# EDGAR Filing Document

**Accession Number:** 0000892657
**File Stem:** 0001104659-23-027406
**Filing Date:** 2023-3
**Character Count:** 61489
**Document Hash:** b422734a681ac767b19b7a0c50f6f6a2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-23-027406.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001104659-23-027406

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHNSON MUTUAL FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000892657
- **IRS NUMBER:** 316455344
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07254
- **FILM NUMBER:** 23694536

**BUSINESS ADDRESS:**
- **STREET 1:** 3777 WEST FORK ROAD
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45247
- **BUSINESS PHONE:** 5136613100

**MAIL ADDRESS:**
- **STREET 1:** JOHNSON MUTUAL FUNDS TRUST
- **STREET 2:** 3777 WEST FORK ROAD
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45247

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHNSON INVESTMENT MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 19930328

## Series and Classes Contracts Data

### Johnson Institutional Core Bond Fund (Series ID: S000005724)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000015718 | Class I      | JIBFX           |
| C000200604 | Class F      | JIMFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Johnson Mutual Funds Trust

- **b. Investment Company Act file number:** 811-07254

- **c. CIK number of Registrant:** 0000892657

- **d. LEI of Registrant:** 549300S4H6UK0EWKWY28

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

  - **Street Address 1:** 3777 West Fork Road

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45247

  - **Telephone number:** 513-661-3100

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

- **a. Name of Series:** JOHNSON INSTITUTIONAL CORE BOND FUND

- **b. EDGAR series identifier (if any):** S000005724

- **c. LEI of Series:** 5493009Z458XDCUN1811

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $573298697.62

**Total Liabilities:** $415902.28

**Net Assets:** $572882795.34

**Stand-by Commitments:** $415902.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.55 | **1-Year:** 6083.32 | **5-Year:** 85202.2 | **10-Year:** 24432.17 | **30-Year:** 0

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

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015718 | -1.21%               | 3.91%                | -0.73%               |
| Class ID C000200604 | -1.26%               | 3.98%                | -0.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1390155.52             | $-6576186.28                               |
| Month 2  | $-55702.58               | $20153337.80                               |
| Month 3  | $-984127.41              | $-4829091.90                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Allstate Corporation                               | ALLSTATE CORPORATION 5.10% PFD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     83000 | NS      | $2057570.00   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                | AON PLC 3.875% DUE 12/15/2025                                                   | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1803515.05   | 0.00%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Express Company                               | AMERICAN EXPRESS COMPANY 3.00%, DUE 10/30/2024                                  | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2550724.80   | 0.00%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                               | AMERICAN EXPRESS CO 3.125% 3.125%, DUE 05/20/2026                               | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942645.00    | 0.00%             | 2026-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Express Company                               | AMERICAN EXPRESS 2.55% due 03/04/2027                                           | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1821314.00   | 0.00%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Aon Corporation                                        | AON CORPORATION 3.750%, DUE 05/02/2029                                          | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $4989194.21   | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                           | BB&T Corporation 3.875%, Due 3/19/2029                                          | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $4743360.96   | 0.01%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                            | BANK OF AMERICA CORPORATION 3.248%,DUE 10/21/2027                               | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12340000 | PA      | $11405207.98  | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                          | BECTON DICKINSON & CO 2.823% due 5/20/2030                                      | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8571990.00   | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                      | BERKSHIRE HATHAWAY ENERGY COMPANY 3.25%, DUE 04/15/2028                         | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1793911.15   | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corporation 4.30%, Due 03/25/2028                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8705304.00   | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corporateion 3.75%, Due 04/01/2030                                   | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907555.00    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cincinnati Children's Hospital Medical Center          | CHILDRENS HOSPITAL MC 2.853% DUE 11/15/26                                       | CUSIP: 16876AAB0<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    750000 | PA      | $670605.00    | 0.00%             | 2026-11-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                    | The Disney Company 3.80%, Due 03/22/2030                                        | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  11455000 | PA      | $10661019.59  | 0.02%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                      | Dover Corporation 3.150%, Due 11/15/2025                                        | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1428132.00   | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                      | Dover Corporation 2.950%, DUE 11/04/2029                                        | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3911409.00   | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | DUKE ENERGY CORPORATION 2.65%, DUE 09/01/2026                                   | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $5866472.90   | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | DUKE ENERGY CORP NEW SR GLBL NT 2.45%, Due 06/01/2030                           | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4116380.00   | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation                                      | EATON CORP OHIO SR GLBL NT 27 3.103%, Due 09/15/2027                            | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2068614.97   | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Company 1.950%, Due 10/15/2030                                 | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $4178046.84   | 0.01%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Company 2.20%, DUE 12/21/2031                                  | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5011850.60   | 0.01%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC 4.15%, due 10/16/2028                         | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8048310.00   | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                     | ESSEX PORTFOLIO 3% 01/15/2030 3% due 01/15/2030                                 | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   9426000 | PA      | $7969192.85   | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy 3.30%, Due 01/15/2028                                         | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2306072.50   | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy 4.250%, Due 04/01/2029                                        | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   6924000 | PA      | $6543256.16   | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORP., POOL 2B0350, FLOATING RATE, DUE 04/01/2042    | CUSIP: 3128LLL79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40950 | PA      | $40436.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FG G01880 MTGE #G01880, 5.00%, DUE 08/01/2035                                   | CUSIP: 3128LXCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31600 | PA      | $31814.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G06616                             | CUSIP: 3128M8VH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72144 | PA      | $71214.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G08068                             | CUSIP: 3128MJCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187093 | PA      | $191931.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MRTG BACKED SECURITY (FGCI 3.5 2017) POOL FG G18667                 | CUSIP: 3128MMW58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678521 | PA      | $657305.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC GOLD 15 YEAR MORTGAGE BACKED 3.50%, MATURITY 04/01/2032             | CUSIP: 3128MMWC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840268 | PA      | $813995.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FG J09921 MTGE 4.00%, DUE 07/01/2024                                            | CUSIP: 3128PNAW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22685 | PA      | $22401.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | Federal Home Loan Mortgage Corporation Conventional 15 year level pay           | CUSIP: 3131XAN64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3279189 | PA      | $3159639.78   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | Federal Home Loan Mortgage Corporation Pool ZT-1964                             | CUSIP: 3132AEFD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3469935 | PA      | $3362387.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/20 | CUSIP: 3132D9BQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10786676 | PA      | $9927409.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/20 | CUSIP: 3132J4HK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4182569 | PA      | $4061429.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/20 | CUSIP: 3132J4ND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722145 | PA      | $703187.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FHLMC MBS Gold V6-1479                                                          | CUSIP: 3132KFUC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2938723 | PA      | $2740514.70   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | Federal National Mortgage Association Series 12-120 Class KD                    | CUSIP: 3136A9S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    646023 | PA      | $598420.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2013-83-MH                        | CUSIP: 3136AFW67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    141189 | PA      | $134605.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2014-28-PA                        | CUSIP: 3136AJS23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    114808 | PA      | $110779.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE SERIES #2014-20-AC                                                   | CUSIP: 3136AJUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    115705 | PA      | $111942.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2012-136 CLASS PD                  | CUSIP: 3136AQAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    437214 | PA      | $411565.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE 2015-85                                                              | CUSIP: 3136ASQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1398892 | PA      | $1275811.60   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA REMIC TRUST 2016-99 20460125 3%, DUE 01/25/2046                            | CUSIP: 3136AUD65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1676053 | PA      | $1548262.61   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE, MTG COLLTRL                                                         | CUSIP: 3136AUE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    196849 | PA      | $190152.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2016-79L                           | CUSIP: 3136AUHC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    682969 | PA      | $627575.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2018-67 BA 4.500%, Due 3/25/2046                                            | CUSIP: 3136B2Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    432503 | PA      | $429042.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2019-60                           | CUSIP: 3136B6VJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1895738 | PA      | $1645936.40   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae 1.00%, due 1/25/2051                                                 | CUSIP: 3136BDRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4806434 | PA      | $3664420.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 3946-LN                           | CUSIP: 3137AGLW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    235596 | PA      | $228133.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC 4087 PT MTGE                                                        | CUSIP: 3137AS5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    417540 | PA      | $393645.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC REMIC SERIES 4151                                                   | CUSIP: 3137AXK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1900612 | PA      | $1755299.16   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC SERIES 4161-QA MTGE                                                 | CUSIP: 3137AYNK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    109345 | PA      | $102998.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC 3.00%, DUE 11/15/2045                                               | CUSIP: 3137BPJX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    554037 | PA      | $511098.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FREDDIE MAC SERIES 4689-DA                                                      | CUSIP: 3137F1BY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    381746 | PA      | $367125.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | Freddie Mac Collateralized Mortgage Obligation FGLMC 4 2017 - 150k max          | CUSIP: 3137FAMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    597392 | PA      | $562169.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC SERIES 4689-DA                                                      | CUSIP: 3137FLZ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    655231 | PA      | $621433.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AJ7509                              | CUSIP: 3138E0KX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38669 | PA      | $37963.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA SUPER INT 20 YEAR 4.00%, Due 07/15/2035                                    | CUSIP: 3138EP2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2166434 | PA      | $2114563.34   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae 3.00% Due 05/01/2030                                                 | CUSIP: 3138EPVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2197526 | PA      | $2117452.33   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AL6847, 3.5% DUE 05/01/2045         | CUSIP: 3138ERKX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315246 | PA      | $305499.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE AGENCY COMMERCIAL MORTGAGE BACKED SECURITY                           | CUSIP: 3138LMZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2841186.00   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE AGENCY COMMERCIAL MORTGAGE BACKED SECURITY                           | CUSIP: 3138LN5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2401615.00   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2003-79-NJ                        | CUSIP: 31393EER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      6105 | PA      | $6082.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2005-64 CLASS PL                   | CUSIP: 31394EFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     30807 | PA      | $31339.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 2985-GE                           | CUSIP: 31395VNN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     18515 | PA      | $18500.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE, SERIES 1011-53-DT 4.50%, DUE 06/25/2041                             | CUSIP: 31397UMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    113307 | PA      | $112412.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae Mortgage Backed Security (2019 HY 10/9.5)                            | CUSIP: 3140HUHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2777460.00   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                       | FANNIE MAE 2.50% 4/1/41                                                         | CUSIP: 3140QKDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9629727 | PA      | $8440927.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA3388                              | CUSIP: 3140X6XS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1067822 | PA      | $1045174.61   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL FN FM5394                            | CUSIP: 3140X87G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5721006 | PA      | $5408113.20   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION SUPER INT 15 YEAR, POOL FM5050            | CUSIP: 3140X8TG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1382045 | PA      | $1297109.92   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                       | FNMA SUPER INT 4% due 08/01/39                                                  | CUSIP: 3140XDQX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2922127 | PA      | $2844065.26   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL 889050, 6.00%, DUE 05/01/2037        | CUSIP: 31410GWK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119199 | PA      | $124681.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #995112                              | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72720 | PA      | $74234.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA4392                              | CUSIP: 31416M3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90296 | PA      | $87437.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA0384                                                       | CUSIP: 31417YNA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66838 | PA      | $66256.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #MA1107                              | CUSIP: 31418AGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322341 | PA      | $308599.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #2773                                | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344637 | PA      | $1238576.36   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | Federal National Mortgage Association 4.00%, Due 04/01/2038                     | CUSIP: 31418CV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501301 | PA      | $485628.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                    | FIFTH THIRD BANCORP 4.30%, DUE 01/16/2024                                       | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5447508.00   | 0.01%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                    | Fifth Third Bancorp 2.375%, Due 01/28/2025                                      | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4913000 | PA      | $4659454.81   | 0.01%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                  | Georgia Power Company 2.65%, Due 09/15/2029                                     | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9378941.00   | 0.02%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-175 DG                        | CUSIP: 38383CN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   8028782 | PA      | $6777929.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc                                         | HOME DEPOT 3.25% DUE 04/15/2032                                                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   7520000 | PA      | $6684625.76   | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                     | Huntington Bankshares 2.625%, Due 08/06/2024                                    | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5022327.16   | 0.01%             | 2024-08-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                     | HUNTINGTON BANCSHARES INC GLBL NT 2.55%, Due 02/04/2030                         | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4112780.00   | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                       | INTERSTATE POWER & LIGHT CO. 3.40%, DUE 08/15/2025                              | CUSIP: 461070AM6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1453733.70   | 0.00%             | 2025-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                       | INTERSTATE POWER & LIGHT CO. SR UNSEC NOTE 4.1%, DUE 09/26/2028                 | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   8805000 | PA      | $8381637.99   | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                       | INTERSTATE POWER AND LIGHT COMPANY 2.300%, DUE 06/01/2030                       | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1212320.62   | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | PMORGAN CHASE & CO SR GLBL NT 4.493%, Due 03/24/2031                            | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11222124.00  | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                     | JOHNSON CONTROLS INTERNATIONAL PLC 4.50%, DUE 02/15/2047                        | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970617.00    | 0.00%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH                                 | KANSAS STATE DEV FINANCIAL AUTHORITY 3.741% DUE 04/15/2025                      | CUSIP: 485429Y81<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   3705000 | PA      | $3592023.44   | 0.01%             | 2025-04-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH                                 | KANSAS STATE DEV FINANCIAL AUTHORITY 4.091% DUE 04/15/2027                      | CUSIP: 485429Z23<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    125000 | PA      | $119725.63    | 0.00%             | 2027-04-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST PPTY & BLDGS COMMN                         | KENTUCKY STATE PORPERTY & BULDINGS COMMISSION, REV ENUE,                        | CUSIP: 49151E7C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $446565.60    | 0.00%             | 2025-11-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                | KEYCORP SENIOR UNSECURED NOTES 4.1%, DUE 04/30/2028                             | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3555902.24   | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                | KEYCORP 4.15%, DUE 10/29/2025                                                   | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464169.50   | 0.00%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                | KeyCorp 2.55%, DUE 10/01/2029                                                   | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2801016.58   | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                         | KROGER COMPANY (THE) 3.50% , DUE 02/01/2026                                     | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2195609.90   | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                         | Kroger Company 2.20%, Due 05/01/2030                                            | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $809162.00    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                  | LOWE'S COMPANIES, INC. 4.50%, DUE 4/15/30                                       | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10685000 | PA      | $10239168.38  | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                       | Marsh & McLennan Cos, Inc. 4.375%, Due 03/15/2029                               | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   6490000 | PA      | $6273110.69   | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                 | McDonald's Corporation 3.600%, Due 07/01/2030                                   | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $4546207.55   | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley 4.000%, DUE 07/23/2025                                           | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5081471.20   | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley 3.70%, Due 10/23/2024                                            | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781424.00    | 0.00%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | National Rural Utility Cooperative Finance Corp. 3.40% due 2/7/2028             | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1854190.00   | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | NATIONAL RURAL UTILS COOP FIN SR GLBL 3.7%, Due 03/15/2029                      | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3588475.80   | 0.01%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OHIO UNIV                                              | Ohio University Revenue Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1773746.00   | 0.00%             | 2026-12-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                       | PNC FINL SVCS GROUP INC SR GLBL NT 3.45% due 04/23/2029                         | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  11850000 | PA      | $10858842.30  | 0.02%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                 | Roper Technologies, Inc. 2.95%, due 09/15/2029                                  | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1634800.18   | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                  | STARBUCKS CORP SR GLBL NT 30 2.25%, Due 03/12/2030                              | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   9550000 | PA      | $7933165.90   | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                           | TRUIST BANK GLOBAL SUB NT 2.25% 2.25% due 03/11/2030                            | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6459472.00   | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                          | U.S. Bancorp 3.10%, Due 04/27/2026                                              | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4254138.00   | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                          | U.S. Bancorp 3.00%, due 07/30/2029                                              | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6387930.15   | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 2.50%, DUE 02/15/2045                                       | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34500000 | PA      | $26058298.50  | 0.05%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. TREASURY BONDS 2.50%, DUE 05/15/2046                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20800000 | PA      | $15583755.20  | 0.03%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 3.00%, Due 08/15/2047                                       | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12290000 | PA      | $9641885.99   | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 2.00%, Due 02/15/2050                                       | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $8497996.80   | 0.01%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 2.375%, DUE 02/15/2042                                      | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $12225008.00  | 0.02%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 2.25%, Due 08/15/2027                                       | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6474454.00   | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 2.75%, due 02/15/2028                                       | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7521248.00   | 0.01%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 2.00%, Due 11/15/2026                                       | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5546250.00   | 0.01%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. TREASURY NOTES 2.125%, DUE 11/30/2023                                      | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10254321.00  | 0.02%             | 2023-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 1.75%, Due 11/15/2029                                       | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3053750.00   | 0.01%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 1.50%, due 02/15/2030                                       | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $13204062.50  | 0.02%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. TREASURY NOTES 1.375%, DUE 11/15/2031                                      | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $26060000.00  | 0.05%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 2.875%, due 05/15/2032                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40500000 | PA      | $37335937.50  | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 4.125, Due 11/15/2032                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4080000.00   | 0.01%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | Verizon Communications 4.329%, Due 9/21/2028                                    | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1612328.20   | 0.00%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | Verizon Communications, Inc. 4.016%, Due 12/03/2029                             | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9821000 | PA      | $9191012.31   | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                    | VIRGINIA ELECTRIC AND POWER COMPANY 2.95%, Due 11/15/2026                       | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1939023.18   | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                    | VIRGINIA ELECTRIC & POWER COMPANY 3.50%, DUE 03/15/2027                         | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $3724520.16   | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                  | WELLS FARGO & COMPANY 4.10%, DUE 06/03/2026                                     | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7275591.42   | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                  | Wells Fargo & Company 4.30%, Due 07/22/2027                                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4599000 | PA      | $4429379.68   | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                        | XCEL ENERGY INC SR GLBL NT 4.00%, Due 06/15/2028                                | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7184047.50   | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                        | XCEL ENERGY INC SR GLBL NT 3.4%, Due 06/01/2030                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4013757.00   | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                            | XYLEM Inc 1.95% DUE 01/30/2028                                                  | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2315608.68   | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FDS INC                                    | First American Government Obligations Fund Class Z                              | CUSIP: 31846V567<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   1255820 | PA      | $1255819.92   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** Johnson Mutual Funds Trust

**Signature:** Marc Figgins

**Name of Signer:** Marc E. Figgins

**Title:** Treasurer