# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-26-005314
**Filing Date:** 2026-6
**Character Count:** 64985
**Document Hash:** a92583ac30f76c3de7f5443e4aa2e66b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005314.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002048251-26-005314

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 261121363

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $96426624.92

**Total Liabilities:** $65963.50

**Net Assets:** $96360661.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -840.81698381 | **1-Year:** -908.39858529 | **5-Year:** -47.09418447 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -108.71864508 | **1-Year:** -17.69493868 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230952 | 0.30%                | 0.25%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2362.86                | $12427.06                                  |
| Month 2  | $-2493.59                | $-51672.13                                 |
| Month 3  | $-1925.03                | $-3208.41                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VOLVO FINANCIAL EQUIPMENT LLC                       | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-2 VFET 2025-2A A1             | CUSIP: 92886CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     85467 | PA      | $85486.87     | 0.09%             | 2026-10-15      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST  | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A3      | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    139659 | PA      | $140399.17    | 0.15%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                      | ENTERPRISE FLEET FINANCING 2025-4 LLC EFF 2025-4 A1                     | CUSIP: 29373NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75173 | PA      | $75195.02     | 0.08%             | 2026-10-20      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | GOLD TRIPARTY MORTGAGE 3.65% 05/01/2026 MATURITY DATE                   | CUSIP: GDMGZRSL3<br>LEI: N/A                  | Long             | RA               |  | US        |   4800000 | PA      | $4800000.00   | 4.98%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CITI TREAS TRI-PARTY 3.64% 05/01/2026 MATURITY DATE                     | CUSIP: CTTRZVBA4<br>LEI: N/A                  | Long             | RA               |  | US        |   4900000 | PA      | $4900000.00   | 5.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DEACONESS HEALTH SYSTEM, INC.                       | DEACONESS HSI 0% 06/07/26 7/6/2026                                      | CUSIP: 24218FG65<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |    475000 | PA      | $471585.61    | 0.49%             | 2026-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                      | CARDS II TRUST CARD2 2024-1A A                                          | CUSIP: 14161GCJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | CA        |    280000 | PA      | $280244.64    | 0.29%             | 2029-07-15      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| KENVUE INC.                                         | KENVUE INC 0% 23/06/26                                                  | CUSIP: 49177GFP8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | ABS-APCP         |  | US        |    700000 | PA      | $696127.60    | 0.72%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                          | MMAF EQUIPMENT FINANCE LLC 2019-B MMAF 2019-B A5                        | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    315736 | PA      | $315062.22    | 0.33%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC.                                       | HSBC INC 0% 02/07/2026                                                  | CUSIP: 40434RG22<br>LEI: 549300LBOHZ4QSIWU288 | Long             | ABS-APCP         |  | US        |    519000 | PA      | $515438.78    | 0.53%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                      | WHEELS FLEET LEASE FUNDING 2026-1 LLC WHEELS 2026-1A A1                 | CUSIP: 96329JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    950000 | PA      | $950095.19    | 0.99%             | 2027-04-19      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION          | CATERPILLAR FINANCIAL SERVICES CORP MTN VARIABLE RATE 01/10/2028        | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475010.25    | 0.49%             | 2028-01-10      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 05/14/2026                                      | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $4868693.31   | 5.05%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                  | CNO GLOBAL FUNDING 144A 1.750000% 10/07/2026                            | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    775000 | PA      | $766536.72    | 0.80%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 07/23/2026                                      | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3425000 | PA      | $3396592.23   | 3.52%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED     | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A VARIABLE RATE 01/18/2027 | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | NUSS              | AU        |    900000 | PA      | $903186.00    | 0.94%             | 2027-01-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                        | FORD CREDIT AUTO OWNER TRUST 2022-C FORDO 2022-C A4                     | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    424625 | PA      | $424932.60    | 0.44%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST             | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A2A         | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    187681 | PA      | $188066.87    | 0.20%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION          | CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/07/2027                | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225714.44    | 0.23%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION           | JPMORGAN CHASE BANK NA 5.110000% 12/08/2026                             | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477850.78    | 0.50%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                 | PFS FINANCING CORP PFSFC 2025-A A                                       | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $285302.78    | 0.30%             | 2029-01-15      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION           | JPMORGAN CHASE BANK NA VARIABLE RATE 12/08/2026                         | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527047.50    | 0.55%             | 2026-12-08      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                  | HONDA AUTO RECEIVABLES 2025-4 OWNER TRUST HAROT 2025-4 A2A              | CUSIP: 43814XAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $210068.86    | 0.22%             | 2028-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-1 GMALT 2024-1 A3            | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30342 | PA      | $30362.52     | 0.03%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                             | BANK OF NOVA SCOTIA/THE 1.300000% 09/15/2026                            | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $494904.15    | 0.51%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                  | AMERICAN HONDA FINANCE CORP MTN VARIABLE RATE 10/05/2026                | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472578.67    | 0.49%             | 2026-10-05      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 05/05/2026                                      | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2848879.01   | 2.96%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST                         | DAIMLER TRUCKS RETAIL TRUST 2024-1 DTRT 2024-1 A3                       | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     94548 | PA      | $95062.01     | 0.10%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                               | ARI FLEET LEASE TRUST 2026-A ARIFL 2026-A A1                            | CUSIP: 04033DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    214990 | PA      | $214942.76    | 0.22%             | 2027-01-15      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     61079 | PA      | $61078.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                      | MERCEDES-BENZ AUTO LEASE TRUST 2024-A MBALT 2024-A A3                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163594 | PA      | $164470.37    | 0.17%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                       | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-2 VFET 2025-2A A2             | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    120000 | PA      | $119920.94    | 0.12%             | 2028-06-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                      | HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A2B                   | CUSIP: 44935JAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    807371 | PA      | $807094.93    | 0.84%             | 2028-07-17      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                      | HYUNDAI AUTO RECEIVABLES TRUST 2024-C HART 2024-C A2B                   | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46037 | PA      | $46041.71     | 0.05%             | 2027-09-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC (New York Branch) | LOYDS MKTS 0% 19/5/2025                                                 | CUSIP: 53948BEK1<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |    500000 | PA      | $499015.35    | 0.52%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE HEALTH & SERVICES                        | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.746000% 10/01/2026        | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496618.53    | 0.52%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                              | CHESAPEAKE FUNDING II LLC CFII 2023-1A A1                               | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |    164543 | PA      | $164642.46    | 0.17%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 PILOT 2024-2A A3            | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    301336 | PA      | $301563.83    | 0.31%             | 2027-10-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                         | VOLKSWAGEN AUTO LEASE TRUST 2026-A VWALT 2026-A A1                      | CUSIP: 92868CAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    261177 | PA      | $261201.30    | 0.27%             | 2027-03-22      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                        | FORD CREDIT AUTO OWNER TRUST 2025-C FORDO 2025-C A1                     | CUSIP: 34535LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    137067 | PA      | $137086.13    | 0.14%             | 2026-12-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                 | NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST NAROT 2023-A A3              | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71463 | PA      | $71614.70     | 0.07%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                      | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A2A                   | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    465000 | PA      | $465109.97    | 0.48%             | 2028-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BANK OF AMERICA NA COMMERCIAL PAPER (ISITC)                             | CUSIP: 06054REU2<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |    700000 | PA      | $700216.67    | 0.73%             | 2026-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                      | HYUNDAI AUTO RECEIVABLES TRUST 2025-A HART 2025-A A2B                   | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    484428 | PA      | $484492.01    | 0.50%             | 2027-12-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                            | MET TOWER GLOBAL FUNDING MTN 1.250000% 09/14/2026                       | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494810.39    | 0.51%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                     | NATIONAL AUSCP0% 12/04/26                                               | CUSIP: 63254G3S2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | ABS-APCP         |  | US        |    700000 | PA      | $700000.00    | 0.73%             | 2026-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.              | PNC FINANCIAL SERVICES GROUP INC/THE 5.300000% 01/21/2028               | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478040.09    | 0.50%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                             | NISSAN AUTO LEASE TRUST 2024-B NALT 2024-B A2B                          | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    257945 | PA      | $257970.81    | 0.27%             | 2027-06-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                  | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST HAROT 2023-2 A3               | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    254984 | PA      | $255712.88    | 0.27%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                 | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113228 | PA      | $113647.48    | 0.12%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                      | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A2B                   | CUSIP: 44935XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    154229 | PA      | $154259.84    | 0.16%             | 2028-08-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                 | GMF FLOORPLAN OWNER REVOLVING TRUST SERIES 2025-1 GFORT 2025-1A A2      | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1195000 | PA      | $1197293.92   | 1.24%             | 2029-03-15      | Floating      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| DEACONESS HEALTH SYSTEM, INC.                       | DEACO INC CP% 8/6/26                                                    | CUSIP: 24218FF82<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |    650000 | PA      | $647308.68    | 0.67%             | 2026-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                      | HYUNDAI AUTO RECEIVABLES TRUST 2025-D HART 2025-D A1                    | CUSIP: 44891XAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     95359 | PA      | $95370.52     | 0.10%             | 2026-11-16      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                  | ORACLE CORP 2.650000% 07/15/2026                                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498208.28    | 0.52%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 05/21/2026                                      | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1975000 | PA      | $1971074.69   | 2.05%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 08/27/2026                                      | CUSIP: 912797TY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1408224.70   | 1.46%             | 2026-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT FUNDING LLC                                 | CHARIOT LLC 0% 10/06/26 6/10/2026                                       | CUSIP: 15963UFA9<br>LEI: 549300EEWRNP448AMT79 | Long             | ABS-APCP         |  | US        |    475000 | PA      | $472938.36    | 0.49%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION              | WELLS FARGO BANK NA 5.450000% 08/07/2026                                | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476275.90    | 0.49%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                       | ENBRIDGE INC 1.600000% 10/04/2026                                       | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $494749.38    | 0.51%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Barton Capital S.A.                                 | BARTON CO 0% 1/05/2026                                                  | CUSIP: 06945ME10<br>LEI: 549300KOFKIMD0C37W24 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $599938.50    | 0.62%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association               | FANNIE MAE REMICS FNR 2012-70 BW                                        | CUSIP: 3136A7FW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    718295 | PA      | $709127.24    | 0.74%             | 2027-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOTHAM FUNDING CORPORATION                          | GOTHAM 0% CP 19/05/2026                                                 | CUSIP: 38346MEK6<br>LEI: 549300Z2ZR7VTUMRPR17 | Long             | ABS-APCP         |  | US        |    475000 | PA      | $474061.78    | 0.49%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARIOT FUNDING LLC                                 | CHARIOT FDG LLC 0% 3/6/26 6/3/2026                                      | CUSIP: 15963UF35<br>LEI: 549300EEWRNP448AMT79 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $597844.38    | 0.62%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 05/19/2026                                      | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1996409.24   | 2.07%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                             | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022-4 A3                          | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13505 | PA      | $13512.90     | 0.01%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                         | VOLKSWAGEN AUTO LEASE TRUST 2024-A VWALT 2024-A A3                      | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    372264 | PA      | $373455.66    | 0.39%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | BARCLAYS CP0% 30/7/2026                                                 | CUSIP: 06741EGW4<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | ABS-APCP         |  | US        |    475000 | PA      | $470303.82    | 0.49%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                              | CHESAPEAKE FUNDING II LLC CFII 2023-2A A1                               | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     34438 | PA      | $34679.36     | 0.04%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                           | KUBOTA CREDIT OWNER TRUST 2026-1 KCOT 2026-1A A1                        | CUSIP: 50118HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    334881 | PA      | $334833.47    | 0.35%             | 2027-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| THUNDER BAY FUNDING, LLC                            | THUNDER 0% CP 11/06/2026                                                | CUSIP: 88602UFB1<br>LEI: 549300D7DHGDB5EMW139 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $597321.78    | 0.62%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 07/16/2026                                      | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $992428.50    | 1.03%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                  | CREDIT AGRICOLE SA/LONDON MTN 4.125000% 01/10/2027                      | CUSIP: 22535WAB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |    750000 | PA      | $749617.83    | 0.78%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 06/16/2026                                      | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2875000 | PA      | $2861782.36   | 2.97%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                  | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A2B              | CUSIP: 437921AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     98860 | PA      | $98904.56     | 0.10%             | 2028-01-18      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                      | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A2                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     15763 | PA      | $15793.07     | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                               | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025-2A A1                           | CUSIP: 442927AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     88718 | PA      | $88737.59     | 0.09%             | 2026-10-20      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST                | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 PILOT 2025-1A A2B           | CUSIP: 73329KAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     48356 | PA      | $48380.92     | 0.05%             | 2027-12-20      | Floating      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                         | WESTPAC BANKING CORP MTN 4.600000% 10/20/2026                           | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |    600000 | PA      | $602061.42    | 0.62%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                             | BANK OF NOVA SCOTIA/THE 2.700000% 08/03/2026                            | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $498305.67    | 0.52%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                        | MASSMUTUAL GLOBAL FUNDING II MTN VARIABLE RATE 04/09/2027               | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501363.76    | 0.52%             | 2027-04-09      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                     | CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITZN 2023-1 A3                  | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     66131 | PA      | $66347.62     | 0.07%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ANZ NEW ZEALAND (INT'L) LIMITED                     | ANZ NEW ZEALAND INT'L LTD/LONDON 144A 1.250000% 06/22/2026              | CUSIP: 00182EBN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |    700000 | PA      | $697219.50    | 0.72%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-2 VALET 2025-2 A1              | CUSIP: 92869QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     47656 | PA      | $47660.62     | 0.05%             | 2026-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOCGEN TRIPARTY TSY 3.64% 05/01/2026 MATURITY DATE                      | CUSIP: SCGTZVSD0<br>LEI: N/A                  | Long             | RA               |  | US        |   4800000 | PA      | $4800000.00   | 4.98%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                            | AMERICAN EXPRESS CO 5.389000% 07/28/2027                                | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476185.25    | 0.49%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FAIRWAY FINANCIAL CORPORATION                       | FAIRWAY CP 0% 19/8/2026                                                 | CUSIP: 30601WHK8<br>LEI: N/A                  | Long             | ABS-APCP         |  | US        |    600000 | PA      | $592851.60    | 0.62%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RWJ BARNABAS HEALTH, INC.                           | RWJ BARNABAS HEALTH INC 0% CP 18/05/2026 5/18/2026                      | CUSIP: 75006NEJ0<br>LEI: 549300HV60S88R85TC91 | Long             | ABS-APCP         |  | US        |    850000 | PA      | $848449.09    | 0.88%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                | GLENCORE FUNDING LLC 144A VARIABLE RATE 10/01/2026                      | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250344.02    | 0.26%             | 2026-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | MORGAN STANLEY 3.625000% 01/20/2027                                     | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498284.84    | 0.52%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                        | FORD CREDIT AUTO LEASE TRUST 2025-A FORDL 2025-A A2B                    | CUSIP: 345282AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    166233 | PA      | $166249.23    | 0.17%             | 2027-08-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 06/04/2026                                      | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1868631.64   | 1.94%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 05/28/2026                                      | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2842369.13   | 2.95%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                             | HYUNDAI CAPITAL AMERICA 144A 4.875000% 06/23/2027                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276075.17    | 0.29%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                         | SWEDBANK AB CP 18/09/2026 9/18/2026                                     | CUSIP: 87020XJJ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | ABS-APCP         |  | US        |    700000 | PA      | $689639.86    | 0.72%             | 2026-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC.                                         | KENVUE INC 0% CP 12/05/26 5/12/2026                                     | CUSIP: 49177GEC8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | ABS-APCP         |  | US        |    475000 | PA      | $474422.31    | 0.49%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                               | ATHENE GLOBAL FUNDING MTN VARIABLE RATE 08/27/2026                      | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350358.27    | 0.36%             | 2026-08-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust                | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2025-1 MBART 2025-1 A2A            | CUSIP: 58773DAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163463 | PA      | $163579.68    | 0.17%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBAM LTD                                            | CBAM 2018-7 LTD CBAM 2018-7A A                                          | CUSIP: 12482JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     43523 | PA      | $43531.81     | 0.05%             | 2031-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                               | CCG RECEIVABLES TRUST CCG 2023-2 A2                                     | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     62962 | PA      | $63525.56     | 0.07%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                           | DLLAA 2025-1 LLC DLLAA 2025-1A A2                                       | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     73890 | PA      | $74058.79     | 0.08%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | FREDDIE MAC STRIPS FHS 431 LB                                           | CUSIP: 3133Q3RF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    934140 | PA      | $932628.64    | 0.97%             | 2027-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                           | SCF EQUIPMENT LEASING 2025-2 LLC SCFET 2025-2A A1                       | CUSIP: 78439XAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113172 | PA      | $113188.40    | 0.12%             | 2026-11-20      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                             | NISSAN AUTO LEASE TRUST 2024-B NALT 2024-B A2A                          | CUSIP: 65481DAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     64486 | PA      | $64588.84     | 0.07%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                 | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST NAROT 2025-A A2B             | CUSIP: 65481GAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    276475 | PA      | $276631.28    | 0.29%             | 2028-02-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                            | SVENSKA HANDELSBANKEN AB CP USD 12/18/2026                              | CUSIP: 86960LPB0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | ABS-APCP         |  | US        |    700000 | PA      | $701099.21    | 0.73%             | 2026-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST                         | DAIMLER TRUCKS RETAIL TRUST 2023-1 DTRT 2023-1 A3                       | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156499 | PA      | $156836.63    | 0.16%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | MORGAN STANLEY MTN 3.125000% 07/27/2026                                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698174.14    | 0.72%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                         | ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4                      | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    279829 | PA      | $280025.19    | 0.29%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                            | LLOYDS BANKING GROUP PLC 3.750000% 01/11/2027                           | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $598367.96    | 0.62%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                      | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                            | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225750.15    | 0.23%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                               | SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A4                            | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105000 | PA      | $105602.09    | 0.11%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                  | METROPOLITAN LIFE GLOBAL FUNDING I MTN 1.875000% 01/11/2027             | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467762.94    | 0.49%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC              | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC AXIS 2023-1A A2              | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    144864 | PA      | $145627.02    | 0.15%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                              | CHESAPEAKE FUNDING II LLC CFII 2023-1A A2                               | CUSIP: 165183CV4<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          |  | US        |     27972 | PA      | $27980.01     | 0.03%             | 2035-05-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 09/03/2026                                      | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1876340.71   | 1.95%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST    | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2025-A A2B      | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    453636 | PA      | $453734.25    | 0.47%             | 2027-12-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | ATHENE GLOBAL FUNDING 144A VARIABLE RATE 04/19/2027                     | CUSIP: 04685A4X6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300615.97    | 0.31%             | 2027-04-19      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                            | STATE STREET CORP 4.993000% 03/18/2027                                  | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503648.55    | 0.52%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                      | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    181725 | PA      | $182346.93    | 0.19%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                  | CAISSE CP 0% 6/17/26                                                    | CUSIP: 12800BFH0<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | ABS-APCP         |  | US        |    600000 | PA      | $596980.80    | 0.62%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | BARCLAYS CP 0% 8/7/2026                                                 | CUSIP: 06741EG87<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | ABS-APCP         |  | US        |    500000 | PA      | $496309.35    | 0.52%             | 2026-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation             | BANK OF NEW YORK MELLON CORP/THE MTN 3.442000% 02/07/2028               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472228.45    | 0.49%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                              | JOHN DEERE OWNER TRUST 2023 JDOT 2023-A A3                              | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     86341 | PA      | $86542.36     | 0.09%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                       | GOLDMAN SACHS GROUP INC/THE VARIABLE RATE 10/21/2027                    | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550973.50    | 0.57%             | 2027-10-21      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                               | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                            | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119557 | PA      | $120019.35    | 0.12%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                         | EVERGREEN CREDIT CARD TRUST EVGRN 2024-1A A                             | CUSIP: 30023JCL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    170000 | PA      | $170149.02    | 0.18%             | 2028-07-15      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | ROYAL BANK OF CANADA MTN 1.400000% 11/02/2026                           | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $592145.08    | 0.61%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                               | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A4                            | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    124071 | PA      | $124209.46    | 0.13%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                  | CANADIAN IMPERIAL BANK OF COMMERCE VARIABLE RATE 10/02/2026             | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $501939.67    | 0.52%             | 2026-10-02      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                               | BANCO SANTANDER SA 6.527000% 11/07/2027                                 | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $404517.58    | 0.42%             | 2027-11-07      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST               | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A2B           | CUSIP: 362962AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     76700 | PA      | $76753.68     | 0.08%             | 2027-07-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                             | BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A3                          | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30722 | PA      | $30748.26     | 0.03%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                      | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A2B                  | CUSIP: 58768YAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    116283 | PA      | $116371.02    | 0.12%             | 2028-04-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST         | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3     | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248282 | PA      | $249822.65    | 0.26%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                               | ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2                            | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     77149 | PA      | $77519.06     | 0.08%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                         | NATIONWIDE BUILDING SOCIETY 144A 1.500000% 10/13/2026                   | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    475000 | PA      | $469538.93    | 0.49%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                               | CCG RECEIVABLES TRUST 2025-2 CCG 2025-2 A1                              | CUSIP: 12516XAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     39558 | PA      | $39562.68     | 0.04%             | 2026-10-14      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                               | GEORGIA POWER CO VARIABLE RATE 09/15/2026                               | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549425.72    | 0.57%             | 2026-09-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST              | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A2           | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     89025 | PA      | $89078.60     | 0.09%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 10/29/2026                                      | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $982025.69    | 1.02%             | 2026-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                         | VOLKSWAGEN AUTO LEASE TRUST 2025-B VWALT 2025-B A2B                     | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    332736 | PA      | $332871.23    | 0.35%             | 2028-04-20      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 06/11/2026                                      | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $4830115.00   | 5.01%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                      | ENTERPRISE FLEET FINANCING 2026-1 LLC EFF 2026-1 A1                     | CUSIP: 29376JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220445 | PA      | $220446.55    | 0.23%             | 2027-02-22      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                             | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A2B                         | CUSIP: 096912AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     97126 | PA      | $97174.57     | 0.10%             | 2027-09-27      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                        | FORD CREDIT AUTO OWNER TRUST 2025-A FORDO 2025-A A2B                    | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283865 | PA      | $283956.93    | 0.29%             | 2027-12-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                           | AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2                        | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     27015 | PA      | $27053.58     | 0.03%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                       | BARINGS EQUIPMENT FINANCE LLC 2025-B MMAF 2025-B A1                     | CUSIP: 06764YAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    107275 | PA      | $107292.33    | 0.11%             | 2026-11-06      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| United States of America                            | TREASURY BILL 0.000000% 05/26/2026                                      | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2875000 | PA      | $2867842.46   | 2.98%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director