &nbsp;&nbsp; Dassault Systemes | 55627 | 2066720 |
| &nbsp;&nbsp; Hermes International | 3047 | 5696704 |
| &nbsp;&nbsp; Ipsen | 14690 | 1541400 |
| &nbsp;&nbsp; Kering | 1378 | 858941 |
| &nbsp;&nbsp; L'Oreal | 16549 | 6826345 |
| &nbsp;&nbsp; LVMH Moet Hennessy Louis Vuitton | 29598 | 25812125 |
| &nbsp;&nbsp; Pernod Ricard | 70711 | 14624457 |
| &nbsp;&nbsp; Publicis Groupe | 22321 | 1572919 |
| &nbsp;&nbsp; Remy Cointreau | 7976 | 1500271 |
| &nbsp;&nbsp; Rexel | 3488 | 77085 |
| &nbsp;&nbsp; Teleperformance | 10915 | 3031151 |
| &nbsp;&nbsp; TotalEnergies | 66582 | 4111978 |
| &nbsp;&nbsp; Valeo | 111042 | 2424336 |
| &nbsp;&nbsp; Vinci | 95099 | 10734299 |
|  |  | 143157593 |
|  **GERMANY — 4.4%** |  |  |
| &nbsp;&nbsp; Bayerische Motoren Werke | 28766 | 2927268 |
| &nbsp;&nbsp; Carl Zeiss Meditec | 18408 | 2653917 |
| &nbsp;&nbsp; CompuGroup Medical & KgaA | 19138 | 896036 |
| &nbsp;&nbsp; Deutsche Boerse | 15975 | 2855704 |
| &nbsp;&nbsp; Deutsche Telekom | 592375 | 13184018 |
| &nbsp;&nbsp; Infineon Technologies | 93175 | 3351871 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **GERMANY — continued** |  |  |
| &nbsp;&nbsp; Muenchener Rueckversicherungs- Gesellschaft in Muenchen | 9799 | $3535883 |
| &nbsp;&nbsp; Nemetschek | 18299 | 977352 |
| &nbsp;&nbsp; RWE | 168512 | 7494361 |
| &nbsp;&nbsp; SAP | 129578 | 15344603 |
| &nbsp;&nbsp; Siemens Healthineers | 46628 | 2498061 |
|  |  | 55719074 |
|  **GREECE — 0.0%** |  |  |
| &nbsp;&nbsp; FF Group \*(B) | 8921 | 4651 |
|  **HONG KONG — 2.3%** |  |  |
| &nbsp;&nbsp; AIA Group | 887139 | 10034783 |
| &nbsp;&nbsp; China Lumena New Materials \*(B) | 15350 |  |
| &nbsp;&nbsp; Prudential | 1106869 | 18364641 |
| &nbsp;&nbsp; Skyworth Group | 700000 | 448589 |
| &nbsp;&nbsp; WH Group | 998034 | 614858 |
|  |  | 29462871 |
|  **INDIA — 3.1%** |  |  |
| &nbsp;&nbsp; APL Apollo Tubes | 102688 | 1439224 |
| &nbsp;&nbsp; Axis Bank | 86373 | 923131 |
| &nbsp;&nbsp; Bank of Baroda | 607200 | 1252007 |
| &nbsp;&nbsp; GAIL India | 655864 | 764972 |
| &nbsp;&nbsp; HCL Technologies | 82794 | 1141697 |
| &nbsp;&nbsp; HDFC Bank ADR | 14357 | 967088 |
| &nbsp;&nbsp; Hindalco Industries | 176422 | 1018349 |
| &nbsp;&nbsp; ICICI Bank ADR | 776991 | 16184722 |
| &nbsp;&nbsp; Info Edge India | 6459 | 291488 |
| &nbsp;&nbsp; Infosys ADR | 118873 | 2234812 |
| &nbsp;&nbsp; Kotak Mahindra Bank | 71634 | 1520882 |
| &nbsp;&nbsp; Mahindra & Mahindra | 63829 | 1078938 |
| &nbsp;&nbsp; MakeMyTrip \* | 50412 | 1460940 |
| &nbsp;&nbsp; Oil & Natural Gas | 1057204 | 1883787 |
| &nbsp;&nbsp; Page Industries | 986 | 483253 |
| &nbsp;&nbsp; REC | 615254 | 918099 |
| &nbsp;&nbsp; Shriram Finance | 37078 | 584930 |
| &nbsp;&nbsp; State Bank of India | 101994 | 692645 |
| &nbsp;&nbsp; Trent | 33470 | 490857 |
| &nbsp;&nbsp; UPL | 112388 | 1042397 |
| &nbsp;&nbsp; Varun Beverages | 33176 | 465937 |
| &nbsp;&nbsp; Vedanta | 217696 | 889495 |
| &nbsp;&nbsp; WNS Holdings ADR \* | 15405 | 1305266 |
|  |  | 39034916 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **INDONESIA — 0.9%** |  |  |
| &nbsp;&nbsp; Astra International | 2875900 | $1155399 |
| &nbsp;&nbsp; Bank Central Asia | 3382900 | 1919826 |
| &nbsp;&nbsp; Bank Mandiri Persero | 1344600 | 895956 |
| &nbsp;&nbsp; Bank Negara Indonesia Persero . | 3152600 | 1932515 |
| &nbsp;&nbsp; Bank Rakyat Indonesia Persero | 12320800 | 3778394 |
| &nbsp;&nbsp; Indofood Sukses Makmur | 1014200 | 455781 |
| &nbsp;&nbsp; Perusahaan Gas Negara | 6125300 | 634037 |
|  |  | 10771908 |
|  **IRELAND — 1.1%** |  |  |
| &nbsp;&nbsp; Bank of Ireland Group | 261094 | 2786658 |
| &nbsp;&nbsp; CRH | 62925 | 2937034 |
| &nbsp;&nbsp; Ryanair Holdings ADR \* | 97485 | 8825317 |
|  |  | 14549009 |
|  **ISRAEL — 0.2%** |  |  |
| &nbsp;&nbsp; Nice ADR \* | 12385 | 2569021 |
|  **ITALY — 4.4%** |  |  |
| &nbsp;&nbsp; Amplifon | 47150 | 1300644 |
| &nbsp;&nbsp; Enel | 2314381 | 13613533 |
| &nbsp;&nbsp; Ferrari | 74262 | 18538076 |
| &nbsp;&nbsp; FinecoBank Banca Fineco | 81184 | 1455926 |
| &nbsp;&nbsp; UniCredit | 1042643 | 20343348 |
|  |  | 55251527 |
|  **JAPAN — 8.1%** |  |  |
| &nbsp;&nbsp; Daifuku | 22500 | 1240077 |
| &nbsp;&nbsp; FANUC | 89200 | 15775264 |
| &nbsp;&nbsp; GMO Payment Gateway | 10800 | 1000268 |
| &nbsp;&nbsp; Harmonic Drive Systems | 22900 | 772005 |
| &nbsp;&nbsp; Hoya | 42100 | 4634091 |
| &nbsp;&nbsp; Keyence | 36515 | 16825884 |
| &nbsp;&nbsp; Lasertec | 47855 | 9068408 |
| &nbsp;&nbsp; M3 | 39500 | 1081042 |
| &nbsp;&nbsp; MatsukiyoCocokara | 24500 | 1223295 |
| &nbsp;&nbsp; Mitsubishi Electric | 178200 | 1965711 |
| &nbsp;&nbsp; MS&AD Insurance Group Holdings | 46300 | 1486383 |
| &nbsp;&nbsp; Murata Manufacturing | 147400 | 8430282 |
| &nbsp;&nbsp; Nexon | 65800 | 1588070 |
| &nbsp;&nbsp; Nintendo | 110400 | 4791119 |
| &nbsp;&nbsp; Nippon Telegraph & Telephone | 122300 | 3670613 |
| &nbsp;&nbsp; Nomura Research Institute | 61800 | 1485038 |
| &nbsp;&nbsp; Obic | 9600 | 1540556 |
| &nbsp;&nbsp; Renesas Electronics \* | 186500 | 1920128 |
| &nbsp;&nbsp; Seven & i Holdings | 50500 | 2386452 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **JAPAN — continued** |  |  |
| &nbsp;&nbsp; Shimadzu | 74900 | $2303881 |
| &nbsp;&nbsp; Shimano | 12300 | 2195551 |
| &nbsp;&nbsp; Shin-Etsu Chemical | 22600 | 3334838 |
| &nbsp;&nbsp; Sumitomo Mitsui Financial Group | 143200 | 6229372 |
| &nbsp;&nbsp; Sundrug | 36000 | 1019500 |
| &nbsp;&nbsp; TIS | 44000 | 1269926 |
| &nbsp;&nbsp; Tokyo Electron | 12200 | 4268132 |
| &nbsp;&nbsp; TOPPAN INC | 99700 | 1607866 |
|  |  | 103113752 |
|  **LUXEMBOURG — 0.1%** |  |  |
| &nbsp;&nbsp; ArcelorMittal | 53591 | 1660864 |
|  **MEXICO — 0.7%** |  |  |
| &nbsp;&nbsp; Alfa, Cl A | 441900 | 320377 |
| &nbsp;&nbsp; Arca Continental | 62400 | 551311 |
| &nbsp;&nbsp; Grupo Aeroportuario del Pacifico, Cl B | 41700 | 719392 |
| &nbsp;&nbsp; Grupo Bimbo, Ser A | 94800 | 471428 |
| &nbsp;&nbsp; Grupo Financiero Banorte, Cl O | 313900 | 2604702 |
| &nbsp;&nbsp; Wal-Mart de Mexico | 1143066 | 4471942 |
|  |  | 9139152 |
|  **NETHERLANDS — 6.1%** |  |  |
| &nbsp;&nbsp; Adyen \* | 7385 | 11154112 |
| &nbsp;&nbsp; Akzo Nobel | 138958 | 10339792 |
| &nbsp;&nbsp; ASM International | 37469 | 12659384 |
| &nbsp;&nbsp; ASML Holding, Cl G | 18261 | 12067599 |
| &nbsp;&nbsp; ASML Holding | 18699 | 12359601 |
| &nbsp;&nbsp; BE Semiconductor Industries | 18372 | 1312749 |
| &nbsp;&nbsp; ING Groep | 561162 | 8117533 |
| &nbsp;&nbsp; Koninklijke Philips | 478566 | 8254278 |
| &nbsp;&nbsp; Shell | 52494 | 1538923 |
|  |  | 77803971 |
|  **NEW ZEALAND — 0.1%** |  |  |
| &nbsp;&nbsp; Fisher & Paykel Healthcare | 78823 | 1293279 |
|  **NORWAY — 0.2%** |  |  |
| &nbsp;&nbsp; Equinor | 68443 | 2084526 |
| &nbsp;&nbsp; Nordic Semiconductor \* | 50551 | 805552 |
|  |  | 2890078 |
|  **POLAND — 0.2%** |  |  |
| &nbsp;&nbsp; Dino Polska \* | 18997 | 1717618 |
| &nbsp;&nbsp; Jastrzebska Spolka Weglowa \* | 17060 | 265852 |
|  |  | 1983470 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **QATAR — 0.1%** |  |  |
| &nbsp;&nbsp; Industries Qatar QSC | 77541 | $300425 |
| &nbsp;&nbsp; Ooredoo QPSC | 177388 | 435869 |
|  |  | 736294 |
|  **RUSSIA — –%** |  |  |
| &nbsp;&nbsp; Gazprom PJSC (B) | 597226 |  |
| &nbsp;&nbsp; LUKOIL PJSC ADR \*(B) | 20777 |  |
| &nbsp;&nbsp; Sberbank of Russia PJSC ADR \*(B) | 55964 |  |
|  **SAUDI ARABIA — 0.2%** |  |  |
| &nbsp;&nbsp; Bawan | 30224 | 261908 |
| &nbsp;&nbsp; Etihad Etisalat | 38334 | 362149 |
| &nbsp;&nbsp; SABIC Agri-Nutrients | 21512 | 788741 |
| &nbsp;&nbsp; Sahara International Petrochemical | 25837 | 257060 |
| &nbsp;&nbsp; Saudi Electricity | 112764 | 694849 |
|  |  | 2364707 |
|  **SINGAPORE — 0.4%** |  |  |
| &nbsp;&nbsp; DBS Group Holdings | 186700 | 5109011 |
|  **SOUTH AFRICA — 0.4%** |  |  |
| &nbsp;&nbsp; Anglo American | 37407 | 1611093 |
| &nbsp;&nbsp; Sasol | 30966 | 561666 |
| &nbsp;&nbsp; Sibanye Stillwater | 527428 | 1391925 |
| &nbsp;&nbsp; Truworths International | 150154 | 571321 |
| &nbsp;&nbsp; Woolworths Holdings | 113632 | 492105 |
|  |  | 4628110 |
|  **SOUTH KOREA — 2.3%** |  |  |
| &nbsp;&nbsp; BH | 11774 | 197782 |
| &nbsp;&nbsp; Daeduck Electronics | 12086 | 212241 |
| &nbsp;&nbsp; DB Insurance \* | 5010 | 266989 |
| &nbsp;&nbsp; DL E&C \* | 7849 | 243871 |
| &nbsp;&nbsp; Fila Holdings | 9024 | 285023 |
| &nbsp;&nbsp; GS Holdings | 17023 | 611685 |
| &nbsp;&nbsp; Hana Financial Group | 43185 | 1715621 |
| &nbsp;&nbsp; Hyosung TNC \* | 1600 | 541217 |
| &nbsp;&nbsp; Hyundai Electric & Energy System | 14755 | 482128 |
| &nbsp;&nbsp; Hyundai Marine & Fire Insurance | 12211 | 307430 |
| &nbsp;&nbsp; KB Financial Group ADR | 26332 | 1206795 |
| &nbsp;&nbsp; Kia | 64910 | 3536424 |
| &nbsp;&nbsp; Korea Gas \* | 8914 | 242095 |
| &nbsp;&nbsp; LG Innotek | 3348 | 745898 |
| &nbsp;&nbsp; LS \* | 7973 | 458297 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **SOUTH KOREA — continued** |  |  |
| &nbsp;&nbsp; LX INTERNATIONAL CORP \* | 27400 | $784367 |
| &nbsp;&nbsp; LX Semicon | 5846 | 384409 |
| &nbsp;&nbsp; Neowiz \* | 16429 | 563449 |
| &nbsp;&nbsp; OCI | 6872 | 504683 |
| &nbsp;&nbsp; POSCO Holdings ADR | 14085 | 872002 |
| &nbsp;&nbsp; Posco International | 46677 | 893750 |
| &nbsp;&nbsp; Samsung Electronics | 122077 | 6080686 |
| &nbsp;&nbsp; Samsung Electronics GDR | 3175 | 3934979 |
| &nbsp;&nbsp; Samsung Securities | 7164 | 195016 |
| &nbsp;&nbsp; SD Biosensor | 18396 | 429591 |
| &nbsp;&nbsp; Seegene | 6289 | 140370 |
| &nbsp;&nbsp; SIMMTECH | 16487 | 408878 |
| &nbsp;&nbsp; SK Hynix | 26029 | 1883039 |
| &nbsp;&nbsp; Woori Financial Group | 94384 | 984502 |
| &nbsp;&nbsp; Youngone \* | 18251 | 649062 |
|  |  | 29762279 |
|  **SPAIN — 3.0%** |  |  |
| &nbsp;&nbsp; Aena SME \* | 55808 | 8376589 |
| &nbsp;&nbsp; Amadeus IT Group \* | 184970 | 11642023 |
| &nbsp;&nbsp; Bankinter | 190717 | 1374629 |
| &nbsp;&nbsp; CaixaBank | 243015 | 1077154 |
| &nbsp;&nbsp; Iberdrola (A) | 672156 | 7877584 |
| &nbsp;&nbsp; Industria de Diseno Textil | 241754 | 7540104 |
|  |  | 37888083 |
|  **SWEDEN — 1.5%** |  |  |
| &nbsp;&nbsp; Atlas Copco, Cl A | 854880 | 10132240 |
| &nbsp;&nbsp; Boliden | 32250 | 1445597 |
| &nbsp;&nbsp; Nibe Industrier, Cl B | 229839 | 2480348 |
| &nbsp;&nbsp; Swedbank | 264441 | 5080973 |
|  |  | 19139158 |
|  **SWITZERLAND — 3.0%** |  |  |
| &nbsp;&nbsp; Alcon | 234779 | 17653417 |
| &nbsp;&nbsp; Sika | 47395 | 13419502 |
| &nbsp;&nbsp; Straumann Holding | 12550 | 1637447 |
| &nbsp;&nbsp; Swatch Group | 2471 | 891507 |
| &nbsp;&nbsp; Zurich Insurance Group | 9600 | 4730684 |
|  |  | 38332557 |
|  **TAIWAN — 2.8%** |  |  |
| &nbsp;&nbsp; Asia Vital Components | 127000 | 452675 |
| &nbsp;&nbsp; Evergreen Marine Taiwan | 63400 | 323894 |
| &nbsp;&nbsp; Fulgent Sun International Holding | 115000 | 510401 |
| &nbsp;&nbsp; Hon Hai Precision Industry | 697000 | 2324310 |
| &nbsp;&nbsp; Lite-On Technology | 302000 | 671074 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **TAIWAN — continued** |  |  |
| &nbsp;&nbsp; Makalot Industrial | 61000 | $445339 |
| &nbsp;&nbsp; MediaTek | 69000 | 1667107 |
| &nbsp;&nbsp; Novatek Microelectronics | 112000 | 1333682 |
| &nbsp;&nbsp; Radiant Opto-Electronics | 68000 | 233104 |
| &nbsp;&nbsp; Sitronix Technology | 65000 | 462468 |
| &nbsp;&nbsp; Taiwan Semiconductor Manufacturing | 44000 | 776459 |
| &nbsp;&nbsp; Taiwan Semiconductor Manufacturing ADR | 246111 | 22821873 |
| &nbsp;&nbsp; Unimicron Technology | 150000 | 690599 |
| &nbsp;&nbsp; United Microelectronics ADR (A) . | 135522 | 1101794 |
| &nbsp;&nbsp; Yang Ming Marine Transport | 387000 | 812839 |
| &nbsp;&nbsp; Zhen Ding Technology Holding | 120000 | 443116 |
|  |  | 35070734 |
|  **THAILAND — 0.4%** |  |  |
| &nbsp;&nbsp; AP Thailand | 1520500 | 549672 |
| &nbsp;&nbsp; Banpu | 1463000 | 516355 |
| &nbsp;&nbsp; Kasikornbank | 240000 | 1058506 |
| &nbsp;&nbsp; Kiatnakin Phatra Bank | 306300 | 635547 |
| &nbsp;&nbsp; Krung Thai Bank | 1588300 | 845017 |
| &nbsp;&nbsp; PTT Exploration & Production | 153600 | 801804 |
| &nbsp;&nbsp; Thai Union Group, Cl F | 800700 | 388770 |
|  |  | 4795671 |
|  **TURKEY — 0.1%** |  |  |
| &nbsp;&nbsp; KOC Holding | 177721 | 724534 |
| &nbsp;&nbsp; Turk Hava Yollari AO \* | 122531 | 898293 |
|  |  | 1622827 |
|  **UNITED ARAB EMIRATES — 0.2%** |  |  |
| &nbsp;&nbsp; Abu Dhabi Ports PJSC \* | 295831 | 476737 |
| &nbsp;&nbsp; Dubai Islamic Bank PJSC | 597270 | 905439 |
| &nbsp;&nbsp; Emaar Properties PJSC | 150762 | 229088 |
| &nbsp;&nbsp; Fertiglobe | 372194 | 406022 |
|  |  | 2017286 |
|  **UNITED KINGDOM — 10.3%** |  |  |
| &nbsp;&nbsp; 3i Group | 250380 | 4877927 |
| &nbsp;&nbsp; Ashtead Group | 37822 | 2487759 |
| &nbsp;&nbsp; Barclays | 5078931 | 11658857 |
| &nbsp;&nbsp; Berkeley Group Holdings | 48278 | 2468701 |
| &nbsp;&nbsp; BP | 1002164 | 6044746 |
| &nbsp;&nbsp; Burberry Group | 77230 | 2349163 |
| &nbsp;&nbsp; CNH Industrial | 138782 | 2452752 |
| &nbsp;&nbsp; Compass Group | 531646 | 12681971 |
| &nbsp;&nbsp; Dechra Pharmaceuticals | 35893 | 1271183 |
| &nbsp;&nbsp; Diageo | 98100 | 4283451 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **UNITED KINGDOM — continued** | **UNITED KINGDOM — continued** | **UNITED KINGDOM — continued** |
| &nbsp;&nbsp; Experian | 385899 | $14092133 |
| &nbsp;&nbsp; Halma | 47506 | 1263009 |
| &nbsp;&nbsp; Howden Joinery Group | 125092 | 1065870 |
| &nbsp;&nbsp; JD Sports Fashion | 1562940 | 3145831 |
| &nbsp;&nbsp; Linde | 20150 | 6659256 |
| &nbsp;&nbsp; Lloyds Banking Group | 2840118 | 1845717 |
| &nbsp;&nbsp; London Stock Exchange Group . | 22714 | 2076406 |
| &nbsp;&nbsp; RELX | 175745 | 5223796 |
| &nbsp;&nbsp; RELX | 170496 | 5058076 |
| &nbsp;&nbsp; SSE | 71399 | 1521829 |
| &nbsp;&nbsp; SSP Group \* | 3142258 | 10045883 |
| &nbsp;&nbsp; Tate & Lyle | 805140 | 7486893 |
| &nbsp;&nbsp; Taylor Wimpey | 1397662 | 2025027 |
| &nbsp;&nbsp; Unilever | 270170 | 13731924 |
| &nbsp;&nbsp; WH Smith | 265019 | 5226063 |
|  |  | 131044223 |
|  **UNITED STATES — 13.9%** |  |  |
| &nbsp;&nbsp; Accenture, Cl A | 44276 | 12355218 |
| &nbsp;&nbsp; Aon, Cl A | 46540 | 14831367 |
| &nbsp;&nbsp; Atlassian, Cl A \* | 74920 | 12108571 |
| &nbsp;&nbsp; CSL | 61995 | 13068065 |
| &nbsp;&nbsp; EPAM Systems \* | 32805 | 10912583 |
| &nbsp;&nbsp; Ferguson | 61260 | 8619000 |
| &nbsp;&nbsp; ICON \* | 68632 | 15834089 |
| &nbsp;&nbsp; JBS | 233000 | 921667 |
| &nbsp;&nbsp; Lululemon Athletica \* | 26725 | 8201368 |
| &nbsp;&nbsp; Mettler-Toledo International \* | 6337 | 9714114 |
| &nbsp;&nbsp; Nestle | 190561 | 23167922 |
| &nbsp;&nbsp; ResMed | 34486 | 7875568 |
| &nbsp;&nbsp; Schneider Electric | 122016 | 19772827 |
| &nbsp;&nbsp; STERIS | 49664 | 10256112 |
| &nbsp;&nbsp; Tenaris | 97471 | 1725508 |
| &nbsp;&nbsp; Waste Connections | 55580 | 7386582 |
|  |  | 176750561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Common Stock<br>(Cost $1,060,832,769) |  | 1231451738 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Equity Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **RIGHTS — 0.0%** | &nbsp;&nbsp; **RIGHTS — 0.0%** | &nbsp;&nbsp; **RIGHTS — 0.0%** |
|  | **Number of**<br> **Rights** | **Value** |
| &nbsp;&nbsp; Iberdrola (A)(B)(C) | 275921 | $56337 |
| &nbsp;&nbsp; Localiza Rent a Car,<br>Expires 2/7/2023 | 769 | 2562 |
| &nbsp;&nbsp; Thai Union Group (B)(C) | 11592 |  |
| &nbsp;&nbsp; Total Rights<br>(Cost $–) |  | 58899 |
| &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.2%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.2%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.2%** |
|  | **Face<br>Amount** | **Value** |
| &nbsp;&nbsp; State Street Institutional US Government Money Market Fund, Premier Class, 2.960%, (D) | $1910658 | $1910658 |
| &nbsp;&nbsp; Total Short-Term Investments<br>(Cost $1,910,658) |  | 1910658 |
| &nbsp;&nbsp; Total Investments in Securities— 97.3%<br>(Cost $1,062,743,427) | &nbsp;&nbsp; Total Investments in Securities— 97.3%<br>(Cost $1,062,743,427) | $1233421295 |

---

Percentages are based on Net Assets of $1,267,265,702.

\* Non-income producing security.

(A) This security or a partial position of this security is on loan at January 31, 2023. The total market value of
securities on loan at January 31, 2023 was $1,827,702.

(B) Level 3 security in accordance with fair value hierarchy.

(C) Expiration date not available.

(D) This security was purchased with cash collateral received from securities lending. The total was of such securities as
of January 31, 2023, was $1,910,658.

ADR — American Depositary Receipt

Cl — Class

GDR — Global Depositary Receipt

PJSC — Public Joint-Stock Company

QPSC — Qatari Joint-Stock Company

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> International Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **COMMON STOCK — 96.1%** | &nbsp;&nbsp; **COMMON STOCK — 96.1%** | &nbsp;&nbsp; **COMMON STOCK — 96.1%** |
|  | **Shares** | **Value** |
|  **AUSTRALIA — 6.6%** | **AUSTRALIA — 6.6%** | **AUSTRALIA — 6.6%** |
| &nbsp;&nbsp; Accent Group | 121468 | $188571 |
| &nbsp;&nbsp; Aeris Resources \* | 70266 |  |
| &nbsp;&nbsp; Allkem \* | 4776 | 44265 |
| &nbsp;&nbsp; ALS | 125114 | 1158834 |
| &nbsp;&nbsp; Alumina | 556607 | 618152 |
| &nbsp;&nbsp; Charter Hall Group ‡ | 21327 | 209642 |
| &nbsp;&nbsp; Eclipx Group \* | 50421 | 72706 |
| &nbsp;&nbsp; Emeco Holdings | 85896 | 45963 |
| &nbsp;&nbsp; Grange Resources | 339742 | 244739 |
| &nbsp;&nbsp; Ingenia Communities Group ‡ | 34643 | 113895 |
| &nbsp;&nbsp; JB Hi-Fi | 9435 | 323849 |
| &nbsp;&nbsp; Lovisa Holdings | 7962 | 149302 |
| &nbsp;&nbsp; Myer Holdings | 172156 | 118995 |
| &nbsp;&nbsp; Orora | 340404 | 719049 |
| &nbsp;&nbsp; Perenti | 241945 | 214607 |
| &nbsp;&nbsp; Pilbara Minerals \* | 74509 | 253043 |
| &nbsp;&nbsp; Ridley | 160752 | 219481 |
| &nbsp;&nbsp; Technology One | 9063 | 93547 |
| &nbsp;&nbsp; West African Resources \* | 273822 | 216618 |
| &nbsp;&nbsp; Yancoal Australia | 37052 | 154013 |
|  |  | 5159271 |
|  **AUSTRIA — 2.4%** | **AUSTRIA — 2.4%** | **AUSTRIA — 2.4%** |
| &nbsp;&nbsp; ANDRITZ | 4274 | 255332 |
| &nbsp;&nbsp; AT&S Austria Technologie & Systemtechnik | 3828 | 131212 |
| &nbsp;&nbsp; Palfinger | 18840 | 569977 |
| &nbsp;&nbsp; Schoeller-Bleckmann Oilfield Equipment | 9819 | 719528 |
| &nbsp;&nbsp; Strabag | 2116 | 89324 |
| &nbsp;&nbsp; Telekom Austria, Cl A | 14187 | 95264 |
|  |  | 1860637 |
|  **BELGIUM — 0.4%** | **BELGIUM — 0.4%** | **BELGIUM — 0.4%** |
| &nbsp;&nbsp; Bekaert | 5235 | 220614 |
| &nbsp;&nbsp; Telenet Group Holding | 4126 | 71048 |
|  |  | 291662 |
|  **BRAZIL — 0.9%** | **BRAZIL — 0.9%** | **BRAZIL — 0.9%** |
| &nbsp;&nbsp; Cia de Saneamento do Parana | 50200 | 170474 |
| &nbsp;&nbsp; Cury Construtora e Incorporadora | 47900 | 126631 |
| &nbsp;&nbsp; Jalles Machado | 52800 | 76222 |
| &nbsp;&nbsp; Mills Estruturas e Servicos de Engenharia | 96300 | 199354 |
| &nbsp;&nbsp; Petroreconcavo | 13100 | 81433 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **BRAZIL — continued** | **BRAZIL — continued** | **BRAZIL — continued** | **BRAZIL — continued** |
| &nbsp;&nbsp; Portobello | 58500 | $| 94332 |
|  |  |  | 748446 |
|  **CANADA — 3.0%** | **CANADA — 3.0%** | **CANADA — 3.0%** | **CANADA — 3.0%** |
| &nbsp;&nbsp; Absolute Software | 3722 |  | 43235 |
| &nbsp;&nbsp; AGF Management, Cl B | 9224 |  | 58551 |
| &nbsp;&nbsp; Aritzia \* | 1358 |  | 48841 |
| &nbsp;&nbsp; Artis Real Estate Investment Trust ‡ | 20277 |  | 144363 |
| &nbsp;&nbsp; Boardwalk Real Estate Investment Trust ‡ (A) | 5039 |  | 212308 |
| &nbsp;&nbsp; Bombardier, Cl B \* | 2396 |  | 115405 |
| &nbsp;&nbsp; Chemtrade Logistics Income Fund (A) | 35041 |  | 265759 |
| &nbsp;&nbsp; Crescent Point Energy | 12632 |  | 94100 |
| &nbsp;&nbsp; Element Fleet Management | 13501 |  | 190219 |
| &nbsp;&nbsp; Enerplus | 5088 |  | 90027 |
| &nbsp;&nbsp; goeasy | 569 |  | 52911 |
| &nbsp;&nbsp; H&R Real Estate Investment Trust ‡ | 10275 |  | 100182 |
| &nbsp;&nbsp; iA Financial | 1977 |  | 121685 |
| &nbsp;&nbsp; Interfor \* | 1938 |  | 38648 |
| &nbsp;&nbsp; MTY Food Group | 988 |  | 50964 |
| &nbsp;&nbsp; Parex Resources | 14144 |  | 240088 |
| &nbsp;&nbsp; Pason Systems | 13794 |  | 163128 |
| &nbsp;&nbsp; Pet Valu Holdings | 2494 |  | 74370 |
| &nbsp;&nbsp; Stelco Holdings | 2828 |  | 109720 |
| &nbsp;&nbsp; Tricon Residential | 16720 |  | 144727 |
| &nbsp;&nbsp; Yangarra Resources \* | 12333 |  | 22460 |
|  |  |  | 2381691 |
|  **CHINA — 3.0%** | **CHINA — 3.0%** | **CHINA — 3.0%** | **CHINA — 3.0%** |
| &nbsp;&nbsp; Bairong, Cl B \* | 91000 |  | 138734 |
| &nbsp;&nbsp; Beijing Enterprises Holdings | 86000 |  | 292137 |
| &nbsp;&nbsp; Chaoju Eye Care Holdings | 81000 |  | 57905 |
| &nbsp;&nbsp; China BlueChemical | 238000 |  | 65449 |
| &nbsp;&nbsp; China Taiping Insurance Holdings | 47000 |  | 65118 |
| &nbsp;&nbsp; China World Trade Center, Cl A | 77100 |  | 193995 |
| &nbsp;&nbsp; E-Commodities Holdings, Cl New Shares | 224000 |  | 47152 |
| &nbsp;&nbsp; Excellence Commercial Property & Facilities Management Group | 169000 |  | 85224 |
| &nbsp;&nbsp; Fufeng Group | 442000 |  | 310281 |
| &nbsp;&nbsp; G-bits Network Technology Xiamen, Cl A | 600 |  | 31480 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **CHINA — continued** | **CHINA — continued** | **CHINA — continued** | **CHINA — continued** |
| &nbsp;&nbsp; Gemdale Properties & Investment | 1930000 | $| 167369 |
| &nbsp;&nbsp; HUTCHMED China ADR \* | 2426 |  | 43716 |
| &nbsp;&nbsp; ISDN Holdings | 185100 |  | 85202 |
| &nbsp;&nbsp; Jiangsu Bioperfectus Technologies, Cl A | 1683 |  | 23050 |
| &nbsp;&nbsp; Jiutian Chemical Group | 2233700 |  | 140143 |
| &nbsp;&nbsp; Kerry Logistics Network | 167023 |  | 326265 |
| &nbsp;&nbsp; Morimatsu International Holdings \* | 27000 |  | 39396 |
| &nbsp;&nbsp; NetDragon Websoft Holdings | 33500 |  | 77841 |
| &nbsp;&nbsp; Newborn Town \* | 160000 |  | 40899 |
| &nbsp;&nbsp; Seazen Group | 282000 |  |  |
| &nbsp;&nbsp; Theme International Holdings \* . | 500000 |  | 65206 |
| &nbsp;&nbsp; West China Cement | 286000 |  | 35074 |
|  |  |  | 2331636 |
|  **DENMARK — 1.7%** | **DENMARK — 1.7%** | **DENMARK — 1.7%** | **DENMARK — 1.7%** |
| &nbsp;&nbsp; Bavarian Nordic \* | 1273 |  | 40724 |
| &nbsp;&nbsp; D | 6510 |  | 350560 |
| &nbsp;&nbsp; Dfds | 19917 |  | 750001 |
| &nbsp;&nbsp; Per Aarsleff Holding | 1565 |  | 64886 |
| &nbsp;&nbsp; Solar A/S, Cl B, Cl B | 1707 |  | 157550 |
|  |  |  | 1363721 |
|  **EGYPT — 0.1%** | **EGYPT — 0.1%** | **EGYPT — 0.1%** | **EGYPT — 0.1%** |
| &nbsp;&nbsp; Centamin | 33387 |  | 45704 |
|  **FINLAND — 0.1%** | **FINLAND — 0.1%** | **FINLAND — 0.1%** | **FINLAND — 0.1%** |
| &nbsp;&nbsp; Uponor | 3742 |  | 66576 |
|  **FRANCE — 6.7%** | **FRANCE — 6.7%** | **FRANCE — 6.7%** | **FRANCE — 6.7%** |
| &nbsp;&nbsp; Biosynex | 7736 |  | 101942 |
| &nbsp;&nbsp; Coface | 6660 |  | 93032 |
| &nbsp;&nbsp; Elis | 2228 |  | 39091 |
| &nbsp;&nbsp; Genfit \* | 11679 |  | 49539 |
| &nbsp;&nbsp; IPSOS | 14966 |  | 968927 |
| &nbsp;&nbsp; LISI | 22864 |  | 508156 |
| &nbsp;&nbsp; Mersen | 1786 |  | 79204 |
| &nbsp;&nbsp; Rothschild | 25714 |  | 1085007 |
| &nbsp;&nbsp; SCOR | 8434 |  | 207959 |
| &nbsp;&nbsp; Societe BIC | 3748 |  | 271851 |
| &nbsp;&nbsp; Sopra Steria Group | 8110 |  | 1347512 |
| &nbsp;&nbsp; Technip Energies | 1896 |  | 36721 |
| &nbsp;&nbsp; Television Francaise 1 | 6011 |  | 48027 |
| &nbsp;&nbsp; Verallia | 8871 |  | 327201 |
| &nbsp;&nbsp; Virbac | 418 |  | 126724 |
|  |  |  | 5290893 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **GEORGIA — 0.1%** | **GEORGIA — 0.1%** | **GEORGIA — 0.1%** |
| &nbsp;&nbsp; TBC Bank Group | 3282 | $96163 |
|  **GERMANY — 2.2%** | **GERMANY — 2.2%** | **GERMANY — 2.2%** |
| &nbsp;&nbsp; Atoss Software | 877 | 155009 |
| &nbsp;&nbsp; Aurubis | 6690 | 706796 |
| &nbsp;&nbsp; Cliq Digital | 5410 | 172776 |
| &nbsp;&nbsp; Eckert & Ziegler Strahlen- und Medizintechnik | 1113 | 64698 |
| &nbsp;&nbsp; HUGO BOSS | 853 | 57869 |
| &nbsp;&nbsp; Immatics \* | 14947 | 121220 |
| &nbsp;&nbsp; Krones | 1449 | 169019 |
| &nbsp;&nbsp; METRO | 9439 | 92912 |
| &nbsp;&nbsp; Nemetschek | 1154 | 61635 |
| &nbsp;&nbsp; Sirius Real Estate | 50678 | 52842 |
| &nbsp;&nbsp; Synlab | 6140 | 67383 |
|  |  | 1722159 |
|  **GREECE — 0.1%** | **GREECE — 0.1%** | **GREECE — 0.1%** |
| &nbsp;&nbsp; Danaos | 1010 | 59772 |
|  **HONG KONG — 1.1%** | **HONG KONG — 1.1%** | **HONG KONG — 1.1%** |
| &nbsp;&nbsp; Cowell e Holdings | 26000 | 51113 |
| &nbsp;&nbsp; Tam Jai International | 172000 | 58715 |
| &nbsp;&nbsp; United Laboratories International Holdings | 162000 | 107287 |
| &nbsp;&nbsp; Vitasoy International Holdings | 288000 | 612042 |
|  |  | 829157 |
|  **INDIA — 0.9%** | **INDIA — 0.9%** | **INDIA — 0.9%** |
| &nbsp;&nbsp; Azure Power Global \* | 19649 | 79775 |
| &nbsp;&nbsp; MakeMyTrip \* | 15490 | 448900 |
| &nbsp;&nbsp; WNS Holdings ADR \* | 2536 | 214875 |
|  |  | 743550 |
|  **INDONESIA — 0.6%** | **INDONESIA — 0.6%** | **INDONESIA — 0.6%** |
| &nbsp;&nbsp; Ciputra Development | 426400 | 27766 |
| &nbsp;&nbsp; Delta Dunia Makmur | 1402000 | 27365 |
| &nbsp;&nbsp; Dharma Satya Nusantara | 3918700 | 178205 |
| &nbsp;&nbsp; First Pacific | 322000 | 112329 |
| &nbsp;&nbsp; Industri Jamu Dan Farmasi Sido Muncul | 1385900 | 69803 |
| &nbsp;&nbsp; Link Net | 204000 | 28987 |
|  |  | 444455 |
|  **IRELAND — 0.4%** | **IRELAND — 0.4%** | **IRELAND — 0.4%** |
| &nbsp;&nbsp; AIB Group | 32907 | 138089 |
| &nbsp;&nbsp; Glenveagh Properties \* | 164175 | 168033 |
|  |  | 306122 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **ISRAEL — 1.0%** | **ISRAEL — 1.0%** | **ISRAEL — 1.0%** |
| &nbsp;&nbsp; Africa Israel Residences | 3736 | $175236 |
| &nbsp;&nbsp; AudioCodes | 14710 | 284617 |
| &nbsp;&nbsp; Aura Investments | 106365 | 182297 |
| &nbsp;&nbsp; Bezeq The Israeli Telecommunication | 67297 | 111403 |
|  |  | 753553 |
|  **ITALY — 2.8%** | **ITALY — 2.8%** | **ITALY — 2.8%** |
| &nbsp;&nbsp; Banco BPM | 64878 | 291706 |
| &nbsp;&nbsp; BPER Banca | 47605 | 130643 |
| &nbsp;&nbsp; Buzzi Unicem | 5204 | 117066 |
| &nbsp;&nbsp; Carel Industries | 1276 | 31530 |
| &nbsp;&nbsp; De' Longhi | 28006 | 645838 |
| &nbsp;&nbsp; doValue | 67496 | 549270 |
| &nbsp;&nbsp; El.En. | 16071 | 250450 |
| &nbsp;&nbsp; Orsero | 4508 | 74770 |
| &nbsp;&nbsp; Stevanato Group | 3272 | 64393 |
| &nbsp;&nbsp; Zignago Vetro | 2273 | 38759 |
|  |  | 2194425 |
|  **JAPAN — 24.3%** | **JAPAN — 24.3%** | **JAPAN — 24.3%** |
| &nbsp;&nbsp; 77 Bank | 3900 | 69716 |
| &nbsp;&nbsp; Advance Residence Investment ‡ | 171 | 418098 |
| &nbsp;&nbsp; Aichi Financial Group | 5723 | 102309 |
| &nbsp;&nbsp; Ain Holdings | 11636 | 503597 |
| &nbsp;&nbsp; Aisan Industry | 5600 | 32510 |
| &nbsp;&nbsp; Aoyama Trading | 4800 | 33590 |
| &nbsp;&nbsp; Ariake Japan | 10478 | 353756 |
| &nbsp;&nbsp; Asics | 50300 | 1198271 |
| &nbsp;&nbsp; ASKA Pharmaceutical Holdings | 3500 | 33722 |
| &nbsp;&nbsp; Bell System24 Holdings | 7600 | 87566 |
| &nbsp;&nbsp; Charm Care | 40100 | 361134 |
| &nbsp;&nbsp; CMIC Holdings | 2500 | 33900 |
| &nbsp;&nbsp; Cosmo Energy Holdings | 1500 | 42105 |
| &nbsp;&nbsp; Daiken | 8400 | 142062 |
| &nbsp;&nbsp; Daiseki | 8520 | 287379 |
| &nbsp;&nbsp; Daishinku | 11100 | 63594 |
| &nbsp;&nbsp; DMG Mori | 56200 | 859204 |
| &nbsp;&nbsp; Electric Power Development | 11300 | 182534 |
| &nbsp;&nbsp; FIDEA Holdings | 3100 | 35439 |
| &nbsp;&nbsp; Fuji Seal International | 35900 | 467009 |
| &nbsp;&nbsp; Goldcrest | 9500 | 119290 |
| &nbsp;&nbsp; Greens | 4100 | 37581 |
| &nbsp;&nbsp; H.U. Group Holdings | 10600 | 225193 |
| &nbsp;&nbsp; Honeys Holdings | 3600 | 40676 |
| &nbsp;&nbsp; Horiba | 12300 | 566971 |
| &nbsp;&nbsp; Hulic Reit ‡ | 36 | 43069 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **JAPAN — continued** | **JAPAN — continued** | **JAPAN — continued** |
| &nbsp;&nbsp; IDOM | 27700 | $178705 |
| &nbsp;&nbsp; Internet Initiative Japan | 47500 | 892197 |
| &nbsp;&nbsp; Inui Global Logistics | 21000 | 323882 |
| &nbsp;&nbsp; ISB | 4900 | 45115 |
| &nbsp;&nbsp; Ishihara Sangyo Kaisha | 19200 | 163607 |
| &nbsp;&nbsp; Itfor | 7500 | 50038 |
| &nbsp;&nbsp; Itoham Yonekyu Holdings | 17300 | 95072 |
| &nbsp;&nbsp; Iwatani | 16100 | 694570 |
| &nbsp;&nbsp; J Trust | 22000 | 96717 |
| &nbsp;&nbsp; Jaccs | 2100 | 67809 |
| &nbsp;&nbsp; JINUSHI | 5300 | 75816 |
| &nbsp;&nbsp; J-Lease | 3400 | 68373 |
| &nbsp;&nbsp; JSB | 2400 | 75005 |
| &nbsp;&nbsp; Juroku Financial Group | 3100 | 74670 |
| &nbsp;&nbsp; JVCKenwood | 47400 | 132402 |
| &nbsp;&nbsp; Kawasaki Kisen Kaisha (A) | 5400 | 112861 |
| &nbsp;&nbsp; Kobe Steel | 21200 | 114321 |
| &nbsp;&nbsp; Komeri | 4500 | 92398 |
| &nbsp;&nbsp; Komori | 26500 | 179166 |
| &nbsp;&nbsp; Konoike Transport | 2900 | 34437 |
| &nbsp;&nbsp; KPP Group Holdings | 11900 | 81232 |
| &nbsp;&nbsp; Kurita Water Industries | 11883 | 537825 |
| &nbsp;&nbsp; KYB | 2000 | 56731 |
| &nbsp;&nbsp; Lawson | 3200 | 128074 |
| &nbsp;&nbsp; Leopalace21 \* | 23900 | 59372 |
| &nbsp;&nbsp; Lintec | 20500 | 355327 |
| &nbsp;&nbsp; Look Holdings | 7500 | 150364 |
| &nbsp;&nbsp; M&A Capital Partners \* | 7902 | 267888 |
| &nbsp;&nbsp; Mabuchi Motor | 19800 | 567602 |
| &nbsp;&nbsp; Macnica Holdings | 3900 | 103745 |
| &nbsp;&nbsp; Maruzen Showa Unyu | 1900 | 46082 |
| &nbsp;&nbsp; Matsuda Sangyo | 5600 | 102125 |
| &nbsp;&nbsp; Mazda Motor | 27000 | 215118 |
| &nbsp;&nbsp; Menicon | 32262 | 713549 |
| &nbsp;&nbsp; Miroku Jyoho Service | 1800 | 22581 |
| &nbsp;&nbsp; Mitachi | 5100 | 45346 |
| &nbsp;&nbsp; Mitsubishi Motors | 7700 | 29695 |
| &nbsp;&nbsp; Mitsui-Soko Holdings | 6200 | 178421 |
| &nbsp;&nbsp; Mizuho Medy | 2900 | 72173 |
| &nbsp;&nbsp; MTG | 6400 | 79520 |
| &nbsp;&nbsp; Namura Shipbuilding | 47400 |  |
| &nbsp;&nbsp; Nihon Chouzai | 2900 | 26228 |
| &nbsp;&nbsp; Nihon Dempa Kogyo | 2600 | 30682 |
| &nbsp;&nbsp; Nihon Kohden | 2500 | 65738 |
| &nbsp;&nbsp; Nippon Sheet Glass | 47000 | 227720 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **JAPAN — continued** | **JAPAN — continued** | **JAPAN — continued** |
| &nbsp;&nbsp; Nippon Shokubai | 2200 | $93223 |
| &nbsp;&nbsp; Nippon Thompson | 29500 | 135328 |
| &nbsp;&nbsp; Nishi-Nippon Financial Holdings . | 15000 | 124967 |
| &nbsp;&nbsp; Nisshinbo Holdings | 26600 | 199016 |
| &nbsp;&nbsp; Nissui | 20400 | 84845 |
| &nbsp;&nbsp; Oita Bank | 2100 | 35363 |
| &nbsp;&nbsp; Okamoto Machine Tool Works | 2200 | 79313 |
| &nbsp;&nbsp; Onamba | 12300 | 72502 |
| &nbsp;&nbsp; Pressance | 4800 | 61470 |
| &nbsp;&nbsp; Qol Holdings | 11100 | 100425 |
| &nbsp;&nbsp; Remixpoint \* (A) | 30000 | 65082 |
| &nbsp;&nbsp; Riken | 1400 | 26185 |
| &nbsp;&nbsp; Sakai Chemical Industry | 4700 | 66106 |
| &nbsp;&nbsp; Sakata Seed | 11300 | 361346 |
| &nbsp;&nbsp; Sanko Gosei | 6700 | 27331 |
| &nbsp;&nbsp; Sanyo Shokai | 1700 | 18554 |
| &nbsp;&nbsp; SCREEN Holdings | 700 | 52210 |
| &nbsp;&nbsp; Seikagaku | 12400 | 79328 |
| &nbsp;&nbsp; Seiren | 30328 | 557507 |
| &nbsp;&nbsp; Senshu Electric | 4300 | 114713 |
| &nbsp;&nbsp; Seven Bank | 376000 | 773378 |
| &nbsp;&nbsp; Shidax | 17300 | 87432 |
| &nbsp;&nbsp; Shikoku Bank | 5400 | 41421 |
| &nbsp;&nbsp; SK-Electronics | 5700 | 52846 |
| &nbsp;&nbsp; SKY Perfect JSAT Holdings | 42500 | 164215 |
| &nbsp;&nbsp; Starts | 1300 | 25875 |
| &nbsp;&nbsp; Stella Chemifa | 2800 | 55878 |
| &nbsp;&nbsp; Sun Frontier Fudousan | 11900 | 102676 |
| &nbsp;&nbsp; Takaoka Toko | 4300 | 69919 |
| &nbsp;&nbsp; Takara Leben Real Estate Investment ‡ | 219 | 164330 |
| &nbsp;&nbsp; Take And Give Needs | 2600 | 25863 |
| &nbsp;&nbsp; THK | 14700 | 312256 |
| &nbsp;&nbsp; Tokyo Rope Manufacturing | 4600 | 37092 |
| &nbsp;&nbsp; Tokyu REIT ‡ | 178 | 268462 |
| &nbsp;&nbsp; Tomen Devices | 1400 | 65999 |
| &nbsp;&nbsp; Toyo Tire | 4900 | 58675 |
| &nbsp;&nbsp; Transcosmos | 1900 | 49647 |
| &nbsp;&nbsp; Unitika \* | 15100 | 28508 |
| &nbsp;&nbsp; Wealth Management | 4300 | 43443 |
| &nbsp;&nbsp; Xebio Holdings | 17800 | 127151 |
| &nbsp;&nbsp; Yamaichi Electronics | 2000 | 28005 |
| &nbsp;&nbsp; Yamazaki Baking | 5000 | 58553 |
|  |  | 19067012 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **LUXEMBOURG — 1.2%** | **LUXEMBOURG — 1.2%** | **LUXEMBOURG — 1.2%** |
| &nbsp;&nbsp; L'Occitane International | 349000 | $971334 |
|  **MALAYSIA — 0.5%** | **MALAYSIA — 0.5%** | **MALAYSIA — 0.5%** |
| &nbsp;&nbsp; Bumi Armada \* | 1155700 | 156733 |
| &nbsp;&nbsp; Heineken Malaysia | 31100 | 204388 |
|  |  | 361121 |
|  **MAURITIUS — 0.1%** | **MAURITIUS — 0.1%** | **MAURITIUS — 0.1%** |
| &nbsp;&nbsp; Capital | 76542 | 97058 |
|  **MEXICO — 0.5%** | **MEXICO — 0.5%** | **MEXICO — 0.5%** |
| &nbsp;&nbsp; Alfa, Cl A | 262800 | 190530 |
| &nbsp;&nbsp; FIBRA Macquarie Mexico ‡ | 61400 | 104315 |
| &nbsp;&nbsp; Nemak \* | 202600 | 65198 |
|  |  | 360043 |
|  **NETHERLANDS — 0.8%** | **NETHERLANDS — 0.8%** | **NETHERLANDS — 0.8%** |
| &nbsp;&nbsp; ASR Nederland | 4064 | 192160 |
| &nbsp;&nbsp; Eurocommercial Properties ‡ | 3027 | 75731 |
| &nbsp;&nbsp; Heijmans | 1966 | 23823 |
| &nbsp;&nbsp; Ordina | 26600 | 120676 |
| &nbsp;&nbsp; Pharming Group \* | 26725 | 37029 |
| &nbsp;&nbsp; Van Lanschot Kempen | 7013 | 201587 |
|  |  | 651006 |
|  **NEW ZEALAND — 0.2%** | **NEW ZEALAND — 0.2%** | **NEW ZEALAND — 0.2%** |
| &nbsp;&nbsp; Air New Zealand \* | 307820 | 154722 |
|  **NIGERIA — 0.2%** | **NIGERIA — 0.2%** | **NIGERIA — 0.2%** |
| &nbsp;&nbsp; Airtel Africa | 85110 | 122696 |
|  **NORWAY — 2.4%** | **NORWAY — 2.4%** | **NORWAY — 2.4%** |
| &nbsp;&nbsp; 2020 Bulkers | 3068 | 30150 |
| &nbsp;&nbsp; Belships | 57686 | 102116 |
| &nbsp;&nbsp; DNO | 147593 | 181965 |
| &nbsp;&nbsp; Hexagon Composites \* | 129428 | 436125 |
| &nbsp;&nbsp; Hoegh Autoliners | 3821 | 23773 |
| &nbsp;&nbsp; Norske Skog | 8950 | 61591 |
| &nbsp;&nbsp; PhotoCure \* | 19900 | 215967 |
| &nbsp;&nbsp; Rana Gruber, Cl A | 17997 | 110382 |
| &nbsp;&nbsp; Salmar | 14130 | 656607 |
| &nbsp;&nbsp; Stolt-Nielsen | 3442 | 90440 |
|  |  | 1909116 |
|  **PHILIPPINES — 0.2%** | **PHILIPPINES — 0.2%** | **PHILIPPINES — 0.2%** |
| &nbsp;&nbsp; DMCI Holdings | 651600 | 131554 |
|  **SAUDI ARABIA — 0.1%** | **SAUDI ARABIA — 0.1%** | **SAUDI ARABIA — 0.1%** |
| &nbsp;&nbsp; Alamar Foods | 2736 | 102252 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **SINGAPORE — 0.5%** | **SINGAPORE — 0.5%** | **SINGAPORE — 0.5%** |
| &nbsp;&nbsp; Golden Energy & Resources \* | 64500 | $38688 |
| &nbsp;&nbsp; Hour Glass | 26000 | 41237 |
| &nbsp;&nbsp; Samudera Shipping Line | 156300 | 143428 |
| &nbsp;&nbsp; Sasseur Real Estate Investment Trust ‡ | 142900 | 88721 |
| &nbsp;&nbsp; UMS Holdings | 47700 | 48221 |
|  |  | 360295 |
|  **SOUTH AFRICA — 0.2%** | **SOUTH AFRICA — 0.2%** | **SOUTH AFRICA — 0.2%** |
| &nbsp;&nbsp; Astral Foods | 7706 | 71265 |
| &nbsp;&nbsp; Fortress Real Estate Investments, Cl B ‡ | 253876 | 68905 |
| &nbsp;&nbsp; Motus Holdings | 3981 | 28152 |
| &nbsp;&nbsp; Resilient REIT ‡ | 8813 | 26750 |
|  |  | 195072 |
|  **SOUTH KOREA — 2.5%** | **SOUTH KOREA — 2.5%** | **SOUTH KOREA — 2.5%** |
| &nbsp;&nbsp; ABLBio \* | 3742 | 59880 |
| &nbsp;&nbsp; AfreecaTV \* | 937 | 60916 |
| &nbsp;&nbsp; Daewon Pharmaceutical \* | 3360 | 46195 |
| &nbsp;&nbsp; DB HiTek \* | 3713 | 137733 |
| &nbsp;&nbsp; DB Insurance \* | 2428 | 129391 |
| &nbsp;&nbsp; Hanmi Pharm \* | 334 | 69683 |
| &nbsp;&nbsp; Hanwha General Insurance \* | 37962 | 133195 |
| &nbsp;&nbsp; HFR \* | 2462 | 69425 |
| &nbsp;&nbsp; Humasis \* | 3004 | 38285 |
| &nbsp;&nbsp; Hwa Shin \* | 5604 | 39566 |
| &nbsp;&nbsp; JB Financial Group | 18382 | 151876 |
| &nbsp;&nbsp; JVM \* | 11763 | 188624 |
| &nbsp;&nbsp; LabGenomics \* | 6993 | 39055 |
| &nbsp;&nbsp; LF | 6394 | 89476 |
| &nbsp;&nbsp; Lutronic | 3729 | 71204 |
| &nbsp;&nbsp; MegaStudyEdu | 945 | 57336 |
| &nbsp;&nbsp; Meritz Financial Group | 1981 | 69369 |
| &nbsp;&nbsp; Samchully \* | 965 | 382926 |
| &nbsp;&nbsp; Sangsin Energy Display Precision \* | 10366 | 147517 |
|  |  | 1981652 |
|  **SPAIN — 3.1%** | **SPAIN — 3.1%** | **SPAIN — 3.1%** |
| &nbsp;&nbsp; Banco de Sabadell | 80343 | 104931 |
| &nbsp;&nbsp; Energia Innovacion y Desarrollo Fotovoltaico | 7854 | 239296 |
| &nbsp;&nbsp; Fluidra | 22034 | 388595 |
| &nbsp;&nbsp; Gestamp Automocion | 18584 | 81971 |
| &nbsp;&nbsp; Laboratorios Farmaceuticos Rovi | 4967 | 210253 |
| &nbsp;&nbsp; Melia Hotels International | 204448 | 1360003 |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **SPAIN — continued** | **SPAIN — continued** | **SPAIN — continued** | **SPAIN — continued** |
| &nbsp;&nbsp; Viscofan | 469 | $| 30197 |
|  |  |  | 2415246 |
|  **SWEDEN — 3.7%** | **SWEDEN — 3.7%** | **SWEDEN — 3.7%** | **SWEDEN — 3.7%** |
| &nbsp;&nbsp; BioGaia, Cl B | 56064 |  | 492411 |
| &nbsp;&nbsp; Castellum | 11025 |  | 151098 |
| &nbsp;&nbsp; Hemnet Group | 11627 |  | 161927 |
| &nbsp;&nbsp; HMS Networks | 1456 |  | 54217 |
| &nbsp;&nbsp; Hoist Finance \* | 15750 |  | 48365 |
| &nbsp;&nbsp; Inwido | 3241 |  | 35280 |
| &nbsp;&nbsp; Loomis, Cl B | 36644 |  | 1088429 |
| &nbsp;&nbsp; New Wave Group, Cl B | 6137 |  | 137929 |
| &nbsp;&nbsp; Sectra, Cl B | 2644 |  | 37400 |
| &nbsp;&nbsp; Securitas, Cl B | 4124 |  | 37705 |
| &nbsp;&nbsp; SkiStar | 6524 |  | 70569 |
| &nbsp;&nbsp; SSAB, Cl B | 41718 |  | 283963 |
| &nbsp;&nbsp; Transtema Group \* | 1830 |  | 6513 |
| &nbsp;&nbsp; Trelleborg, Cl B | 10251 |  | 256022 |
| &nbsp;&nbsp; Truecaller, Cl B \* | 4923 |  | 17474 |
|  |  |  | 2879302 |
|  **SWITZERLAND — 3.5%** | **SWITZERLAND — 3.5%** | **SWITZERLAND — 3.5%** | **SWITZERLAND — 3.5%** |
| &nbsp;&nbsp; Basilea Pharmaceutica \* | 952 |  | 51240 |
| &nbsp;&nbsp; Bucher Industries | 1345 |  | 610704 |
| &nbsp;&nbsp; Burkhalter Holding | 851 |  | 78797 |
| &nbsp;&nbsp; Comet Holding | 579 |  | 133369 |
| &nbsp;&nbsp; Implenia | 1642 |  | 68731 |
| &nbsp;&nbsp; Inficon Holding | 174 |  | 181534 |
| &nbsp;&nbsp; IWG \* | 310938 |  | 712335 |
| &nbsp;&nbsp; Landis+Gyr Group | 7666 |  | 562770 |
| &nbsp;&nbsp; Leonteq | 1147 |  | 63509 |
| &nbsp;&nbsp; Schweiter Technologies | 120 |  | 105545 |
| &nbsp;&nbsp; Swissquote Group Holding | 1140 |  | 205163 |
|  |  |  | 2773697 |
|  **TAIWAN — 3.1%** | **TAIWAN — 3.1%** | **TAIWAN — 3.1%** | **TAIWAN — 3.1%** |
| &nbsp;&nbsp; Advanced International Multitech | 39000 |  | 129357 |
| &nbsp;&nbsp; ASPEED Technology | 1000 |  | 70818 |
| &nbsp;&nbsp; Compeq Manufacturing | 51000 |  | 78043 |
| &nbsp;&nbsp; Continental Holdings | 285000 |  | 280214 |
| &nbsp;&nbsp; Depo Auto Parts Industries | 94000 |  | 236617 |
| &nbsp;&nbsp; Faraday Technology | 10000 |  | 57201 |
| &nbsp;&nbsp; Farglory Land Development | 28000 |  | 54534 |
| &nbsp;&nbsp; Fitipower Integrated Technology | 12000 |  | 57552 |
| &nbsp;&nbsp; Fusheng Precision \* | 7000 |  | 51845 |
| &nbsp;&nbsp; Genius Electronic Optical | 8000 |  | 98606 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** | **Value** |
|  **TAIWAN — continued** | **TAIWAN — continued** | **TAIWAN — continued** | **TAIWAN — continued** |
| &nbsp;&nbsp; Global Unichip | 13000 | $| 343115 |
| &nbsp;&nbsp; Grape King Bio | 8000 |  | 46093 |
| &nbsp;&nbsp; Lotes | 3000 |  | 76263 |
| &nbsp;&nbsp; M31 Technology | 3000 |  | 53056 |
| &nbsp;&nbsp; Ruentex Development | 44000 |  | 65894 |
| &nbsp;&nbsp; Sitronix Technology | 26000 |  | 184987 |
| &nbsp;&nbsp; Standard Chemical & Pharmaceutical | 68000 |  | 126432 |
| &nbsp;&nbsp; TaiDoc Technology | 17000 |  | 101972 |
| &nbsp;&nbsp; Via Technologies | 58000 |  | 136000 |
| &nbsp;&nbsp; WinWay Technology | 8000 |  | 122250 |
| &nbsp;&nbsp; Wiwynn \* | 3000 |  | 75353 |
|  |  |  | 2446202 |
|  **THAILAND — 0.7%** | **THAILAND — 0.7%** | **THAILAND — 0.7%** | **THAILAND — 0.7%** |
| &nbsp;&nbsp; AP Thailand NVDR | 883700 |  | 319464 |
| &nbsp;&nbsp; Ichitan Group | 496700 |  | 182700 |
| &nbsp;&nbsp; Sappe | 17600 |  | 25143 |
|  |  |  | 527307 |
|  **TURKEY — 0.7%** | **TURKEY — 0.7%** | **TURKEY — 0.7%** | **TURKEY — 0.7%** |
| &nbsp;&nbsp; Haci Omer Sabanci Holding | 151605 |  | 315305 |
| &nbsp;&nbsp; Migros Ticaret \* | 15565 |  | 114281 |
| &nbsp;&nbsp; Sinpas Gayrimenkul Yatirim Ortakligi \*‡ | 205052 |  | 33544 |
| &nbsp;&nbsp; Sok Marketler Ticaret | 78895 |  | 110727 |
|  |  |  | 573857 |
|  **UNITED KINGDOM — 10.0%** | **UNITED KINGDOM — 10.0%** | **UNITED KINGDOM — 10.0%** | **UNITED KINGDOM — 10.0%** |
| &nbsp;&nbsp; 4imprint Group | 3473 |  | 196233 |
| &nbsp;&nbsp; Big Yellow Group ‡ | 8268 |  | 123144 |
| &nbsp;&nbsp; Bloomsbury Publishing | 5338 |  | 29277 |
| &nbsp;&nbsp; Bytes Technology Group | 31300 |  | 149125 |
| &nbsp;&nbsp; CentralNic Group \* | 32778 |  | 58108 |
| &nbsp;&nbsp; Centrica | 71814 |  | 89339 |
| &nbsp;&nbsp; Coats Group | 769542 |  | 690990 |
| &nbsp;&nbsp; Craneware | 15600 |  | 278344 |
| &nbsp;&nbsp; CVS Group | 39895 |  | 990633 |
| &nbsp;&nbsp; Drax Group | 14495 |  | 115600 |
| &nbsp;&nbsp; EnQuest \* | 281496 |  | 76000 |
| &nbsp;&nbsp; Future | 5921 |  | 110097 |
| &nbsp;&nbsp; Global Ship Lease, Cl A | 3014 |  | 55849 |
| &nbsp;&nbsp; Greggs | 1313 |  | 43782 |
| &nbsp;&nbsp; Harbour Energy | 13397 |  | 51744 |
| &nbsp;&nbsp; Howden Joinery Group | 15706 |  | 133826 |
| &nbsp;&nbsp; IMI | 12482 |  | 223175 |
| &nbsp;&nbsp; Investec | 44958 |  | 287119 |
| &nbsp;&nbsp; Man Group | 86572 |  | 265958 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** | &nbsp;&nbsp; **COMMON STOCK — continued** |
|  | **Shares** | **Value** |
|  **UNITED KINGDOM — continued** | **UNITED KINGDOM — continued** | **UNITED KINGDOM — continued** |
| &nbsp;&nbsp; Marks & Spencer Group | 20305 | $36575 |
| &nbsp;&nbsp; Mitie Group | 55659 | 53587 |
| &nbsp;&nbsp; Morgan Advanced Materials | 28785 | 111558 |
| &nbsp;&nbsp; Next Fifteen Communications Group | 24361 | 301361 |
| &nbsp;&nbsp; OSB Group | 118469 | 797573 |
| &nbsp;&nbsp; Pagegroup | 5531 | 31093 |
| &nbsp;&nbsp; Pets at Home Group | 11083 | 48145 |
| &nbsp;&nbsp; Rightmove | 9412 | 68290 |
| &nbsp;&nbsp; RS GROUP | 5329 | 61866 |
| &nbsp;&nbsp; Safestore Holdings ‡ | 54982 | 683649 |
| &nbsp;&nbsp; Saga \* | 14792 | 33926 |
| &nbsp;&nbsp; Savills | 88404 | 1062044 |
| &nbsp;&nbsp; Serco Group | 130666 | 235015 |
| &nbsp;&nbsp; SThree | 20044 | 104627 |
| &nbsp;&nbsp; Wise, Cl A \* | 26550 | 177729 |
| &nbsp;&nbsp; Yu Group \* | 3075 | 24872 |
|  |  | 7800253 |
|  **UNITED STATES — 3.5%** | **UNITED STATES — 3.5%** | **UNITED STATES — 3.5%** |
| &nbsp;&nbsp; Adaptimmune Therapeutics ADR \* | 17099 | 31975 |
| &nbsp;&nbsp; BRP | 5274 | 438845 |
| &nbsp;&nbsp; GXO Logistics \* | 78 | 4082 |
| &nbsp;&nbsp; Inmode \* | 769 | 26954 |
| &nbsp;&nbsp; Ormat Technologies | 12632 | 1161084 |
| &nbsp;&nbsp; Reliance Worldwide | 170800 | 427037 |
| &nbsp;&nbsp; Samsonite International | 210405 | 627001 |
|  |  | 2716978 |
| &nbsp;&nbsp; Total Common Stock<br>(Cost $72,185,391) |  | 75287368 |
| &nbsp;&nbsp; **PREFERRED STOCK — 0.6%** | &nbsp;&nbsp; **PREFERRED STOCK — 0.6%** | &nbsp;&nbsp; **PREFERRED STOCK — 0.6%** |
|  | **Shares** | **Value** |
|  **BRAZIL — 0.3%** | **BRAZIL — 0.3%** | **BRAZIL — 0.3%** |
| &nbsp;&nbsp; Gol Linhas Aereas Inteligentes \* (B) | 52900 | $79691 |
| &nbsp;&nbsp; Unipar Carbocloro (B) | 7330 | 123322 |
|  |  | 203013 |
|  **GERMANY — 0.3%** | **GERMANY — 0.3%** | **GERMANY — 0.3%** |
| &nbsp;&nbsp; Schaeffler (B) | 36579 | 262280 |
| &nbsp;&nbsp; Total Preferred Stock<br>(Cost $482,524) |  | 465293 |

---

------

<u>Catholic Responsible Investments</u>   <u> International Small-Cap Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.7%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.7%** | &nbsp;&nbsp; **SHORT-TERM INVESTMENT — 0.7%** |
|  | **Face**<br> **Amount** | **Value** |
| &nbsp;&nbsp; State Street Institutional US Government Money Market Fund, Premier Class, 2.960%, (C) | $562604 | $562604 |
| &nbsp;&nbsp; Total Short-Term Investments<br>(Cost $562,604) |  | 562604 |
| &nbsp;&nbsp; Total Investments in Securities— 97.4%<br>(Cost $73,230,519) | &nbsp;&nbsp; Total Investments in Securities— 97.4%<br>(Cost $73,230,519) | $76315265 |

---

Percentages are based on Net Assets of $78,315,981.

\* Non-income producing security.

‡ Real Estate Investment Trust.

(A) This security or a partial position of this security is on loan at January 31, 2023. The total market value of
securities on loan at January 31, 2023 was $527,065.

(B) There is currently no rate available.

(C) This security was purchased with cash collateral received from securities lending. The total was of such securities as
of October 31, 2022, was $562,604.

ADR — American Depositary Receipt

Cl — Class

NVDR — Non-Voting Depositary Receipt

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Magnus 45/55 Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** |  |  |
| &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.6%** | &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.6%** | &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.6%** |
|  | **Shares** | **Value** |
| &nbsp;&nbsp; Catholic Responsible<br>Investments Bond Fund† | 3393176 | $29486698 |
| &nbsp;&nbsp; Catholic Responsible<br>Investments Equity Index Fund† | 2697849 | 23902940 |
| &nbsp;&nbsp; Catholic Responsible<br>Investments International Equity Fund† | 1056461 | 9413066 |
| &nbsp;&nbsp; Catholic Responsible<br>Investments International Small-Cap Fund† | 259973 | 2352756 |
| &nbsp;&nbsp; Catholic Responsible<br>Investments Multi-Style US Equity Fund† | 832794 | 7278623 |
| &nbsp;&nbsp; Catholic Responsible<br>Investments Opportunistic Bond Fund† | 1660031 | 15405086 |
| &nbsp;&nbsp; Catholic Responsible<br>Investments Short Duration Bond Fund† | 1639594 | 15559748 |
| &nbsp;&nbsp; Catholic Responsible<br>Investments Small-Cap Fund† | 546206 | 4970475 |
|  |  | 108369392 |
| &nbsp;&nbsp; Total Open-End Mutual Funds<br>(Cost $103,429,102) | &nbsp;&nbsp; Total Open-End Mutual Funds<br>(Cost $103,429,102) | 108369392 |
| &nbsp;&nbsp; Total Investments in Securities— 99.6%<br>(Cost $103,429,102) | &nbsp;&nbsp; Total Investments in Securities— 99.6%<br>(Cost $103,429,102) | $108369392 |

---

Percentages are based on Net Assets of $108,758,126.

† Investment in Affiliated Security.

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

------

<u>Catholic Responsible Investments</u>   <u> Magnus 45/55 Fund January 31, 2023 (Unaudited)</u>

The following is a summary of the transactions with affiliates for the period ended January 31, 2023:

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Security Description** | <br>**Value**<br>**10/31/2022** | <br>**Purchases**<br>**at Cost** | <br>**Proceeds**<br>**from Sales** | <br>**Realized**<br>**Gain** | **Change in**<br>**Unrealized**<br>**Depreciation** | <br>**Value**<br>**1/31/2023** | <br>**Income** | <br>**Capital**<br>**Gains** |
|  Catholic Responsible Investments Bond Fund | $19561268 | $8858864 | $(181338) | $(31870) | $1279774 | $29486698 | $253104 | $— |
|  Catholic Responsible Investments Equity Index Fund | 15587465 | 7128422 | (146719) | (2222) | 1335994 | 23902940 | 92543 |  |
|  Catholic Responsible Investments International Equity Fund | 5235036 | 2867565 | (59347) | (3092) | 1372904 | 9413066 | 21592 |  |
|  Catholic Responsible Investments International Small-Cap Fund | 1334556 | 719065 | (14837) | 171 | 313801 | 2352756 | 7572 |  |
|  Catholic Responsible Investments Multi- Style US Equity Fund | 4495211 | 2224475 | (46159) | (3314) | 608410 | 7278623 | 10940 |  |
|  Catholic Responsible Investments Opportunistic Bond Fund | 10736189 | 4440751 | (90669) | (9209) | 328024 | 15405086 | 145696 |  |
|  Catholic Responsible Investments Short Duration Bond Fund | 11148864 | 4415514 | (90669) | (5943) | 91982 | 15559748 | 104393 |  |
|  Catholic Responsible Investments Small- Cap Fund | 3234709 | 1603038 | (191425) | 159875 | 164278 | 4970475 | 18300 | 161752 |
|  Totals | **$71333298** | **$32257694** | **$(821163)** | **$104396** | **$5495167** | **$108369392** | **$654140** | **$161752** |

---

Amounts designated as "—" are $0 or have been rounded to $0.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Magnus 60/40 Alpha Plus Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.8%** | &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.8%** | &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.8%** |
|  | **Shares** | **Value** |
| &nbsp;&nbsp; Catholic Responsible Investments Bond Fund† | 23776155 | $206614784 |
| &nbsp;&nbsp; Catholic Responsible Investments Equity Index Fund† | 19266477 | 170700987 |
| &nbsp;&nbsp; Catholic Responsible Investments International Equity Fund† | 13747848 | 122493323 |
| &nbsp;&nbsp; Catholic Responsible Investments International Small-Cap Fund† | 3505408 | 31723946 |
| &nbsp;&nbsp; Catholic Responsible Investments Multi-Style US Equity Fund† | 29477880 | 257636671 |
| &nbsp;&nbsp; Catholic Responsible Investments Opportunistic Bond Fund† | 11689466 | 108478242 |
| &nbsp;&nbsp; Catholic Responsible Investments Short Duration Bond Fund† | 11501735 | 109151465 |
| &nbsp;&nbsp; Catholic Responsible Investments Small-Cap Fund† | 7131956 | 64900803 |
|  |  | 1071700221 |
| &nbsp;&nbsp; Total Open-End Mutual Funds<br>(Cost $1,006,972,893) | &nbsp;&nbsp; Total Open-End Mutual Funds<br>(Cost $1,006,972,893) | 1071700221 |
| &nbsp;&nbsp; Total Investments in Securities— 99.8%<br>(Cost $1,006,972,893) | &nbsp;&nbsp; Total Investments in Securities— 99.8%<br>(Cost $1,006,972,893) | $1071700221 |

---

Percentages are based on Net Assets of $1,073,431,778.

† Investment in Affiliated Security.

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

------

<u>Catholic Responsible Investments</u>   <u> Magnus 60/40 Alpha Plus Fund January 31, 2023 (Unaudited)</u>

The following is a summary of the transactions with affiliates for the period ended January 31, 2023:

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Security**<br>**Description** | <br>**Value**<br>**10/31/2022** | <br>**Purchases**<br>**at Cost** | <br>**Proceeds from**<br>**Sales** | <br>**Realized**<br>**Gain** | **Change in**<br>**Unrealized**<br>**Appreciation** | <br>**Value**<br>**1/31/2023** | <br>**Income** | <br>**Capital**<br>**Gains** |
| Catholic Responsible Investments Bond Fund | $195347648 | $1716250 | $(1390987) | $(206927) | $11148800 | $206614784 | $1967086 | $— |
| Catholic Responsible Investments Equity Index Fund | 161916277 | 945994 | (1043240) | (212203) | 9094159 | 170700987 | 659776 |  |
| Catholic Responsible Investments International Equity Fund | 102020700 | 509533 | (834592) | (206729) | 21004411 | 122493323 | 280560 |  |
| Catholic Responsible Investments International Small- Cap Fund | 26578242 | 159176 | (208648) | (39998) | 5235174 | 31723946 | 101932 |  |
| Catholic Responsible Investments Multi-Style US Equity Fund | 237507961 | 844536 | (1669185) | (368923) | 21322282 | 257636671 | 386588 |  |
| Catholic Responsible Investments Opportunistic Bond Fund | 105424072 | 943469 | (695494) | (54753) | 2860948 | 108478242 | 1125557 |  |
| Catholic Responsible Investments Short Duration Bond Fund | 108187317 | 738163 | (695494) | (36236) | 957715 | 109151465 | 806145 |  |
| Catholic Responsible Investments Small- Cap Fund | 61436749 | 2462728 | (2526934) | 2038697 | 1489563 | 64900803 | 238603 | 2109638 |
|  Totals | **$998418966** | **$8319849** | **$(9064574)** | **$912928** | **$73113052** | **$1071700221** | **$5566247** | **$2109638** |

---

Amounts designated as "—" are $0 or have been rounded to $0.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Magnus 60/40 Beta Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |
| &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.8%** | &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.8%** | &nbsp;&nbsp; **OPEN-END MUTUAL FUNDS — 99.8%** |
|  | **Shares** | **Value** |
| &nbsp;&nbsp; Catholic Responsible Investments Bond Fund† | 9210458 | $80038876 |
| &nbsp;&nbsp; Catholic Responsible Investments Equity Index Fund† | 17591691 | 155862379 |
| &nbsp;&nbsp; Catholic Responsible Investments International Equity Fund† | 5309689 | 47309333 |
| &nbsp;&nbsp; Catholic Responsible Investments International Small-Cap Fund† | 1300445 | 11769028 |
| &nbsp;&nbsp; Catholic Responsible Investments Opportunistic Bond Fund† | 4520206 | 41947516 |
| &nbsp;&nbsp; Catholic Responsible Investments Short Duration Bond Fund† | 4474936 | 42467141 |
| &nbsp;&nbsp; Catholic Responsible Investments Small-Cap Fund† | 2710574 | 24666226 |
|  |  | 404060499 |
| &nbsp;&nbsp; Total Open-End Mutual Funds<br>(Cost $368,603,553) | &nbsp;&nbsp; Total Open-End Mutual Funds<br>(Cost $368,603,553) | 404060499 |
| &nbsp;&nbsp; Total Investments in Securities— 99.8%<br>(Cost $368,603,553) | &nbsp;&nbsp; Total Investments in Securities— 99.8%<br>(Cost $368,603,553) | $404060499 |

---

Percentages are based on Net Assets of $404,944,114.

† Investment in Affiliated Security.

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

------

<u>Catholic Responsible Investments</u>   <u> Magnus 60/40 Beta Fund January 31, 2023 (Unaudited)</u>

The following is a summary of the transactions with affiliates for the period ended January 31, 2023:

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Security**<br>**Description** |<br>**Value**<br>**10/31/2022** |<br>**Purchases**<br>**at Cost** |<br>**Proceeds from**<br>**Sales** |<br>**Realized**<br>**Loss** | **Change in**<br>**Unrealized**<br>**Depreciation** |<br>**Value**<br>**1/31/2023** |<br>**Income** |<br>**Capital**<br>**Gains** |
| Catholic Responsible Investments Bond Fund | $77381202 | $633022 | $(2284987) | $(336892) | $4646531 | $80038876 | $766985 | $— |
| Catholic Responsible Investments Equity Index Fund | 151269825 | 820038 | (4455724) | (441309) | 8669549 | 155862379 | 603501 |  |
| Catholic Responsible Investments International Equity Fund | 40357185 | 175148 | (1370992) | (290142) | 8438134 | 47309333 | 108521 |  |
| Catholic Responsible Investments International Small- Cap Fund | 10100702 | 54535 | (342748) | (59165) | 2015704 | 11769028 | 37879 |  |
| Catholic Responsible Investments Opportunistic Bond Fund | 41639070 | 349150 | (1142493) | (93448) | 1195237 | 41947516 | 437829 |  |
| Catholic Responsible Investments Short Duration Bond Fund | 42973197 | 270391 | (1142493) | (61652) | 427698 | 42467141 | 315558 |  |
| Catholic Responsible Investments Small- Cap Fund | 23878020 | 927370 | (1488730) | 740788 | 608778 | 24666226 | 90823 | 803234 |
|  Totals | **$387599201** | **$3229654** | **$(12228167)** | **$(541820)** | **$26001631** | **$404060499** | **$2361096** | **$803234** |

---

Amounts designated as "—" are $0 or have been rounded to $0.

CRI-QH-001-0300

------

<u>Catholic Responsible Investments</u>   <u> Magnus 75/25 Fund January 31, 2023 (Unaudited)</u>

---

| | | |
|:---|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **SCHEDULE OF INVESTMENTS** |  |
| **OPEN-END MUTUAL FUNDS — 99.8%** | **OPEN-END MUTUAL FUNDS — 99.8%** | **OPEN-END MUTUAL FUNDS — 99.8%** |
|  | **Shares** | **Value** |
| &nbsp;&nbsp; Catholic Responsible Investments Bond Fund† | 3502126 | $30433473 |
| &nbsp;&nbsp; Catholic Responsible Investments Equity Index Fund† | 9293079 | 82336678 |
| &nbsp;&nbsp; Catholic Responsible Investments International Equity Fund† | 3945599 | 35155288 |
| &nbsp;&nbsp; Catholic Responsible Investments International Small-Cap Fund† | 975659 | 8829711 |
| &nbsp;&nbsp; Catholic Responsible Investments Multi-Style US Equity Fund† | 3917659 | 34240342 |
| &nbsp;&nbsp; Catholic Responsible Investments Opportunistic Bond Fund† | 1724567 | 16003984 |
| &nbsp;&nbsp; Catholic Responsible Investments Short Duration Bond Fund† | 1708155 | 16210388 |
| &nbsp;&nbsp; Catholic Responsible Investments Small-Cap Fund† | 2058865 | 18735673 |
|  |  | 241945537 |
| &nbsp;&nbsp; Total Open-End Mutual Funds<br>(Cost $217,042,431) |  | 241945537 |
| &nbsp;&nbsp; Total Investments in Securities—99.8%<br>(Cost $217,042,431) | &nbsp;&nbsp; Total Investments in Securities—99.8%<br>(Cost $217,042,431) | $241945537 |

---

Percentages are based on Net Assets of $242,371,710.

† Investment in Affiliated Security.

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

------

<u>Catholic Responsible Investments</u>   <u> Magnus 75/25 Fund January 31, 2023 (Unaudited)</u>

The following is a summary of the transactions with affiliates for the period ended January 31, 2023:

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| <br>**Security Description** | <br>**Value**<br>**10/31/2022** | <br>**Purchases at**<br>**Cost** | <br>**Proceeds**<br>**from Sales** | <br>**Realized**<br>**Gain** | **Change in**<br>**Unrealized**<br>**Depreciation** | <br>**Value**<br>**1/31/2023** | <br>**Income** | <br>**Capital**<br>**Gains** |
| Catholic Responsible Investments Bond Fund | $28221528 | $1095169 | $(493879) | $(64263) | $1674918 | $30433473 | $288132 | $— |
| Catholic Responsible Investments Equity Index Fund | 76616648 | 2745165 | (1333475) | (113173) | 4421513 | 82336678 | 314625 |  |
| Catholic Responsible Investments International Equity Fund | 28654565 | 1159784 | (592656) | (112248) | 6045843 | 35155288 | 79544 |  |
| Catholic Responsible Investments International Small-Cap Fund | 7244380 | 298095 | (148164) | (21187) | 1456587 | 8829711 | 28035 |  |
| Catholic Responsible Investments Multi-Style US Equity Fund | 30912545 | 1130988 | (592655) | (54717) | 2844181 | 34240342 | 50748 |  |
| Catholic Responsible Investments Opportunistic Bond Fund | 15276824 | 560268 | (246939) | (17786) | 431617 | 16003984 | 165185 |  |
| Catholic Responsible Investments Short Duration Bond Fund | 15789944 | 530771 | (246939) | (14169) | 150781 | 16210388 | 119107 |  |
| Catholic Responsible Investments Small-Cap Fund | 17402612 | 1210076 | (898192) | 579602 | 441575 | 18735673 | 68092 | 601864 |
|  Totals | **$220119046** | **$8730316** | **$(4552899)** | **$182059** | **$17467015** | **$241945537** | **$1113468** | **$601864** |

---

Amounts designated as "—" are $0 or have been rounded to $0.

CRI-QH-001-0300

## 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 Bond Fund

- **b. EDGAR series identifier (if any):** S000073781

- **c. LEI of Series:** 5493000Q8BNKWRYPCW50

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1791539777.61

**Total Liabilities:** $8878244.50

**Net Assets:** $1782661533.11

**Cash Not Reported:** $52.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2263.84396731 | **1-Year:** -61683.50425205 | **5-Year:** -170233.34422238 | **10-Year:** -272475.49063570 | **30-Year:** -142736.08808909

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

- **3-Month:** -661.72029229 | **1-Year:** -16627.52386529 | **5-Year:** -49067.29872466 | **10-Year:** -51365.76014099 | **30-Year:** -12843.66605679

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230947 | 3.52%                | -0.72%               | 3.74%                |
| Class ID C000230946 | 3.51%                | -0.73%               | 3.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1252097.69             | $57516487.50                               |
| Month 2  | $-3432615.36             | $-14755167.31                              |
| Month 3  | $-2418057.66             | $59784214.13                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BGC PARTNERS, INC.                                                                         | BGC PARTNERS INC 5.375000% 07/24/2023                                             | CUSIP: 05541TAK7<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4128917.76   | 0.23%             | 2023-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 3.500000% 06/15/2023                                   | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    503000 | PA      | $500667.38    | 0.03%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09203                                                   | CUSIP: 3128UNGL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3189 | PA      | $3186.96      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889886                                                         | CUSIP: 31410KUK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       288 | PA      | $311.01       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-3 CAALT 2020-3A C                          | CUSIP: 22536BAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1132972.08   | 0.06%             | 2030-02-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29670000 | PA      | $20365673.44  | 1.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 3.950000% 04/23/2027                                           | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2131461.00   | 0.12%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1265                                                        | CUSIP: 3132DNMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1619186 | PA      | $1606012.87   | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-48 1A                     | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    193727 | PA      | $187624.24    | 0.01%             | 2033-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-79 BA                                                  | CUSIP: 31392BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12884 | PA      | $13329.68     | 0.00%             | 2045-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2084 ZC                                                    | CUSIP: 3133TG5U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48852 | PA      | $50001.47     | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1581                                                        | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8381996 | PA      | $7346525.90   | 0.41%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849625                                               | CUSIP: 31300MVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     23721 | PA      | $23879.15     | 0.00%             | 2045-01-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C26 AS              | CUSIP: 46643TBE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5885000 | PA      | $5595192.00   | 0.31%             | 2048-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 05/15/2030                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    595000 | PA      | $486714.65    | 0.03%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.250000% 10/01/2027                                          | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    699000 | PA      | $692116.32    | 0.04%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A                                     | CUSIP: 31392DH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6142 | PA      | $6103.48      | 0.00%             | 2042-06-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 08/15/2031                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10545000 | PA      | $8848325.95   | 0.50%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 WFCM 2019-C50 C                    | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1680011.00   | 0.09%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC A                                        | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1390000 | PA      | $1218908.38   | 0.07%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 4.375000% 04/15/2040                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271450.13    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1313                                               | CUSIP: 3128S5N67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1932 | PA      | $1898.07      | 0.00%             | 2037-09-01      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 11/30/2027                                              | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3350000 | PA      | $2908480.45   | 0.16%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7986                                                      | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1473045 | PA      | $1272250.98   | 0.07%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ7670                                                         | CUSIP: 3138E0QY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28287 | PA      | $28666.74     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | ING GROEP NV 144A 1.400000% 07/01/2026                                            | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |   3765000 | PA      | $3427855.77   | 0.19%             | 2026-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB4038                                                         | CUSIP: 3140QPPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1605186 | PA      | $1614818.32   | 0.09%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09117                                                   | CUSIP: 3128UNDW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1211 | PA      | $1247.83      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2019-3 FCAT 2019-3 E                                   | CUSIP: 33846AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3825000 | PA      | $3592298.09   | 0.20%             | 2026-12-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-2 ZK                                                   | CUSIP: 31358S6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38450 | PA      | $39670.50     | 0.00%             | 2031-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                 | NAVIENT STUDENT LOAN TRUST 2018-2 NAVSL 2018-2A A3                                | CUSIP: 63941DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5597201 | PA      | $5482599.85   | 0.31%             | 2067-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                      | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3385000 | PA      | $2862501.89   | 0.16%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2019-K96 MORTGAGE TRUST FREMF 2019-K96 C                                    | CUSIP: 30314DAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1910000 | PA      | $1720034.07   | 0.10%             | 2056-08-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| PORT LIONS ALASKA REV                                                                      | PORT LIONS AK REVENUE CITY OF PORT LIONS AK                                       | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3131878.39   | 0.18%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1475115.59   | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3617                                                         | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    201827 | PA      | $204784.64    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 3.093000% 10/01/2025                                     | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1591481.54   | 0.09%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9128                                                         | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63914 | PA      | $64736.54     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8147                                                      | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1642361 | PA      | $1464268.73   | 0.08%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $4482785.28   | 0.25%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07943                                                   | CUSIP: 3128MAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    478812 | PA      | $482818.99    | 0.03%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                        | KINDER MORGAN INC 4.800000% 02/01/2033                                            | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222404.19    | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888956                                                         | CUSIP: 31410GTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8848 | PA      | $9253.17      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1330697.25   | 0.07%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.850000% 09/03/2041                                   | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1843822.80   | 0.10%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 02/15/2031                                              | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4625000 | PA      | $3893491.22   | 0.22%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 5.600000% 10/15/2032                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4524606.18   | 0.25%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2019-K89 MORTGAGE TRUST FREMF 2019-K89 C                                    | CUSIP: 302972AU8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5621042 | PA      | $5238361.86   | 0.29%             | 2051-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC C                                        | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1570000 | PA      | $1344368.86   | 0.08%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.650000% 06/01/2051                                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2348932.02   | 0.13%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION SBAP 2007-20C 1                                     | CUSIP: 83162CQX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1456 | PA      | $1378.23      | 0.00%             | 2027-03-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                     | Citigroup Capital XIII PREFERRED STOCK                                            | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               |  | US        |    108715 | NS      | $3122294.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX8474                                                         | CUSIP: 3138YAMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33762 | PA      | $34001.09     | 0.00%             | 2044-12-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                 | WARNERMEDIA HOLDINGS INC 144A 3.755000% 03/15/2027                                | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79663.45     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8098                                                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  13761539 | PA      | $12630687.00  | 0.71%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.875000% 05/17/2030                                     | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $2881025.00   | 0.16%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                              | EQUINIX INC 2.500000% 05/15/2031                                                  | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4293000 | PA      | $3587495.94   | 0.20%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                     | NSTAR ELECTRIC CO 3.100000% 06/01/2051                                            | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129341.00    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02385                                                   | CUSIP: 3128LXUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27510 | PA      | $28713.36     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2944 OH                                                    | CUSIP: 31395PCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    150317 | PA      | $155601.66    | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                    | EXXON MOBIL CORP 2.610000% 10/15/2030                                             | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    575000 | PA      | $518520.60    | 0.03%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 3.375000% 11/13/2025                                     | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $419062.50    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 2.950000% 08/15/2051                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1803299.05   | 0.10%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 4.269000% 03/22/2025                                            | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   1930000 | PA      | $1905099.82   | 0.11%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545874                                                         | CUSIP: 31385JMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6173 | PA      | $6425.97      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2676 PZ                                                    | CUSIP: 31394JPJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44821 | PA      | $45724.42     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 984262                                                         | CUSIP: 31415MMK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        67 | PA      | $66.73        | 0.00%             | 2023-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                                   | NATURE CONSERVANCY/THE 3.957000% 03/01/2052                                       | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2086018.96   | 0.12%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                         | FAIRFAX FINANCIAL HOLDINGS LTD 4.850000% 04/17/2028                               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $874172.04    | 0.05%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 2.400000% 08/20/2050                                                    | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1102735.79   | 0.06%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H11 EF                          | CUSIP: 38382YTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2569008 | PA      | $2563168.86   | 0.14%             | 2072-05-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1655000 | PA      | $1389553.08   | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7368                                                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1308181 | PA      | $1206103.35   | 0.07%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 4.350000% 06/15/2045                                                     | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2378472.39   | 0.13%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BT1891                                                      | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1750941 | PA      | $1508942.43   | 0.08%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2241515.00   | 0.13%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque de Developpement du Conseil de l Europe                                             | COUNCIL OF EUROPE DEVELOPMENT BANK 3.000000% 06/16/2025                           | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2429750.00   | 0.14%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3580                                                        | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1305319 | PA      | $1106650.05   | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD7528                                                        | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1448680 | PA      | $1238917.86   | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.650000% 07/23/2048                                                | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    495000 | PA      | $472367.15    | 0.03%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8473                                                         | CUSIP: 3140QGMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3048423 | PA      | $2590161.53   | 0.15%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2022-NQM1 TRUST OBX 2022-NQM1 M1                                              | CUSIP: 67114VAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1010000 | PA      | $701271.68    | 0.04%             | 2061-11-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.200000% 10/29/2025                                   | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1027435.62   | 0.06%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT C                                     | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $377710.45    | 0.02%             | 2039-11-13      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION SBAP 2005-20J 1                                     | CUSIP: 83162CPV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7865 | PA      | $7701.24      | 0.00%             | 2025-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 3.785000% 03/17/2033                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $679446.90    | 0.04%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FOND DU LAC CNTY WIS REV                                                                   | FOND DU LAC CNTY WI REVENUE COUNTY OF FOND DU LAC WI                              | CUSIP: 34446ABB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2362034.59   | 0.13%             | 2051-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                               | HYDRO-QUEBEC 8.050000% 07/07/2024                                                 | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2613680.15   | 0.15%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST                                                            | RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1                             | CUSIP: 76119NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    469613 | PA      | $459838.18    | 0.03%             | 2059-09-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY, L.P.                                                                        | SPIRIT REALTY LP 3.400000% 01/15/2030                                             | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1358949.69   | 0.08%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07775                                                   | CUSIP: 3128M96L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    166369 | PA      | $167761.93    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 M1                                 | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2910000 | PA      | $2093684.47   | 0.12%             | 2066-02-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G14090                                                   | CUSIP: 3128MCXT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5411 | PA      | $5481.67      | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7367                                                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    890308 | PA      | $795985.60    | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BR2619                                                         | CUSIP: 3140L04D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1271698 | PA      | $1080534.82   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 GCAR 2021-4A D                           | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3500000 | PA      | $3146390.80   | 0.18%             | 2027-10-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A D                      | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1414974.40   | 0.08%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ9262                                                         | CUSIP: 3140HBJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    308254 | PA      | $309816.11    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                          | TRANSCANADA TRUST 5.625000% 05/20/2075                                            | CUSIP: 89356BAA6<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $264675.52    | 0.01%             | 2075-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 M1                               | CUSIP: 92538EAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2745000 | PA      | $2040720.57   | 0.11%             | 2064-04-25      | Floating      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    940000 | PA      | $750835.54    | 0.04%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 1998-2 VENDE 1998-2 2A                                      | CUSIP: 911760LS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       388 | PA      | $392.88       | 0.00%             | 2027-08-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                    | BROOKFIELD FINANCE INC 4.850000% 03/29/2029                                       | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1435000 | PA      | $1426731.39   | 0.08%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0283                                                         | CUSIP: 31418MJ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         1 | PA      | $0.58         | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 3.705000% 04/24/2028                                     | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1473222.51   | 0.08%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                              | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   1345000 | PA      | $1295229.01   | 0.07%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735503                                                         | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42516 | PA      | $44434.68     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                       | JACKSON NATIONAL LIFE GLOBAL FUNDING 144A VARIABLE RATE 06/28/2024                | CUSIP: 46849CJL6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8396366.00   | 0.47%             | 2024-06-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888673                                                         | CUSIP: 31410GJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10403 | PA      | $10880.89     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                      | BOSTON PROPERTIES LP 3.125000% 09/01/2023                                         | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    910000 | PA      | $899093.47    | 0.05%             | 2023-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G14759                                                   | CUSIP: 3128MDQL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2924 | PA      | $2959.83      | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                                   | USAA CAPITAL CORP 144A 1.500000% 05/01/2023                                       | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1735764.50   | 0.10%             | 2023-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8816                                                         | CUSIP: 3138ETYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49856 | PA      | $50221.56     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781029                                                       | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1437 | PA      | $1489.87      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 3.500000% 08/15/2027                                  | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $975669.50    | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 3.250000% 11/15/2027                                     | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1800000 | PA      | $1757448.00   | 0.10%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 3.850000% 02/01/2025                                  | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778796.55    | 0.04%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 06/01/2033            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $792187.50    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6401                                                         | CUSIP: 3140QEDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2286844 | PA      | $2021987.02   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M1G A2                                                   | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3100000 | PA      | $2553976.23   | 0.14%             | 2030-11-25      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                                                         | CENTERPOINT ENERGY RESOURCES CORP 1.750000% 10/01/2030                            | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1085653.67   | 0.06%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    985000 | PA      | $870763.09    | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                          | INTEL CORP 4.150000% 08/05/2032                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2383230.10   | 0.13%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781120                                                       | CUSIP: 36225BG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       804 | PA      | $842.50       | 0.00%             | 2029-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                              | PETROBRAS GLOBAL FINANCE BV 6.900000% 03/19/2049                                  | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |    100000 | PA      | $90706.99     | 0.01%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.500000% 02/15/2030                                              | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    265000 | PA      | $232620.31    | 0.01%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                      | WHIRLPOOL CORP 2.400000% 05/15/2031                                               | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2067284.83   | 0.12%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 847912                                               | CUSIP: 3128JRYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     94760 | PA      | $95595.43     | 0.01%             | 2038-04-01      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4165                                                         | CUSIP: 3138ELTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    104975 | PA      | $106764.48    | 0.01%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8857                                                         | CUSIP: 3140XCZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2057656 | PA      | $1761289.00   | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 C                                | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $808618.10    | 0.05%             | 2055-05-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                 | UNUM GROUP 6.750000% 12/15/2028                                                   | CUSIP: 903192AA0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $494718.16    | 0.03%             | 2028-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 144A 3.375000% 12/15/2041                       | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2376103.79   | 0.13%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  13361502 | PA      | $12967378.33  | 0.73%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1305000 | PA      | $991698.05    | 0.06%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2017-K69 MORTGAGE TRUST FREMF 2017-K69 C                                    | CUSIP: 30305KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2788000 | PA      | $2575776.88   | 0.14%             | 2049-10-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | NW RE-REMIC TRUST 2021-FRR1 NW 2021-FRR1 AK88                                     | CUSIP: 62955LAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2140635.75   | 0.12%             | 2051-12-18      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FASST 21-S1-A2 07/25/2051 SERIES S1  CLASS A2                                     | CUSIP: 31738QAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5175990 | PA      | $4706866.51   | 0.26%             | 2051-07-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT E                                     | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $1717610.75   | 0.10%             | 2039-11-13      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.032000% 07/24/2048                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $725185.95    | 0.04%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 3.950000% 05/18/2024                                            | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1025000 | PA      | $1020402.89   | 0.06%             | 2024-05-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3576                                                         | CUSIP: 3140QN6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1011984 | PA      | $927757.89    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121285.86    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES, L.P.                                                          | CORPORATE OFFICE PROPERTIES LP 2.750000% 04/15/2031                               | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $811738.52    | 0.05%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 5.268000% 05/10/2033                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1294313.05   | 0.07%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AO4105                                                         | CUSIP: 3138LUR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12857 | PA      | $12876.99     | 0.00%             | 2042-06-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-104 ZE                                                 | CUSIP: 31396XN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17398 | PA      | $18049.10     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889984                                                         | CUSIP: 31410KXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14112 | PA      | $15047.96     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRIPS FHS 299 F1                                                     | CUSIP: 3132HTKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    168309 | PA      | $165212.07    | 0.01%             | 2043-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2650598.29   | 0.15%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                                          | ELANCO ANIMAL HEALTH INC 6.400000% 08/28/2028                                     | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1083582.00   | 0.06%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09069                                                   | CUSIP: 3128UNCE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4366 | PA      | $4536.11      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                | INTERNATIONAL BUSINESS MACHINES CORP 2.950000% 05/15/2050                         | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    810000 | PA      | $571689.14    | 0.03%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FIN AMER STR TR 2019-JR3                                                          | CUSIP: 31739LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77213 | PA      | $79780.13     | 0.00%             | 2069-09-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029                                     | CUSIP: 90376PAD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    402095 | PA      | $365006.43    | 0.02%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                           | PARAMOUNT GLOBAL 4.950000% 01/15/2031                                             | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1244959.38   | 0.07%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SB0464                                                        | CUSIP: 3132CWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1218368 | PA      | $1140752.83   | 0.06%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.950000% 08/08/2052                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    485000 | PA      | $435547.10    | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 12/31/2027                                              | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7560000 | PA      | $6550621.91   | 0.37%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $703816.41    | 0.04%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                 | NATIONAL BANK OF CANADA MTN 0.550000% 11/15/2024                                  | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2409040.70   | 0.14%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K83 MORTGAGE TRUST FREMF 2018-K83 C                                    | CUSIP: 302958AQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2890000 | PA      | $2713718.96   | 0.15%             | 2051-11-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 1.494000% 08/10/2027                                            | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    495000 | PA      | $435883.17    | 0.02%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 FE                          | CUSIP: 38380LAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    370917 | PA      | $363645.57    | 0.02%             | 2068-02-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC MTN 1.500000% 03/10/2026                                 | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2280300.00   | 0.13%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7534                                                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1712082 | PA      | $1529223.25   | 0.09%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2962                                                         | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    375093 | PA      | $367764.68    | 0.02%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 12/31/2029                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $305109.38    | 0.02%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1556                                                        | CUSIP: 3132DNWR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3779394 | PA      | $3181868.95   | 0.18%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20H 1                       | CUSIP: 83162CPS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5535 | PA      | $5489.96      | 0.00%             | 2025-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8196                                                        | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    589241 | PA      | $553103.27    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6271                                                         | CUSIP: 3140QD6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5712935 | PA      | $5051273.52   | 0.28%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K74 MORTGAGE TRUST FREMF 2018-K74 C                                    | CUSIP: 30296LAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3095000 | PA      | $2897803.93   | 0.16%             | 2051-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.717000% 09/14/2033                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361106.51    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.150000% 12/15/2032            | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2388551.70   | 0.13%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60153                                                   | CUSIP: 31335AE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26285 | PA      | $26450.72     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                  | UNION PACIFIC CORP 3.500000% 02/14/2053                                           | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $816435.27    | 0.05%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3797                                               | CUSIP: 31326JGE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    143048 | PA      | $142455.00    | 0.01%             | 2045-02-01      | Floating      | 2.47%                 | 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        |    825000 | PA      | $733235.25    | 0.04%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                          | RELX CAPITAL INC 4.000000% 03/18/2029                                             | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $357813.51    | 0.02%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                         | FORD MOTOR CO 6.100000% 08/19/2032                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980823.97    | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54570000 | PA      | $47023992.19  | 2.64%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM9868                                                         | CUSIP: 3140XD6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4245695 | PA      | $3749092.06   | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4714                                                         | CUSIP: 3140X8GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6541339 | PA      | $5794240.04   | 0.33%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.100000% 03/15/2032                       | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2257290.55   | 0.13%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 3.875000% 04/29/2024                                           | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1614724.72   | 0.09%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 3.846000% 03/08/2037                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1633938.90   | 0.09%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING VII LLC VSLR 2020-1A A                                     | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1337886 | PA      | $1052961.82   | 0.06%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7545                                                         | CUSIP: 3138EQL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64183 | PA      | $64865.97     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735897                                                         | CUSIP: 31402RRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51652 | PA      | $53884.75     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BF0045                                                         | CUSIP: 3140FXBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366342 | PA      | $368611.40    | 0.02%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8268                                                        | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  20124552 | PA      | $20455697.49  | 1.15%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7255                                                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2094248 | PA      | $1874576.40   | 0.11%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2162407.95   | 0.12%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                 | WARNERMEDIA HOLDINGS INC 144A 5.050000% 03/15/2042                                | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72575.85     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849885                                               | CUSIP: 31300M6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    125667 | PA      | $128381.78    | 0.01%             | 2045-12-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA MTN 4.375000% 05/12/2026                                           | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $243767.83    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2825000 | PA      | $2499683.59   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1402                                                         | CUSIP: 3140XGRY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1943740 | PA      | $1639617.20   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08707                                                   | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    768131 | PA      | $757614.59    | 0.04%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC VARIABLE RATE 01/25/2026                                            | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2234743.01   | 0.13%             | 2026-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 773521                                                         | CUSIP: 31404NLA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       886 | PA      | $899.48       | 0.00%             | 2034-09-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | FASST 2021-JR1 A2 2% 04/25/2051                                                   | CUSIP: 31739MAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2611395 | PA      | $2363259.68   | 0.13%             | 2051-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                         | AFLAC INC 1.125000% 03/15/2026                                                    | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2253546.80   | 0.13%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.750000% 04/30/2027                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1676000 | PA      | $1614459.38   | 0.09%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNSF RAILWAY CO.                                                                           | BNSF RAILWAY CO 2007-1 PASS THROUGH TRUST 5.996000% 04/01/2024                    | CUSIP: 05568YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10932 | PA      | $10905.01     | 0.00%             | 2024-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.450000% 03/03/2026                                     | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1263484.61   | 0.07%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                               | VMWARE INC 4.650000% 05/15/2027                                                   | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1900233.29   | 0.11%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 1.281000% 11/03/2025                                                | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2330345.85   | 0.13%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                              | PETROBRAS GLOBAL FINANCE BV 5.500000% 06/10/2051                                  | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |    375000 | PA      | $293437.50    | 0.02%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 4.140000% 02/15/2023                                     | CUSIP: 345397ZB2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522716.25    | 0.03%             | 2023-02-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7987                                                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9449361 | PA      | $8418894.97   | 0.47%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 M1                                   | CUSIP: 67115DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1179125.68   | 0.07%             | 2061-10-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 CF                          | CUSIP: 38380LAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    981029 | PA      | $950720.42    | 0.05%             | 2068-03-20      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026                                  | CUSIP: ZN8384739<br>LEI: N/A                  | Long             | DBT              | NUSS              | SG        |   2500000 | PA      | $2505201.88   | 0.14%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M3G A2                                                   | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1618862.20   | 0.09%             | 2031-01-25      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1364316.82   | 0.08%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                          | TRANSCANADA TRUST 5.500000% 09/15/2079                                            | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $992691.12    | 0.06%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 WFCM 2019-C49 D                    | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3100000 | PA      | $2027394.42   | 0.11%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.450000% 09/29/2027                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1883737.17   | 0.11%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                    | MACQUARIE GROUP LTD MTN 6.207000% 11/22/2024                                      | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | NUSS              | AU        |   9100000 | PA      | $9277597.51   | 0.52%             | 2024-11-22      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                   | DIAMONDBACK ENERGY INC 6.250000% 03/15/2033                                       | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4310256.04   | 0.24%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310048                                                         | CUSIP: 31374CL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3814 | PA      | $4058.10      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                    | ARROW ELECTRONICS INC 3.250000% 09/08/2024                                        | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1814189.48   | 0.10%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8193                                                        | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1817849 | PA      | $1529920.43   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3644                                               | CUSIP: 31326JBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    175653 | PA      | $175037.99    | 0.01%             | 2045-01-01      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                 | PACIFICORP 6.350000% 07/15/2038                                                   | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    720000 | PA      | $816128.14    | 0.05%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8207                                                        | CUSIP: 3132DWDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3014971 | PA      | $2829589.88   | 0.16%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91377                                                   | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20179 | PA      | $20543.94     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                       | BLUE OWL FINANCE LLC 144A 3.125000% 06/10/2031                                    | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2178957.54   | 0.12%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Family Forest Impact Foundation, LLC                                                       | FAMILY FOREST IMPACT FOUNDATION LLC 5.500000% 07/01/2032                          | CUSIP: 30701VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279911.13   | 0.07%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H01774                                                   | CUSIP: 3128MT6K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18824 | PA      | $19712.22     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                                    | CANTOR FITZGERALD LP 144A 4.875000% 05/01/2024                                    | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211943.86    | 0.01%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T7 FNGT 2001-T7 A1                                  | CUSIP: 31359S6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1694 | PA      | $1822.72      | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                        | PETROLEOS MEXICANOS 6.625000% 06/15/2035                                          | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $942047.76    | 0.05%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                                      | RIO OIL FINANCE TRUST SERIES 2018-1 144A 8.200000% 04/06/2028                     | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    331600 | PA      | $333258.00    | 0.02%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                 | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4945500 | PA      | $4996488.11   | 0.28%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $2196500.00   | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1106                                                         | CUSIP: 3140J5GQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    507688 | PA      | $515947.25    | 0.03%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.912000% 07/25/2033                                          | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4324104.66   | 0.24%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                                   | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2122067.68   | 0.12%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8348                                                         | CUSIP: 3140XCH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1258121 | PA      | $1125032.69   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20D 1                       | CUSIP: 83162CQY2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4983 | PA      | $4917.13      | 0.00%             | 2027-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                           | NIAGARA MOHAWK POWER CORP 144A 1.960000% 06/27/2030                               | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2044754.30   | 0.11%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                                       | MASSACHUSETTS ST HSG FIN AGY H MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GTN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $508042.25    | 0.03%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2016-K57 MORTGAGE TRUST FREMF 2016-K57 C                                    | CUSIP: 30295DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3470000 | PA      | $3273925.57   | 0.18%             | 2049-08-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 12/31/2027                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2975000 | PA      | $3003820.31   | 0.17%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2085000 | PA      | $1879038.28   | 0.11%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 2.666000% 01/29/2031                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1368520.90   | 0.08%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3167                                                        | CUSIP: 3133KJQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4906370 | PA      | $4211454.47   | 0.24%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A1                                    | CUSIP: 31392DF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6142 | PA      | $6038.54      | 0.00%             | 2042-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 1.800000% 10/01/2030                                  | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $515207.87    | 0.03%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20E 1                       | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1661 | PA      | $1644.92      | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 3.272000% 09/29/2025                                  | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1288770.17   | 0.07%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 1.125000% 01/13/2031                          | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2055548.73   | 0.12%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SHOPS AT CRYSTALS TRUST                                                                    | SHOPS AT CRYSTALS TRUST 2016-CSTL SHOPS 2016-CSTL C                               | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2800000 | PA      | $2344044.36   | 0.13%             | 2036-07-05      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889072                                                         | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15554 | PA      | $16510.05     | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889241                                                         | CUSIP: 31410G5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5611 | PA      | $5840.75      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   1484776 | PA      | $1484775.66   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 10/31/2029                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1827000 | PA      | $1872532.27   | 0.11%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1574307.65   | 0.09%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.875000% 04/01/2044                                     | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49181.65     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                                      | RIO OIL FINANCE TRUST SERIES 2014-3 144A 9.750000% 01/06/2027                     | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    506391 | PA      | $523956.99    | 0.03%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 1.675000% 06/30/2027                                          | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   2450000 | PA      | $2174351.19   | 0.12%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 2.636000% 09/17/2029                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2578717.59   | 0.14%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07857                                                   | CUSIP: 3128MAB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     59441 | PA      | $60454.68     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 5.125000% 05/15/2052                                             | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2488758.85   | 0.14%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                      | PAYPAL HOLDINGS INC 3.250000% 06/01/2050                                          | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2184413.00   | 0.12%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 EART 2022-2A D                         | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3200000 | PA      | $3068688.00   | 0.17%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                      | KEURIG DR PEPPER INC 4.417000% 05/25/2025                                         | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88322.29     | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $305466.81    | 0.02%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 1.530000% 12/06/2025                                     | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2802480.00   | 0.16%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                          | BERKSHIRE HATHAWAY ENERGY CO 6.125000% 04/01/2036                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     74000 | PA      | $82128.95     | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H16 CF                          | CUSIP: 38380LF65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    316970 | PA      | $312560.31    | 0.02%             | 2069-10-20      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTS 2004-20K 1                      | CUSIP: 83162CPD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1544 | PA      | $1519.93      | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                             | BLACKSTONE PRIVATE CREDIT FUND 2.625000% 12/15/2026                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2436362.72   | 0.14%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION             | HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1072517 | PA      | $1011463.62   | 0.06%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 M1                                            | CUSIP: 22946DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $715184.28    | 0.04%             | 2066-05-25      | Floating      | 2.17%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                 | TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/28/2023                            | CUSIP: 89114QCL0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1250000 | PA      | $1250500.00   | 0.07%             | 2023-09-28      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07568                                                   | CUSIP: 3128M9W57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    141132 | PA      | $143575.58    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4655                                                         | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1848259 | PA      | $1785464.70   | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6662                                                         | CUSIP: 3140QEML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    777771 | PA      | $660863.63    | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1467                                               | CUSIP: 3128S5TY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     96173 | PA      | $97665.57     | 0.01%             | 2039-11-01      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.625000% 11/03/2031           | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $4213938.40   | 0.24%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 01/15/2034            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $643128.75    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 5092 BC                                                    | CUSIP: 3137FYAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    482004 | PA      | $467296.94    | 0.03%             | 2036-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R M1                  | CUSIP: 64831EAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1954000 | PA      | $1668656.79   | 0.09%             | 2058-10-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    204728 | PA      | $213999.08    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QE0359                                                        | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2068715 | PA      | $1948411.62   | 0.11%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                                                        | CDP FINANCIAL INC MTN 1.000000% 05/26/2026                                        | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2248818.18   | 0.13%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                                | ZOETIS INC 4.500000% 11/13/2025                                                   | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598284.85    | 0.03%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2022-2 GCAR 2022-2A D                           | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2438214.50   | 0.14%             | 2028-04-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                              | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $390432.56    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1074475 | PA      | $912956.94    | 0.05%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8489                                                         | CUSIP: 3138ETNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     47296 | PA      | $47076.47     | 0.00%             | 2046-05-01      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3821                                               | CUSIP: 31326JG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14128 | PA      | $14063.83     | 0.00%             | 2045-02-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG V83115                                                   | CUSIP: 3132L8N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    174210 | PA      | $175668.94    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                                      | RIO OIL FINANCE TRUST SERIES 2014-1 144A 9.250000% 07/06/2024                     | CUSIP: 76716XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    976677 | PA      | $986443.30    | 0.06%             | 2024-07-06      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4657                                                         | CUSIP: 3138EME72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55065 | PA      | $54490.07     | 0.00%             | 2044-01-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                                                | LG CHEM LTD 144A 4.375000% 07/14/2025                                             | CUSIP: 501955AE8<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | NUSS              | KR        |   1150000 | PA      | $1129530.32   | 0.06%             | 2025-07-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4626                                                         | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  39742843 | PA      | $38392604.10  | 2.15%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 4.500000% 04/15/2050                                             | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $419482.80    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.375000% 05/01/2026                             | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1445000 | PA      | $1373293.59   | 0.08%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.625000% 12/01/2027                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230544.17    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3894                                                         | CUSIP: 31418DKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154732 | PA      | $154023.91    | 0.01%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0130                                                         | CUSIP: 31418MEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16423 | PA      | $17575.58     | 0.00%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                    | WALT DISNEY CO/THE 6.650000% 11/15/2037                                           | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    555000 | PA      | $655688.59    | 0.04%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3899                                                         | CUSIP: 3140J8KM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    450228 | PA      | $445789.70    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                              | UNICREDIT SPA MTN 5.459000% 06/30/2035                                            | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |    925000 | PA      | $809247.09    | 0.05%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849096                                               | CUSIP: 31300MC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7889 | PA      | $7983.48      | 0.00%             | 2041-10-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT B                                     | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    733000 | PA      | $571707.38    | 0.03%             | 2039-11-13      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 GOOD 2021-5CS B                  | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2384661 | PA      | $1809214.79   | 0.10%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                     | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822490.42    | 0.05%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BZ4054                                                      | CUSIP: 3617QYQF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1687097 | PA      | $1448617.58   | 0.08%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM7080                                                         | CUSIP: 3140JB2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3637235 | PA      | $3527498.62   | 0.20%             | 2052-10-01      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.750000% 05/31/2029                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3860000 | PA      | $3676951.54   | 0.21%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 788165                                                         | CUSIP: 31405FTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       875 | PA      | $870.02       | 0.00%             | 2034-08-01      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.650000% 03/24/2026                                     | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $983570.26    | 0.06%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM B.M.                                                                         | BANK HAPOALIM BM 144A 3.255000% 01/21/2032                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | NUSS              | IL        |   2500000 | PA      | $2201445.00   | 0.12%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8900                                                         | CUSIP: 3138AN3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45778 | PA      | $46560.61     | 0.00%             | 2031-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $845862.88    | 0.05%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0217                                                         | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56658 | PA      | $59279.60     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    120784 | PA      | $117253.88    | 0.01%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   1510000 | PA      | $1581221.32   | 0.09%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07686                                                   | CUSIP: 3128M92T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10893 | PA      | $10984.27     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON FINANCING COMPANY, L.L.C.                                                            | DEVON ENERGY CORP 7.875000% 09/30/2031                                            | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $972752.55    | 0.05%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $619606.05    | 0.03%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST                                                                     | ONE MARKET PLAZA TRUST 2017-1MKT OMPT 2017-1MKT C                                 | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $917072.90    | 0.05%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08568                                                   | CUSIP: 3128MJT26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    105351 | PA      | $106214.60    | 0.01%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2019-2 CRVNA 2019-2A D                             | CUSIP: 14686UAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1768660 | PA      | $1755408.55   | 0.10%             | 2025-01-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 2.636000% 03/03/2026                                   | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47349.12     | 0.00%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                              | BROADCOM INC 4.150000% 11/15/2030                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    435000 | PA      | $405782.09    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 786100                                                      | CUSIP: 3622ABUZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1787121 | PA      | $1586592.76   | 0.09%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2479183.75   | 0.14%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 4.300000% 07/22/2027                                         | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1211312.89   | 0.07%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-3 GOOD 2022-3CS B                  | CUSIP: 38237TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1250000 | PA      | $1132092.13   | 0.06%             | 2049-07-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-4 GOOD 2022-4CS B                  | CUSIP: 38237DAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1118000 | PA      | $995665.76    | 0.06%             | 2054-11-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA C                                              | CUSIP: 12649AAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3550000 | PA      | $2915879.48   | 0.16%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 0.750000% 08/26/2030           | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2009800.00   | 0.11%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-49 ZJ                                                  | CUSIP: 31398P5L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51224 | PA      | $50908.71     | 0.00%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 4.300000% 03/08/2026                                            | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   2900000 | PA      | $2840049.55   | 0.16%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72990.40     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849526                                               | CUSIP: 31300MSP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    244846 | PA      | $245895.19    | 0.01%             | 2044-08-01      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV MTN 3.061000% 07/13/2031                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |   3875000 | PA      | $3101636.06   | 0.17%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 08/31/2028                                              | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    505000 | PA      | $441993.36    | 0.02%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                      | BOSTON PROPERTIES LP 3.250000% 01/30/2031                                         | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1246579.73   | 0.07%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 4.100000% 06/03/2026                                         | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417731.17    | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 3.785000% 03/17/2033                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3080159.28   | 0.17%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA MTN 4.375000% 09/28/2025                                           | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1275000 | PA      | $1249721.10   | 0.07%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                                            | CFCRE COMMERCIAL MORTGAGE TRUST 2016-C6 CFCRE 2016-C6 D                           | CUSIP: 12532AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2525000 | PA      | $1922532.48   | 0.11%             | 2049-11-10      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                         | NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD NEUB 2022-47A C                         | CUSIP: 64135DAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5611818.00   | 0.31%             | 2035-04-14      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01371                                                   | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     47677 | PA      | $50339.94     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                       | SOUTHERN CO/THE 4.475000% 08/01/2024                                              | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692597.48    | 0.04%             | 2024-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545819                                                         | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17201 | PA      | $17906.13     | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                               | GS MORTGAGE SECURITIES TRUST 2017-GS8 GSMS 2017-GS8 D                             | CUSIP: 36254KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2570000 | PA      | $1887072.62   | 0.11%             | 2050-11-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8716                                                         | CUSIP: 3138ANVJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12777 | PA      | $12984.54     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G04710                                                   | CUSIP: 3128M6R75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9722 | PA      | $10252.43     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    225000 | PA      | $198346.91    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL3358                                                         | CUSIP: 3138EKWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |        15 | PA      | $15.31        | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 0.976000% 05/24/2025                                            | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    850000 | PA      | $798345.70    | 0.04%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8601                                                         | CUSIP: 3140XCRX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2121049 | PA      | $1861193.30   | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                         | ABN AMRO BANK NV 144A 2.470000% 12/13/2029                                        | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2106481.43   | 0.12%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1375932.48   | 0.08%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 02/29/2028                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4795000 | PA      | $4245073.44   | 0.24%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                      | STARBUCKS CORP 4.450000% 08/15/2049                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2271156.25   | 0.13%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0151                                                         | CUSIP: 31418MEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         5 | PA      | $4.74         | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2002-49 ZG                           | CUSIP: 38373XWM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    217264 | PA      | $216663.10    | 0.01%             | 2032-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196492.68    | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB1842                                                         | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1428018 | PA      | $1297743.55   | 0.07%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD9791                                                        | CUSIP: 3133B72Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1878772 | PA      | $1580838.95   | 0.09%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                          | FEDEX CORP 5.250000% 05/15/2050                                                   | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784155.25    | 0.04%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T4 FNGT 2001-T4 A1                                  | CUSIP: 31359SR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38619 | PA      | $38740.27     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    633043 | PA      | $589442.99    | 0.03%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4778                                                         | CUSIP: 3138EMJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     56714 | PA      | $56454.27     | 0.00%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0467                                                         | CUSIP: 31419AQV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       425 | PA      | $423.18       | 0.00%             | 2024-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA DEV FIN CORP REV                                                                   | FLORIDA ST DEV FIN CORP FLORIDA DEVELOPMENT FINANCE CORP                          | CUSIP: 340618DF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2495676.75   | 0.14%             | 2057-07-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8768                                                         | CUSIP: 3140XCW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1609540 | PA      | $1423156.18   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849631                                               | CUSIP: 31300MVY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    169309 | PA      | $165228.08    | 0.01%             | 2045-02-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.493000% 03/24/2031                                          | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $829791.17    | 0.05%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $806812.50    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                                      | RIO OIL FINANCE TRUST SERIES 2018-1 144A 8.200000% 04/06/2028                     | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    455950 | PA      | $458229.75    | 0.03%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 7.500000% 10/14/2032                           | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $675764.84    | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5441                                                         | CUSIP: 3138ENBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14702 | PA      | $14795.74     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6208                                                         | CUSIP: 3138EN3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84963 | PA      | $85970.52     | 0.00%             | 2044-04-01      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.750000% 01/31/2028                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1450000 | PA      | $1261669.93   | 0.07%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                 | COOPERATIEVE RABOBANK UA 144A 1.004000% 09/24/2026                                | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    444000 | PA      | $395955.08    | 0.02%             | 2026-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                           | SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046                               | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | NL        |    945000 | PA      | $805785.89    | 0.05%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q0044                                               | CUSIP: 3128S4BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5646 | PA      | $5535.99      | 0.00%             | 2036-04-01      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SMB 2018-A A2A                            | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1016967 | PA      | $974762.62    | 0.05%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838021.75    | 0.05%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                             | MORGAN STANLEY CAPITAL I TRUST 2019-H7 MSC 2019-H7 C                              | CUSIP: 61771MBB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1809000 | PA      | $1459378.73   | 0.08%             | 2052-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 5.650000% 01/15/2053                                             | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2998000 | PA      | $3127567.65   | 0.18%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.412000% 03/31/2031                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575517.61    | 0.03%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |       125 | PA      | $124.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.255000% 09/01/2024                          | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495705.88    | 0.03%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8041                                                      | CUSIP: 36179W5A2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8753253 | PA      | $7559744.73   | 0.42%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNSF RAILWAY COMPANY                                                                       | BURLINGTON NORTHERN AND SANTA FE RAILWAY CO 2006-1 5.720000% 01/15/2024           | CUSIP: 05568BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5271 | PA      | $5363.74      | 0.00%             | 2024-01-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                      | COCA-COLA CO/THE 1.450000% 06/01/2027                                             | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22545.28     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20F 1                       | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3512 | PA      | $3469.95      | 0.00%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3728                                               | CUSIP: 31326JD98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32256 | PA      | $32166.35     | 0.00%             | 2044-12-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                                | TELECOM ITALIA CAPITAL SA 7.200000% 07/18/2036                                    | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | NUSS              | IT        |    175000 | PA      | $148669.50    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4514                                                         | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2357429 | PA      | $2213089.17   | 0.12%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3541517.65   | 0.20%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5407                                                         | CUSIP: 3138ENAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48763 | PA      | $49330.42     | 0.00%             | 2044-06-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 938012                                                         | CUSIP: 31412XR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20760 | PA      | $21663.87     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20F 1                       | CUSIP: 83162CQH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       733 | PA      | $722.19       | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T3 FNGT 2001-T3 A1                                  | CUSIP: 31358S7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8624 | PA      | $8769.59      | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 1.500000% 09/18/2030                                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2016639.90   | 0.11%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO MTN 5.800000% 10/15/2036                                    | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    420000 | PA      | $463079.45    | 0.03%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                          | TRANSCANADA TRUST 5.300000% 03/15/2077                                            | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | NUSS              | CA        |   3150000 | PA      | $2815312.50   | 0.16%             | 2077-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7829                                                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1671518 | PA      | $1580215.13   | 0.09%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.023000% 12/05/2024                                          | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1712940.45   | 0.10%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.375000% 11/15/2049                                              | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $307220.51    | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  1 | On Loan: No      |
| United States of America                                                                   | US TREASURY SEC. 2.375000% 05/15/2029                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    918000 | PA      | $855604.69    | 0.05%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  1 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.500000% 04/30/2027                                              | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5860000 | PA      | $5136198.47   | 0.29%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TUOLUMNE WIND PROJ AUTH CALIF REV                                                          | TUOLUMNE CA WIND PROJ AUTH REV TUOLUMNE WIND PROJECT AUTHORITY                    | CUSIP: 89978KAV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1237293.97   | 0.07%             | 2034-01-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T8 FNGT 2001-T8 A1                                  | CUSIP: 313920UK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5139 | PA      | $5197.55      | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1378216.22   | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                      | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1200000 | PA      | $912850.67    | 0.05%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H02 FB                          | CUSIP: 38380LT78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    474785 | PA      | $464252.37    | 0.03%             | 2070-01-20      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM1769                                                         | CUSIP: 3140X46F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96812 | PA      | $98386.75     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048           | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    950000 | PA      | $845763.51    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 M1                                 | CUSIP: 92539LAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1555000 | PA      | $1023143.97   | 0.06%             | 2066-06-25      | Floating      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 GOOD 2023-1GS A                  | CUSIP: 38237VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1815000 | PA      | $1814445.15   | 0.10%             | 2055-02-22      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2470000 | PA      | $2365141.83   | 0.13%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047           | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    800000 | PA      | $682931.91    | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                                              | AMERICA MOVIL SAB DE CV 4.375000% 04/22/2049                                      | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $1537038.00   | 0.09%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2020-2 DRIVE 2020-2 D                                | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2149704.70   | 0.12%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 4.134000% 08/04/2025                                     | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381988.00    | 0.02%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                      | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1509829.27   | 0.08%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM4873                                                         | CUSIP: 3140J9MX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    128414 | PA      | $125141.56    | 0.01%             | 2048-10-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 6.204000% 11/10/2028                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342725.57    | 0.02%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 2.800000% 01/15/2051                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $155966.10    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4184                                                         | CUSIP: 3140X7UJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1553384 | PA      | $1372907.69   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1626                                                         | CUSIP: 3140XGYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1782048 | PA      | $1569908.73   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 3.500000% 04/15/2031                                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894849.75    | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $796431.88    | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                                 | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 144A 1.000000% 10/21/2030              | CUSIP: 12802D2B1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2018250.00   | 0.11%             | 2030-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1101118.28   | 0.06%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2021-DNA3 STACR 2021-DNA3 M2                        | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    945000 | PA      | $939982.05    | 0.05%             | 2033-10-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2002-33 A1                                                  | CUSIP: 31392DGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66984 | PA      | $69401.75     | 0.00%             | 2032-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                                 | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 144A 0.375000% 05/27/2024              | CUSIP: 12802D2E5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2360812.90   | 0.13%             | 2024-05-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3381                                                         | CUSIP: 3140XJXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1464708 | PA      | $1287491.95   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A64639                                                   | CUSIP: 3128KVEL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2123 | PA      | $2202.10      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 D                             | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1537869.03   | 0.09%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                         | EXELON CORP 3.950000% 06/15/2025                                                  | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1249850.87   | 0.07%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 4.375000% 08/06/2023                                     | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    625000 | PA      | $620818.75    | 0.03%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C47 WFCM 2018-C47 C                    | CUSIP: 95002DBX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    610000 | PA      | $543403.37    | 0.03%             | 2061-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.897000% 01/23/2049                                          | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $230531.09    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8245                                                        | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7010348 | PA      | $6924034.80   | 0.39%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-98 BM                           | CUSIP: 38375GD24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    201208 | PA      | $199289.94    | 0.01%             | 2042-08-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889855                                                         | CUSIP: 31410KTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6430 | PA      | $6707.44      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB0469                                                         | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    983283 | PA      | $892985.02    | 0.05%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 2.750000% 02/01/2032                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2158915.50   | 0.12%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                          | SYSCO CORP 2.400000% 02/15/2030                                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2162380.50   | 0.12%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                     | SLM STUDENT LOAN TRUST 2004-3 SLMA 2004-3A A6B                                    | CUSIP: 78442GLL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3103992 | PA      | $3009935.36   | 0.17%             | 2064-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5281                                                         | CUSIP: 3138EM2P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63770 | PA      | $64229.53     | 0.00%             | 2044-05-01      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 821697                                                         | CUSIP: 31406V3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2828 | PA      | $2795.78      | 0.00%             | 2035-06-01      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6247000 | PA      | $5527618.91   | 0.31%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 5.450000% 06/15/2023                            | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19023.06     | 0.00%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2015-CCRE24 MORTGAGE TRUST COMM 2015-CR24 D                                  | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     55000 | PA      | $45173.77     | 0.00%             | 2048-08-10      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BV3091                                                         | CUSIP: 3140MGNH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1866463 | PA      | $1647138.06   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 08/15/2031                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    265000 | PA      | $222361.91    | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.600000% 03/09/2026                                                | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39766.13     | 0.00%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0778                                                         | CUSIP: 3138EG2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6166 | PA      | $6539.19      | 0.00%             | 2049-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.950000% 08/01/2047                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2185400.80   | 0.12%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.625000% 07/15/2027                          | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100161.28    | 0.01%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 5.000000% 06/15/2032                           | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |   1100000 | PA      | $1048148.18   | 0.06%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                        | KINDER MORGAN INC 4.300000% 06/01/2025                                            | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    625000 | PA      | $618262.40    | 0.03%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7420                                                      | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1676743 | PA      | $1599428.77   | 0.09%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2017-K62 MORTGAGE TRUST FREMF 2017-K62 C                                    | CUSIP: 302949AS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2661000 | PA      | $2489899.83   | 0.14%             | 2050-01-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                      | TOPAZ SOLAR FARMS LLC 144A 5.750000% 09/30/2039                                   | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2402100.00   | 0.13%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2004-20L 1                       | CUSIP: 83162CPE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1459 | PA      | $1449.99      | 0.00%             | 2024-12-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 07/31/2024                                          | CUSIP: 91282CFD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  26900000 | PA      | $26890578.81  | 1.51%             | 2024-07-31      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3088                                                         | CUSIP: 3140XJNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1970044 | PA      | $1844854.07   | 0.10%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $570194.04    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555531                                                         | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35475 | PA      | $36987.61     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2295 BD                                                    | CUSIP: 3133TRQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11684 | PA      | $12151.84     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 144A 4.000000% 04/19/2052                                     | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1704740.00   | 0.10%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0564                                                         | CUSIP: 3138W9TW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8363 | PA      | $8424.60      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                 | NAVIENT STUDENT LOAN TRUST 2016-5 NAVSL 2016-5A A                                 | CUSIP: 63939QAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    516072 | PA      | $504145.64    | 0.03%             | 2065-06-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5525                                                         | CUSIP: 3138END71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134837 | PA      | $136828.32    | 0.01%             | 2044-07-01      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1357                                                         | CUSIP: 3140J5QK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    557679 | PA      | $561485.98    | 0.03%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $1736363.28   | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20G 1                       | CUSIP: 83162CQK2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2140 | PA      | $2127.25      | 0.00%             | 2026-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                          | TRANSCANADA TRUST 5.875000% 08/15/2076                                            | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | NUSS              | CA        |    975000 | PA      | $947992.50    | 0.05%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $615737.42    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2019-3 DRIVE 2019-3 D                                | CUSIP: 26209WAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     94609 | PA      | $93724.96     | 0.01%             | 2026-10-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8099                                                         | CUSIP: 3140QF7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    542626 | PA      | $461057.54    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST                                                                     | ONE MARKET PLAZA TRUST 2017-1MKT OMPT 2017-1MKT B                                 | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $370862.92    | 0.02%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST                                                  | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM TCO 2022-DPM C                 | CUSIP: 87666YAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1225000 | PA      | $1171029.69   | 0.07%             | 2037-05-15      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H24 FQ                          | CUSIP: 38375U3B4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1004110 | PA      | $992127.59    | 0.06%             | 2067-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION SBAP 2006-20B 1                                     | CUSIP: 83162CQB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1555 | PA      | $1536.59      | 0.00%             | 2026-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION                                                               | OWL ROCK CAPITAL CORP 3.400000% 07/15/2026                                        | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1029373.35   | 0.06%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                                        | FMG RESOURCES AUGUST 2006 PTY LTD 144A 6.125000% 04/15/2032                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |   2500000 | PA      | $2437500.00   | 0.14%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8044                                                        | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1936678 | PA      | $1782391.31   | 0.10%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2004-T1 FNGT 2004-T1 1A2                                 | CUSIP: 31393XFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1430 | PA      | $1485.06      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139X83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $1175768.24   | 0.07%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 190344                                                         | CUSIP: 31368HLZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3429 | PA      | $3586.40      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.582000% 12/10/2025                                     | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1463000 | PA      | $1428242.16   | 0.08%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 3.400000% 05/01/2026                                                | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317834.62    | 0.02%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FRETE 2021-ML12 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  10052854 | PA      | $1051270.22   | 0.06%             | 2041-07-25      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 05/15/2050                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $367260.74    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                      | VODAFONE GROUP PLC 7.000000% 04/04/2079                                           | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1596360.50   | 0.09%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T1 FNGT 2001-T1 A1                                  | CUSIP: 31358S4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134741 | PA      | $137292.09    | 0.01%             | 2040-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 08/15/2029                                              | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1340000 | PA      | $1193437.50   | 0.07%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2032                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    305000 | PA      | $267625.59    | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351RH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2514273.75   | 0.14%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 C                    | CUSIP: 95003MBX5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    875000 | PA      | $666963.06    | 0.04%             | 2055-04-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3202                                                        | CUSIP: 3133KJRX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4337123 | PA      | $3841552.34   | 0.22%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                    | BANK OF NEW YORK MELLON CORP/THE MTN 5.834000% 10/25/2033                         | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    650000 | PA      | $703971.00    | 0.04%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 7.953000% 11/15/2033                                     | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    425000 | PA      | $485527.18    | 0.03%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4283 EW                                                    | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    125344 | PA      | $125653.75    | 0.01%             | 2043-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 1.000000% 05/28/2030                          | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2042177.40   | 0.11%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2115346.57   | 0.12%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                        | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 CGCMT 2014-GC21 D                   | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3185000 | PA      | $2363085.27   | 0.13%             | 2047-05-10      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM9419                                                         | CUSIP: 3140XDPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2972267 | PA      | $2704933.59   | 0.15%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                           | HESS CORP 7.300000% 08/15/2031                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    510000 | PA      | $571442.90    | 0.03%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01437                                                   | CUSIP: 31292HS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6671 | PA      | $6994.33      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                             | AVANGRID INC 3.800000% 06/01/2029                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2342958.93   | 0.13%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4157                                                         | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1919797 | PA      | $1538186.80   | 0.09%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7650                                                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2056202 | PA      | $1888733.00   | 0.11%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20E 1                       | CUSIP: 83162CPN7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       494 | PA      | $487.13       | 0.00%             | 2025-05-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 2.188000% 04/30/2026                                             | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    670000 | PA      | $630304.30    | 0.04%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 4.950000% 03/31/2030                                            | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    725000 | PA      | $727269.11    | 0.04%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST                                                  | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM TCO 2022-DPM D                 | CUSIP: 87666YAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1690000 | PA      | $1605298.21   | 0.09%             | 2037-05-15      | Floating      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849207                                               | CUSIP: 31300MGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3108 | PA      | $3149.05      | 0.00%             | 2042-08-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4733                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10017268 | PA      | $9893932.22   | 0.56%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 2.875000% 10/15/2049                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $2549846.15   | 0.14%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6329                                                         | CUSIP: 3140QEA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    570840 | PA      | $505985.85    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2455                                                         | CUSIP: 31418BWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71510 | PA      | $70693.45     | 0.00%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745942                                                         | CUSIP: 31403DWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13015 | PA      | $13612.98     | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                    | MPLX LP 5.500000% 02/15/2049                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1345580.46   | 0.08%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ultrapar International S.A.                                                                | ULTRAPAR INTERNATIONAL SA 144A 5.250000% 06/06/2029                               | CUSIP: 90401CAC3<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | NUSS              | BR        |    229000 | PA      | $217550.00    | 0.01%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 0.776000% 10/30/2024                                                | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2416597.18   | 0.14%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2558                                               | CUSIP: 31326GZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5566 | PA      | $5563.57      | 0.00%             | 2044-05-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2014-CCRE20 MORTGAGE TRUST COMM 2014-CR20 C                                  | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2980000 | PA      | $2774790.64   | 0.16%             | 2047-11-10      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09070                                                   | CUSIP: 3128UNCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1668 | PA      | $1706.61      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3655000 | PA      | $2425149.59   | 0.14%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 M1                                 | CUSIP: 92538HAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $850514.28    | 0.05%             | 2066-07-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3382                                                         | CUSIP: 3140XJXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1920912 | PA      | $1622868.14   | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                              | UNICREDIT SPA MTN 7.296000% 04/02/2034                                            | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |   2000000 | PA      | $1944530.86   | 0.11%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42531.27     | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735417                                                         | CUSIP: 31402RAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    181126 | PA      | $189912.55    | 0.01%             | 2035-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2038746.42   | 0.11%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                        | PETROLEOS MEXICANOS 6.375000% 01/23/2045                                          | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    655000 | PA      | $440765.35    | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735765                                                         | CUSIP: 31402RMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12337 | PA      | $12250.42     | 0.00%             | 2034-08-01      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 3.680000% 01/21/2030                                               | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |   1400000 | PA      | $1210999.31   | 0.07%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                       | META PLATFORMS INC 144A 4.450000% 08/15/2052                                      | CUSIP: 30303M8E5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $6829164.24   | 0.38%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                 | NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1B                               | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5414498 | PA      | $5262489.86   | 0.30%             | 2069-12-26      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OPEC Fund for International Development                                                    | OPEC FUND FOR INTERNATIONAL DEVELOPMENT/THE 144A 4.500000% 01/26/2026             | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $896882.80    | 0.05%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2001-W3 FNW 2001-W3 A                                      | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75817 | PA      | $74786.16     | 0.00%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K75 MORTGAGE TRUST FREMF 2018-K75 C                                    | CUSIP: 30296PAU8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145000 | PA      | $134907.41    | 0.01%             | 2051-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                          | RELX CAPITAL INC 3.000000% 05/22/2030                                             | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44405.66     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995575                                                         | CUSIP: 31416B6L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10270 | PA      | $10723.38     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2051                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $223907.23    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01768                                                   | CUSIP: 31283H6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2081 | PA      | $2174.61      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.250000% 10/22/2026                                     | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    725000 | PA      | $710833.62    | 0.04%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                       | SOUTHERN CO/THE 5.113000% 08/01/2027                                              | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1042690.27   | 0.06%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0587                                                         | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    235974 | PA      | $234893.53    | 0.01%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6417                                                         | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1162036 | PA      | $1072304.75   | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                      | STARBUCKS CORP 2.550000% 11/15/2030                                               | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2161546.72   | 0.12%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91402                                                   | CUSIP: 3128P7RX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     41038 | PA      | $40891.57     | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 976853                                                         | CUSIP: 31414UWN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6190 | PA      | $6342.02      | 0.00%             | 2029-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.750000% 08/15/2032                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4860000 | PA      | $4572956.25   | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0278                                                         | CUSIP: 3138EGJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       205 | PA      | $204.83       | 0.00%             | 2025-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2020-B16 MORTGAGE TRUST BMARK 2020-B16 D                                | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5470000 | PA      | $3547613.35   | 0.20%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RB5145                                                        | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1852193 | PA      | $1610773.00   | 0.09%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2021-OVA SLG 2021-OVA C                                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $1992147.00   | 0.11%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4831                                                         | CUSIP: 3138EMLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14174 | PA      | $14221.87     | 0.00%             | 2044-02-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H22 FH                          | CUSIP: 38375UY20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    939667 | PA      | $929325.42    | 0.05%             | 2067-11-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 4.400000% 08/15/2035                                                 | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2291640.25   | 0.13%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033           | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224583.14    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0901                                                         | CUSIP: 3138WAAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    406054 | PA      | $404193.04    | 0.02%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545996                                                         | CUSIP: 31385JRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70221 | PA      | $72718.94     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01976                                                   | CUSIP: 3128LXFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10814 | PA      | $11322.25     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                                       | BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 3.875000% 01/15/2027                  | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | NUSS              | US        |   2030000 | PA      | $1955993.81   | 0.11%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0284                                                         | CUSIP: 31418MJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         1 | PA      | $1.21         | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7938                                                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2127933 | PA      | $2011695.27   | 0.11%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 3.244000% 10/05/2026                                   | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2841092.15   | 0.16%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01376                                                   | CUSIP: 31292HQ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2815 | PA      | $2965.29      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8036484.38   | 0.45%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-57 1A2                    | CUSIP: 31394JD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     21921 | PA      | $23535.62     | 0.00%             | 2043-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 3.950000% 06/30/2035                                  | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977025 | PA      | $867707.48    | 0.05%             | 2035-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.501000% 08/09/2028                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    450000 | PA      | $453042.54    | 0.03%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0493                                                         | CUSIP: 31419ARP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40224 | PA      | $42663.60     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028                                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    515000 | PA      | $459280.28    | 0.03%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7205                                                         | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210119 | PA      | $206637.69    | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2880                                                         | CUSIP: 31418CFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    344562 | PA      | $340337.34    | 0.02%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.750000% 11/15/2029                                              | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    420000 | PA      | $376441.41    | 0.02%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    565000 | PA      | $515652.67    | 0.03%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60480                                                   | CUSIP: 31335AQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    183199 | PA      | $184767.88    | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                  | APTIV PLC / APTIV CORP 3.250000% 03/01/2032                                       | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    250000 | PA      | $215830.48    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 12/31/2024                                              | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    925000 | PA      | $925000.00    | 0.05%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    460000 | PA      | $356713.08    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745603                                                         | CUSIP: 31403DKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23522 | PA      | $23756.46     | 0.00%             | 2035-05-01      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                         | AMERICAN INTERNATIONAL GROUP INC 3.900000% 04/01/2026                             | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    483000 | PA      | $473125.77    | 0.03%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888560                                                         | CUSIP: 31410GE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12365 | PA      | $12936.27     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QA7075                                                        | CUSIP: 3133A12G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1663760 | PA      | $1534820.24   | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                   | DUKE ENERGY FLORIDA LLC 3.200000% 01/15/2027                                      | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    710000 | PA      | $681716.51    | 0.04%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3246                                                         | CUSIP: 3138Y4TC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    163456 | PA      | $164345.18    | 0.01%             | 2044-12-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | CORPORATE CMO FASST 2021-S2 A2                                                    | CUSIP: 31740FAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2503845 | PA      | $2326188.02   | 0.13%             | 2051-09-25      | Floating      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 5.600000% 10/15/2032                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2660933.73   | 0.15%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60701                                                   | CUSIP: 31335AX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     88063 | PA      | $88800.56     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                 | NAVIENT STUDENT LOAN TRUST 2016-6 NAVSL 2016-6A A3                                | CUSIP: 63940LAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    115000 | PA      | $114788.26    | 0.01%             | 2066-03-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8617                                                         | CUSIP: 3140XCSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1777418 | PA      | $1509157.56   | 0.08%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG (New York Branch)                                                         | DEUTSCHE BANK AG/NEW YORK NY 1.686000% 03/19/2026                                 | CUSIP: 25160PAF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2277341.45   | 0.13%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725019                                                         | CUSIP: 31402CPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3281 | PA      | $3432.03      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1919                                                        | CUSIP: 3132DPDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1507534 | PA      | $1383760.09   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3143 BC                                                    | CUSIP: 31396NG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    128311 | PA      | $132799.06    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                            | NORDSTROM INC 6.950000% 03/15/2028                                                | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    865000 | PA      | $839915.00    | 0.05%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2019-2 CARMX 2019-2 D                                     | CUSIP: 14316LAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2010000 | PA      | $1985714.38   | 0.11%             | 2025-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.750000% 11/15/2029                                              | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    630000 | PA      | $564662.11    | 0.03%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-41 2A                     | CUSIP: 31392MEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     21393 | PA      | $21208.30     | 0.00%             | 2032-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-3 EART 2021-3A D                         | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5200000 | PA      | $4773733.12   | 0.27%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9063                                                         | CUSIP: 3138ERB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549548 | PA      | $541190.12    | 0.03%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2019-1 SDART 2019-1 D                      | CUSIP: 80285HAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    336702 | PA      | $336144.23    | 0.02%             | 2025-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 3.810000% 01/09/2024                                     | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685587.00    | 0.04%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ0420                                                         | CUSIP: 3140H1PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199776 | PA      | $197521.87    | 0.01%             | 2047-09-01      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.350000% 04/01/2051                      | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $868121.91    | 0.05%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02033                                                   | CUSIP: 3128LXHJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    234401 | PA      | $243324.87    | 0.01%             | 2032-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7648                                                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1884061 | PA      | $1632320.06   | 0.09%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8191                                                        | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1820600 | PA      | $1707817.76   | 0.10%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995051                                                         | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10934 | PA      | $11482.17     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                       | SOUTHERN CO/THE 4.000000% 01/15/2051                                              | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1474561.50   | 0.08%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 0.768000% 08/09/2025                                          | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2328102.73   | 0.13%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K86 MORTGAGE TRUST FREMF 2018-K86 C                                    | CUSIP: 30308RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2062000 | PA      | $1936858.46   | 0.11%             | 2051-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 11/15/2031                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13805000 | PA      | $11638801.40  | 0.65%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.500000% 11/04/2024                                     | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    325000 | PA      | $321813.19    | 0.02%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 3.250000% 03/15/2051                                             | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    368000 | PA      | $269249.72    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPGN MORTGAGE TRUST                                                                        | SPGN 2022-TFLM MORTGAGE TRUST SPGN 2022-TFLM D                                    | CUSIP: 78473HAL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2346311.50   | 0.13%             | 2039-02-15      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07805                                                   | CUSIP: 3128MAAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44004 | PA      | $44765.76     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                          | CIGNA CORP 4.125000% 11/15/2025                                                   | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247170.52    | 0.01%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD7530                                                        | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4028369 | PA      | $3566089.15   | 0.20%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.950000% 03/25/2051                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $505213.98    | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL2442                                                         | CUSIP: 3138EJWC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6494 | PA      | $6600.88      | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61606                                                   | CUSIP: 31335BYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    698549 | PA      | $704108.48    | 0.04%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 5.700000% 11/01/2024                                  | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7437434.86   | 0.42%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 5A                                           | CUSIP: 31393XGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5763 | PA      | $6076.27      | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5975                                                         | CUSIP: 3138ENT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151242 | PA      | $152603.56    | 0.01%             | 2044-10-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 2.164000% 02/11/2026                                         | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $953037.87    | 0.05%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 865213                                                         | CUSIP: 31409AGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43480 | PA      | $44773.26     | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9070000 | PA      | $6814546.05   | 0.38%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0776                                                         | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13534 | PA      | $13765.48     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7884                                                      | CUSIP: 36179WXM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1771678 | PA      | $1719896.32   | 0.10%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM7737                                                         | CUSIP: 3140XBS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2003972 | PA      | $1772074.18   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849506                                               | CUSIP: 31300MR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    357907 | PA      | $360697.09    | 0.02%             | 2044-11-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST                                                              | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL MTN 2022-LPFL C                           | CUSIP: 62475WAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2560000 | PA      | $2476731.14   | 0.14%             | 2039-03-15      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4879                                                         | CUSIP: 3140X8M53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    616632 | PA      | $545371.92    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-128 CF                                                 | CUSIP: 3136AHPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    269617 | PA      | $265838.57    | 0.01%             | 2043-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2045                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15310000 | PA      | $12351462.07  | 0.69%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C               | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5170000 | PA      | $4742774.98   | 0.27%             | 2048-10-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 2.357000% 08/18/2031                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    700000 | PA      | $566376.54    | 0.03%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91925                                                   | CUSIP: 3128P8D65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    422535 | PA      | $414522.74    | 0.02%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8595                                                         | CUSIP: 3140XCRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2255331 | PA      | $2008742.19   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                     | SOUTHERN POWER CO 0.900000% 01/15/2026                                            | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1040898.15   | 0.06%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-1 WLAKE 2022-1A D                      | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    345000 | PA      | $321834.01    | 0.02%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | OWS CRE FUNDING I LLC 144A VARIABLE RATE 09/01/2023                               | CUSIP: 67114QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3364884.60   | 0.19%             | 2023-09-01      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                         | FORD MOTOR CO 3.250000% 02/12/2032                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2777499.73   | 0.16%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 4.400000% 03/15/2027                                           | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2873842.73   | 0.16%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7049                                                         | CUSIP: 3138EPZP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    225554 | PA      | $227204.97    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3427                                                         | CUSIP: 3140XJYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2689749 | PA      | $2614172.35   | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995487                                                         | CUSIP: 31416B2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33418 | PA      | $34953.75     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $873368.90    | 0.05%             | 2041-12-10      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5749                                                         | CUSIP: 3138ENL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204870 | PA      | $208203.60    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.375000% 03/31/2029                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5640000 | PA      | $5260842.20   | 0.30%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GALLATIN CNTY MONT INDL DEV REV                                                            | GALLATIN CNTY MT INDL DEV REVE COUNTY OF GALLATIN MT                              | CUSIP: 363671BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $526166.20    | 0.03%             | 2027-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 EART 2022-3A D                         | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2996772.90   | 0.17%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| MATHER                                                                                     | MATHER FOUNDATION 2.675000% 10/01/2031                                            | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2101544.80   | 0.12%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 5.125000% 06/16/2025                                     | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344004.36    | 0.02%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AO2296                                                         | CUSIP: 3138LSRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       665 | PA      | $654.79       | 0.00%             | 2044-02-01      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA1814                                                         | CUSIP: 31418BAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    265130 | PA      | $263915.14    | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4245                                                        | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1428956 | PA      | $1211471.80   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3218                                                         | CUSIP: 3140XJSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1859579 | PA      | $1651224.74   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                        | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2219000 | PA      | $1841915.21   | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2003-20B 1                       | CUSIP: 83162CMU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       512 | PA      | $511.80       | 0.00%             | 2023-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL1900                                                         | CUSIP: 3138EJDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65952 | PA      | $66730.52     | 0.00%             | 2026-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 4.987000% 01/19/2052                                               | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |   2200000 | PA      | $1697227.84   | 0.10%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.875000% 11/15/2030                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  15180000 | PA      | $12546032.89  | 0.70%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| THE CONSERVATION FUND, A NONPROFIT CORPORATION                                             | CONSERVATION FUND A NONPROFIT CORP/THE 3.474000% 12/15/2029                       | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2116000 | PA      | $1859628.15   | 0.10%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     95658 | PA      | $96161.39     | 0.01%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8387                                                         | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3878208 | PA      | $3823501.49   | 0.21%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2141                                                         | CUSIP: 31418BLX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1128279 | PA      | $1117544.42   | 0.06%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8749                                                         | CUSIP: 3138ETWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29201 | PA      | $29457.02     | 0.00%             | 2045-01-01      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 2.848000% 06/04/2031                                            | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    675000 | PA      | $571167.38    | 0.03%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2046                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1426170.89   | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                           | OCCIDENTAL PETROLEUM CORP 2.900000% 08/15/2024                                    | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1677482.14   | 0.09%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20G 1                       | CUSIP: 83162CPR8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2443 | PA      | $2411.48      | 0.00%             | 2025-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                          | BURLINGTON NORTHERN SANTA FE LLC 3.750000% 04/01/2024                             | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1013737.98   | 0.06%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 6.800000% 06/01/2038                                            | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $270034.18    | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                       | MITSUBISHI UFJ FINANCIAL GROUP INC 1.538000% 07/20/2027                           | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |   2105000 | PA      | $1863072.24   | 0.10%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2791                                               | CUSIP: 31326HC44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28968 | PA      | $29214.38     | 0.00%             | 2044-07-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 4.836000% 05/09/2028                                                 | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    725000 | PA      | $700372.71    | 0.04%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA6994                                                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3404960 | PA      | $2961768.69   | 0.17%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426076.34   | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    345000 | PA      | $229625.80    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 0.864000% 10/21/2025                                           | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2779400.91   | 0.16%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.625000% 10/21/2027                                     | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $4329268.25   | 0.24%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y REV                                                           | MET TRANSPRTN AUTH NY REVENUE METROPOLITAN TRANSPORTATION AUTHORITY               | CUSIP: 59261AG76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1153013.38   | 0.06%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2003-20J 1                       | CUSIP: 83162CNG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       644 | PA      | $639.02       | 0.00%             | 2023-10-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1931                                                         | CUSIP: 3140XHED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3162434 | PA      | $2786526.36   | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF K-100 MORTGAGE TRUST FREMF 2019-K100 C                                      | CUSIP: 30313PAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130000 | PA      | $114532.86    | 0.01%             | 2052-11-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0634                                                         | CUSIP: 31417YV46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8702 | PA      | $8850.45      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                                   | TENCENT HOLDINGS LTD MTN 3.975000% 04/11/2029                                     | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | NUSS              | CN        |   2000000 | PA      | $1894436.46   | 0.11%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 2.750000% 06/01/2031                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    725000 | PA      | $625262.11    | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 1.007000% 12/10/2024                                                 | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   2540000 | PA      | $2444053.84   | 0.14%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.875000% 11/15/2030                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1180000 | PA      | $975251.57    | 0.05%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0875                                                         | CUSIP: 31419A6M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       648 | PA      | $646.00       | 0.00%             | 2025-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                              | PETROBRAS GLOBAL FINANCE BV 6.750000% 06/03/2050                                  | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |   1450000 | PA      | $1290790.00   | 0.07%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM6708                                                         | CUSIP: 3140XAN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1485438 | PA      | $1311239.86   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849254                                               | CUSIP: 31300MH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     33442 | PA      | $33942.88     | 0.00%             | 2042-01-01      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3330 GZ                                                    | CUSIP: 31397JFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2658 | PA      | $2680.02      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  13187949 | PA      | $13187949.06  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                                          | BURLINGTON NORTHERN SANTA FE LLC 4.375000% 09/01/2042                             | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23640.72     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.797000% 07/23/2024                                          | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    775000 | PA      | $769822.78    | 0.04%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 4.850000% 07/06/2027                                               | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    500000 | PA      | $479704.00    | 0.03%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12640000 | PA      | $9496787.44   | 0.53%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725484                                                         | CUSIP: 31402C6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67101 | PA      | $69710.90     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2475                                                         | CUSIP: 3140XHXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1575594 | PA      | $1558145.28   | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                          | CIGNA CORP 3.750000% 07/15/2023                                                   | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    498000 | PA      | $495258.98    | 0.03%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01749                                                   | CUSIP: 31283H5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     81198 | PA      | $84994.08     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                        | KINDER MORGAN INC 5.550000% 06/01/2045                                            | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3201126.62   | 0.18%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G18295                                                   | CUSIP: 3128MMKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7593 | PA      | $7564.99      | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2521                                                         | CUSIP: 3140XHYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1812724 | PA      | $1804703.49   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7830                                                      | CUSIP: 36179WVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1414733 | PA      | $1373384.34   | 0.08%             | 2052-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 E                                | CUSIP: 08162VAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $782805.11    | 0.04%             | 2062-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                        | KINDER MORGAN ENERGY PARTNERS LP 6.500000% 09/01/2039                             | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53481.46     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                            | ENEL FINANCE INTERNATIONAL NV 144A 6.000000% 10/07/2039                           | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | NUSS              | IT        |    850000 | PA      | $845019.55    | 0.05%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232526 | PA      | $229024.77    | 0.01%             | 2044-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 5.400000% 10/15/2029                                            | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1337977.45   | 0.08%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                         | ROYALTY PHARMA PLC 1.750000% 09/02/2027                                           | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   1135000 | PA      | $986444.04    | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1008                                               | CUSIP: 3128S5DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4342 | PA      | $4292.32      | 0.00%             | 2040-04-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1378563.63   | 0.08%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2005-20A 1                       | CUSIP: 83162CPG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       550 | PA      | $542.96       | 0.00%             | 2025-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889466                                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33761 | PA      | $35591.00     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 05/15/2040                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $403506.64    | 0.02%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1601                                                        | CUSIP: 3132DNX65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1252930 | PA      | $1244092.60   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3045000 | PA      | $2188242.36   | 0.12%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2037                                        | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2500000 | PA      | $2518020.43   | 0.14%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 6.000000% 12/19/2023                                            | CUSIP: 780097AZ4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   2275000 | PA      | $2283429.65   | 0.13%             | 2023-12-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM5609                                                         | CUSIP: 3140X9GT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1404203 | PA      | $1279534.30   | 0.07%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029                              | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2212692.55   | 0.12%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 05/15/2031                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1485000 | PA      | $1292008.00   | 0.07%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                      | DOMINION ENERGY INC 5.750000% 10/01/2054                                          | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1399605.74   | 0.08%             | 2054-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 4.431000% 01/23/2030                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462878.83    | 0.03%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ultrapar International S.A.                                                                | ULTRAPAR INTERNATIONAL SA 144A 5.250000% 10/06/2026                               | CUSIP: 90401CAA7<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | NUSS              | BR        |    625000 | PA      | $604539.84    | 0.03%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 6.020000% 06/15/2026                            | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $282836.78    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H01 FV                          | CUSIP: 38380LY72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3618637 | PA      | $3527962.10   | 0.20%             | 2070-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 WFCM 2015-C28 D                    | CUSIP: 94989JBH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1685000 | PA      | $1438071.00   | 0.08%             | 2048-05-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                  | APTIV PLC / APTIV CORP 3.250000% 03/01/2032                                       | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   1290000 | PA      | $1113685.26   | 0.06%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                              | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    965000 | PA      | $890776.61    | 0.05%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8257                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4922856 | PA      | $4862244.60   | 0.27%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 144A 3.900000% 04/05/2032                                | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72867.11     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB1090                                                         | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1193166 | PA      | $1117128.35   | 0.06%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED                                                                      | WELLFLEET CLO X LTD WELF 2019-XA BR                                               | CUSIP: 94949WAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1917370.00   | 0.11%             | 2032-07-20      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 2A2                                          | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15102 | PA      | $15878.50     | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM9465                                                         | CUSIP: 3140XDQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1304394 | PA      | $1259168.28   | 0.07%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2572                                                         | CUSIP: 3140XH2E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3760147 | PA      | $3177514.56   | 0.18%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7655                                                        | CUSIP: 3133KPQG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9988570 | PA      | $9406736.18   | 0.53%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 3A                                     | CUSIP: 31393AP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65590 | PA      | $67534.09     | 0.00%             | 2042-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT GREEN BK CONN                                                                  | CONNECTICUT ST GREEN BANK CONNECTICUT GREEN BANK                                  | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2096578.00   | 0.12%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8440                                                         | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    300565 | PA      | $255382.72    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 1A                     | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    114558 | PA      | $120058.90    | 0.01%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2022-ML13 ACA                       | CUSIP: 3137H9JM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2489965 | PA      | $2205792.53   | 0.12%             | 2036-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                     | CONOCOPHILLIPS CO 4.150000% 11/15/2034                                            | CUSIP: 20826FAF3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    455000 | PA      | $421238.91    | 0.02%             | 2034-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                     | LOWE'S COS INC 5.625000% 04/15/2053                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5694000 | PA      | $5876594.11   | 0.33%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3605                                                         | CUSIP: 3140QPAF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1218665 | PA      | $1147798.45   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0104                                                         | CUSIP: 31419ADJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51904 | PA      | $54113.05     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555798                                                         | CUSIP: 31385XNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2641 | PA      | $2746.63      | 0.00%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $905822.86    | 0.05%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                            | INTERCONTINENTAL EXCHANGE INC 2.650000% 09/15/2040                                | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1649898.32   | 0.09%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM2500                                                         | CUSIP: 3140X5X65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1753462 | PA      | $1646723.26   | 0.09%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                        | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418701.78    | 0.02%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1611                                                        | CUSIP: 3132DNYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.02         | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 9.400000% 05/15/2039                                          | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    166000 | PA      | $230713.44    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745869                                                         | CUSIP: 31403DT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       193 | PA      | $201.15       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION SBAP 2006-20C 1                                     | CUSIP: 83162CQD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1400 | PA      | $1387.09      | 0.00%             | 2026-03-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A20196                                                   | CUSIP: 31296WGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5698 | PA      | $5793.08      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 6.625000% 06/15/2032                                                | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | PA      | $575428.00    | 0.03%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 3.750000% 04/24/2024                                   | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270987.75    | 0.02%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                   | NXP BV / NXP FUNDING LLC / NXP USA INC 3.875000% 06/18/2026                       | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | CN        |    250000 | PA      | $241337.60    | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 3.700000% 01/12/2026                                                | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53724.37     | 0.00%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD7536                                                        | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2544351 | PA      | $2270517.69   | 0.13%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09204                                                   | CUSIP: 3128UNGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       522 | PA      | $530.74       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2022-2 FCAT 2022-2 D                                   | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    190000 | PA      | $181695.65    | 0.01%             | 2028-04-17      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 4.063000% 11/01/2024                                     | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936977.54   | 0.11%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9781                                                         | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68919 | PA      | $69802.57     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B1332                                               | CUSIP: 31326FPR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48662 | PA      | $48380.14     | 0.00%             | 2043-04-01      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 SDART 2022-7 C                      | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3340000 | PA      | $3502107.23   | 0.20%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                        | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    775000 | PA      | $725545.54    | 0.04%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX0875                                                         | CUSIP: 3138Y16M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22254 | PA      | $22438.17     | 0.00%             | 2044-11-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K732 MORTGAGE TRUST FREMF 2018-K732 C                                  | CUSIP: 30307NAU0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3525000 | PA      | $3378226.05   | 0.19%             | 2025-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK 0.500000% 05/24/2023                              | CUSIP: 4581X0DM7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1480395.00   | 0.08%             | 2023-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2447404.73   | 0.14%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01416                                                   | CUSIP: 31292HSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12911 | PA      | $13494.75     | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $52994.90     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2003-W2 FNW 2003-W2 1A3                                          | CUSIP: 31392JAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8054 | PA      | $8618.99      | 0.00%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4468                                                         | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1453549 | PA      | $1365357.87   | 0.08%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06447                                                   | CUSIP: 3128M8P81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     45168 | PA      | $45940.20     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 3.125000% 07/27/2026                                           | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236939.42    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888254                                                         | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6227 | PA      | $6158.40      | 0.00%             | 2036-11-01      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91746                                                   | CUSIP: 3128P75F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     19858 | PA      | $20119.74     | 0.00%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA MTN 4.250000% 10/15/2024                                           | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   2150000 | PA      | $2118797.91   | 0.12%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 6.500000% 05/02/2036                                            | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    510000 | PA      | $549677.00    | 0.03%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 3.750000% 04/01/2030                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163967.14    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                           | HESS CORP 7.875000% 10/01/2029                                                    | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    290000 | PA      | $329686.50    | 0.02%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H09 FA                          | CUSIP: 38382YQX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1984488 | PA      | $1953587.80   | 0.11%             | 2072-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 3.068000% 04/30/2041                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    680000 | PA      | $530189.57    | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4745000 | PA      | $3388782.63   | 0.19%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AW4314                                                         | CUSIP: 3138XTYL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114445 | PA      | $115428.84    | 0.01%             | 2044-04-01      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T10 FNGT 2001-T10 A1                                | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91810 | PA      | $94909.44     | 0.01%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0218                                                         | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69073 | PA      | $72243.88     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.797000% 07/23/2024                                          | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1450246.79   | 0.08%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07480                                                   | CUSIP: 3128M9UD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     38825 | PA      | $41083.40     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.875000% 05/15/2032                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1500000 | PA      | $1428515.63   | 0.08%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 1995-2 VENDE 1995-2C 3A                                     | CUSIP: 911760GJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1511 | PA      | $1560.88      | 0.00%             | 2025-06-15      | Fixed         | 8.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H09 FG                          | CUSIP: 38380LUC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    404431 | PA      | $396584.83    | 0.02%             | 2069-05-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $912625.38    | 0.05%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                                                      | CEMEX SAB DE CV 144A 5.200000% 09/17/2030                                         | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |   1925000 | PA      | $1800601.42   | 0.10%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888891                                                         | CUSIP: 31410GRL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       889 | PA      | $943.59       | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0601                                                         | CUSIP: 31419AU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69461 | PA      | $72422.77     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0160                                                         | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1043663 | PA      | $1058671.46   | 0.06%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 4.375000% 09/11/2024                                                 | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1375000 | PA      | $1356312.80   | 0.08%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BK7907                                                         | CUSIP: 3140HMYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    289372 | PA      | $284893.96    | 0.02%             | 2048-11-01      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  10631124 | PA      | $10631123.91  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 1.625000% 09/01/2025                                    | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $210854.57    | 0.01%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 6.500000% 09/15/2037                                            | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1525000 | PA      | $1670769.89   | 0.09%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                        | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   6525000 | PA      | $4871572.83   | 0.27%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA6686                                                        | CUSIP: 3133KNNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1285800 | PA      | $1242912.36   | 0.07%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H08 FE                          | CUSIP: 38382YST1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1922418 | PA      | $1901893.36   | 0.11%             | 2072-03-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                     | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1005058.33   | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    495000 | PA      | $392205.16    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $155231.25    | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4565                                                         | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2070961 | PA      | $1942717.17   | 0.11%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                                                      | CEMEX SAB DE CV 144A 5.450000% 11/19/2029                                         | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |    275000 | PA      | $265508.38    | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0328                                                         | CUSIP: 3140XFLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1772094 | PA      | $1714998.48   | 0.10%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                               | WILLIAMS COS INC/THE 3.500000% 11/15/2030                                         | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    575000 | PA      | $526554.97    | 0.03%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91769                                                   | CUSIP: 3128P76E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68355 | PA      | $67772.57     | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                     | UNION ELECTRIC CO 3.900000% 04/01/2052                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1892570.90   | 0.11%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3298                                                         | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1811440 | PA      | $1596481.81   | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 2.894000% 11/24/2032                                                 | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $816359.52    | 0.05%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2051406.23   | 0.12%             | 2030-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 3.375000% 10/01/2040                            | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $965169.11    | 0.05%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166090 | PA      | $163589.12    | 0.01%             | 2044-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                                                              | LIBERTY UTILITIES FINANCE GP 1 144A 2.050000% 09/15/2030                          | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1972652.85   | 0.11%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORPORATION                                      | MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORP 2.673000% 07/01/2031               | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $423785.91    | 0.02%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                        | CITIGROUP COMMERCIAL MORTGAGE TRUST 2022-GC48 CGCMT 2022-GC48 C                   | CUSIP: 29426VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2496610.50   | 0.14%             | 2054-05-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                                                        | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $581689.20    | 0.03%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 2.359000% 05/22/2024                                            | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   2500000 | PA      | $2473034.38   | 0.14%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BT7339                                                         | CUSIP: 3140LWEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1585252 | PA      | $1444516.91   | 0.08%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108Q37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2463981.99   | 0.14%             | 2040-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01767                                                   | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75492 | PA      | $79643.04     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725228                                                         | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    185500 | PA      | $194055.18    | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.550000% 11/30/2048                                          | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35477.02     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 4.375000% 11/23/2026                                            | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    420000 | PA      | $413452.31    | 0.02%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.200000% 08/26/2024                                     | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435172.16    | 0.02%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                     | FREDDIE MAC MULTIFAMILY VARIABLE RATE CERTIFICATE FMMV M069 A                     | CUSIP: 3137H92A6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1240000 | PA      | $1201089.17   | 0.07%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 3.000000% 09/15/2049                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $735875.22    | 0.04%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   8467002 | PA      | $8467002.20   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 4.500000% 03/09/2048                                                     | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    471000 | PA      | $413400.90    | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1933                                                        | CUSIP: 3132DPEE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2353020 | PA      | $2213116.74   | 0.12%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $133164.10    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6292                                                         | CUSIP: 3138EN7E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24991 | PA      | $25173.93     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0250                                                         | CUSIP: 31418MH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    172154 | PA      | $179228.40    | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0287                                                         | CUSIP: 31419AJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2669 | PA      | $2725.60      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0620                                                         | CUSIP: 31419AVN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       309 | PA      | $308.03       | 0.00%             | 2024-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                                             | CSMC TRUST 2016-NXSR CSMC 2016-NXSR AS                                            | CUSIP: 12594PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4145000 | PA      | $3856154.02   | 0.22%             | 2049-12-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK MTN 2.875000% 06/13/2025                                 | CUSIP: 29878TDB7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2427475.00   | 0.14%             | 2025-06-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                                | COMMONWEALTH EDISON CO 4.000000% 03/01/2048                                       | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    570000 | PA      | $500410.50    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 12/31/2028                                              | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6335000 | PA      | $5595834.16   | 0.31%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM5704                                                         | CUSIP: 3140JAKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    173923 | PA      | $177854.21    | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 4A                                     | CUSIP: 31393AQ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26263 | PA      | $27044.89     | 0.00%             | 2042-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 01/15/2026                                              | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1050000 | PA      | $1048769.53   | 0.06%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2023-C4 MORTGAGE TRUST BMO 2023-C4 C                                          | CUSIP: 05610CAL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    960000 | PA      | $877364.26    | 0.05%             | 2056-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                       | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1262001.93   | 0.07%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BH9347                                                         | CUSIP: 3140GYL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200920 | PA      | $195536.80    | 0.01%             | 2047-10-01      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                              | BROADCOM INC 4.110000% 09/15/2028                                                 | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506297.78    | 0.03%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2032                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1425000 | PA      | $1250381.84   | 0.07%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BIG COMMERCIAL MORTGAGE TRUST                                                              | BIG COMMERCIAL MORTGAGE TRUST 2022-BIG BIG 2022-BIG D                             | CUSIP: 05551UAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3800000 | PA      | $3610512.24   | 0.20%             | 2039-02-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139W35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $359197.00    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4002                                                         | CUSIP: 3138ELNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3133 | PA      | $3123.80      | 0.00%             | 2043-08-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 5.959000% 01/12/2034                                            | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1725000 | PA      | $1817014.19   | 0.10%             | 2034-01-12      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8201                                                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6637163 | PA      | $6585627.82   | 0.37%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4375000 | PA      | $2829736.35   | 0.16%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.807000% 09/09/2026                                   | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1968067.61   | 0.11%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0482                                                         | CUSIP: 31418MRC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13524 | PA      | $13476.79     | 0.00%             | 2039-12-01      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5362                                                         | CUSIP: 3138EM5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45829 | PA      | $47088.82     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                             | AVANGRID INC 3.150000% 12/01/2024                                                 | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2457085.47   | 0.14%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2020-K737 MORTGAGE TRUST FREMF 2020-K737 C                                  | CUSIP: 30300SAU6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    640000 | PA      | $591428.35    | 0.03%             | 2053-01-25      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07504                                                   | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20821 | PA      | $21182.02     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 2.125000% 04/13/2026                                     | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $942920.00    | 0.05%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8830                                                         | CUSIP: 3138ETY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    540573 | PA      | $538098.20    | 0.03%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2016-K55 MORTGAGE TRUST FREMF 2016-K55 C                                    | CUSIP: 30289HAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1410000 | PA      | $1345644.36   | 0.08%             | 2049-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD/LLC                                                                            | KKR CLO 41 LTD KKR 2022-41A C                                                     | CUSIP: 48255PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3312288.00   | 0.19%             | 2035-04-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 2.900000% 05/15/2025                                           | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1846036.56   | 0.10%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7883                                                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1567691 | PA      | $1483998.10   | 0.08%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ5417                                                         | CUSIP: 3138AXAT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28286 | PA      | $28747.32     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597673.72    | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2003-20K 1                       | CUSIP: 83162CNH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3176 | PA      | $3150.56      | 0.00%             | 2023-11-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1584644.25   | 0.09%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2815000 | PA      | $1947958.01   | 0.11%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06570                                                   | CUSIP: 3128M8T38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     16215 | PA      | $17110.42     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3052                                                         | CUSIP: 3138Y4MA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77500 | PA      | $76762.76     | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                   | DIAMONDBACK ENERGY INC 6.250000% 03/15/2053                                       | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1714986.87   | 0.10%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 1995-1 VENDE 1995-1 2                                       | CUSIP: 911760FH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1865 | PA      | $1874.18      | 0.00%             | 2025-02-15      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39616.68     | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS CENTRAL TRANSITION FUNDING II LLC                                                | AEP TEXAS CENTRAL TRANSITION FUNDING III LLC AEPTC 2012-1 A3                      | CUSIP: 00104UAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     59182 | PA      | $57744.24     | 0.00%             | 2026-03-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849505                                               | CUSIP: 31300MR21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     53499 | PA      | $53989.83     | 0.00%             | 2044-10-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $666374.15    | 0.04%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3185 GT                                                    | CUSIP: 31396UBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     40142 | PA      | $40424.54     | 0.00%             | 2026-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 7.350000% 11/04/2027                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $550593.75    | 0.03%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60034                                                   | CUSIP: 31335ABB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    618267 | PA      | $617878.71    | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION                                                               | OWL ROCK CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $986595.19    | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR ZI8701                                                        | CUSIP: 3131WMU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15781 | PA      | $16315.97     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                    | ARROW ELECTRONICS INC 3.875000% 01/12/2028                                        | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1858883.76   | 0.10%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040                           | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    275000 | PA      | $254655.06    | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 1.642000% 06/14/2027                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1555557.08   | 0.09%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H17 FQ                          | CUSIP: 38375UK66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1446574 | PA      | $1426160.62   | 0.08%             | 2067-09-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                                                            | SOUND POINT CLO XXII LTD SNDPT 2019-1A CR                                         | CUSIP: 83611KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3480000 | PA      | $3344046.84   | 0.19%             | 2032-01-20      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                                      | RIO OIL FINANCE TRUST SERIES 2014-3 144A 9.750000% 01/06/2027                     | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    844725 | PA      | $874026.90    | 0.05%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8199                                                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11532165 | PA      | $10898201.48  | 0.61%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2022-CLS BX 2022-CLS B                                                   | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2083122.09   | 0.12%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 2.572000% 02/11/2031                                         | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43089.08     | 0.00%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 3.900000% 07/18/2032                                                  | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2922920.58   | 0.16%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 4.762000% 03/29/2033                                            | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1275000 | PA      | $1176511.12   | 0.07%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD7526                                                        | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3217142 | PA      | $2858159.39   | 0.16%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 2.500000% 08/24/2026                                        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3095731.74   | 0.17%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1160454.62   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 BBCMS 2019-C4 C                        | CUSIP: 07335CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1033447.48   | 0.06%             | 2052-08-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Azure Power Energy Ltd                                                                     | AZURE POWER ENERGY LTD 144A 3.575000% 08/19/2026                                  | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | NUSS              | IN        |   1861000 | PA      | $1404496.70   | 0.08%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07598                                                   | CUSIP: 3128M9X31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11784 | PA      | $11988.18     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 7.375000% 11/01/2029                                          | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    430000 | PA      | $492511.44    | 0.03%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                        | PETROLEOS MEXICANOS 6.350000% 02/12/2048                                          | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    306000 | PA      | $201164.40    | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD5507                                                        | CUSIP: 3133B3DL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1526535 | PA      | $1294428.27   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL3598                                                         | CUSIP: 3138EK7L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66245 | PA      | $68052.08     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0980                                                         | CUSIP: 3140XGCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1705996 | PA      | $1563503.99   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310098                                                         | CUSIP: 31374CNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22944 | PA      | $23274.05     | 0.00%             | 2036-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 5.500000% 11/15/2032                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    850000 | PA      | $915027.28    | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 840286                                               | CUSIP: 31347AJ70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26114 | PA      | $26709.27     | 0.00%             | 2046-05-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV                                    | SAN FRANCISCO CA CITY & CNTY P CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $782260.10    | 0.04%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                          | CIGNA CORP 7.875000% 05/15/2027                                                   | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    651000 | PA      | $728443.10    | 0.04%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AT7040                                                         | CUSIP: 3138WUZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2271 | PA      | $2296.16      | 0.00%             | 2044-09-01      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022- ACAR 2022-2 D                  | CUSIP: 02530BAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2555000 | PA      | $2440963.20   | 0.14%             | 2028-06-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735649                                                         | CUSIP: 31402RH28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4291 | PA      | $4487.93      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295000 | PA      | $1141674.02   | 0.06%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                                | TELECOM ITALIA CAPITAL SA 7.721000% 06/04/2038                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | NUSS              | IT        |   1345000 | PA      | $1159901.10   | 0.07%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 4.542000% 08/01/2026                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $403431.25    | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HARTFORD CNTY CONN MET DIST CLEAN WTR PROJ REV                                             | HARTFORD CNTY CT MET DIST CLEA HARTFORD COUNTY METROPOLITAN DISTRICT CLEAN WATER  | CUSIP: 416498EX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $208557.99    | 0.01%             | 2042-11-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20H 1                       | CUSIP: 83162CQL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1594 | PA      | $1592.34      | 0.00%             | 2026-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                              | PETROBRAS GLOBAL FINANCE BV 7.250000% 03/17/2044                                  | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $489315.00    | 0.03%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 8.350000% 07/15/2046                            | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $436920.53    | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849244                                               | CUSIP: 31300MHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27820 | PA      | $27889.00     | 0.00%             | 2044-01-01      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 2.014000% 01/25/2026                                                | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2350403.38   | 0.13%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FINANCE OF AMER 22-S4 A2A 144A SERIES S1  CLASS A2                                | CUSIP: 31737KAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3012416 | PA      | $2737361.29   | 0.15%             | 2057-01-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 EART 2022-5A D                         | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3945000 | PA      | $4060698.57   | 0.23%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027                          | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1500116.04   | 0.08%             | 2027-04-12      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 5.200000% 04/01/2045                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2070234.20   | 0.12%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6872                                                         | CUSIP: 3138EPT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258228 | PA      | $257939.64    | 0.01%             | 2045-05-01      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3900                                                         | CUSIP: 3140J8KN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1180551 | PA      | $1157431.22   | 0.06%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B                                    | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1349038 | PA      | $1130071.50   | 0.06%             | 2053-01-20      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST                                                                      | BELROSE FUNDING TRUST 144A 2.330000% 08/15/2030                                   | CUSIP: 080807AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1568857.65   | 0.09%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8149                                                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1986137 | PA      | $1880638.65   | 0.11%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                      | COCA-COLA CO/THE 1.650000% 06/01/2030                                             | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    525000 | PA      | $441843.99    | 0.02%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 8.113000% 11/03/2033                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $1147170.56   | 0.06%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA, INC.                                                                          | CRH AMERICA INC 144A 3.875000% 05/18/2025                                         | CUSIP: 12626PAM5<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $683128.47    | 0.04%             | 2025-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 0.750000% 04/03/2023                                     | CUSIP: 008281BC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1986440.00   | 0.11%             | 2023-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.875000% 06/19/2023           | CUSIP: 459058GX5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1215000 | PA      | $1200905.22   | 0.07%             | 2023-06-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                   | DUKE ENERGY FLORIDA LLC 3.850000% 11/15/2042                                      | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    520000 | PA      | $442985.82    | 0.02%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                | ILLINOIS ST STATE OF ILLINOIS                                                     | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1837037.05   | 0.10%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                 | NAVIENT STUDENT LOAN TRUST 2016-1 NAVSL 2016-1A A                                 | CUSIP: 63940EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    409365 | PA      | $401084.17    | 0.02%             | 2070-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 2.250000% 10/01/2030                            | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83218.52     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735415                                                         | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9523 | PA      | $10036.15     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $851218.54    | 0.05%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEV AUTH ST LEASE REV                                                  | NEW JERSEY ST ECON DEV AUTH NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY             | CUSIP: 64578EMJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $754022.03    | 0.04%             | 2025-03-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07612                                                   | CUSIP: 3128M9YH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     86913 | PA      | $87458.56     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 12/31/2027                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4950000 | PA      | $5006074.19   | 0.28%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 8.750000% 09/01/2030                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1121188.96   | 0.06%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NCMF TRUST                                                                                 | NCMF TRUST 2022-MFP NCMF 2022-MFP E                                               | CUSIP: 628870AJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2416339.50   | 0.14%             | 2039-03-15      | Floating      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                          | MICROCHIP TECHNOLOGY INC 0.983000% 09/01/2024                                     | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    975000 | PA      | $913087.16    | 0.05%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                          | INTERNATIONAL FINANCE CORP MTN VARIABLE RATE 04/03/2024                           | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2498050.80   | 0.14%             | 2024-04-03      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C29 C               | CUSIP: 46644RBF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5750000 | PA      | $5160480.10   | 0.29%             | 2048-05-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 C                                | CUSIP: 08162VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $982383.96    | 0.06%             | 2062-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    680000 | PA      | $481073.35    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                                  | DRIVEN BRANDS FUNDING LLC HONK 2019-1A A2                                         | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3513600 | PA      | $3296164.38   | 0.18%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                  | DELL INTERNATIONAL LLC / EMC CORP 144A 3.375000% 12/15/2041                       | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $172807.55    | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 3.615000% 03/15/2028                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2928277.45   | 0.16%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6755000 | PA      | $4789453.34   | 0.27%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2847                                                         | CUSIP: 3140XJEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1441786 | PA      | $1393245.21   | 0.08%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1395                                                         | CUSIP: 3140XGRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1676758 | PA      | $1632968.29   | 0.09%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 5.268000% 05/10/2033                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441243.09    | 0.02%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1995000 | PA      | $1430343.58   | 0.08%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7473                                                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2853236 | PA      | $2633243.79   | 0.15%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 7.625000% 10/15/2026                                          | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82752.58     | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.125000% 05/28/2024                                            | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    100000 | PA      | $99776.32     | 0.01%             | 2024-05-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QE7121                                                        | CUSIP: 3133BG4E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1358600 | PA      | $1320425.92   | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053           | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    525000 | PA      | $440887.66    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0244                                                         | CUSIP: 31418MHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15690 | PA      | $15868.90     | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    785000 | PA      | $1039906.42   | 0.06%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1077                                                         | CUSIP: 3140XGFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2343277 | PA      | $2152300.26   | 0.12%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889721                                                         | CUSIP: 31410KPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4981 | PA      | $5098.00      | 0.00%             | 2038-06-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                 | ROGERS COMMUNICATIONS INC 144A 3.800000% 03/15/2032                               | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | NUSS              | CA        |   1360000 | PA      | $1224169.69   | 0.07%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                 | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3564000 | PA      | $2527060.15   | 0.14%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Railroad Company 2005-1 Pass Through Trust                                   | UNION PACIFIC RAILROAD CO 2005 PASS THROUGH TRUST 5.082000% 01/02/2029            | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43821 | PA      | $44336.18     | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                        | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    370000 | PA      | $355789.96    | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-136 BA                                                 | CUSIP: 31398SSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195716 | PA      | $190638.44    | 0.01%             | 2030-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H04 FG                          | CUSIP: 38382YMF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2163088 | PA      | $2136195.69   | 0.12%             | 2067-02-20      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.450000% 02/01/2052                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $1914679.33   | 0.11%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.183000% 11/25/2027                                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1251988.53   | 0.07%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2021-A TESLA 2021-A B                                      | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $961860.90    | 0.05%             | 2025-03-20      | Fixed         | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5861                                                         | CUSIP: 3138ENQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8723 | PA      | $8871.60      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C26 D               | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $507506.00    | 0.03%             | 2048-01-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                            | BP CAPITAL MARKETS AMERICA INC 3.060000% 06/17/2041                               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1535133.77   | 0.09%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7379                                                        | CUSIP: 3133KPFU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2201306 | PA      | $2073294.87   | 0.12%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4877                                                         | CUSIP: 3140X8M38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5674111 | PA      | $5066529.16   | 0.28%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4119                                                        | CUSIP: 3133KKSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2475177 | PA      | $2116774.79   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    149568 | PA      | $156048.67    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7939                                                      | CUSIP: 36179WZC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    128767 | PA      | $125003.11    | 0.01%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.625000% 08/15/2030                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    295000 | PA      | $240183.01    | 0.01%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 4.625000% 03/13/2027                                          | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1275000 | PA      | $1245176.21   | 0.07%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124164 | PA      | $125044.21    | 0.01%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1735000 | PA      | $1393489.64   | 0.08%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2009-11 MP                                                  | CUSIP: 31397NNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5311 | PA      | $5603.30      | 0.00%             | 2049-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 3.450000% 02/01/2050                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    905000 | PA      | $716571.96    | 0.04%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 12/31/2024                                              | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2900000 | PA      | $2898640.63   | 0.16%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-21 MT                                                  | CUSIP: 31396P3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4934 | PA      | $5073.18      | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PALISADES CENTER TRUST                                                                     | PALISADES CENTER TRUST 2016-PLSD PCT 2016-PLSD A                                  | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4705000 | PA      | $2940627.35   | 0.16%             | 2033-04-13      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5145                                                         | CUSIP: 3138EMWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51987 | PA      | $51749.23     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2180                                                         | CUSIP: 3140XHM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3571053 | PA      | $3017815.23   | 0.17%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                           | CAMERON LNG LLC 144A 3.701000% 01/15/2039                                         | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1295522.22   | 0.07%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                                 | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE MTN 2.125000% 01/26/2032               | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2165560.75   | 0.12%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                | HOST HOTELS & RESORTS LP 2.900000% 12/15/2031                                     | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1256837.78   | 0.07%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4806                                                         | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  23387098 | PA      | $23476094.67  | 1.32%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1207737.23   | 0.07%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3009611.97   | 0.17%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 WFCM 2019-C52 C                    | CUSIP: 95002MBC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $850155.02    | 0.05%             | 2052-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919164.70    | 0.05%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T12 FNGT 2001-T12 A1                                | CUSIP: 31392A5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3214 | PA      | $3287.61      | 0.00%             | 2041-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 1993-1 VENDE 1993-1 ZB                                      | CUSIP: 911760BX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1543 | PA      | $1539.74      | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 4.125000% 08/01/2025                              | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    496000 | PA      | $468201.73    | 0.03%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.875000% 03/01/2052                                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2853276.30   | 0.16%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 4.272000% 01/15/2036                                   | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $842700.20    | 0.05%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                       | BANK 2017-BNK5 BANK 2017-BNK5 D                                                   | CUSIP: 06541WAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    386000 | PA      | $283465.12    | 0.02%             | 2060-06-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 08/06/2024       | CUSIP: 459058HC0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2028000 | PA      | $2034631.93   | 0.11%             | 2024-08-06      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AB1763                                                         | CUSIP: 31416W5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    168416 | PA      | $167645.14    | 0.01%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 11/15/2042                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    618000 | PA      | $636153.75    | 0.04%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 4.193000% 01/19/2032                                               | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    700000 | PA      | $601731.35    | 0.03%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2002-49 ZG                           | CUSIP: 38373XWM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    157585 | PA      | $157149.02    | 0.01%             | 2032-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 06/17/2024       | CUSIP: 45906M2B6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2507950.00   | 0.14%             | 2024-06-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849536                                               | CUSIP: 31300MSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32799 | PA      | $33012.92     | 0.00%             | 2044-11-01      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                          | TRANSCANADA TRUST 5.600000% 03/07/2082                                            | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | NUSS              | CA        |    375000 | PA      | $335625.00    | 0.02%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 3.375000% 04/15/2029                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911430.90    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2000-T6 FNGT 2000-T6 A1                                  | CUSIP: 31358SR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15988 | PA      | $15799.06     | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                      | DIST OF COLUMBIA REVENUE DISTRICT OF COLUMBIA                                     | CUSIP: 25483VXJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1332727.19   | 0.07%             | 2033-04-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3330000 | PA      | $3115473.74   | 0.17%             | 2037-04-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                    | BPCE SA 144A 2.045000% 10/19/2027                                                 | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2209036.15   | 0.12%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS                              | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2428840.75   | 0.14%             | 2039-01-17      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G03771                                                   | CUSIP: 3128M5QY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       832 | PA      | $877.03       | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE COMMUNITY PRESERVATION CORPORATION                                                     | COMMUNITY PRESERVATION CORP/THE 2.867000% 02/01/2030                              | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2077661.35   | 0.12%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2041                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $702820.51    | 0.04%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868GY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1532361.40   | 0.09%             | 2041-09-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 0.875000% 09/30/2026                                              | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 107950000 | PA      | $97370056.91  | 5.46%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                               | VMWARE INC 1.400000% 08/15/2026                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    525000 | PA      | $464894.54    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2389985.30   | 0.13%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H04 FK                          | CUSIP: 38380VPG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    879295 | PA      | $852488.88    | 0.05%             | 2068-03-20      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Company PJSC                                                              | SWEIHAN PV POWER CO PJSC 144A 3.625000% 01/31/2049                                | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | NUSS              | AE        |   2483025 | PA      | $2071543.06   | 0.12%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745329                                                         | CUSIP: 31403DA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5286 | PA      | $5506.93      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K85 MORTGAGE TRUST FREMF 2018-K85 B                                    | CUSIP: 30308KAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3345000 | PA      | $3202962.94   | 0.18%             | 2050-12-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.250000% 05/15/2042                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $74225.00     | 0.00%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2017-B SMB 2017-B A2A                            | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100564 | PA      | $96182.71     | 0.01%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                   | ELECTRICITE DE FRANCE SA 144A 3.625000% 10/13/2025                                | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $973005.79    | 0.05%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD9135                                                         | CUSIP: 31418XEH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13877 | PA      | $14262.65     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3019                                                        | CUSIP: 3133KJK84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    958000 | PA      | $846996.96    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL2733                                                         | CUSIP: 3138EKBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50919 | PA      | $52057.33     | 0.00%             | 2041-07-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                         | TELECOM ITALIA SPA/MILANO 144A 5.303000% 05/30/2024                               | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | NUSS              | IT        |   2300000 | PA      | $2231483.00   | 0.13%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 4.250000% 03/01/2025                                            | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1321150.61   | 0.07%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29780000 | PA      | $26350646.88  | 1.48%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7127                                                        | CUSIP: 3133KN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10826998 | PA      | $10185662.05  | 0.57%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4980                                                         | CUSIP: 3138EMRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23989 | PA      | $24105.00     | 0.00%             | 2044-02-01      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3305384.04   | 0.19%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                                                      | CEMEX SAB DE CV 144A 7.375000% 06/05/2027                                         | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1028000.00   | 0.06%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3332                                                         | CUSIP: 3140QNV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7588902 | PA      | $7160753.42   | 0.40%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61030                                                   | CUSIP: 31335BEB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    309547 | PA      | $312137.77    | 0.02%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CAL RECEIVABLES 2022-1 LLC CALR 2022-1 B                                          | CUSIP: 12804BAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2520000 | PA      | $2462692.68   | 0.14%             | 2026-10-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                     | SLM STUDENT LOAN TRUST 2009-3 SLMA 2009-3 A                                       | CUSIP: 78445RAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1972116 | PA      | $1905955.42   | 0.11%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2024733.08   | 0.11%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC MTN 4.389000% 01/08/2026                                 | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $623889.50    | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUST                                        | UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUS 6.176000% 01/02/2031           | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17994 | PA      | $18991.22     | 0.00%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                      | COCA-COLA CO/THE 3.450000% 03/25/2030                                             | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334051.74    | 0.02%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7278                                                        | CUSIP: 3133KPCP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3392246 | PA      | $3194981.47   | 0.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 3.350000% 09/15/2026                                  | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $546072.64    | 0.03%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VMWARE, INC.                                                                               | VMWARE INC 0.600000% 08/15/2023                                                   | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390914.28    | 0.02%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.875000% 05/15/2032                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  12520000 | PA      | $11923343.75  | 0.67%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                   | NXP BV / NXP FUNDING LLC 4.875000% 03/01/2024                                     | CUSIP: 62947QBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | CN        |    280000 | PA      | $279375.82    | 0.02%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                   | MASTERCARD INC 1.900000% 03/15/2031                                               | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2104109.93   | 0.12%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM5989                                                         | CUSIP: 3140X9UP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4439872 | PA      | $3961695.73   | 0.22%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF UNI SCH DIST                                                             | LOS ANGELES CA UNIF SCH DIST LOS ANGELES UNIFIED SCHOOL DISTRICT/CA               | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $117036.39    | 0.01%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 D                                | CUSIP: 08163RAS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4000000 | PA      | $2267181.20   | 0.13%             | 2055-05-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1915248 | PA      | $1708715.08   | 0.10%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2957 VZ                                                    | CUSIP: 31395TLJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     44844 | PA      | $45302.75     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6720                                                         | CUSIP: 3138EPPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    666142 | PA      | $663090.55    | 0.04%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1832741.50   | 0.10%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 2A                     | CUSIP: 31392W7D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     45893 | PA      | $48459.37     | 0.00%             | 2042-08-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                         | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1985552.42   | 0.11%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Government Money Market Fund                                    | State Street Institutional Government Money Market Fund                           | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             |  | US        |    963388 | PA      | $963387.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

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

**Signature:** Paul Ainslie

**Name of Signer:** Paul Ainslie

**Title:** CCO