0001752724-23-221447.txt : 20230928 0001752724-23-221447.hdr.sgml : 20230928 20230928113217 ACCESSION NUMBER: 0001752724-23-221447 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230928 DATE AS OF CHANGE: 20230928 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: 231287594 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 0001872555 S000073786 CATHOLIC RESPONSIBLE INVESTMENTS EQUITY INDEX FUND C000230953 Institutional Shares CRQSX NPORT-P 1 primary_doc.xml NPORT-P false 0001872555 XXXXXXXX S000073786 C000230953 Catholic Responsible Investments Funds 811-23718 0001872555 549300NTV87BU611VE10 ONE FREEDOM VALLEY DRIVE OAKS 19456 6106761000 Catholic Responsible Investments Equity Index Fund S000073786 549300IUHX0LKM92NU68 2023-10-31 2023-07-31 N 3351096580.74 465465.31 3350631115.43 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 82146.00000000 NS USD 5185055.52000000 0.154748623210 Long EC US N 1 N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 STARBUCKS CORP COMMON STOCK 855244109 100225.00000000 NS USD 10179853.25000000 0.303818979150 Long EC US N 1 N N N N/A N/A SBA COMMUNICATIONS CORP REIT 78410G104 9467.00000000 PA USD 2072799.65000000 0.061862961889 Long US N 1 N N N EXTRA SPACE STORAGE INC. 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Catholic Responsible Investments  

Ultra Short Bond Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

ASSET-BACKED SECURITIES — 29.7%

 

     Face
 Amount 
    Value  

Automotive — 23.4%

    

Ally Auto Receivables Trust, Ser 2022-3, Cl A2

    

5.290%, 06/16/25

    $     77,531       $ 77,412   

American Credit Acceptance Receivables Trust, Ser 2022-2, Cl A

    

2.660%, 02/13/26 (A)

     1,823            1,821  

American Credit Acceptance Receivables Trust, Ser 2022-3, Cl A

    

4.120%, 02/13/26 (A)

     8,798       8,775  

American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A

    

5.450%, 09/14/26 (A)

     152,438       151,758  

American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A

    

5.890%, 10/13/26 (A)

     90,412       90,147  

AmeriCredit Automobile Receivables Trust, Ser 2019-2, Cl C

    

2.740%, 04/18/25

     69,814       69,576  

AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A3

    

0.530%, 06/18/25

     8,695       8,668  

AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl A3

    

0.370%, 08/18/25

     45,842       45,535  

AmeriCredit Automobile Receivables Trust, Ser 2022-1, Cl A2

    

2.050%, 01/20/26

     106,832       106,378  

AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A2A

    

4.200%, 12/18/25

     269,195       267,193  

Americredit Automobile Receivables Trust, Ser 2023-1, Cl A1

    

5.154%, 03/18/24

     44,841       44,828  

ARI Fleet Lease Trust, Ser 2020-A, Cl A3

    

1.800%, 08/15/28 (A)

     187,887       186,161  

ARI Fleet Lease Trust, Ser 2021-A, Cl A2

    

0.370%, 03/15/30 (A)

     184,292       182,597  

ARI Fleet Lease Trust, Ser 2023-A, Cl A1

    

5.426%, 04/15/24 (A)

     149,671       149,574  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

BMW Vehicle Lease Trust, Ser 2021-2, Cl A4

    

0.430%, 01/27/25

    $    400,000       $ 390,629   

BMW Vehicle Owner Trust, Ser 2022-A, Cl A2B

    

5.589%, SOFR30A + 0.520%, 12/26/24 (B)

     20,631       20,636  

BMW Vehicle Owner Trust, Ser 2023-A, Cl A1

    

5.593%, 07/25/24

     260,000           260,039  

CarMax Auto Owner Trust, Ser 2022-2, Cl A2B

    

5.668%, SOFR30A + 0.600%, 05/15/25 (B)

     16,130       16,130  

CarMax Auto Owner Trust, Ser 2023-1, Cl A1

    

4.964%, 02/15/24

     9,468       9,464  

CarMax Auto Owner Trust, Ser 2023-2, Cl A1

    

5.508%, 05/15/24

     85,133       85,118  

Carmax Auto Owner Trust, Ser 2023-3, Cl A1

    

5.631%, 07/15/24

     115,000       115,023  

Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1

    

0.320%, 03/10/28

     1,314       1,311  

Chesapeake Funding II, Ser 2020-1A, Cl A1

    

0.870%, 08/15/32 (A)

     327,618       325,700  

CPS Auto Receivables Trust, Ser 2019-D, Cl D

    

2.720%, 09/15/25 (A)

     42,282       42,174  

CPS Auto Receivables Trust, Ser 2020-A, Cl D

    

2.900%, 12/15/25 (A)

     124,316       124,060  

CPS Auto Receivables Trust, Ser 2022-C, Cl A

    

4.180%, 04/15/30 (A)

     42,170       41,872  

CPS Auto Receivables Trust, Ser 2023-A, Cl A

    

5.540%, 03/16/26 (A)

     152,269       151,679  

CPS Auto Receivables Trust, Ser 2023-C, Cl A

    

6.130%, 09/15/26 (A)

     120,000       120,023  

Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A

    

1.000%, 05/15/30 (A)

     309,198       301,818  

Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A1

    

5.552%, ICE LIBOR USD 1 Month + 0.330%, 12/11/34 (A)(B)

     75,300       75,132  
 


Catholic Responsible Investments  

Ultra Short Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Drive Auto Receivables Trust, Ser 2020-2, Cl C

    

2.280%, 08/17/26

    $ 15,111       $ 15,075   

Drive Auto Receivables Trust, Ser 2021-1, Cl C

    

1.020%, 06/15/27

     81,316       80,053  

Drive Auto Receivables Trust, Ser 2021-3, Cl B

    

1.110%, 05/15/26

        157,576           156,019  

DT Auto Owner Trust, Ser 2022-1A, Cl A

    

1.580%, 04/15/26 (A)

     240,799       238,730  

DT Auto Owner Trust, Ser 2023-2A, Cl A

    

5.880%, 04/15/27 (A)

     312,172       311,206  

DT Auto Owner Trust, Ser 2023-3A, Cl A

    

6.290%, 08/16/27 (A)

     105,000       105,037  

Enterprise Fleet Financing, Ser 2020-1, Cl A3

    

1.860%, 12/22/25 (A)

     374,846       369,793  

Enterprise Fleet Financing, Ser 2020-2, Cl A2

    

0.610%, 07/20/26 (A)

     151,034       148,880  

Enterprise Fleet Financing, Ser 2021-2, Cl A2

    

0.480%, 05/20/27 (A)

     299,837       289,664  

Enterprise Fleet Financing, Ser 2023-1, Cl A1

    

5.330%, 03/20/24 (A)

     89,388       89,301  

Enterprise Fleet Financing, Ser 2023-2, Cl A1

    

5.793%, 06/20/24 (A)

     183,428       183,456  

Exeter Automobile Receivables Trust, Ser 2021-3A, Cl B

    

0.690%, 01/15/26

     20,206       20,110  

Exeter Automobile Receivables Trust, Ser 2022-4A, Cl A3

    

4.330%, 02/17/26

     189,681       189,160  

Exeter Automobile Receivables Trust, Ser 2022-5A, Cl A2

    

5.290%, 01/15/25

     113,796       113,742  

Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2

    

5.610%, 06/16/25

     58,924       58,867  

Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A1

    

5.592%, 05/15/24

     24,237       24,241  

Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A2

    

5.870%, 11/17/25

     110,000       109,912  

Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A2

    

6.110%, 09/15/25

     130,000       130,027  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Flagship Credit Auto Trust, Ser 2020-3, Cl B

    

1.410%, 09/15/26 (A)

    $ 38,361       $ 38,268   

Flagship Credit Auto Trust, Ser 2021-2, Cl A

    

0.370%, 12/15/26 (A)

     46,436       46,107  

Flagship Credit Auto Trust, Ser 2022-1, Cl A

    

1.790%, 10/15/26 (A)

        158,495           154,703  

Flagship Credit Auto Trust, Ser 2023-2, Cl A1

    

5.420%, 05/15/24 (A)

     141,446       141,461  

Ford Credit Auto Lease Trust, Ser 2021-B, Cl A3

    

0.370%, 10/15/24

     156,475       155,765  

Ford Credit Auto Lease Trust, Ser 2022-A, Cl A2B

    

5.668%, SOFR30A + 0.600%, 10/15/24 (B)

     7,689       7,690  

Ford Credit Auto Lease Trust,
Ser 2023-A, Cl A1

    

4.959%, 02/15/24

     968       968  

Ford Credit Auto Owner Trust, Ser 2023-A, Cl A1

    

5.028%, 04/15/24

     44,124       44,108  

Ford Credit Auto Owner Trust, Ser 2023-B, Cl A1

    

5.517%, 07/15/24

     353,424       353,417  

Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A1

    

5.624%, 07/15/24 (A)

     100,000       100,017  

GLS Auto Receivables Issuer Trust, Ser 2021-2A, Cl B

    

0.770%, 09/15/25 (A)

     12,877       12,844  

GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A1

    

5.431%, 05/15/24 (A)

     113,235       113,232  

GM Financial Automobile Leasing Trust, Ser 2021-2, Cl A4

    

0.410%, 05/20/25

     200,000       198,670  

GM Financial Automobile Leasing Trust, Ser 2021-3, Cl A3

    

0.390%, 10/21/24

     292,218       288,887  

GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A2

    

2.930%, 10/21/24

     53,645       53,326  

GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A1

    

5.452%, 05/20/24

     65,180       65,165  

GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A1

    

4.890%, 01/16/24

     21,256       21,249  
 


Catholic Responsible Investments  

Ultra Short Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

GM Financial Consumer Automobile Receivables Trust, Ser 2023-2, Cl A1

    

5.186%, 04/16/24

    $ 109,467       $ 109,418   

GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A1

    

5.560%, 07/16/24

        276,000           276,028  

Honda Auto Receivables Owner Trust, Ser 2021-1, Cl A3

    

0.270%, 04/21/25

     252,439       247,255  

Hyundai Auto Lease Securitization Trust, Ser 2021-B, Cl A3

    

0.330%, 06/17/24 (A)

     50,316       50,165  

Hyundai Auto Lease Securitization Trust, Ser 2022-B, Cl A2B

    

5.688%, SOFR30A + 0.620%, 10/15/24 (A)(B)

     38,309       38,309  

Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A2A

    

5.200%, 04/15/25 (A)

     91,452       91,126  

Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A1

    

5.250%, 05/15/24 (A)

     149,265       149,219  

Hyundai Auto Receivables Trust, Ser 2019-B, Cl B

    

2.210%, 04/15/25

     100,000       99,275  

Hyundai Auto Receivables Trust, Ser 2023-A, Cl A1

    

5.167%, 04/15/24

     125,350       125,301  

Hyundai Auto Receivables Trust, Ser 2023-B, Cl A1

    

5.581%, 07/15/24

     202,000       202,021  

Mercedes-Benz Auto Lease Trust, Ser 2021-B, Cl A3

    

0.400%, 11/15/24

     148,775       146,827  

Nissan Auto Lease Trust, Ser 2023-B, Cl A1

    

5.475%, 07/15/24

     267,585       267,565  

Nissan Auto Receivables Owner Trust, Ser 2020-A, Cl A3

    

1.380%, 12/16/24

     80,468       80,013  

Nissan Auto Receivables Owner Trust, Ser 2023-A, Cl A1

    

5.424%, 05/15/24

     75,230       75,211  

Porsche Financial Auto Securitization Trust, Ser 2023-1A, Cl A1

    

5.365%, 05/22/24 (A)

     150,046       149,997  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C

    

1.010%, 01/15/26

    $ 65,177      $ 65,028  

Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C

    

0.750%, 02/17/26

     59,419        59,052   

Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3

    

2.980%, 10/15/26

        225,261           222,982  

Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2

    

4.050%, 07/15/25

     16,128       16,115  

Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2

    

3.980%, 01/15/25

     70,982       70,930  

Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3

    

4.110%, 08/17/26

     225,000       223,085  

Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A2

    

4.370%, 05/15/25

     24,492       24,458  

Santander Drive Auto Receivables Trust, Ser 2023-1, Cl A2

    

5.360%, 05/15/26

     297,655       296,948  

Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2

    

6.080%, 08/17/26

     40,000       40,000  

SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A1

    

5.566%, 07/22/24 (A)

     259,059       259,036  

Tesla Auto Lease Trust, Ser 2023-A, Cl A1

    

5.634%, 07/22/24 (A)

     115,000       115,026  

Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A1

    

5.225%, 05/15/24

     177,221       177,153  

Toyota Lease Owner Trust, Ser 2021-B, Cl A3

    

0.420%, 10/21/24 (A)

     153,086       151,712  

Toyota Lease Owner Trust, Ser 2023-A, Cl A1

    

5.388%, 04/22/24 (A)

     44,787       44,774  
 


Catholic Responsible Investments  

Ultra Short Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

United Auto Credit Securitization Trust, Ser 2022-2, Cl A

    

4.390%, 04/10/25 (A)

    $ 35,778       $ 35,699   

United Auto Credit Securitization Trust, Ser 2023-1, Cl A

    

5.570%, 07/10/25 (A)

     87,881            87,693  

Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A1

    

5.498%, 06/20/24

        142,661       142,647  

Westlake Automobile Receivables Trust, Ser 2019-3A, Cl D

    

2.720%, 11/15/24 (A)

     283       283  

Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B

    

0.640%, 03/16/26 (A)

     20,275       20,247  

Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A1

    

5.046%, 01/16/24 (A)

     33,982       33,969  

Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A1

    

5.266%, 03/15/24 (A)

     75,994       75,947  

World Omni Auto Receivables Trust, Ser 2022-B, Cl A2B

    

5.638%, SOFR30A + 0.570%, 10/15/25 (B)

     29,928       29,939  

World Omni Auto Receivables Trust, Ser 2023-A, Cl A1

    

4.867%, 02/15/24

     50,348       50,331  

World Omni Automobile Lease Securitization, Ser 2023-A, Cl A1

    

5.217%, 05/15/24

     66,418       66,403  
    

 

 

 

       12,317,568  
    

 

 

 

Other Asset-Backed Securities — 6.3%

 

BHG Securitization Trust, Ser 2022-C, Cl A

    

5.320%, 10/17/35 (A)

     63,640       62,967  

CCG Receivables Trust, Ser 2023-1, Cl A1

    

5.395%, 03/14/24 (A)

     120,189       120,108  

CNH Equipment Trust, Ser 2023-A, Cl A1

    

5.425%, 05/15/24

     129,005       128,934  

Dell Equipment Finance Trust,
Ser 2021-2, Cl A3

    

0.530%, 12/22/26 (A)

     306,358       300,452  

Dell Equipment Finance Trust, Ser 2023-1, Cl A1

    

5.456%, 03/22/24 (A)

     146,425       146,382  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Dell Equipment Finance Trust, Ser 2023-2, Cl A1

    

5.643%, 06/24/24 (A)

    $ 96,931       $ 96,943   

DLLAA, Ser 2023-1A, Cl A1

    

5.631%, 08/20/24 (A)

     120,000           120,023  

DLLAD, Ser 2023-1A, Cl A1

    

5.014%, 02/20/24 (A)

     54,044       54,004  

DLLMT, Ser 2023-1A, Cl A1

    

5.533%, 05/20/24 (A)

     128,837       128,787  

GreatAmerica Leasing Receivables, Ser 2023-1, Cl A1

    

5.519%, 06/14/24 (A)

        121,799       121,760  

HPEFS Equipment Trust, Ser 2023-1A, Cl A1

    

5.450%, 03/20/24 (A)

     110,727       110,638  

Kubota Credit Owner Trust, Ser 2023-1A, Cl A1

    

5.292%, 03/15/24 (A)

     35,615       35,586  

Kubota Credit Owner Trust, Ser 2023-2A, Cl A1

    

5.622%, 07/15/24 (A)

     100,000       100,023  

MMAF Equipment Finance, Ser 2020-BA, Cl A3

    

0.490%, 08/14/25 (A)

     329,285       318,876  

MMAF Equipment Finance, Ser 2022-B, Cl A1

    

4.924%, 12/01/23 (A)

     18,537       18,532  

MMAF Equipment Finance, Ser 2023-A, Cl A1

    

5.713%, 08/09/24 (A)

     540,000       540,098  

PFS Financing, Ser 2021-A, Cl A

    

0.710%, 04/15/26 (A)

     350,000       336,876  

Verizon Owner Trust, Ser 2020-B, Cl B

    

0.680%, 02/20/25

     375,000       370,717  

Volvo Financial Equipment, Ser 2019-2A, Cl A4

    

2.140%, 09/16/24 (A)

     188,691       188,394  
    

 

 

 

       3,300,100  
    

 

 

 

Total Asset-Backed Securities
(Cost $15,587,201)

       15,617,668  
    

 

 

 

U.S. TREASURY OBLIGATIONS — 26.1%

 

U.S. Treasury Bills

    

5.321%, 10/19/23(C)

     500,000       494,229  

5.308%, 09/07/23(C)

     800,000       795,672  

5.272%, 08/31/23(C)

     525,000       522,700  

5.201%, 08/17/23(C)

     2,500,000       2,494,175  

5.173%, 08/10/23(C)

     2,900,000       2,896,182  

5.161%, 08/08/23(C)

     1,400,000       1,398,575  

5.140%, 10/05/23(C)

     2,247,600       2,226,261  

5.014%, 11/09/23(C)

     1,447,200       1,425,984  
 


Catholic Responsible Investments  

Ultra Short Bond Fund

July 31, 2023

(Unaudited)

 

U.S. TREASURY OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

0.000%, 08/29/23(D)

    $ 525,000       $ 522,852   

0.000%, 11/28/23(D)

      1,000,000       982,514  
    

 

 

 

Total U.S. Treasury Obligations
(Cost $13,761,713)

 

     13,759,144  
    

 

 

 

U.S. GOVERNMENT AGENCY OBLIGATIONS — 19.5%

 

FHLB DN

    

5.219%, 08/23/23(C)

     700,000       697,835  

FHLB DN

    

5.070%, 09/06/23(C)

     1,400,000       1,392,881  

FHLB DN

    

5.054%, 10/20/23(C)

     1,575,000       1,557,209  

FHLB DN

    

5.054%, 08/11/23(C)

     1,400,000       1,398,030  

FHLB DN

    

5.013%, 08/16/23(C)

     1,487,000       1,483,862  

FHLB DN

    

4.936%, 10/11/23(C)

     1,525,000       1,509,702  

FHLB DN

    

4.919%, 09/29/23(C)

     1,136,000       1,126,549  

FHLB DN

    

4.919%, 10/13/23(C)

     375,000       371,133  

FHLB DN

    

4.829%, 08/04/23(C)

     750,000       749,683  
    

 

 

 

Total U.S. Government Agency Obligations
(Cost $10,289,243)

 

    10,286,884  
    

 

 

 

 COMMERCIAL PAPER — 14.0%         

AT&T Inc

    

6.035%, 03/19/24(C)

     550,000       529,421  

Australia & New Zealand Bank Group

    

5.847%, 04/22/24(C)

     750,000       719,366  

Banco Santander

    

5.388%, 09/01/23(C)

     200,000       199,045  

BNP Paribas

    

5.354%, 12/05/23(C)

     400,000       392,214  

BofA Securities

    

5.375%, 10/13/23(C)

     250,000       247,197  

BPC Disc

    

5.515%, 03/06/24(C)

     400,000       386,179  

Cooperatieve Rabobank UA

    

5.215%, 09/15/23(C)

     375,000       372,477  

Credit Agricole

    

5.329%, 08/01/23(C)

     250,000       249,963  

HSBC USA Inc

    

5.734%, 01/05/24(C)

     300,000       292,416  
COMMERCIAL PAPER — continued

 

     Face
 Amount 
    Value  

Macquarie Bank Ltd

    

5.523%, 01/17/12(C)

    $ 250,000       $ 243,355   

5.374%, 11/15/23(C)

        250,000           245,906  

MUFG BLK Ltd

    

5.419%, 10/16/23(C)

     250,000       247,096  

Natixis

    

5.400%, 10/06/23(C)

     300,000       297,007  

Nederlandse Waterschapsbank

    

5.302%, 08/21/23(C)

     525,000       523,367  

Royal Bank

    

5.329%, 09/26/23(C)

     345,000       342,069  

5.265%, 08/14/23(C)

     250,000       249,484  

Skandinaviska Enskilda Banken

    

5.462%, 08/01/23(C)

     400,000       399,941  

Societe Generale

    

5.432%, 01/18/24(C)

     370,000       360,190  

5.322%, 09/15/23(C)

     250,000       248,310  

Standard Chartered Bank

    

5.405%, 11/15/23(C)

     250,000       245,962  

Svenska Handelsbanked

    

5.752%, 01/24/24(C)

     250,000       243,103  

Westpav Banking

    

5.795%, 04/18/24(C)

     350,000       335,809  
    

 

 

 

Total Commercial Paper
(Cost $7,375,041)

       7,369,877  
    

 

 

 

 CORPORATE OBLIGATIONS — 10.9%  

CONSUMER DISCRETIONARY — 0.3%

 

Starbucks

    

5.547%, SOFRINDX + 0.420%, 02/14/24(B)

     175,000       175,008  
    

 

 

 

CONSUMER STAPLES — 0.3%

 

 

Daimler Truck Finance North America

    

6.274%, U.S. SOFR + 1.000%, 04/05/24(A)(B)

     175,000       175,310  
    

 

 

 

ENERGY — 0.7%

 

 

Enbridge

    

5.768%, SOFRINDX + 0.630%, 02/16/24(B)

     250,000       250,111  

Gray Oak Pipeline

    

2.000%, 09/15/23(A)

     117,000       116,295  
    

 

 

 

       366,406  
    

 

 

 

FINANCIALS — 7.9%

 

 

American Express

    

6.065%, SOFRINDX + 0.720%, 05/03/24(B)

     150,000       150,227  
 


Catholic Responsible Investments  

Ultra Short Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

 

 

Bank of Montreal MTN

    

5.912%, SOFRINDX + 0.710%, 03/08/24(B)

    $    300,000       $     300,258   

Credit Suisse NY

    

5.499%, SOFRINDX + 0.380%, 08/09/23(B)

     300,000       299,756  

Deutsche Bank NY

    

5.611%, U.S. SOFR + 0.500%, 11/08/23(B)

     225,000       224,520  

0.962%, 11/08/23

     250,000       246,478  

Five Corners Funding Trust

    

4.419%, 11/15/23(A)

     425,000       422,528  

Goldman Sachs Group

    

1.217%, 12/06/23

     275,000       270,441  

Morgan Stanley MTN

    

5.593%, U.S. SOFR + 0.466%, 11/10/23(B)

     117,000       116,945  

New York Life Global Funding MTN

    

5.620%, SOFRINDX + 0.430%, 06/06/24(A)(B)

     300,000       300,033  

Pacific Life Global Funding II

    

5.990%, SOFRINDX + 0.800%, 12/06/24(A)(B)

     300,000       298,696  

Toronto-Dominion Bank MTN

    

5.542%, U.S. SOFR + 0.355%, 03/04/24(B)

     175,000       174,763  

3.250%, 03/11/24

     217,000       213,613  

2.350%, 03/08/24

     475,000       465,460  

Truist Bank

    

5.506%, U.S. SOFR + 0.200%, 01/17/24(B)

     650,000       645,749  
    

 

 

 

       4,129,467  
    

 

 

 

INDUSTRIALS — 1.0%

    

Caterpillar Financial Services MTN

    

5.577%, U.S. SOFR + 0.450%, 11/13/23(B)

     200,000       200,125  

5.455%, U.S. SOFR + 0.170%, 01/10/24(B)

     175,000       174,912  

Protective Life Global Funding

    

6.258%, U.S. SOFR + 1.050%, 12/11/24(A)(B)

     150,000       150,640  
    

 

 

 

       525,677  
    

 

 

 

UTILITIES — 0.7%

    

National Rural Utilities Cooperative Finance MTN

    

5.508%, U.S. SOFR + 0.400%, 08/07/23(B)

     225,000       224,994  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

UTILITIES — continued

    

ONE Gas

    

3.610%, 02/01/24

    $    160,000       $ 157,981   
    

 

 

 

       382,975  
    

 

 

 

Total Corporate Obligations
(Cost $5,762,595)

    

 

5,754,843

 

    

 

 

 

REPURCHASE AGREEMENTS — 3.2%

 

Citi

    

5.270%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $500,073, (collateralized by U.S. Treasury Obligations, ranging in par value $100 - $501,500, 0.00% - 4.75%, 04/18/2024 – 07/31/2028; with total market value $510,082)

     500,000       500,000  
    

 

 

 

Gold Triparty Mortgage

    

5.290%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $600,088, (collateralized by U.S. Treasury Obligations, ranging in par value $553,678 - $584,600, 0.00% - 4.00%, 08/01/2023 – 09/15/2040; with total market value $612,072)

     600,000       600,000  
    

 

 

 

Socgen Triparty

    

5.280%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $600,088, (collateralized by a U.S. Treasury Obligation, par value $618,700, 0.00%, 10/12/2023; with total market value $612,077).

     600,000       600,000  
    

 

 

 

Total Repurchase Agreements
(Cost $1,700,000)

       1,700,000  
    

 

 

 

CERTIFICATE OF DEPOSIT — 0.5%

    

Natixis

    

5.150%, 11/02/23

     250,000       249,606  
    

 

 

 

Total Certificate of Deposit
(Cost $249,904)

       249,606  
    

 

 

 

Total Investments in Securities — 103.9%
(Cost $54,725,697)

 

   $  54,738,022  
    

 

 

 

    

 

 

 

Percentages are based on Net Assets of $52,691,300.

 


Catholic Responsible Investments  

Ultra Short Bond Fund

July 31, 2023

(Unaudited)

 

(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 July 31, 2023 was $10,354,808 and represented 19.7% 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)

Interest rate represents the security’s effective yield at the time of purchase.

(D)

Zero coupon security.

Cl — Class

DN — Discount Note

FHLB — Federal Home Loan Bank

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

Ltd. — Limited

MTN — Medium Term Note

Ser — Series

SOFRINDX — Secured Overnight Financing Rate Index

SOFR30A — Secured Overnight Financing Rate 30-day Average

USD — U.S. Dollar U.S.

SOFR — United States Secured Overnight Financing Rate

CRI-QH-001-0400

 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

CORPORATE OBLIGATIONS — 38.7%

 

     Face
 Amount 
    Value  

COMMUNICATION SERVICES — 0.9%

 

Sprint Spectrum

    

4.738%, 03/20/25(A)

    $ 1,120,000       $ 1,107,496   

Take-Two Interactive Software

    

5.000%, 03/28/26

     725,000       719,415  

Warnermedia Holdings

    

3.428%, 03/15/24(A)

       2,625,000       2,584,047  
    

 

 

 

          4,410,958  
    

 

 

 

CONSUMER DISCRETIONARY — 1.8%

 

AutoZone

    

5.050%, 07/15/26

     1,000,000       997,072  

DR Horton

    

2.600%, 10/15/25

     2,575,000       2,427,465  

Ford Motor Credit

    

2.300%, 02/10/25

     2,500,000       2,344,154  

Hyatt Hotels

    

5.750%, 01/30/27

     750,000       752,533  

Lennar

    

4.750%, 05/30/25

     1,825,000       1,791,378  
    

 

 

 

       8,312,602  
    

 

 

 

CONSUMER STAPLES — 1.1%

 

Bunge Finance

    

1.630%, 08/17/25

     2,200,000       2,035,907  

CVS Pass-Through Trust

    

6.036%, 12/10/28

     2,265,717       2,279,429  

General Mills

    

5.241%, 11/18/25

     800,000       795,583  
    

 

 

 

       5,110,919  
    

 

 

 

ENERGY — 1.9%

    

Continental Resources

    

3.800%, 06/01/24

     1,695,000       1,662,444  

Hydro-Quebec

    

8.050%, 07/07/24

     2,000,000       2,039,763  

MidAmerican Energy

    

3.100%, 05/01/27

     2,000,000       1,867,499  

Ovintiv

    

5.650%, 05/15/25

     1,125,000       1,122,515  

Petroleos Mexicanos

    

2.830%, 02/15/24

     184,500       182,751  

Pioneer Natural Resources

    

5.100%, 03/29/26

     130,000       129,533  

Plains All American Pipeline

    

4.650%, 10/15/25

     2,250,000       2,196,393  

Williams

    

5.400%, 03/02/26

     300,000       300,404  
    

 

 

 

       9,501,302  
    

 

 

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — 26.6%

    

Aflac

    

1.125%, 03/15/26

    $ 900,000      $ 807,588  

AIB Group

    

7.583%, U.S. SOFR +
3.456%, 10/14/26(A)(B)

     750,000       768,359  

American Express

    

5.389%, U.S. SOFR +
0.970%, 07/28/27(B)

     550,000       549,660  

4.990%, U.S. SOFR +
0.999%, 05/01/26(B)

     1,250,000       1,235,262  

Asian Development Bank MTN

    

1.750%, 08/14/26

       2,387,000           2,196,999   

Athene Global Funding

    

2.514%, 03/08/24(A)

     1,570,000       1,533,436  

Bank of America

    

5.080%, U.S. SOFR +
1.290%, 01/20/27(B)

     1,000,000       987,681  

2.456%, TSFR3M +
0.870%, 10/22/25(B)

     1,464,000       1,406,586  

1.530%, U.S. SOFR +
0.650%, 12/06/25(B)

     1,000,000       940,145  

0.810%, U.S. SOFR +
0.730%, 10/24/24(B)

     2,000,000       1,973,740  

Bank of Ireland Group

    

6.253%, H15T1Y +
2.650%, 09/16/26(A)(B)

     815,000       811,866  

Bank of New York Mellon

    

4.947%, U.S. SOFR +
1.026%, 04/26/27(B)

     470,000       464,456  

Bank of Nova Scotia

    

4.750%, 02/02/26

     750,000       739,991  

Bank One Michigan

    

8.250%, 11/01/24

     1,925,000       1,981,241  

Banque Federative du Credit Mutuel

    

4.935%, 01/26/26(A)

     750,000       735,281  

4.524%, 07/13/25(A)

     1,225,000       1,196,019  

Barclays

    

5.829%, U.S. SOFR +
2.210%, 05/09/27(B)

     550,000       546,797  

5.304%, H15T1Y +
2.300%, 08/09/26(B)

     1,450,000       1,429,487  

BB Blue Financing DAC

    

4.395%, 09/20/29

     2,500,000       2,458,155  

Brighthouse Financial Global Funding MTN

    

1.200%, 12/15/23(A)

     1,720,000       1,691,093  

1.000%, 04/12/24(A)

     594,000       573,200  

Capital One Financial

    

4.985%, U.S. SOFR +
2.160%, 07/24/26(B)

     825,000       805,866  
 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

4.166%, U.S. SOFR +
1.370%, 05/09/25(B)

    $   1,185,000      $    1,159,330   

CDP Financial MTN

    

1.000%, 05/26/26(A)

     1,000,000       897,220  

Central American Bank for Economic Integration

    

5.000%, 02/09/26(A)

     500,000       494,084  

Citigroup

    

6.023%, U.S. SOFR +
0.694%, 01/25/26(B)

     2,117,000       2,112,349  

5.610%, U.S. SOFR +
1.546%, 09/29/26(B)

     1,250,000       1,247,210  

2.014%, U.S. SOFR +
0.694%, 01/25/26(B)

     1,000,000       943,496  

0.776%, U.S. SOFR +
0.686%, 10/30/24(B)

     1,000,000       986,441  

Citizens Bank

    

6.064%, U.S. SOFR +
1.450%, 10/24/25(B)

     250,000       242,027  

5.284%, U.S. SOFR +
1.020%, 01/26/26(B)

     540,000       512,821  

4.119%, U.S. SOFR +
1.395%, 05/23/25(B)

     250,000       241,105  

Corebridge Global Funding

    

5.750%, 07/02/26(A)

     635,000       634,255  

Council of Europe Development Bank

    

3.000%, 06/16/25

     1,000,000       961,863  

Credit Agricole MTN

    

1.907%, U.S. SOFR +
1.676%, 06/16/26(A)(B)

     2,525,000       2,344,586  

Credit Suisse NY

    

4.750%, 08/09/24

     625,000       614,146  

Daimler Truck Finance North America

    

5.150%, 01/16/26(A)

     710,000       708,839  

Danske Bank

    

6.466%, H15T1Y +
2.100%, 01/09/26(A)(B)

     875,000       878,054  

Deutsche Bank NY

    

2.222%, U.S. SOFR +
2.159%, 09/18/24(B)

     2,605,000       2,586,990  

1.686%, 03/19/26

     1,000,000       908,102  

European Investment Bank

    

2.875%, 06/13/25(A)

     2,000,000       1,922,951  

2.125%, 04/13/26

     447,000       418,556  

0.625%, 10/21/27

     2,000,000       1,715,915  

Federation des Caisses Desjardins du Quebec

    

0.700%, 05/21/24(A)

     1,500,000       1,440,286  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Fifth Third Bank

    

5.852%, U.S. SOFR +
1.230%, 10/27/25(B)

    $   1,130,000       $    1,112,245   

GATX Financial 2005-1 Pass Through Trust

    

5.697%, 01/02/25(A)

     156,537       155,920  

Goldman Sachs Group

    

5.700%, 11/01/24

     750,000       749,021  

4.387%, U.S. SOFR +
1.510%, 06/15/27(B)

     1,000,000       972,948  

0.855%, U.S. SOFR +
0.609%, 02/12/26(B)

     579,000       536,716  

HSBC Holdings

    

7.336%, U.S. SOFR +
3.030%, 11/03/26(B)

     1,000,000       1,033,978  

ING Bank

    

5.800%, 09/25/23(A)

     2,500,000       2,496,263  

ING Groep

    

1.400%, H15T1Y +
1.100%, 07/01/26(A)(B)

     1,000,000       915,269  

Inter-American Investment

    

4.125%, 02/15/28

     500,000       490,815  

International Bank for Reconstruction & Development MTN

    

0.000%, 03/31/27(C)

     2,500,000       2,259,160  

0.000%, 03/31/28(C)

     1,000,000       978,083  

0.250%, 11/24/23

     1,341,000       1,319,168  

International Development Association

    

0.875%, 04/28/26(A)

     1,000,000       900,014  

International Finance MTN

    

5.350%, U.S. SOFR +
0.090%, 04/03/24(B)

     2,000,000       1,999,854  

International Finance Facility for Immunisation MTN

    

1.000%, 04/21/26

     1,000,000       902,793  

JPMorgan Chase

    

1.045%, U.S. SOFR +
0.800%, 11/19/26(B)

     1,500,000       1,354,510  

0.768%, U.S. SOFR +
0.490%, 08/09/25(B)

     1,000,000       946,559  

0.653%, TSFR3M +
0.600%, 09/16/24(B)

     2,500,000       2,487,425  

Kansas City Southern

    

3.850%, 11/15/23

     1,975,000       1,961,827  

KBC Group

    

5.796%, H15T1Y +
2.100%, 01/19/29(A)(B)

     295,000       294,624  
 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Lloyds Banking Group

    

5.985%, H15T1Y +
1.480%, 08/07/27(B)

    $ 750,000       $ 750,000   

Macquarie Group

    

5.108%, U.S. SOFR +
2.208%, 08/09/26(A)(B)

       1,450,000          1,434,571  

Manufacturers & Traders Trust

    

5.400%, 11/21/25

     1,000,000       980,481  

4.650%, 01/27/26

     1,650,000       1,589,269  

Massachusetts Mutual Life Insurance

    

7.625%, 11/15/23(A)

     1,250,000       1,255,088  

Metropolitan Tower Life Insurance

    

7.625%, 01/15/24(A)

     2,000,000       2,006,264  

Mitsubishi UFJ Financial Group

    

5.063%, H15T1Y +
1.550%, 09/12/25(B)

     1,000,000       989,338  

4.788%, H15T1Y +
1.700%, 07/18/25(B)

     1,000,000       988,595  

2.527%, 09/13/23

     2,200,000       2,191,939  

Morgan Stanley MTN

    

5.449%, U.S. SOFR +
1.630%, 07/20/29(B)

     205,000       205,291  

5.000%, 11/24/25

     3,425,000       3,381,279  

0.864%, U.S. SOFR +
0.745%, 10/21/25(B)

     1,000,000       938,226  

National Australia Bank

    

4.966%, 01/12/26

     700,000       696,552  

National Bank of Canada MTN

    

0.550%, H15T1Y +
0.400%, 11/15/24(B)

     2,000,000       1,967,267  

National Securities Clearing

    

5.150%, 05/30/25(A)

     750,000       749,196  

NatWest Group

    

5.847%, H15T1Y +
1.350%, 03/02/27(B)

     435,000       432,456  

NatWest Markets

    

3.479%, 03/22/25(A)

     1,585,000       1,528,532  

NongHyup Bank MTN

    

4.875%, 07/03/28(A)

     1,055,000       1,042,746  

OPEC Fund for International Development

    

4.500%, 01/26/26(A)

     1,000,000       982,380  

PNC Financial Services Group

    

5.812%, U.S. SOFR +
1.322%, 06/12/26(B)

     750,000       750,282  

Royal Bank of Canada MTN

    

5.200%, 07/20/26

     750,000       749,177  

4.950%, 04/25/25

     750,000       741,838  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Santander Holdings USA

    

5.807%, U.S. SOFR +
2.328%, 09/09/26(B)

    $ 1,000,000      $ 993,091  

Societe Generale MTN

    

6.447%, H15T1Y +
2.300%, 01/12/27(A)(B)

     875,000       881,493  

Standard Chartered

    

7.776%, H15T1Y +
3.100%, 11/16/25(A)(B)

       1,000,000           1,023,616   

6.170%, H15T1Y +
2.050%, 01/09/27(A)(B)

     700,000       705,850  

State Street

    

5.104%, U.S. SOFR +
1.130%, 05/18/26(B)

     500,000       496,039  

Toronto-Dominion Bank

    

5.710%, U.S. SOFR +
0.450%, 09/28/23(B)

     3,587,000       3,587,082  

5.532%, 07/17/26

     650,000       653,154  

Truist Financial MTN

    

4.260%, U.S. SOFR +
1.456%, 07/28/26(B)

     1,025,000       991,884  

TTX MTN

    

3.600%, 01/15/25(A)

     2,500,000       2,422,175  

UBS Group

    

2.593%, U.S. SOFR +
1.560%, 09/11/25(A)(B)

     3,050,000       2,926,273  

1.008%, H15T1Y +
0.830%, 07/30/24(A)(B)

     2,500,000       2,500,000  

USAA Capital MTN

    

0.500%, 05/01/24(A)

     2,500,000       2,407,522  

Wells Fargo MTN

    

2.406%, TSFR3M +
0.825%, 10/30/25(B)

     2,500,000       2,392,178  

0.805%, U.S. SOFR +
0.510%, 05/19/25(B)

     1,000,000       958,085  

WLB Asset II D Pte

    

6.500%, 12/21/26(A)

     1,000,000       949,570  
    

 

 

 

       123,909,505  
    

 

 

 

HEALTH CARE — 0.9%

    

Adventist Health System

    

2.433%, 09/01/24

     1,415,000       1,359,671  

CommonSpirit Health

    

1.547%, 10/01/25

     1,000,000       912,696  

GE HealthCare Technologies

    

5.600%, 11/15/25(A)

     950,000       952,657  

Quest Diagnostics

    

3.450%, 06/01/26

     910,000       870,936  
    

 

 

 

       4,095,960  
    

 

 

 

 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

INDUSTRIALS — 1.4%

    

AerCap Ireland Capital DAC

    

4.875%, 01/16/24

    $   1,000,000     $ 994,011  

Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1

    

5.720%, 01/15/24

     180,734       184,125  

CNH Industrial

    

4.500%, 08/15/23

     2,375,000           2,373,424   

HEICO

    

5.250%, 08/01/28

     270,000       269,108  

Mileage Plus Holdings

    

6.500%, 06/20/27(A)

     1,080,000       1,079,939  

Penske Truck Leasing Lp

    

5.750%, 05/24/26(A)

     1,000,000       994,690  

Regal Rexnord

    

6.050%, 02/15/26(A)

     715,000       714,663  
    

 

 

 

       6,609,960  
    

 

 

 

INFORMATION TECHNOLOGY — 0.3%

 

Flex

    

6.000%, 01/15/28

     550,000       558,309  

Open Text

    

6.900%, 12/01/27(A)

     570,000       582,503  

Oracle

    

5.800%, 11/10/25

     200,000       202,517  
    

 

 

 

       1,343,329  
    

 

 

 

MATERIALS — 1.3%

    

Berry Global

    

4.875%, 07/15/26(A)

     1,250,000       1,208,763  

BHP Billiton Finance USA

    

4.875%, 02/27/26

     500,000       497,828  

Celanese US Holdings

    

6.050%, 03/15/25

     1,025,000       1,023,936  

Graphic Packaging International

    

0.821%, 04/15/24(A)

     1,025,000       987,996  

LG Chemical

    

4.375%, 07/14/25(A)

     570,000       554,328  

Nutrien

    

5.950%, 11/07/25

     370,000       373,956  

Steel Dynamics

    

5.000%, 12/15/26

     1,550,000       1,523,707  
    

 

 

 

       6,170,514  
    

 

 

 

UTILITIES — 2.5%

    

Avangrid

    

3.200%, 04/15/25

     2,500,000       2,385,923  

3.150%, 12/01/24

     1,000,000       962,852  

Edison International

    

4.700%, 08/15/25

     1,450,000       1,420,158  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

UTILITIES — continued

    

Electricite de France

    

3.625%, 10/13/25(A)

    $ 500,000       $ 484,051   

Eversource Energy

    

4.750%, 05/15/26

     755,000       743,868  

NextEra Energy Capital Holdings

    

6.051%, 03/01/25

     515,000       518,694  

Oncor Electric Delivery

    

0.550%, 10/01/25

     301,000       272,920  

Pacific Gas and Electric

    

5.450%, 06/15/27

     725,000       709,434  

Pennsylvania Electric

    

5.150%, 03/30/26(A)

     500,000       493,376  

Sempra

    

5.400%, 08/01/26

     1,330,000       1,329,209  

Southern California Edison

    

4.900%, 06/01/26

     580,000       573,720  

Southern Power

    

4.150%, 12/01/25

     1,000,000       976,831  

0.900%, 01/15/26

     1,000,000       899,828  
    

 

 

 

       11,770,864  
    

 

 

 

Total Corporate Obligations
(Cost $185,484,016)

 

     181,235,913  
    

 

 

 

U.S. TREASURY OBLIGATIONS — 28.4%

 

U.S. Treasury Notes

    

4.500%, 07/15/26

     940,000       939,559  

4.250%, 10/15/25

     7,000,000       6,918,242  

4.000%, 12/15/25

     5,000,000       4,917,578  

4.000%, 02/15/26

     19,800,000       19,484,438  

4.000%, 06/30/28

     1,402,000       1,389,842  

3.000%, 10/31/25

     2,450,000       2,357,072  

2.875%, 06/15/25

      28,000,000       26,953,281  

2.750%, 02/28/25

     7,640,000       7,369,019  

2.625%, 03/31/25

     3,640,000       3,497,955  

2.500%, 05/31/24

     705,000       688,311  

2.250%, 12/31/24

     2,580,000       2,476,397  

1.875%, 06/30/26

     33,900,000       31,493,895  

1.875%, 07/31/26

     3,150,000       2,919,410  

1.750%, 12/31/24

     14,145,000       13,479,190  

0.250%, 06/30/25

     9,150,000       8,376,182  
    

 

 

 

Total U.S. Treasury Obligations
(Cost $137,663,647)

 

    133,260,371  
    

 

 

 

 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — 21.9%

 

     Face
 Amount 
    Value  

Automotive — 13.4%

    

American Credit Acceptance Receivables Trust, Ser 2022-3, Cl A

    

4.120%, 02/13/26 (A)

    $ 57,677      $ 57,522  

American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A

    

5.890%, 10/13/26 (A)

     447,755       446,420  

AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C

    

1.480%, 02/18/26

       1,350,000           1,306,453   

Americredit Automobile Receivables Trust, Ser 2022-1, Cl A3

    

2.450%, 11/18/26

     950,000       921,731  

Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3

    

5.620%, 11/18/27

     1,000,000       993,568  

ARI Fleet Lease Trust, Ser 2022-A, Cl A2

    

3.120%, 01/15/31 (A)

     587,507       578,808  

Bank of America Auto Trust, Ser 2023-1A, Cl A3

    

5.530%, 02/15/28 (A)

     785,000       786,697  

BMW Vehicle Lease Trust, Ser 2023-1, Cl A3

    

5.160%, 11/25/25

     265,000       263,438  

BMW Vehicle Lease Trust, Ser 2023-1, Cl A4

    

5.070%, 06/25/26

     480,000       476,129  

BMW Vehicle Owner Trust, Ser 2023-A, Cl A3

    

5.470%, 02/25/28

     460,000       461,677  

CarMax Auto Owner Trust, Ser 2023-1, Cl A2A

    

5.230%, 01/15/26

     540,000       538,114  

CarMax Auto Owner Trust, Ser 2023-1, Cl A3

    

4.750%, 10/15/27

     500,000       494,252  

Carmax Auto Owner Trust, Ser 2023-3, Cl A3

    

5.280%, 05/15/28

     735,000       734,744  

Carvana Auto Receivables Trust, Ser 2021-N3, Cl B

    

0.660%, 06/12/28

     179,874       164,588  

Carvana Auto Receivables Trust, Ser 2022-P3, Cl A2

    

4.420%, 12/10/25

     469,497       466,835  

Chesapeake Funding II, Ser 2023-1A, Cl A1

    

5.650%, 05/15/35 (A)

     1,037,469       1,029,165  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

CPS Auto Receivables Trust, Ser 2022-C, Cl A

    

4.180%, 04/15/30 (A)

    $ 290,976      $ 288,911  

Drive Auto Receivables Trust, Ser 2021-2, Cl C

    

0.870%, 10/15/27

       1,215,770           1,188,006   

DT Auto Owner Trust, Ser 2023-3A, Cl A

    

6.290%, 08/16/27 (A)

     925,000       925,314  

Enterprise Fleet Financing, Ser 2022-3, Cl A2

    

4.380%, 07/20/29 (A)

     268,233       262,862  

Enterprise Fleet Financing, Ser 2023-1, Cl A2

    

5.510%, 01/22/29 (A)

     545,000       541,609  

Enterprise Fleet Financing, Ser 2023-2, Cl A2

    

5.560%, 04/22/30 (A)

     1,980,000       1,971,874  

Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A3

    

6.040%, 07/15/26

     565,000       564,486  

Flagship Credit Auto Trust, Ser 2022-2, Cl A2

    

3.280%, 08/15/25 (A)

     646,784       643,981  

Flagship Credit Auto Trust, Ser 2022-3, Cl A2

    

4.060%, 10/15/25 (A)

     430,576       428,275  

Flagship Credit Auto Trust, Ser 2023-2, Cl A2

    

5.760%, 04/15/27 (A)

     700,000       696,815  

Flagship Credit Auto Trust, Ser 2023-2, Cl A3

    

5.220%, 12/15/27 (A)

     599,000       592,563  

Ford Credit Auto Lease Trust, Ser 2021-B, Cl B

    

0.660%, 01/15/25

     1,250,000       1,225,480  

Ford Credit Auto Lease Trust, Ser 2023-A, Cl A3

    

4.940%, 03/15/26

     1,495,000       1,482,727  

Ford Credit Floorplan Master Owner Trust, Ser 2023-1, Cl A1

    

4.920%, 05/15/28 (A)

     730,000       720,908  

Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A2

    

4.490%, 03/16/26 (A)

     1,027,461       1,021,189  

Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2

    

5.430%, 10/15/26 (A)

     502,351       499,462  

Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A3

    

5.390%, 12/15/27 (A)

     900,000       885,484  
 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2

    

5.990%, 05/15/28 (A)

    $ 560,000      $ 560,084  

GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A4

    

5.160%, 01/20/27

       1,000,000        992,198  

GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A3

    

5.050%, 07/20/26

     565,000       560,880  

GM Financial Consumer Automobile Receivables Trust, Ser 2023-2, Cl A2A

    

5.100%, 05/18/26

     695,000       691,563  

GM Financial Consumer Automobile Receivables Trust, Ser 2023-2, Cl A3

    

4.470%, 02/16/28

     475,000       466,573  

GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3

    

5.450%, 06/16/28

     1,850,000       1,853,534  

Hertz Vehicle Financing, Ser 2021-1A, Cl A

    

1.210%, 12/26/25 (A)

     2,575,000          2,422,218   

Honda Auto Receivables Owner Trust, Ser 2023-2, Cl A3

    

4.930%, 11/15/27

     1,250,000       1,241,069  

Hyundai Auto Lease Securitization Trust, Ser 2022-B, Cl A3

    

3.350%, 06/16/25 (A)

     1,435,000       1,412,578  

Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A3

    

5.050%, 01/15/26 (A)

     990,000       982,146  

Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A4

    

4.940%, 11/16/26 (A)

     900,000       890,638  

Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4

    

5.170%, 04/15/27 (A)

     875,000       862,403  

Hyundai Auto Receivables Trust, Ser 2023-A, Cl A2A

    

5.190%, 12/15/25

     810,000       806,858  

Hyundai Auto Receivables Trust, Ser 2023-A, Cl A3

    

4.580%, 04/15/27

     355,000       350,026  

Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3

    

5.480%, 04/17/28

     1,850,000       1,852,940  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3

    

4.740%, 01/15/27

    $   2,750,000       $    2,717,247   

Nissan Auto Lease Trust, Ser 2023-A, Cl A4

    

4.800%, 07/15/27

     895,000       884,686  

Porsche Financial Auto Securitization Trust, Ser 2023-1A, Cl A2

    

5.420%, 12/22/26 (A)

     815,000       811,777  

Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2

    

4.050%, 07/15/25

     116,928       116,833  

Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2

    

3.980%, 01/15/25

     74,561       74,506  

Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A3

    

5.610%, 10/15/27

     375,000       374,136  

SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A3

    

5.470%, 10/20/28 (A)

     1,070,000       1,066,241  

Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A2

    

5.860%, 08/20/25 (A)

     1,000,000       999,338  

Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A3

    

5.890%, 06/22/26 (A)

     2,385,000       2,381,671  

Tesla Auto Lease Trust, Ser 2021-A, Cl B

    

1.020%, 03/20/25 (A)

     1,000,000       983,870  

Tesla Auto Lease Trust, Ser 2021-B, Cl A3

    

0.600%, 09/22/25 (A)

     1,540,000       1,490,795  

Tesla Auto Lease Trust, Ser 2021-B, Cl D

    

1.320%, 09/22/25 (A)

     1,000,000       946,732  

Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A3

    

2.930%, 09/15/26

     935,000       906,422  

Toyota Lease Owner Trust, Ser 2023-A, Cl A3

    

4.930%, 04/20/26 (A)

     555,000       549,797  

Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A

    

6.480%, 08/17/26 (A)

     400,463       399,219  

United Auto Credit Securitization Trust, Ser 2022-2, Cl A

    

4.390%, 04/10/25 (A)

     366,774       365,969  
 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

United Auto Credit Securitization Trust, Ser 2023-1, Cl A

    

5.570%, 07/10/25 (A)

    $     414,940       $      414,045   

Westlake Automobile Receivables Trust, Ser 2021-3A, Cl A3

    

0.950%, 06/16/25 (A)

     1,183,345       1,172,547  

Westlake Automobile Receivables Trust, Ser 2022-3A, Cl A2

    

5.240%, 07/15/25 (A)

     1,007,948       1,005,748  

Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A

    

5.510%, 06/15/26 (A)

     940,000       936,661  

Wheels Fleet Lease Funding 1, Ser 2023-1A, Cl A

    

5.800%, 04/18/38 (A)

     1,550,000       1,542,438  

World Omni Auto Receivables Trust, Ser 2020-C, Cl A3

    

0.480%, 11/17/25

     512,347       502,116  

World Omni Select Auto Trust, Ser 2020-A, Cl B

    

0.840%, 06/15/26

     2,019,808       1,985,525  

World Omni Select Auto Trust, Ser 2023-A, Cl A3

    

5.650%, 07/17/28

     700,000       700,636  
    

 

 

 

       62,934,750  
    

 

 

 

Other Asset-Backed Securities — 8.5%

 

Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A

    

6.610%, 01/18/28 (A)

     755,000       748,922  

Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2

    

5.300%, 06/21/28 (A)

     402,324       398,633  

Apidos CLO XXII, Ser 2020-22A, Cl A1R

    

6.648%, TSFR3M +
1.060%, 04/20/31 (A)(B)

     922,214       917,902  

Bain Capital Credit CLO, Ser 2018-1A, Cl A1

    

6.567%, ICE LIBOR USD 3 Month +
0.960%, 04/23/31 (A)(B)

     1,664,008       1,650,643  

BHG Securitization Trust, Ser 2022-C, Cl A

    

5.320%, 10/17/35 (A)

     235,467       232,972  

CCG Receivables Trust, Ser 2023-1, Cl A2

    

5.820%, 09/16/30 (A)

     1,000,000       1,000,555  

CIFC Funding, Ser 2017-5A, Cl A1

    

6.750%, TSFR3M +
1.180%, 11/16/30 (A)(B)

     1,187,113       1,183,932  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

CNH Equipment Trust, Ser 2022-B, Cl A2

    

3.940%, 12/15/25

    $     287,597       $      285,415   

CNH Equipment Trust, Ser 2023-A, Cl A3

    

4.810%, 08/15/28

     1,000,000       989,571  

Dell Equipment Finance Trust, Ser 2022-2, Cl A2

    

4.030%, 07/22/27 (A)

     613,103       606,220  

Dell Equipment Finance Trust, Ser 2023-2, Cl A2

    

5.840%, 01/22/29 (A)

     255,000       254,684  

Dell Equipment Finance Trust, Ser 2023-2, Cl A3

    

5.650%, 01/22/29 (A)

     400,000       398,911  

DLLAA, Ser 2023-1A, Cl A3

    

5.640%, 02/22/28 (A)

     475,000       476,383  

DLLAD, Ser 2023-1A, Cl A2

    

5.190%, 04/20/26 (A)

     605,000       600,928  

DLLAD, Ser 2023-1A, Cl A3

    

4.790%, 01/20/28 (A)

     685,000       674,710  

DLLMT, Ser 2023-1A, Cl A3

    

5.340%, 03/22/27 (A)

     1,500,000       1,484,950  

DLLST, Ser 2022-1A, Cl A2

    

2.790%, 01/22/24 (A)

     106,930       106,697  

Evergreen Credit Card Trust Series, Ser 2022-CRT1, Cl B

    

5.610%, 07/15/26 (A)

     2,000,000       1,976,413  

FCI Funding, Ser 2021-1A, Cl A

    

1.130%, 04/15/33 (A)

     207,694       199,723  

Flatiron CLO 17, Ser 2021-1A, Cl AR

    

6.301%, TSFR3M +
0.980%, 05/15/30 (A)(B)

     1,142,932       1,134,506  

Golub Capital Partners CLO, Ser 2017-24A, Cl AR

    

6.926%, TSFR3M +
1.600%, 11/05/29 (A)(B)

     2,262,505       2,251,896  

GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B

    

5.500%, 07/20/49 (A)

     500,000       424,051  

GreatAmerica Leasing Receivables Funding Series, Ser 2022-1, Cl A2

    

4.920%, 05/15/25 (A)

     604,692       600,116  

GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2

    

5.350%, 02/16/26 (A)

     615,000       609,720  

John Deere Owner Trust, Ser 2023-A, Cl A3

    

5.010%, 11/15/27

     850,000       842,603  

Kubota Credit Owner Trust, Ser 2023-1A, Cl A2

    

5.400%, 02/17/26 (A)

     500,000       497,792  
 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Kubota Credit Owner Trust,

    

Ser 2023-2A, Cl A2

    

5.610%, 07/15/26 (A)

    $   1,850,000       $    1,847,468   

Mariner Finance Issuance Trust, Ser 2020-AA, Cl A

    

2.190%, 08/21/34 (A)

     3,250,000       3,133,088  

Marlette Funding Trust, Ser 2022-2A, Cl A

    

4.250%, 08/15/32 (A)

     110,848       110,074  

Marlette Funding Trust, Ser 2022-3A, Cl A

    

5.180%, 11/15/32 (A)

     262,731       261,205  

MMAF Equipment Finance, Ser 2021-A, Cl A5

    

1.190%, 11/13/43 (A)

     620,000       556,160  

MMAF Equipment Finance, Ser 2023-A, Cl A2

    

5.790%, 11/13/26 (A)

     1,090,000       1,089,640  

Mosaic Solar Loan Trust, Ser 2020-1A, Cl B

    

3.100%, 04/20/46 (A)

     164,083       135,815  

Octagon Investment Partners 35, Ser 2018-1A, Cl A1A

    

6.648%, TSFR3M +
1.060%, 01/20/31 (A)(B)

     1,461,830       1,457,345  

Octagon Investment Partners 36, Ser 2018-1A, Cl A1

    

6.540%, TSFR3M +
0.970%, 04/15/31 (A)(B)

     537,338       534,324  

Octane Receivables Trust, Ser 2021-1A, Cl A

    

0.930%, 03/22/27 (A)

     432,832       421,221  

OnDeck Asset Securitization Trust III, Ser 2021-1A, Cl A

    

1.590%, 05/17/27 (A)

     1,910,000       1,820,701  

RR 24, Ser 2022-24A, Cl A1

    

7.708%, TSFR3M +
2.400%, 01/15/32 (A)(B)

     1,623,188       1,629,368  

SCF Equipment Leasing, Ser 2019-2A, Cl B

    

2.760%, 08/20/26 (A)

     870,000       841,545  

SCF Equipment Leasing, Ser 2020-1A, Cl A3

    

1.190%, 10/20/27 (A)

     294,264       291,224  

SCF Equipment Leasing, Ser 2022-2A, Cl A2

    

6.240%, 07/20/28 (A)

     419,989       419,601  

SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A

    

5.810%, 05/15/31 (A)

     231,635       231,192  

Sunnova Helios XI Issuer, Ser 2023-A, Cl A

    

5.300%, 05/20/50 (A)

     985,151       952,619  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
     Value  

TCI-Flatiron CLO, Ser 2021-1A, Cl AR

     

6.290%, TSFR3M +
0.960%, 11/18/30 (A)(B)

    $     671,551       $      666,858   

Verizon Master Trust, Ser 2023- 2, Cl A

     

4.890%, 04/13/28

     1,575,000        1,560,599  

Vivint Solar Financing V, Ser 2018-1A, Cl A

     

4.730%, 04/30/48 (A)

     448,416        397,415  

Vivint Solar Financing V, Ser 2018-1A, Cl B

     

7.370%, 04/30/48 (A)

     288,895        261,097  

Vivint Solar Financing VII, Ser 2020-1A, Cl B

     

3.220%, 07/31/51 (A)

     915,428        682,720  
     

 

 

 

        39,850,127  
     

 

 

 

Total Asset-Backed Securities
(Cost $103,683,370)

        102,784,877  
     

 

 

 

MORTGAGE-BACKED SECURITIES — 6.2%

 

Agency Mortgage-Backed Obligation — 1.5%

 

FHLMC

     

5.000%, 07/01/35

     117,460        118,068  

FNMA

     

5.000%, 03/01/34

     93,252        93,624  

3.500%, 11/01/34

     1,370,370        1,334,058  

3.000%, 02/01/35

     1,830,610        1,740,428  

3.000%, 03/01/33

     928,553        882,714  

FNMA, Ser 2009-62, Cl WA

     

5.579%, 08/25/39 (B)

     26,848        26,675  

FNMA, Ser 2013-9, Cl AE

     

1.750%, 03/25/39

     19,043        18,920  

FNMA, Ser 2019-18, Cl A

     

3.500%, 05/25/49

     572,050        536,630  

FNMA, Ser 2022-29, Cl MG

     

4.500%, 11/25/42

     1,686,855        1,618,093  

GNMA, Ser 2011-57, Cl BA

     

3.000%, 05/20/40

     23,449        22,703  

GNMA, Ser 2016-131, Cl A

     

2.200%, 04/16/57

     71,752        70,741  

GNMA, Ser 2017-99, Cl WA

     

4.846%, 12/20/32 (B)

     211,201        207,648  

GNMA, Ser 2022-177, Cl LA

     

3.500%, 01/20/52

     264,229        254,113  
     

 

 

 

        6,924,415  
     

 

 

 

Non-Agency Mortgage-Backed Obligation — 4.7%

 

  

BANK, Ser 2018-BN10, Cl ASB
3.641%, 02/15/61

     375,681        358,634  

BX Commercial Mortgage Trust, Ser 2022-AHP, Cl A

     

6.212%, TSFR1M +
0.990%, 01/17/39 (A)(B)

     492,000        481,523  
 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS

    

6.712%, TSFR1M +
1.490%, 01/17/39 (A)(B)

    $   2,500,000       $    2,451,126   

BX Trust, Ser 2022-CLS, Cl B

    

6.300%, 10/13/27 (A)

     2,200,000       2,081,808  

CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1

    

5.953%, TSFR1M +
0.540%, 02/25/35 (B)

     9,534       8,497  

COMM Mortgage Trust, Ser 2014-UBS5, Cl ASB

    

3.548%, 09/10/47

     280,995       278,363  

COMM Mortgage Trust, Ser 2015-LC19, Cl A4

    

3.183%, 02/10/48

     1,275,000       1,218,343  

CSAIL Commercial Mortgage Trust, Ser 2015-C1, Cl ASB

    

3.351%, 04/15/50

     619,734       607,121  

CSAIL Commercial Mortgage Trust, Ser 2018-CX11, Cl A3

    

4.095%, 04/15/51

     980,934       967,946  

DBUBS Mortgage Trust, Ser 2017-BRBK, Cl E

    

3.530%, 10/10/34 (A)(B)

     521,000       399,950  

Extended Stay America Trust, Ser 2021-ESH, Cl B

    

6.717%, TSFR1M +
1.494%, 07/15/38 (A)(B)

     1,056,906       1,035,715  

GS Mortgage Securities II, Ser 2018-GS10, Cl WLSC

    

4.904%, 03/10/33 (A)(B)

     400,000       340,941  

GS Mortgage Securities Trust, Ser 2022-SHIP, Cl A

    

5.953%, TSFR1M +
0.731%, 08/15/36 (A)(B)

     115,000       114,457  

GSR Mortgage Loan Trust, Ser 2004-9, Cl 3A1

    

4.936%, 08/25/34 (B)

     16,001       15,172  

Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A

    

2.835%, 08/10/38 (A)

     1,000,000       900,670  

JP Morgan Mortgage Trust, Ser 2006-A2, Cl 4A1

    

5.596%, 08/25/34 (B)

     13,765       13,853  

Life Mortgage Trust, Ser 2021- BMR, Cl A

    

6.037%, TSFR1M +
0.814%, 03/15/38 (A)(B)

     1,867,643       1,830,183  

Manhattan West 2020-1MW Mortgage Trust, Ser 1MW, Cl C

    

2.335%, 09/10/39 (A)(B)

     214,000       178,039  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A

    

6.137%, TSFR1M +
0.915%, 04/15/38 (A)(B)

    $   4,650,000       $    4,583,026   

Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015- C20, Cl ASB

    

3.069%, 02/15/48

     487,934       478,332  

OBX Trust, Ser 2023-NQM2, Cl A1

    

6.319%, 01/25/62 (A)

     847,990       845,985  

One Market Plaza Trust, Ser 2017-1MKT, Cl B

    

3.845%, 02/10/32 (A)

     2,000,000       1,762,500  

One Market Plaza Trust, Ser 2017-1MKT, Cl C

    

4.016%, 02/10/32 (A)

     965,000       814,219  

Sequoia Mortgage Trust, Ser 2013-2, Cl A

    

1.874%, 02/25/43 (B)

     86,635       70,866  

STWD Mortgage Trust, Ser 2021-LIH, Cl D

    

7.574%, TSFR1M +
2.352%, 11/15/36 (A)(B)

     450,000       427,453  
    

 

 

 

       22,264,722  
    

 

 

 

Total Mortgage-Backed Securities
(Cost $30,034,715)

       29,189,137  
    

 

 

 

MUNICIPAL BONDS — 3.0%

 

California — 0.4%

    

California Community Choice Financing Authority, RB

    

5.950%, 08/01/29

     825,000       836,595  

City of Union City California, RB

    

5.920%, 07/01/24

     910,000       910,291  
    

 

 

 

       1,746,886  
    

 

 

 

Florida — 0.4%

    

Florida Development Finance, RB

    

7.500%, 07/01/57 (A)(B)

     1,000,000       984,110  

7.250%, 07/01/57 (A)(B)

     1,000,000       1,020,472  
    

 

 

 

       2,004,582  
    

 

 

 

Hawaii — 0.2%

    

State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB

    

3.242%, 01/01/31

     990,831       943,069  
    

 

 

 

Illinois — 0.3%

    

Chicago Housing Authority, Ser B, RB

    

3.822%, 01/01/26

     250,000       239,608  
 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

MUNICIPAL BONDS — continued

 

     Face
 Amount 
    Value  

Village of Deerfield Illinois, Ser B, GO

    

4.000%, 12/01/28

    $   1,250,000       $    1,212,690   
    

 

 

 

       1,452,298  
    

 

 

 

Indiana — 0.0%

    

City of Fort Wayne Indiana, RB

    

10.750%, 12/01/29

     117,179       12  
    

 

 

 

Louisiana — 0.2%

    

Louisiana Local Government Environmental Facilities & Community Development Authority, RB

    

3.615%, 02/01/29

     1,028,094       989,123  
    

 

 

 

Montana — 0.1%

    

County of Gallatin Montana, RB

    

11.500%, 09/01/27 (A)

     250,000       260,674  
    

 

 

 

New Hampshire — 0.2%

    

New Hampshire Business Finance Authority, RB

    

5.500%, 07/01/33 (A)(B)

     850,000       850,000  
    

 

 

 

New Jersey — 0.4%

    

New Jersey Economic Development Authority, RB

    

4.984%, 03/01/27

     1,000,000       991,346  

4.927%, 03/01/26

     1,000,000       988,058  
    

 

 

 

       1,979,404  
    

 

 

 

New York — 0.4%

    

New York State Energy Research & Development Authority, Ser A, RB

    

4.480%, 04/01/25

     500,000       488,749  

4.336%, 04/01/24

     1,000,000       988,392  

Utility Debt Securitization Authority, Ser T, RB

    

3.435%, 12/15/25

     353,000       350,532  
    

 

 

 

       1,827,673  
    

 

 

 

Oregon — 0.3%

    

Warm Springs Reservation Confederated Tribe, Ser G, RB

    

2.370%, 11/01/27 (A)

     1,000,000       886,266  

2.165%, 11/01/26 (A)

     500,000       450,454  
    

 

 

 

       1,336,720  
    

 

 

 

Pennsylvania — 0.0%

    

Redevelopment Authority of the City of Philadelphia, RB

    

4.867%, 09/01/25

     150,000       147,951  
    

 

 

 

South Dakota — 0.1%

    

South Dakota Housing Development Authority, Ser E, RB

    

5.460%, 05/01/53

     250,000       247,975  
    

 

 

 

Total Municipal Bonds
(Cost $13,985,914)

       13,786,367  
    

 

 

 

U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.6%

 

     Face
 Amount 
    Value  

Export-Import Bank of the United States

    

2.628%, 11/12/26

    $   1,878,877       $    1,797,608   

Export-Import Bank of the United States

    

1.900%, 07/12/24

     436,081       425,567  

United States International Development Finance

    

1.790%, 10/15/29

     374,735       335,153  
    

 

 

 

Total U.S. Government Agency Obligations
(Cost $2,708,767)

 

    2,558,328  
    

 

 

 

REPURCHASE AGREEMENT — 0.6%

 

 

Socgen Triparty

    

5.280%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $3,000,440, (collateralized by a U.S. Treasury Obligation, par value $3,093,200, 0.00%, 10/12/2023; with total market value $3,060,090).

     3,000,000       3,000,000  
    

 

 

 

Total Repurchase Agreement
(Cost $3,000,000)

       3,000,000  
    

 

 

 

BANK LOAN OBLIGATION — 0.5%

 

 

ECOLOGICAL SERVICES & EQUIPMENT — 0.5%

 

Terraform Power Operating Specified Refinancing Term Loan

    

7.842%, CME Term SOFR + 2.500%, 05/21/29(B)

     2,493,719       2,468,781  
    

 

 

 

Total Bank Loan Obligation
(Cost $2,487,660)

       2,468,781  
    

 

 

 

SOVEREIGN DEBT — 0.3%

    

FRANCE — 0.3%

    

Caisse d’Amortissement de la Dette Sociale

    

3.000%, 05/17/25(A)

     428,000       411,662  

0.375%, 05/27/24(A)

     1,000,000       957,410  
    

 

 

 

Total Sovereign Debt
(Cost $1,399,616)

       1,369,072  
    

 

 

 

Total Investments in Securities — 100.2%
(Cost $480,447,705)

   $  469,652,846  
    

 

 

 

Percentages are based on Net Assets of $468,646,250.

 


Catholic Responsible Investments  

Short Duration Bond Fund

July 31, 2023

(Unaudited)

 

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

 

           

Type of

Contract

  Number
of
Contracts
  Expiration
Date
 

Notional

Amount

  Value   Unrealized
Appreciation/
(Depreciation)
Long Contract          

U.S. 2-Year Treasury Note

    332       Sep-2023      $  68,429,836      $  67,406,375      $  (1,023,461)  
     

 

 

 

 

 

 

 

 

 

 

 

Short Contract          

U.S. 5-Year Treasury Note

    (8)       Sep-2023       (872,365)       (854,563)       17,802   
     

 

 

 

 

 

 

 

 

 

 

 

       $  67,557,471      $  66,551,812      $  (1,005,659)  
     

 

 

 

 

 

 

 

 

 

 

 

 

(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 July 31, 2023 was $150,766,760 and represented 32.2% 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.

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

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LP — Limited Partnership

MTN — Medium Term Note

RB — Revenue Bond

Ser — Series

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

USD — U.S. Dollar

U.S. SOFR — United States Secured Overnight Financing Rate

CRI-QH-001-0400

  

 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

MORTGAGE-BACKED SECURITIES — 35.4%

 

     Face
 Amount 
    Value  

Agency Mortgage-Backed Obligation — 30.2%

 

FHLMC

    

7.000%, 11/01/32

    $     206,205       $       212,295   

7.000%, 10/01/32

     5,962       6,144  

7.000%, 09/01/32

     11,006       11,312  

7.000%, 07/01/32

     2,653       2,750  

7.000%, 06/01/32

     43,694       45,129  

6.500%, 01/01/38

     811       842  

6.500%, 11/01/37

     1,183       1,200  

6.500%, 09/01/37

     23,774       24,356  

6.500%, 08/01/37

     2,079       2,125  

6.500%, 12/01/32

     69,205       71,980  

6.500%, 12/01/31

     1,890       1,947  

6.000%, 05/01/39

     36,165       37,464  

6.000%, 04/01/39

     15,493       15,686  

6.000%, 02/01/39

     14,751       15,289  

6.000%, 09/01/38

     8,340       8,613  

6.000%, 06/01/38

     3,116       3,094  

6.000%, 11/01/36

     25,538       26,174  

6.000%, 12/01/33

     9,924       10,244  

6.000%, 01/01/24

     1,900       1,892  

5.880%, RFUCCT1Y +
1.630%, 07/01/44 (A)

     17,269       17,149  

5.856%, RFUCCT1Y +
1.623%, 12/01/45 (A)

     124,399       126,102  

5.500%, 11/01/52

     19,313,002       19,226,233  

5.500%, 06/01/37

     510       509  

5.500%, 01/01/35

     75,468       77,146  

5.429%, RFUCCT1Y +
1.633%, 05/01/46 (A)

     20,433       20,534  

5.005%, RFUCCT1Y +
1.630%, 05/01/44 (A)

     5,470       5,323  

5.000%, 11/01/52

     1,685,979       1,650,071  

5.000%, 04/01/34

     5,254       5,209  

4.841%, RFUCCT1Y +
1.650%, 04/01/43 (A)

     35,373       34,176  

4.729%, RFUCCT1Y +
1.609%, 10/01/44 (A)

     46,568       46,751  

4.595%, RFUCCT1Y +
1.814%, 10/01/41 (A)

     7,261       7,201  

4.560%, RFUCCT1Y +
1.788%, 08/01/42 (A)

     2,890       2,882  

4.503%, RFUCCT1Y +
1.877%, 01/01/42 (A)

     31,768       31,750  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

4.500%, 06/01/53

    $   3,955,526       $     3,786,703   

4.500%, 10/01/52

     4,788,645       4,584,515  

4.500%, 09/01/52

     8,044,635       7,704,506  

4.500%, 09/01/48

     675,824       660,314  

4.500%, 03/01/47

     467,059       456,925  

4.500%, 03/01/46

     84,181       82,356  

4.500%, 11/01/45

     172,514       168,854  

4.500%, 02/01/45

     577,087       559,829  

4.500%, 10/01/44

     25,162       24,577  

4.500%, 08/01/44

     454,371       444,520  

4.500%, 07/01/44

     145,827       142,663  

4.500%, 03/01/44

     10,717       10,484  

4.500%, 01/01/44

     96,619       94,556  

4.500%, 12/01/43

     85,368       83,381  

4.500%, 11/01/43

     10,603       10,439  

4.500%, 05/01/42

     42,007       40,266  

4.500%, 09/01/41

     133,740       131,667  

4.500%, 07/01/41

     19,643       19,339  

4.500%, 05/01/41

     42,017       41,372  

4.500%, 04/01/40

     55,782       54,918  

4.500%, 12/01/33

     18,388       17,991  

4.500%, 06/01/31

     18,003       17,615  

4.500%, 06/01/26

     1,757       1,734  

4.500%, 02/01/26

     4,304       4,243  

4.467%, RFUCCT1Y +
1.697%, 04/01/38 (A)

     86,731       87,162  

4.443%, RFUCCT1Y +
1.630%, 01/01/45 (A)

     20,858       20,870  

4.352%, RFUCCT1Y +
1.765%, 11/01/39 (A)

     90,929       91,900  

4.349%, RFUCCT1Y +
1.607%, 11/01/44 (A)

     335,349       336,211  

4.326%, RFUCCT1Y +
1.655%, 08/01/44 (A)

     214,951       214,581  

4.285%, RFUCCT1Y +
2.035%, 09/01/37 (A)

     1,875       1,838  

4.255%, RFUCCT1Y +
1.973%, 04/01/40 (A)

     4,223       4,155  

4.231%, SOFR30A +
2.281%, 09/01/52 (A)

     969,320       929,408  

4.224%, RFUCCT1Y +
1.724%, 04/01/36 (A)

     5,500       5,383  

4.000%, 08/01/52

     1,316,375       1,236,311  

4.000%, 01/01/52

     1,254,059       1,171,774  

4.000%, 05/01/46

     721,284       685,642  

4.000%, 07/01/34

     63,825       61,990  

4.000%, 10/01/31

     37,657       36,612  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

3.982%, RFUCCT1Y +
1.630%, 02/01/45 (A)

    $      13,682       $        13,610   

3.977%, RFUCCT1Y +
1.630%, 02/01/45 (A)

     135,919       135,543  

3.928%, RFUCCT1Y +
1.615%, 11/01/44 (A)

     31,355       31,376  

3.914%, RFUCCT1Y +
1.630%, 01/01/45 (A)

     136,086       134,993  

3.880%, RFUCCT1Y +
1.630%, 12/01/44 (A)

     31,802       31,648  

3.876%, RFUCCT1Y +
1.613%, 01/01/44 (A)

     27,335       27,244  

3.500%, 12/01/52

     3,369,581       3,053,555  

3.500%, 07/01/52

     9,507,167       8,648,752  

3.500%, 06/01/52

     6,039,343       5,479,195  

3.500%, 05/01/52

     5,463,143       4,965,928  

3.500%, 04/01/52

     15,335,646       13,927,031  

3.500%, 02/01/52

     561,236       508,827  

3.500%, 01/01/52

     3,237,661       2,941,667  

3.500%, 04/01/37

     398,649       375,530  

3.172%, RFUCCT1Y +
1.630%, 02/01/45 (A)

     158,350       154,738  

3.000%, 06/01/52

     1,739,549       1,523,409  

3.000%, 03/01/52

     1,438,888       1,268,620  

3.000%, 02/01/50

     3,447,227       3,046,099  

2.500%, 09/01/52

     8,141,163       6,862,998  

2.500%, 02/01/51

     2,437,148       2,083,689  

2.500%, 11/01/50

     3,854,264       3,290,889  

2.500%, 10/01/50

     3,078,414       2,632,738  

2.500%, 07/01/50

     5,075,168       4,329,468  

2.500%, 01/01/36

     1,122,193       1,023,637  

2.000%, 06/01/52

     1,840,343       1,491,473  

2.000%, 04/01/52

     1,827,228       1,480,163  

2.000%, 03/01/52

     3,134,306       2,553,228  

2.000%, 02/01/52

     1,772,104       1,434,982  

2.000%, 01/01/52

     1,475,344       1,203,961  

2.000%, 12/01/50

     3,769,892       3,087,920  

2.000%, 11/01/50

     1,390,687       1,141,997  

2.000%, 09/01/50

     1,254,680       1,023,193  

2.000%, 07/01/50

     5,745,309       4,722,533  

2.000%, 02/01/42

     1,784,898       1,505,526  

FHLMC Multifamily ML Certificates, Ser ML13, Cl ACA

    

2.875%, 07/25/36

     2,459,385       2,129,003  

FHLMC Multifamily Variable Rate Certificate, Ser M069, Cl A

    

4.013%, 04/15/37

     1,235,000       1,148,468  
MORTGAGE-BACKED SECURITIES — continued
     Face
 Amount 
    Value  

FHLMC Structured Pass-Through Certificates, Ser 2002-41, Cl 2A

    

4.660%, 07/25/32 (A)

    $      19,651       $        18,873   

FHLMC Structured Pass-Through Certificates, Ser 2002-48, Cl 1A

    

4.385%, 07/25/33 (A)

     183,744       172,851  

FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 1A

    

6.500%, 09/25/43 (A)

     110,010       110,945  

FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 2A

    

7.500%, 08/25/42 (A)

     44,656       44,831  

FHLMC Structured Pass-Through Certificates, Ser 2003-54, Cl 3A

    

7.000%, 02/25/43

     343,434       356,340  

FHLMC Structured Pass-Through Certificates, Ser 2003-57, Cl 1A2

    

7.000%, 07/25/43

     20,781       21,644  

FHLMC, Ser 1998-2084, Cl ZC

    

6.500%, 08/15/28

     37,988       38,119  

FHLMC, Ser 2001-2295, Cl BD

    

6.000%, 03/15/31

     10,526       10,692  

FHLMC, Ser 2003-2676, Cl PZ

    

5.500%, 09/15/33

     40,200       39,837  

FHLMC, Ser 2005-2944, Cl OH

    

5.500%, 03/15/35

     145,539       146,328  

FHLMC, Ser 2005-2957, Cl VZ

    

5.000%, 02/15/35

     41,784       40,958  

FHLMC, Ser 2006-3143, Cl BC

    

5.500%, 02/15/36

     118,602       118,795  

FHLMC, Ser 2006-3185, Cl GT

    

6.000%, 07/15/26

     30,756       30,586  

FHLMC, Ser 2007-3330, Cl GZ

    

5.500%, 06/15/37

     2,592       2,528  

FHLMC, Ser 2013-299, Cl F1

    

5.682%, SOFR30A + 0.614%, 01/15/43 (A)

     154,617       150,387  

FHLMC, Ser 2013-4283, Cl EW

    

4.500%, 12/15/43 (A)

     115,193       111,274  

FHLMC, Ser 2014-4319, Cl MA

    

4.500%, 03/15/44 (A)

     207,927       202,674  

FHLMC, Ser 2015-4440, Cl ZD

    

2.500%, 02/15/45

     3,538,126       3,003,898  

FHLMC, Ser 2021-5092, Cl BC

    

2.500%, 06/25/36

     399,530       386,027  

FNMA

    

7.000%, 12/01/37

     277       292  

7.000%, 08/01/32

     122,429       125,071  

7.000%, 11/01/29

     40,407       40,923  

6.500%, 01/01/49

     5,326       5,568  

6.500%, 10/01/39

     37,721       39,292  

6.500%, 08/01/39

     15,650       16,462  

6.500%, 10/01/38

     13,106       13,725  

6.500%, 03/01/38

     5,422       5,550  

6.500%, 02/01/38

     3,692       3,853  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

6.500%, 12/01/37

    $      14,495       $        15,098   

6.500%, 11/01/37

     854       897  

6.500%, 03/01/35

     167,649       173,288  

6.500%, 05/01/33

     2,376       2,436  

6.500%, 12/01/32

     8,567       8,901  

6.500%, 08/01/32

     20,624       21,174  

6.000%, 07/01/39

     60,550       62,680  

6.000%, 05/01/38

     31,740       32,833  

6.000%, 08/01/37

     82,496       84,964  

6.000%, 07/01/37

     19,953       20,410  

6.000%, 03/01/37

     10,218       10,578  

6.000%, 09/01/36

     62,368       63,948  

6.000%, 03/01/36

     7,952       8,152  

6.000%, 11/01/35

     11,301       11,656  

6.000%, 07/01/35

     4,858       4,966  

6.000%, 04/01/35

     48,589       49,824  

6.000%, 04/01/34

     11,573       11,942  

6.000%, 03/01/34

     169,797       174,848  

6.000%, 12/01/33

     3,105       3,195  

6.000%, 11/01/33

     3,146       3,245  

6.000%, 12/01/32

     3,925       4,031  

5.849%, RFUCCT1Y +
1.685%, 06/01/42 (A)

     11,134       10,851  

5.528%, RFUCCT1Y +
1.470%, 06/01/35 (A)

     2,736       2,685  

5.511%, RFUCCT1Y +
1.590%, 07/01/44 (A)

     123,123       124,338  

5.500%, 02/01/38

     2,501       2,507  

5.500%, 04/01/37

     111,794       114,126  

5.500%, 09/01/36

     9,435       9,632  

5.500%, 10/01/35

     46,996       47,831  

5.500%, 04/01/35

     155,550       158,800  

5.500%, 11/01/33

     5,885       6,008  

5.500%, 06/01/33

     32,444       33,122  

5.500%, 11/01/29

     5,163       5,147  

5.500%, 01/01/25

     146       145  

5.500%, 05/01/24

     62       62  

5.500%, 03/01/24

     77       77  

5.500%, 01/01/24

     0        

5.312%, H15T1Y +
2.290%, 08/01/34 (A)

     11,813       11,712  

5.211%, RFUCCT1Y +
1.562%, 06/01/44 (A)

     45,618       45,875  

5.074%, RFUCCT1Y +
1.815%, 07/01/41 (A)

     48,691       49,640  

5.000%, 11/01/52

     22,679,774       22,166,391  

5.000%, 06/01/52

     1,542,112       1,506,490  

5.000%, 03/01/49

     180,949       178,919  

5.000%, 12/01/48

     163,905       163,202  

5.000%, 08/01/40

     12,889       12,940  

5.000%, 09/01/39

     42,444       42,609  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

5.000%, 09/01/25

    $         299       $           297   

5.000%, 04/01/25

     4       4  

4.920%, RFUCCT1Y +
1.576%, 08/01/43 (A)

     3,049       2,980  

4.880%, RFUCCT1Y +
1.460%, 05/01/35 (A)

     21,751       21,874  

4.773%, RFUCCT1Y +
1.580%, 04/01/44 (A)

     112,713       112,850  

4.741%, RFUCCT1Y +
1.568%, 05/01/45 (A)

     252,566       251,309  

4.668%, RFUCCT1Y +
1.557%, 01/01/45 (A)

     27,083       27,037  

4.607%, RFUCCT1Y +
1.565%, 05/01/44 (A)

     62,629       62,378  

4.585%, RFUCCT1Y +
1.681%, 11/01/36 (A)

     5,777       5,672  

4.500%, 09/01/52

     9,748,008       9,332,722  

4.500%, 03/01/52

     343,029       336,151  

4.500%, 06/01/48

     293,719       286,180  

4.500%, 07/01/47

     91,976       90,444  

4.500%, 02/01/46

     604,876       594,372  

4.500%, 09/01/45

     47,864       46,771  

4.500%, 02/01/45

     209,850       205,058  

4.500%, 10/01/44

     24,397       23,840  

4.500%, 09/01/43

     8,121       7,936  

4.500%, 01/01/43

     527,304       513,539  

4.500%, 07/01/42

     191,254       188,068  

4.500%, 01/01/42

     59,401       58,413  

4.500%, 12/01/41

     26,995       26,475  

4.500%, 11/01/41

     25,208       24,788  

4.500%, 09/01/41

     13,767       13,402  

4.500%, 08/01/41

     12,544       12,335  

4.500%, 05/01/41

     986,418       968,121  

4.500%, 06/01/36

     22,071       21,699  

4.500%, 09/01/31

     41,339       40,399  

4.500%, 06/01/31

     12,040       11,767  

4.500%, 01/01/31

     108,161       105,708  

4.500%, 08/01/26

     48,209       47,473  

4.500%, 10/01/24

     9,763       9,629  

4.426%, RFUCCT1Y +
1.698%, 04/01/44 (A)

     76,685       76,292  

4.379%, RFUCCT1Y +
1.790%, 06/01/38 (A)

     4,462       4,531  

4.113%, RFUCCT1Y +
1.653%, 05/01/46 (A)

     33,245       33,003  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

4.078%, H15T1Y +
1.999%, 09/01/34 (A)

    $         856       $           865   

4.050%, RFUCCT1Y +
1.550%, 02/01/44 (A)

     655       642  

4.028%, RFUCCT1Y +
1.778%, 12/01/39 (A)

     13,175       13,011  

4.000%, 10/01/52

     2,631,417       2,467,503  

4.000%, 08/01/52

     1,407,244       1,314,036  

4.000%, 07/01/52

     1,804,541       1,685,199  

4.000%, 06/01/52

     38,529,920       35,981,819  

4.000%, 04/01/52

     1,613,546       1,519,664  

4.000%, 10/01/51

     1,727,396       1,616,740  

4.000%, 04/01/48

     1,554,649       1,476,301  

4.000%, 03/01/46

     3,663,715       3,486,127  

4.000%, 01/01/37

     331,756       317,934  

4.000%, 11/01/35

     66,421       63,847  

4.000%, 01/01/35

     1,050,558       1,013,954  

4.000%, 10/01/34

     557,685       541,125  

4.000%, 06/01/34

     618,485       600,397  

4.000%, 03/01/34

     245,191       238,012  

4.000%, 11/01/33

     386,614       375,297  

4.000%, 10/01/33

     48,133       46,724  

4.000%, 10/01/32

     50,934       49,448  

4.000%, 09/01/31

     139,193       135,128  

4.000%, 12/01/30

     210,955       204,803  

4.000%, 11/01/30

     151,850       147,421  

3.961%, RFUCCT1Y +
1.586%, 02/01/44 (A)

     19,405       19,446  

3.909%, RFUCCT1Y +
1.551%, 02/01/44 (A)

     13,914       13,920  

3.850%, RFUCCT1Y +
1.600%, 12/01/44 (A)

     29,424       29,454  

3.840%, RFUCCT1Y +
1.590%, 12/01/44 (A)

     161,234       160,890  

3.830%, RFUCCT1Y +
1.580%, 11/01/44 (A)

     20,115       20,195  

3.830%, RFUCCT1Y +
1.580%, 09/01/44 (A)

     2,196       2,211  

3.827%, RFUCCT1Y +
1.577%, 10/01/44 (A)

     149,012       149,711  

3.814%, RFUCCT1Y +
1.564%, 01/01/44 (A)

     54,255       53,257  

3.705%, SOFR30A +
2.238%, 10/01/52 (A)

     3,493,380       3,303,125  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

3.667%, RFUCCT1Y +
1.620%, 11/01/48 (A)

    $     269,341       $       260,084   

3.500%, 02/01/53

     1,498,531       1,357,758  

3.500%, 05/01/52

     4,336,277       3,935,488  

3.500%, 04/01/52

     7,401,187       6,761,195  

3.500%, 03/01/52

     1,994,440       1,808,752  

3.500%, 01/01/52

     2,236,462       2,028,092  

3.500%, 11/01/51

     1,374,066       1,246,914  

3.500%, 04/01/37

     355,638       335,088  

3.500%, 02/01/31

     495,802       474,210  

3.500%, 12/01/29

     184,819       176,597  

3.079%, RFUCCT1Y +
1.603%, 10/01/48 (A)

     126,424       121,375  

3.000%, 05/01/52

     976,797       863,167  

3.000%, 04/01/52

     3,357,086       2,971,757  

3.000%, 03/01/52

     1,647,563       1,453,114  

3.000%, 01/01/52

     4,117,846       3,603,133  

3.000%, 11/01/51

     2,244,861       1,978,387  

3.000%, 10/01/51

     2,878,683       2,523,885  

3.000%, 08/01/50

     1,877,950       1,684,997  

3.000%, 07/01/50

     1,109,303       976,837  

3.000%, 04/01/50

     1,699,568       1,500,817  

2.961%, RFUCCT1Y +
1.610%, 10/01/47 (A)

     139,406       135,815  

2.931%, RFUCCT1Y +
1.580%, 09/01/47 (A)

     172,275       170,853  

2.500%, 04/01/52

     1,725,360       1,463,156  

2.500%, 03/01/52

     1,786,580       1,524,705  

2.500%, 02/01/52

     6,186,207       5,247,204  

2.500%, 01/01/52

     4,482,330       3,780,309  

2.500%, 12/01/51

     4,097,703       3,491,651  

2.500%, 10/01/51

     1,751,280       1,477,767  

2.500%, 08/01/51

     5,435,688       4,624,998  

2.500%, 07/01/51

     2,860,051       2,418,439  

2.500%, 02/01/51

     7,757,077       6,604,031  

2.500%, 01/01/51

     1,300,145       1,102,271  

2.500%, 11/01/50

     6,058,966       5,178,697  

2.500%, 10/01/50

     8,181,271       6,992,106  

2.500%, 07/01/50

     9,710,883       8,251,281  

2.500%, 06/01/42

     3,141,739       2,725,452  

2.500%, 10/01/41

     1,384,990       1,209,881  

2.500%, 05/01/41

     938,230       809,098  

2.500%, 07/01/36

     1,132,235       1,029,183  

2.500%, 03/01/35

     1,606,151       1,467,838  

2.143%, H15T1Y +
2.143%, 08/01/34 (A)

     822       817  

2.000%, 11/01/51

     6,945,755       5,641,166  

2.000%, 10/01/51

     3,441,569       2,821,200  

2.000%, 09/01/51

     1,723,022       1,411,478  

2.000%, 08/01/51

     1,859,272       1,511,532  

2.000%, 02/01/51

     1,233,094       1,010,876  

2.000%, 01/01/51

     3,217,701       2,637,787  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

2.000%, 12/01/50

    $     521,931       $       427,885   

2.000%, 10/01/50

     1,808,379       1,472,543  

2.000%, 08/01/50

     753,880       618,106  

2.000%, 09/01/36

     1,458,503       1,296,710  

2.000%, 01/01/36

     1,323,306       1,176,632  

1.500%, 10/01/50

     1,863,370       1,434,293  

FNMA Grantor Trust 2000-T6, Ser 2000-T6, Cl A1

    

7.500%, 11/25/40

     14,729       14,453  

FNMA Grantor Trust 2001-T1, Ser 2001-T1, Cl A1

    

7.500%, 10/25/40

     127,899       128,138  

FNMA Grantor Trust 2001-T10, Ser 2001-T10, Cl A1

    

7.000%, 12/25/41

     83,471       84,271  

FNMA Grantor Trust 2001-T12, Ser 2001-T12, Cl A1

    

6.500%, 08/25/41

     2,939       2,945  

FNMA Grantor Trust 2001-T3, Ser 2001-T3, Cl A1

    

7.500%, 11/25/40

     7,889       7,903  

FNMA Grantor Trust 2001-T4, Ser 2001-T4, Cl A1

    

7.500%, 07/25/41

     36,425       36,649  

FNMA Grantor Trust 2001-T7, Ser 2001-T7, Cl A1

    

7.500%, 02/25/41

     1,626       1,705  

FNMA Grantor Trust 2001-T8, Ser 2001-T8, Cl A1

    

7.500%, 07/25/41

     4,733       4,680  

FNMA Grantor Trust 2004-T1, Ser 2004-T1, Cl 1A2

    

6.500%, 01/25/44

     1,256       1,273  

FNMA REMIC Trust 2001-W3, Ser 2001-W3, Cl A

    

7.000%, 09/25/41 (A)

     70,229       67,845  

FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A

    

7.500%, 06/25/42 (A)

     5,774       5,595  

FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A1

    

7.000%, 06/25/42 (A)

     5,774       5,558  

FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 3A

    

5.009%, 10/25/42 (A)

     60,594       60,655  

FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 4A

    

5.610%, 10/25/42 (A)

     24,031       24,133  

FNMA Trust 2003-W2, Ser 2003-W2, Cl 1A3

    

7.500%, 07/25/42

     7,530       7,856  

FNMA Trust 2004-W2, Ser 2004-W2, Cl 2A2

    

7.000%, 02/25/44

     13,279       13,649  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

FNMA Trust 2004-W2, Ser 2004- W2, Cl 5A

    

7.500%, 03/25/44

    $       5,176       $         5,337   

FNMA, Ser 2001-2, Cl ZK

    

6.500%, 02/25/31

     32,465       32,770  

FNMA, Ser 2001-79, Cl BA

    

7.000%, 03/25/45

     11,133       11,267  

FNMA, Ser 2002-33, Cl A1

    

7.000%, 06/25/32

     62,948       63,762  

FNMA, Ser 2007-104, Cl ZE

    

6.000%, 08/25/37

     15,929       16,016  

FNMA, Ser 2007-21, Cl MT

    

5.750%, 03/25/37

     4,706       4,690  

FNMA, Ser 2009-11, Cl MP

    

7.000%, 03/25/49

     4,955       5,075  

FNMA, Ser 2010-136, Cl BA

    

3.500%, 12/25/30

     175,548       167,343  

FNMA, Ser 2010-49, Cl ZJ

    

4.500%, 05/25/40

     47,039       45,260  

FNMA, Ser 2013-128, Cl CF

    

5.784%, SOFR30A +
0.714%, 12/25/43 (A)

     252,920       247,371  

FNMA, Ser 2014-1, Cl KF

    

5.784%, SOFR30A +
0.714%, 02/25/44 (A)

     366,762       358,191  

FNMA, Ser M1G, Cl A2

    

1.469%, 11/25/30 (A)

     3,100,000       2,484,297  

FNMA, Ser M3G, Cl A2

    

1.245%, 01/25/31 (A)

     2,000,000       1,574,633  

Freddie Mac Multifamily ML Certificates

    

1.219%, 07/25/41 (A)(B)

     10,005,240       981,925  

FREMF 2017-K69 Mortgage Trust, Ser K69, Cl C

    

3.727%, 10/25/49 (A)(B)

     2,788,000       2,550,694  

FREMF 2018-K74 Mortgage Trust, Ser K74, Cl C

    

4.094%, 02/25/51 (A)(B)

     3,095,000       2,850,807  

FREMF 2018-K83 Mortgage Trust, Ser K83, Cl C

    

4.278%, 11/25/51 (A)(B)

     2,890,000       2,668,509  

FREMF 2018-K86 Mortgage Trust, Ser K86, Cl C

    

4.294%, 11/25/51 (A)(B)

     3,562,000       3,281,620  

FREMF 2019-K96 Mortgage Trust, Ser K96, Cl C

    

3.812%, 08/25/56 (A)(B)

     1,910,000       1,701,104  

FREMF 2020-K737 Mortgage Trust, Ser K737, Cl C

    

3.304%, 01/25/53 (A)(B)

     640,000       586,492  

FREMF K-100 Mortgage Trust, Ser K100, Cl C

    

3.495%, 11/25/52 (A)(B)

     130,000       113,390  

GNMA

    

7.000%, 12/15/29

     718       739  

6.500%, 05/15/29

     1,256       1,278  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

5.500%, 06/20/53

    $   4,340,314       $     4,314,301   

5.500%, 05/20/53

     6,351,690       6,313,623  

5.500%, 04/20/53

     9,235,389       9,180,040  

5.500%, 02/20/53

     5,118,761       5,088,083  

5.000%, 06/20/53

     7,455,446       7,308,839  

5.000%, 03/20/53

     11,382,209       11,158,384  

5.000%, 02/20/53

     10,507,114       10,300,498  

4.500%, 08/20/52

     6,441,916       6,201,932  

4.000%, 08/20/52

     13,000,182       12,247,450  

4.000%, 04/20/52

     116,139       109,360  

4.000%, 03/20/52

     123,042       115,861  

4.000%, 02/20/52

     1,681,359       1,583,281  

4.000%, 01/20/52

     1,337,065       1,259,089  

4.000%, 12/20/48

     1,456,639       1,379,897  

3.500%, 08/20/52

     11,135,532       10,227,664  

3.500%, 07/20/52

     1,927,078       1,769,938  

3.500%, 03/20/52

     2,054,047       1,886,569  

3.500%, 02/20/52

     1,501,349       1,379,044  

3.500%, 01/20/52

     1,601,958       1,471,401  

3.500%, 06/20/51

     1,588,550       1,470,009  

3.500%, 01/20/50

     1,132,575       1,049,719  

3.500%, 10/20/49

     3,033,212       2,790,343  

3.000%, 06/20/52

     13,304,287       11,845,616  

3.000%, 10/20/51

     1,957,768       1,747,425  

3.000%, 07/20/51

     2,719,229       2,429,588  

3.000%, 05/20/51

     1,244,644       1,112,863  

2.500%, 07/20/52

     1,568,679       1,353,227  

2.500%, 04/20/52

     9,077,830       7,830,510  

2.500%, 03/20/52

     3,353,550       2,879,362  

2.500%, 11/20/51

     1,835,155       1,582,369  

2.500%, 08/20/51

     1,639,151       1,414,785  

2.500%, 05/20/51

     850,242       735,341  

2.500%, 03/20/51

     1,993,417       1,724,958  

2.500%, 12/20/50

     1,670,763       1,402,999  

2.000%, 05/20/52

     8,458,292       7,082,513  

2.000%, 04/20/52

     1,423,493       1,191,956  

2.000%, 10/20/51

     1,811,906       1,515,225  

2.000%, 01/20/51

     1,204,618       1,010,197  

2.000%, 12/20/50

     1,629,527       1,352,741  

2.000%, 11/20/50

     8,205,449       6,896,787  

GNMA, Ser 2002-49, Cl ZG

    

6.000%, 07/20/32

     341,279       340,124  

GNMA, Ser 2012-98, Cl BM

    

4.903%, 08/20/42 (A)

     195,995       188,463  

GNMA, Ser 2017-H17, Cl FQ

    

3.978%, TSFR12M +
0.270%, 09/20/67 (A)

     1,350,972       1,340,051  

GNMA, Ser 2017-H22, Cl FH

    

5.001%, TSFR12M +
0.220%, 11/20/67 (A)

     911,473       902,450  

GNMA, Ser 2017-H24, Cl FQ

    

5.645%, TSFR12M +
0.200%, 11/20/67 (A)

     959,736       948,827  
MORTGAGE-BACKED SECURITIES — continued
     Face
 Amount 
    Value  

GNMA, Ser 2018-H04, Cl FK

    

5.366%, TSFR12M +
0.040%, 03/20/68 (A)

    $     849,527       $       825,133   

GNMA, Ser 2018-H05, Cl CF

    

5.386%, TSFR12M +
0.060%, 03/20/68 (A)

     972,386       943,650  

GNMA, Ser 2018-H05, Cl FE

    

5.396%, RFUCCT1Y +
0.070%, 02/20/68 (A)

     355,185       349,057  

GNMA, Ser 2019-H09, Cl FG

    

5.655%, TSFR12M +
0.350%, 05/20/69 (A)

     373,016       366,370  

GNMA, Ser 2019-H16, Cl CF

    

3.971%, TSFR1M+
0.700%, 10/20/69 (A)

     309,120       304,963  

GNMA, Ser 2020-H01, Cl FV

    

4.004%, TSFR1M +
0.650%, 01/20/70 (A)

     3,532,271       3,469,746  

GNMA, Ser 2020-H02, Cl FB

    

3.804%, TSFR1M+
0.600%, 01/20/70 (A)

     466,118       455,573  

GNMA, Ser 2022-H04, Cl FG

    

5.183%, SOFR30A +
0.550%, 02/20/67 (A)

     2,060,660       2,038,203  

GNMA, Ser 2022-H08, Cl FE

    

5.816%, SOFR30A +
0.750%, 03/20/72 (A)

     1,924,999       1,892,415  

GNMA, Ser 2022-H09, Cl FA

    

5.738%, SOFR30A +
0.670%, 04/20/72 (A)

     1,992,110       1,949,091  

GNMA, Ser 2022-H11, Cl EF

    

6.038%, SOFR30A +
0.970%, 05/20/72 (A)

     2,524,295       2,521,767  

GNMA, Ser 2023-H04, Cl FC

    

5.918%, SOFR30A +
0.850%, 01/20/73 (A)

     1,944,112       1,919,842  

GNMA, Ser 2023-H13, Cl FJ

    

6.488%, SOFR30A +
1.420%, 02/20/73 (A)

     1,266,967       1,277,251  

Vendee Mortgage Trust 1995-1, Ser 1995-1, Cl 2

    

7.793%, 02/15/25

     1,061       1,061  

Vendee Mortgage Trust 1995-2, Ser 1995-2C, Cl 3A

    

8.793%, 06/15/25

     1,189       1,213  

Vendee Mortgage Trust 1998-2, Ser 1998-2, Cl 2A

    

8.617%, 08/15/27 (A)

     254       256  
    

 

 

 

       549,719,606  
    

 

 

 

 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

 
     Face
 Amount 
    Value  

Non-Agency Mortgage-Backed Obligation — 5.2%

 

BANK 2017-BNK5, Ser BNK5, Cl D

    

3.078%, 06/15/60 (A)(B)

    $     386,000       $       253,403   

BANK 2023-BNK45, Ser BNK45, Cl C

    

6.279%, 02/15/56 (A)

     550,000       471,900  

Barclays Commercial Mortgage Trust 2019-C4, Ser C4, Cl C

    

3.469%, 08/15/52

     1,300,000       915,680  

BBCMS Mortgage Trust 2023- C19, Ser C19, Cl C

    

6.385%, 04/15/56 (A)

     730,000       646,926  

Benchmark 2019-B10 Mortgage Trust, Ser B10, Cl C

    

3.750%, 03/15/62

     1,200,000       858,319  

Benchmark 2019-B10 Mortgage Trust, Ser B10, Cl E

    

3.000%, 03/15/62 (B)

     1,260,000       666,983  

Benchmark 2020-B16 Mortgage Trust, Ser B16, Cl D

    

2.500%, 02/15/53 (B)

     5,470,000       3,113,212  

Benchmark 2022-B35 Mortgage Trust, Ser B35, Cl C

    

4.445%, 05/15/55 (A)

     595,140       432,226  

Benchmark 2022-B35 Mortgage Trust, Ser B35, Cl D

    

2.500%, 05/15/55 (B)

     4,000,000       1,959,228  

BMO 2023-C4 Mortgage Trust, Ser C4, Cl C

    

5.864%, 02/15/56 (A)

     960,000       809,915  

BMO 2023-C5 Mortgage Trust, Ser C5, Cl C

    

6.627%, 06/15/56 (A)

     730,000       687,839  

BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS

    

6.712%, TSFR1M +
1.490%, 01/17/39 (A)(B)

     2,500,000       2,451,126  

BX Trust, Ser 2022-CLS, Cl B

    

6.300%, 10/13/27 (B)

     2,100,000       1,987,180  

Century Plaza Towers 2019-CPT, Ser CPT, Cl C

    

2.997%, 11/13/39 (A)(B)

     500,000       342,033  

Century Plaza Towers 2019-CPT, Ser CPT, Cl E

    

2.997%, 11/13/39 (A)(B)

     2,500,000       1,515,187  

Century Plaza Towers, Ser 2019- CPT, Cl B

    

2.997%, 11/13/39 (A)(B)

     733,000       538,988  

CFCRE Commercial Mortgage Trust 2016-C6, Ser C6, Cl D

    

4.179%, 11/10/49 (A)(B)

     2,525,000       1,726,857  

Citigroup Commercial Mortgage Trust 2014-GC21, Ser GC21, Cl D

    

4.940%, 05/10/47 (A)(B)

     1,885,000       1,258,359  
MORTGAGE-BACKED SECURITIES — continued

 

 
     Face
 Amount 
    Value  

Citigroup Commercial Mortgage Trust 2022-GC48, Ser GC48, Cl C

    

4.875%, 05/15/54 (A)

    $   3,000,000       $     2,283,559   

COMM Mortgage Trust, Ser 2022-HC, Cl A

    

2.819%, 01/10/39 (B)

     1,390,000       1,143,420  

COMM Mortgage Trust, Ser 2022-HC, Cl C

    

3.376%, 01/10/39 (B)

     1,570,000       1,234,675  

COMM Mortgage Trust, Ser CR20, Cl C

    

4.448%, 11/10/47 (A)

     1,580,000       1,393,338  

COMM Mortgage Trust, Ser LPFL, Cl C

    

7.616%, TSFR1M +
2.394%, 03/15/39 (A)(B)

     2,560,000       2,491,241  

CSAIL 2019-C16 Commercial Mortgage Trust, Ser C16, Cl C

    

4.237%, 06/15/52 (A)

     2,265,000       1,764,900  

CSMC 2014-USA OA, Ser USA, Cl C

    

4.336%, 09/15/37 (B)

     3,550,000       2,695,565  

CSMC 2021-NQM5 Trust, Ser 2021-NQM5, Cl M1

    

2.168%, 05/25/66 (A)(B)

     1,310,000       681,497  

CSMC OA, Ser 2014-USA, Cl A2

    

3.953%, 09/15/37 (B)

     565,000       489,261  

FASST 2021-JR1 A2

    

2.000%, 04/25/51

     2,615,715       2,444,081  

FASST 21-S1-A2 07/25/2051

    

1.750%, 07/25/51

     4,960,710       4,661,770  

Finance of America Structured Securities Trust 2022-S4, Ser 2022-S4, Cl A2A

    

3.000%, 01/25/57 (B)

     3,000,824       2,703,812  

Finance of America Structured Securities Trust, Ser 2021-S2, Cl A2

    

1.750%, 09/25/71 (B)

     2,499,950       2,343,915  

GS Mortgage Securities Trust 2017-GS8, Ser GS8, Cl D

    

2.700%, 11/10/50 (B)

     2,570,000       1,713,703  

Hudson Yards 2019-55HY Mortgage Trust, Ser 55HY, Cl A

    

2.943%, 12/10/41 (A)(B)

     1,000,000       843,221  

Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A

    

2.835%, 08/10/38 (B)

     2,085,000       1,877,898  

JPMBB Commercial Mortgage Securities Trust 2015-C28, Ser C28, Cl C

    

4.136%, 10/15/48 (A)

     5,170,000       4,509,509  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

JPMBB Commercial Mortgage Securities Trust 2015-C29, Ser C29, Cl C

    

4.188%, 05/15/48 (A)

    $   5,750,000       $     5,101,397   

Morgan Stanley Capital I Trust 2019-H7, Ser H7, Cl C

    

4.128%, 07/15/52

     1,809,000       1,386,996  

NW RE-REMIC TRUST 2021-FRR1, Ser FRR1, Cl AK88

    

2.812%, 12/18/51 (A)(B)

     2,500,000       2,075,909  

OBX 2022-NQM1 Trust, Ser 2022-NQM1, Cl M1

    

3.504%, 11/25/61 (A)(B)

     1,010,000       665,004  

One Bryant Park Trust, Ser 2019-OBP, Cl A

    

2.516%, 09/15/54 (B)

     3,385,000       2,756,135  

One Market Plaza Trust, Ser 2017-1MKT, Cl B

    

3.845%, 02/10/32 (B)

     400,000       352,500  

One Market Plaza Trust, Ser 2017-1MKT, Cl C

    

4.016%, 02/10/32 (B)

     1,000,000       843,750  

Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl M1

    

3.248%, 10/25/61 (B)

     1,750,000       1,081,480  

Palisades Center Trust 2016- PLSD, Ser PLSD, Cl A

    

2.713%, 04/13/33 (B)

     4,705,000       2,681,850  

SFAVE Commercial Mortgage Securities Trust 2015-5AVE, Ser 5AVE, Cl A2B

    

4.144%, 01/05/43 (A)(B)

     1,995,000       1,367,350  

SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1

    

3.872%, 01/05/43 (A)(B)

     3,045,000       2,121,532  

Shops at Crystals Trust 2016- CSTL, Ser CSTL, Cl C

    

3.731%, 07/05/36 (A)(B)

     2,800,000       2,403,698  

SLG Office Trust 2021-OVA, Ser OVA, Cl C

    

2.851%, 07/15/41 (B)

     2,500,000       1,918,252  

SPGN Mortgage Trust, Ser 2022- TFLM, Cl D

    

8.722%, TSFR1M +
3.500%, 02/15/39 (A)(B)

     2,500,000       2,305,526  

Taubman Centers Commercial Mortgage Trust 2022-DPM, Ser DPM, Cl C

    

8.999%, TSFR1M +
3.777%, 05/15/37 (A)(B)

     1,225,000       1,175,539  

Vendee Mortgage Trust 2011-2, Ser 2011-2, Cl DZ

    

3.750%, 10/15/41

     1,494,366       1,373,583  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Verus Securitization Trust 2021- 2, Ser 2021-2, Cl M1

    

2.187%, 02/25/66 (A)(B)

    $   2,910,000       $     1,979,676   

Verus Securitization Trust 2021- 3, Ser 2021-3, Cl M1

    

2.397%, 06/25/66 (A)(B)

     1,555,000       976,935  

Verus Securitization Trust 2021-4, Ser 2021-4, Cl M1

    

2.195%, 07/25/66 (A)(B)

     1,400,000       798,178  

Verus Securitization Trust 2021-R3, Ser 2021-R3, Cl M1

    

2.411%, 04/25/64 (A)(B)

     2,745,000       1,943,479  

Wells Fargo Commercial Mortgage Trust 2015-C28, Ser C28, Cl D

    

4.081%, 05/15/48 (A)

     1,685,000       1,340,458  

Wells Fargo Commercial Mortgage Trust 2018-C47, Ser C47, Cl C

    

4.930%, 09/15/61 (A)

     1,440,000       1,187,857  

Wells Fargo Commercial Mortgage Trust 2019-C50, Ser C50, Cl C

    

4.345%, 05/15/52

     2,000,000       1,592,611  

Wells Fargo Commercial Mortgage Trust 2019-C52, Ser C52, Cl C

    

3.561%, 08/15/52

     1,100,000       818,553  

Wells Fargo Commercial Mortgage Trust 2022-C62, Ser C62, Cl C

    

4.351%, 04/15/55 (A)

     1,765,000       1,310,105  
    

 

 

 

       97,469,079  
    

 

 

 

Total Mortgage-Backed Securities
(Cost $700,464,649)

       647,188,685  
    

 

 

 

    

CORPORATE OBLIGATIONS — 28.7%

 

COMMUNICATION SERVICES — 3.4%

 

 

Alphabet

    

1.100%, 08/15/30

     2,500,000       2,022,703  

AT&T

    

4.500%, 03/09/48

     471,000       385,576  

4.350%, 06/15/45

     2,720,000       2,195,247  

3.800%, 12/01/57

     750,000       522,115  

3.650%, 09/15/59

     1,336,000       893,784  

3.550%, 09/15/55

     1,238,000       833,100  

2.750%, 06/01/31

     725,000       601,938  

2.550%, 12/01/33

     150,000       115,908  

CCO Holdings

    

4.500%, 05/01/32

     975,000       794,979  

4.500%, 06/01/33(B)

     975,000       771,517  

4.250%, 01/15/34(B)

     825,000       634,112  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

COMMUNICATION SERVICES — continued

 

Charter Communications Operating

    

6.484%, 10/23/45

   $   3,835,000      $     3,578,682   

5.750%, 04/01/48

     950,000       813,907  

5.375%, 05/01/47

     800,000       653,642  

4.400%, 04/01/33

     250,000       220,114  

Comcast

    

5.500%, 11/15/32

     850,000       881,603  

4.650%, 02/15/33

     1,500,000       1,480,144  

4.400%, 08/15/35

     2,340,000       2,198,831  

3.450%, 02/01/50

     905,000       678,386  

2.800%, 01/15/51

     225,000       146,935  

Cox Communications

    

3.850%, 02/01/25(B)

     800,000       775,373  

3.500%, 08/15/27(B)

     1,025,000       952,579  

3.350%, 09/15/26(B)

     575,000       539,301  

1.800%, 10/01/30(B)

     650,000       510,444  

Paramount Global

    

4.950%, 01/15/31

     1,350,000       1,208,719  

Prosus

    

4.987%, 01/19/52(B)

     2,200,000       1,611,586  

4.850%, 07/06/27(B)

     500,000       477,450  

4.193%, 01/19/32(B)

     700,000       592,469  

3.680%, 01/21/30(B)

     1,400,000       1,195,276  

3.061%, 07/13/31(B)

     3,875,000       3,042,116  

Rogers Communications

    

3.800%, 03/15/32

     1,705,000       1,481,773  

Telecom Italia

    

5.303%, 05/30/24(B)

     2,300,000       2,254,868  

Telecom Italia Capital

    

7.721%, 06/04/38

     1,345,000       1,195,454  

7.200%, 07/18/36

     175,000       150,333  

Tencent Holdings MTN

    

3.975%, 04/11/29(B)

     2,000,000       1,862,280  

Time Warner Cable

    

6.750%, 06/15/39

     800,000       771,011  

T-Mobile USA

    

4.500%, 04/15/50

     475,000       405,895  

4.375%, 04/15/40

     300,000       264,711  

3.875%, 04/15/30

     3,695,000       3,394,745  

3.500%, 04/15/31

     1,000,000       879,034  

3.400%, 10/15/52

     100,000       70,226  

3.375%, 04/15/29

     1,000,000       899,988  

Verizon Communications

    

4.400%, 11/01/34

     3,130,000       2,863,787  

4.272%, 01/15/36

     900,000       803,650  

3.875%, 03/01/52

     3,500,000       2,694,935  

3.550%, 03/22/51

     1,295,000       937,893  

2.987%, 10/30/56

     345,000       212,495  

2.850%, 09/03/41

     2,500,000       1,754,433  

2.650%, 11/20/40

     1,905,000       1,301,697  

1.500%, 09/18/30

     2,500,000       1,968,798  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

COMMUNICATION SERVICES — continued

 

Vodafone Group

    

7.000%, USD Swap Semi 30/360 5 Yr Curr +
4.873%, 04/04/79(A)

   $   1,550,000      $     1,593,410   

Walt Disney

    

6.650%, 11/15/37

     555,000       633,302  

Warnermedia Holdings

    

5.050%, 03/15/42

     610,000       507,130  

3.755%, 03/15/27

     85,000       79,563  
    

 

 

 

       60,309,947  
    

 

 

 

CONSUMER DISCRETIONARY — 1.1%

 

Ford Motor

    

6.100%, 08/19/32

     1,000,000       967,070  

3.250%, 02/12/32

     2,500,000       1,975,567  

Ford Motor Credit

    

7.350%, 11/04/27

     525,000       538,007  

6.800%, 05/12/28

     1,125,000       1,135,338  

5.125%, 06/16/25

     350,000       340,778  

4.542%, 08/01/26

     425,000       401,639  

4.389%, 01/08/26

     650,000       617,696  

4.375%, 08/06/23

     625,000       624,266  

4.134%, 08/04/25

     400,000       381,519  

4.063%, 11/01/24

     2,000,000       1,940,717  

3.810%, 01/09/24

     700,000       690,947  

3.375%, 11/13/25

     450,000       420,740  

General Motors

    

5.400%, 10/15/29

     1,350,000       1,329,306  

Lowe’s

    

5.750%, 07/01/53

     1,205,000       1,224,778  

Massachusetts Institute of Technology

    

3.959%, 07/01/38

     2,527,000       2,304,259  

Nordstrom

    

6.950%, 03/15/28

     865,000       857,414  

Starbucks

    

4.450%, 08/15/49

     2,500,000       2,196,272  

Whirlpool

    

2.400%, 05/15/31

     2,500,000       2,031,704  

YMCA of Greater New York

    

3.160%, 08/01/31

     615,000       495,760  

ZF North America Capital

    

7.125%, 04/14/30(B)

     320,000       329,072  
    

 

 

 

       20,802,849  
    

 

 

 

CONSUMER STAPLES — 0.6%

    

Anheuser-Busch InBev Worldwide

    

5.450%, 01/23/39

     1,510,000       1,554,671  

Coca-Cola

    

1.650%, 06/01/30

     150,000       124,583  

1.450%, 06/01/27

     25,000       22,343  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

CONSUMER STAPLES — continued

 

Mather Foundation

    

2.675%, 10/01/31

   $   2,500,000      $     2,055,005   

PepsiCo

    

3.900%, 07/18/32

     3,000,000       2,879,683  

2.875%, 10/15/49

     3,340,000       2,466,489  

RELX Capital

    

4.000%, 03/18/29

     375,000       359,427  

3.000%, 05/22/30

     50,000       44,358  

Sysco

    

2.400%, 02/15/30

     2,500,000       2,126,806  
    

 

 

 

       11,633,365  
    

 

 

 

ENERGY — 2.9%

    

Apache

    

5.100%, 09/01/40

     1,940,000       1,648,515  

BP Capital Markets America

    

3.060%, 06/17/41

     1,925,000       1,447,749  

Cameron LNG

    

3.701%, 01/15/39(B)

     1,520,000       1,256,434  

ConocoPhillips

    

4.150%, 11/15/34

     455,000       414,899  

Devon Energy

    

7.875%, 09/30/31

     830,000       939,777  

Diamondback Energy

    

6.250%, 03/15/53

     1,640,000       1,678,872  

6.250%, 03/15/33

     4,050,000       4,230,643  

Energy Transfer

    

4.400%, 03/15/27

     2,945,000       2,840,096  

2.900%, 05/15/25

     1,935,000       1,843,764  

Exxon Mobil

    

2.610%, 10/15/30

     575,000       501,833  

Hess

    

7.875%, 10/01/29

     290,000       322,449  

7.300%, 08/15/31

     510,000       561,515  

Hydro-Quebec

    

8.050%, 07/07/24

     2,500,000       2,549,704  

Kinder Morgan

    

5.550%, 06/01/45

     3,285,000       3,067,183  

5.200%, 03/01/48

     450,000       397,910  

4.800%, 02/01/33

     230,000       218,056  

Kinder Morgan Energy Partners

    

6.500%, 09/01/39

     50,000       51,056  

5.500%, 03/01/44

     370,000       338,904  

MPLX

    

5.500%, 02/15/49

     1,635,000       1,492,057  

Occidental Petroleum

    

2.900%, 08/15/24

     1,750,000       1,695,452  

Petrobras Global Finance BV

    

7.250%, 03/17/44

     500,000       500,153  

6.900%, 03/19/49

     100,000       94,268  

6.750%, 06/03/50

     1,450,000       1,323,906  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

ENERGY — continued

 

 

5.500%, 06/10/51

   $     375,000      $       297,110   

Petroleos Mexicanos

    

7.690%, 01/23/50

     6,800,000       4,732,277  

6.700%, 02/16/32

     2,819,000       2,172,046  

6.625%, 06/15/35

     1,200,000       855,093  

6.375%, 01/23/45

     655,000       414,243  

Rio Oil Finance Trust Series 2014-1

    

9.250%, 07/06/24(B)

     639,891       644,306  

Rio Oil Finance Trust Series 2014-3

    

9.750%, 01/06/27(B)

     1,208,970       1,249,773  

Rio Oil Finance Trust Series 2018-1

    

8.200%, 04/06/28(B)

     739,575       744,197  

Sweihan PV Power PJSC

    

3.625%, 01/31/49(B)

     2,433,950       1,952,038  

Topaz Solar Farms

    

5.750%, 09/30/39(B)

     2,456,871       2,370,880  

TransCanada PipeLines

    

4.625%, 03/01/34

     1,345,000       1,229,900  

Transcanada Trust

    

5.875%, ICE LIBOR USD 3 MONTH +
4.640%, 08/15/76(A)

     975,000       909,648  

5.625%, ICE LIBOR USD 3 MONTH +
3.528%, 05/20/75(A)

     275,000       261,053  

5.600%, H15T5Y +
3.986%, 03/07/82(A)

     375,000       315,895  

5.500%, U.S. SOFR +
4.416%, 09/15/79(A)

     1,575,000       1,339,546  

5.300%, ICE LIBOR USD 3 MONTH +
3.208%, 03/15/77(A)

     3,150,000       2,787,656  

Ultrapar International

    

5.250%, 06/06/29(B)

     229,000       212,397  

5.250%, 10/06/26(B)

     625,000       603,906  

Williams

    

3.500%, 11/15/30

     175,000       156,659  
    

 

 

 

       52,663,818  
    

 

 

 

FINANCIALS — 13.6%

    

ABN AMRO Bank

    

2.470%, H15T1Y +
1.100%, 12/13/29(A)(B)

     2,500,000       2,118,140  

Aflac

    

1.125%, 03/15/26

     2,500,000       2,243,299  

Allstate

    

5.250%, 03/30/33

     1,550,000       1,537,534  

American International Group

    

3.900%, 04/01/26

     483,000       468,382  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Ares Capital

    

4.250%, 03/01/25

   $   1,370,000      $     1,313,670   

Aviation Capital Group

    

4.125%, 08/01/25(B)

     496,000       470,993  

Avolon Holdings Funding

    

4.375%, 05/01/26(B)

     1,445,000       1,358,191  

Bank Hapoalim

    

3.255%, H15T5Y +
2.155%, 01/21/32(A)(B)

     2,500,000       2,141,400  

Bank of America MTN

    

6.204%, U.S. SOFR +
1.990%, 11/10/28(A)

     325,000       333,952  

4.875%, 04/01/44

     50,000       48,005  

4.450%, 03/03/26

     1,275,000       1,241,004  

4.250%, 10/22/26

     725,000       700,120  

4.200%, 08/26/24

     440,000       432,984  

4.183%, 11/25/27

     1,275,000       1,216,251  

3.846%, H15T5Y +
2.000%, 03/08/37(A)

     1,875,000       1,616,285  

3.705%, TSFR3M +
1.774%, 04/24/28(A)

     1,545,000       1,449,385  

3.093%, TSFR3M +
1.352%, 10/01/25(A)

     1,645,000       1,591,606  

2.676%, U.S. SOFR +
1.930%, 06/19/41(A)

     1,870,000       1,324,413  

2.572%, U.S. SOFR +
1.210%, 10/20/32(A)

     650,000       527,530  

2.496%, TSFR3M +
1.252%, 02/13/31(A)

     50,000       41,890  

1.530%, U.S. SOFR +
0.650%, 12/06/25(A)

     3,000,000       2,820,434  

Bank of New York Mellon MTN

    

5.834%, SOFRINDX +
2.074%, 10/25/33(A)

     650,000       673,158  

Bank of Nova Scotia

    

0.650%, 07/31/24

     1,000,000       950,963  

Barclays

    

7.437%, H15T1Y +
3.500%, 11/02/33(A)

     325,000       354,388  

7.119%, U.S. SOFR +
3.570%, 06/27/34(A)

     200,000       202,689  

6.224%, U.S. SOFR +
2.980%, 05/09/34(A)

     225,000       227,094  

5.829%, U.S. SOFR +
2.210%, 05/09/27(A)

     675,000       671,210  

5.501%, H15T1Y +
2.650%, 08/09/28(A)

     450,000       442,745  

4.836%, 05/09/28

     725,000       675,697  

4.375%, 09/11/24

     1,375,000       1,344,691  

2.894%, H15T1Y +

1.300%, 11/24/32(A)

     1,000,000       796,511  

1.007%, H15T1Y +
0.800%, 12/10/24(A)

     2,540,000       2,491,893  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

BB Blue Financing DAC

    

4.395%, 09/20/37

   $   2,500,000      $     2,498,320   

Belrose Funding Trust

    

2.330%, 08/15/30(B)

     1,990,000       1,527,704  

BGC Partners

    

8.000%, 05/25/28(B)

     2,410,000       2,356,944  

Blackstone Private Credit Fund

    

2.625%, 12/15/26

     2,845,000       2,441,110  

Blue Owl Capital

    

3.400%, 07/15/26

     1,140,000       1,028,781  

2.875%, 06/11/28

     1,190,000       983,636  

BNP Paribas

    

4.625%, 03/13/27(B)

     1,275,000       1,226,287  

4.375%, 09/28/25(B)

     1,275,000       1,231,425  

4.375%, 05/12/26(B)

     250,000       240,670  

4.250%, 10/15/24

     2,150,000       2,105,336  

1.675%, U.S. SOFR +
0.912%, 06/30/27(A)(B)

     2,450,000       2,182,922  

BPCE

    

2.045%, U.S. SOFR +
1.087%, 10/19/27(A)(B)

     2,500,000       2,211,258  

Brookfield Finance

    

4.850%, 03/29/29

     1,435,000       1,382,386  

Caisse d’Amortissement de la Dette Sociale

    

2.125%, 01/26/32(B)

     2,500,000       2,113,903  

1.000%, 10/21/30(B)

     2,500,000       1,980,244  

Cantor Fitzgerald

    

4.875%, 05/01/24(B)

     215,000       211,054  

Capital One Financial

    

6.377%, U.S. SOFR +
2.860%, 06/08/34(A)

     1,340,000       1,352,785  

6.312%, U.S. SOFR +
2.640%, 06/08/29(A)

     350,000       351,322  

5.268%, U.S. SOFR +
2.370%, 05/10/33(A)

     1,770,000       1,686,076  

4.927%, U.S. SOFR +
2.057%, 05/10/28(A)

     675,000       648,661  

4.200%, 10/29/25

     1,050,000       1,010,885  

3.750%, 04/24/24

     275,000       270,354  

2.636%, U.S. SOFR +
1.290%, 03/03/26(A)

     50,000       47,015  

CDP Financial MTN

    

1.000%, 05/26/26(B)

     2,500,000       2,243,049  

Central American Bank for Economic Integration

    

5.000%, 02/09/26(B)

     500,000       494,084  

Charles Schwab

    

5.853%, U.S. SOFR +
2.500%, 05/19/34(A)

     175,000       180,335  

5.643%, U.S. SOFR +
2.210%, 05/19/29(A)

     375,000       378,281  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Citigroup

    

8.125%, 07/15/39

   $     785,000      $       996,123   

6.625%, 06/15/32

     525,000       554,453  

6.023%, U.S. SOFR +
0.694%, 01/25/26(A)

     2,261,000       2,256,033  

4.650%, 07/23/48

     495,000       446,450  

4.600%, 03/09/26

     40,000       39,029  

4.450%, 09/29/27

     1,920,000       1,846,835  

4.412%, U.S. SOFR +
3.914%, 03/31/31(A)

     600,000       563,937  

3.785%, U.S. SOFR +
1.939%, 03/17/33(A)

     750,000       662,749  

3.700%, 01/12/26

     55,000       52,872  

3.400%, 05/01/26

     330,000       313,862  

2.666%, U.S. SOFR +
1.146%, 01/29/31(A)

     1,590,000       1,345,051  

2.014%, U.S. SOFR +
0.694%, 01/25/26(A)

     2,500,000       2,358,740  

1.281%, U.S. SOFR +
0.528%, 11/03/25(A)

     2,500,000       2,353,774  

0.776%, U.S. SOFR +
0.686%, 10/30/24(A)

     2,500,000       2,466,102  

Colombia Government International Bond

    

5.625%, 02/26/44

     1,200,000       935,039  

Community Preservation

    

2.867%, 02/01/30

     2,400,000       2,007,996  

Conservation Fund A Nonprofit

    

3.474%, 12/15/29

     2,116,000       1,822,552  

Cooperatieve Rabobank UA

    

1.004%, H15T1Y +
0.730%, 09/24/26(A)(B)

     444,000       399,851  

Corebridge Financial

    

3.900%, 04/05/32

     1,080,000       951,170  

Council of Europe Development Bank

    

3.000%, 06/16/25

     2,500,000       2,404,659  

Deutsche Bank NY

    

1.686%, 03/19/26

     2,500,000       2,270,255  

Enel Finance International

    

5.000%, 06/15/32(B)

     1,100,000       1,047,619  

European Investment Bank

    

3.750%, 02/14/33

     2,500,000       2,430,798  

3.250%, 11/15/27

     1,800,000       1,724,824  

2.875%, 06/13/25(B)

     2,500,000       2,403,688  

2.125%, 04/13/26

     1,000,000       936,367  

0.875%, 05/17/30

     3,500,000       2,822,611  

0.625%, 10/21/27

     5,000,000       4,289,788  

Fairfax Financial Holdings

    

4.850%, 04/17/28

     900,000       874,638  

Ford Foundation

    

2.815%, 06/01/70

     2,500,000       1,547,202  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Goldman Sachs Group

    

4.387%, U.S. SOFR +
1.510%, 06/15/27(A)

   $   2,500,000      $     2,432,369   

4.017%, TSFR3M +
1.635%, 10/31/38(A)

     2,795,000       2,371,720  

3.615%, U.S. SOFR +
1.846%, 03/15/28(A)

     2,600,000       2,440,772  

3.272%, TSFR3M +
1.463%, 09/29/25(A)

     1,330,000       1,289,929  

Golub Capital BDC

    

2.500%, 08/24/26

     3,530,000       3,100,235  

GPS Blue Financing DAC

    

5.645%, 11/09/41(B)

     2,500,000       2,579,196  

HSBC Holdings

    

8.113%, U.S. SOFR +
4.250%, 11/03/33(A)

     1,000,000       1,108,667  

6.800%, 06/01/38

     250,000       261,308  

6.500%, 09/15/37

     1,525,000       1,610,034  

6.500%, 05/02/36

     510,000       529,661  

6.254%, U.S. SOFR +
2.390%, 03/09/34(A)

     650,000       669,904  

4.950%, 03/31/30

     725,000       709,802  

4.762%, U.S. SOFR +
2.530%, 03/29/33(A)

     1,275,000       1,161,977  

4.375%, 11/23/26

     420,000       399,792  

4.300%, 03/08/26

     2,900,000       2,813,718  

2.357%, U.S. SOFR +
1.947%, 08/18/31(A)

     700,000       562,191  

0.976%, U.S. SOFR +
0.708%, 05/24/25(A)

     850,000       812,532  

ING Groep

    

1.400%, H15T1Y +
1.100%, 07/01/26(A)(B)

     3,765,000       3,445,987  

Inter-American Development Bank MTN

    

5.563%, SOFRINDX +
0.280%, 04/12/27(A)

     1,500,000       1,496,281  

3.500%, 04/12/33

     2,500,000       2,371,749  

1.125%, 01/13/31

     2,500,000       2,010,922  

Intercontinental Exchange

    

2.650%, 09/15/40

     2,245,000       1,584,695  

International Bank for Reconstruction & Development

    

0.750%, 08/26/30

     2,500,000       1,972,606  

0.000%, 03/31/28(C)

     1,000,000       978,083  

0.000%, 03/31/27(C)

     2,500,000       2,259,160  

International Development Association

    

0.875%, 04/28/26(B)

     1,000,000       900,014  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

International Finance MTN

    

5.350%, U.S. SOFR + 0.090%, 04/03/24(A)

   $   2,500,000      $     2,499,818   

International Finance Facility for Immunisation MTN

    

1.000%, 04/21/26

     2,500,000       2,256,983  

Jackson National Life Global Funding

    

6.410%, U.S. SOFR + 1.150%, 06/28/24(A)(B)

     8,360,000       8,366,413  

JPMorgan Chase

    

8.750%, 09/01/30

     945,000       1,139,394  

7.625%, 10/15/26

     75,000       80,139  

5.717%, U.S. SOFR + 2.580%, 09/14/33(A)

     725,000       736,159  

4.493%, TSFR3M + 3.790%, 03/24/31(A)

     850,000       813,864  

4.250%, 10/01/27

     324,000       313,832  

4.032%, TSFR3M + 1.722%, 07/24/48(A)

     830,000       689,530  

3.897%, TSFR3M + 1.482%, 01/23/49(A)

     270,000       219,370  

3.328%, U.S. SOFR + 1.580%, 04/22/52(A)

     2,075,000       1,523,829  

2.956%, TSFR3M + 2.515%, 05/13/31(A)

     3,325,000       2,856,576  

2.522%, U.S. SOFR + 2.040%, 04/22/31(A)

     725,000       613,292  

0.768%, U.S. SOFR + 0.490%, 08/09/25(A)

     2,500,000       2,366,397  

Kreditanstalt fuer Wiederaufbau

    

1.750%, 09/14/29

     2,500,000       2,169,703  

Liberty Utilities Finance GP 1

    

2.050%, 09/15/30(B)

     2,500,000       1,948,808  

Lloyds Banking Group

    

7.953%, H15T1Y + 3.750%, 11/15/33(A)

     750,000       817,777  

4.650%, 03/24/26

     1,000,000       963,991  

4.582%, 12/10/25

     1,463,000       1,410,389  

4.500%, 11/04/24

     325,000       318,466  

Macquarie Group

    

1.340%, U.S. SOFR + 1.069%, 01/12/27(A)(B)

     825,000       738,547  

Massachusetts Higher Education Assistance

    

2.673%, 07/01/31

     500,000       390,957  

Mastercard

    

1.900%, 03/15/31

     2,500,000       2,066,098  

Mitsubishi UFJ Financial Group

    

1.538%, H15T1Y + 0.750%, 07/20/27(A)

     2,105,000       1,874,438  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Morgan Stanley

    

4.431%, TSFR3M + 1.890%, 01/23/30(A)

   $     475,000      $       453,394   

3.950%, 04/23/27

     2,205,000       2,098,160  

3.217%, U.S. SOFR + 1.485%, 04/22/42(A)

     940,000       710,268  

3.125%, 07/27/26

     250,000       234,732  

0.864%, U.S. SOFR + 0.745%, 10/21/25(A)

     3,000,000       2,814,679  

National Bank of Canada MTN

    

0.550%, H15T1Y + 0.400%, 11/15/24(A)

     2,500,000       2,459,084  

NatWest Group

    

6.000%, 12/19/23

     2,275,000       2,272,329  

5.808%, H15T1Y + 1.950%, 09/13/29(A)

     3,010,000       2,997,221  

5.125%, 05/28/24

     100,000       98,740  

1.642%, H15T1Y + 0.900%, 06/14/27(A)

     1,750,000       1,549,609  

Nederlandse Waterschapsbank

    

1.000%, 05/28/30(B)

     2,500,000       2,004,436  

NongHyup Bank MTN

    

4.875%, 07/03/28(B)

     2,465,000       2,436,369  

OMERS Finance Trust

    

4.000%, 04/19/52(B)

     2,500,000       2,019,024  

OPEC Fund for International Development

    

4.500%, 01/26/26(B)

     1,000,000       982,380  

OWS Cre Funding I

    

10.105%, ICE LIBOR USD 1 MONTH + 4.900%, 09/01/23(A)(B)

     3,283,126       3,200,641  

PayPal Holdings

    

3.250%, 06/01/50

     2,940,000       2,121,269  

Principal Financial Group

    

5.500%, 03/15/53

     1,370,000       1,298,983  

Prudential Financial MTN

    

1.500%, 03/10/26

     2,500,000       2,289,732  

Santander Holdings USA

    

3.244%, 10/05/26

     3,020,000       2,768,338  

Shinhan Financial Group

    

5.000%, 07/24/28(B)

     1,000,000       988,912  

Truist Bank

    

2.636%, H15T5Y + 1.150%, 09/17/29(A)

     2,735,000       2,535,597  

UBS Group

    

5.959%, H15T1Y + 2.200%, 01/12/34(A)(B)

     2,050,000       2,078,949  

1.494%, H15T5Y + 0.850%, 08/10/27(A)(B)

     495,000       433,954  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

UniCredit MTN

    

7.296%, USD ICE Swap 11:00 NY
5 Yr + 4.914%, 04/02/34(A)(B)

   $   2,000,000      $     1,940,820   

5.459%, H15T5Y + 4.750%, 06/30/35(A)(B)

     925,000       807,336  

Unum Group

    

6.750%, 12/15/28

     465,000       483,440  

US Bancorp

    

4.839%, U.S. SOFR + 1.600%, 02/01/34(A)

     1,438,000       1,350,540  

USAA Capital

    

2.125%, 05/01/30(B)

     2,500,000       2,093,293  

Wells Fargo MTN

    

5.013%, TSFR3M + 4.502%, 04/04/51(A)

     2,075,000       1,935,644  

4.897%, U.S. SOFR + 2.100%, 07/25/33(A)

     600,000       575,114  

4.300%, 07/22/27

     1,225,000       1,179,186  

4.100%, 06/03/26

     425,000       407,997  

3.350%, U.S. SOFR + 1.500%, 03/02/33(A)

     525,000       449,460  

3.068%, U.S. SOFR + 2.530%, 04/30/41(A)

     680,000       499,952  

2.572%, TSFR3M + 1.262%, 02/11/31(A)

     50,000       42,234  

2.188%, U.S. SOFR + 2.000%, 04/30/26(A)

     670,000       630,063  

2.164%, TSFR3M + 1.012%, 02/11/26(A)

     1,010,000       954,541  

WLB Asset II D Pte

    

6.500%, 12/21/26(B)

     2,500,000       2,373,924  
    

 

 

 

       248,954,819  
    

 

 

 

HEALTH CARE — 0.7%

    

Cigna Group

    

7.875%, 05/15/27

     651,000       711,040  

4.125%, 11/15/25

     250,000       244,114  

CVS Health

    

5.050%, 03/25/48

     3,275,000       2,987,172  

4.125%, 04/01/40

     225,000       188,947  

3.750%, 04/01/30

     175,000       159,960  

1.875%, 02/28/31

     5,530,000       4,395,038  

Elanco Animal Health

    

6.650%, 08/28/28

     1,110,000       1,095,315  

GE HealthCare Technologies

    

5.905%, 11/22/32(B)

     1,000,000       1,039,310  

Royalty Pharma

    

1.750%, 09/02/27

     1,135,000       986,601  

Zoetis

    

4.500%, 11/13/25

     600,000       590,208  
    

 

 

 

       12,397,705  
    

 

 

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

INDUSTRIALS — 0.9%

    

AerCap Ireland Capital DAC

    

3.300%, 01/30/32

   $   1,655,000      $     1,357,951   

3.000%, 10/29/28

     225,000       196,308  

BNSF Railway 2007-1 Pass Through Trust

    

5.996%, 04/01/24

     5,576       5,562  

Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1

    

5.720%, 01/15/24

     5,271       5,370  

Burlington Northern Santa Fe

    

3.750%, 04/01/24

     1,025,000       1,012,106  

Cemex

    

9.125%, H15T5Y + 4.907%(A)(B)(D)

     2,500,000       2,605,155  

5.200%, 09/17/30(B)

     1,925,000       1,819,193  

CRH America

    

3.875%, 05/18/25(B)

     700,000       677,792  

Family Forest Impact Foundation

    

5.500%, 07/01/32

     1,250,000       1,279,552  

Mileage Plus Holdings

    

6.500%, 06/20/27(B)

     4,396,000       4,395,756  

Nature Conservancy

    

3.957%, 03/01/52

     2,485,000       2,061,038  

Norfolk Southern

    

2.300%, 05/15/31

     2,500,000       2,072,446  

Union Pacific

    

3.500%, 02/14/53

     1,010,000       775,857  

Union Pacific Railroad 2005 Pass Through Trust

    

5.082%, 01/02/29

     43,775       43,114  

Union Pacific Railroad 2007-3 Pass Through Trust

    

6.176%, 01/02/31

     17,735       18,268  
    

 

 

 

       18,325,468  
    

 

 

 

INFORMATION TECHNOLOGY — 0.8%

 

 

Apple

    

3.000%, 06/20/27

     2,500,000       2,368,120  

Broadcom

    

4.150%, 11/15/30

     435,000       399,921  

4.110%, 09/15/28

     525,000       497,370  

Dell International

    

6.020%, 06/15/26

     144,000       145,987  

3.375%, 12/15/41(B)

     3,300,000       2,345,716  

Intel

    

4.150%, 08/05/32(E)

     2,500,000       2,369,849  

Microchip Technology

    

0.983%, 09/01/24

     975,000       925,392  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

INFORMATION TECHNOLOGY — continued

 

Oracle

    

3.900%, 05/15/35

   $   2,445,000      $     2,108,085   

3.600%, 04/01/40

     495,000       381,246  

VMware

    

4.650%, 05/15/27

     1,920,000       1,871,347  

1.400%, 08/15/26

     525,000       465,140  

0.600%, 08/15/23

     400,000       399,215  
    

 

 

 

       14,277,388  
    

 

 

 

MATERIALS — 0.5%

    

Air Products and Chemicals

    

4.800%, 03/03/33

     2,500,000       2,516,800  

Dow Chemical

    

9.400%, 05/15/39

     166,000       224,708  

7.375%, 11/01/29

     430,000       476,927  

5.550%, 11/30/48

     35,000       34,070  

FMG Resources August 2006 Pty

    

6.125%, 04/15/32(B)

     2,500,000       2,401,614  

Inversiones CMPC

    

6.125%, 06/23/33(B)

     1,060,000       1,075,984  

LG Chemical

    

4.375%, 07/14/25(B)

     1,150,000       1,118,380  

LYB International Finance III

    

3.375%, 10/01/40

     1,255,000       927,801  

2.250%, 10/01/30

     100,000       81,799  
    

 

 

 

       8,858,083  
    

 

 

 

REAL ESTATE — 0.8%

    

American Tower

    

2.950%, 01/15/51‡

     1,500,000       937,404  

Boston Properties

    

6.500%, 01/15/34‡

     475,000       480,792  

3.250%, 01/30/31‡

     1,450,000       1,195,188  

3.125%, 09/01/23‡

     910,000       907,557  

Corporate Office Properties

    

2.750%, 04/15/31‡

     1,040,000       800,148  

Equinix

    

2.500%, 05/15/31‡

     4,293,000       3,501,081  

ERP Operating

    

4.150%, 12/01/28‡

     3,672,000       3,504,202  

Host Hotels & Resorts

    

2.900%, 12/15/31‡

     1,581,000       1,252,523  

Spirit Realty

    

3.400%, 01/15/30‡

     1,570,000       1,349,819  
    

 

 

 

       13,928,714  
    

 

 

 

UTILITIES — 3.4%

    

Alabama Power

    

3.700%, 12/01/47

     1,845,000       1,425,896  

Avangrid

    

3.800%, 06/01/29

     2,500,000       2,288,412  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

UTILITIES — continued

    

3.150%, 12/01/24

   $   2,545,000      $     2,450,457   

Berkshire Hathaway Energy

    

6.125%, 04/01/36

     74,000       77,794  

CenterPoint Energy Houston Electric

    

3.350%, 04/01/51

     2,600,000       1,925,149  

CenterPoint Energy Resources

    

1.750%, 10/01/30

     1,320,000       1,057,100  

Commonwealth Edison

    

4.000%, 03/01/48

     570,000       473,059  

Consolidated Edison of New York

    

4.450%, 03/15/44

     965,000       837,405  

Continental Wind

    

6.000%, 02/28/33(B)

     1,376,819       1,389,703  

Dominion Energy

    

5.750%, ICE LIBOR USD 3 MONTH + 3.057%, 10/01/54(A)

     1,875,000       1,806,530  

Duke Energy Florida

    

3.850%, 11/15/42

     520,000       418,892  

Electricite de France

    

6.250%, 05/23/33(B)

     200,000       205,947  

3.625%, 10/13/25(B)

     1,000,000       968,101  

Enel Finance International

    

6.000%, 10/07/39(B)

     850,000       837,255  

Georgia Power

    

5.125%, 05/15/52

     2,500,000       2,402,701  

3.250%, 03/15/51

     368,000       259,332  

MidAmerican Energy

    

5.800%, 10/15/36

     420,000       435,847  

3.950%, 08/01/47

     2,500,000       2,010,343  

2.700%, 08/01/52

     2,588,000       1,613,835  

National Rural Utilities Cooperative Finance

    

4.150%, 12/15/32

     2,500,000       2,302,143  

NextEra Energy Capital Holdings

    

6.051%, 03/01/25

     975,000       982,071  

4.625%, 07/15/27

     100,000       98,236  

4.255%, 09/01/24

     500,000       492,508  

Niagara Mohawk Power

    

1.960%, 06/27/30(B)

     2,500,000       2,003,537  

NRG Energy

    

7.000%, 03/15/33(B)

     2,035,000       2,030,299  

NSTAR Electric

    

3.100%, 06/01/51

     175,000       120,634  

Pacific Gas and Electric

    

6.700%, 04/01/53

     2,925,000       2,918,137  

4.950%, 07/01/50

     1,980,000       1,583,444  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

UTILITIES — continued

    

PacifiCorp

    

6.350%, 07/15/38

   $     720,000      $       725,830   

2.900%, 06/15/52

     3,564,000       2,172,036  

PECO Energy

    

4.150%, 10/01/44

     1,015,000       851,829  

3.000%, 09/15/49

     1,005,000       687,836  

Public Service Electric and Gas MTN

    

5.125%, 03/15/53

     1,250,000       1,263,673  

4.650%, 03/15/33

     2,595,000       2,537,657  

3.100%, 03/15/32

     2,500,000       2,183,037  

San Diego Gas & Electric

    

2.950%, 08/15/51

     2,500,000       1,686,281  

Solar Star Funding

    

3.950%, 06/30/35(B)

     961,010       856,195  

Southern

    

5.113%, 08/01/27

     1,025,000       1,015,362  

4.850%, 06/15/28

     500,000       493,751  

4.475%, 08/01/24

     700,000       689,572  

4.000%, H15T5Y + 3.733%, 01/15/51(A)

     1,550,000       1,449,635  

3.750%, H15T5Y + 2.915%, 09/15/51(A)

     1,450,000       1,250,787  

Southern California Edison

    

3.650%, 06/01/51

     3,000,000       2,190,194  

3.450%, 02/01/52

     2,530,000       1,785,141  

2.750%, 02/01/32

     2,500,000       2,085,233  

Southern Power

    

0.900%, 01/15/26

     1,160,000       1,043,800  

Union Electric

    

3.900%, 04/01/52

     2,195,000       1,781,277  

Virginia Electric and Power

    

4.650%, 08/15/43

     775,000       687,452  
    

 

 

 

       62,851,345  
    

 

 

 

Total Corporate Obligations
(Cost $558,977,285)

       525,003,501  
    

 

 

 

          

U.S. TREASURY OBLIGATIONS — 25.5%

 

U.S. Treasury Bonds

    

3.875%, 05/15/43

     2,000,000       1,908,750  

3.625%, 02/15/53

     2,735,000       2,548,002  

3.375%, 08/15/42

     8,500,000       7,561,016  

3.000%, 02/15/49

     615,000       505,717  

3.000%, 08/15/52

     58,807,000       48,593,878  

2.875%, 05/15/52

     5,620,000       4,525,637  

2.500%, 02/15/45

     15,310,000       11,578,786  

2.500%, 02/15/46

     1,775,000       1,331,458  

2.500%, 05/15/46

     1,735,000       1,300,369  

2.375%, 02/15/42

     870,000       663,647  

2.375%, 11/15/49

     395,000       286,591  
U.S. TREASURY OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

2.250%, 08/15/46

   $   1,805,000      $     1,283,947   

2.250%, 02/15/52

     5,235,000       3,672,475  

2.000%, 11/15/41

     1,305,000       936,439  

2.000%, 02/15/50

     4,745,000       3,158,947  

2.000%, 08/15/51

     6,755,000       4,466,216  

1.875%, 02/15/41

     935,000       665,128  

1.875%, 02/15/51

     325,000       208,724  

1.875%, 11/15/51

     3,200,000       2,047,375  

1.625%, 11/15/50

     4,615,000       2,779,997  

1.375%, 11/15/40

     2,815,000       1,842,176  

1.250%, 05/15/50

     625,000       340,723  

1.125%, 05/15/40

     605,000       383,891  

1.125%, 08/15/40

     1,255,000       789,081  

U.S. Treasury Notes

    

5.551%, US Treasury 3 Month Bill Money Market Yield + 0.200%, 01/31/25(A)

     156,490,000       156,817,870  

5.378%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/24(A)

     7,800,000       7,802,516  

4.750%, 07/31/25

     2,770,000       2,763,941  

4.625%, 06/30/25

     7,315,000       7,274,425  

4.500%, 07/15/26

     3,160,000       3,159,259  

4.250%, 05/31/25

     7,335,000       7,242,739  

4.125%, 11/15/32

     30,110,000       30,458,147  

4.000%, 02/29/28

     3,130,000       3,101,879  

4.000%, 06/30/28

     3,353,000       3,325,517  

4.000%, 10/31/29

     1,827,000       1,813,583  

4.000%, 02/28/30

     1,520,000       1,510,381  

4.000%, 07/31/30

     4,427,000       4,406,975  

3.750%, 05/31/30

     3,410,000       3,341,800  

3.750%, 06/30/30

     14,098,000       13,820,446  

3.625%, 03/31/28

     7,545,000       7,358,733  

3.625%, 03/31/30

     8,000,000       7,780,000  

3.500%, 01/31/28

     13,100,000       12,706,488  

3.500%, 01/31/30

     9,735,000       9,396,937  

3.500%, 02/15/33

     5,825,000       5,613,844  

3.375%, 05/15/33

     8,125,000       7,750,488  

2.875%, 05/15/32

     12,395,000       11,385,970  

2.750%, 05/31/29

     3,860,000       3,581,205  

2.750%, 08/15/32

     1,621,000       1,471,627  

2.375%, 03/31/29

     4,610,000       4,197,441  

2.375%, 05/15/29

     918,000       834,914  

1.875%, 02/15/32

     1,270,000       1,078,557  

1.750%, 11/15/29

     420,000       367,024  

1.625%, 05/15/31

     1,110,000       937,039  

1.500%, 02/15/30

     265,000       226,026  

1.375%, 12/31/28

     6,335,000       5,489,179  

1.375%, 11/15/31

     12,840,000       10,505,728  

1.250%, 08/15/31

     10,810,000       8,805,083  

1.125%, 02/29/28

     4,795,000       4,179,704  

1.125%, 08/31/28

     505,000       434,951  

1.125%, 02/15/31

     2,385,000       1,950,576  

0.875%, 11/15/30

     1,180,000       950,591  

0.750%, 01/31/28

     1,450,000       1,244,225  

0.625%, 12/31/27

     7,560,000       6,465,572  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

U.S. TREASURY OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

0.625%, 05/15/30

   $     595,000      $       474,768   
    

 

 

 

Total U.S. Treasury Obligations
(Cost $487,933,122)

       465,405,118  
    

 

 

 

          

ASSET-BACKED SECURITIES — 5.2%

 

Automotive — 2.7%

    

American Credit Acceptance Receivables Trust, Ser 2022-2, Cl D

    

4.850%, 06/13/28 (B)

     2,555,000       2,447,026  

CAL Receivables 2022-1, Ser 2022-1, Cl B

    

9.418%, SOFR30A + 4.350%, 10/15/26 (A)(B)

     2,520,000       2,473,364  

Credit Acceptance Auto Loan Trust 2020-3, Ser 2020-3A, Cl C

    

2.280%, 02/15/30 (B)

     1,200,000       1,166,089  

Drive Auto Receivables Trust 2019-3, Ser 2019-3, Cl D

    

3.180%, 10/15/26

     55,876       55,628  

Drive Auto Receivables Trust 2020-2, Ser 2020-2, Cl D

    

3.050%, 05/15/28

     2,200,000       2,160,039  

Exeter Automobile Receivables Trust 2023-2, Ser 2023-2A, Cl D

    

6.320%, 08/15/29

     2,140,000       2,109,138  

Exeter Automobile Receivables Trust, Ser 2021-3A, Cl D

    

1.550%, 06/15/27

     5,200,000       4,778,362  

Exeter Automobile Receivables Trust, Ser 2022-2A, Cl D

    

4.560%, 07/17/28

     3,200,000       3,053,967  

Exeter Automobile Receivables Trust, Ser 2022-3A, Cl D

    

6.760%, 09/15/28

     3,000,000       2,989,058  

Exeter Automobile Receivables Trust, Ser 2022-5A, Cl D

    

7.400%, 02/15/29

     3,945,000       3,994,168  

Flagship Credit Auto Trust, Ser 2022-2, Cl D

    

5.800%, 04/17/28 (B)

     2,110,000       2,044,055  

Ford Credit Auto Owner Trust 2021-REV1, Ser 2021-1, Cl D

    

2.310%, 10/17/33 (B)

     1,750,000       1,534,376  

GLS Auto Receivables Issuer Trust 2021-4, Ser 2021-4A, Cl D

    

2.480%, 10/15/27 (B)

     3,500,000       3,224,685  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

GLS Auto Receivables Issuer Trust 2023-1, Ser 2023-1A, Cl D

    

7.010%, 01/16/29 (B)

   $   1,415,000      $     1,425,186   

GLS Auto Receivables Issuer Trust 2023-2, Ser 2023-2A, Cl D

    

6.310%, 03/15/29 (B)

     1,100,000       1,084,170  

GLS Auto Receivables Issuer Trust, Ser 2022-2A, Cl D

    

6.150%, 04/17/28 (B)

     2,500,000       2,467,120  

Octane Receivables Trust 2023-1, Ser 2023-1A, Cl C

    

6.370%, 09/20/29 (B)

     895,000       879,624  

Octane Receivables Trust 2023-2, Ser 2023-2A, Cl C

    

6.240%, 06/20/31 (B)

     3,580,000       3,525,791  

Santander Drive Auto Receivables Trust, Ser 2022-7, Cl C

    

6.690%, 03/17/31

     3,340,000       3,396,166  

Tesla Auto Lease Trust, Ser 2021-A, Cl B

    

1.020%, 03/20/25 (B)

     1,000,000       983,870  

Westlake Automobile Receivables Trust 2022-1, Ser 2022-1A, Cl D

    

3.490%, 03/15/27 (B)

     345,000       328,834  

Westlake Automobile Receivables Trust 2023-1, Ser 2023-1A, Cl D

    

6.790%, 11/15/28 (B)

     1,925,000       1,921,740  

Westlake Automobile Receivables Trust 2023-2, Ser 2023-2A, Cl D

    

7.010%, 11/15/28 (B)

     2,340,000       2,337,739  
    

 

 

 

       50,380,195  
    

 

 

 

Other Asset-Backed Securities — 2.5%

 

AEP Texas Central Transition Funding III, Ser 2012-1, Cl A3

    

2.845%, 03/01/26

     46,028       44,831  

DRIVEN BRANDS FUNDING, Ser 2019-1A, Cl A2

    

4.641%, 04/20/49 (B)

     3,495,300       3,281,709  

GoodLeap Sustainable Home Solutions Trust 2021-5, Ser 2021-5CS, Cl B

    

2.560%, 10/20/48 (B)

     2,384,661       1,672,881  

GoodLeap Sustainable Home Solutions Trust 2023-1, Ser 2023-1GS, Cl A

    

5.520%, 02/22/55 (B)

     1,744,238       1,651,848  

GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B

    

5.500%, 07/20/49 (B)

     1,250,000       1,060,127  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

GoodLeap Sustainable Home Solutions Trust, Ser 2022-4CS, Cl B

    

5.550%, 11/20/54 (B)

   $   1,118,000      $       959,411   

Hertz Vehicle Financing III, Ser 2023-2A, Cl A

    

5.570%, 09/25/29 (B)

     2,000,000       1,976,876  

Mosaic Solar Loan Trust, Ser 2022-1A, Cl B

    

3.160%, 01/20/53 (B)

     1,255,451       996,600  

Navient Student Loan Trust 2016-1, Ser 2016-1A, Cl A

    

5.884%, SOFR30A + 0.814%, 02/25/70 (A)(B)

     377,809       371,977  

Navient Student Loan Trust 2016-5, Ser 2016-5A, Cl A

    

6.434%, SOFR30A + 1.364%, 06/25/65 (A)(B)

     483,732       481,627  

Navient Student Loan Trust 2016-6, Ser 2016-6A, Cl A3

    

6.484%, SOFR30A + 1.414%, 03/25/66 (A)(B)

     108,636       108,168  

Navient Student Loan Trust 2018-2, Ser 2018-2A, Cl A3

    

5.934%, SOFR30A + 0.864%, 03/25/67 (A)(B)

     5,219,935       5,097,443  

Navient Student Loan Trust 2021-1, Ser 2021-1A, Cl A1B

    

5.784%, SOFR30A + 0.714%, 12/26/69 (A)(B)

     4,758,005       4,626,445  

Neuberger Berman Loan Advisers CLO, Ser 2022-47A, Cl C

    

7.361%, TSFR3M + 2.050%, 04/14/35 (A)(B)

     6,000,000       5,831,442  

OneMain Financial Issuance Trust 2023-1, Ser 2023-1A, Cl A

    

5.500%, 06/14/38 (B)

     2,050,000       2,038,708  

SBAP 2004-20K 1

    

4.880%, 11/01/24

     1,044       1,026  

SBAP 2006-20B 1

    

5.350%, 02/01/26

     1,314       1,288  

SBAP 2006-20C 1

    

5.570%, 03/01/26

     1,182       1,160  

SBAP 2007-20C 1

    

5.230%, 03/01/27

     1,194       1,170  

SLM Student Loan Trust 2004-3, Ser 2014-3A, Cl A6B

    

5.866%, SOFR90A + 0.812%, 10/25/64 (A)(B)

     2,897,462       2,842,016  

SLM Student Loan Trust 2009-3, Ser 2009-3, Cl A

    

5.934%, SOFR30A + 0.864%, 01/25/45 (A)(B)

     1,845,057       1,767,022  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

SMB Private Education Loan Trust 2017-B, Ser 2017-B, Cl A2A

    

2.820%, 10/15/35 (B)

   $      79,449      $        75,659   

SMB Private Education Loan Trust 2018-A, Ser 2018-A, Cl A2A

    

3.500%, 02/15/36 (B)

     835,518       798,804  

SMB Private Education Loan Trust 2023-B, Ser 2023-B, Cl A1A

    

4.990%, 10/16/56 (B)

     1,753,567       1,707,610  

SOUND POINT CLO XXII, Ser 2021-1A, Cl CR

    

7.838%, TSFR3M + 2.512%, 01/20/32 (A)(B)

     3,480,000       3,404,446  

Sunnova Helios XI Issuer, Ser 2023-A, Cl A

    

5.300%, 05/20/50 (B)

     985,151       952,619  

United States Small Business Administration

    

5.090%, 10/01/25

     5,973       5,813  

United States Small Business Administration, Ser 2003-20J, Cl 1

    

4.920%, 10/01/23

     303       302  

United States Small Business Administration, Ser 2003-20K, Cl 1

    

4.980%, 11/01/23

     1,372       1,364  

United States Small Business Administration, Ser 2004-20L, Cl 1

    

4.870%, 12/01/24

     1,091       1,078  

United States Small Business Administration, Ser 2005-20A, Cl 1

    

4.860%, 01/01/25

     406       399  

United States Small Business Administration, Ser 2005-20E, Cl 1

    

4.840%, 05/01/25

     373       365  

United States Small Business Administration, Ser 2005-20G, Cl 1

    

4.750%, 07/01/25

     1,905       1,866  

United States Small Business Administration, Ser 2005-20H, Cl 1

    

5.110%, 08/01/25

     4,670       4,601  

United States Small Business Administration, Ser 2006-20F, Cl 1

    

5.820%, 06/01/26

     588       573  
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

United States Small Business Administration, Ser 2006-20G, Cl 1

    

6.070%, 07/01/26

   $       1,718      $         1,693   

United States Small Business Administration, Ser 2006-20H, Cl 1

    

5.700%, 08/01/26

     1,359       1,340  

United States Small Business Administration, Ser 2007-20D, Cl 1

    

5.320%, 04/01/27

     4,076       3,969  

United States Small Business Administration, Ser 2007-20E, Cl 1

    

5.310%, 05/01/27

     1,469       1,435  

United States Small Business Administration, Ser 2007-20F, Cl 1

    

5.710%, 06/01/27

     3,010       2,987  

Vivint Solar Financing V, Ser 2018-1A, Cl B

    

7.370%, 04/30/48 (B)

     577,791       522,193  

Vivint Solar Financing VII, Ser 2020-1A, Cl A

    

2.210%, 07/31/51 (B)

     1,337,886       1,030,422  

Wellfleet CLO X, Ser 2021-XA, Cl BR

    

7.788%, TSFR3M + 2.462%, 07/20/32 (A)(B)

     2,000,000       1,954,036  
    

 

 

 

       45,287,349  
    

 

 

 

Total Asset-Backed Securities
(Cost $97,531,833)

       95,667,544  
    

 

 

 

          

MUNICIPAL BONDS — 2.5%

    

Alaska — 0.2%

    

City of Port Lions Alaska

    

7.500%, 10/01/52

     3,025,000       3,130,985  
    

 

 

 

California — 1.1%

    

California Health Facilities Financing Authority

    

3.034%, 06/01/34

     1,865,000       1,554,919  

2.984%, 06/01/33

     3,090,000       2,612,013  

City & County of San Francisco California Community Facilities District No. 2014-1

    

6.332%, 09/01/51

     1,250,000       1,271,520  

3.482%, 09/01/50

     2,500,000       1,746,890  

City of Los Angeles California, Ser A

    

5.000%, 09/01/42

     2,500,000       2,375,960  
MUNICIPAL BONDS — continued

 

     Face
 Amount 
    Value  

City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB

    

3.258%, 05/15/30

   $   2,250,000      $     2,022,341   

3.158%, 05/15/29

     1,000,000       908,868  

City of San Francisco California Public Utilities Commission Water Revenue, Ser E

    

2.825%, 11/01/41

     1,000,000       766,493  

Los Angeles Unified School District, Ser RY

    

6.758%, 07/01/34

     100,000       111,849  

Regents of the University of California Medical Center Pooled Revenue

    

4.563%, 05/15/53

     600,000       546,824  

State of California

    

7.625%, 03/01/40

     40,000       49,511  

7.550%, 04/01/39

     100,000       124,362  

7.500%, 04/01/34

     675,000       810,282  

7.300%, 10/01/39

     625,000       745,760  

Tuolumne Wind Project Authority

    

6.918%, 01/01/34

     1,100,000       1,196,574  
    

 

 

 

       16,844,166  
    

 

 

 

Connecticut — 0.1%

    

Connecticut Green Bank

    

2.900%, 11/15/35

     2,500,000       2,028,865  

Hartford County Metropolitan District Clean Water Project Revenue, Ser S

    

2.952%, 11/01/42

     270,000       198,835  
    

 

 

 

       2,227,700  
    

 

 

 

District of Columbia — 0.1%

    

District of Columbia

    

2.932%, 04/01/33

     1,590,000       1,318,770  
    

 

 

 

Florida — 0.1%

    

Florida Development Finance, RB

    

7.250%, 07/01/57 (A)(B)

     2,500,000       2,551,179  
    

 

 

 

Hawaii — 0.1%

    

State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB

    

3.242%, 01/01/31

     990,831       943,069  
    

 

 

 

Illinois — 0.1%

    

State of Illinois

    

5.100%, 06/01/33

     1,850,000       1,809,723  
    

 

 

 

Massachusetts — 0.0%

    

Massachusetts Housing Finance Agency, Ser 226-SOCIAL

    

5.562%, 12/01/52

     500,000       496,966  
    

 

 

 

Montana — 0.0%

    

County of Gallatin Montana, RB

    

11.500%, 09/01/27 (B)

     500,000       521,349  
    

 

 

 

 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

MUNICIPAL BONDS — continued

 

     Face
 Amount 
    Value  

New Hampshire — 0.0%

    

New Hampshire Business Finance Authority

    

5.500%, 07/01/33 (A)(B)

   $     850,000      $       850,000   
    

 

 

 

New Jersey — 0.2%

    

New Jersey Economic Development Authority

    

4.934%, 03/01/25

     750,000       741,256  

New Jersey Housing & Mortgage Finance Agency, Ser C

    

3.100%, 11/01/40

     3,100,000       2,317,657  

New Jersey Turnpike Authority

    

7.414%, 01/01/40

     275,000       339,136  

7.102%, 01/01/41

     925,000       1,111,865  
    

 

 

 

       4,509,914  
    

 

 

 

New York — 0.2%

    

Metropolitan Transportation Authority, Ser C2

    

5.175%, 11/15/49

     1,250,000       1,145,019  

New York State Energy Research & Development Authority, Ser A

    

4.871%, 04/01/37

     2,820,000       2,504,092  
    

 

 

 

       3,649,111  
    

 

 

 

Ohio — 0.1%

    

American Municipal Power, Sub-Ser

    

6.449%, 02/15/44

     1,740,000       1,923,733  
    

 

 

 

Pennsylvania — 0.1%

    

Redevelopment Authority of the City of Philadelphia, Ser A

    

3.172%, 09/01/41

     2,000,000       1,476,645  
    

 

 

 

South Dakota — 0.0%

    

South Dakota Housing Development Authority, Ser E, RB

    

5.460%, 05/01/53

     295,000       292,611  
    

 

 

 

Wisconsin — 0.1%

    

County of Fond Du Lac Wisconsin

    

5.569%, 11/01/51 (B)

     2,350,000       2,176,919  
    

 

 

 

Total Municipal Bonds
(Cost $46,007,004)

       44,722,840  
    

 

 

 

          

PREFERRED STOCK — 0.2%

 

     Shares   Value

PREFERRED STOCK — 0.2%

    

Citigroup Capital XIII, 12.001%, TSFR3M + 6.632%, 10/30/40 (A)

     108,715       3,151,648  
    

 

 

 

Total Preferred Stock
(Cost $2,861,568)

       3,151,648  
    

 

 

 

BANK LOAN OBLIGATION — 0.1%

 

     Face
 Amount 
    Value  

ECOLOGICAL SERVICES & EQUIPMENT — 0.1%

 

Terraform Power Operating Specified Refinancing Term Loan

    

7.842%, CME Term SOFR + 2.500%, 05/21/29 (A)

   $   2,487,437      $ 2,462,563   
    

 

 

 

Total Bank Loan Obligation
(Cost $2,481,394)

       2,462,563  
    

 

 

 

          

U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%

 

United States International Development Finance

    

1.790%, 10/15/29

     374,735       335,153  
    

 

 

 

Total U.S. Government Agency Obligation
(Cost $352,048)

 

    335,153  
    

 

 

 

          

SHORT-TERM INVESTMENT — 0.1%

 

     Shares   Value

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (F)

     943,470       943,470  
    

 

 

 

Total Short-Term Investments
(Cost $943,470)

       943,470  
    

 

 

 

Total Investments in Securities— 97.7%
(Cost $1,897,552,373)

 

  $ 1,784,880,522  
    

 

 

 

Percentages are based on Nest Assets of $1,827,657,717.

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

 

Type of

Contract

  

Number

of

Contracts

    

Expiration

Date

    

Notional

Amount

     Value     

Unrealized

Depreciation

 

Long Contracts

              

U.S. 5-Year Treasury Note

     1,000        Sept-2023      $ 274,413,003      $ 271,323,594      $ (3,089,409)  

U.S. 10-Year Ultra Treasury Note

     1,000        Sept-2023        44,650,569        43,752,156        (898,413)  
        

 

 

    

 

 

    

 

 

 
           319,063,572        315,075,750        (3,987,822)  
        

 

 

    

 

 

    

 

 

 
 


Catholic Responsible Investments  

Bond Fund

July 31, 2023

(Unaudited)

 

Real Estate Investment Trust.

 

(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 may be sold only to dealers in the program or other “accredited investors”. The total value of these securities at July 31, 2023 was $273,016,043 and represented 14.9% of Net Assets.

(C)

Zero coupon security.

(D)

Perpetual security with no stated maturity date.

(E)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $919,960.

(F)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $943,470.

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

PJSC — Public Joint Stock Company

REMIC — Real Estate Mortgage Investment Conduit

RFUCCT1Y — Refinitiv USD IBOR Consumer Cash Fallbacks Term 1 Year

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

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-001-0400

 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

U.S. TREASURY OBLIGATIONS — 28.6%

 

     Face
 Amount 
    Value  

U.S. Treasury Bonds

    

3.000%, 08/15/52

    $  3,340,000       $    2,759,936   

U.S. Treasury Notes

    

5.551%, US Treasury 3 Month
Bill Money Market Yield +
0.200%, 01/31/25(A)

     49,480,000       49,583,668  

5.388%, US Treasury 3 Month
Bill Money Market Yield +
0.037%, 07/31/24(A)

     20,100,000       20,106,483  

5.276%, US Treasury 3 Month
Bill Money Market Yield + -
0.075%, 04/30/24(A)

     22,640,000       22,634,155  

4.750%, 07/31/25

     3,500,000       3,491,934  

4.500%, 07/15/26

     864,000       863,595  

4.125%, 06/15/26

     500,000       494,570  

4.125%, 11/15/32

     7,880,000       7,971,112  

4.000%, 02/29/28

     3,170,000       3,139,662  

4.000%, 06/30/28

     6,128,000       6,074,859  

3.875%, 11/30/27

     1,880,000       1,849,964  

3.625%, 03/31/28

     1,770,000       1,725,197  

3.500%, 01/31/28

     4,385,000       4,250,709  

3.500%, 04/30/28

     6,560,000       6,358,587  

3.500%, 04/30/30

     4,195,000       4,047,520  

3.125%, 08/31/27

     5,380,000       5,141,262  

2.750%, 07/31/27

     7,585,000       7,147,974  

2.625%, 05/31/27

     4,250,000       3,991,680  
    

 

 

 

Total U.S. Treasury Obligations
(Cost $152,795,360)

       151,632,867  
    

 

 

 

          

CORPORATE OBLIGATIONS — 24.9%

 

CONSUMER DISCRETIONARY — 0.5%

 

General Motors

    

5.400%, 10/15/29

     1,175,000       1,156,989  

Marriott International

    

4.650%, 12/01/28

     1,500,000       1,454,846  
    

 

 

 

       2,611,835  
    

 

 

 

CONSUMER STAPLES — 0.4%

 

 

CVS Pass-Through Trust

    

6.036%, 12/10/28

     1,459,010       1,467,840  

Delta Air Lines

    

4.750%, 10/20/28(B)

     500,000       483,709  
    

 

 

 

       1,951,549  
    

 

 

 

ENERGY — 1.2%

    

Devon Energy

    

7.875%, 09/30/31

     340,000       384,969  

Diamondback Energy

    

6.250%, 03/15/33

     1,690,000       1,765,380  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

ENERGY — continued

    

Equities

    

5.700%, 04/01/28

    $    500,000       $      500,216   

Hess

    

7.875%, 10/01/29

     120,000       133,427  

7.300%, 08/15/31

     210,000       231,212  

Hydro-Quebec

    

8.050%, 07/07/24

     500,000       509,941  

MidAmerican Energy

    

3.100%, 05/01/27

     1,292,000       1,206,404  

Ovintiv

    

5.650%, 05/15/28

     1,000,000       991,025  

Phillips 66

    

4.950%, 12/01/27

     445,000       442,409  
    

 

 

 

       6,164,983  
    

 

 

 

FINANCIALS — 18.0%

    

ABN AMRO Bank

    

2.470%, H15T1Y +
1.100%, 12/13/29(A)(B)

     1,000,000       847,256  

Aflac

    

1.125%, 03/15/26

     1,500,000       1,345,979  

Athene Global Funding

    

1.450%, 01/08/26(B)

     2,560,000       2,269,764  

Bank of America MTN

    

3.559%, TSFR3M +
1.322%, 04/23/27(A)

     1,750,000       1,660,643  

1.530%, U.S. SOFR +
0.650%, 12/06/25(A)

     1,000,000       940,145  

Bank of Nova Scotia

    

0.650%, 07/31/24

     1,000,000       950,963  

Barclays

    

1.007%, H15T1Y +
0.800%, 12/10/24(A)

     1,370,000       1,343,982  

BB Blue Financing DAC

    

4.395%, 09/20/29

     2,500,000       2,458,156  

BGC Partners

    

8.000%, 05/25/28(B)

     910,000       889,661  

Blackstone Private Credit Fund

    

2.625%, 12/15/26

     2,625,000       2,251,686  

2.350%, 11/22/24

     3,000,000       2,832,553  

Blue Owl Capital

    

3.750%, 07/22/25

     2,075,000       1,936,985  

BPCE

    

2.045%, U.S. SOFR +
1.087%, 10/19/27(A)(B)

     1,000,000       884,503  

Caisse d’Amortissement de la Dette Sociale

    

3.000%, 05/17/25(B)

     1,000,000       961,827  

0.375%, 05/27/24(B)

     1,000,000       957,410  

Cantor Fitzgerald

    

4.875%, 05/01/24(B)

     1,140,000       1,119,075  
 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Capital One Financial

    

4.166%, U.S. SOFR +
1.370%, 05/09/25(A)

    $  2,805,000       $    2,744,237   

CDP Financial MTN

    

1.000%, 05/26/26(B)

     1,000,000       897,220  

Central American Bank for Economic Integration

    

5.000%, 02/09/26(B)

     500,000       494,084  

Citigroup

    

6.023%, U.S. SOFR +
0.694%, 01/25/26(A)

     1,000,000       997,803  

2.014%, U.S. SOFR +
0.694%, 01/25/26(A)

     1,284,000       1,211,449  

1.281%, U.S. SOFR +
0.528%, 11/03/25(A)

     1,000,000       941,510  

0.776%, U.S. SOFR +
0.686%, 10/30/24(A)

     1,000,000       986,441  

Conservation Fund A Nonprofit

    

3.474%, 12/15/29

     1,000,000       861,320  

Council of Europe Development Bank

    

3.000%, 06/16/25

     1,000,000       961,863  

Deutsche Bank NY

    

1.686%, 03/19/26

     1,000,000       908,102  

European Investment Bank

    

3.250%, 11/15/27

     700,000       670,765  

2.875%, 06/13/25(B)

     2,000,000       1,922,951  

2.375%, 05/24/27

     1,253,000       1,162,455  

2.125%, 04/13/26

     500,000       468,184  

0.625%, 10/21/27

     2,000,000       1,715,915  

Fifth Third Bancorp

    

6.339%, U.S. SOFR +
2.340%, 07/27/29(A)

     245,000       249,305  

Glencore Funding

    

5.400%, 05/08/28(B)

     890,000       885,575  

Goldman Sachs Group

    

4.387%, U.S. SOFR +
1.510%, 06/15/27(A)

     1,000,000       972,947  

0.855%, U.S. SOFR +
0.609%, 02/12/26(A)

     1,100,000       1,019,668  

Golub Capital BDC

    

2.500%, 08/24/26

     1,610,000       1,413,988  

HSBC Holdings

    

4.292%, TSFR3M +
1.609%, 09/12/26(A)

     1,750,000       1,690,829  

ING Groep

    

1.400%, H15T1Y +
1.100%, 07/01/26(A)(B)

     1,000,000       915,269  

Inter-American Development Bank

    

5.563%, SOFRINDX +
0.280%, 04/12/27(A)

     1,000,000       997,521  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

Inter-American Investment

    

4.125%, 02/15/28

    $  2,500,000       $    2,454,074   

International Bank for Reconstruction & Development MTN

    

5.608%, SOFRINDX +
0.390%, 06/17/24(A)

     1,000,000       1,002,379  

0.000%, 03/31/28(C)

     1,000,000       978,083  

0.000%, 03/31/27(C)

     2,500,000       2,259,160  

International Development Association

    

0.875%, 04/28/26(B)

     1,000,000       900,014  

International Finance MTN

    

5.350%, U.S. SOFR +
0.090%, 04/03/24(A)

     2,000,000       1,999,854  

International Finance Facility for Immunisation MTN

    

1.000%, 04/21/26

     1,000,000       902,793  

Jackson National Life Global Funding

    

6.410%, U.S. SOFR +
1.150%, 06/28/24(A)(B)

     3,390,000       3,392,600  

JPMorgan Chase

    

0.768%, U.S. SOFR +
0.490%, 08/09/25(A)

     1,000,000       946,559  

0.563%, U.S. SOFR +
0.420%, 02/16/25(A)

     1,168,000       1,134,111  

KeyBank

    

4.700%, 01/26/26

     700,000       667,636  

4.150%, 08/08/25

     1,250,000       1,192,061  

Kreditanstalt fuer Wiederaufbau

    

1.750%, 09/14/29

     1,000,000       867,881  

Liberty Mutual Insurance

    

7.875%, 10/15/26(B)

     1,250,000       1,265,852  

Liberty Utilities Finance GP 1

    

2.050%, 09/15/30(B)

     1,000,000       779,523  

Morgan Stanley MTN

    

1.512%, U.S. SOFR +
0.858%, 07/20/27(A)

     2,750,000       2,442,577  

0.864%, U.S. SOFR +
0.745%, 10/21/25(A)

     1,000,000       938,226  

National Bank of Canada MTN

    

0.550%, H15T1Y +
0.400%, 11/15/24(A)

     2,000,000       1,967,267  

Nederlandse Waterschapsbank

    

1.000%, 05/28/30(B)

     1,000,000       801,774  

NongHyup Bank MTN

    

4.875%, 07/03/28(B)

     1,410,000       1,393,623  

OPEC Fund for International Development

    

4.500%, 01/26/26(B)

     1,000,000       982,380  
 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

FINANCIALS — continued

    

OWS Cre Funding I

    

10.333%, ICE LIBOR USD 1 MONTH +
4.900%, 09/01/23(A)(B)

    $  1,219,447       $    1,188,810   

Principal Life Global Funding II MTN

    

5.500%, 06/28/28(B)

     1,595,000       1,579,978  

Prudential Financial MTN

    

5.700%, ICE LIBOR USD 3 Month + 2.665%, 09/15/48(A)

     2,115,000       2,032,374  

1.500%, 03/10/26

     1,000,000       915,893  

Prudential Insurance of America

    

8.300%, 07/01/25(B)

     800,000       826,765  

Royal Bank of Canada MTN

    

5.200%, 08/01/28

     885,000       882,618  

Santander UK Group Holdings

    

1.532%, H15T1Y +
1.250%, 08/21/26(A)

     2,580,000       2,320,093  

Societe Generale

    

5.000%, 01/17/24(B)

     1,500,000       1,488,729  

Synchrony Financial

    

4.875%, 06/13/25

     1,200,000       1,159,487  

Toronto-Dominion Bank MTN

    

5.710%, U.S. SOFR +
0.450%, 09/28/23(A)

     2,000,000       2,000,045  

Truist Bank

    

2.636%, H15T5Y +
1.150%, 09/17/29(A)

     2,000,000       1,854,356  

WLB Asset II D Pte

    

6.500%, 12/21/26(B)

     1,000,000       949,570  
    

 

 

 

       95,207,134  
    

 

 

 

INDUSTRIALS — 1.3%

    

AerCap Ireland Capital DAC

    

1.650%, 10/29/24

     2,500,000       2,360,764  

Mileage Plus Holdings

    

6.500%, 06/20/27(B)

     2,696,000       2,695,848  

Nature Conservancy

    

1.304%, 07/01/28

     460,000       371,452  

Spirit Airlines Pass Through Trust

    

3.650%, 02/15/30

     943,008       802,996  

Weir Group

    

2.200%, 05/13/26(B)

     1,000,000       899,810  
    

 

 

 

       7,130,870  
    

 

 

 

INFORMATION TECHNOLOGY — 0.8%

 

Apple

    

3.000%, 06/20/27

     1,665,000       1,577,168  
CORPORATE OBLIGATIONS — continued

 

     Face
 Amount 
    Value  

INFORMATION TECHNOLOGY — continued

 

Dell International

    

3.375%, 12/15/41(B)

    $  1,370,000       $      973,828   

Intel

    

4.875%, 02/10/28

     890,000       886,532  

4.150%, 08/05/32

     1,000,000       947,939  
    

 

 

 

       4,385,467  
    

 

 

 

MATERIALS — 0.3%

    

Air Products and Chemicals

    

4.800%, 03/03/33

     500,000       503,360  

LG Chemical

    

4.375%, 07/14/25(B)

     570,000       554,327  

3.250%, 10/15/24(B)

     700,000       678,057  
    

 

 

 

       1,735,744  
    

 

 

 

REAL ESTATE — 0.2%

    

ERP Operating

    

4.150%, 12/01/28‡

     1,000,000       954,303  
    

 

 

 

UTILITIES — 2.2%

    

Avangrid

    

3.800%, 06/01/29

     2,000,000       1,830,729  

3.150%, 12/01/24

     1,000,000       962,852  

Electricite de France

    

5.700%, 05/23/28(B)

     1,800,000       1,811,562  

3.625%, 10/13/25(B)

     500,000       484,051  

Enel Finance International

    

6.800%, 10/14/25(B)

     2,200,000       2,246,554  

Oncor Electric Delivery

    

0.550%, 10/01/25

     1,000,000       906,711  

Solar Star Funding

    

3.950%, 06/30/35(B)

     694,884       619,095  

Southern California Edison

    

5.300%, 03/01/28

     1,000,000       1,005,718  

Southern Power

    

4.150%, 12/01/25

     1,000,000       976,831  

0.900%, 01/15/26

     1,000,000       899,828  
    

 

 

 

       11,743,931  
    

 

 

 

Total Corporate Obligations
(Cost $135,550,486)

       131,885,816  
    

 

 

 

          

MORTGAGE-BACKED SECURITIES — 24.4%

 

Agency Mortgage-Backed Obligation — 13.3%

 

FHLMC

    

5.500%, 11/01/52

     8,242,094       8,205,064  

4.500%, 10/01/52

     1,938,261       1,855,637  

4.500%, 09/01/52

     2,762,037       2,644,368  

4.000%, 07/01/52

     4,146,497       3,872,273  

FNMA

    

5.500%, 12/01/52

     426,171       423,732  

5.000%, 11/01/52

     9,045,194       8,840,446  
 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

4.500%, 09/01/52

    $  3,946,524       $    3,778,393   

4.000%, 10/01/52

     481,296       449,316  

4.000%, 07/01/52

     935,338       873,480  

4.000%, 06/01/52

     11,754,891       10,977,504  

FREMF Mortgage Trust, Ser 2015-K48, Cl C

    

3.646%, 08/25/48 (A)(B)

     1,500,000       1,422,901  

FREMF Mortgage Trust, Ser 2016-K58, Cl C

    

3.738%, 09/25/49 (A)(B)

     1,080,000       1,007,759  

FREMF Mortgage Trust, Ser 2017-K65, Cl C

    

4.078%, 07/25/50 (A)(B)

     1,600,000       1,488,605  

FREMF Mortgage Trust, Ser 2017-K729, Cl B

    

3.673%, 11/25/49 (A)(B)

     1,111,948       1,072,146  

FREMF Mortgage Trust, Ser 2018-K80, Cl C

    

4.232%, 08/25/50 (A)(B)

     270,000       249,542  

FREMF Mortgage Trust, Ser 2019-K91, Cl C

    

4.257%, 04/25/51 (A)(B)

     770,000       703,144  

FREMF Mortgage Trust, Ser 2019-K93, Cl C

    

4.119%, 05/25/52 (A)(B)

     505,000       458,053  

GNMA

    

5.500%, 06/20/53

     1,616,393       1,606,705  

5.500%, 05/20/53

     2,498,862       2,483,886  

5.500%, 04/20/53

     3,640,589       3,618,770  

5.500%, 02/20/53

     2,017,973       2,005,879  

5.000%, 06/20/53

     2,764,603       2,710,239  

5.000%, 03/20/53

     4,311,592       4,226,808  

5.000%, 02/20/53

     4,441,151       4,353,819  
    

 

 

 

       69,328,469  
    

 

 

 

Non-Agency Mortgage-Backed Obligation — 11.1%

 

BBCMS Mortgage Trust, Ser 2018-TALL, Cl A

    

6.141%, TSFR1M + 0.919%, 03/15/37 (A)(B)

     2,000,000       1,821,683  

BBCMS Mortgage Trust, Ser 2018-TALL, Cl C

    

6.540%, TSFR1M + 1.318%, 03/15/37 (A)(B)

     1,900,000       1,398,995  

BX Commercial Mortgage Trust,
Ser 2021-VOLT, Cl C

    

6.436%, TSFR1M + 1.214%, 09/15/36 (A)(B)

     1,250,000       1,195,187  

BX Commercial Mortgage Trust,
Ser 2022-AHP, Cl AS

    

6.712%, TSFR1M + 1.490%, 01/17/39 (A)(B)

     2,500,000       2,451,126  

BX Trust, Ser 2022-CLS, Cl B

    

6.300%, 10/13/27 (B)

     2,200,000       2,081,808  

Century Plaza Towers, Ser 2019-CPT, Cl A

    

2.865%, 11/13/39 (B)

     530,000       430,840  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Century Plaza Towers, Ser 2019-CPT, Cl B

    

2.997%, 11/13/39 (A)(B)

    $  1,000,000       $      735,318   

CFCRE Commercial Mortgage Trust, Ser 2016-C6, Cl AM

    

3.502%, 11/10/49 (A)

     3,005,000       2,700,027  

CHNGE Mortgage Trust, Ser 2022-NQM1, Cl A3

    

5.820%, 06/25/67 (B)

     1,014,675       978,787  

Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl AS

    

4.026%, 05/10/47

     2,365,000       2,298,380  

Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl C

    

4.780%, 05/10/47 (A)

     3,400,000       2,976,326  

Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AS

    

4.032%, 12/10/49 (A)

     1,400,000       1,285,468  

COMM Mortgage Trust, Ser 2013-CR12, Cl AM

    

4.300%, 10/10/46

     1,500,000       1,269,850  

COMM Mortgage Trust, Ser 2020-CBM, Cl A2

    

2.896%, 02/10/37 (B)

     600,000       563,890  

COMM Mortgage Trust, Ser 2020-CBM, Cl D

    

3.633%, 02/10/37 (A)(B)

     275,000       251,514  

COMM Mortgage Trust, Ser 2022-HC, Cl A

    

2.819%, 01/10/39 (B)

     386,000       317,525  

COMM Mortgage Trust, Ser 2022-HC, Cl C

    

3.376%, 01/10/39 (B)

     500,000       393,208  

CSMC OA, Ser 2014-USA, Cl A2

    

3.953%, 09/15/37 (B)

     1,000,000       865,839  

Extended Stay America Trust, Ser 2021-ESH, Cl B

    

6.717%, TSFR1M + 1.494%, 07/15/38 (A)(B)

     432,371       423,702  

FIVE Mortgage Trust, Ser 2023- V1,
Cl C

    

6.405%, 02/10/56 (A)

     1,440,000       1,314,255  

GAM RE-REMIC TRUST, Ser 2021-FRR2, Cl BK44

    

1.720%, 09/27/51 (A)(B)

     1,570,000       1,412,278  

GS Mortgage Securities Corporation Trust, Ser 2021-IP, Cl A

    

6.287%, TSFR1M + 1.064%, 10/15/36 (A)(B)

     2,000,000       1,890,293  

GS Mortgage Securities II, Ser 2012-BWTR, Cl A

    

2.954%, 11/05/34 (B)

     1,750,000       1,261,615  

GS Mortgage Securities II, Ser 2018-GS10, Cl WLSA

    

4.904%, 03/10/33 (A)(B)

     148,000       138,321  
 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

GS Mortgage Securities II, Ser 2018-GS10, Cl WLSB

    

4.904%, 03/10/33 (A)(B)

    $    294,000       $      258,746   

GS Mortgage Securities Trust, Ser 2014-GC22, Cl B

    

4.391%, 06/10/47 (A)

     2,300,000       1,864,419  

Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A

    

2.835%, 08/10/38 (B)

     1,500,000       1,351,005  

Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl D

    

2.943%, 12/10/41 (A)(B)

     1,500,000       1,078,235  

JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl AS

    

4.043%, 07/15/47

     1,170,000       1,131,188  

JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl B

    

3.986%, 10/15/48

     2,925,000       2,718,012  

JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl AS

    

3.858%, 03/15/50 (A)

     2,500,000       2,051,963  

Life Mortgage Trust, Ser 2021- BMR, Cl C

    

6.437%, TSFR1M + 1.214%, 03/15/38 (A)(B)

     737,228       715,972  

LUXE Trust, Ser 2021-TRIP, Cl E

    

8.095%, TSFR1M + 2.864%, 10/15/38 (A)(B)

     1,500,000       1,444,549  

MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A

    

6.137%, TSFR1M + 0.915%, 04/15/38 (A)(B)

     2,500,000       2,463,992  

One Bryant Park Trust, Ser 2019-OBP, Cl A

    

2.516%, 09/15/54 (B)

     1,000,000       814,220  

One Market Plaza Trust, Ser 2017-1MKT, Cl A

    

3.614%, 02/10/32 (B)

     2,372,000       2,190,463  

One Market Plaza Trust, Ser 2017-1MKT, Cl B

    

3.845%, 02/10/32 (B)

     250,000       220,313  

One Market Plaza Trust, Ser 2017-1MKT, Cl C

    

4.016%, 02/10/32 (B)

     500,000       421,875  

One Market Plaza Trust, Ser 2017-1MKT, Cl D

    

4.146%, 02/10/32 (B)

     1,000,000       806,250  

SFAVE Commercial Mortgage Securities Trust, Ser 2015- 5AVE, Cl A1

    

3.872%, 01/05/43 (A)(B)

     530,000       368,947  
MORTGAGE-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

SPGN Mortgage Trust, Ser 2022- TFLM, Cl D

    

8.722%, TSFR1M + 3.500%, 02/15/39 (A)(B)

    $    530,000       $      488,771   

STWD Mortgage Trust, Ser 2021-LIH, Cl AS

    

6.526%, TSFR1M + 1.304%, 11/15/36 (A)(B)

     715,000       693,055  

STWD Mortgage Trust, Ser 2021-LIH, Cl D

    

7.574%, TSFR1M + 2.352%, 11/15/36 (A)(B)

     450,000       427,453  

SUMIT Mortgage Trust, Ser 2022-BVUE, Cl A

    

2.789%, 02/12/41 (B)

     660,000       509,296  

Wells Fargo Commercial Mortgage Trust, Ser 2017-RB1, Cl D

    

3.401%, 03/15/50 (B)

     1,500,000       670,178  

Wells Fargo Commercial Mortgage Trust, Ser 2022-C62, Cl D

    

2.500%, 04/15/55 (B)

     2,000,000       931,433  

WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl B

    

4.414%, 08/15/46 (A)

     1,000,000       830,299  

WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B

    

4.723%, 03/15/47 (A)

     2,093,258       1,947,714  

WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B

    

4.213%, 08/15/47 (A)

     2,500,000       2,245,359  

WFRBS Commercial Mortgage Trust, Ser 2014-LC14, Cl D

    

4.586%, 03/15/47 (A)(B)

     900,000       711,346  
    

 

 

 

       59,811,288  
    

 

 

 

Total Mortgage-Backed Securities
(Cost $135,499,806)

       129,139,757  
    

 

 

 

          

ASSET-BACKED SECURITIES — 17.5%

 

Automotive — 13.0%

 

American Credit Acceptance Receivables Trust, Ser 2021-3, Cl D

    

1.340%, 11/15/27 (B)

     2,200,000       2,071,568  

American Credit Acceptance Receivables Trust, Ser 2021-4, Cl D

    

1.820%, 02/14/28 (B)

     500,000       471,589  

American Credit Acceptance Receivables Trust, Ser 2022-2, Cl D

    

4.850%, 06/13/28 (B)

     3,400,000       3,256,057  
 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

American Credit Acceptance Receivables Trust, Ser 2022-3, Cl D

    

5.830%, 10/13/28 (B)

    $  2,895,000       $    2,821,491   

American Credit Acceptance Receivables Trust, Ser 2023-1, Cl D

    

6.350%, 04/12/29 (B)

     2,345,000       2,315,135  

Carvana Auto Receivables Trust, Ser 2021-N2, Cl C

    

1.070%, 03/10/28

     340,346       314,067  

CPS Auto Receivables Trust, Ser 2021-D, Cl D

    

2.310%, 12/15/27 (B)

     1,000,000       927,852  

CPS Auto Receivables Trust, Ser 2022-C, Cl D

    

6.450%, 04/15/30 (B)

     500,000       495,894  

CPS Auto Receivables Trust, Ser 2023-A, Cl D

    

6.440%, 04/16/29 (B)

     1,800,000       1,783,033  

CPS Auto Receivables Trust, Ser 2023-B, Cl D

    

6.340%, 07/16/29 (B)

     1,955,000       1,925,189  

Drive Auto Receivables Trust, Ser 2021-1, Cl D

    

1.450%, 01/16/29

     1,520,000       1,432,371  

Drive Auto Receivables Trust, Ser 2021-2, Cl D

    

1.390%, 03/15/29

     2,845,000       2,646,018  

Exeter Automobile Receivables Trust 2023-2, Ser 2023-2A, Cl D

    

6.320%, 08/15/29

     3,142,000       3,095,847  

Exeter Automobile Receivables Trust, Ser 2019-2A, Cl E

    

4.680%, 05/15/26 (B)

     2,000,000       1,977,680  

Exeter Automobile Receivables Trust, Ser 2020-1A, Cl E

    

3.740%, 01/15/27 (B)

     575,000       553,811  

Exeter Automobile Receivables Trust, Ser 2020-3A, Cl E

    

3.440%, 08/17/26 (B)

     2,120,000       2,039,324  

Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D

    

1.400%, 04/15/27

     1,350,000       1,254,959  

Exeter Automobile Receivables Trust, Ser 2022-2A, Cl D

    

4.560%, 07/17/28

     500,000       477,117  

Exeter Automobile Receivables Trust, Ser 2022-3A, Cl D

    

6.760%, 09/15/28

     2,070,000       2,062,132  

Exeter Automobile Receivables Trust, Ser 2022-4A, Cl D

    

5.980%, 12/15/28

     505,000       495,140  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
   Value 

Exeter Automobile Receivables Trust, Ser 2022-5A, Cl D

    

7.400%, 02/15/29

    $  3,430,000       $    3,472,107   

Exeter Automobile Receivables Trust, Ser 2022-6A, Cl D

    

8.030%, 04/06/29

     3,950,000       4,079,078  

Exeter Automobile Receivables Trust, Ser 2023-1A, Cl D

    

6.690%, 06/15/29

     1,680,000       1,672,700  

Flagship Credit Auto Trust, Ser 2022-1, Cl D

    

3.640%, 03/15/28 (B)

     1,000,000       925,842  

Flagship Credit Auto Trust, Ser 2022-2, Cl D

    

5.800%, 04/17/28 (B)

     740,000       716,705  

GLS Auto Receivables Issuer Trust 2023-2, Ser 2023-2A, Cl D

    

6.310%, 03/15/29 (B)

     430,000       423,686  

GLS Auto Receivables Issuer Trust, Ser 2020-2A, Cl D

    

7.480%, 04/15/27 (B)

     2,000,000       2,013,278  

GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D

    

1.680%, 01/15/27 (B)

     1,340,000       1,269,089  

GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl E

    

3.140%, 01/18/28 (B)

     2,000,000       1,884,448  

GLS Auto Receivables Issuer Trust, Ser 2021-2A, Cl D

    

1.420%, 04/15/27 (B)

     1,700,000       1,583,581  

GLS Auto Receivables Issuer Trust, Ser 2022-1A, Cl D

    

3.970%, 01/18/28 (B)

     4,080,000       3,860,459  

GLS Auto Receivables Issuer Trust, Ser 2022-2A, Cl D

    

6.150%, 04/17/28 (B)

     1,000,000       986,692  

GLS Auto Receivables Issuer Trust, Ser 2022-3A, Cl D

    

6.420%, 06/15/28 (B)

     500,000       495,441  

Hertz Vehicle Financing, Ser 2021-1A, Cl B

    

1.560%, 12/26/25 (B)

     1,500,000       1,409,303  

Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D

    

1.480%, 01/15/27

     2,000,000       1,939,219  

Santander Drive Auto Receivables Trust, Ser 2021-1, Cl D

    

1.130%, 11/16/26

     800,000       765,996  

Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C

    

5.000%, 11/15/29

     2,500,000       2,429,325  
 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Santander Drive Auto Receivables Trust, Ser 2022-7, Cl C

    

6.690%, 03/17/31

    $    930,000       $      945,418   

Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A2

    

5.860%, 08/20/25 (B)

     1,000,000       999,338  

Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A3

    

5.890%, 06/22/26 (B)

     1,000,000       998,604  

Tesla Auto Lease Trust, Ser 2021-A,
Cl A3

    

0.560%, 03/20/25 (B)

     213,549       212,695  

Tesla Auto Lease Trust, Ser 2021-A,
Cl B

    

1.020%, 03/20/25 (B)

     750,000       737,903  

Westlake Automobile Receivables Trust 2021-1, Ser 2021-1A, Cl E

    

2.330%, 08/17/26 (B)

     1,716,000       1,599,324  

Westlake Automobile Receivables Trust, Ser 2022- 2A, Cl D

    

5.480%, 09/15/27 (B)

     1,255,000       1,222,562  
    

 

 

 

       69,059,067  
    

 

 

 

Other Asset-Backed Securities — 4.5%

 

Cajun Global, Ser 2021-1, Cl A2

    

3.931%, 11/20/51 (B)

     1,466,250       1,252,922  

Citigroup Commercial Mortgage Trust 2013-GC17, Ser GC17, Cl C

    

5.085%, 11/10/46 (A)

     1,095,000       1,021,383  

CLI Funding VI, Ser 2020-1A, Cl A

    

2.080%, 09/18/45 (B)

     1,417,000       1,232,346  

Commonbond Student Loan Trust, Ser 2021-AGS, Cl B

    

1.400%, 03/25/52 (B)

     559,103       428,559  

FREMF 2017-K70 Mortgage Trust, Ser K70, Cl C

    

3.809%, 12/25/49 (A)(B)

     1,800,000       1,646,113  

GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B

    

5.500%, 07/20/49 (B)

     500,000       424,051  

GoodLeap Sustainable Home Solutions Trust, Ser 2022-4CS, Cl B

    

5.550%, 11/20/54 (B)

     500,000       429,075  

Guggenheim MM CLO, Ser 2021-3A, Cl A

    

7.145%, TSFR3M + 1.812%, 01/21/34 (A)(B)

     2,000,000       1,941,216  

Hardee’s Funding, Ser 2021-1A, Cl A2

    

2.865%, 06/20/51 (B)

     1,347,500       1,070,439  
ASSET-BACKED SECURITIES — continued

 

     Face
 Amount 
    Value  

Home Equity Loan Trust, Ser 2006-HSA2, Cl AI3

    

4.711%, 03/25/36 (A)

   $     40,889      $        1,573   

Jersey Mike’s Funding, Ser 2019-1A,
Cl A2

    

4.433%, 02/15/50 (B)

     1,637,625       1,504,837  

ME Funding, Ser 2019-1, Cl A2

    

6.448%, 07/30/49 (B)

     1,471,625       1,433,898  

Mosaic Solar Loan Trust, Ser 2022-1A,
Cl B

    

3.160%, 01/20/53 (B)

     1,255,451       996,600  

Mosaic Solar Loan Trust, Ser 2023-2A,
Cl C

    

8.180%, 09/22/53 (B)

     1,000,000       900,030  

Octane Receivables Trust 2023- 2, Ser 2023-2A, Cl D

    

7.380%, 06/20/31 (B)

     1,720,000       1,690,750  

Octane Receivables Trust, Ser 2021-2A, Cl A

    

1.210%, 09/20/28 (B)

     366,154       352,579  

Oportun Issuance Trust, Ser 2022-3, Cl A

    

7.451%, 01/08/30 (B)

     911,926       912,848  

ServiceMaster Funding, Ser 2020-1,
Cl A2I

    

2.841%, 01/30/51 (B)

     952,960       787,187  

SERVPRO Master Issuer, Ser 2019-1A, Cl A2

    

3.882%, 10/25/49 (B)

     1,732,500       1,573,820  

Shops at Crystals Trust 2016- CSTL, Ser CSTL, Cl A

    

3.126%, 07/05/36 (B)

     1,018,000       916,090  

Sunnova Helios XI Issuer, Ser 2023-A,
Cl A

    

5.300%, 05/20/50(B)

     985,151       952,619  

Vivint Solar Financing V, Ser 2018-1A,
Cl B

    

7.370%, 04/30/48 (B)

     288,895       261,097  

Westgate Resorts 2023-1, Ser 2023-1A, Cl C

    

7.490%, 12/20/37 (B)

     2,007,436       1,969,986  
    

 

 

 

       23,700,018  
    

 

 

 

Total Asset-Backed Securities
(Cost $95,070,788)

       92,759,085  
    

 

 

 

          

MUNICIPAL BONDS — 1.6%

 

Alaska — 0.1%

 

City of Port Lions Alaska, RB

    

7.000%, 10/01/32

     500,000       512,049  
    

 

 

 

California — 0.4%

 

California Community Choice Financing Authority, RB

    

5.950%, 08/01/29

     825,000       836,595  
 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

MUNICIPAL BONDS — continued

 

     Face
 Amount 
    Value  

City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB

    

3.258%, 05/15/30

    $  1,000,000       $      898,818   
    

 

 

 

       1,735,413  
    

 

 

 

Florida — 0.2%

    

Florida Development Finance, RB

    

7.250%, 07/01/57 (A)(B)

     1,000,000       1,020,472  
    

 

 

 

Hawaii — 0.2%

    

State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB

    

3.242%, 01/01/31

     990,831       943,069  
    

 

 

 

Illinois — 0.3%

    

Chicago Housing Authority, Ser B, RB

    

3.822%, 01/01/26

     500,000       479,216  

Village of Deerfield Illinois, Ser B

    

4.000%, 12/01/28

     1,250,000       1,212,690  
    

 

 

 

       1,691,906  
    

 

 

 

Indiana — 0.0%

    

City of Fort Wayne Indiana, RB

    

10.750%, 12/01/29

     234,358       23  
    

 

 

 

Montana — 0.0%

    

County of Gallatin Montana, RB

    

11.500%, 09/01/27 (B)

     250,000       260,674  
    

 

 

 

New Hampshire — 0.2%

    

New Hampshire Business Finance Authority, RB

    

5.500%, 07/01/33 (A)(B)

     850,000       850,000  
    

 

 

 

New York — 0.2%

    

New York State Energy Research & Development Authority, Ser A, RB

    

4.621%, 04/01/27

     820,000       796,010  

4.480%, 04/01/25

     500,000       488,749  
    

 

 

 

       1,284,759  
    

 

 

 

South Dakota — 0.0%

    

South Dakota Housing Development Authority, Ser E, RB

    

5.460%, 05/01/53

     250,000       247,975  
    

 

 

 

Total Municipal Bonds
(Cost $8,853,954)

       8,546,340  
    

 

 

 

BANK LOAN OBLIGATION — 0.5%

 

     Face
 Amount 
    Value  

ECOLOGICAL SERVICES & EQUIPMENT — 0.5%

 

Terraform Power Operating Specified Refinancing Term Loan

    

7.842%, CME Term SOFR +
2.500%, 05/21/29 (A)

    $  2,487,437       $ 2,462,563   
    

 

 

 

Total Bank Loan Obligation
(Cost $2,481,394)

       2,462,563  
    

 

 

 

          

U.S. GOVERNMENT AGENCY OBLIGATION — 0.1%

 

United States International Development Finance

    

1.790%, 10/15/29

     299,788       268,123  
    

 

 

 

Total U.S. Government Agency Obligation
(Cost $281,638)

       268,123  
    

 

 

 

Total Investments in Securities — 97.6%
(Cost $530,533,426)

      $  516,694,551  
    

 

 

 

    

 

 

 

Percentages are based on Nest Assets of $529,589,997.

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

 

Type of

Contract

  

Number

of
Contracts

   Expiration
Date
   Notional
Amount
   Value   

Unrealized

Depreciation

Long Contracts

 

        

U.S. 5-Year Treasury Note

     1,000        Sept-2023      $ 89,199,845      $ 88,447,219      $ (752,626

U.S. 10-Year Treasury Note

     1,000        Sept-2023        5,572,152        5,498,266        (73,886
        

 

 

 

  

 

 

 

  

 

 

 

           94,771,997        93,945,485        (826,512
        

 

 

 

  

 

 

 

  

 

 

 

 

Real Estate Investment Trust.

 

(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 may be sold only to dealers in the program or other “accredited investors”. The total value of these securities at July 31, 2023 was $148,407,013 and represented 28.0% of Net Assets.

(C)

Zero coupon security.

 


Catholic Responsible Investments  

Opportunistic Bond Fund

July 31, 2023

(Unaudited)

 

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

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-001-0400

 


Catholic Responsible Investments  

Equity Index Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS     
 COMMON STOCK — 99.7%         
       Shares        Value   

COMMUNICATION SERVICES — 9.0%

 

Activision Blizzard

     62,515      $ 5,798,892   

Alphabet, Cl A *

     520,018       69,016,789  

Alphabet, Cl C *

     447,949       59,626,491  

AT&T

     660,121       9,584,957  

Charter Communications, Cl A * .

     9,079       3,678,720  

Comcast, Cl A

     363,505       16,452,236  

Electronic Arts

     22,765       3,104,008  

Fox

     23,486       785,607  

Fox

     11,942       375,098  

Interpublic Group of

     33,779       1,156,255  

Match Group *

     24,304       1,130,379  

Meta Platforms, Cl A *

     193,303       61,586,336  

Netflix *

     38,845       17,051,790  

News

     10,237       205,866  

News

     33,332       660,640  

Omnicom Group

     17,390       1,471,542  

Paramount Global, Cl B (A)

     44,280       709,808  

Take-Two Interactive Software *

     13,855       2,118,984  

T-Mobile US *

     67,426       9,289,280  

Verizon Communications

     575,995       19,629,909  

Walt Disney *

     159,695       14,195,289  

Warner Bros Discovery *

     193,727       2,532,012  
    

 

 

 

          300,160,888  
    

 

 

 

CONSUMER DISCRETIONARY — 10.4%

 

Advance Auto Parts

     5,189       386,010  

Amazon.com *

     780,656       104,358,094  

Aptiv *

     23,637       2,588,015  

AutoZone *

     1,608       3,990,606  

Bath & Body Works

     20,027       742,201  

Best Buy

     16,995       1,411,435  

Booking Holdings *

     3,227       9,586,772  

BorgWarner

     20,442       950,553  

CarMax *

     13,861       1,145,057  

Carnival *

     87,722       1,652,682  

Chipotle Mexican Grill, Cl A *

     2,411       4,731,057  

Darden Restaurants

     10,567       1,784,978  

Domino’s Pizza

     3,088       1,225,133  

DR Horton

     27,121       3,444,909  

eBay

     46,775       2,081,955  

Etsy *

     10,807       1,098,532  

Expedia Group *

     12,461       1,526,846  

Ford Motor

     343,417       4,536,539  

Garmin

     13,372       1,415,961  

General Motors

     121,516       4,662,569  
COMMON STOCK — continued         
       Shares        Value   

CONSUMER DISCRETIONARY— continued

 

Genuine Parts

     12,279      $ 1,912,086   

Hasbro

     11,385       735,016  

Hilton Worldwide Holdings

     23,124       3,595,551  

Home Depot

     88,523       29,552,518  

Lennar, Cl A

     22,175       2,812,455  

LKQ

     22,220       1,217,434  

Lowe’s

     52,111       12,208,044  

Marriott International, Cl A

     22,532       4,547,183  

McDonald’s

     66,077       19,373,776  

Mohawk Industries *

     4,619       491,184  

NIKE, Cl B

     107,663       11,884,919  

Norwegian Cruise Line Holdings *

     37,071       818,157  

NVR *

     267       1,683,819  

O’Reilly Automotive *

     5,320       4,925,203  

Pool

     3,412       1,312,733  

PulteGroup

     19,461       1,642,314  

Ralph Lauren, Cl A

     3,591       471,606  

Ross Stores

     29,889       3,426,475  

Starbucks

     100,225       10,179,853  

Tapestry

     20,210       872,061  

Tesla *

     235,415       62,957,033  

TJX

     100,598       8,704,745  

Tractor Supply

     9,574       2,144,480  

Ulta Beauty *

     4,377       1,946,890  

VF

     28,870       571,915  

Whirlpool

     4,785       690,284  

Yum! Brands

     24,475       3,369,473  
    

 

 

 

          347,367,111  
    

 

 

 

CONSUMER STAPLES — 7.2%

    

Archer-Daniels-Midland

     50,549       4,294,643  

Brown-Forman, Cl B

     15,973       1,127,694  

Bunge

     13,200       1,434,444  

Campbell Soup

     17,487       801,254  

Clorox

     10,803       1,636,438  

Coca-Cola

     476,528       29,511,379  

Colgate-Palmolive

     72,460       5,525,800  

Conagra Brands

     41,710       1,368,505  

Constellation Brands, Cl A

     14,090       3,843,752  

Costco Wholesale

     45,474       25,495,908  

Dollar General

     19,146       3,232,993  

Dollar Tree *

     18,169       2,804,022  

Estee Lauder, Cl A

     20,261       3,646,980  

General Mills

     51,360       3,838,646  

Hershey

     12,870       2,976,960  
 


Catholic Responsible Investments  

Equity Index Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

CONSUMER STAPLES — continued

 

 

Hormel Foods

     25,317      $ 1,034,959   

J M Smucker

     9,318       1,403,757  

Kellogg

     22,494       1,504,624  

Keurig Dr Pepper

     94,700       3,220,747  

Kimberly-Clark

     29,481       3,805,997  

Kraft Heinz

     110,856       4,010,770  

Kroger

     57,042       2,774,523  

Lamb Weston Holdings

     12,732       1,319,417  

McCormick

     21,961       1,965,070  

Molson Coors Beverage, Cl B

     16,428       1,146,182  

Mondelez International, Cl A

     129,828       9,624,150  

Monster Beverage *

     66,808       3,840,792  

PepsiCo

     160,267       30,043,652  

Procter & Gamble

     244,295       38,183,308  

Sysco

     44,318       3,381,907  

Target

     40,332       5,504,108  

Tyson Foods, Cl A

     42,177       2,350,102  

Walgreens Boots Alliance

     62,537       1,874,234  

Walmart

     208,889       33,392,995  
    

 

 

 

       241,920,712  
    

 

 

 

ENERGY — 4.5%

    

APA

     26,952       1,091,287  

Baker Hughes, Cl A

     88,431       3,164,946  

Chevron

     169,874       27,801,579  

ConocoPhillips

     105,738       12,447,477  

Coterra Energy

     66,139       1,821,468  

Devon Energy

     56,080       3,028,320  

Diamondback Energy

     15,824       2,331,192  

EOG Resources

     51,106       6,773,078  

Equities

     31,600       1,332,888  

Exxon Mobil

     409,430       43,907,273  

Halliburton

     78,813       3,080,012  

Hess

     24,148       3,663,976  

Kinder Morgan

     172,314       3,051,681  

Marathon Oil

     53,941       1,417,030  

Marathon Petroleum

     37,075       4,931,717  

Occidental Petroleum

     62,787       3,963,743  

ONEOK

     39,096       2,620,996  

Phillips 66

     40,146       4,478,286  

Pioneer Natural Resources

     20,424       4,609,084  

Schlumberger

     124,542       7,265,780  

Targa Resources

     19,800       1,623,402  

Valero Energy

     31,590       4,072,267  

Williams

     106,447       3,667,099  
    

 

 

 

          152,144,581  
    

 

 

 

COMMON STOCK — continued  
       Shares        Value   

FINANCIALS — 12.7%

    

Aflac

     48,044      $ 3,475,503   

Allstate

     22,969       2,588,147  

American Express

     51,957       8,774,498  

American International Group

     63,226       3,811,263  

Ameriprise Financial

     9,103       3,171,940  

Aon, Cl A

     17,848       5,684,588  

Arch Capital Group *

     32,500       2,524,925  

Arthur J Gallagher

     18,717       4,020,411  

Assurant

     4,645       624,799  

Bank of America

     605,869       19,387,808  

Bank of New York Mellon

     62,795       2,848,381  

Berkshire Hathaway, Cl B *

     157,083           55,286,933  

BlackRock, Cl A

     13,087       9,669,330  

Brown & Brown

     20,600       1,451,270  

Capital One Financial

     33,363       3,904,138  

Cboe Global Markets

     9,225       1,288,548  

Charles Schwab

     129,849       8,583,019  

Chubb

     36,192       7,398,007  

Cincinnati Financial

     13,765       1,480,839  

Citigroup

     170,081       8,106,060  

Citizens Financial Group

     42,249       1,362,953  

CME Group, Cl A

     31,433       6,253,910  

Comerica

     11,457       618,220  

Discover Financial Services

     22,190       2,342,155  

Everest Group

     3,747       1,350,831  

Eversource Energy

     44,069       3,187,511  

FactSet Research Systems

     3,348       1,456,514  

Fidelity National Information Services

     51,727       3,123,276  

Fifth Third Bancorp

     59,526       1,732,207  

Fiserv *

     53,942       6,808,020  

FleetCor Technologies *

     6,452       1,605,967  

Franklin Resources

     24,960       729,830  

Global Payments

     22,861       2,520,425  

Globe Life

     7,765       871,000  

Goldman Sachs Group

     29,050       10,338,024  

Hartford Financial Services Group

     27,149       1,951,470  

Huntington Bancshares

     126,151       1,544,088  

Intercontinental Exchange

     48,923       5,616,360  

Invesco

     39,986       671,765  

Jack Henry & Associates

     6,368       1,067,086  

JPMorgan Chase

     255,356       40,336,034  

KeyCorp

     81,767       1,006,552  

Lincoln National

     13,453       377,222  

Loews

     16,543       1,036,419  
 


Catholic Responsible Investments  

Equity Index Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

FINANCIALS — continued

    

M&T Bank

     14,494      $ 2,027,131   

MarketAxess Holdings

     3,292       886,272  

Marsh & McLennan

     43,230       8,145,397  

Mastercard, Cl A

     73,118       28,828,965  

MetLife

     56,229       3,540,740  

Moody’s

     13,790       4,864,422  

Morgan Stanley

     113,815       10,420,901  

MSCI, Cl A

     6,996       3,834,368  

Nasdaq

     29,617       1,495,362  

Northern Trust

     18,236       1,461,068  

PayPal Holdings *

     97,499       7,392,374  

PNC Financial Services Group

     34,875       4,774,039  

Principal Financial Group

     19,739       1,576,554  

Progressive

     51,151       6,444,003  

Prudential Financial

     31,882       3,076,294  

Raymond James Financial

     16,666       1,834,427  

Regions Financial

     81,980       1,669,933  

S&P Global

     28,661       11,307,051  

State Street

     29,176       2,113,509  

Synchrony Financial

     37,461       1,293,903  

T Rowe Price Group

     19,624       2,418,854  

Travelers

     20,183       3,483,788  

Truist Financial

     116,434       3,867,937  

US Bancorp

     121,938       4,838,500  

Visa, Cl A

     141,404       33,615,973  

W R Berkley

     17,545       1,082,351  

Wells Fargo

     327,835       15,132,864  

Willis Towers Watson

     9,299       1,965,158  

Zions Bancorp (A)

     12,909       493,769  
    

 

 

 

          425,874,153  
    

 

 

 

HEALTH CARE — 11.0%

    

Align Technology *

     6,982       2,638,428  

AmerisourceBergen, Cl A

     45,696       8,540,582  

Baxter International

     79,200       3,582,216  

Boston Scientific *

     293,645       15,225,493  

Cardinal Health

     52,979       4,845,989  

Cigna Group

     59,788       17,643,439  

CVS Health

     262,499       19,606,050  

DaVita *

     18,274       1,863,765  

DENTSPLY SIRONA

     22,840       948,317  

Dexcom *

     33,873       4,219,221  

Edwards Lifesciences *

     116,334       9,547,531  

Elevance Health

     47,456       22,381,673  

GE HealthCare Technologies

     34,200       2,667,600  

Gilead Sciences

     355,900       27,098,226  
COMMON STOCK — continued  
       Shares        Value   

HEALTH CARE — continued

    

Henry Schein *

     41,750      $ 3,289,483   

Hologic *

     78,951       6,270,289  

Humana

     26,379       12,050,719  

IDEXX Laboratories *

     10,817       6,000,514  

Incyte *

     175,258       11,167,440  

Insulet *

     12,067       3,339,542  

Intuitive Surgical *

     38,718       12,560,119  

IQVIA Holdings *

     87,179       19,507,173  

Laboratory Corp of America Holdings

     28,202       6,033,254  

McKesson

     34,260       13,786,224  

Medtronic

     246,190       21,605,634  

Mettler-Toledo International *

     11,425       14,366,595  

Molina Healthcare *

     16,179       4,926,344  

Quest Diagnostics

     32,757       4,429,074  

ResMed

     29,209       6,494,621  

STERIS

     21,567       4,864,437  

Stryker

     61,342       17,384,936  

Teleflex

     13,355       3,354,375  

Waters *

     40,287       11,127,672  

West Pharmaceutical Services

     31,788       11,699,256  

Zimmer Biomet Holdings

     50,054       6,914,960  

Zoetis, Cl A

     145,319       27,333,051  
    

 

 

 

          369,314,242  
    

 

 

 

INDUSTRIALS — 7.8%

    

3M

     121,964       13,598,986  

A O Smith

     10,856       788,471  

Alaska Air Group *

     11,223       545,775  

Allegion

     7,685       898,069  

American Airlines Group *

     57,076       956,023  

AMETEK

     29,149       4,623,031  

Automatic Data Processing

     38,435       9,503,438  

Axon Enterprise *

     6,133       1,140,309  

Broadridge Financial Solutions

     10,309       1,731,087  

Carrier Global

     88,986       5,299,116  

Caterpillar

     51,572       13,675,347  

Ceridian HCM Holding *

     13,570       960,892  

CH Robinson Worldwide

     10,172       1,019,031  

Cintas

     7,554       3,792,410  

Copart *

     37,496       3,314,272  

CSX

     177,682       5,920,364  

Cummins

     18,766       4,894,173  

Deere

     35,223       15,131,801  

Delta Air Lines

     56,194       2,599,534  

Dover

     12,221       1,783,899  
 


Catholic Responsible Investments  

Equity Index Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

INDUSTRIALS — continued

    

Eaton

     49,807      $ 10,226,373   

Emerson Electric

     82,383       7,525,687  

Equifax

     10,717       2,187,125  

Expeditors International of Washington

     13,351       1,699,582  

Fastenal

     67,629       3,963,736  

FedEx

     20,207       5,454,880  

Fortive

     35,450       2,777,508  

Generac Holdings *

     5,435       835,360  

General Electric

     95,156       10,870,621  

Howmet Aerospace

     32,109       1,642,054  

IDEX

     6,604       1,491,249  

Illinois Tool Works

     34,568       9,102,446  

Ingersoll Rand

     35,343       2,306,838  

JB Hunt Transport Services

     7,246       1,477,749  

Johnson Controls International

     69,524       4,835,394  

Masco

     19,691       1,194,850  

Nordson

     4,703       1,183,322  

Norfolk Southern

     19,892       4,646,572  

Old Dominion Freight Line

     7,857       3,295,933  

Otis Worldwide

     55,600       5,057,376  

PACCAR

     59,000       5,081,670  

Parker-Hannifin

     12,132       4,974,241  

Paychex

     28,036       3,517,677  

Paycom Software

     4,248       1,566,493  

Pentair

     14,388       999,966  

Quanta Services

     12,686       2,557,751  

Republic Services, Cl A

     17,964       2,714,540  

Robert Half

     9,419       698,419  

Rockwell Automation

     10,038       3,375,679  

Rollins

     20,270       827,624  

Snap-on

     4,625       1,260,035  

Southwest Airlines

     51,971       1,775,329  

Stanley Black & Decker

     13,347       1,324,957  

Trane Technologies

     22,548       4,496,973  

TransDigm Group

     6,638       5,972,341  

Union Pacific

     57,476       13,335,582  

United Airlines Holdings *

     28,638       1,555,330  

United Parcel Service, Cl B

     67,879          12,702,197  

United Rentals

     6,006       2,790,868  

Verisk Analytics, Cl A

     12,652       2,896,549  

Waste Management

     38,767       6,349,647  

Westinghouse Air Brake Technologies

     17,440       2,065,594  

WW Grainger

     3,902       2,881,588  
COMMON STOCK — continued  
       Shares        Value   

INDUSTRIALS — continued

    

Xylem

     20,908      $ 2,357,377   
    

 

 

 

       262,029,110  
    

 

 

 

INFORMATION TECHNOLOGY — 29.0%

 

Accenture, Cl A

     55,185       17,457,775  

Adobe *

     40,082       21,891,586  

Advanced Micro Devices *

     140,717       16,098,025  

Akamai Technologies *

     13,292       1,256,094  

Amphenol, Cl A

     52,064       4,597,772  

Analog Devices

     52,638       10,502,860  

ANSYS *

     7,573       2,590,723  

Apple

     1,316,366       258,600,101  

Applied Materials

     73,848       11,194,618  

Arista Networks *

     21,820       3,384,064  

Autodesk *

     18,713       3,966,969  

Broadcom

     36,765       33,038,867  

Cadence Design Systems *

     23,828       5,575,990  

CDW

     11,778       2,203,311  

Cisco Systems

     357,950       18,627,718  

Cognizant Technology Solutions, Cl A

     44,301       2,925,195  

DXC Technology *

     19,928       551,009  

Enphase Energy *

     11,975       1,818,164  

EPAM Systems *

     5,060       1,198,259  

F5 *

     5,284       836,140  

Fair Isaac *

     2,184       1,830,127  

First Solar *

     8,681       1,800,439  

Fortinet *

     56,915       4,423,434  

Gartner *

     6,907       2,442,246  

Gen Digital

     49,748       967,599  

Hewlett Packard Enterprise

     113,219       1,967,746  

HP

     75,723       2,485,986  

Intel

     410,266       14,675,215  

International Business Machines

     79,347       11,440,250  

Intuit

     24,515          12,544,326  

Juniper Networks

     28,099       781,152  

Keysight Technologies *

     15,566       2,507,371  

KLA

     11,989       6,161,747  

Lam Research

     11,739       8,434,354  

Microchip Technology

     47,828       4,492,962  

Micron Technology

     95,646       6,828,168  

Microsoft

     697,757       234,390,531  

Monolithic Power Systems

     3,937       2,202,712  

Motorola Solutions

     14,656       4,200,849  

NetApp

     18,715       1,459,957  

NVIDIA

     216,108       100,985,107  
 


Catholic Responsible Investments  

Equity Index Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares         Value   

INFORMATION TECHNOLOGY — continued

 

NXP Semiconductors

     22,697      $ 5,060,977  

ON Semiconductor *

     37,700        4,062,175  

Oracle

     134,472        15,764,153  

Palo Alto Networks *

     26,443        6,609,692  

PTC *

     9,308        1,357,200  

Qorvo *

     8,729        960,365  

QUALCOMM

     108,286        14,312,161  

Roper Technologies

     9,314        4,592,268  

Salesforce *

     85,549        19,249,380  

Seagate Technology Holdings

     16,813        1,067,626  

ServiceNow *

     17,803        10,379,149  

Skyworks Solutions

     13,907        1,590,544  

SolarEdge Technologies *

     4,924        1,188,949  

Synopsys *

     13,309        6,013,006  

TE Connectivity

     27,536        3,951,141  

Teledyne Technologies *

     4,111        1,580,803  

Teradyne

     13,548        1,530,111  

Texas Instruments

     104,699        18,845,820  

Trimble *

     21,600        1,162,080  

Tyler Technologies *

     3,664        1,453,252  

VeriSign *

     7,914        1,669,458  

Western Digital *

     27,947        1,189,424  

Zebra Technologies, Cl A *

     4,494        1,383,972  
     

 

 

 

           970,311,224  
     

 

 

 

MATERIALS — 2.8%

     

Air Products and Chemicals

     19,738        6,026,604  

Albemarle

     10,253        2,176,507  

Amcor

     128,535        1,318,769  

Avery Dennison

     7,054        1,298,007  

Ball

     27,468        1,612,097  

Celanese, Cl A

     8,746        1,096,661  

CF Industries Holdings

     17,004        1,395,688  

Corteva

     78,439        4,426,313  

Dow

     86,128        4,863,648  

DuPont de Nemours

     40,065        3,110,246  

Eastman Chemical

     10,437        893,198  

Ecolab

     24,337        4,457,078  

FMC

     10,926        1,051,409  

Freeport-McMoRan

     125,251        5,592,457  

International Flavors & Fragrances

     22,244        1,882,065  

International Paper

     46,330        1,670,660  

Linde

     53,184        20,777,393  

LyondellBasell Industries, Cl A

     36,762        3,634,291  

Martin Marietta Materials

     5,415        2,417,581  
COMMON STOCK — continued  
       Shares         Value   

MATERIALS — continued

     

Mosaic

     29,066      $ 1,184,730  

Newmont

     69,415        2,979,292  

Nucor

     21,952        3,777,720  

Packaging Corp of America

     7,859        1,205,178  

PPG Industries

     20,571        2,960,167  

Sealed Air

     12,578        573,808  

Sherwin-Williams

     21,571        5,964,381  

Steel Dynamics

     14,032        1,495,531  

Vulcan Materials

     11,627        2,563,753  

Westrock

     22,341        743,732  
     

 

 

 

            93,148,964  
     

 

 

 

REAL ESTATE — 2.7%

     

Alexandria Real Estate Equities ‡

     13,758        1,729,105  

American Tower ‡

     53,709        10,221,360  

AvalonBay Communities ‡

     12,408        2,340,769  

Boston Properties ‡

     12,472        831,009  

Camden Property Trust ‡

     9,329        1,017,701  

CBRE Group, Cl A *

     27,168        2,263,366  

CoStar Group *

     35,700        2,997,729  

Crown Castle International ‡

     37,895        4,103,650  

Digital Realty Trust ‡

     25,459        3,172,701  

Equinix ‡

     8,172        6,618,666  

Equity Residential ‡

     29,782        1,963,825  

Essex Property Trust ‡

     5,608        1,365,828  

Extra Space Storage ‡

     18,601        2,596,142  

Federal Realty Investment Trust ‡

     6,378        647,495  

Host Hotels & Resorts ‡

     62,191        1,144,314  

Invitation Homes ‡

     50,800        1,803,400  

Iron Mountain ‡

     25,460        1,563,244  

Kimco Realty ‡

     54,155        1,097,180  

Mid-America Apartment Communities ‡

     10,194        1,525,634  

Prologis ‡

     80,695        10,066,701  

Public Storage ‡

     13,827        3,895,757  

Realty Income ‡

     263,430        16,061,327  

Regency Centers ‡

     13,487        883,803  

SBA Communications, Cl A ‡

     9,467        2,072,800  

Simon Property Group ‡

     28,573        3,560,196  

UDR ‡

     27,083        1,107,153  

Welltower ‡

     43,412        3,566,296  

Weyerhaeuser ‡

     63,969        2,178,784  
     

 

 

 

        92,395,935  
     

 

 

 

UTILITIES — 2.6%

     

Alliant Energy

     22,000        1,182,280  
 


Catholic Responsible Investments  

Equity Index Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares         Value   

UTILITIES — continued

     

American Water Works

     17,008      $ 2,507,489  

Atmos Energy

     12,626        1,536,710  

CenterPoint Energy

     55,186        1,660,547  

CMS Energy

     25,437        1,553,438  

Consolidated Edison

     60,985        5,785,037  

Constellation Energy

     28,304        2,735,614  

Dominion Energy

     128,527        6,882,621  

Edison International

     33,487        2,409,725  

Entergy

     20,415        2,096,621  

Exelon

     163,213        6,832,096  

FirstEnergy

     47,557        1,873,270  

NextEra Energy

     279,228        20,467,412  

NRG Energy

     20,078        762,763  

PG&E *

     141,300        2,488,293  

Pinnacle West Capital

     9,904        820,249  

Public Service Enterprise Group

     82,146        5,185,056  

Sempra

     46,807        6,975,179  

Southern

     170,743        12,351,549  
     

 

 

 

        86,105,949  
     

 

 

 

Total Common Stock
(Cost $1,929,957,530)

        3,340,772,869  
     

 

 

 

RIGHTS — 0.0%

     
     Number Of
Rights
      Value  

Abiomed * (B)(C)

     5,594         
     

 

 

 

Total Rights
(Cost $–)

         
     

 

 

 

SHORT-TERM INVESTMENT — 0.0%

 

       Shares         Value   

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (D)

     682,693        682,693  
     

 

 

 

Total Short-Term Investments
(Cost $682,693)

 

     682,693  
     

 

 

 

Total Investments in Securities — 99.7%
(Cost $1,930,640,223)

 

    $ 3,341,455,562  
     

 

 

 

Percentages are based on Nest Assets of $3,350,631,115.

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

 

           

Type of

Contract

  Number of
Contracts
  Expiration
Date
  Notional
Amount
  Value   Unrealized
Appreciation/
(Depreciation)

Long

         

Contracts

         

S&P

         

500

         

Index

         

E-MINI.

    50       Sept-2023     $  8,013,556     $  8,075,375     $   61,819   
     

 

 

 

 

 

 

 

 

 

 

 

 

*

Non-income producing security.

Real Estate Investment Trust.

 

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $669,191.

(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 July 31, 2023, was $682,693.

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-001-0400

 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS     
 COMMON STOCK — 99.6%  
       Shares        Value   

COMMUNICATION SERVICES — 2.9%

 

AMC Networks, Cl A *

     13,946       $ 175,999   

ATN International

     5,796       210,627  

Cargurus, Cl A *

     43,689       989,993  

Cars.com *

     31,428       716,873  

Cinemark Holdings *

     54,580       910,940  

Cogent Communications Holdings

     21,542       1,319,232  

Consolidated Communications Holdings *

     40,638       145,484  

DISH Network, Cl A *

     122,651       972,622  

EW Scripps, Cl A *

     28,712       283,100  

Gogo *

     32,984       497,069  

John Wiley & Sons, Cl A

     20,917       715,989  

Lumen Technologies

     454,410       813,394  

Madison Square Garden Sports .

     8,790       1,870,072  

Marcus

     12,068       188,261  

QuinStreet *

     25,740       228,571  

Scholastic

     14,154       611,311  

Shenandoah Telecommunications

     25,856       482,732  

Shutterstock

     11,987       616,731  

TechTarget *

     12,648       410,807  

Telephone and Data Systems

     50,086       401,690  

Thryv Holdings *

     15,306       362,752  

Yelp, Cl A *

     34,023       1,532,736  
    

 

 

 

          14,456,985  
    

 

 

 

CONSUMER DISCRETIONARY — 13.4%

 

Aaron’s

     15,138       239,483  

Abercrombie & Fitch, Cl A *

     24,600       974,406  

Academy Sports & Outdoors

     37,375       2,234,651  

Adtalem Global Education *

     21,672       937,097  

American Axle & Manufacturing Holdings *

     57,311       541,589  

American Eagle Outfitters

     89,091       1,251,729  

America’s Car-Mart *

     2,839       338,182  

Asbury Automotive Group *

     10,440       2,355,264  

BJ’s Restaurants *

     12,825       482,989  

Bloomin’ Brands

     44,490       1,195,446  

Boot Barn Holdings *

     14,501       1,361,644  

Brinker International *

     22,656       889,928  

Buckle

     14,579       533,008  

Caleres

     17,777       480,690  

Cavco Industries *

     4,095       1,210,687  

Century Communities

     14,117       1,090,115  

Cheesecake Factory

     24,741       909,974  
COMMON STOCK — continued  
       Shares        Value   

CONSUMER DISCRETIONARY— continued

 

Chico’s FAS *

     60,454       $ 368,769   

Chuy’s Holdings *

     10,127       421,182  

Cracker Barrel Old Country Store

     11,350       1,057,820  

Dana

     62,796       1,191,868  

Dave & Buster’s Entertainment *

     20,123       921,633  

Designer Brands, Cl A (A)

     25,300       251,735  

Dine Brands Global

     8,100       488,592  

Dorman Products *

     13,731       1,162,878  

Ethan Allen Interiors

     12,239       385,161  

Frontdoor *

     41,539       1,450,542  

Genesco *

     500       14,105  

Gentherm *

     16,078       960,982  

G-III Apparel Group *

     21,450       444,230  

Green Brick Partners *

     13,895       785,345  

Group 1 Automotive

     6,856       1,772,482  

Guess?

     14,661       307,734  

Hanesbrands

     179,061       943,651  

Haverty Furniture

     6,530       232,468  

Hibbett

     6,243       289,675  

Installed Building Products

     11,749       1,739,087  

iRobot *

     14,376       575,040  

Jack in the Box

     10,497       1,043,507  

Kontoor Brands

     26,065       1,104,113  

La-Z-Boy, Cl Z

     22,199       696,383  

LCI Industries

     12,265       1,671,352  

Leslie’s *

     72,194       459,876  

LGI Homes *

     10,405           1,443,694  

M *

     13,785       1,378,500  

MarineMax *

     10,704       431,692  

MDC Holdings

     28,927       1,483,377  

Meritage Homes

     18,046       2,687,952  

Mister Car Wash *

     42,519       422,214  

Monro

     15,442       565,949  

Movado Group

     7,801       223,889  

National Vision Holdings *

     38,159       825,379  

ODP *

     16,466       821,324  

Oxford Industries

     7,758       836,700  

Patrick Industries

     10,281       889,821  

Perdoceo Education *

     33,292       444,448  

Phinia *

     22,836       647,857  

Sabre *

     168,256       689,850  

Sally Beauty Holdings *

     52,675       630,520  

Shake Shack, Cl A *

     18,844       1,463,425  

Shoe Carnival

     8,300       220,863  
 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

CONSUMER DISCRETIONARY — continued

 

Signet Jewelers

     21,876       $ 1,760,799   

Six Flags Entertainment *

     37,773       902,775  

Sleep Number *

     10,865       300,852  

Sonic Automotive, Cl A

     7,821       374,548  

Sonos *

     65,337       1,119,876  

Standard Motor Products

     9,234       352,462  

Steven Madden

     36,426       1,215,900  

Strategic Education

     11,242       844,274  

Stride *

     20,534       784,604  

Tri Pointe Homes *

     49,593       1,581,025  

Upbound Group, Cl A

     24,787       858,374  

Urban Outfitters *

     29,256       1,064,041  

Victoria’s Secret *

     37,972       778,046  

Winnebago Industries

     14,814       1,019,203  

Wolverine World Wide

     41,470       525,425  

XPEL *

     9,592       779,158  
    

 

 

 

          68,135,908  
    

 

 

 

CONSUMER STAPLES — 4.7%

    

Andersons

     15,837       773,162  

B&G Foods (A)

     37,026       490,965  

Calavo Growers

     9,761       368,283  

Cal-Maine Foods

     18,817       869,157  

Central Garden & Pet *

     4,760       192,685  

Central Garden & Pet, Cl A *

     20,213       772,541  

Chefs’ Warehouse *

     18,500       672,290  

Edgewell Personal Care

     25,198       993,053  

elf Beauty *

     25,426       2,967,723  

Fresh Del Monte Produce

     15,175       403,351  

Hain Celestial Group *

     45,925       581,870  

Hostess Brands, Cl A *

     67,423       1,620,849  

Inter Parfums

     9,081       1,358,154  

J & J Snack Foods

     7,795       1,249,694  

John B Sanfilippo & Son

     5,107       556,203  

Medifast

     5,332       543,277  

MGP Ingredients

     8,155       929,752  

National Beverage *

     13,108       692,758  

Nu Skin Enterprises, Cl A

     24,611       723,317  

PriceSmart

     12,908       1,003,339  

Simply Good Foods *

     43,060       1,666,853  

SpartanNash

     17,752       398,355  

Tootsie Roll Industries

     10,177       354,770  

TreeHouse Foods *

     25,697       1,326,222  

United Natural Foods *

     29,090       605,072  

USANA Health Sciences *

     5,584       362,458  
COMMON STOCK — continued  
       Shares        Value   

CONSUMER STAPLES — continued

 

WD-40

     6,776       $ 1,555,092   
    

 

 

 

       24,031,245  
    

 

 

 

ENERGY — 5.0%

    

Archrock

     78,766       918,412  

Bristow Group *

     13,683       421,026  

California Resources

     36,670       1,956,344  

Callon Petroleum *

     25,937       974,194  

Civitas Resources

     25,147       1,882,504  

Comstock Resources

     47,846       610,036  

Core Laboratories

     26,339       684,551  

CVR Energy

     16,115       592,065  

Dorian LPG

     19,246       572,376  

Dril-Quip *

     18,598       481,502  

Green Plains *

     31,853       1,131,100  

Helix Energy Solutions Group *

     76,935       738,576  

Helmerich & Payne

     52,069       2,331,129  

Nabors Industries *

     4,893       599,344  

NexTier Oilfield Solutions *

     78,437       934,969  

Northern Oil and Gas

     42,464       1,671,808  

Oil States International *

     36,960       297,158  

Par Pacific Holdings *

     31,354       987,024  

Patterson-UTI Energy

     104,945       1,662,329  

ProPetro Holding *

     52,631       549,468  

REX American Resources *

     10,110       374,272  

RPC

     46,511       386,972  

SM Energy

     60,011       2,177,799  

Talos Energy *

     55,180       882,880  

US Silica Holdings *

     41,421       538,887  

Vital Energy *

     9,618       507,638  

World Kinect

     33,279       750,109  
    

 

 

 

          25,614,472  
    

 

 

 

FINANCIALS — 17.4%

    

Ambac Financial Group *

     22,348       316,001  

American Equity Investment Life Holding

     30,919       1,659,423  

Ameris Bancorp

     31,615       1,379,995  

AMERISAFE

     9,799       510,724  

Apollo Commercial Real Estate Finance ‡

     63,042       743,896  

Arbor Realty Trust ‡,(A)

     87,828       1,485,171  

ARMOUR Residential REIT ‡

     97,368       497,550  

Artisan Partners Asset Management, Cl A

     33,776       1,401,366  

Assured Guaranty

     28,751       1,718,735  

Atlantic Union Bankshares

     36,358       1,162,729  

Avantax *

     19,724       510,457  
 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

FINANCIALS — continued

    

Axos Financial *

     25,506       $ 1,198,782   

B Riley Financial

     8,204       455,568  

Banc of California

     26,233       372,771  

BancFirst

     8,454       844,555  

Bancorp *

     26,515       1,004,919  

Bank of Hawaii (A)

     19,222       1,098,153  

BankUnited

     36,073       1,076,418  

Banner

     16,646       792,516  

Berkshire Hills Bancorp

     21,685       494,635  

Bread Financial Holdings

     24,299       1,010,109  

Brightsphere Investment Group

     15,839       337,054  

Brookline Bancorp

     42,990       459,133  

Capitol Federal Financial

     62,016       411,166  

Central Pacific Financial

     13,226       241,242  

City Holding

     7,381       730,055  

Community Bank System

     26,048       1,402,164  

Customers Bancorp *

     14,386       603,924  

CVB Financial

     63,477       1,197,811  

Dime Community Bancshares

     15,966       357,638  

Donnelley Financial Solutions *

     12,734       602,318  

Eagle Bancorp

     15,043       416,691  

Ellington Financial ‡

     31,248       422,473  

Employers Holdings

     13,201       509,955  

Encore Capital Group *

     11,500       615,250  

Enova International *

     15,133       833,677  

EVERTEC

     31,640       1,244,401  

EZCORP, Cl A *

     25,686       232,715  

FB Financial

     17,183       608,622  

First Bancorp

     20,076       664,114  

First BanCorp

     87,163       1,294,371  

First Commonwealth Financial

     50,391       727,646  

First Financial Bancorp

     46,132       1,065,188  

First Hawaiian

     61,860       1,279,883  

Franklin BSP Realty Trust ‡

     40,297       576,247  

Fulton Financial

     80,230       1,147,289  

Genworth Financial, Cl A *

     231,716       1,357,856  

Green Dot, Cl A *

     22,683       443,453  

Hanmi Financial

     14,960       284,240  

HCI Group

     3,789       237,987  

Heritage Financial

     17,172       322,147  

Hilltop Holdings

     22,382       692,275  

Hope Bancorp

     58,733       637,840  

Horace Mann Educators

     20,532       618,629  

Independent Bank

     21,392           1,288,868  

Independent Bank Group

     17,387       780,155  
COMMON STOCK — continued  
       Shares        Value   

FINANCIALS — continued

    

Invesco Mortgage Capital ‡

     21,750       $ 261,218   

James River Group Holdings

     18,760       346,872  

KKR Real Estate Finance Trust ‡

     28,425       354,176  

Lakeland Financial

     12,455       690,505  

Mercury General

     13,718       441,445  

Moelis, Cl A

     32,963       1,609,583  

Mr Cooper Group *

     32,993       1,912,604  

National Bank Holdings, Cl A

     18,469       634,595  

Navient

     47,823       910,550  

NBT Bancorp

     21,012       781,646  

New York Mortgage Trust ‡

     46,214       469,072  

NMI Holdings, Cl A *

     40,375       1,078,416  

Northfield Bancorp

     20,054       244,258  

Northwest Bancshares

     62,229       769,150  

OFG Bancorp

     23,277       779,547  

Pacific Premier Bancorp

     46,445       1,186,205  

PacWest Bancorp (A)

     57,809       537,624  

Palomar Holdings *

     12,434       753,003  

Park National

     6,981       778,521  

Pathward Financial

     13,181       684,885  

Payoneer Global *

     103,313       549,625  

PennyMac Mortgage Investment Trust ‡

     42,881       548,019  

Piper Sandler

     7,311       1,070,038  

PRA Group *

     19,184       457,730  

Preferred Bank

     6,469       427,472  

ProAssurance

     26,529       445,687  

PROG Holdings *

     23,247       943,363  

Provident Financial Services

     36,964       685,313  

Radian Group

     75,801       2,041,321  

Ready Capital ‡

     78,239       905,225  

Redwood Trust ‡

     57,426       432,418  

Renasant

     27,194       841,382  

S&T Bancorp

     19,084       602,673  

Safety Insurance Group

     7,353       529,416  

Seacoast Banking Corp of Florida

     40,609       1,003,448  

ServisFirst Bancshares

     23,685       1,413,521  

Simmons First National, Cl A

     61,729           1,246,309  

SiriusPoint *

     44,004       410,997  

Southside Bancshares (A)

     14,388       477,825  

Stellar Bancorp

     22,190       551,641  

Stewart Information Services

     13,343       628,856  

StoneX Group *

     8,549       786,594  

Tompkins Financial

     6,186       372,150  

Triumph Financial *

     10,759       762,921  
 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

FINANCIALS — continued

    

Trupanion *

     18,011       $ 555,639   

TrustCo Bank NY

     9,317       283,144  

Trustmark

     29,909       785,410  

Two Harbors Investment ‡

     47,711       639,798  

United Community Banks

     55,828       1,622,920  

United Fire Group

     10,896       261,940  

Universal Insurance Holdings

     15,168       235,559  

Veritex Holdings

     26,568       571,478  

Virtus Investment Partners

     3,355       690,224  

Walker & Dunlop

     15,032       1,367,611  

Washington Federal

     31,897       990,083  

Westamerica BanCorp

     13,051       641,979  

WisdomTree

     55,839       388,639  

World Acceptance *

     1,721       271,729  

WSFS Financial

     29,791       1,303,356  
    

 

 

 

          88,346,278  
    

 

 

 

HEALTH CARE — 10.4%

    

AdaptHealth, Cl A *

     38,436       528,111  

Addus HomeCare *

     8,395       768,730  

Agiliti *

     18,486       317,405  

AMN Healthcare Services *

     19,602       2,100,354  

AngioDynamics *

     20,881       181,456  

Anika Therapeutics *

     10,726       250,238  

Apollo Medical Holdings *

     20,212       740,365  

Arcus Biosciences *

     27,948       556,165  

Artivion *

     22,235       387,334  

Avanos Medical *

     23,643       578,544  

Catalyst Pharmaceuticals *

     53,017       733,225  

Certara *

     52,613       1,024,375  

Coherus Biosciences *

     42,106       202,951  

Collegium Pharmaceutical *

     21,486       489,021  

Computer Programs and Systems *

     7,818       204,988  

CONMED

     15,501       1,876,396  

CorVel *

     4,793       980,456  

Cross Country Healthcare *

     17,103       441,257  

Cytek Biosciences *

     46,178       413,755  

Cytokinetics *

     48,659       1,622,778  

Dynavax Technologies *

     62,019       867,646  

Embecta

     28,782       614,208  

Emergent BioSolutions *

     27,775       191,092  

Enanta Pharmaceuticals *

     11,375       215,784  

Enhabit *

     26,061       357,817  

Ensign Group

     28,009       2,713,232  

Fortrea Holdings *

     44,899       1,434,972  
COMMON STOCK — continued  
       Shares        Value   

HEALTH CARE — continued

    

Fulgent Genetics *

     10,261       $ 398,435   

Glaukos *

     24,070       1,856,760  

Harmony Biosciences Holdings *

     16,780       593,509  

HealthStream

     13,689       307,729  

Innoviva *

     36,319       492,122  

Integer Holdings *

     16,817       1,555,236  

Ironwood Pharmaceuticals, Cl A *

     78,575       871,397  

LeMaitre Vascular

     10,517       664,990  

Ligand Pharmaceuticals *

     9,488       635,032  

Merit Medical Systems *

     29,019       2,166,849  

Mesa Laboratories

     3,018       388,296  

ModivCare *

     6,697       292,927  

Myriad Genetics *

     42,900       958,815  

NeoGenomics *

     63,932       1,107,941  

NextGen Healthcare *

     29,060       483,268  

NuVasive *

     26,656       1,098,494  

OmniAB * (B)

     3,296        

OmniAB * (B)

     3,296        

OraSure Technologies *

     38,766       182,975  

Orthofix Medical *

     18,514       364,541  

Owens & Minor *

     38,411       739,028  

Pacira BioSciences *

     25,242       917,547  

Pediatrix Medical Group *

     41,659       571,978  

Phibro Animal Health, Cl A

     15,517       224,686  

Prestige Consumer Healthcare *

     26,324       1,716,588  

Privia Health Group *

     46,765       1,305,679  

RadNet *

     30,427       1,006,525  

Schrodinger *

     26,639       1,393,486  

Select Medical Holdings

     52,139       1,564,691  

Simulations Plus

     8,410       418,818  

Supernus Pharmaceuticals *

     30,941       949,579  

Tandem Diabetes Care *

     32,708       1,142,163  

UFP Technologies *

     3,766       733,108  

US Physical Therapy

     7,521       874,467  

Vanda Pharmaceuticals *

     36,487       210,895  

Varex Imaging *

     21,240       494,680  

Veradigm *

     54,702       739,571  

Vericel *

     26,031       935,033  

Vir Biotechnology *

     39,142       551,119  

Xencor *

     32,856       798,072  

Zynex *

     14,326       139,822  
    

 

 

 

          52,639,506  
    

 

 

 

INDUSTRIALS — 17.1%

    

AAON

     22,236       2,340,561  
 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

INDUSTRIALS — continued

    

AAR *

     17,954       $ 1,073,649   

ABM Industries

     33,001       1,527,286  

Alamo Group

     5,715       1,107,338  

Albany International, Cl A

     16,608       1,599,018  

Allegiant Travel

     7,743       957,809  

American Woodmark *

     9,214       706,161  

Apogee Enterprises

     12,545       621,354  

Applied Industrial Technologies

     19,888       2,883,561  

ArcBest

     11,689       1,359,665  

Arcosa

     25,052       1,933,513  

Astec Industries

     12,225       603,915  

AZZ

     13,971       619,334  

Barnes Group

     27,151       1,067,034  

Boise Cascade

     20,092       2,079,321  

Brady, Cl A

     23,078       1,190,363  

CIRCOR International *

     11,029       614,315  

Comfort Systems USA

     18,259       3,176,518  

CoreCivic *

     55,664       539,941  

CSG Systems International

     15,534       801,399  

Deluxe

     21,285       404,202  

DXP Enterprises *

     8,783       333,578  

Dycom Industries *

     15,226       1,516,205  

Encore Wire

     9,088       1,551,231  

Enerpac Tool Group, Cl A

     31,495       865,483  

EnPro Industries

     10,911       1,514,229  

Enviri *

     41,511       391,449  

ESCO Technologies

     13,733       1,380,853  

Federal Signal

     31,696       1,936,309  

Forrester Research *

     5,951       189,658  

Forward Air

     12,877       1,530,303  

Franklin Electric

     20,096       1,985,887  

GEO Group *

     61,097       456,395  

Gibraltar Industries *

     16,316       1,055,156  

GMS *

     22,040       1,624,128  

Granite Construction

     23,702       970,123  

Greenbrier

     16,298       752,805  

Griffon

     24,460       1,020,471  

Hawaiian Holdings *

     26,980       312,698  

Healthcare Services Group

     38,061       479,949  

Heartland Express

     22,824       373,172  

Heidrick & Struggles International

     9,809       267,491  

Hillenbrand

     36,620       1,902,043  

HNI

     22,731       661,245  

Hub Group, Cl A *

     15,889           1,432,076  
COMMON STOCK — continued  
       Shares        Value   

INDUSTRIALS — continued

    

Insteel Industries

     11,246       $ 362,684   

Interface, Cl A

     29,600       289,192  

John Bean Technologies

     16,655       2,058,725  

Kelly Services, Cl A

     16,702       305,981  

Kennametal

     42,654       1,300,094  

Korn Ferry

     25,801       1,359,197  

Lindsay

     5,991       793,987  

Liquidity Services *

     12,647       212,217  

Marten Transport

     29,142       660,358  

Masterbrand *

     65,988       814,952  

Matson

     17,384       1,624,709  

Matthews International, Cl A

     16,271       746,839  

MillerKnoll

     37,053       725,127  

Mueller Industries

     29,115       2,360,062  

MYR Group *

     9,168       1,306,990  

NOW *

     57,879       659,242  

NV5 Global *

     6,376       698,491  

OPENLANE *

     53,893       846,120  

PGT Innovations *

     31,758       908,596  

Pitney Bowes

     89,134       351,188  

Powell Industries

     5,365       326,085  

Proto Labs *

     14,342       475,437  

Quanex Building Products

     18,746       527,512  

Resideo Technologies *

     74,961       1,403,270  

Resources Connection

     15,646       250,023  

RXO *

     58,373       1,287,125  

SkyWest *

     21,852       961,269  

SPX Technologies *

     23,775       2,011,603  

Standex International

     6,820       1,013,247  

Sun Country Airlines Holdings *

     18,684       402,827  

SunPower, Cl A *,(A)

     45,281       446,923  

Tennant

     10,603       850,785  

Titan International *

     27,220       339,978  

Trinity Industries

     42,499       1,114,324  

Triumph Group *

     35,740       452,111  

TrueBlue *

     15,194       227,150  

TTEC Holdings

     9,476       326,353  

UniFirst

     7,524       1,221,145  

Veritiv

     6,900       966,897  

Verra Mobility, Cl A *

     72,304       1,517,661  

Viad *

     11,102       313,187  

Wabash National

     26,598       629,841  
    

 

 

 

          87,158,698  
    

 

 

 

INFORMATION TECHNOLOGY — 13.4%

 

8x8 *

     60,709       287,761  
 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

INFORMATION TECHNOLOGY — continued

 

A10 Networks

     33,879      $ 525,802  

Adeia

     53,655        644,933   

ADTRAN Holdings

     35,054       341,075  

Advanced Energy Industries

     18,201       2,278,401  

Alarm.com Holdings *

     25,227       1,392,783  

Alpha & Omega Semiconductor *

     10,952       360,102  

Arlo Technologies *

     46,155       524,321  

Avid Technology *

     16,343       389,617  

Axcelis Technologies *

     16,034       3,214,496  

Badger Meter

     14,382       2,367,852  

Benchmark Electronics

     17,446       462,493  

Cerence *

     20,735       576,640  

CEVA *

     11,755       319,266  

Clearfield *

     6,201       289,835  

Cohu *

     23,423       1,022,414  

Consensus Cloud Solutions *

     9,113       295,352  

Corsair Gaming *

     20,862       385,530  

CTS

     15,447       689,400  

Digi International *

     17,591       737,591  

Digital Turbine *

     45,577       494,055  

Diodes *

     22,288       2,105,993  

DoubleVerify Holdings, Cl Rights *

     44,288       1,864,525  

Ebix

     12,106       374,802  

ePlus *

     13,045       735,086  

Extreme Networks *

     63,366       1,684,902  

Fabrinet *

     17,615       2,177,919  

FormFactor *

     37,974       1,411,114  

Harmonic *

     55,149       822,823  

Ichor Holdings *

     14,352       555,709  

Insight Enterprises *

     14,030       2,058,061  

InterDigital

     13,379       1,240,099  

Itron *

     22,220       1,748,047  

Knowles *

     45,237       826,480  

Kulicke & Soffa Industries

     27,664       1,656,520  

LiveRamp Holdings *

     32,848       937,482  

MaxLinear, Cl A *

     36,224       893,646  

Methode Electronics

     17,624       592,871  

N-able *

     37,313       524,994  

NETGEAR *

     14,230       194,097  

NetScout Systems *

     32,683       913,490  

OneSpan *

     19,633       269,757  

Onto Innovation *

     23,987           2,982,064  

OSI Systems *

     7,550       900,186  

PC Connection

     5,534       267,901  
COMMON STOCK — continued  
       Shares        Value   

INFORMATION TECHNOLOGY — continued

 

PDF Solutions *

     15,350       $ 705,946   

Perficient *

     17,435       1,112,179  

Photronics *

     30,791       814,422  

Plexus *

     13,404       1,320,160  

Progress Software

     22,307       1,339,758  

Rambus *

     53,485       3,348,696  

Rogers *

     9,030       1,522,548  

Sanmina *

     28,293       1,738,888  

ScanSource *

     12,195       366,948  

Semtech *

     31,323       914,632  

SiTime *

     8,130       1,048,851  

SMART Global Holdings *

     24,446       650,264  

SPS Commerce *

     18,139       3,272,094  

TTM Technologies *

     49,735       714,195  

Ultra Clean Holdings *

     22,108       842,315  

Veeco Instruments *

     25,317       712,927  

Viasat *

     37,241       1,152,237  

Viavi Solutions *

     108,182       1,175,938  

Xperi *

     22,535       295,659  
    

 

 

 

       68,386,944  
    

 

 

 

MATERIALS — 5.6%

    

AdvanSix

     13,500       541,485  

American Vanguard

     13,549       244,695  

Arconic *

     49,616       1,483,022  

ATI *

     63,041       3,005,795  

Balchem

     15,826       2,132,395  

Carpenter Technology

     23,956       1,434,006  

Century Aluminum *

     26,856       249,761  

Clearwater Paper *

     8,285       267,026  

Compass Minerals International

     17,302       655,227  

FutureFuel

     12,890       125,291  

Hawkins

     9,577       447,725  

Haynes International

     6,273       314,654  

HB Fuller

     26,401       1,954,466  

Ingevity *

     16,566       1,060,555  

Innospec

     12,207       1,307,858  

Kaiser Aluminum

     7,932       644,078  

Koppers Holdings

     10,098       386,349  

Livent *

     87,560       2,155,727  

Materion

     10,192       1,214,275  

Mativ Holdings

     26,859       422,761  

Mercer International

     19,846       176,629  

Minerals Technologies

     15,777       967,919  

Myers Industries

     18,061       354,176  

O-I Glass, Cl I *

     75,278           1,728,383  
 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued  
       Shares        Value   

MATERIALS — continued

    

Olympic Steel

     4,642       $ 258,977   

Quaker Chemical

     6,806       1,363,786  

Stepan

     10,298       986,754  

SunCoke Energy

     41,002       364,098  

Sylvamo

     15,476       759,407  

TimkenSteel *

     19,125       445,613  

Trinseo

     17,213       303,293  

Warrior Met Coal

     25,205       1,115,321  
    

 

 

 

          28,871,507  
    

 

 

 

REAL ESTATE — 7.8%

    

Acadia Realty Trust ‡

     46,630       732,557  

Alexander & Baldwin ‡

     35,553       682,618  

American Assets Trust ‡

     25,573       575,392  

Anywhere Real Estate *

     54,054       452,973  

Armada Hoffler Properties ‡

     33,273       413,251  

Brandywine Realty Trust ‡

     84,196       425,190  

CareTrust REIT ‡

     50,426       1,048,357  

Centerspace ‡

     7,327       455,226  

Chatham Lodging Trust ‡

     23,927       229,699  

Cushman & Wakefield *

     80,067       787,059  

DiamondRock Hospitality ‡

     101,707       864,509  

Douglas Emmett ‡

     82,325       1,210,177  

Easterly Government Properties, Cl A ‡

     45,738       675,093  

Elme Communities ‡

     42,962       698,132  

Essential Properties Realty Trust ‡

     72,158       1,771,479  

eXp World Holdings (A)

     38,399       957,671  

Four Corners Property Trust ‡

     42,191       1,109,623  

Getty Realty ‡

     21,836       705,740  

Global Net Lease ‡

     50,859       543,683  

Hudson Pacific Properties ‡

     62,794       368,601  

Innovative Industrial Properties, Cl A ‡

     13,592       1,076,894  

JBG SMITH Properties ‡

     47,005       786,394  

Kennedy-Wilson Holdings

     57,441       947,776  

LTC Properties ‡

     20,274       680,395  

LXP Industrial Trust ‡

     141,845       1,428,379  

Macerich ‡

     106,389       1,356,460  

Marcus & Millichap

     11,872       435,465  

NexPoint Residential Trust ‡

     11,290       469,212  

Office Properties Income Trust ‡

     23,784       183,137  

Orion Office REIT ‡

     27,751       180,381  

Outfront Media ‡

     71,188       1,100,566  

Pebblebrook Hotel Trust ‡

     59,687       922,164  

Phillips Edison ‡

     63,276       2,234,276  
COMMON STOCK — continued  
       Shares        Value   

REAL ESTATE — continued

    

RE, Cl A

     8,876       $ 174,946   

Retail Opportunity Investments ‡

     61,098       899,974  

RPT Realty ‡

     42,455       461,486  

Safehold ‡

     19,730       487,915  

Saul Centers ‡

     6,328       243,944  

Service Properties Trust ‡

     86,218       731,991  

SITE Centers ‡

     88,261       1,240,067  

SL Green Realty ‡,(A)

     31,528       1,188,921  

St. Joe

     19,977       1,268,140  

Summit Hotel Properties ‡

     52,633       338,957  

Sunstone Hotel Investors ‡

     100,405       1,023,127  

Tanger Factory Outlet Centers ‡

     63,853       1,494,799  

Uniti Group ‡

     119,153       664,874  

Urban Edge Properties ‡

     57,578       979,402  

Urstadt Biddle Properties, Cl A ‡

     14,188       321,784  

Veris Residential ‡

     42,534       794,535  

Whitestone REIT, Cl B ‡

     22,754       234,821  

Xenia Hotels & Resorts ‡

     53,621       680,987  
    

 

 

 

       39,739,199  
    

 

 

 

UTILITIES — 1.9%

    

American States Water

     20,125       1,779,251  

Avista

     40,482       1,564,224  

California Water Service Group

     29,934       1,587,101  

Chesapeake Utilities

     9,925       1,173,532  

Middlesex Water

     9,826       790,207  

Northwest Natural Holding

     19,706       846,767  

SJW Group

     15,595       1,098,824  

Unitil

     9,940       517,277  
    

 

 

 

       9,357,183  
    

 

 

 

Total Common Stock
(Cost $411,927,468)

       506,737,925  
    

 

 

 

RIGHTS — 0.0%

    
     Number Of
Rights
  Value

Toriba Therapeutics * (B)(C)

     2,044        
    

 

 

 

Total Rights
(Cost $123)

        
    

 

 

 

 


Catholic Responsible Investments  

Small-Cap Fund

July 31, 2023

(Unaudited)

 

SHORT-TERM INVESTMENT — 1.3%

 

       Shares        Value   

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (D)

     6,861,971       $ 6,861,971   
    

 

 

 

Total Short-Term Investments
(Cost $6,861,971)

       6,861,971  
    

 

 

 

Total Investments in Securities — 100.9%
(Cost $418,789,562)

 

   $ 513,599,896  
    

 

 

 

Percentages are based on Nest Assets of $508,972,008.

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

 

           

Type of

Contract

 

Number

of
Contracts

  Expiration
Date
  Notional
Amount
  Value   Unrealized
Appreciation

Long

         

Contracts Russell 2000 Index E-MINI

    50       Sept-2023     $  3,342,550     $  3,523,800     $ 181,250  
     

 

 

 

 

 

 

 

 

 

 

 

 

*

Non-income producing security.

Real Estate Investment Trust.

 

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $6,718,040.

(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 July 31, 2023, was $6,861,971.

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-001-0400

 


Catholic Responsible Investments  

Multi-Style US Equity Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS     
 COMMON STOCK — 99.1%         
       Shares        Value   

COMMUNICATION SERVICES — 9.4%

 

Alphabet, Cl A *

     25,000       $ 3,318,000   

Alphabet, Cl C *

     227,622       30,298,764  

Charter Communications, Cl A *

     14,500       5,875,255  

Comcast, Cl A

     160,000       7,241,600  

DISH Network, Cl A *

     74,500       590,785  

Electronic Arts

     11,418       1,556,844  

Fox

     60,000       2,007,000  

Fox

     55,033       1,728,587  

Meta Platforms, Cl A *

     25,503       8,125,256  

News

     29,775       590,141  

T-Mobile US *

     22,000       3,030,940  

Walt Disney *

     60,437       5,372,245  

ZoomInfo Technologies, Cl A *

     164,569       4,208,029  
    

 

 

 

       73,943,446  
    

 

 

 

CONSUMER DISCRETIONARY — 9.1%

 

Airbnb, Cl A *

     19,946       3,035,582  

Amazon.com *

     230,576       30,823,400  

Booking Holdings *

     1,300       3,862,040  

Chipotle Mexican Grill, Cl A *

     1,586       3,112,176  

Etsy *

     34,866       3,544,129  

Gap

     88,000       906,400  

Hilton Worldwide Holdings

     21,743       3,380,819  

Honda Motor ADR

     96,000       3,064,320  

Lululemon Athletica *

     11,426       4,325,084  

NIKE, Cl B

     76,188       8,410,393  

Starbucks

     32,804       3,331,902  

TJX

     40,726       3,524,021  
    

 

 

 

       71,320,266  
    

 

 

 

CONSUMER STAPLES — 2.5%

    

Anheuser-Busch InBev ADR (A)

     58,200       3,334,860  

Celsius Holdings *

     4,286       620,184  

Constellation Brands, Cl A

     9,705       2,647,524  

Freshpet *

     22,631       1,664,284  

Haleon ADR (A)

     268,400       2,364,604  

Molson Coors Beverage, Cl B

     43,000       3,000,110  

PepsiCo

     34,654       6,496,239  
    

 

 

 

          20,127,805  
    

 

 

 

ENERGY — 3.1%

    

Baker Hughes, Cl A

     75,000       2,684,250  

Cheniere Energy

     8,691       1,406,725  

ConocoPhillips

     32,500       3,825,900  

Occidental Petroleum

     160,000       10,100,800  

Schlumberger

     54,921       3,204,091  
COMMON STOCK — continued         
       Shares        Value   

ENERGY— continued

    

Williams

     100,000       $ 3,445,000   
    

 

 

 

       24,666,766  
    

 

 

 

FINANCIALS — 18.4%

    

Aegon

     240,169       1,294,511  

American Express

     14,645       2,473,248  

Ares Management, Cl A

     10,649       1,056,594  

Bank of America

     141,000       4,512,000  

Bank of New York Mellon

     105,000       4,762,800  

Berkshire Hathaway, Cl B *

     27,754       9,768,298  

Block, Cl A *

     22,593       1,819,414  

Brighthouse Financial *

     18,208       949,183  

Capital One Financial

     65,000       7,606,300  

Charles Schwab

     179,781       11,883,524  

Fidelity National Information Services

     47,500       2,868,050  

Fiserv *

     67,300       8,493,933  

FleetCor Technologies *

     17,209       4,283,492  

Global Payments

     19,775       2,180,194  

Goldman Sachs Group

     11,500       4,092,505  

Hamilton Lane, Cl A

     18,273       1,615,881  

Lincoln National

     9,000       252,360  

Markel Group *

     7,989       11,581,733  

Mastercard, Cl A

     21,752       8,576,379  

MetLife

     102,500       6,454,425  

Moody’s

     28,395       10,016,336  

MSCI, Cl A

     11,658       6,389,517  

S&P Global

     4,680       1,846,458  

State Street

     44,000       3,187,360  

Truist Financial

     56,000       1,860,320  

UBS Group

     87,500       1,939,875  

Visa, Cl A

     53,619       12,746,845  

Wells Fargo

     217,000       10,016,720  
    

 

 

 

       144,528,255  
    

 

 

 

HEALTH CARE — 9.8%

    

Align Technology *

     3,425       1,294,273  

Alnylam Pharmaceuticals *

     18,000       3,517,200  

BioMarin Pharmaceutical *

     37,000       3,253,410  

Boston Scientific *

     32,951       1,708,509  

Cigna Group

     32,000       9,443,200  

CVS Health

     60,500       4,518,745  

Elanco Animal Health *

     145,000       1,750,150  

Elevance Health

     13,474       6,354,743  

Exact Sciences *

     12,062       1,176,528  

GE HealthCare Technologies

     30,000       2,340,000  

Gilead Sciences

     65,000       4,949,100  
 


Catholic Responsible Investments  

Multi-Style US Equity Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued         
       Shares        Value   

HEALTH CARE — continued

    

ICON *

     22,354       $ 5,620,019   

IDEXX Laboratories *

     2,780       1,542,149  

Incyte *

     41,000       2,612,520  

Insulet *

     2,731       755,804  

Medtronic

     94,539       8,296,743  

Mettler-Toledo International *

     5,517       6,937,462  

Molina Healthcare *

     4,498       1,369,596  

Omnicell *

     19,593       1,237,298  

Veeva Systems, Cl A *

     6,596       1,347,035  

Zimmer Biomet Holdings

     15,000       2,072,250  

Zoetis, Cl A

     27,247       5,124,888  
    

 

 

 

       77,221,622  
    

 

 

 

INDUSTRIALS — 11.7%

    

AMETEK

     43,154       6,844,224  

Axon Enterprise *

     1,528       284,101  

Builders FirstSource *

     7,172       1,035,852  

Carrier Global

     70,500       4,198,275  

Ceridian HCM Holding *

     18,676       1,322,448  

Clean Harbors *

     4,818       801,041  

Copart *

     26,031       2,300,880  

Equifax

     3,419       697,750  

FedEx

     34,000       9,178,300  

Fortive

     87,450       6,851,707  

GXO Logistics *

     191,869       12,868,654  

HEICO

     22,392       3,940,544  

Hexcel

     11,237       794,231  

Johnson Controls International .

     124,000       8,624,200  

Mercury Systems *

     50,394       1,913,964  

Norfolk Southern

     10,600       2,476,054  

Otis Worldwide

     20,000       1,819,200  

TransDigm Group

     16,275       14,642,943  

TransUnion

     77,694       6,191,435  

Uber Technologies *

     101,064       4,998,625  
    

 

 

 

          91,784,428  
    

 

 

 

INFORMATION TECHNOLOGY — 29.8%

 

 

Adobe *

     25,435       13,891,834  

Amphenol, Cl A

     80,201       7,082,550  

Apple

     197,799       38,857,614  

ASML Holding, Cl G

     4,111       2,945,161  

Atlassian, Cl A *

     13,057       2,375,591  

Cadence Design Systems *

     3,440       804,994  

CDW

     9,400       1,758,458  

Cisco Systems

     83,000       4,319,320  

Cognizant Technology Solutions, Cl A

     45,000       2,971,350  
COMMON STOCK — continued         
       Shares        Value   

INFORMATION TECHNOLOGY — continued

 

Coherent *

     29,500       $ 1,397,120   

Dell Technologies, Cl C

     35,000       1,852,200  

Gartner *

     15,746       5,567,628  

Hewlett Packard Enterprise

     135,000       2,346,300  

HP

     71,000       2,330,930  

Intuit

     21,880       11,195,996  

Juniper Networks

     84,000       2,335,200  

KLA

     1,371       704,625  

Microchip Technology

     177,584       16,682,241  

Microsoft

     147,440       49,528,045  

MongoDB, Cl A *

     7,227       3,059,912  

NVIDIA

     28,886       13,498,139  

ON Semiconductor *

     7,292       785,713  

Oracle

     67,673       7,933,306  

Roper Technologies

     12,173       6,001,898  

Salesforce *

     43,802       9,855,888  

SAP ADR

     57,568       7,849,397  

ServiceNow *

     6,259       3,648,997  

TE Connectivity

     23,000       3,300,270  

VeriSign *

     11,296       2,382,891  

VMware, Cl A *

     47,501       7,487,556  
    

 

 

 

       234,751,124  
    

 

 

 

MATERIALS — 2.9%

    

Air Products and Chemicals

     31,797       9,708,578  

Celanese, Cl A

     16,500       2,068,935  

Linde

     19,475       7,608,298  

LyondellBasell Industries, Cl A

     33,000       3,262,380  
    

 

 

 

       22,648,191  
    

 

 

 

REAL ESTATE — 2.2%

    

American Tower ‡

     57,445       10,932,358  

Equinix ‡

     4,377       3,545,020  

Welltower ‡

     35,326       2,902,031  
    

 

 

 

       17,379,409  
    

 

 

 

UTILITIES — 0.2%

    

Dominion Energy

     26,000       1,392,300  
    

 

 

 

Total Common Stock
(Cost $672,931,226)

       779,763,612  
    

 

 

 

WARRANTS — 0.0%

    
     Number Of
Warrants
  Value

Occidental Petroleum,
Expires 8/6/2027

     7,000       288,260  
    

 

 

 

Total Warrants
(Cost $90,720)

       288,260  
    

 

 

 

 


Catholic Responsible Investments  

Multi-Style US Equity Fund

July 31, 2023

(Unaudited)

 

SHORT-TERM INVESTMENT — 0.7%

 

       Shares        Value   

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (B)

     5,556,043       $ 5,556,043   
    

 

 

 

Total Short-Term Investments
(Cost $5,556,043)

       5,556,043  
    

 

 

 

Total Investments in Securities — 99.8%
(Cost $678,577,989)

 

   $  785,607,915  
    

 

 

 

Percentages are based on Nest Assets of $787,162,328

 

*

Non-income producing security.

Real Estate Investment Trust.

 

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $5,406,648.

(B)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was 5,556,043.

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-001-0400

 


Catholic Responsible Investments  

International Equity Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS     
 COMMON STOCK — 96.7%         
       Shares        Value   

ARGENTINA — 0.0%

    

YPF ADR *

     35,306       $ 525,706   
    

 

 

 

AUSTRALIA — 0.6%

    

Rio Tinto

     126,487       8,381,365  
    

 

 

 

BELGIUM — 0.4%

    

Anheuser-Busch InBev

     100,540       5,769,752  
    

 

 

 

BRAZIL — 1.1%

    

Arezzo Industria e Comercio

     45,800       794,198  

Banco BTG Pactual

     280,700       2,002,703  

Banco do Brasil

     317,700       3,221,045  

Cia de Saneamento de Minas Gerais Copasa MG

     63,500       269,642  

Gerdau ADR

     272,129       1,673,593  

Localiza Rent a Car

     189,882       2,681,152  

MercadoLibre *

     2,153       2,665,522  

Minerva

     240,400       509,398  

PRIO *

     36,300       348,574  

SLC Agricola

     46,486       425,767  
    

 

 

 

       14,591,594  
    

 

 

 

CANADA — 4.8%

    

Alimentation Couche-Tard

     265,003       13,440,912  

Canadian Pacific Kansas City

     137,295       11,317,384  

Canadian Pacific Kansas City

     240,183       19,764,659  

Dollarama

     45,200       2,982,771  

Franco-Nevada

     29,400       4,297,928  

Gildan Activewear

     83,374       2,597,658  

Thomson Reuters

     72,995       9,871,309  
    

 

 

 

           64,272,621  
    

 

 

 

CHINA — 4.9%

    

Agricultural Bank of China, Cl H

     1,080,000       391,911  

Alibaba Group Holding ADR *

     30,079       3,072,871  

Anhui Conch Cement, Cl H

     271,641       816,800  

Autohome ADR

     3,694       118,097  

Baidu ADR *

     6,533       1,019,083  

Beijing New Building Materials, Cl A

     174,400       691,329  

BYD, Cl H

     32,500       1,148,525  

China CITIC Bank, Cl H

     1,014,000       488,881  

China Construction Bank, Cl H

     6,114,921       3,551,950  

China Galaxy Securities, Cl H

     1,613,500       939,296  

China Petroleum & Chemical, Cl H

     3,220,000       1,796,069  

China Railway Group, Cl H

     1,786,000       1,170,254  
COMMON STOCK — continued      
       Shares        Value   

CHINA — continued

    

CITIC

     833,000       $ 935,679   

COSCO SHIPPING Holdings, Cl H

     1,167,200       1,231,751  

Daqo New Energy ADR *

     20,422       797,888  

Dongfeng Motor Group, Cl H

     754,000       351,925  

FinVolution Group ADR

     79,140       464,552  

Guangzhou Automobile Group, Cl H

     436,000       272,825  

Haier Smart Home, Cl H

     650,400       2,122,492  

Hangzhou Binjiang Real Estate Group, Cl A

     200,300       302,689  

Hello Group ADR

     44,171       470,421  

Hengdian Group DMEGC Magnetics, Cl A

     94,800       231,072  

Hubei Jumpcan Pharmaceutical, Cl A

     144,952       534,437  

iQIYI ADR *

     109,545       694,515  

JD.com, Cl A

     129,500       2,653,532  

Jiangxi Copper, Cl H

     419,000       700,599  

JinkoSolar Holding ADR *

     13,303       564,712  

Kweichow Moutai, Cl A

     5,300       1,394,630  

Lenovo Group

     726,000       832,246  

Li Ning

     313,000       1,886,340  

Metallurgical Corp of China, Cl A

     906,300       531,346  

NARI Technology, Cl A

     309,191       1,052,159  

PDD Holdings ADR *

     59,305       5,326,775  

PetroChina, Cl H

     4,342,000       3,167,961  

PICC Property & Casualty, Cl H

     1,248,000       1,456,243  

Pop Mart International Group

     148,600       418,245  

Qifu Technology ADR

     60,547       1,208,518  

SDIC Capital, Cl A

     531,600       586,142  

Shuangliang Eco-Energy Systems, Cl A

     193,600       317,215  

Sichuan Road and Bridge Group, Cl A

     413,933       572,241  

Sinopharm Group, Cl H

     404,800       1,269,104  

Tencent Holdings

     253,894       11,537,825  

Tencent Music Entertainment Group ADR *

     199,414       1,393,904  

Vipshop Holdings ADR *

     95,005       1,788,944  

Want Want China Holdings

     1,029,000       716,462  

Yum China Holdings

     46,170       2,817,293  

Zhejiang Expressway, Cl H

     298,000       238,822  

Zhejiang Jingsheng Mechanical & Electrical, Cl A

     78,100       675,135  
    

 

 

 

           66,721,705  
    

 

 

 

 


Catholic Responsible Investments  

International Equity Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

DENMARK — 1.4%

    

Coloplast, Cl B

     14,168       $ 1,765,734   

DSV

     62,269       12,501,151  

GN Store Nord

     24,425       654,593  

Pandora

     20,576       2,065,119  

Tryg

     66,062       1,308,671  
    

 

 

 

       18,295,268  
    

 

 

 

FINLAND — 0.1%

    

Nordea Bank Abp

     136,525            1,547,218  
    

 

 

 

FRANCE — 10.8%

    

Air Liquide

     54,410       9,799,817  

Alstom (A)

     397,437       12,190,539  

AXA

     340,829       10,510,576  

BNP Paribas

     49,341       3,265,137  

Carrefour

     292,815       5,872,507  

Danone

     260,781       15,966,184  

Dassault Systemes

     55,627       2,384,873  

Hermes International

     3,047       6,774,359  

Ipsen

     14,690       1,856,111  

Kering

     9,543       5,509,118  

L’Oreal

     18,924       8,829,906  

LVMH Moet Hennessy Louis Vuitton

     29,208       27,311,552  

Pernod Ricard

     46,990       10,392,831  

Publicis Groupe

     22,321       1,806,864  

Remy Cointreau

     7,976       1,373,171  

Rexel

     75,119       1,815,465  

Sodexo

     58,124       5,981,647  

Valeo

     172,379       3,905,653  

Vinci

     90,807       10,690,715  
    

 

 

 

       146,237,025  
    

 

 

 

GERMANY — 4.9%

    

Allianz

     34,520       8,274,235  

Bayerische Motoren Werke

     16,594       2,028,259  

Carl Zeiss Meditec

     18,408       2,138,152  

CompuGroup Medical & KgaA

     19,138       974,002  

Deutsche Boerse

     15,975       3,069,982  

Deutsche Telekom

     659,135       14,419,736  

Hannover Rueck

     7,604       1,627,710  

Infineon Technologies

     93,175       4,109,196  

LANXESS

     72,756       2,456,244  

Muenchener Rueckversicherungs- Gesellschaft in Muenchen

     9,799       3,701,405  

Nemetschek

     18,299       1,336,427  

RWE

     168,512       7,270,063  
COMMON STOCK — continued      
       Shares        Value   

GERMANY — continued

    

SAP

     110,682       $ 15,180,808   
    

 

 

 

       66,586,219  
    

 

 

 

GREECE — 0.1%

    

FF Group *

     8,921       4,721  

Mytilineos

     15,191       634,110  

National Bank of Greece *

     166,254       1,147,477  
    

 

 

 

            1,786,308  
    

 

 

 

HONG KONG — 1.6%

    

AIA Group

     617,031       6,123,867  

China Lumena New Materials *

     15,350        

Prudential

     1,094,271       15,241,034  

Skyworth Group

     598,529       271,685  

WH Group

     998,034       540,052  
    

 

 

 

       22,176,638  
    

 

 

 

INDIA — 3.4%

    

ABB India

     10,504       581,439  

APL Apollo Tubes

     102,688       1,990,055  

Axis Bank

     95,972       1,113,059  

Bajaj Auto

     15,518       930,415  

Bank of Baroda

     812,832       1,998,263  

Britannia Industries

     23,129       1,348,097  

GAIL India

     995,284       1,441,217  

HDFC Bank ADR

     24,782       1,692,115  

ICICI Bank ADR

     703,265       17,279,221  

Indian Oil

     822,224       937,200  

Info Edge India

     10,996       613,259  

Mahindra & Mahindra

     63,829       1,144,826  

Muthoot Finance

     50,808       834,190  

Nestle India

     2,258       619,163  

Oil & Natural Gas

     1,195,269       2,572,956  

Power Grid Corp of India

     410,162       1,326,751  

REC

     615,254       1,518,148  

Shriram Finance

     29,255       673,373  

State Bank of India

     151,549       1,142,761  

Tata Motors

     187,625       1,469,770  

Varun Beverages

     419,694       4,104,644  
    

 

 

 

       45,330,922  
    

 

 

 

INDONESIA — 0.8%

    

Astra International

     2,902,200       1,318,307  

Bank Central Asia

     3,382,900       2,047,013  

Bank Mandiri Persero

     585,300       222,205  

Bank Negara Indonesia Persero

     3,152,600       1,855,393  

Bank Rakyat Indonesia Persero

     12,320,800       4,616,215  
 


Catholic Responsible Investments  

International Equity Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

INDONESIA — continued

    

Indofood Sukses Makmur

     1,014,200       $ 492,640   

Perusahaan Gas Negara

     4,718,200       427,078  
    

 

 

 

       10,978,851  
    

 

 

 

IRELAND — 1.0%

    

Bank of Ireland Group

     156,444       1,655,185  

CRH

     62,925       3,758,891  

Ryanair Holdings ADR *

     81,398       8,345,737  
    

 

 

 

       13,759,813  
    

 

 

 

ITALY — 4.5%

    

Amplifon

     47,150       1,600,622  

Enel

     2,326,850       16,090,589  

Ferrari

     77,349       24,850,879  

UniCredit

     737,388       18,699,130  
    

 

 

 

           61,241,220  
    

 

 

 

JAPAN — 8.4%

    

Advantest

     69,500       9,550,869  

Bridgestone

     38,300       1,588,555  

Daifuku

     67,500       1,441,881  

FANUC

     330,000       10,098,818  

GMO Payment Gateway

     10,800       823,607  

Harmonic Drive Systems

     22,900       630,201  

Hoya

     42,100       4,898,036  

INFRONEER Holdings

     166,500       1,621,289  

Kajima

     78,100       1,234,605  

Keyence

     37,275       16,727,576  

M3

     39,500       907,154  

MatsukiyoCocokara

     32,000       1,872,748  

Mitsubishi Electric

     223,400       3,224,897  

MS&AD Insurance Group Holdings

     46,300       1,724,519  

Murata Manufacturing

     202,100       11,841,797  

Nexon

     65,800       1,255,285  

Nintendo

     124,700       5,661,001  

Nippon Telegraph & Telephone

     3,057,500       3,505,537  

Nomura Research Institute

     61,800       1,753,349  

Obic

     9,600       1,572,297  

OKUMA

     29,500       1,495,348  

Renesas Electronics *

     186,500       3,616,982  

Rohm

     26,100       2,443,201  

Sanken Electric

     18,000       1,836,993  

Seven & i Holdings

     74,900       3,106,600  

Shimano

     8,600       1,304,406  

Shin-Etsu Chemical

     113,000       3,721,333  

Socionext

     20,500       2,426,872  
COMMON STOCK — continued      
       Shares        Value   

JAPAN — continued

    

Sompo Holdings

     25,400       $ 1,124,658   

Sumitomo Mitsui Financial Group

     80,700       3,802,124  

Sundrug

     36,000       1,063,176  

TIS

     72,400       1,835,988  

Tokyo Electron

     9,000       1,345,756  

TOPPAN INC

     99,700       2,345,139  
    

 

 

 

       113,402,597  
    

 

 

 

MEXICO — 1.0%

    

Alfa, Cl A

     287,300       177,342  

Arca Continental

     55,900       562,297  

Cemex ADR *

     424,840       3,237,281  

Fibra Uno Administracion ‡

     248,500       374,479  

Grupo Aeroportuario del Pacifico, Cl B

     25,400       484,505  

Grupo Bimbo, Ser A

     94,800       493,965  

Grupo Financiero Banorte, Cl O

     313,900       2,984,047  

Kimberly-Clark de Mexico, Cl A

     119,000       281,354  

Wal-Mart de Mexico

     1,143,066       4,773,468  
    

 

 

 

           13,368,738  
    

 

 

 

NETHERLANDS — 7.7%

    

Adyen *

     10,840       20,195,848  

Akzo Nobel

     139,115       11,926,904  

ASM International

     35,561       16,967,136  

ASML Holding, Cl G

     18,736       13,422,658  

ASML Holding

     18,303       13,161,354  

BE Semiconductor Industries

     18,372       2,200,816  

ING Groep

     587,776       8,606,120  

Koninklijke Philips *

     499,939       10,422,217  

Shell

     52,494       1,598,034  

Shell

     164,255       5,068,056  
    

 

 

 

       103,569,143  
    

 

 

 

NEW ZEALAND — 0.1%

    

Fisher & Paykel Healthcare

     78,823       1,205,296  
    

 

 

 

NORWAY — 0.1%

    

Nordic Semiconductor *

     50,551       745,535  
    

 

 

 

POLAND — 0.2%

    

Dino Polska *

     18,997       2,122,456  

Jastrzebska Spolka Weglowa *

     17,060       174,674  

ORLEN

     48,820       873,715  
    

 

 

 

       3,170,845  
    

 

 

 

QATAR — 0.0%

    

Ooredoo QPSC

     177,388       557,018  
    

 

 

 

 


Catholic Responsible Investments  

International Equity Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

RUSSIA — 0.0%

    

Gazprom PJSC (B)

     597,226       $   

LUKOIL PJSC ADR * (B)

     20,777        

Sberbank of Russia PJSC ADR * (B)

     55,964        
    

 

 

 

        
    

 

 

 

SAUDI ARABIA — 0.2%

    

Arabian Internet & Communications Services

     2,714       264,050  

Bawan

     23,466       225,490  

Elm

     3,910       708,920  

Etihad Etisalat

     44,819       559,700  

Leejam Sports JSC

     9,549       375,179  

Saudi Electricity

     54,868       328,190  
    

 

 

 

       2,461,529  
    

 

 

 

SINGAPORE — 0.6%

    

DBS Group Holdings

     119,700       3,088,509  

United Overseas Bank

     202,600       4,592,755  
    

 

 

 

            7,681,264  
    

 

 

 

SOUTH AFRICA — 0.1%

    

Sappi

     111,840       242,122  

Sasol

     30,966       432,666  

Truworths International

     79,216       319,782  
    

 

 

 

       994,570  
    

 

 

 

SOUTH KOREA — 2.7%

    

DB Insurance

     8,103       479,956  

DL E&C

     7,849       188,428  

Doosan Bobcat

     8,510       390,566  

E-MART

     2,891       171,693  

GS Holdings

     17,023       503,485  

Hana Financial Group

     43,185       1,331,479  

HMM

     25,822       354,314  

Hyundai Electric & Energy System

     8,326       485,327  

Hyundai Marine & Fire Insurance

     12,211       274,464  

JYP Entertainment

     9,798       1,048,482  

KB Financial Group ADR

     26,332       1,057,756  

Kia

     72,311       4,691,578  

KIWOOM Securities

     3,699       282,072  

LG Electronics

     12,057       1,025,363  

LS

     16,614       1,575,831  

LX INTERNATIONAL CORP

     39,376       1,187,783  

LX Semicon

     3,323       266,695  

Nexon Games *

     13,904       234,524  

NongShim

     1,028       320,179  
COMMON STOCK — continued      
       Shares        Value   

SOUTH KOREA — continued

    

OCI Holdings

     7,522       $ 645,636   

Posco International

     13,870       980,416  

Samsung Electronics

     152,550       8,353,658  

Samsung Electronics GDR

     3,074       4,183,714  

Samsung Engineering *

     15,039       436,546  

Samsung Fire & Marine Insurance

     3,357       642,614  

Samsung Life Insurance

     6,472       354,407  

Samsung Securities

     13,032       367,041  

SK Hynix

     26,029       2,519,891  

Woori Financial Group

     69,684       636,895  

Youngone

     18,251       827,606  
    

 

 

 

       35,818,399  
    

 

 

 

SPAIN — 2.0%

    

Aena SME

     47,156       7,559,601  

Amadeus IT Group

     89,075       6,405,221  

Iberdrola (A)

     709,196       8,878,732  

Industria de Diseno Textil

     114,516       4,395,089  
    

 

 

 

           27,238,643  
    

 

 

 

SWEDEN — 1.3%

    

Atlas Copco, Cl A

     884,430       12,600,445  

Nibe Industrier, Cl B

     229,839       2,072,324  

Swedbank

     143,776       2,640,169  
    

 

 

 

       17,312,938  
    

 

 

 

SWITZERLAND — 2.7%

    

ABB

     102,531       4,123,240  

Alcon

     58,644       5,008,943  

Sika

     48,630       15,186,181  

Straumann Holding

     12,550       2,086,961  

Swatch Group

     4,320       1,387,423  

UBS Group

     136,489       3,034,926  

Zurich Insurance Group

     10,861       5,272,318  
    

 

 

 

       36,099,992  
    

 

 

 

TAIWAN — 3.6%

    

Alchip Technologies

     25,000       1,583,059  

Arcadyan Technology

     66,000       304,520  

Asia Vital Components

     57,088       584,931  

Bora Pharmaceuticals

     15,000       431,006  

Catcher Technology

     48,000       264,999  

Chung-Hsin Electric & Machinery Manufacturing

     111,000       413,250  

Compal Electronics

     423,000       409,856  

E Ink Holdings

     152,000       1,088,254  

Evergreen Marine Taiwan

     269,400       891,528  
 


Catholic Responsible Investments  

International Equity Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

TAIWAN — continued

    

Fitipower Integrated Technology

     116,000       $ 520,452   

Gigabyte Technology

     116,000       1,159,022  

Global Unichip

     11,000       572,288  

Hon Hai Precision Industry

     611,000       2,109,478  

International Games System

     29,000       565,669  

Lite-On Technology

     34,000       162,824  

MediaTek

     69,000       1,514,964  

Micro-Star International

     143,000       885,033  

Novatek Microelectronics

     198,000       2,671,376  

Pou Chen

     329,000       327,152  

Powertech Technology

     108,000       379,743  

Quanta Computer

     410,000       3,111,546  

Radiant Opto-Electronics

     68,000       260,735  

Simplo Technology

     24,000       234,834  

Sitronix Technology

     65,000       455,030  

Taiwan Semiconductor Manufacturing ADR

     168,402       16,697,058  

Taiwan Semiconductor Manufacturing

     428,000       7,694,780  

United Microelectronics ADR (A)

     220,778       1,658,043  

Wistron

     326,000       1,467,838  
    

 

 

 

           48,419,268  
    

 

 

 

THAILAND — 0.1%

    

AP Thailand

     1,520,500       541,945  

Bangchak

     263,000       293,898  

Krung Thai Bank

     1,588,300       951,251  
    

 

 

 

       1,787,094  
    

 

 

 

TURKEY — 0.2%

    

KOC Holding

     177,721       891,022  

Migros Ticaret

     31,756       347,908  

Sok Marketler Ticaret *

     225,244       380,276  

Turk Hava Yollari AO *

     107,265       933,354  
    

 

 

 

       2,552,560  
    

 

 

 

UNITED ARAB EMIRATES — 0.1%

    

Emirates NBD Bank PJSC

     105,696       489,193  

Multiply Group PJSC *

     449,980       395,703  
    

 

 

 

       884,896  
    

 

 

 

UNITED KINGDOM — 10.4%

    

3i Group

     250,380       6,368,951  

Ashtead Group

     51,225       3,797,667  

Barclays

     5,989,919       11,942,690  

Berkeley Group Holdings

     54,115       3,026,001  

BP

     2,732,444       16,980,873  
COMMON STOCK — continued      
       Shares        Value   

UNITED KINGDOM — continued

 

Burberry Group

     58,712       $ 1,679,299   

CNH Industrial

     138,782       2,006,011  

Compass Group

     695,028       18,126,655  

Dechra Pharmaceuticals

     35,893       1,715,194  

Diageo

     222,871       9,742,595  

Halma

     47,506       1,366,727  

JD Sports Fashion

     1,562,940       3,171,288  

Legal & General Group

     943,785       2,834,233  

Lloyds Banking Group

     2,840,118       1,642,036  

London Stock Exchange Group

     22,714       2,473,024  

NatWest Group

     161,040       506,196  

RELX

     127,079       4,283,874  

RELX

     160,607       5,406,159  

Segro ‡

     372       3,652  

Smith & Nephew

     114,660       1,748,203  

SSE

     71,399       1,548,398  

SSP Group *

     3,401,298       11,010,751  

Tate & Lyle

     719,651       6,912,153  

Taylor Wimpey

     1,628,745       2,396,354  

Unilever

     257,040       13,860,535  

WH Smith

     265,019       5,090,945  
    

 

 

 

       139,640,464  
    

 

 

 

UNITED STATES — 14.8%

    

Accenture, Cl A

     33,326       10,542,680  

Aon, Cl A

     51,090       16,272,165  

Arch Capital Group *

     153,195       11,901,720  

Atlassian, Cl A *

     76,880       13,987,547  

EPAM Systems *

     26,895       6,369,005  

Experian

     282,736       10,946,239  

Ferguson

     71,760       11,545,899  

ICON *

     81,774       20,558,801  

JBS

     100,400       396,150  

Linde

     24,975       9,756,983  

Mettler-Toledo International *

     6,502       8,176,070  

Nestle

     193,221       23,823,569  

ResMed

     35,386       7,868,077  

Schneider Electric

     129,246       23,090,687  

STERIS

     54,759       12,350,893  

Tenaris

     97,471       1,625,967  

Waste Connections

     68,320       9,644,734  
    

 

 

 

       198,857,186  
    

 

 

 

Total Common Stock
(Cost $1,061,298,179)

        1,303,970,200  
    

 

 

 

 


Catholic Responsible Investments  

International Equity Fund

July 31, 2023

(Unaudited)

 

PREFERRED STOCK — 0.1%

 

 
       Shares        Value   

BRAZIL — 0.1%

    

Bradespar (C)

     109,300       $ 538,797   
    

 

 

 

Total Preferred Stock
(Cost $499,004)

       538,797  
    

 

 

 

RIGHTS — 0.0%

    
     Number Of
Rights
  Value

Iberdrola * (B)(D)

     433,275       146,321  
    

 

 

 

Total Rights
(Cost $–)

       146,321  
    

 

 

 

SHORT-TERM INVESTMENT — 1.1%

 

     Shares   Value

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (E)

     14,869,202      $ 14,869,202  
    

 

 

 

Total Short-Term Investments
(Cost $14,869,202)

       14,869,202  
    

 

 

 

Total Investments in Securities — 97.9%
(Cost $1,076,666,385)

 

   $  1,319,524,520  
    

 

 

 

 

Percentages are based on Nest Assets of $1,348,000,953.
*   Non-income producing security.
  Real Estate Investment Trust.
(A)   This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $13,942,914.
(B)   Level 3 security in accordance with fair value hierarchy.
(C)   There is currently no rate available.
(D)   Expiration date not available.
(E)   This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $14,869,202.
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-001-0400
 


Catholic Responsible Investments  

International Small-Cap Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS     
COMMON STOCK — 95.9%         
       Shares        Value   

AUSTRALIA — 6.8%

    

Accent Group

     140,797       $ 167,456   

Allkem *

     48,092       480,269  

ALS

     114,080       902,487  

Alumina

     568,007       547,335  

Centuria Industrial REIT ‡

     23,723       50,835  

Charter Hall Group ‡

     21,327       164,263  

Emeco Holdings

     85,896       41,385  

FleetPartners Group *

     50,421       87,319  

JB Hi-Fi

     5,779       177,769  

Kelsian Group

     49,100       229,286  

Myer Holdings

     180,806       77,366  

Neuren Pharmaceuticals *

     7,682       67,450  

Orora

     362,046       875,833  

Perenti

     364,932       293,862  

Perseus Mining

     269,168       314,692  

Ridley

     168,829       223,549  

Sigma Healthcare

     458,964       242,779  

Technology One

     26,634       282,670  

Ventia Services Group Pty

     144,222       281,833  
    

 

 

 

       5,508,438  
    

 

 

 

AUSTRIA — 2.4%

    

ANDRITZ

     4,874       258,266  

AT&S Austria Technologie & Systemtechnik

     3,828       145,018  

Palfinger

     18,840       553,574  

Porr Ag

     4,350       60,814  

Schoeller-Bleckmann Oilfield Equipment

     11,230       680,989  

Strabag

     521       21,943  

Telekom Austria, Cl A

     25,805       196,883  
    

 

 

 

       1,917,487  
    

 

 

 

BELGIUM — 0.4%

    

Bekaert

     1,636       78,320  

Melexis

     1,718       185,440  

X-Fab Silicon Foundries *

     1,959       23,802  
    

 

 

 

       287,562  
    

 

 

 

BRAZIL — 0.2%

    

Cia de Saneamento do Parana

     21,800       96,053  

Jalles Machado *

     45,800       85,398  
    

 

 

 

       181,451  
    

 

 

 

BURKINA FASO — 0.1%

    

IAMGOLD *

     28,376       77,610  
    

 

 

 

COMMON STOCK — continued      
       Shares        Value   

CANADA — 2.8%

    

ADENTRA

     2,169       $ 57,395   

Boardwalk Real Estate Investment Trust ‡

     2,182       108,598  

Bombardier, Cl B

     4,911       246,250  

Enerplus

     585       9,804  

Finning International

     1,923       66,357  

goeasy

     619       59,824  

iA Financial

     2,709       188,030  

International Petroleum *

     30,510       286,035  

Kinaxis *

     578       78,626  

Linamar

     1,638       95,225  

North American Construction Group

     5,054       123,216  

Parex Resources

     17,868       396,524  

Pason Systems

     9,029       90,273  

Stantec

     2,041       138,470  

Stella-Jones

     1,734       88,212  

Torex Gold Resources *

     9,176       128,969  

Vermilion Energy

     6,554       91,519  
    

 

 

 

       2,253,327  
    

 

 

 

CHINA — 2.4%

    

Beijing Enterprises Holdings

     72,500       287,724  

Beijing Jingneng Clean Energy, Cl H

     328,000       75,705  

Chaoju Eye Care Holdings

     92,000       61,226  

China World Trade Center, Cl A

     45,500       129,113  

Consun Pharmaceutical Group

     78,000       57,009  

E-Commodities Holdings, Cl New Shares

     242,000       38,788  

Excellence Commercial Property & Facilities Management Group

     188,000       62,677  

FinVolution Group ADR

     16,232       95,282  

Fufeng Group

     385,000       209,317  

Gemdale Properties & Investment

     1,986,000       117,143  

Inspur Digital Enterprise Technology

     138,000       49,901  

ISDN Holdings

     200,300       66,374  

Jiutian Chemical Group

     2,233,700       82,431  

Kerry Logistics Network

     177,523       218,526  

LexinFintech Holdings ADR *

     39,453       118,359  

NetDragon Websoft Holdings

     33,500       66,410  

Sinopec Engineering Group, Cl H

     101,000       45,458  

Theme International Holdings *

     500,000       55,778  
 


Catholic Responsible Investments  

International Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

CHINA — continued

 

 

Yuexiu Services Group

     311,000       $ 126,415   
    

 

 

 

       1,963,636  
    

 

 

 

DENMARK — 2.1%

    

ALK-Abello *

     11,984       130,845  

Bavarian Nordic *

     994       21,382  

D

     5,772       290,167  

Dfds

     20,117       723,215  

H Lundbeck

     22,291       111,005  

Netcompany Group

     7,300       339,874  

Per Aarsleff Holding

     1,368       65,169  
    

 

 

 

       1,681,657  
    

 

 

 

EGYPT — 0.1%

    

Centamin

     33,387       41,390  
    

 

 

 

FINLAND — 0.2%

    

Kemira

     4,039       63,503  

Uponor

     3,742       118,821  
    

 

 

 

       182,324  
    

 

 

 

FRANCE — 6.3%

    

Elis

     2,228       46,157  

Genfit *

     11,679       42,879  

IPSOS

     17,766       890,465  

LISI

     23,333       610,987  

Mersen

     1,933       91,216  

Rothschild (A)

     25,714       1,095,763  

SCOR

     6,243       187,017  

Societe BIC

     2,843       174,281  

Sopra Steria Group

     6,570       1,432,087  

Technip Energies

     1,896       43,335  

Verallia

     10,083       448,237  
    

 

 

 

       5,062,424  
    

 

 

 

GEORGIA — 0.1%

    

TBC Bank Group

     3,282       105,148  
    

 

 

 

GERMANY — 2.4%

    

Atoss Software

     1,577       384,257  

Aurubis

     6,330       596,995  

Cliq Digital

     5,287       144,272  

CTS Eventim & KGaA

     818       55,962  

HUGO BOSS

     853       69,125  

Krones

     1,849       223,432  

PVA TePla *

     3,019       71,298  

SMA Solar Technology *

     447       42,704  

SUESS MicroTec

     14,629       366,132  
    

 

 

 

       1,954,177  
    

 

 

 

COMMON STOCK — continued      
       Shares        Value   

GREECE — 0.1%

    

Piraeus Financial Holdings *

     24,442       $ 92,595   
    

 

 

 

HONG KONG — 0.9%

    

Cowell e Holdings *

     27,000       50,270  

Skyworth Group

     98,000       44,484  

Tam Jai International

     172,000       38,155  

United Laboratories International Holdings

     180,000       143,793  

Vitasoy International Holdings

     294,000       389,804  

Yue Yuen Industrial Holdings

     18,500       24,671  
    

 

 

 

       691,177  
    

 

 

 

INDIA — 2.5%

    

BLS International Services

     16,664       49,213  

BSE

     29,155       286,858  

Caplin Point Laboratories

     6,594       72,832  

Cosmo First

     10,292       77,707  

EID Parry India

     4,608       27,766  

GHCL

     16,174       104,469  

Godawari Power and Ispat

     26,644       183,952  

Gujarat Ambuja Exports

     11,877       37,783  

Hindustan Construction *

     81,221       19,157  

Indoco Remedies *

     5,727       22,083  

IRCON International *

     113,990       134,850  

J Kumar Infraprojects

     10,832       47,550  

Karur Vysya Bank

     152,716       230,145  

Kirloskar Ferrous Industries

     17,880       113,097  

PTC India

     61,760       88,455  

Rail Vikas Nigam *

     162,028       244,474  

Route Mobile

     6,985       127,396  

Shipping Corp of India *

     16,005       20,199  

Sonata Software

     2,881       37,014  

Tamil Nadu Newsprint & Papers

     25,073       64,352  

Tata Communications

     1,758       38,391  
    

 

 

 

       2,027,743  
    

 

 

 

INDONESIA — 0.3%

    

Ciputra Development

     426,400       31,528  

First Pacific

     338,000       122,220  

Industri Jamu Dan Farmasi Sido Muncul

     1,385,900       58,818  

Surya Esa Perkasa

     390,600       15,282  
    

 

 

 

       227,848  
    

 

 

 

IRELAND — 0.7%

    

Glenveagh Properties *

     177,231       209,866  

hVIVO

     267,097       57,563  
 


Catholic Responsible Investments  

International Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

IRELAND — continued

    

Keywords Studios

     11,428       $ 259,082   
    

 

 

 

       526,511  
    

 

 

 

ISRAEL — 0.7%

    

Africa Israel Residences

     3,924       192,791  

Aura Investments

     17,562       38,301  

Electra Real Estate

     7,775       98,046  

Isras Investment

     721       148,445  

Ituran Location and Control

     1,802       50,113  

Perion Network *

     1,251       45,774  
    

 

 

 

       573,470  
    

 

 

 

ITALY — 2.5%

    

Banco BPM

     64,878       325,324  

BPER Banca

     47,605       165,176  

Buzzi

     5,312       151,338  

Carel Industries

     1,276       36,648  

De’ Longhi

     31,906       812,609  

El.En.

     3,415       40,627  

Iveco Group *

     8,318       79,109  

Orsero

     4,508       63,719  

OVS

     58,812       161,978  

SOL

     5,389       152,403  

Zignago Vetro

     2,273       40,849  
    

 

 

 

       2,029,780  
    

 

 

 

JAPAN — 23.7%

    

77 Bank

     4,100       87,292  

Advance Residence Investment ‡

     171       417,029  

Aichi Financial Group

     5,723       98,646  

Ain Holdings

     8,529       303,209  

Air Water

     2,800       39,414  

AOKI Holdings

     22,500       145,534  

Aoyama Trading

     22,100       201,743  

Argo Graphics

     1,600       39,414  

Ariake Japan

     17,578       641,236  

Asics

     42,100       1,326,885  

Bell System24 Holdings

     7,600       74,299  

Charm Care

     40,100       386,380  

CMIC Holdings

     7,600       105,270  

Concordia Financial Group

     98,266       449,210  

Credit Saison

     1,800       28,758  

Daiseki

     10,120       340,824  

Daishinku

     11,100       49,453  

DMG Mori

     52,000       883,319  

Doutor Nichires Holdings

     4,600       72,264  

Eiken Chemical

     8,900       94,525  
COMMON STOCK — continued      
       Shares        Value   

JAPAN — continued

    

FreakOut Holdings inc *,(A)

     13,400       $ 120,626   

Fuji Seal International

     28,700       321,380  

Greens

     4,300       45,064  

H.U. Group Holdings

     5,600       110,676  

Hisamitsu Pharmaceutical

     1,100       35,165  

Hitachi Zosen

     4,600       30,272  

Horiba

     12,300       725,551  

HS Holdings

     12,300       88,562  

IDOM

     16,200       94,979  

Internet Initiative Japan

     46,000       856,025  

ISB

     4,900       54,353  

Ishihara Sangyo Kaisha

     19,200       185,270  

Iwatani

     14,700       785,076  

J Trust

     7,900       26,189  

Jaccs

     2,100       77,006  

Juroku Financial Group

     3,200       79,167  

Kawasaki Kisen Kaisha

     5,000       150,690  

Kobe Steel

     23,000       251,239  

Komori

     28,000       218,159  

Kumiai Chemical Industry

     6,300       47,268  

Kureha

     3,400       203,167  

Kurita Water Industries

     15,583       626,150  

Look Holdings

     7,700       147,681  

Mabuchi Motor

     19,800       568,860  

Macnica Holdings

     3,900       163,323  

Maruzen Showa Unyu

     3,600       104,772  

Matsuda Sangyo

     5,600       91,757  

Megmilk Snow Brand

     9,200       126,979  

Meiji Shipping

     10,100       46,704  

Menicon

     41,062       735,810  

Miroku Jyoho Service

     9,300       110,424  

Mitachi

     5,400       41,199  

Mitsubishi Motors

     7,700       30,978  

Mitsubishi Shokuhin

     9,000       239,759  

Morinaga

     1,400       45,553  

MTG

     9,300       106,366  

Namura Shipbuilding

     59,600       229,457  

NET One Systems

     6,700       147,176  

NHK Spring

     13,700       109,635  

Nihon Chouzai

     3,500       29,659  

Nippon Sheet Glass *

     5,100       23,224  

Nippon Shokubai

     2,200       84,652  

Nippon Thompson

     31,500       127,259  

Nishi-Nippon Financial Holdings

     15,000       159,628  

Nissui

     20,400       97,147  
 


Catholic Responsible Investments  

International Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

JAPAN — continued

    

NS United Kaiun Kaisha

     1,900       $ 51,218   

Oita Bank

     2,500       43,162  

Okamoto Machine Tool Works

     2,200       88,725  

Onamba

     26,800       175,800  

Outsourcing

     2,600       26,544  

Pressance

     9,900       140,891  

Prestige International

     8,300       33,882  

Sakata Seed

     13,400       376,781  

Sanko Gosei

     8,600       38,012  

Sanyo Shokai

     5,400       77,800  

SCREEN Holdings

     700       75,577  

Seiren

     30,328       523,611  

Seven Bank

     382,400       831,117  

Shiga Bank

     2,300       49,293  

SK-Electronics

     6,000       67,525  

Starts

     1,300       26,946  

SUMCO

     5,300       77,217  

Sun Frontier Fudousan

     27,800       295,062  

Takara Leben Real Estate Investment ‡

     219       150,131  

Take And Give Needs

     10,900       91,984  

THK

     14,800       296,354  

Tokyo Kiraboshi Financial Group

     2,600       68,715  

Tokyu Fudosan Holdings

     5,600       33,278  

Tokyu REIT ‡

     419       554,715  

Topre

     11,600       133,488  

Topy Industries

     5,100       88,697  

Toyo Engineering *

     7,200       32,939  

Traders Holdings

     14,100       64,208  

WingArc1st

     2,200       42,318  

Yamazaki Baking

     5,000       72,213  

Yokogawa Bridge Holdings

     2,200       39,578  
    

 

 

 

       19,152,521  
    

 

 

 

LUXEMBOURG — 1.6%

    

L’Occitane International

     429,142       1,315,154  
    

 

 

 

MALAYSIA — 0.4%

    

Bumi Armada *

     1,238,500       142,830  

Heineken Malaysia

     32,500       188,412  
    

 

 

 

       331,242  
    

 

 

 

MAURITIUS — 0.1%

    

Capital

     76,542       78,195  
    

 

 

 

MEXICO — 0.4%

    

Controladora Vuela Cia de Aviacion, Cl A *

     145,100       174,876  
COMMON STOCK — continued      
       Shares        Value   

MEXICO — continued

    

FIBRA Macquarie Mexico ‡

     61,400       $ 119,436   

Nemak *

     202,600       48,520  
    

 

 

 

       342,832  
    

 

 

 

NETHERLANDS — 0.4%

    

Eurocommercial Properties ‡

     7,090       179,801  

Heijmans

     1,425       19,765  

Ordina

     24,999       157,107  
    

 

 

 

       356,673  
    

 

 

 

NEW ZEALAND — 0.2%

    

Air New Zealand *

     321,144       157,893  
    

 

 

 

NIGERIA — 0.1%

    

Airtel Africa

     42,551       63,837  
    

 

 

 

NORWAY — 2.1%

    

Hexagon Composites *

     134,938       404,421  

Hexagon Purus *

     43,060       88,107  

Hoegh Autoliners

     4,646       26,935  

Norske Skog

     18,184       81,605  

PhotoCure *

     27,900       137,066  

Rana Gruber, Cl A

     5,634       32,301  

Salmar

     18,660       863,789  

Stolt-Nielsen

     3,615       89,513  
    

 

 

 

       1,723,737  
    

 

 

 

PHILIPPINES — 0.2%

    

Robinsons Land

     473,400       129,285  
    

 

 

 

POLAND — 0.3%

    

Budimex

     325       33,561  

Tauron Polska Energia *

     263,613       245,689  
    

 

 

 

       279,250  
    

 

 

 

SAUDI ARABIA — 0.2%

    

Bawan

     15,386       147,848  
    

 

 

 

SINGAPORE — 0.5%

    

Best World International *

     42,000       51,243  

Golden Energy & Resources *

     67,700       9,178  

Hour Glass

     26,000       40,729  

Lendlease Global Commercial REIT ‡

     514,000       263,232  

Samudera Shipping Line

     66,300       41,693  

Sembcorp Industries

     6,200       25,448  
    

 

 

 

       431,523  
    

 

 

 

SOUTH AFRICA — 0.6%

    

Fortress Real Estate Investments, Cl B *

     253,876       72,521  
 


Catholic Responsible Investments  

International Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

SOUTH AFRICA — continued

    

Fortress Real Estate Investments, Cl A

     273,044       $ 197,447   

Motus Holdings

     3,981       23,615  

Resilient REIT ‡

     8,813       21,418  

Vukile Property Fund ‡

     222,613       163,607  
    

 

 

 

       478,608  
    

 

 

 

SOUTH KOREA — 2.9%

    

Aekyung Chemical

     3,405       52,892  

AfreecaTV

     937       53,663  

DB HiTek

     3,900       180,520  

DB Insurance

     2,604       154,240  

Dongjin Semichem

     1,658       55,087  

Dongwon Systems

     1,256       41,484  

Hanwha General Insurance *

     37,962       112,577  

Hanwha Life Insurance

     36,996       68,643  

HD Hyundai Infracore

     23,171       223,957  

Humasis *

     14,677       27,117  

Hwa Shin

     5,886       83,812  

Hyundai Marine & Fire Insurance

     2,060       46,302  

INTOPS

     2,934       69,284  

JB Financial Group

     18,754       125,944  

Jeisys Medical

     31,152       272,991  

Jin Air *

     4,372       50,866  

JVM

     6,729       175,530  

KIWOOM Securities

     1,183       90,211  

Meritz Financial Group

     1,981       76,464  

OCI Holdings

     1,942       166,677  

Sangsin Energy Display Precision

     11,768       184,554  

Youngone

     1,050       47,613  
    

 

 

 

       2,360,428  
    

 

 

 

SPAIN — 3.2%

    

Banco de Sabadell

     53,422       65,909  

Energia Innovacion y Desarrollo Fotovoltaico

     8,224       269,844  

Fluidra

     15,974       354,355  

Gestamp Automocion

     16,960       82,464  

Laboratorios Farmaceuticos Rovi

     3,692       177,723  

Melia Hotels International *

     220,348       1,622,868  
    

 

 

 

       2,573,163  
    

 

 

 

SWEDEN — 3.5%

    

B3 Consulting Group

     3,873       37,891  

BioGaia, Cl B

     58,254       578,798  

Castellum

     11,933       136,223  
COMMON STOCK — continued      
       Shares        Value   

SWEDEN — continued

    

Fortnox

     27,247       $ 167,618   

Hemnet Group

     12,124       215,192  

HMS Networks

     1,456       58,919  

Hoist Finance *

     17,046       51,994  

Inwido

     3,241       35,780  

Loomis, Cl B

     38,544       1,125,415  

New Wave Group, Cl B *

     11,180       101,602  

Nyfosa

     11,674       74,160  

Sectra, Cl B

     9,653       154,889  

Transtema Group *

     8,782       15,345  

Trelleborg, Cl B

     3,411       90,992  
    

 

 

 

       2,844,818  
    

 

 

 

SWITZERLAND — 3.3%

    

Basilea Pharmaceutica *

     951       48,107  

Bucher Industries

     1,177       526,822  

Comet Holding

     579       152,957  

Georg Fischer

     960       65,838  

Implenia

     1,491       73,015  

Inficon Holding

     174       224,011  

IWG *

     336,216       661,435  

Landis+Gyr Group

     7,746       673,760  

Leonteq

     459       21,710  

Swissquote Group Holding

     871       198,345  
    

 

 

 

       2,646,000  
    

 

 

 

TAIWAN — 3.7%

    

Advanced International Multitech

     39,000       97,418  

Ardentec

     39,000       76,569  

ASPEED Technology

     1,000       73,823  

Chicony Power Technology

     76,000       251,507  

Depo Auto Parts Industries

     82,000       288,323  

Far Eastern Department Stores .

     64,000       44,497  

FIT Hon Teng *

     293,000       51,096  

Fitipower Integrated Technology

     38,000       170,493  

Getac Holdings

     84,000       180,956  

Gigabyte Technology

     11,000       109,907  

Global Unichip

     2,000       104,052  

Grape King Bio

     8,000       46,331  

ITE Technology

     29,000       142,571  

Jinan Acetate Chemical *

     12,000       358,169  

L&K Engineering

     88,000       221,495  

Liton Technology

     58,000       70,132  

Lotes

     3,000       71,214  

M31 Technology

     3,300       92,827  
 


Catholic Responsible Investments  

International Small-Cap Fund

July 31, 2023

(Unaudited)

 

COMMON STOCK — continued      
       Shares        Value   

TAIWAN — continued

    

Pan German Universal Motors

     16,000       $ 160,374   

Standard Chemical & Pharmaceutical

     68,000       139,347  

Topkey

     14,000       76,178  

United Integrated Services

     22,000       154,360  

Wowprime

     3,000       28,161  
    

 

 

 

       3,009,800  
    

 

 

 

THAILAND — 0.5%

    

Ichitan Group

     521,700       224,051  

Sappe

     76,100       195,648  
    

 

 

 

       419,699  
    

 

 

 

TURKEY — 0.6%

    

Haci Omer Sabanci Holding

     68,708       146,976  

Migros Ticaret

     16,765       183,671  

Sok Marketler Ticaret *

     84,358       142,420  
    

 

 

 

       473,067  
    

 

 

 

UNITED KINGDOM — 9.9%

    

4imprint Group

     7,676       438,016  

Big Yellow Group ‡

     8,268       114,146  

Bloomsbury Publishing

     4,265       23,706  

Bodycote

     2,225       19,811  

Britvic

     10,415       115,780  

Coats Group

     780,542       703,001  

Craneware

     15,600       274,984  

CVS Group

     42,036       1,115,249  

Drax Group

     14,495       112,795  

Empiric Student Property ‡

     133,383       151,024  

Games Workshop Group

     2,072       310,583  

Global Ship Lease, Cl A

     2,812       60,346  

Harbour Energy

     13,196       45,248  

Howden Joinery Group

     15,706       148,934  

IMI

     12,482       261,617  

Investec

     47,679       300,352  

IP Group

     138,149       106,294  

J D Wetherspoon *

     2,651       23,058  

Johnson Service Group

     89,476       129,400  

Man Group

     86,572       265,995  

Marks & Spencer Group *

     21,974       58,327  

Mitchells & Butlers *

     9,086       26,888  

Mitie Group

     26,539       34,761  

Morgan Advanced Materials

     6,438       22,614  

Next 15 Group

     9,419       76,956  

OSB Group

     82,691       390,681  

Pagegroup

     4,980       28,578  
COMMON STOCK — continued      
       Shares        Value   

UNITED KINGDOM — continued

 

Paragon Banking Group

     11,440       $ 77,718   

Pets at Home Group

     10,504       53,033  

Rightmove

     9,062       66,507  

RS GROUP

     5,329       53,797  

Safestore Holdings ‡

     46,950       535,218  

Savills

     89,304       1,119,158  

Serco Group

     130,666       261,093  

Spirent Communications

     17,727       38,569  

SThree

     20,451       92,755  

Tate & Lyle

     28,500       273,739  

Virgin Money UK

     23,278       52,833  

Yu Group

     3,430       37,777  
    

 

 

 

       8,021,341  
    

 

 

 

UNITED STATES — 3.5%

    

BRP

     1,365       125,803  

Inmode *

     769       32,998  

JS Global Lifestyle

     330,500       58,483  

MDA *

     8,245       52,179  

Ormat Technologies

     12,772       1,047,934  

Reliance Worldwide

     180,200       512,425  

Samsonite International *

     328,605       973,338  
    

 

 

 

       2,803,160  
    

 

 

 

Total Common Stock
(Cost $72,122,353)

       77,525,829  
    

 

 

 

PREFERRED STOCK — 0.9%

    

GERMANY — 0.2%

    

Schaeffler (B)

     25,928       165,804  
    

 

 

 

BRAZIL — 0.7%

    

Cia de Ferro Ligas da Bahia FERBASA (B)

     14,000       149,063  

Cia de Saneamento do Parana (B)

     226,100       199,624  

Gol Linhas Aereas Inteligentes * (B)

     80,100       161,478  

Unipar Carbocloro (B)

     1,430       24,262  
    

 

 

 

       534,427  
    

 

 

 

Total Preferred Stock
(Cost $667,753)

       700,231  
    

 

 

 

RIGHTS — 0.0%

    
     Number Of
Rights
  Value

Jinan Acetate Chemical Expires 8/15/2023 * (C)

     542       7,019  
    

 

 

 

Total Rights
(Cost $–)

       7,019  
    

 

 

 

 


Catholic Responsible Investments  

International Small-Cap Fund

July 31, 2023

(Unaudited)

 

SHORT-TERM INVESTMENT — 1.5%

 

 
       Shares        Value   

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (D)

     1,251,102       $ 1,251,102   
    

 

 

 

Total Short-Term Investments
(Cost $1,251,102)

       1,251,102  
    

 

 

 

Total Investments in Securities — 98.3%
(Cost $74,041,208)

 

   $ 79,484,181  
    

 

 

 

Percentages are based on Nest Assets of $80,818,097.

 

*

Non-income producing security.

Real Estate Investment Trust.

 

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $1,191,351.

(B)

There is currently no rate available.

(C)

Level 3 security in accordance with fair value hierarchy.

(D)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $1,251,102.

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-001-0400

 


Catholic Responsible Investments  

Magnus 45/55 Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

 

OPEN-END MUTUAL FUNDS — 99.8%

 

 
       Shares        Value   

Catholic Responsible Investments Bond Fund†

     3,793,494       $ 31,979,159   

Catholic Responsible Investments Equity Index Fund†

     2,939,249       29,480,671  

Catholic Responsible Investments International Equity Fund†

     1,160,812       10,946,457  

Catholic Responsible Investments International Small-Cap Fund†

     288,051       2,627,028  

Catholic Responsible Investments Multi-Style US Equity Fund†

     907,531       8,839,350  

Catholic Responsible Investments Opportunistic Bond Fund†

     1,851,203       16,845,944  

Catholic Responsible Investments Short Duration Bond Fund†

     1,813,029       17,078,735  

Catholic Responsible Investments Small-Cap Fund†

     600,024       5,538,224  
    

 

 

 

Total Open-End Mutual Funds
(Cost $114,598,093)

       123,335,568  
    

 

 

 

Total Investments in Securities — 99.8%
(Cost $114,598,093)

   $ 123,335,568  
    

 

 

 

    

 

 

 

Percentages are based on Net Assets of $123,603,139.

 

Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

 


Catholic Responsible Investments  

Magnus 45/55 Fund

July 31, 2023

(Unaudited)

 

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

 

                 
                       Change in               
     Value    Purchases at    Proceeds from   Realized   Unrealized    Value         Capital
Security Description    10/31/2022    Cost    Sales   Gain (Loss)   Appreciation    7/31/2023    Income    Gains
Catholic Responsible Investments Bond Fund       $ 19,561,268        $ 14,068,827        $ (2,014,078     $ (322,556     $ 685,698        $ 31,979,159        $ 840,081        $ —  
Catholic Responsible Investments Equity Index Fund      15,587,465        10,973,784        (1,629,572     73,128       4,475,866        29,480,671        270,527         
Catholic Responsible Investments International Equity Fund      5,235,036        4,448,121        (659,153     (1,312     1,923,765        10,946,457        118,714         
Catholic Responsible Investments International Small-Cap Fund      1,334,556        1,120,380        (164,789     4,967       331,914        2,627,028        38,028         
Catholic Responsible Investments Multi-Style US Equity Fund      4,495,211        3,399,198        (512,674     (21,631     1,479,246        8,839,350        31,881         
Catholic Responsible Investments Opportunistic Bond Fund      10,736,189        7,100,765        (1,007,039     (88,852     104,881        16,845,944        486,392         
Catholic Responsible Investments Short Duration Bond Fund      11,148,864        6,976,137        (1,007,040     (58,860     19,634        17,078,735        361,764         
Catholic Responsible Investments Small-Cap Fund      3,234,709        2,376,435        (329,577     (14,692     271,349        5,538,224        49,979        161,752  
  

 

 

 

Totals

      $ 71,333,298        $ 50,463,647        $ (7,323,922     $ (429,808     $ 9,292,353        $ 123,335,568        $ 2,197,366        $ 161,752  
  

 

 

 

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

CRI-QH-001-0400


Catholic Responsible Investments  

Magnus 60/40 Alpha Plus Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

 

OPEN-END MUTUAL FUNDS — 99.9%

 

 
       Shares        Value   

Catholic Responsible Investments Bond Fund†

     23,983,397       $ 202,180,040   

Catholic Responsible Investments Equity Index Fund†

     19,167,970       192,254,736  

Catholic Responsible Investments International Equity Fund†

     13,693,111       129,126,039  

Catholic Responsible Investments International Small-Cap Fund†

     3,503,371       31,950,742  

Catholic Responsible Investments Multi-Style US Equity Fund†

     29,169,794       284,113,794  

Catholic Responsible Investments Opportunistic Bond Fund†

     11,829,231       107,646,003  

Catholic Responsible Investments Short Duration Bond Fund†

     11,563,006       108,923,521  

Catholic Responsible Investments Small-Cap Fund†

     7,079,958       65,348,014  
    

 

 

 

Total Open-End Mutual Funds
(Cost $1,003,223,404)

 

    1,121,542,889  
 

 

 

 

Total Investments in Securities — 99.9%
(Cost $1,003,223,404)

 

   $ 1,121,542,889  
    

 

 

 

    

 

 

 

Percentages are based on Net Assets of $1,122,717,384.

 

Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

 


Catholic Responsible Investments  

Magnus 60/40 Alpha Plus Fund

July 31, 2023

(Unaudited)

 

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

 

                 
                       Change in               
     Value    Purchases at    Proceeds from       Unrealized    Value         Capital
Security Description    10/31/2022    Cost    Sales   Realized Loss   Appreciation    7/31/2023    Income    Gains
Catholic Responsible Investments Bond Fund       $ 195,347,648        $ 8,261,941        $ (6,175,156     $ (1,011,505     $ 5,757,112        $ 202,180,040        $ 6,008,472        $ —  
Catholic Responsible Investments Equity Index Fund      161,916,277        3,610,078        (4,631,368     (447,558     31,807,307        192,254,736        1,919,976         
Catholic Responsible Investments International Equity Fund      102,020,700        2,880,375        (3,705,094     (579,840     28,509,898        129,126,039        1,528,294         
Catholic Responsible Investments International Small-Cap Fund      26,578,242        845,498        (926,273     (150,912     5,604,187        31,950,742        507,478         
Catholic Responsible Investments Multi-Style US Equity Fund      237,507,961        3,824,080        (7,410,187     (942,199     51,134,139        284,113,794        1,119,917         
Catholic Responsible Investments Opportunistic Bond Fund      105,424,072        4,612,973        (3,087,577     (260,093     956,628        107,646,003        3,486,238         
Catholic Responsible Investments Short Duration Bond Fund      108,187,317        3,708,030        (3,087,579     (185,976     301,729        108,923,521        2,581,296         
Catholic Responsible Investments Small-Cap Fund      61,436,749        3,433,631        (1,852,546     (304,030     2,634,210        65,348,014        647,952        2,109,638.00  
  

 

 

 

Totals

      $ 998,418,966        $ 31,176,606        $ (30,875,780     $ (3,882,113     $ 126,705,210        $ 1,121,542,889        $ 17,799,623        $ 2,109,638  
  

 

 

 

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

CRI-QH-001-0400


Catholic Responsible Investments  

Magnus 60/40 Beta Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

 

OPEN-END MUTUAL FUNDS — 99.9%

 

 
       Shares        Value   

Catholic Responsible Investments Bond Fund†

     9,654,574       $ 81,388,060   

Catholic Responsible Investments Equity Index Fund†

     18,153,294       182,077,535  

Catholic Responsible Investments International Equity Fund†

     5,496,022       51,827,491  

Catholic Responsible Investments International Small-Cap Fund†

     1,351,222       12,323,146  

Catholic Responsible Investments Opportunistic Bond Fund†

     4,743,652       43,167,236  

Catholic Responsible Investments Short Duration Bond Fund†

     4,662,404       43,919,848  

Catholic Responsible Investments Small-Cap Fund†

     2,802,600       25,868,001  
    

 

 

 

Total Open-End Mutual Funds
(Cost $383,156,264)

 

    440,571,317  
 

 

 

 

Total Investments in Securities — 99.9%
(Cost $383,156,264)

   $ 440,571,317  
    

 

 

 

    

 

 

 

Percentages are based on Net Assets of $440,930,856.

 

Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

 


Catholic Responsible Investments  

Magnus 60/40 Beta Fund

July 31, 2023

(Unaudited)

 

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

 

                 
                       Change in               
Security    Value    Purchases at    Proceeds from       Unrealized    Value         Capital
Description    10/31/2022    Cost    Sales   Realized Loss   Appreciation    7/31/2023    Income    Gains
Catholic Responsible Investments Bond Fund       $ 77,381,202        $ 6,952,154        $ (4,783,438     $ (771,524     $ 2,609,666        $ 81,388,060        $ 2,369,262        $ —  
Catholic Responsible Investments Equity Index Fund      151,269,825        10,709,457        (9,327,705     (514,217     29,940,175        182,077,535        1,772,817         
Catholic Responsible Investments International Equity Fund      40,357,185        3,352,842        (2,870,064     (453,765     11,441,293        51,827,491        603,106         
Catholic Responsible Investments International Small-Cap Fund      10,100,702        879,489        (717,517     (103,013     2,163,485        12,323,146        192,056         
Catholic Responsible Investments Opportunistic Bond Fund      41,639,070        3,661,968        (2,391,719     (209,785     467,702        43,167,236        1,370,522         
Catholic Responsible Investments Short Duration Bond Fund      42,973,197        3,312,884        (2,391,719     (140,240     165,726        43,919,848        1,021,438         
Catholic Responsible Investments Small-Cap Fund      23,878,020        2,427,402        (1,435,031     (174,082     1,171,692        25,868,001        249,301        803,234  
  

 

 

 

Totals

      $ 387,599,201        $ 31,296,196        $ (23,917,193     $ (2,366,626     $ 47,959,739        $ 440,571,317        $ 7,578,502        $ 803,234  
  

 

 

 

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

CRI-QH-001-0400


Catholic Responsible Investments  

Magnus 75/25 Fund

July 31, 2023

(Unaudited)

 

SCHEDULE OF INVESTMENTS

 

 

OPEN-END MUTUAL FUNDS — 99.9%

 

 
       Shares        Value   

Catholic Responsible Investments Bond Fund†

     3,791,512       $ 31,962,443   

Catholic Responsible Investments Equity Index Fund†

     9,922,061       99,518,276  

Catholic Responsible Investments International Equity Fund†

     4,237,738       39,961,872  

Catholic Responsible Investments International Small-Cap Fund†

     1,050,297       9,578,704  

Catholic Responsible Investments Multi-Style US Equity Fund†

     4,190,095       40,811,525  

Catholic Responsible Investments Opportunistic Bond Fund†

     1,866,032       16,980,891  

Catholic Responsible Investments Short Duration Bond Fund†

     1,833,977       17,276,066  

Catholic Responsible Investments Small-Cap Fund†

     2,203,019       20,333,869  
    

 

 

 

Total Open-End Mutual Funds
(Cost $233,717,937)

 

    276,423,646  
 

 

 

 

Total Investments in Securities — 99.9%
(Cost $233,717,937)

 

   $ 276,423,646  
    

 

 

 

    

 

 

 

Percentages are based on Net Assets of $276,777,437.

 

Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

 


Catholic Responsible Investments  

Magnus 75/25 Fund

July 31, 2023

(Unaudited)

 

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

 

                 
                       Change in               
     Value    Purchases at    Proceeds from       Unrealized    Value         Capital
Security Description    10/31/2022    Cost    Sales   Realized Loss   Appreciation    7/31/2023    Income    Gains
Catholic Responsible Investments Bond Fund       $ 28,221,528        $ 4,453,284        $ (1,350,938     $ (197,901     $ 836,470        $ 31,962,443        $ 921,813        $ —  
Catholic Responsible Investments Equity Index Fund      76,616,648        10,502,050        (3,647,533     (143,636     16,190,747        99,518,276        967,077         
Catholic Responsible Investments International Equity Fund      28,654,565        4,702,692        (1,621,125     (167,931     8,393,671        39,961,872        464,926         
Catholic Responsible Investments International Small-Cap Fund      7,244,380        1,208,869        (405,282     (33,069     1,563,806        9,578,704        149,427         
Catholic Responsible Investments Multi-Style US Equity Fund      30,912,545        4,393,810        (1,621,126     (79,837     7,206,133        40,811,525        156,044         
Catholic Responsible Investments Opportunistic Bond Fund      15,276,824        2,300,030        (675,469     (54,552     134,058        16,980,891        534,295         
Catholic Responsible Investments Short Duration Bond Fund      15,789,944        2,164,340        (675,469     (40,463     37,714        17,276,066        398,604         
Catholic Responsible Investments Small-Cap Fund      17,402,612        2,916,136        (810,562     (81,338     907,021        20,333,869        195,389        601,864  
  

 

 

 

Totals

      $ 220,119,046        $ 32,641,211        $ (10,807,504     $ (798,727     $ 35,269,620        $ 276,423,646        $ 3,787,575        $ 601,864  
  

 

 

 

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

CRI-QH-001-0400