# EDGAR Filing Document

**Accession Number:** 0000892657
**File Stem:** 0000910472-26-003323
**Filing Date:** 2026-2
**Character Count:** 98531
**Document Hash:** badde1c0a2b9f8aac01e6bb52763d775
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003323.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000910472-26-003323

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHNSON MUTUAL FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000892657

**ORGANIZATION NAME:**
- **EIN:** 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:** 26697466

**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           |
| C000244751 | Class S      |  |

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $1902507977.13

**Total Liabilities:** $493107.24

**Net Assets:** $1902014869.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 818.82985529 | **1-Year:** 75736.36656121 | **5-Year:** 317179.45743261 | **10-Year:** 242976.37271466 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015718 | 0.66%                | 0.71%                | -0.30%               |
| Class ID C000200604 | 0.66%                | 0.77%                | -0.29%               |
| Class ID C000244751 | 0.67%                | 0.72%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $237757.08               | $6403439.73                                |
| Month 2  | $375940.71               | $7824755.34                                |
| Month 3  | $364207.29               | $-11180218.71                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Air Products & Chemicals, Inc.                                           | AIR PRODUCTS AND CHEMICALS INC 4.85%, DUE 02/08/2034                               | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  14470000 | PA      | $14710066.56  | 0.77%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                 | Allstate Corporation (The)                                                         | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    354596 | NS      | $9176944.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                                 | ALLSTATE CORP 5.25% Due 03/30/2033                                                 | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $31188810.37  | 1.64%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Co Sr Nt 6.489% Due 10/30/2031                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $7100522.82   | 0.37%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company 5.532%, Due 04/25/2030                                    | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  28985000 | PA      | $30247171.36  | 1.59%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                | Aon Corp. 3.750%, DUE 05/02/2029                                                   | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |  11646000 | PA      | $11520485.31  | 0.61%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corp. DUE 04/25/2029                                               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  32890000 | PA      | $33690900.39  | 1.77%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                        | Bank New York Mellon Corp 4.289% Due 06/13/2033                                    | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15777493.85  | 0.83%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                        | Bank of New York Mellon Corporation 6.317%, Due 10/25/2029                         | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   9017000 | PA      | $9572633.79   | 0.50%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                            | Becton Dickinson & Co. 2.396% 02/18/2025                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9464082.83   | 0.50%             | 2027-06-06      | Fixed         | 3.70%                 | 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        |  14950000 | PA      | $14094287.61  | 0.74%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                        | BERKSHIRE HATHAWAY ENERGY CO 3.7% due 07/15/2030                                   | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  12267000 | PA      | $12064063.11  | 0.63%             | 2030-07-15      | Fixed         | 3.70%                 | 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        |  19133000 | PA      | $19203778.27  | 1.01%             | 2028-03-25      | Fixed         | 4.30%                 | 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        |   1835000 | PA      | $1813975.80   | 0.10%             | 2026-11-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                      | Cisco Sys Inc Sr Glbl Nt 4.85% Due 02/26/2029                                      | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3080589.45   | 0.16%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                      | Cisco Sys Inc Sr Glbl Nt 5.05% Due 02/26/2034                                      | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23675142.74  | 1.24%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                        | Dover Corporation 2.950%, DUE 11/04/2029                                           | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |  28965000 | PA      | $27682036.42  | 1.46%             | 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        |   7575000 | PA      | $7510235.13   | 0.39%             | 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        |  21000000 | PA      | $19479742.88  | 1.02%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                    | Duke Energy Ohio, Inc. 2.125%, due  06/01/2030                                     | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $4681238.03   | 0.25%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                       | Essex Property Trust, Inc. 3.625% DUE 05/01/27                                     | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2288357.53   | 0.12%             | 2027-05-01      | Fixed         | 3.62%                 | 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        |   9666000 | PA      | $9175262.62   | 0.48%             | 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        |   9140000 | PA      | $8976037.74   | 0.47%             | 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        |  19308000 | PA      | $19264323.72  | 1.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                        | EVERSOURCE ENERGY SR GLBL -R NT 30 1.65% due 08/15/2030                            | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    232000 | PA      | $204831.85    | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORP., POOL 2B0350, FLOATING RATE, DUE 04/01/2042       | CUSIP: 3128LLL79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1161 | PA      | $1186.05      | 0.00%             | 2042-04-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FG G01880 MTGE #G01880, 5.00%, DUE 08/01/2035                                      | CUSIP: 3128LXCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16071 | PA      | $16449.02     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Giant Mbs Gold Comb 30 4.5% Due 10/01/2039                                   | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45172 | PA      | $45413.80     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G06616                                | CUSIP: 3128M8VH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177385 | PA      | $178908.09    | 0.01%             | 2035-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G08068                                | CUSIP: 3128MJCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398099 | PA      | $414873.79    | 0.02%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC MRTG BACKED SECURITY (FGCI 3.5 2017) POOL FG G18667                    | CUSIP: 3128MMW58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    816801 | PA      | $808850.96    | 0.04%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC GOLD 15 YEAR MORTGAGE BACKED 3.50%, MATURITY 04/01/2032                | CUSIP: 3128MMWC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1285507 | PA      | $1274058.31   | 0.07%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #C01005                                | CUSIP: 31292HDJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       322 | PA      | $342.59       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #A89335, 5.00%, DUE 10/01/2039         | CUSIP: 312936LQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103073 | PA      | $105572.62    | 0.01%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Conventional 15 year level pay              | CUSIP: 3131XAN64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1042637 | PA      | $1031078.35   | 0.05%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal Home Loan Mortgage Corporation Pool ZA-3721                                | CUSIP: 31329MD23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1822778 | PA      | $1802832.39   | 0.09%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool ZT-1964                                | CUSIP: 3132AEFD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1861571 | PA      | $1847403.39   | 0.10%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX)  4.00%, DUE 07/01/2038 | CUSIP: 3132D9BQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17194742 | PA      | $16246111.07  | 0.85%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Super 20 YR Fixed 4.5% Due 01/01/2039                                        | CUSIP: 3132D9CB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4285028 | PA      | $4313686.97   | 0.23%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Super 20yr Fixed 2.0% Due 04/01/2042                                         | CUSIP: 3132D9M92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16156441 | PA      | $14202466.12  | 0.75%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Super 20y Fixed 2.0% Due 05/01/2042                                          | CUSIP: 3132D9TV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26401427 | PA      | $23109496.00  | 1.22%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Super 30 YR Fixed 4% Due 12/01/2049                                          | CUSIP: 3132DMXY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402227 | PA      | $390197.49    | 0.02%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Super 30 YR Fixed 3.5% Due 06/01/2049                                        | CUSIP: 3132DNFJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4647445 | PA      | $4382149.20   | 0.23%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC SUPER 30Y 3% due 07/01/2051                                                  | CUSIP: 3132DPMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19271484 | PA      | $17310596.86  | 0.91%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Super 30y Fixed 3.0% Due 07/01/2051                                          | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7074697 | PA      | $6387111.99   | 0.34%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC SUPER 30Y FIXED 3% DUE 08/01/2052                                            | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37260950 | PA      | $33429678.15  | 1.76%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX)  4.00%, DUE 07/01/2038 | CUSIP: 3132J4HK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7336076 | PA      | $7306753.73   | 0.38%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX)  4.00%, DUE 07/01/2038 | CUSIP: 3132J4ND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1314228 | PA      | $1299953.06   | 0.07%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC MBS Gold V6-1479                                                             | CUSIP: 3132KFUC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500941 | PA      | $1459326.11   | 0.08%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Umbs 20yr Fixed 2.0% Due 09/01/2041                                          | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10414684 | PA      | $9129109.05   | 0.48%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #780439, 2.348%, DUE 04/01/2033        | CUSIP: 31342APY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6844 | PA      | $6954.08      | 0.00%             | 2033-04-01      | Variable      | 6.47%                 | 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        |    270229 | PA      | $255495.87    | 0.01%             | 2042-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FANNIE MAE COLLATERALIZED                                                          | CUSIP: 3136ABX57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     20529 | PA      | $20347.33     | 0.00%             | 2042-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association FNCL 4 2010 150K Max                         | CUSIP: 3136AFQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    170766 | PA      | $163847.09    | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | 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        |     98241 | PA      | $97005.47     | 0.01%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL 5.5 2008 85K MAX                        | CUSIP: 3136AH4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    498893 | PA      | $482331.74    | 0.03%             | 2044-02-25      | Fixed         | 3.00%                 | 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        |    110302 | PA      | $109442.35    | 0.01%             | 2043-02-25      | Fixed         | 3.50%                 | 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        |       901 | PA      | $888.24       | 0.00%             | 2036-08-25      | Fixed         | 3.00%                 | 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        |    730237 | PA      | $715363.66    | 0.04%             | 2042-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association REMIC TRUST 2016-02                          | CUSIP: 3136AREU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    130184 | PA      | $121861.41    | 0.01%             | 2046-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2013-35 CLASS CV                      | CUSIP: 3136ASF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     81349 | PA      | $77133.16     | 0.00%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FANNIE MAE 2015-85                                                                 | CUSIP: 3136ASQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1134429 | PA      | $1080567.43   | 0.06%             | 2045-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.00%, DUE 09/25/2045                        | CUSIP: 3136ATJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    576385 | PA      | $550857.52    | 0.03%             | 2045-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Collateralized Mortgage Obligation FNCL 4 2016 - 85K Max                | CUSIP: 3136ATUZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1372619 | PA      | $1311805.47   | 0.07%             | 2045-05-25      | Fixed         | 3.00%                 | 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        |   1032161 | PA      | $989085.24    | 0.05%             | 2046-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FANNIE MAE, MTG COLLTRL                                                            | CUSIP: 3136AUE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    109438 | PA      | $108637.42    | 0.01%             | 2036-03-25      | Fixed         | 3.50%                 | 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        |    684475 | PA      | $657907.98    | 0.03%             | 2044-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2018-25 CLASS P                       | CUSIP: 3136B1VE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1644510 | PA      | $1611413.83   | 0.08%             | 2046-03-25      | Fixed         | 3.50%                 | 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        |    627818 | PA      | $629578.16    | 0.03%             | 2046-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Remic Trust 2019-57 2.5% Due 08/25/2049                                 | CUSIP: 3136B6QR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     95160 | PA      | $85326.31     | 0.00%             | 2049-08-25      | Fixed         | 2.50%                 | 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        |   1335787 | PA      | $1211426.78   | 0.06%             | 2049-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Fannie Mae 1.00%, due 1/25/2051                                                    | CUSIP: 3136BDRQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5704156 | PA      | $4430403.68   | 0.23%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA REMIC TRUST 4% due 09/25/2048                                                 | CUSIP: 3136BMUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   6375548 | PA      | $6323529.03   | 0.33%             | 2048-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal Natl Mtg Assn Call 1.52% DUE 08/21/2035                                    | CUSIP: 3136G4Q55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  57440000 | PA      | $44234729.18  | 2.33%             | 2035-08-21      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 3946-LN                              | CUSIP: 3137AGLW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    175415 | PA      | $173656.85    | 0.01%             | 2041-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC 4087 PT MTGE                                                           | CUSIP: 3137AS5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    266574 | PA      | $252984.95    | 0.01%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION (FGLMC 4 2012 - 150K MAX)           | CUSIP: 3137AUE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    180150 | PA      | $178910.87    | 0.01%             | 2041-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC REMIC SERIES 4151                                                      | CUSIP: 3137AXK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    828778 | PA      | $790154.20    | 0.04%             | 2033-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC SERIES 4161-QA MTGE                                                    | CUSIP: 3137AYNK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     63561 | PA      | $61071.96     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION 2.5%, 10/15/2042                            | CUSIP: 3137B14P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    542394 | PA      | $521393.92    | 0.03%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC 2.00%, DUE 12/15/2026                                                  | CUSIP: 3137B6XD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    137425 | PA      | $134927.18    | 0.01%             | 2026-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Remic Series 4346 3.5% Due 07/15/2039                                        | CUSIP: 3137BAL26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     61619 | PA      | $60358.54     | 0.00%             | 2039-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC Remic Series 3.0% Due 02/15/2044                                             | CUSIP: 3137BJGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   7463840 | PA      | $7189463.65   | 0.38%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | FREDDIE MAC SERIES 4517 CLASS PC                                                   | CUSIP: 3137BLSW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    368249 | PA      | $356473.71    | 0.02%             | 2044-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC, SERIES 4567-LA 3.00%, DUE 08/15/2045                                  | CUSIP: 3137BNSH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     78811 | PA      | $75441.29     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC 3.00%, DUE 11/15/2045                                                  | CUSIP: 3137BPJX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1222642 | PA      | $1162857.06   | 0.06%             | 2045-11-15      | Fixed         | 3.00%                 | 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        |    258177 | PA      | $255547.24    | 0.01%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FANNIE MAE COLLATERALIZED MORTGAGE OBLIGATION FGLMC 4 2017 - 175K MAX              | CUSIP: 3137F3CY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1269434 | PA      | $1257619.18   | 0.07%             | 2045-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Freddie Mac Collateralized Mortgage Obligation FGLMC 4 2017 - 150k max             | CUSIP: 3137FAMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    548822 | PA      | $534501.27    | 0.03%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC SERIES 4689-DA                                                         | CUSIP: 3137FLZ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    360440 | PA      | $349785.07    | 0.02%             | 2038-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC, SERIES 4906-DE 2.50%, DUE 09/25/2049                                  | CUSIP: 3137FNUE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2842593 | PA      | $2558108.06   | 0.13%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | FHLMC Remic Series Fixed 5% Due 04/25/2053                                         | CUSIP: 3137H9ZA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8649779 | PA      | $8741493.10   | 0.46%             | 2053-04-01      | Fixed         | 5.00%                 | 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        |     11832 | PA      | $12059.24     | 0.00%             | 2041-12-01      | Variable      | 6.15%                 | 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        |   1293643 | PA      | $1288047.86   | 0.07%             | 2035-07-01      | Fixed         | 4.00%                 | 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        |   2040162 | PA      | $2014824.14   | 0.11%             | 2030-05-01      | Fixed         | 3.00%                 | 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        |    361887 | PA      | $359455.20    | 0.02%             | 2031-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae 20 year Mortgage Backed Security 4%, Due 12/01/2036                     | CUSIP: 3138ERVR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1099259 | PA      | $1093760.40   | 0.06%             | 2036-12-01      | Fixed         | 4.00%                 | 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        |   9260000 | PA      | $9128379.77   | 0.48%             | 2028-04-01      | Fixed         | 3.32%                 | 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        |   8938000 | PA      | $8884129.65   | 0.47%             | 2028-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Umbs Int 15 Year 3.0% Due 01/01/2030                                          | CUSIP: 3138WDYS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33651 | PA      | $33222.00     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae AS5794 3.00%, Due 09/01/2030                                            | CUSIP: 3138WFNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491757 | PA      | $484604.01    | 0.03%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae 2.5%, due 1/1/2031                                                      | CUSIP: 3138WGH23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066960 | PA      | $1041097.70   | 0.05%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA UMBS LNG 30 YEAR 3% 11/01/2043                                                | CUSIP: 3138X6YX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8221461 | PA      | $7559400.24   | 0.40%             | 2043-11-01      | Fixed         | 3.00%                 | 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        |     11712 | PA      | $12064.75     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION 5.50%, DUE 02/15/2036               | CUSIP: 31396HD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    394001 | PA      | $403388.50    | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | 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        |     66248 | PA      | $66134.78     | 0.00%             | 2041-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION 5.00%, DUE 10/15/2039                       | CUSIP: 31398KFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    269352 | PA      | $275071.93    | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #725027                                 | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84610 | PA      | $86290.29     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #725704                                 | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34984 | PA      | $36576.82     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool #BE5067                                 | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10576992 | PA      | $9978520.97   | 0.52%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Mortgage Backed Security (2019 HY 10/9.5)                               | CUSIP: 3140HRZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4961349.65   | 0.26%             | 2029-01-01      | Fixed         | 3.65%                 | 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        |   8000000 | PA      | $7787779.77   | 0.41%             | 2029-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Fannie Mae Mortgage Backed Security 3.5%, Due 12/01/2025                           | CUSIP: 3140J6FM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796012 | PA      | $783058.87    | 0.04%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30 YR MORTGAGE BACKED SECURITY (FNCL 4 2016) | CUSIP: 3140J9RZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925643 | PA      | $900138.10    | 0.05%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Umbs Lng 30 Year 3.5% Due 08/01/2049                                          | CUSIP: 3140QBMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314144 | PA      | $295030.32    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA UMBS Lng 30 YR 3.00% 12/01/2049                                               | CUSIP: 3140QCMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23141830 | PA      | $20836924.30  | 1.10%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FANNIE MAE 2.50% 4/1/41                                                            | CUSIP: 3140QKDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13434964 | PA      | $12195157.37  | 0.64%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA LONG 3% DUE 03/01/2052                                                        | CUSIP: 3140QNL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5870956 | PA      | $5292857.06   | 0.28%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA SUPER INT 20 YEAR 4.00%, Due 09/01/2036                                       | CUSIP: 3140X5FP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175085 | PA      | $174124.57    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA3388                                 | CUSIP: 3140X6XS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60347 | PA      | $60394.00     | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL FN FM5394                               | CUSIP: 3140X87G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2936116 | PA      | $2859754.96   | 0.15%             | 2034-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Super Lng 30 Year 3.5% Due 03/01/2048                                         | CUSIP: 3140X8PP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3788137 | PA      | $3571893.88   | 0.19%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION SUPER INT 15 YEAR, POOL FM5050               | CUSIP: 3140X8TG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515784 | PA      | $505411.49    | 0.03%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA SUPER INT 4% due 08/01/39                                                     | CUSIP: 3140XDQX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4623440 | PA      | $4573047.78   | 0.24%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA SUPER LONG 3% due 11/01/2051                                                  | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6686827 | PA      | $6007555.09   | 0.32%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA SUPER LNG 30 YEAR 3%, DUE 07/01/2052                                          | CUSIP: 3140XJA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12678346 | PA      | $11344137.03  | 0.60%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA SUPER LONG 3% due 12/01/2051                                                  | CUSIP: 3140XKCQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10739877 | PA      | $9694372.46   | 0.51%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Super LNG 30 Year 4.0% Due 10/01/2049                                         | CUSIP: 3140XKVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7700067 | PA      | $7510203.51   | 0.39%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FANNIE MAE SUPER LNG 30 YEAR 3%, DUE 04/01/2052                                    | CUSIP: 3140XLAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28949337 | PA      | $26082001.95  | 1.37%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA SUPER LNG 30 YEAR 3%, DUE 05/01/2052                                          | CUSIP: 3140XLDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8270916 | PA      | $7450903.93   | 0.39%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Super Lng 30 YR 3.00% 05/01/2052                                              | CUSIP: 3140XP2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10452345 | PA      | $9413839.40   | 0.49%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Super Lng 30 YR 3.00% 07/01/2052                                              | CUSIP: 3140XP6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9906203 | PA      | $8891957.47   | 0.47%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Super Lng 30 Year 3.50% Due 08/01/2052                                        | CUSIP: 3140XQW52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10476543 | PA      | $9820869.94   | 0.52%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA SUPER INT 20 YEAR 2.00%, DUE 08/01/2042                                       | CUSIP: 3140XRYN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37147920 | PA      | $32585625.93  | 1.71%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNMA Super Int 20 Year 2.0% Due 08/01/2042                                         | CUSIP: 3140XRYQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13287098 | PA      | $11646955.55  | 0.61%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #888223                                 | CUSIP: 31410FYU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122293 | PA      | $127286.87    | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | 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        |     65990 | PA      | $69642.58     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | 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        |    131038 | PA      | $136208.73    | 0.01%             | 2036-07-01      | Fixed         | 5.50%                 | 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        |    288864 | PA      | $283278.51    | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FANNIE MAE POOL FN MA0384                                                          | CUSIP: 31417YNA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151595 | PA      | $153918.04    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #MA1107                                 | CUSIP: 31418AGR3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    175162 | PA      | $173022.68    | 0.01%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal National Mortgage Association 3.00%, Due 11/01/2032                        | CUSIP: 31418ALT3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    116418 | PA      | $113497.95    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | 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        |   3153229 | PA      | $3018233.51   | 0.16%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #3186                                   | CUSIP: 31418CRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4013493 | PA      | $3975548.21   | 0.21%             | 2037-11-01      | Fixed         | 4.00%                 | 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        |   1460744 | PA      | $1442677.44   | 0.08%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                      | Fifth Third Bancorp 6.339%, Due 07/27/2029                                         | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  26956000 | PA      | $28380408.64  | 1.49%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| First American Funds Inc.                                                | First American Government Obligations Fund Class Z                                 | CUSIP: 31846V567<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   4219764 | PA      | $4219763.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co.                                                | Florida Power & Light Company 5.10%, Due 04/01/2033                                | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  36677000 | PA      | $38018847.46  | 2.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #2658                                | CUSIP: 36202C5T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2057 | PA      | $2102.89      | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #2945                                | CUSIP: 36202DHW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       264 | PA      | $272.52       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #4187                                | CUSIP: 36202EUL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6399 | PA      | $6676.71      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #780420                              | CUSIP: 36225APD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18 | PA      | $17.70        | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | 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        |  28141000 | PA      | $26784952.46  | 1.41%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                    | Georgia Pwr Co Sr 4.85% Due 03/15/2031                                             | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14363964.44  | 0.76%             | 2031-03-15      | Fixed         | 4.85%                 | 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        |  18974383 | PA      | $16390947.53  | 0.86%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OHIO                                                       | Hamilton County Ohio Health Care FACS Revenue 3.374%, Due 06/01/34                 | CUSIP: 40727TDJ0<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4656689.07   | 0.24%             | 2034-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                             | Honeywell International, Inc. 5.00% Due 02/15/2023                                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22632745.27  | 1.19%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                             | Honeywell INTL INC SR NT 5% Due 03/01/2035                                         | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  11580000 | PA      | $11787663.02  | 0.62%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                       | Huntington Bancshares, Inc. 2.55%, Due 02/04/2030                                  | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  11628000 | PA      | $10845737.71  | 0.57%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                       | Huntington Bancshares, Inc. 4.443%, Due 08/04/2028                                 | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   7655000 | PA      | $7696746.83   | 0.40%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                       | Huntington Bancshares, Inc. 6.208%, Due 08/21/2029                                 | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2967995.16   | 0.16%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                         | Interstate Power and Light Co. 4.1%, DUE 09/26/2028                                | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |  20965000 | PA      | $20952380.34  | 1.10%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                         | Interstate Power and Light Co. 2.300%, DUE 06/01/2030                              | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   9379000 | PA      | $8608939.25   | 0.45%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                         | Interstate Power and Light Co. 5.70%, DUE 10/15/2033                               | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    625000 | PA      | $656598.74    | 0.03%             | 2033-10-15      | Fixed         | 5.70%                 | 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        |   7660000 | PA      | $7723441.91   | 0.41%             | 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        |   6430000 | PA      | $6427865.11   | 0.34%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. | Johnson Controls International 4.90%, Due 12/01/2032                               | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |   9870000 | PA      | $10047003.71  | 0.53%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                  | KeyCorp 4.1%, DUE 04/30/2028                                                       | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3813674.17   | 0.20%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                  | KeyCorp 2.55%, DUE 10/01/2029                                                      | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $7322418.50   | 0.38%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                  | Keycorp Fr Floating Rate Due 04/04/31                                              | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054027.57   | 0.11%             | 2031-04-04      | Fixed         | 5.12%                 | 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      | $920053.49    | 0.05%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                    | LOWES COS INC 4.50%, DUE 04/15/2030                                                | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5072000 | PA      | $5137915.30   | 0.27%             | 2030-04-15      | Fixed         | 4.50%                 | 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        |   7558000 | PA      | $7465310.43   | 0.39%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                       | National Rural Utility Cooperative Finance Corp. 2.4% DUE 03/15/30                 | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  12595000 | PA      | $11752712.86  | 0.62%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Finl Svcs Group Inc Sr Glbl Nt 2.307% Due 04/23/2032                           | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5416288.08   | 0.28%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services 5.939%, Due 08/18/2034                                      | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  15605000 | PA      | $16749904.08  | 0.88%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                    | Parker-Hannifin Corp Sr Glbl NT 27 3.25% Due 03/01/2027                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   8710000 | PA      | $8648714.83   | 0.45%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                    | PARKER- HANNIFIN CORP. 4.25% 09/15/2027                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |  16331000 | PA      | $16435861.85  | 0.86%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                              | Pepsico Inc Sr Glbl Nt 5% Due 11/07/2034                                           | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9532572.33   | 0.50%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                           | PROLOGIS 5.125% DUE 01/15/2034                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  10060000 | PA      | $10332055.49  | 0.54%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SYCAMORE OHIO CMNTY CITY SCH DIST                                        | Sycamore Ohio Cmnty Sch Dist Taxable Sch Impt Bds                                  | CUSIP: 87122NEP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $538795.05    | 0.03%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                             | Target Corporation 3.375%, due 04/15/2029                                          | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964623.06   | 0.10%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                             | Target Corporation 5.0%, Due 04/15/2035                                            | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7097233.77   | 0.37%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP                                    | TEXAS NATURAL GAS 5.102% due 04/01/2035                                            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8373074 | PA      | $8616743.57   | 0.45%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                             | Truist Financial Corp. 2.25% due 03/11/2030                                        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  22716000 | PA      | $20819449.69  | 1.09%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | TRUIST FINANCIAL CORP 6.123%, Due 10/28/2033                                       | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6766034.79   | 0.36%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Finl Corp Fr 5.122% Due 01/26/2034                                          | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  12305000 | PA      | $12533690.87  | 0.66%             | 2034-01-26      | Fixed         | 5.12%                 | 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        |  16755000 | PA      | $16134827.81  | 0.85%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | U.S. Bancorp DUE 07/22/33                                                          | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  11985000 | PA      | $12099009.22  | 0.64%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | Us Bancorp Fr 5.85% Due 10/21/2033                                                 | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  11975000 | PA      | $12819763.94  | 0.67%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 4.25%, Due 05/15/2039                                          | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106000000 | PA      | $103896562.50 | 5.46%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. TREASURY BONDS 3.125%, DUE 08/15/2044                                         | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $79265625.00  | 4.17%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. TREASURY BONDS 3.000%, DUE 11/15/2044                                         | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85000000 | PA      | $65835156.25  | 3.46%             | 2044-11-15      | Fixed         | 3.00%                 | 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        |  30000000 | PA      | $20835937.50  | 1.10%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | US T BONDS 2.25% 05/15/2041                                                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132000000 | PA      | $97205625.00  | 5.11%             | 2041-05-15      | Fixed         | 2.25%                 | 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        |  33000000 | PA      | $33391875.00  | 1.76%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 4%, DUE 02/15/2034                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $69825000.00  | 3.67%             | 2034-02-15      | Fixed         | 4.00%                 | 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        |  30000000 | PA      | $29767023.32  | 1.57%             | 2029-12-03      | Fixed         | 4.02%                 | 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        |   1807000 | PA      | $1798762.66   | 0.09%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                      | Virginia Elec & Pwr Co Sr Glbl 5.3% Due 08/15/2033                                 | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $3768559.66   | 0.20%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                              | Walmart Inc Sr Glbl Nt 4.9% Due 04/28/2035                                         | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   9674000 | PA      | $9949729.44   | 0.52%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | WELLS FARGO & COMPANY 4.10%, DUE 06/03/2026                                        | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15315000 | PA      | $15308074.36  | 0.80%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo & Company 4.30%, Due 07/22/2027                                        | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14199000 | PA      | $14258161.39  | 0.75%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | WELLS FARGO & COMPANY 3.584% DUE 05/22/2028                                        | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986660.08   | 0.10%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                          | Xcel Energy, Inc. 4.00%, Due 06/15/2028                                            | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |  18857000 | PA      | $18857802.81  | 0.99%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                          | Xcel Energy, Inc. 3.4%, Due 06/01/2030                                             | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |  19340000 | PA      | $18593006.92  | 0.98%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                              | Xylem Inc Sr Glbl Nt 2.25% Due 01/30/2031                                          | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |  10731000 | PA      | $9735709.36   | 0.51%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                              | Xylem, Inc. 1.95% DUE 01/30/2028                                                   | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5039244.72   | 0.26%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Johnson Institutional Core Bond Fund

**Signature:** Sarah Criger

**Name of Signer:** Sarah Criger

**Title:** VP, Fund Accounting