# EDGAR Filing Document

**Accession Number:** 0000892657
**File Stem:** 0000910472-26-008179
**Filing Date:** 2026-5
**Character Count:** 203303
**Document Hash:** e70c7c19a20635d163c1ec70c6f59555
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-008179.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000910472-26-008179

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**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:** 261039281

**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      |  |

## Nport-Ex

---

| |
|:---|
| **JOHNSON EQUITY INCOME FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS - 99.4%** | **Shares** | **Value** |
| **Communications - 2.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. - Class A | 58312 | $16768199 |
| **Consumer Discretionary - 12.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amazon.com, Inc. <sup>(a)</sup> | 108800 | 22659776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Inc. <sup>(a)</sup> | 445000 | 14244450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genuine Parts Co. | 113500 | 12002625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos., Inc. | 54500 | 12877260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;McDonald's Corp. | 42500 | 13208575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TJX Cos., Inc. (The) | 65485 | 10457954 |
|  |  | 85450640 |
| **Consumer Staples - 6.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. (The) | 187308 | 14244773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 185000 | 15767550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PepsiCo, Inc. | 79900 | 12407671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble Co. (The) | 36690 | 5299504 |
|  |  | 47719498 |
| **Energy - 6.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes Co. | 240366 | 14674344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chevron Corp. | 44010 | 9105669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Williams Cos., Inc. (The) | 310512 | 22599064 |
|  |  | 46379077 |
| **Financials - 13.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Financial Group, Inc. | 53840 | 6875906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Global Management, Inc. | 84000 | 9359280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd. | 139450 | 14141625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Horizon Corp. | 299948 | 6826816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., Inc. | 78800 | 13667860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nasdaq, Inc. | 142400 | 12088336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UMB Financial Corp. | 129224 | 14575175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson plc | 44870 | 13043709 |
|  |  | 90578707 |
| **Health Care - 12.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 129618 | 13307880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cencora, Inc. | 39600 | 12439944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Danaher Corp. | 94043 | 17830553 |

---

---

| |
|:---|
| **JOHNSON EQUITY INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS - 99.4% (Continued)** | **Shares** | **Value** |
| **Health Care - 12.3% (Continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Labcorp Holdings, Inc. | 54300 | $14487783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Medtronic plc | 108836 | 9430639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stryker Corp. | 37000 | 12157830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zoetis, Inc. | 39792 | 4703813 |
|  |  | 84358442 |
| **Industrials - 13.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp. - Class A | 57912 | 7317181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, Inc. | 61150 | 13821735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IDEX Corp. | 63000 | 11941650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, Inc. | 52000 | 13535080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nordson Corp. | 50250 | 13369515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;nVent Electric plc | 154500 | 18274260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Waste Management, Inc. | 60500 | 13902295 |
|  |  | 92161716 |
| **Materials - 2.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 82800 | 14297904 |
| **Technology - 24.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accenture plc - Class A | 67140 | 13313191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Analog Devices, Inc. | 41657 | 13252758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apple, Inc. | 61760 | 15674070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ASML Holding N.V. | 5226 | 6902657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadcom, Inc. | 45200 | 13989852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fair Isaac Corp. <sup>(a)</sup> | 5300 | 5657962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intuit, Inc. | 10250 | 4431895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc. - Class A | 27400 | 13690684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Microsoft Corp. | 72851 | 26967255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, Inc. | 19200 | 6794112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ServiceNow, Inc. <sup>(a)</sup> | 129000 | 13486950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 40000 | 13518000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Visa, Inc. - Class A | 67100 | 20280304 |
|  |  | 167959690 |

---

---

| |
|:---|
| **JOHNSON EQUITY INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS - 99.4% (Continued)** | **Shares** | **Value** |
| **Utilities - 5.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alliant Energy Corp. | 217710 | $15622870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Electric Power Co., Inc. | 176100 | 23083188 |
|  |  | 38706058 |
| **Total Common Stocks** (Cost $470,017,938) |  | $684379931 |
| **MONEY MARKET FUNDS - 0.5%** | **Shares** | **Value** |
| First American Government Obligations Fund - Class Z, 3.54% <sup>(b)</sup> (Cost $3,574,697) | 3574697 | $3574697 |
| **Investments at Value - 99.9%** (Cost $473,592,635) |  | $687954628 |
| **Other Assets in Excess of Liabilities - 0.1%** |  | 747469 |
| **Net Assets - 100.0%** |  | $688702097 |

---

 <sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

---

| | |
|:---|:---|
| ADR | - American Depositary Receipt |
| N.V. | - Naamloze Vennootschap |
| plc | - Public Limited Company |

---

---

| |
|:---|
| **JOHNSON OPPORTUNITY FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS - 99.4%** | **Shares** | **Value** |
| **Communications - 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New York Times Co. (The) - Class A | 12600 | $1054998 |
| **Consumer Discretionary - 6.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dutch Bros, Inc. <sup>(a)</sup> | 23100 | 1170246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor Holdings, Inc. - Class A <sup>(a)</sup> | 34000 | 1727200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genuine Parts Co. | 23300 | 2463975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Group 1 Automotive, Inc. | 5600 | 1851528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 4700 | 1616753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse, Inc. | 7400 | 1222036 |
|  |  | 10051738 |
| **Consumer Staples - 2.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings, Inc. <sup>(a)</sup> | 17900 | 1761718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Consolidated, Inc. | 11800 | 2262532 |
|  |  | 4024250 |
| **Energy - 4.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream Corp. | 110100 | 2510280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DT Midstream, Inc. | 15800 | 2127786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Murphy USA, Inc. | 2900 | 1432513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;World Kinect Corp. | 79700 | 1838679 |
|  |  | 7909258 |
| **Financials - 11.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Financial Group, Inc. | 15700 | 2005047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arrow Financial Corp. | 54797 | 1839535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd. | 24100 | 2443981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, Inc. | 17500 | 1868300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HBT Financial, Inc. | 71400 | 1907808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PJT Partners, Inc. - Class A | 14200 | 1984024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEI Investments Co. | 32400 | 2542428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UMB Financial Corp. | 23800 | 2684402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wintrust Financial Corp. | 13400 | 1861796 |
|  |  | 19137321 |
| **Health Care - 17.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charles River Laboratories International, Inc. <sup>(a)</sup> | 21900 | 3777750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chemed Corp. | 5000 | 1888700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Halozyme Therapeutics, Inc. <sup>(a)</sup> | 32600 | 2106938 |

---

---

| |
|:---|
| **JOHNSON OPPORTUNITY FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS - 99.4% (Continued)** | **Shares** | **Value** |
| **Health Care - 17.0% (Continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;iRadimed Corp. | 17600 | $1694176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals plc <sup>(a)</sup> | 15300 | 2892465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LeMaitre Vascular, Inc. | 19600 | 2139732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, Inc. <sup>(a)</sup> | 65500 | 1763260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QIAGEN N.V. | 48488 | 1941460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | 13400 | 2626132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Repligen Corp. <sup>(a)</sup> | 9900 | 1166418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical Therapy, Inc. | 30600 | 2293776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, Inc. <sup>(a)</sup> | 9000 | 1742400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Universal Health Services, Inc. - Class B | 10900 | 1950773 |
|  |  | 27983980 |
| **Industrials - 23.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A.O. Smith Corp. | 36800 | 2426592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission Holdings, Inc. | 16400 | 1919784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial Technologies, Inc. | 9700 | 2573604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc. - Class A <sup>(a)</sup> | 51800 | 2558920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Donaldson Co., Inc. | 30900 | 2622483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ESAB Corp. | 24500 | 2368170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gorman-Rupp Co. (The) | 43500 | 2702655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ITT, Inc. | 13900 | 2648367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Littelfuse, Inc. | 8300 | 2816605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSI Industries, Inc. | 78000 | 1450800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nordson Corp. | 12300 | 3272538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;nVent Electric plc | 18500 | 2188180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rush Enterprises, Inc. - Class A | 52200 | 3450942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;StandardAero, Inc. <sup>(a)</sup> | 70000 | 1808100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TopBuild Corp. <sup>(a)</sup> | 3800 | 1334940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Watts Water Technologies, Inc. - Class A | 6400 | 1857856 |
|  |  | 38000536 |
| **Materials - 10.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 16400 | 2831952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, Inc. | 85000 | 2901900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;H.B. Fuller Co. | 43700 | 2695416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hawkins, Inc. | 7700 | 1182720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reliance, Inc. | 9700 | 2948024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RPM International, Inc. | 12300 | 1222620 |

---

---

| |
|:---|
| **JOHNSON OPPORTUNITY FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS - 99.4% (Continued)** | **Shares** | **Value** |
| **Materials - 10.0% (Continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UFP Industries, Inc. | 29200 | $2689904 |
|  |  | 16472536 |
| **Real Estate - 3.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, Inc. <sup>(a)</sup> | 7900 | 2404128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NNN REIT, Inc. | 35800 | 1504674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STAG Industrial, Inc. | 37400 | 1348644 |
|  |  | 5257446 |
| **Technology - 17.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Appfolio, Inc. - Class A <sup>(a)</sup> | 8800 | 1388816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc. - Class B | 68500 | 2405720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CACI International, Inc. - Class A <sup>(a)</sup> | 3200 | 1740384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent Solutions Holdings, Inc. <sup>(a)</sup> | 362200 | 2173200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dynatrace, Inc. <sup>(a)</sup> | 67700 | 2503546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fabrinet <sup>(a)</sup> | 3200 | 1668864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genpact Ltd. | 48200 | 1795450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Globant S.A. <sup>(a)</sup> | 12000 | 553320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICF International, Inc. | 28500 | 1860765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & Associates, Inc. | 14100 | 2228364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MAXIMUS, Inc. | 19200 | 1230720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor Corp. <sup>(a)</sup> | 41900 | 2594448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding Corp. <sup>(a)</sup> | 6900 | 745476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPS Commerce, Inc. <sup>(a)</sup> | 12900 | 718143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 13500 | 2277585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tyler Technologies, Inc. <sup>(a)</sup> | 2150 | 736117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies Corp. - Class A <sup>(a)</sup> | 8300 | 1735364 |
|  |  | 28356282 |
| **Utilities - 3.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 7600 | 1403872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portland General Electric Co. | 22800 | 1203156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unitil Corp. | 55000 | 2873200 |
|  |  | 5480228 |
| **Total Common Stocks** (Cost $138,425,982) |  | $163728573 |

---

---

| |
|:---|
| **JOHNSON OPPORTUNITY FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUNDS - 0.0% <sup>(b)</sup>** | **Shares** | **Value** |
| First American Government Obligations Fund - Class Z, 3.54% <sup>(c)</sup> (Cost $10,399) | 10399 | $10399 |
| **Investments at Value - 99.4%** (Cost $138,436,381) |  | $163738972 |
| **Other Assets in Excess of Liabilities - 0.6%** |  | 941393 |
| **Net Assets - 100.0%** |  | $164680365 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> Percentage rounds to less than 0.1%.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

---

| | |
|:---|:---|
| N.V. | - Naamloze Vennootschap |
| plc | - Public Limited Company |
| S.A. | - Societe Anonyme |

---

---

| |
|:---|
| **JOHNSON ENHANCED RETURN FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 59.0%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Finance - 25.0%** | **Finance - 25.0%** | **Finance - 25.0%** | | |
| Allstate Corp. (The) | 3.280% | 12/15/26 | $3000000 | $2980473 |
| Allstate Corp. (The) | 5.050% | 06/24/29 | 1380000 | 1406003 |
| American Express Co. | 4.351% | 07/20/29 | 4330000 | 4326962 |
| Aon North America, Inc. | 5.125% | 03/01/27 | 1520000 | 1527850 |
| Aon North America, Inc. | 5.150% | 03/01/29 | 3013000 | 3077268 |
| Bank of America Corp. | 5.202% | 04/25/29 | 5785000 | 5867092 |
| Bank of New York Mellon Corp., Series K | 3.300% | 08/23/29 | 1079000 | 1039217 |
| Chubb INA Holdings, Inc. | 3.350% | 05/03/26 | 559000 | 558266 |
| Essex Portfolio, L.P. | 1.700% | 03/01/28 | 1000000 | 948884 |
| Fifth Third Bancorp (SOFR + 234) <sup>(a)</sup> | 6.339% | 07/27/29 | 4380000 | 4541636 |
| Huntington Bancshares, Inc. | 6.208% | 08/21/29 | 4390000 | 4551719 |
| JPMorgan Chase & Co. | 3.540% | 05/01/28 | 3745000 | 3709823 |
| JPMorgan Chase & Co. | 2.182% | 06/01/28 | 2455000 | 2392959 |
| KeyCorp | 2.250% | 04/06/27 | 4765000 | 4661845 |
| Marsh & McLennan Cos., Inc. | 4.375% | 03/15/29 | 500000 | 500883 |
| Morgan Stanley | 3.591% | 07/22/28 | 5800000 | 5731213 |
| NNN REIT, Inc. | 3.600% | 12/15/26 | 1813000 | 1802839 |
| PNC Financial Services Group, Inc. (The) | 5.300% | 01/21/28 | 4010000 | 4037208 |
| PNC Financial Services Group, Inc. (The) | 4.050% | 07/26/28 | 1195000 | 1184250 |
| PNC Financial Services Group, Inc. (The) | 4.075% | 01/26/29 | 1000000 | 994503 |
| Truist Financial Corp., Series H | 3.875% | 03/19/29 | 1555000 | 1530192 |
| Truist Financial Corp. | 4.632% | 09/17/29 | 3500000 | 3474407 |
| Truist Financial Corp. | 2.250% | 03/11/30 | 1000000 | 908858 |
| U.S. Bancorp, Series MTN | 3.100% | 04/27/26 | 4340000 | 4331389 |
| U.S. Bancorp, Series Y | 3.000% | 07/30/29 | 1360000 | 1298159 |
| Wells Fargo & Co., Series M | 4.100% | 06/03/26 | 4320000 | 4317615 |
|  |  |  |  | 71701513 |
| **Industrials - 21.1%** |  |  |  |  |
| Becton Dickinson & Co. | 3.700% | 06/06/27 | 4680000 | 4641331 |
| Cisco Systems, Inc. | 4.850% | 02/26/29 | 6000000 | 6110382 |
| Home Depot, Inc. (The) | 4.750% | 06/25/29 | 4000000 | 4062702 |
| Honeywell Aerospace, Inc., 144A | 4.000% | 03/16/29 | 2500000 | 2477868 |
| Honeywell International, Inc. | 2.500% | 11/01/26 | 2000000 | 1980415 |
| Norfolk Southern Corp. | 2.900% | 06/15/26 | 4450000 | 4439076 |
| Parker-Hannifin Corp. | 4.250% | 09/15/27 | 4505000 | 4504250 |

---

---

| |
|:---|
| **JOHNSON ENHANCED RETURN FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 59.0% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Industrials - 21.1% (Continued)** |  |  |  |  |
| Roper Technologies, Inc. | 1.400% | 09/15/27 | $1670000 | $1598999 |
| Roper Technologies, Inc. | 4.250% | 09/15/28 | 2870000 | 2854117 |
| Starbucks Corp. | 4.850% | 02/08/27 | 4575000 | 4595581 |
| Target Corp. | 4.350% | 06/15/28 | 1945000 | 1954372 |
| Target Corp. | 3.375% | 04/15/29 | 4259000 | 4161553 |
| T-Mobile U.S., Inc. | 2.625% | 04/15/26 | 2402000 | 2400016 |
| Union Pacific Corp. | 3.950% | 09/10/28 | 5546000 | 5513904 |
| Verizon Communications, Inc. | 2.100% | 03/22/28 | 4760000 | 4570415 |
| Xylem, Inc. | 3.250% | 11/01/26 | 3455000 | 3436408 |
| Xylem, Inc. | 1.950% | 01/30/28 | 1200000 | 1151333 |
|  |  |  |  | 60452722 |
| **Utilities - 12.9%** |  |  |  |  |
| Berkshire Hathaway, Inc. | 3.250% | 04/15/28 | 2743000 | 2690470 |
| Duke Energy Corp. | 2.650% | 09/01/26 | 4610000 | 4578601 |
| Emerson Electric Co. | 2.000% | 12/21/28 | 5690000 | 5383173 |
| Eversource Energy, Series AA | 4.750% | 05/15/26 | 1225000 | 1225555 |
| Eversource Energy, Series U | 1.400% | 08/15/26 | 1685000 | 1666739 |
| Eversource Energy, Series DD | 5.000% | 01/01/27 | 1750000 | 1754876 |
| Florida Power & Light Co. | 4.400% | 05/15/28 | 4370000 | 4389663 |
| National Rural Utilities Cooperative Finance Corp. (The) | 3.400% | 02/07/28 | 4185000 | 4122531 |
| National Rural Utilities Cooperative Finance Corp. (The) | 3.700% | 03/15/29 | 2000000 | 1963019 |
| Virginia Electric & Power Co. | 3.750% | 05/15/27 | 1000000 | 994409 |
| Virginia Electric & Power Co., Series A | 3.800% | 04/01/28 | 3585000 | 3550603 |
| Xcel Energy, Inc. | 4.000% | 06/15/28 | 3000000 | 2979956 |
| Xcel Energy, Inc. | 2.600% | 12/01/29 | 1795000 | 1677522 |
|  |  |  |  | 36977117 |
| **Total Corporate Bonds** (Cost $168,635,578) |  |  |  | $169131352 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 20.3%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 8.9%** |  |  |  |  |
| FHLMC, Series 4287, Class AB | 2.000% | 12/15/26 | $65633 | $64609 |

---

---

| |
|:---|
| **JOHNSON ENHANCED RETURN FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 20.3% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 8.9% (Continued)** |  |  |  |  |
| FHLMC, Pool #J3-2364 | 2.500% | 11/01/28 | $252625 | $248368 |
| FHLMC, Pool #WN-5184 | 4.500% | 11/01/29 | 4000000 | 4020089 |
| FHLMC, Series 5607, Class GJ | 4.000% | 05/15/30 | 2976254 | 2928141 |
| FHLMC, Pool #ZS-7207 | 3.500% | 07/01/30 | 293160 | 290413 |
| FHLMC, Series 5607, Class GC | 4.250% | 06/15/31 | 3344814 | 3321749 |
| FHLMC, Pool #G1-8642 | 3.500% | 04/01/32 | 383385 | 377436 |
| FHLMC, Series 5616, Class DA | 4.250% | 06/15/32 | 3003307 | 2959920 |
| FHLMC, Pool #G1-6330 | 3.500% | 08/01/32 | 357816 | 353705 |
| FHLMC, Pool #SB-0380 | 3.500% | 02/01/34 | 435325 | 427032 |
| FHLMC, Pool #SB-1635 | 2.500% | 02/01/35 | 2381599 | 2321408 |
| FHLMC, Series 5050, Class BG | 1.000% | 01/15/41 | 1250962 | 1136974 |
| FHLMC, Series 5902, Class XC | 1.500% | 01/15/41 | 1304160 | 1162820 |
| FHLMC, Series 4009, Class PA | 2.000% | 06/15/41 | 108294 | 105552 |
| FHLMC, Series 4709, Class EA | 3.000% | 01/15/46 | 587528 | 569581 |
| FHLMC, Series 5606, Class EA | 4.500% | 03/25/52 | 1399310 | 1393225 |
| FHLMC, Series 5301, Class ED | 5.000% | 04/01/53 | 3928209 | 3968153 |
|  |  |  |  | 25649175 |
| **Federal National Mortgage Association - 10.1%** |  |  |  |  |
| FNMA, Pool #AT2060 | 2.500% | 04/01/28 | 203970 | 200583 |
| FNMA, Pool #109745 | 3.540% | 10/01/28 | 3901063 | 3849300 |
| FNMA, Pool #BZ1051 | 4.780% | 06/01/29 | 1000000 | 1016312 |
| FNMA, Pool #AL9230 | 3.500% | 12/01/29 | 222489 | 220154 |
| FNMA, Pool #BZ4791 | 4.320% | 09/01/30 | 1875000 | 1879182 |
| FNMA, Pool #FM1536 | 2.500% | 11/01/30 | 70316 | 69313 |
| FNMA, Pool #BZ5573 | 4.020% | 11/01/30 | 3100000 | 3070946 |
| FNMA, Series 2013-3, Class DK | 1.750% | 02/25/33 | 288448 | 272639 |
| FNMA, Pool #FM2287 | 4.500% | 03/01/34 | 338627 | 340881 |
| FNMA, Pool #FA3509 | 3.500% | 07/01/34 | 2297223 | 2272329 |
| FNMA, Pool #FM2989 | 3.000% | 09/01/34 | 475608 | 463601 |
| FNMA, Pool #AL7077 | 4.000% | 07/01/35 | 620073 | 612843 |
| FNMA, Pool #833200 | 5.500% | 09/01/35 | 119394 | 123502 |
| FNMA, Pool #CA7891 | 1.500% | 11/01/35 | 3157196 | 2898182 |
| FNMA, Series 2020-044, Class TE | 2.000% | 12/25/35 | 1061165 | 997122 |
| FNMA, Pool #MA4330 | 2.500% | 05/01/36 | 2364269 | 2238434 |
| FNMA, Series FM8444 | 2.000% | 06/01/36 | 1632392 | 1512086 |

---

---

| |
|:---|
| **JOHNSON ENHANCED RETURN FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 20.3% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal National Mortgage Association - 10.1% (Continued)** |  |  |  |  |
| FNMA, Pool #FM2293 | 4.000% | 09/01/36 | $1183314 | $1167755 |
| FNMA, Pool #FS6096 | 2.000% | 03/01/37 | 3102195 | 2875892 |
| FNMA, Pool #FM7224 | 4.500% | 11/01/38 | 444427 | 445978 |
| FNMA, Pool #AJ7509 (RFUCCT1Y + 178) <sup>(a)</sup> | 6.155% | 12/01/41 | 11457 | 11754 |
| FNMA, Series 2013-6, Class BC | 1.500% | 12/25/42 | 5005 | 4972 |
| FNMA, Series 2015-28, Class P | 2.500% | 05/25/45 | 1438579 | 1360787 |
| FNMA, Series 2020-95, Class GA | 1.000% | 01/25/51 | 1255239 | 963817 |
|  |  |  |  | 28868364 |
| **Government National Mortgage Association - 1.3%** |  |  |  |  |
| GNMA, Series 2024-126, Class BP | 2.250% | 10/20/44 | 4128251 | 3779778 |
| **Total Collateralized Mortgage Obligations** (Cost $59,146,484) |  |  |  | $58297317 |
| **MUNICIPAL BONDS - 1.6%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| Hamilton County Industry Hospital Association | 3.790% | 07/15/28 | $425000 | $423508 |
| Hamilton County Industry Hospital Association | 3.900% | 07/15/29 | 390000 | 388670 |
| Houston Texas Utility System Revenue | 1.516% | 11/15/28 | 940000 | 879625 |
| Wisconsin State General Fund Annual Appropriation Revenue | 2.196% | 05/01/27 | 3000000 | 2943439 |
| **Total Municipal Bonds** (Cost $4,617,927) |  |  |  | $4635242 |
| **U.S. GOVERNMENT & AGENCIES - 0.7%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Farm Credit Bank - 0.7%** |  |  |  |  |
| FFCB (Cost $1,996,308) | 4.750% | 10/13/27 | $2000000 | $2025336 |

---

---

| |
|:---|
| **JOHNSON ENHANCED RETURN FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. TREASURY OBLIGATIONS - 14.8%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **U.S. Treasury Notes - 14.8%** |  |  |  |  |
| U.S. Treasury Notes <sup>(b)</sup> | 1.625% | 05/15/26 | $3500000 | $3490703 |
| U.S. Treasury Notes <sup>(b)</sup> | 2.750% | 07/31/27 | 4705000 | 4639387 |
| U.S. Treasury Notes <sup>(b)</sup> | 2.750% | 02/15/28 | 11950000 | 11720803 |
| U.S. Treasury Notes <sup>(b)</sup> | 2.375% | 05/15/29 | 8990000 | 8608627 |
| U.S. Treasury Notes <sup>(b)</sup> | 1.500% | 02/15/30 | 15225000 | 13932065 |
| **Total U.S. Treasury Obligations** (Cost $42,300,919) |  |  |  | $42391585 |

---

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUNDS - 0.1%** | **Shares** | **Value** |
| First American Government Obligations Fund - Class Z, 3.54% <sup>(c)</sup> (Cost $291,942) | 291942 | $291942 |
| **Investments at Value - 96.5%** (Cost $276,989,158) |  | $276772774 |
| **Other Assets in Excess of Liabilities - 3.5%** |  | 9904237 |
| **Net Assets - 100.0%** |  | $286677011 |

---

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically.

<sup>(b)</sup> All or a portion of the security is segregated as collateral on futures contracts. The total fair value as of March 31, 2026 is $25,953,412.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

---

| | |
|:---|:---|
| 144A | - Security was purchased in a transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $2,477,868 as of March 31, 2026, representing 0.9% of net assets. |
| RFUCCT | - Refinitiv USD IBOR Cash Fallbacks |
| SOFR | - Secured Overnight Financing Rate |

---

---

| |
|:---|
| **JOHNSON ENHANCED RETURN FUND** |
| **SCHEDULE OF FUTURES CONTRACTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS** | **Contracts** | **Expiration <br> Date** | **Notional <br> Value at<br> Purchase** | **Notional <br> Value** | **Value/<br> Unrealized<br> Depreciation** |
| **Index Futures** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;E-Mini S&P 500 Future | 869 | 6/18/2026 | $295471150 | $285499088 | $(9972062) |

---

The average monthly notional value of futures contracts during the three months ended March 31, 2026 was $301,343,238.

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 46.3%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Finance - 19.8%** |  |  |  |  |
| Allstate Corp. (The) | 5.250% | 03/30/33 | $30000000 | $30648589 |
| American Express Co. | 5.532% | 04/25/30 | 28985000 | 29847396 |
| American Express Co. | 6.489% | 10/30/31 | 6500000 | 6981249 |
| AON Corp. | 3.750% | 05/02/29 | 11646000 | 11437588 |
| Bank of America Corp. | 5.202% | 04/25/29 | 32890000 | 33356724 |
| Bank of New York Mellon Corp. (The), Series J | 6.317% | 10/25/29 | 9017000 | 9443195 |
| Bank of New York Mellon Corp. (The), Series J | 4.289% | 06/13/33 | 18000000 | 17508820 |
| Essex Portfolio, L.P. | 3.000% | 01/15/30 | 9666000 | 9103807 |
| Essex Property Trust, Inc. | 3.625% | 05/01/27 | 2298000 | 2277975 |
| Fifth Third Bancorp | 4.895% | 09/06/30 | 28004000 | 28099370 |
| Huntington Bancshares, Inc. | 4.443% | 08/04/28 | 7655000 | 7651570 |
| Huntington Bancshares, Inc. | 6.208% | 08/21/29 | 2830000 | 2934252 |
| Huntington Bancshares, Inc. | 2.550% | 02/04/30 | 11628000 | 10772504 |
| JPMorgan Chase & Co. (SOFR + 379) <sup>(a)</sup> | 4.493% | 03/24/31 | 7660000 | 7621250 |
| KeyCorp, Series O | 4.100% | 04/30/28 | 3810000 | 3782681 |
| KeyCorp, Series S | 5.121% | 04/04/31 | 10040000 | 10128292 |
| PNC Financial Services Group, Inc. (The) | 4.899% | 05/13/31 | 6000000 | 6034804 |
| PNC Financial Services Group, Inc. (The) | 2.307% | 04/23/32 | 6000000 | 5345351 |
| PNC Financial Services Group, Inc. (The) | 5.939% | 08/18/34 | 15605000 | 16343981 |
| Prologis, Inc. | 5.125% | 01/15/34 | 10060000 | 10168436 |
| Truist Financial Corp. | 2.250% | 03/11/30 | 22716000 | 20645612 |
| Truist Financial Corp., Series G | 6.123% | 10/28/33 | 6265000 | 6629331 |
| Truist Financial Corp. | 5.122% | 01/26/34 | 12305000 | 12261050 |
| U.S. Bancorp, Series Y | 3.000% | 07/30/29 | 16755000 | 15993133 |
| U.S. Bancorp, Series BB | 4.967% | 07/22/33 | 11985000 | 11865463 |
| U.S. Bancorp, Series AA | 5.850% | 10/21/33 | 11975000 | 12575524 |
| Wells Fargo & Co., Series M | 4.100% | 06/03/26 | 15315000 | 15306543 |
| Wells Fargo & Co., Series O | 4.300% | 07/22/27 | 14199000 | 14175863 |
| Wells Fargo & Co., Series Q (TSFR3M + 157.2) <sup>(a)</sup> | 3.584% | 05/22/28 | 2000000 | 1980306 |
|  |  |  |  | 370920659 |
| **Industrials - 14.6%** |  |  |  |  |
| Air Products and Chemicals, Inc. | 4.850% | 02/08/34 | 14470000 | 14476967 |
| Becton Dickinson & Co. | 3.700% | 06/06/27 | 9500000 | 9421506 |
| Becton Dickinson & Co. | 2.823% | 05/20/30 | 14950000 | 13946896 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 46.3% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Industrials - 14.6% (Continued)** |  |  |  |  |
| Cisco Systems, Inc. | 4.850% | 02/26/29 | $3000000 | $3055191 |
| Cisco Systems, Inc. | 5.050% | 02/26/34 | 23000000 | 23319220 |
| CVS Health Corp. | 4.300% | 03/25/28 | 19133000 | 19068678 |
| Dover Corp. | 2.950% | 11/04/29 | 28965000 | 27479504 |
| Duke Energy Corp. | 2.450% | 06/01/30 | 21000000 | 19353502 |
| Honeywell Aerospace, Inc., 144A | 4.600% | 03/16/33 | 28855000 | 28508138 |
| Johnson Controls International plc | 4.900% | 12/01/32 | 9870000 | 9909969 |
| Kroger Co. (The) | 2.200% | 05/01/30 | 1000000 | 913368 |
| Lowes Cos., Inc. | 4.500% | 04/15/30 | 5072000 | 5079060 |
| Parker-Hannifin Corp. | 3.250% | 03/01/27 | 8710000 | 8629606 |
| Parker-Hannifin Corp. | 4.250% | 09/15/27 | 16331000 | 16328283 |
| PepsiCo, Inc., Series 2020 D | 5.000% | 02/07/35 | 9250000 | 9352046 |
| Target Corp. | 3.375% | 04/15/29 | 2000000 | 1954239 |
| Target Corp. | 5.000% | 04/15/35 | 7000000 | 7019860 |
| Verizon Communications, Inc. | 4.016% | 12/03/29 | 30000000 | 29591913 |
| Walmart, Inc. | 4.900% | 04/28/35 | 9674000 | 9802071 |
| Xylem, Inc. | 1.950% | 01/30/28 | 5250000 | 5037081 |
| Xylem, Inc. | 2.250% | 01/30/31 | 11731000 | 10561115 |
|  |  |  |  | 272808213 |
| **Utilities - 11.9%** |  |  |  |  |
| Berkshire Hathaway, Inc. | 3.700% | 07/15/30 | 12267000 | 11912451 |
| Duke Energy Corp. | 2.650% | 09/01/26 | 7575000 | 7523406 |
| Duke Energy Ohio, Inc. | 2.125% | 06/01/30 | 5108000 | 4652451 |
| Eversource Energy, Series M | 3.300% | 01/15/28 | 9140000 | 8946061 |
| Eversource Energy, Series O | 4.250% | 04/01/29 | 19308000 | 19145035 |
| Eversource Energy, Series R | 1.650% | 08/15/30 | 232000 | 203679 |
| Florida Power & Light Co. | 5.100% | 04/01/33 | 36677000 | 37390380 |
| Georgia Power Co., Series 2019B | 2.650% | 09/15/29 | 28141000 | 26621877 |
| Georgia Power Co., Series 2025B | 4.850% | 03/15/31 | 14000000 | 14195270 |
| Interstate Power & Light Co. | 4.100% | 09/26/28 | 20965000 | 20826649 |
| Interstate Power & Light Co. | 2.300% | 06/01/30 | 9379000 | 8578776 |
| Interstate Power & Light Co. | 5.700% | 10/15/33 | 625000 | 651069 |
| National Rural Utilities Cooperative Finance Corp. (The) | 3.700% | 03/15/29 | 7558000 | 7418248 |
| National Rural Utilities Cooperative Finance Corp. (The) | 2.400% | 03/15/30 | 12595000 | 11695625 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 46.3% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Utilities - 11.9% (Continued)** |  |  |  |  |
| Virginia Electric & Power Co., Series A | 3.500% | 03/15/27 | $1807000 | $1794529 |
| Virginia Electric & Power Co., Series C | 5.300% | 08/15/33 | 3631000 | 3709834 |
| Xcel Energy, Inc. | 4.000% | 06/15/28 | 18857000 | 18731007 |
| Xcel Energy, Inc. | 3.400% | 06/01/30 | 19340000 | 18476326 |
|  |  |  |  | 222472673 |
| **Total Corporate Bonds** (Cost $882,474,449) |  |  |  | $866201545 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 24.6%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 8.6%** |  |  |  |  |
| FHLMC, Series 4287, Class AB | 2.000% | 12/15/26 | $123061 | $121141 |
| FHLMC, Pool #ZA-3721 | 3.000% | 06/01/29 | 1615132 | 1592969 |
| FHLMC, Pool #ZK-6713 | 3.000% | 06/01/29 | 911700 | 898964 |
| FHLMC, Pool #C0-1005 | 8.000% | 06/01/30 | 304 | 321 |
| FHLMC, Pool #V6-1479, Series V6-1479 | 2.500% | 01/01/32 | 1405544 | 1357206 |
| FHLMC, Pool #G1-8642 | 3.500% | 04/01/32 | 1213222 | 1194395 |
| FHLMC, Pool #ZT-1964 | 3.500% | 06/01/32 | 1720163 | 1693643 |
| FHLMC, Series 5616, Class DA | 4.250% | 06/15/32 | 19376176 | 19096260 |
| FHLMC, Pool #G1-8667 | 3.500% | 11/01/32 | 784141 | 771100 |
| FHLMC, Series 4151, Class PA | 2.000% | 01/15/33 | 768571 | 732654 |
| FHLMC, Pool #78-0439 (H15T1Y + 222.3) <sup>(a)</sup> | 6.473% | 04/01/33 | 6639 | 6727 |
| FHLMC, Pool #G0-8068 | 5.500% | 07/01/35 | 381750 | 395392 |
| FHLMC, Pool #G0-1880 | 5.000% | 08/01/35 | 15428 | 15704 |
| FHLMC, Pool #G0-6616 | 4.500% | 12/01/35 | 171732 | 172605 |
| FHLMC, Pool #G3-0933 | 4.000% | 01/01/36 | 7003183 | 6922175 |
| FHLMC, Series 3109, Class ZN | 5.500% | 02/15/36 | 378508 | 389229 |
| FHLMC, Pool #G3-1087 | 4.000% | 07/01/38 | 1232294 | 1210252 |
| FHLMC, Series 4887, Class A | 3.250% | 09/15/38 | 336356 | 327417 |
| FHLMC, Pool #SC-0066 | 4.500% | 01/01/39 | 4150867 | 4149067 |
| FHLMC, Series 4287, Class AB | 3.500% | 07/15/39 | 59493 | 58499 |
| FHLMC, Pool #G0-1880 | 4.500% | 10/01/39 | 44002 | 43988 |
| FHLMC, Pool #A8-9335 | 5.000% | 10/01/39 | 97442 | 99227 |
| FHLMC, Series 3592, Class BZ | 5.000% | 10/15/39 | 257360 | 261935 |
| FHLMC, Pool #SC-0047 | 3.000% | 01/01/40 | 16664881 | 15708504 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 24.6% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 8.6% (Continued)** |  |  |  |  |
| FHLMC, Series 3946, Class LN | 3.500% | 04/15/41 | $158593 | $156833 |
| FHLMC, Series 4105, Class PJ | 3.500% | 06/15/41 | 164388 | 163212 |
| FHLMC, Pool #RB-5125 | 2.000% | 09/01/41 | 10175386 | 8893586 |
| FHLMC, Pool #SC-0384 | 2.000% | 04/01/42 | 15772135 | 13824705 |
| FHLMC, Series 4087, Class PT | 3.000% | 07/15/42 | 257664 | 247009 |
| FHLMC, Series 4180, Class ME | 2.500% | 10/15/42 | 508143 | 486033 |
| FHLMC, Series 4161, Class QA | 3.000% | 02/15/43 | 61398 | 58900 |
| FHLMC, Series 4471, GA | 3.000% | 02/15/44 | 7213857 | 6943378 |
| FHLMC, Series 4517, Class PC | 2.500% | 05/15/44 | 342370 | 330663 |
| FHLMC, Series 4689, Class DA | 3.000% | 07/15/44 | 225236 | 222496 |
| FHLMC, Series 4567, Class LA | 3.000% | 08/15/45 | 77513 | 73617 |
| FHLMC, Series 4582, Class PA | 3.000% | 11/15/45 | 1183175 | 1120081 |
| FHLMC, Series 4709, Class EA | 3.000% | 01/15/46 | 523749 | 507751 |
| FHLMC, Pool #SD-1069 | 3.500% | 06/01/49 | 4555839 | 4247846 |
| FHLMC, Series 4906, Class DE | 2.500% | 09/25/49 | 2760566 | 2460631 |
| FHLMC, Pool #SD-0695 | 4.000% | 12/01/49 | 390872 | 375617 |
| FHLMC, Pool #SD-2170 | 3.000% | 07/01/51 | 18945432 | 16920756 |
| FHLMC, Pool #SD-7544 | 3.000% | 07/01/51 | 6920843 | 6202238 |
| FHLMC, Pool #SD-7556 | 3.000% | 08/01/52 | 36441103 | 32528156 |
| FHLMC, Series 5301, Class ED | 5.000% | 04/01/53 | 8225328 | 8308967 |
|  |  |  |  | 161291849 |
| **Federal National Mortgage Association - 15.1%** |  |  |  |  |
| FNMA, Pool #AN8842 | 3.320% | 04/01/28 | 9260000 | 9100604 |
| FNMA, Pool #AN9848 | 3.740% | 07/01/28 | 8938000 | 8844355 |
| FNMA, Pool #BL0752 | 3.650% | 01/01/29 | 5000000 | 4939653 |
| FNMA, Pool #BL2935 | 3.150% | 06/01/29 | 8000000 | 7766300 |
| FNMA, Pool #AN9848 | 3.000% | 01/01/30 | 31098 | 30575 |
| FNMA, Pool #MA0384 | 5.000% | 04/01/30 | 140996 | 142591 |
| FNMA, Pool #AL6923 | 3.000% | 05/01/30 | 1804855 | 1775270 |
| FNMA, Pool #AS5794 | 3.000% | 09/01/30 | 449612 | 441176 |
| FNMA, Pool #AS6548, Series 2016 | 2.500% | 01/01/31 | 972825 | 944413 |
| FNMA, Pool #AL9309 | 3.500% | 10/01/31 | 340769 | 335985 |
| FNMA, Pool #MA1107 | 3.500% | 07/01/32 | 163882 | 160723 |
| FNMA, Pool #MA1237 | 3.000% | 11/01/32 | 109529 | 106044 |
| FNMA, Pool #725027 | 5.000% | 11/01/33 | 79745 | 81117 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 24.6% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal National Mortgage Association - 15.1% (Continued)** |  |  |  |  |
| FNMA, Pool #FM5394 | 3.000% | 03/01/34 | $2668658 | $2580843 |
| FNMA, Pool #FM3388 | 4.000% | 03/01/34 | 38721 | 38631 |
| FNMA, Pool #725704 | 6.000% | 08/01/34 | 33149 | 34319 |
| FNMA, Pool #FM5050 | 2.500% | 02/01/35 | 460060 | 449064 |
| FNMA, Pool #AL7077 | 4.000% | 07/01/35 | 1233139 | 1218760 |
| FNMA, Series 2005-64, Class PL | 5.500% | 07/25/35 | 10763 | 11153 |
| FNMA, Series 2022-25, Class KA | 1.520% | 08/21/35 | 57440000 | 43524390 |
| FNMA, Pool #BM1971 | 3.500% | 12/01/35 | 761215 | 743594 |
| FNMA, Pool #888223 | 5.500% | 01/01/36 | 117071 | 121111 |
| FNMA, Series 2016-99, Class TA | 3.500% | 03/25/36 | 96862 | 96219 |
| FNMA, Pool #995112 | 5.500% | 07/01/36 | 125324 | 129547 |
| FNMA, Series 2014-20, Class AC | 3.000% | 08/25/36 | 593 | 583 |
| FNMA, Pool #FM2293 | 4.000% | 09/01/36 | 169897 | 167663 |
| FNMA, Pool #MA2773 | 3.000% | 10/01/36 | 3054235 | 2907503 |
| FNMA, Pool #AL9623 | 4.000% | 12/01/36 | 1034143 | 1021068 |
| FNMA, Pool #889050 | 6.000% | 05/01/37 | 64176 | 67029 |
| FNMA, Pool #MA3186 | 4.000% | 11/01/37 | 3858413 | 3797731 |
| FNMA, Pool #MA3337 | 4.000% | 04/01/38 | 1412936 | 1385801 |
| FNMA, Pool #AA4392 | 4.000% | 04/01/39 | 282384 | 275706 |
| FNMA, Pool #FM9469 | 4.000% | 08/01/39 | 4458595 | 4380669 |
| FNMA, Pool #CB0114 | 2.500% | 04/01/41 | 13119328 | 11886757 |
| FNMA, Series 2011-53, Class DT | 4.500% | 06/25/41 | 62982 | 63211 |
| FNMA, Pool #AJ7509 (RFUCCT1Y + 178) <sup>(a)</sup> | 6.155% | 12/01/41 | 11457 | 11754 |
| FNMA, Pool #FS9718 | 2.000% | 08/01/42 | 12983890 | 11348301 |
| FNMA, Series 2012-128, Class TP | 2.000% | 11/25/42 | 241131 | 226528 |
| FNMA, Series 2013-6, Class BC | 1.500% | 12/25/42 | 11112 | 11037 |
| FNMA, Series 2015-72, Class GB | 2.500% | 12/25/42 | 681730 | 667561 |
| FNMA, Series 2013-75, Class EG | 3.000% | 02/25/43 | 163113 | 155348 |
| FNMA, Series 2014-28, Class PA | 3.500% | 02/25/43 | 103098 | 102264 |
| FNMA, Series 2013-83, Class MH | 4.000% | 08/25/43 | 95618 | 93750 |
| FNMA, Pool #AU7025 | 3.000% | 11/01/43 | 8104654 | 7437254 |
| FNMA, Series 2014-4, Class PC | 3.000% | 02/25/44 | 465054 | 452784 |
| FNMA, Series 2016-79, Class L | 2.500% | 10/25/44 | 661936 | 632981 |
| FNMA, Series 2016-39, Class LA | 2.500% | 03/25/45 | 1072823 | 1015959 |
| FNMA, Series 2016-64, Class PG | 3.000% | 05/25/45 | 1301226 | 1235509 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 24.6% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal National Mortgage Association - 15.1% (Continued)** |  |  |  |  |
| FNMA, Series 2016-40, Class PA | 3.000% | 07/25/45 | $78970 | $74385 |
| FNMA, Series 4768, Class GA | 3.500% | 09/15/45 | 1215297 | 1200670 |
| FNMA, Series 2016-49, Class PA | 3.000% | 09/25/45 | 556539 | 527784 |
| FNMA, Series 2016-99, Class PH | 3.000% | 01/25/46 | 996839 | 947611 |
| FNMA, Series 2016-02, Class PB | 2.000% | 02/25/46 | 123450 | 116407 |
| FNMA, Series 2018-67, Class BA | 4.500% | 03/25/46 | 528827 | 527199 |
| FNMA, Series 2018-25, Class P | 3.500% | 03/25/46 | 1586670 | 1542710 |
| FNMA, Pool #BE5067 | 3.500% | 11/01/46 | 10349824 | 9674811 |
| FNMA, Pool #BM5003 | 4.000% | 03/01/47 | 899161 | 868782 |
| FNMA, Pool #FM-4929 | 3.500% | 03/01/48 | 3705026 | 3454552 |
| FNMA, Series 2022-25, Class KA | 4.000% | 09/25/48 | 6252319 | 6167999 |
| FNMA, Series 2019-60, Class DA | 2.500% | 03/25/49 | 1288506 | 1160221 |
| FNMA, Pool #BM5003 | 3.500% | 08/01/49 | 306059 | 284886 |
| FNMA, Series 2018-67, Class BA | 2.500% | 08/25/49 | 91651 | 81367 |
| FNMA, Pool #FS4218 | 4.000% | 10/01/49 | 7530271 | 7285397 |
| FNMA, Pool #CA4860 | 3.000% | 12/01/49 | 22746329 | 20338086 |
| FNMA, Series 2020-95, Class GA | 1.000% | 01/25/51 | 5589737 | 4291997 |
| FNMA, Pool #FM9631 | 3.000% | 11/01/51 | 6604506 | 5899177 |
| FNMA, Pool #FS3678 | 3.000% | 12/01/51 | 10378106 | 9303485 |
| FNMA, Pool #CB3051 | 3.000% | 03/01/52 | 5657773 | 5068787 |
| FNMA, Pool #FS4520 | 3.000% | 04/01/52 | 28304138 | 25312636 |
| FNMA, Pool #FS4608 | 3.000% | 05/01/52 | 8150351 | 7300638 |
| FNMA, Pool #FS7972 | 3.000% | 05/01/52 | 10154685 | 9078276 |
| FNMA, Pool #FS2724 | 3.000% | 07/01/52 | 12334995 | 10966464 |
| FNMA, Pool #FS8070 | 3.000% | 07/01/52 | 9732544 | 8675329 |
| FNMA, Series FS8767 | 3.500% | 08/01/52 | 10234494 | 9515340 |
|  |  |  |  | 282626184 |
| **Government National Mortgage Association - 0.9%** |  |  |  |  |
| GNMA, Pool #780420X | 7.500% | 08/01/26 | 7 | 7 |
| GNMA, Pool #002658M | 6.500% | 10/01/28 | 1772 | 1802 |
| GNMA, Pool #002945M | 7.500% | 07/01/30 | 247 | 253 |
| GNMA, Pool #004187M | 5.500% | 07/01/38 | 6300 | 6525 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 24.6% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Government National Mortgage Association - 0.9% (Continued)** |  |  |  |  |
| GNMA, Series 2021-175, Class DG | 2.000% | 10/20/51 | $18567940 | $15760268 |
|  |  |  |  | 15768855 |
| **Total Collateralized Mortgage Obligations** (Cost $468,374,919) |  |  |  | $459686888 |
| **MUNICIPAL BONDS - 0.8%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| Cincinnati Children's Hospital Medical Center, Series 2016Y | 2.853% | 11/15/26 | $1835000 | $1812751 |
| Hamilton County Ohio Health Care FACS Revenue, Series 2019 | 3.374% | 06/01/34 | 5000000 | 4586163 |
| Sycamore Ohio Community SD Taxable School Improvement, Series 2010 | 5.850% | 12/01/28 | 510000 | 529935 |
| Texas Natural Gas Securitization Finance Corp. Revenue, Series 2023 A-1 | 5.102% | 04/01/35 | 8373074 | 8588615 |
| **Total Municipal Bonds** (Cost $15,731,922) |  |  |  | $15517464 |
| **U.S. TREASURY OBLIGATIONS - 26.9%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **U.S. Treasury Bonds - 21.0%** |  |  |  |  |
| U.S. Treasury Bonds | 4.250% | 05/15/39 | $71000000 | $68814531 |
| U.S. Treasury Bonds | 2.250% | 05/15/41 | 132000000 | 96195000 |
| U.S. Treasury Bonds | 2.375% | 02/15/42 | 50000000 | 36437500 |
| U.S. Treasury Bonds | 3.125% | 08/15/44 | 85000000 | 66618750 |
| U.S. Treasury Bonds | 3.000% | 11/15/44 | 85000000 | 65051563 |
| U.S. Treasury Bonds | 4.750% | 02/15/56 | 62000000 | 60450000 |
|  |  |  |  | 393567344 |
| **U.S. Treasury Notes - 5.9%** |  |  |  |  |
| U.S. Treasury Notes | 3.125% | 11/15/28 | 24000000 | 23583750 |
| U.S. Treasury Notes | 4.125% | 11/15/32 | 53800000 | 53825219 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL CORE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. TREASURY OBLIGATIONS - 26.9% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **U.S. Treasury Notes - 5.9% (Continued)** |  |  |  |  |
| U.S. Treasury Notes | 3.500% | 02/15/33 | $34000000 | $32719687 |
|  |  |  |  | 110128656 |
| **Total U.S. Treasury Obligations** (Cost $517,515,782) |  |  |  | $503696000 |

---

---

| | | |
|:---|:---|:---|
| **PREFERRED STOCKS - 0.5%** | **Shares** | **Value** |
| **Financials - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. (The), 5.10%, 01/15/53 (Cost $8,697,107) | 354596 | $9134393 |
| **MONEY MARKET FUNDS - 0.1%** | **Shares** | **Value** |
| First American Government Obligations Fund - Class Z, 3.54% <sup>(b)</sup> (Cost $1,539,506) | 1539506 | $1539506 |
| **Investments at Value - 99.2%** (Cost $1,894,333,685) |  | $1855775796 |
| **Other Assets in Excess of Liabilities - 0.8%** |  | 15851386 |
| **Net Assets - 100.0%** |  | $1871627182 |

---

 <sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically.

<sup>(b)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

---

| | |
|:---|:---|
| 144A | - Security was purchased in a transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $28,508,138 as of March 31, 2026, representing 1.5% of net assets. |
| H15T1Y | - U.S. Treasury yield curve rate for U.S. Treasury Note with a constant maturity of 1 year |
| plc | - Public Limited Company |
| RFUCCT | - Refinitiv USD IBOR Cash Fallbacks |
| SOFR | - Secured Overnight Financing Rate |
| TSFR | - CME Term SOR |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL INTERMEDIATE BOND FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 49.8%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Finance - 24.0%** |  |  |  |  |
| Allstate Corp. (The) | 5.250% | 03/30/33 | $1000000 | $1021620 |
| American Express Co. | 5.043% | 07/26/28 | 1250000 | 1260843 |
| American Express Co. | 5.532% | 04/25/30 | 3630000 | 3738004 |
| AON Corp. | 3.750% | 05/02/29 | 2615000 | 2568203 |
| Bank of America Corp. | 5.202% | 04/25/29 | 4925000 | 4994888 |
| Bank of New York Mellon Corp. (The) | 5.060% | 07/22/32 | 2500000 | 2547631 |
| Bank of New York Mellon Corp. (The), Series J | 4.289% | 06/13/33 | 3690000 | 3589308 |
| Chubb INA Holdings, Inc. | 1.375% | 09/15/30 | 6387000 | 5579377 |
| Essex Portfolio, L.P. | 4.000% | 03/01/29 | 2316000 | 2279376 |
| Essex Portfolio, L.P. | 3.000% | 01/15/30 | 2690000 | 2533544 |
| Fifth Third Bancorp | 4.772% | 07/28/30 | 4920000 | 4922376 |
| Huntington Bancshares, Inc. | 6.208% | 08/21/29 | 3800000 | 3939985 |
| KeyCorp | 2.250% | 04/06/27 | 2000000 | 1956703 |
| KeyCorp, Series S | 5.121% | 04/04/31 | 1900000 | 1916709 |
| Marsh & McLennan Cos., Inc. | 4.550% | 11/08/27 | 750000 | 753514 |
| Marsh & McLennan Cos., Inc. | 4.375% | 03/15/29 | 2835000 | 2840004 |
| Morgan Stanley | 3.591% | 07/22/28 | 3600000 | 3557305 |
| PNC Financial Services Group, Inc. (The) (SOFR + 173) <sup>(a)</sup> | 6.615% | 10/20/27 | 3000000 | 3034330 |
| Progressive Corp. | 3.000% | 03/15/32 | 2476000 | 2260631 |
| Prologis, Inc. | 3.875% | 09/15/28 | 1815000 | 1796992 |
| Prologis, Inc. | 4.750% | 01/15/31 | 1000000 | 1009912 |
| Prologis, Inc. | 5.125% | 01/15/34 | 3100000 | 3133415 |
| Truist Financial Corp. | 2.250% | 03/11/30 | 7225000 | 6566497 |
| U.S. Bancorp, Series CC | 5.384% | 01/23/30 | 6165000 | 6307827 |
| Wells Fargo & Co., Series Q | 3.196% | 06/17/27 | 5185000 | 5170112 |
|  |  |  |  | 79279106 |
| **Industrials - 17.2%** |  |  |  |  |
| Becton Dickinson & Co. | 3.700% | 06/06/27 | 4500000 | 4462819 |
| Berkshire Hathaway Energy Corp. | 1.650% | 05/15/31 | 5642000 | 4889459 |
| Burlington Northern Santa Fe, LLC | 6.750% | 03/15/29 | 3025000 | 3222971 |
| Cisco Systems, Inc. | 4.850% | 02/26/29 | 3830000 | 3900460 |
| Cisco Systems, Inc. | 5.050% | 02/26/34 | 1250000 | 1267349 |
| Costco Wholesale Corp. | 1.600% | 04/20/30 | 500000 | 452156 |
| CVS Health Corp. | 4.300% | 03/25/28 | 3200000 | 3189242 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL INTERMEDIATE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 49.8% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Industrials - 17.2% (Continued)** |  |  |  |  |
| CVS Health Corp. | 5.400% | 06/01/29 | $1300000 | $1331081 |
| Dover Corp. | 2.950% | 11/04/29 | 3075000 | 2917296 |
| Emerson Electric Co. | 2.200% | 12/21/31 | 1500000 | 1331456 |
| Home Depot, Inc. (The) | 2.950% | 06/15/29 | 500000 | 481090 |
| Honeywell Aerospace, Inc., 144A | 4.600% | 03/16/33 | 5000000 | 4939896 |
| Lowe's Cos., Inc. | 3.100% | 05/03/27 | 500000 | 494116 |
| Lowe's Cos., Inc. | 1.300% | 04/15/28 | 1000000 | 942386 |
| McDonald's Corp. | 4.400% | 02/12/31 | 3825000 | 3814540 |
| Norfolk Southern Corp. | 2.900% | 06/15/26 | 1190000 | 1187079 |
| Parker-Hannifin Corp. | 4.250% | 09/15/27 | 4000000 | 3999334 |
| PepsiCo, Inc. | 1.625% | 05/01/30 | 3215000 | 2897697 |
| Roper Technologies, Inc. | 1.400% | 09/15/27 | 1000000 | 957484 |
| Roper Technologies, Inc. | 4.250% | 09/15/28 | 2695000 | 2680086 |
| Target Corp. | 2.350% | 02/15/30 | 2500000 | 2328133 |
| Target Corp. | 5.000% | 04/15/35 | 750000 | 752128 |
| Xylem, Inc. | 3.250% | 11/01/26 | 4000000 | 3978475 |
| Xylem, Inc. | 2.250% | 01/30/31 | 500000 | 450137 |
|  |  |  |  | 56866870 |
| **Utilities - 8.6%** |  |  |  |  |
| Duke Energy Corp. | 2.650% | 09/01/26 | 4750000 | 4717647 |
| Eversource Energy, Series AA | 4.750% | 05/15/26 | 2528000 | 2529145 |
| Eversource Energy, Series M | 3.300% | 01/15/28 | 1250000 | 1223477 |
| Eversource Energy, Series BB | 5.125% | 05/15/33 | 1200000 | 1197389 |
| Florida Power & Light Co. | 5.100% | 04/01/33 | 4880000 | 4974918 |
| Georgia Power Co., Series 2023 A | 4.650% | 05/16/28 | 4000000 | 4033841 |
| Interstate Power & Light Co. | 4.100% | 09/26/28 | 2367000 | 2351380 |
| Interstate Power & Light Co. | 2.300% | 06/01/30 | 747000 | 683265 |
| Interstate Power & Light Co. | 5.700% | 10/15/33 | 1500000 | 1562565 |
| National Rural Utilities Cooperative Finance Corp. (The) | 1.650% | 06/15/31 | 1000000 | 860609 |
| Virginia Electric & Power Co., Series B | 2.950% | 11/15/26 | 2250000 | 2232210 |
| Xcel Energy, Inc. | 4.000% | 06/15/28 | 1000000 | 993319 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL INTERMEDIATE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 49.8% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Utilities - 8.6% (Continued)** |  |  |  |  |
| Xcel Energy, Inc. | 3.400% | 06/01/30 | $1290000 | $1232392 |
|  |  |  |  | 28592157 |
| **Total Corporate Bonds** (Cost $164,591,846) |  |  |  | $164738133 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 6.6%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 3.4%** |  |  |  |  |
| FHLMC, Pool #G1-8642 | 3.500% | 04/01/32 | $273847 | $269597 |
| FHLMC, Series 5616, Class DA | 4.250% | 06/15/32 | 2099639 | 2069307 |
| FHLMC, Series 4151, Class PA | 2.000% | 01/15/33 | 439007 | 418491 |
| FHLMC, Pool #SB-0297 | 3.000% | 03/01/35 | 1262644 | 1212415 |
| FHLMC, Pool #G0-8068 | 5.500% | 07/01/35 | 49033 | 50785 |
| FHLMC, Pool #SC-0047 | 3.000% | 01/01/40 | 2213614 | 2086577 |
| FHLMC, Series 3946, Class LN | 3.500% | 04/15/41 | 90370 | 89367 |
| FHLMC, Series 5189, Class PG | 2.500% | 09/25/51 | 2053887 | 1906972 |
| FHLMC, Series 5301, Class ED | 5.000% | 04/01/53 | 3005934 | 3036500 |
|  |  |  |  | 11140011 |
| **Federal National Mortgage Association - 2.4%** |  |  |  |  |
| FNMA, Pool #MA0384 | 5.000% | 04/01/30 | 29762 | 30098 |
| FNMA, Pool #MA1237 | 3.000% | 11/01/32 | 469037 | 454113 |
| FNMA, Series 2016-99, Class TA | 3.500% | 03/25/36 | 89943 | 89346 |
| FNMA, Pool #FS0140 | 4.000% | 11/01/37 | 2289863 | 2259339 |
| FNMA, Pool #AA4392 | 4.000% | 04/01/39 | 56196 | 54867 |
| FNMA, Series 2011-52, Class PC | 3.000% | 03/25/41 | 64513 | 63817 |
| FNMA, Pool #AJ7509 (RFUCCT1Y + 178) <sup>(a)</sup> | 6.155% | 12/01/41 | 11457 | 11754 |
| FNMA, Pool #FS9718 | 2.000% | 08/01/42 | 4690170 | 4099346 |
| FNMA, Series 2012-128, Class TP | 2.000% | 11/25/42 | 192581 | 180919 |
| FNMA, Series 2015-37, Class BA | 3.000% | 08/25/44 | 399712 | 380620 |
| FNMA, Pool #AY0089 (RFUCCT1Y + 160) <sup>(a)</sup> | 5.951% | 12/01/44 | 78321 | 81031 |
| FNMA, Series 2016-39, Class LA | 2.500% | 03/25/45 | 303629 | 287536 |
|  |  |  |  | 7992786 |
| **Government National Mortgage Association - 0.9%** |  |  |  |  |
| GNMA, Pool #MA7852M | 2.000% | 02/20/37 | 2053424 | 1887230 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL INTERMEDIATE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 6.6% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Government National Mortgage Association - 0.8% (Continued)** |  |  |  |  |
| GNMA, Series 2024-126, Class BP | 2.250% | 10/20/44 | $1013670 | $928104 |
|  |  |  |  | 2815334 |
| **Total Collateralized Mortgage Obligations** (Cost $22,460,340) |  |  |  | $21948131 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 1.0%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| Kansas Development Finance Authority, Series 2015 H | 4.091% | 04/15/27 | $2000000 | $2000905 |
| Pennsylvania Economic Development Financing Authority Revenue, Series 2025 | 4.793% | 06/01/30 | 1175000 | 1199454 |
| **Total Municipal Bonds** (Cost $3,184,351) |  |  |  | $3200359 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. GOVERNMENT & AGENCIES - 2.5%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Bank - 2.5%** |  |  |  |  |
| FHLB (Cost $8,283,689) | 4.750% | 12/10/32 | $8000000 | $8246785 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. TREASURY OBLIGATIONS - 38.8%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **U.S. Treasury Notes - 38.8%** |  |  |  |  |
| U.S. Treasury Notes | 3.375% | 02/29/28 | $7000000 | $6945586 |
| U.S. Treasury Notes | 4.125% | 11/30/29 | 450000 | 453727 |
| U.S. Treasury Notes | 3.500% | 01/31/30 | 9350000 | 9219246 |
| U.S. Treasury Notes | 4.000% | 02/28/30 | 13000000 | 13048750 |
| U.S. Treasury Notes | 3.875% | 09/30/30 | 10295000 | 10161487 |
| U.S. Treasury Notes | 0.875% | 11/15/30 | 11650000 | 10154613 |
| U.S. Treasury Notes | 4.250% | 06/30/31 | 16000000 | 16201250 |
| U.S. Treasury Notes | 2.875% | 05/15/32 | 15050000 | 14076453 |
| U.S. Treasury Notes | 4.000% | 07/31/32 | 8600000 | 8557672 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL INTERMEDIATE BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. TREASURY OBLIGATIONS - 38.8% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **U.S. Treasury Notes - 38.8% (Continued)** |  |  |  |  |
| U.S. Treasury Notes | 2.750% | 08/15/32 | $13770000 | $12736174 |
| U.S. Treasury Notes | 4.000% | 02/15/34 | 13000000 | 12825312 |
| U.S. Treasury Notes | 4.375% | 05/15/34 | 5250000 | 5304961 |
| U.S. Treasury Notes | 4.250% | 08/15/35 | 8490000 | 8459489 |
| **Total U.S. Treasury Obligations** (Cost $128,030,654) |  |  |  | $128144720 |

---

---

| | | |
|:---|:---|:---|
| **PREFERRED STOCKS - 0.5%** | **Shares** | **Value** |
| **Financials - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. (The), 5.10%, 01/15/53 (Cost $1,446,031) | 59890 | $1542767 |
| **MONEY MARKET FUNDS - 0.1%** | **Shares** | **Value** |
| First American Government Obligations Fund - Class Z, 3.54% <sup>(b)</sup> (Cost $441,702) | 441702 | $441702 |
| **Investments at Value - 99.3%** (Cost $328,438,613) |  | $328262597 |
| **Other Assets in Excess of Liabilities - 0.7%** |  | 2186891 |
| **Net Assets - 100.0%** |  | $330449488 |

---

 <sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically.

<sup>(b)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

---

| | |
|:---|:---|
| 144A | - Security was purchased in a transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $4,939,896 as of March 31, 2026, representing 1.5% of net assets. |
| RFUCCT | - Refinitiv USD IBOR Cash Fallbacks |
| SOFR | - Secured Overnight Financing Rate |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL SHORT DURATION BOND FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 60.6%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Finance - 27.9%** |  |  |  |  |
| Allstate Corp. (The) | 5.050% | 06/24/29 | $2435000 | $2480882 |
| American Express Co. | 4.351% | 07/20/29 | 3275000 | 3272702 |
| Aon North America, Inc. | 5.125% | 03/01/27 | 1810000 | 1819348 |
| Aon North America, Inc. | 5.150% | 03/01/29 | 800000 | 817064 |
| Bank of America Corp. | 5.202% | 04/25/29 | 3100000 | 3143991 |
| Essex Portfolio, L.P. | 3.375% | 04/15/26 | 3773000 | 3771309 |
| Fifth Third Bancorp (SOFR + 234) <sup>(a)</sup> | 6.339% | 07/27/29 | 2765000 | 2867038 |
| Huntington Bancshares, Inc. | 6.208% | 08/21/29 | 3025000 | 3136435 |
| JPMorgan Chase & Co. | 3.540% | 05/01/28 | 3275000 | 3244237 |
| KeyCorp | 2.250% | 04/06/27 | 2687000 | 2628831 |
| Marsh & McLennan Cos., Inc. | 4.375% | 03/15/29 | 1555000 | 1557745 |
| Morgan Stanley | 3.591% | 07/22/28 | 3070000 | 3033591 |
| NNN REIT, Inc. | 3.600% | 12/15/26 | 1032000 | 1026216 |
| PNC Financial Services Group, Inc. (The) (SOFR + 173) <sup>(a)</sup> | 6.615% | 10/20/27 | 1525000 | 1542451 |
| PNC Financial Services Group, Inc. (The) | 4.050% | 07/26/28 | 1640000 | 1625247 |
| Truist Financial Corp. | 4.632% | 09/17/29 | 1170000 | 1161445 |
| Truist Financial Corp. | 2.250% | 03/11/30 | 2275000 | 2067651 |
| U.S. Bancorp, Series MTN | 3.100% | 04/27/26 | 3540000 | 3532976 |
| Wells Fargo & Co., Series M | 4.100% | 06/03/26 | 3215000 | 3213225 |
|  |  |  |  | 45942384 |
| **Industrials - 20.2%** |  |  |  |  |
| Becton Dickinson & Co. | 3.700% | 06/06/27 | 3137000 | 3111080 |
| Cisco Systems, Inc. | 4.800% | 02/26/27 | 2025000 | 2037293 |
| Eaton Corp. Ohio | 3.850% | 03/06/28 | 500000 | 496542 |
| Enterprise Products Operating, LLC | 4.150% | 10/16/28 | 2630000 | 2624361 |
| Honeywell Aerospace, Inc., 144A | 4.000% | 03/16/29 | 2465000 | 2443178 |
| Johnson Controls International plc | 5.500% | 04/19/29 | 1719000 | 1775527 |
| Parker-Hannifin Corp. | 3.250% | 03/01/27 | 2235000 | 2214371 |
| Parker-Hannifin Corp. | 4.250% | 09/15/27 | 640000 | 639894 |
| Roper Technologies, Inc. | 1.400% | 09/15/27 | 2880000 | 2757555 |
| Starbucks Corp. | 4.850% | 02/08/27 | 3375000 | 3390182 |
| Target Corp. | 3.375% | 04/15/29 | 2870000 | 2804333 |
| T-Mobile USA, Inc. | 3.750% | 04/15/27 | 1000000 | 993951 |
| T-Mobile USA, Inc. | 2.050% | 02/15/28 | 1500000 | 1438740 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL SHORT DURATION BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 60.6% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Industrials - 20.2% (Continued)** |  |  |  |  |
| Union Pacific Corp. | 3.950% | 09/10/28 | $1200000 | $1193055 |
| Verizon Communications, Inc. | 2.100% | 03/22/28 | 2810000 | 2698081 |
| Xylem, Inc. | 3.250% | 11/01/26 | 1156000 | 1149779 |
| Xylem, Inc. | 1.950% | 01/30/28 | 1542000 | 1479463 |
|  |  |  |  | 33247385 |
| **Utilities - 12.5%** |  |  |  |  |
| Duke Energy Corp. | 3.150% | 08/15/27 | 2266000 | 2231664 |
| Emerson Electric Co. | 2.000% | 12/21/28 | 3175000 | 3003792 |
| Eversource Energy, Series U | 1.400% | 08/15/26 | 1985000 | 1963488 |
| Eversource Energy, Series DD | 5.000% | 01/01/27 | 1785000 | 1789974 |
| Florida Power & Light Co. | 4.400% | 05/15/28 | 3190000 | 3204354 |
| National Rural Utilities Cooperative Finance Corp. (The) | 3.400% | 02/07/28 | 3285000 | 3235965 |
| Virginia Electric & Power Co., Series B | 2.950% | 11/15/26 | 1805000 | 1790728 |
| Virginia Electric & Power Co., Series A | 3.500% | 03/15/27 | 1000000 | 993099 |
| Xcel Energy, Inc. | 4.000% | 06/15/28 | 500000 | 496659 |
| Xcel Energy, Inc. | 2.600% | 12/01/29 | 2090000 | 1953215 |
|  |  |  |  | 20662938 |
| **Total Corporate Bonds** (Cost $99,478,818) |  |  |  | $99852707 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 21.6%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 9.6%** |  |  |  |  |
| FHLMC, Pool #SB-0037 | 2.500% | 12/01/27 | $67534 | $66821 |
| FHLMC, Pool #WN-5031 | 3.810% | 07/01/29 | 2000000 | 1978897 |
| FHLMC, Series 5607, Class GJ | 4.000% | 05/15/30 | 1685581 | 1658333 |
| FHLMC, Series 5607, Class GC | 4.250% | 06/15/31 | 1694252 | 1682570 |
| FHLMC, Pool #G1-5973 | 3.000% | 07/01/31 | 361417 | 353759 |
| FHLMC, Pool #V6-1479, Series V6-1479 | 2.500% | 01/01/32 | 1570165 | 1516165 |
| FHLMC, Pool #G1-8642 | 3.500% | 04/01/32 | 513828 | 505854 |
| FHLMC, Pool #ZT-1964 | 3.500% | 06/01/32 | 425320 | 418763 |
| FHLMC, Series 5616, Class DA | 4.250% | 06/15/32 | 1409617 | 1389253 |
| FHLMC, Pool #G1-6330 | 3.500% | 08/01/32 | 378262 | 373916 |
| FHLMC, Series 5616, Class GB | 4.150% | 12/15/32 | 1616302 | 1580132 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL SHORT DURATION BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 21.6% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 9.6% (Continued)** |  |  |  |  |
| FHLMC, Series 4980, Class DB | 1.250% | 10/25/34 | $1506168 | $1393940 |
| FHLMC, Pool #ZS-9286 | 4.500% | 04/01/35 | 482451 | 484022 |
| FHLMC, Series 5050, Class BG | 1.000% | 01/15/41 | 540957 | 491664 |
| FHLMC, Series 4125, Class KP | 2.500% | 05/15/41 | 196198 | 191890 |
| FHLMC, Series 4009, Class PA | 2.000% | 06/15/41 | 31285 | 30493 |
| FHLMC, Series 5301, Class ED | 5.000% | 04/01/53 | 1707917 | 1725284 |
|  |  |  |  | 15841756 |
| **Federal National Mortgage Association - 12.0%** |  |  |  |  |
| FNMA, Series 2013-1, Class LA | 1.250% | 02/25/28 | 149300 | 146015 |
| FNMA, Pool #AL9230 | 3.500% | 12/01/29 | 133494 | 132092 |
| FNMA, Pool #MA0384 | 5.000% | 04/01/30 | 74404 | 75246 |
| FNMA, Pool #BZ4791 | 4.320% | 09/01/30 | 1000000 | 1002230 |
| FNMA, Pool #BZ5573 | 4.020% | 11/01/30 | 1500000 | 1485942 |
| FNMA, Pool #FM1926 | 3.000% | 09/01/32 | 368008 | 361200 |
| FNMA, Series 2013-3, Class DK | 1.750% | 02/25/33 | 288448 | 272639 |
| FNMA, Pool #FM2287 | 4.500% | 03/01/34 | 449787 | 452781 |
| FNMA, Pool #FA3509 | 3.500% | 07/01/34 | 2620406 | 2592011 |
| FNMA, Series 2020 B | 4.500% | 07/01/34 | 552506 | 554593 |
| FNMA, Pool #FM2989 | 3.000% | 09/01/34 | 413572 | 403131 |
| FNMA, Pool #AL7077 | 4.000% | 07/01/35 | 308439 | 304842 |
| FNMA, Pool #FM4481 | 1.500% | 10/01/35 | 3587472 | 3264484 |
| FNMA, Pool #CA7891 | 1.500% | 11/01/35 | 729906 | 670025 |
| FNMA, Series 2020-044, Class TE | 2.000% | 12/25/35 | 866763 | 814452 |
| FNMA, Pool #MA4330 | 2.500% | 05/01/36 | 1891415 | 1790747 |
| FNMA, Pool #FS6096 | 2.000% | 03/01/37 | 2500431 | 2318027 |
| FNMA, Series 2013-6, Class BC | 1.500% | 12/25/42 | 7408 | 7358 |
| FNMA, Pool #AY0089 (RFUCCT1Y + 160) <sup>(a)</sup> | 5.951% | 12/01/44 | 76252 | 78891 |
| FNMA, Pool #AL8183 (RFUCCT1Y + 160) <sup>(a)</sup> | 6.110% | 02/01/46 | 47682 | 49397 |
| FNMA, Series 2020-95, Class GA | 1.000% | 01/25/51 | 3844170 | 2951689 |
|  |  |  |  | 19727792 |
| **Total Collateralized Mortgage Obligations** (Cost $36,916,147) |  |  |  | $35569548 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL SHORT DURATION BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 2.8%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| Charlotte North Carolina Certificates of Participation Taxable Governmental Facilities | 4.238% | 06/01/27 | $465000 | $466466 |
| Charlotte North Carolina Certificates of Participation Taxable Governmental Facilities | 4.169% | 06/01/28 | 725000 | 726686 |
| Cincinnati Children's Hospital Medical Center, Series 2016Y | 2.853% | 11/15/26 | 1000000 | 987875 |
| Commonwealth Financing Authority Pennsylvania Revenue, Series 2006-C | 5.197% | 06/01/26 | 365000 | 365729 |
| Wisconsin State General Fund Annual Appropriation Revenue, Series 2023-A | 4.330% | 05/01/27 | 1460000 | 1466600 |
| Wisconsin State General Fund Annual Appropriation Revenue, Series 2023-A | 4.330% | 05/01/27 | 540000 | 542359 |
| **Total Municipal Bonds** (Cost $4,546,782) |  |  |  | $4555715 |
| **U.S. TREASURY OBLIGATIONS - 14.1%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **U.S. Treasury Notes - 14.1%** |  |  |  |  |
| U.S. Treasury Notes | 2.250% | 08/15/27 | $2100000 | $2055703 |
| U.S. Treasury Notes | 2.750% | 02/15/28 | 1000000 | 980820 |
| U.S. Treasury Notes | 2.875% | 05/15/28 | 1220000 | 1196839 |
| U.S. Treasury Notes | 3.125% | 11/15/28 | 3110000 | 3056061 |
| U.S. Treasury Notes | 2.625% | 02/15/29 | 7300000 | 7062750 |
| U.S. Treasury Notes | 2.375% | 05/15/29 | 7700000 | 7373352 |
| U.S. Treasury Notes | 1.500% | 02/15/30 | 1750000 | 1601387 |
| **Total U.S. Treasury Obligations** (Cost $23,185,565) |  |  |  | $23326912 |

---

---

| |
|:---|
| **JOHNSON INSTITUTIONAL SHORT DURATION BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUNDS - 0.1%** | **Shares** | **Value** |
| First American Government Obligations Fund - Class Z, 3.54% <sup>(b)</sup> (Cost $159,986) | 159986 | $159986 |
| **Investments at Value - 99.2%** (Cost $164,287,298) |  | $163464868 |
| **Other Assets in Excess of Liabilities - 0.8%** |  | 1316398 |
| **Net Assets - 100.0%** |  | $164781266 |

---

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically.

<sup>(b)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

---

| | |
|:---|:---|
| 144A | - Security was purchased in a transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $2,443,178 as of March 31, 2026, representing 1.5% of net assets. |
| plc | - Public Limited Company |
| RFUCCT | - Refinitiv USD IBOR Cash Fallbacks |
| SOFR | - Secured Overnight Financing Rate |

---

---

| |
|:---|
| **JOHNSON CORE PLUS BOND FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 65.4%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Finance - 26.9%** |  |  |  |  |
| Allstate Corp. (The) | 5.250% | 03/30/33 | $400000 | $408648 |
| American Express Co. | 5.532% | 04/25/30 | 675000 | 695083 |
| AON North America, Inc. | 5.450% | 03/01/34 | 745000 | 761290 |
| Bank of America Corp., Series N | 1.922% | 10/24/31 | 785000 | 695471 |
| Bank of New York Mellon Corp. (The), Series J | 4.289% | 06/13/33 | 735000 | 714943 |
| Chubb INA Holdings, Inc. | 1.375% | 09/15/30 | 625000 | 545970 |
| Citigroup, Inc. | 2.561% | 05/01/32 | 615000 | 550344 |
| Essex Portfolio, L.P. | 3.000% | 01/15/30 | 775000 | 729925 |
| Fifth Third Bancorp (SOFR + 234) <sup>(a)</sup> | 6.339% | 07/27/29 | 660000 | 684356 |
| Huntington Bancshares, Inc. | 2.550% | 02/04/30 | 750000 | 694821 |
| Iron Mountain, Inc., 144A | 5.250% | 07/15/30 | 245000 | 237832 |
| JPMorgan Chase & Co. (SOFR + 379) <sup>(a)</sup> | 4.493% | 03/24/31 | 775000 | 771079 |
| Keycorp | 6.401% | 03/06/35 | 505000 | 535568 |
| Morgan Stanley | 3.591% | 07/22/28 | 945000 | 933793 |
| MSCI, Inc., 144A | 4.000% | 11/15/29 | 560000 | 543510 |
| National Retail Properties, Inc. | 4.300% | 10/15/28 | 710000 | 707625 |
| PNC Financial Services Group, Inc. (The) | 4.899% | 05/13/31 | 630000 | 633654 |
| Prologis, Inc. | 5.125% | 01/15/34 | 730000 | 737869 |
| SBA Communications Corp. | 3.125% | 02/01/29 | 550000 | 521235 |
| Truist Financial Corp. | 2.250% | 03/11/30 | 1070000 | 972478 |
| U.S. Bancorp, Series BB | 4.967% | 07/22/33 | 965000 | 955375 |
| Wells Fargo & Co., Series O | 4.300% | 07/22/27 | 755000 | 753770 |
|  |  |  |  | 14784639 |
| **Industrials - 30.5%** |  |  |  |  |
| ADT, Inc., 144A | 4.125% | 08/01/29 | 570000 | 544513 |
| Allison Transmission, Inc., 144A | 4.750% | 10/01/27 | 245000 | 243775 |
| Ball Corp. | 6.000% | 06/15/29 | 260000 | 264222 |
| Becton Dickinson & Co. | 3.700% | 06/06/27 | 220000 | 218182 |
| Becton Dickinson & Co. | 2.823% | 05/20/30 | 330000 | 307858 |
| Bellring Brands, Inc., 144A | 7.000% | 03/15/30 | 515000 | 516693 |
| Berkshire Hathaway Energy Corp. | 1.650% | 05/15/31 | 600000 | 519971 |
| Cisco Systems, Inc. | 5.050% | 02/26/34 | 1000000 | 1013879 |
| CVS Health Corp. | 4.300% | 03/25/28 | 615000 | 612932 |
| Dover Corp. | 2.950% | 11/04/29 | 545000 | 517049 |
| Duke Energy Corp. | 2.450% | 06/01/30 | 785000 | 723452 |

---

---

| |
|:---|
| **JOHNSON CORE PLUS BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 65.4% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Industrials - 30.5% (Continued)** |  |  |  |  |
| Element Solutions, Inc., 144A | 3.875% | 09/01/28 | $260000 | $253051 |
| ESAB Corp., 144A | 6.250% | 04/15/29 | 545000 | 552086 |
| Gen Digital, Inc., 144A | 7.125% | 09/30/30 | 255000 | 257446 |
| HCA Healthcare, Inc. | 5.600% | 04/01/34 | 525000 | 536089 |
| Hologic, Inc., 144A | 3.250% | 02/15/29 | 390000 | 390000 |
| Home Depot, Inc. (The) | 4.750% | 06/25/29 | 450000 | 457054 |
| Honeywell Aerospace, Inc., 144A | 4.600% | 03/16/33 | 550000 | 543389 |
| Kroger Co. | 1.700% | 01/15/31 | 590000 | 515660 |
| Mattel, Inc., 144A | 3.750% | 04/01/29 | 255000 | 246720 |
| PepsiCo, Inc., Series 2020 D | 5.000% | 02/07/35 | 1060000 | 1071694 |
| Rolls Royce Holdings plc, 144A | 5.750% | 10/15/27 | 400000 | 406247 |
| Roper Technologies, Inc. | 1.750% | 02/15/31 | 945000 | 815526 |
| Sealed Air Corp., 144A | 6.500% | 07/15/32 | 235000 | 248520 |
| SS&C Technologies, Inc., 144A | 5.500% | 09/30/27 | 245000 | 245237 |
| Target Corp. | 5.000% | 04/15/35 | 1035000 | 1037936 |
| T-Mobile U.S., Inc. | 2.625% | 02/15/29 | 540000 | 513378 |
| TransDigm, Inc., 144A | 6.375% | 03/01/29 | 265000 | 270387 |
| Twilio, Inc. | 3.625% | 03/15/29 | 285000 | 272307 |
| United Rentals North America, Inc. | 4.875% | 01/15/28 | 550000 | 547743 |
| Verizon Communications, Inc. | 2.100% | 03/22/28 | 500000 | 480086 |
| Walmart, Inc. | 4.900% | 04/28/35 | 585000 | 592745 |
| Xylem, Inc. | 2.250% | 01/30/31 | 865000 | 778737 |
| Yum! Brands, Inc., 144A | 4.750% | 01/15/30 | 275000 | 270746 |
|  |  |  |  | 16785310 |
| **Utilities - 8.0%** |  |  |  |  |
| Berkshire Hathaway, Inc. | 3.700% | 07/15/30 | 300000 | 291329 |
| Eversource Energy, Series BB | 5.125% | 05/15/33 | 715000 | 713444 |
| Florida Power & Light Co. | 5.100% | 04/01/33 | 925000 | 942992 |
| Georgia Power Co., Series 2019B | 2.650% | 09/15/29 | 230000 | 217584 |
| Interstate Power & Light Co. | 4.100% | 09/26/28 | 605000 | 601007 |
| MPLX, L.P. | 5.500% | 06/01/34 | 470000 | 475449 |
| National Rural Utilities | 1.350% | 03/15/31 | 500000 | 427190 |

---

---

| |
|:---|
| **JOHNSON CORE PLUS BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **CORPORATE BONDS - 65.4% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Utilities - 8.0% (Continued)** |  |  |  |  |
| Xcel Energy, Inc. | 3.400% | 06/01/30 | $750000 | $716507 |
|  |  |  |  | 4385502 |
| **Total Corporate Bonds** (Cost $35,740,119) |  |  |  | $35955451 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 22.4%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal Home Loan Mortgage Corporation - 7.3%** |  |  |  |  |
| FHLMC, Series 5616, Class GB | 4.150% | 12/15/32 | $973676 | $951887 |
| FHLMC, Pool #ZS-9278 | 4.000% | 05/01/37 | 232789 | 229864 |
| FHLMC, Series 4709, Class EA | 3.000% | 01/15/46 | 450684 | 436917 |
| FHLMC, Series 5220, Class KC | 3.500% | 01/25/46 | 219698 | 214254 |
| FHLMC, Pool #SD-0695 | 4.000% | 12/01/49 | 904058 | 868774 |
| FHLMC, Pool #QC-6512 | 2.500% | 09/01/51 | 637279 | 546591 |
| FHLMC, Series 5189, Class PG | 2.500% | 09/25/51 | 226933 | 210700 |
| FHLMC, Pool #SD-0767 | 3.000% | 11/01/51 | 357740 | 319947 |
| FHLMC, Series 5301, Class ED | 5.000% | 04/01/53 | 239108 | 241540 |
|  |  |  |  | 4020474 |
| **Federal National Mortgage Association - 14.3%** |  |  |  |  |
| FNMA, Pool #MA1222 | 4.000% | 10/01/32 | 202824 | 201035 |
| FNMA, Pool #AL5491 | 4.000% | 06/01/34 | 196799 | 194751 |
| FNMA, Series 2022-25, Class KA | 1.520% | 08/21/35 | 1000000 | 757737 |
| FNMA, Series 2025-52, Class HV | 3.500% | 10/25/36 | 489291 | 467322 |
| FNMA, Pool #MA3071 | 4.000% | 07/01/37 | 265435 | 261471 |
| FNMA, Pool #FM9469 | 4.000% | 08/01/39 | 161122 | 158306 |
| FNMA, Pool #AU7025 | 3.000% | 11/01/43 | 292193 | 268131 |
| FNMA, Pool #MA2895 | 3.000% | 02/01/47 | 350575 | 316305 |
| FNMA, Pool #CA2479 | 4.500% | 10/01/48 | 764944 | 755268 |
| FNMA, Pool #FS4218 | 4.000% | 10/01/49 | 762384 | 737592 |
| FNMA, Pool #FS8716 | 3.500% | 08/01/50 | 1217412 | 1135110 |
| FNMA, Pool #CB0734 | 3.000% | 06/01/51 | 482652 | 431706 |
| FNMA, Pool #FA0053 | 4.000% | 08/01/51 | 957860 | 914180 |
| FNMA, Pool #FS1074 | 3.000% | 03/01/52 | 709377 | 635529 |
| FNMA, Pool #FS4520 | 3.000% | 04/01/52 | 351957 | 314758 |

---

---

| |
|:---|
| **JOHNSON CORE PLUS BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 22.4% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Federal National Mortgage Association - 14.3% (Continued)** |  |  |  |  |
| FNMA, Pool #FS4608 | 3.000% | 05/01/52 | $307710 | $275629 |
|  |  |  |  | 7824830 |
| **Government National Mortgage Association - 0.8%** |  |  |  |  |
| GNMA, Pool #MA7852M | 2.000% | 02/20/37 | 476688 | 438107 |
| **Total Collateralized Mortgage Obligations** (Cost $12,220,633) |  |  |  | $12283411 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **U.S. TREASURY OBLIGATIONS - 11.0%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **U.S. Treasury Bonds - 7.9%** |  |  |  |  |
| U.S. Treasury Bonds | 4.250% | 05/15/39 | $690000 | $668761 |
| U.S. Treasury Bonds | 2.250% | 05/15/41 | 1300000 | 947375 |
| U.S. Treasury Bonds | 2.375% | 02/15/42 | 1310000 | 954663 |
| U.S. Treasury Bonds | 2.500% | 02/15/45 | 1200000 | 841687 |
| U.S. Treasury Bonds | 2.750% | 08/15/47 | 300000 | 212297 |
| U.S. Treasury Bonds | 2.000% | 02/15/50 | 260000 | 151328 |
| U.S. Treasury Bonds | 2.000% | 08/15/51 | 1025000 | 583449 |
|  |  |  |  | 4359560 |
| **U.S. Treasury Notes - 3.1%** |  |  |  |  |
| U.S. Treasury Notes <sup>(b)</sup> | 1.625% | 05/15/26 | 180000 | 179522 |
| U.S. Treasury Notes | 1.500% | 02/15/30 | 75000 | 68631 |
| U.S. Treasury Notes | 4.000% | 01/31/31 | 350000 | 350711 |
| U.S. Treasury Notes | 2.875% | 05/15/32 | 840000 | 785663 |
| U.S. Treasury Notes | 4.625% | 02/15/35 | 300000 | 307781 |
|  |  |  |  | 1692308 |
| **Total U.S. Treasury Obligations** (Cost $6,611,339) |  |  |  | $6051868 |

---

---

| | | |
|:---|:---|:---|
| **PREFERRED STOCKS - 0.3%** | **Shares** | **Value** |
| **Financials - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allstate Corp. (The), 5.10%, 01/15/53 (Cost $170,386) | 6500 | $167440 |

---

---

| |
|:---|
| **JOHNSON CORE PLUS BOND FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUNDS - 0.2%** | **Shares** | **Value** |
| First American Government Obligations Fund - Class Z, 3.54% <sup>(c)</sup> (Cost $128,577) | 128577 | $128577 |
| **Investments at Value - 99.3%** (Cost $54,871,054) |  | $54586747 |
| **Other Assets in Excess of Liabilities - 0.7%** |  | 374342 |
| **Net Assets - 100.0%** |  | $54961089 |

---

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically.

<sup>(b)</sup> All or a portion of the security is segregated as collateral on futures contracts. The total fair value as of March 31, 2026 is $179,564.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

---

| | |
|:---|:---|
| 144A | - Security was purchased in a transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. The total value of such securities is $5,770,152 as of March 31, 2026, representing 10.5% of net assets. |
| plc | - Public Limited Company |
| SOFR | - Secured Overnight Financing Rate |

---

---

| |
|:---|
| **JOHNSON CORE PLUS BOND FUND** |
| **SCHEDULE OF FUTURES CONTRACTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS** | **Contracts** | **Expiration <br> Date** | **Notional <br> Value at<br> Purchase** | **Notional <br> Value** | **Value/Unrealized <br> Depreciation** |
| **Treasury Futures** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bond Future | 23 | 6/18/2026 | $2688761 | $2619125 | $(69636) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note Future | 10 | 6/18/2026 | 1156819 | 1135156 | (21663) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra U.S. Treasury Bond Future | 7 | 6/18/2026 | 841765 | 815938 | (25827) |
| **Total Futures Contracts** |  |  | $4687345 | $4570219 | $(117126) |

---

The average monthly notional value of futures contracts during the three months ended March 31, 2026 was $4,447,563.

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS** |
| **March 31, 2026 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7%** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Anticipation Notes - City - 0.4%** |  |  |  |  |
| Fairfield Ohio Bond Anticipation Notes Various Purpose | 4.000% | 04/14/26 | $688000 | $688193 |
| **General Obligation - City - 6.8%** |  |  |  |  |
| Akron Ohio Various Purpose | 5.000% | 12/01/40 | 315000 | 335748 |
| Akron Ohio Various Purpose, Series 2024 | 4.250% | 12/01/44 | 1000000 | 962872 |
| Akron Ohio Various Purpose | 4.375% | 12/01/45 | 560000 | 541818 |
| Auorora Ohio Ltd. Various Purpose | 5.000% | 12/01/33 | 150000 | 171489 |
| Bowling Green Ohio Ltd. Tax Fire Department Improvement | 6.500% | 12/01/28 | 505000 | 556137 |
| Bowling Green Ohio Ltd. Tax Fire Department Improvement | 6.500% | 12/01/30 | 445000 | 518345 |
| Cincinnati Ohio Various Purpose Improvement, Series B | 4.000% | 12/01/44 | 620000 | 586044 |
| Columbus Ohio Various Purpose, Series A | 5.000% | 10/01/43 | 500000 | 542726 |
| Dayton Ohio Refunding and Improvement, Series 2024 | 5.000% | 12/01/41 | 1005000 | 1071556 |
| Grandview Heights Ohio Municipal Facilities Construction and Improvement, Series 2023 | 4.000% | 12/01/46 | 2000000 | 1877770 |
| Jefferson Township Ohio Fire Facilities | 4.500% | 12/01/44 | 420000 | 429171 |
| Kirtland Ohio Various Purpose Notes | 5.000% | 04/15/26 | 1500000 | 1501121 |
| Lakewood Ohio GO Limited, Series A | 5.000% | 12/01/36 | 500000 | 505534 |
| Reynoldsburg Ohio Capital Facilities, Series 2024 | 4.250% | 12/01/49 | 1250000 | 1178993 |
| Reynoldsburg Ohio Capital Facilities, Series 2024 | 4.250% | 12/01/50 | 1000000 | 937525 |
| White Settlement Texas Refunding, Series 2025 | 5.000% | 02/15/34 | 1000000 | 1116392 |
|  |  |  |  | 12833241 |
| **General Obligation - County - 0.8%** |  |  |  |  |
| Fairfield County Ohio Refunding Various Purpose, Series B | 5.000% | 12/01/37 | 370000 | 425180 |
| Hamilton County Ohio GO | 5.000% | 12/01/44 | 995000 | 1055329 |
|  |  |  |  | 1480509 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **General Obligation - State - 3.6%** |  |  |  |  |
| Ohio State Highway Capital Improvement, Series Z | 5.000% | 05/01/32 | $3000000 | $3358739 |
| Ohio State Highway Capital Improvement, Series Z | 5.000% | 05/01/40 | 2000000 | 2238844 |
| Ohio State Infrastructure Improvement, Series 2026-A | 5.000% | 03/01/43 | 1105000 | 1205771 |
|  |  |  |  | 6803354 |
| **Higher Education - 17.7%** |  |  |  |  |
| Bowling Green State University Ohio General Receipts Refunding, Series 2026-A | 5.000% | 06/01/32 | 300000 | 334157 |
| Bowling Green State University Ohio General Receipts Refunding, Series 2026-A | 5.000% | 06/01/40 | 710000 | 777423 |
| Bowling Green State University Ohio General Receipts Refunding, Series 2026-A | 5.000% | 06/01/41 | 1250000 | 1360825 |
| Bowling Green State University Ohio General Receipts Refunding, Series 2026-A | 5.000% | 06/01/42 | 1000000 | 1079095 |
| Bowling Green State University Ohio Revenue, Series 2020-A | 4.000% | 06/01/45 | 2830000 | 2604906 |
| Illinois Finance Authority Revenue Refunding Illinois Wesleyan University, Series 2016 | 5.000% | 09/01/26 | 580000 | 583212 |
| Indiana Financial Authorities Educational Facilities Revenue, Series 2024 | 5.000% | 02/01/28 | 500000 | 518452 |
| Indiana Financial Authorities Educational Facilities Revenue, Series 2021 | 4.000% | 02/01/29 | 940000 | 964949 |
| Indiana Financial Authorities Educational Facilities Revenue, Series 2021 | 5.000% | 02/01/32 | 1065000 | 1155048 |
| Kent State University Ohio Revenue, Series 2020-A | 5.000% | 05/01/45 | 950000 | 972310 |
| Miami University Ohio General Receipts Revenue, Series 2020-A | 4.000% | 09/01/45 | 1000000 | 946825 |
| Ohio Higher Education Facilities Revenue - Case Western Reserve University, Series 2021-A | 4.000% | 12/01/44 | 600000 | 574279 |
| Ohio Higher Education Facilities Revenue - Denison University, Series 2017-A | 5.000% | 11/01/42 | 1700000 | 1720152 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Higher Education - 17.7% (Continued)** |  |  |  |  |
| Ohio Higher Education Facilities Revenue - Denison University, Series 2021-A | 5.000% | 11/01/53 | $5000000 | $5056076 |
| Ohio Higher Education Facilities Revenue - John Carroll | 5.000% | 10/01/29 | 565000 | 587535 |
| Ohio Higher Education Facilities Revenue - John Carroll | 5.000% | 10/01/30 | 935000 | 979237 |
| Ohio Higher Education Facilities Revenue - Kenyon College | 5.000% | 07/01/36 | 120000 | 130041 |
| Ohio Higher Education Facilities Revenue - Kenyon College | 4.000% | 07/01/40 | 700000 | 675218 |
| Ohio Higher Education Facilities Revenue - Kenyon College | 5.000% | 07/01/42 | 320000 | 330333 |
| Ohio Higher Education Facilities Revenue - Oberlin College, Series A | 5.250% | 10/01/53 | 1000000 | 1031352 |
| Ohio Higher Education Facilities Revenue - University of Dayton, Series 2018-B | 4.000% | 12/01/33 | 620000 | 624278 |
| Ohio Higher Education Facilities Revenue - University of Dayton | 4.000% | 02/01/36 | 1050000 | 1055165 |
| Ohio Higher Education Facilities Revenue - University of Dayton, Series 2018-A | 5.000% | 12/01/36 | 2010000 | 2065696 |
| Ohio State University General Receipts, Series 2023-C | 5.250% | 12/01/46 | 535000 | 568229 |
| Ohio State University General Receipts, Series 2021-A | 4.000% | 12/01/48 | 2120000 | 1956823 |
| University of Akron Ohio General Receipts Revenue, Series 2015-A | 5.000% | 01/01/28 | 305000 | 305518 |
| University of Akron Ohio General Receipts Revenue, Series 2014-A | 5.000% | 01/01/29 | 310000 | 310526 |
| University of Akron Ohio General Receipts Revenue, Series 2016-A | 5.000% | 01/01/29 | 435000 | 437226 |
| University of Akron Ohio General Receipts Revenue, Series 2015-A | 5.000% | 01/01/30 | 540000 | 540866 |
| University of Akron Ohio General Receipts Revenue, Series 2021-A | 5.000% | 01/01/31 | 390000 | 425777 |
| University of Akron Ohio General Receipts Revenue, Series 2016-A | 5.000% | 01/01/33 | 1000000 | 1004035 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Higher Education - 17.7% (Continued)** |  |  |  |  |
| University of Cincinnati General Receipts Revenue, Series 2024-A | 5.250% | 06/01/54 | $1000000 | $1035302 |
| University of North Dakota Certificate of Participation, Series 2021-A | 4.000% | 06/01/37 | 555000 | 557265 |
|  |  |  |  | 33268131 |
| **Hospital/Health Bonds - 11.4%** |  |  |  |  |
| Colorado Health Facilities Authority Revenue, Series 2025-A | 5.000% | 12/01/26 | 475000 | 481041 |
| Franklin County Ohio Hospital Revenue Nationwide Childrens, Series 2016-C | 4.000% | 11/01/36 | 800000 | 787984 |
| Franklin County Ohio Hospital Revenue Nationwide Childrens, Series 2016-C | 4.000% | 11/01/40 | 1340000 | 1318390 |
| Franklin County Ohio Hospital Revenue Nationwide Childrens, Series 2019-A | 5.000% | 11/01/48 | 1500000 | 1586844 |
| Hamilton County Industry Hospital Association Lease Rental Revenue Refunding Property Tax Riverview Health | 4.125% | 07/15/44 | 1050000 | 996373 |
| Hamilton County Industry Hospital Association Lease Rental Revenue Refunding Property Tax Riverview Health | 4.250% | 07/15/45 | 1900000 | 1810063 |
| Hamilton County Ohio Hospital Facilities Revenue Cincinnati Children's, Series 2019-CC | 5.000% | 11/15/41 | 2410000 | 2685456 |
| Montgomery County Ohio Hospital Revenue Dayton Childrens, Series 2021 | 4.000% | 08/01/39 | 1200000 | 1165778 |
| Montgomery County Ohio Hospital Revenue Dayton Childrens, Series 2021 | 4.000% | 08/01/46 | 1800000 | 1631024 |
| Ohio Hospital Facility Revenue Refunding Cleveland Clinic Health, Series 2017-A | 4.000% | 01/01/36 | 150000 | 150565 |
| Ohio Hospital Facility Revenue Refunding Cleveland Clinic Health, Series 2019-B | 4.000% | 01/01/42 | 1320000 | 1265702 |
| Ohio State Capital Facilities Lease Appropriation | 5.000% | 02/01/34 | 1000000 | 1128239 |
| Ohio State Hospital Revenue University Hospital Health System Incorporate, Series 2025-A | 5.000% | 01/15/27 | 925000 | 939527 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Hospital/Health Bonds - 11.4% (Continued)** |  |  |  |  |
| Ohio State Hospital Revenue University Hospital Health System Incorporate, Series 2020-A | 5.000% | 01/15/50 | $750000 | $744814 |
| Pennsylvania Economic Development Financing Authority UPMC Revenue, Series 2025-A | 5.000% | 03/15/60 | 3610000 | 3888134 |
| South Carolina Jobs Economic Development Authority Hospital Facilities Revenue Bond Secours Mercy Health Incorporate, Series 2025-B-2 | 5.001% | 11/01/49 | 700000 | 759765 |
|  |  |  |  | 21339699 |
| **Housing - 6.1%** |  |  |  |  |
| Colorado State Certificate of Participation, Series 2020-A | 4.000% | 12/15/39 | 1800000 | 1801972 |
| Columbus Franklin County Ohio Finance Authority Multifamily Housing, Series A | 4.460% | 11/01/44 | 2000000 | 1946882 |
| FHLMC, Series M-053 | 2.550% | 06/15/35 | 3520000 | 3140196 |
| FHLMC Multifamily ML Certificates (Freddie Mac Guaranty Agreement), Series A-US | 3.400% | 01/25/36 | 1776323 | 1696042 |
| Missouri State Housing Development Commission Single Family Mortgage Revenue, Series 2019-C | 3.875% | 05/01/50 | 665000 | 663726 |
| Missouri State Housing Development Commission Single Family Mortgage Revenue, Series 2020-C | 3.500% | 11/01/50 | 1320000 | 1315815 |
| Missouri State Housing Development Commission Single Family Mortgage Revenue, Series 2020-A | 3.500% | 11/01/50 | 375000 | 373816 |
| Ohio Housing Finance Agency Residential Mortgage Revenue, Series 2017-A | 3.700% | 03/01/32 | 520000 | 520510 |
|  |  |  |  | 11458959 |
| **Multi-Family Housing - 2.0%** |  |  |  |  |
| Denver Colorado City and County Multi Family Housing Revenue, Series 2025-B | 5.000% | 10/01/28 | 1000000 | 1026362 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Multi-Family Housing - 2.0% (Continued)** |  |  |  |  |
| Durham North Carolina Housing Authority Multi Family Housing Revenue, Series 2025 | 3.625% | 04/01/29 | $1120000 | $1137059 |
| Greene County Ohio Port Authority Multi Family Housing Revenue, Series 2025 | 4.660% | 12/01/40 | 608000 | 624394 |
| Ohio Housing Finance Agency Multi Family Revenue, Series 2025 | 3.700% | 11/01/47 | 1000000 | 1008027 |
|  |  |  |  | 3795842 |
| **Other Revenue - 20.1%** |  |  |  |  |
| American Municipal Power Ohio Incorporate Revenue - Hydroelectric Projects, Series 2025-A | 5.000% | 02/15/33 | 650000 | 723764 |
| American Municipal Power Ohio Incorporate Revenue - Hydroelectric Projects, Series 2025-A | 5.000% | 02/15/40 | 1000000 | 1088766 |
| American Municipal Power Ohio Incorporate Revenue - Hydroelectric Projects, Series 2024-A | 5.000% | 02/15/42 | 500000 | 531665 |
| American Municipal Power Ohio Incorporate Revenue - Hydroelectric Projects, Series 2024-A | 5.000% | 02/15/43 | 710000 | 749602 |
| American Municipal Power Ohio Incorporate Revenue - Hydroelectric Projects, Series 2025-A | 5.000% | 02/15/43 | 750000 | 798255 |
| American Municipal Power Ohio Incorporate Revenue - Hydroelectric Projects, Series 2024-A | 5.000% | 02/15/44 | 740000 | 774525 |
| Baytown Texas Certificates Obligation, Series 2022 | 4.250% | 02/01/40 | 1045000 | 1055277 |
| Black Belt Energy Gas District Alabama Gas Project Revenue, Series A | 5.000% | 12/01/32 | 2020000 | 2117768 |
| Black Belt Energy Gas District Alabama Gas Project Revenue, Series F | 5.000% | 12/01/35 | 1700000 | 1790596 |
| Black Belt Energy Gas District Alabama Gas Project Revenue Refunding, Series D-1 | 5.500% | 06/01/49 | 2815000 | 2943973 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Other Revenue - 20.1% (Continued)** |  |  |  |  |
| Energy Southeast Alabama Cooperative District Energy Supply Revenue, Series A-1 | 5.500% | 11/01/53 | $500000 | $533899 |
| Energy Southeast Alabama Cooperative District Energy Supply Revenue, Series B | 5.251% | 07/01/54 | 2525000 | 2678473 |
| Hamilton County Ohio Economic Development King Highland Community Urban Redevelopment Corp. Revenue, Series 2015 | 5.000% | 06/01/30 | 655000 | 656143 |
| Kentucky State Property and Buildings Commission Revenues, Series A | 4.250% | 09/01/45 | 350000 | 337986 |
| Kentucky State Property and Buildings Commission Revenues, Series A | 5.000% | 09/01/45 | 1000000 | 1054658 |
| Mobile Alabama Industrial Development Board Pollution Control Revenue, Series 2008-B | 2.750% | 07/15/34 | 3590000 | 3575287 |
| Monroe County Georgia Development Authority Pollution Control Revenue, Series 2009 | 1.000% | 07/01/49 | 1000000 | 989239 |
| Ohio Turnpike Revenue, Series 2021-A | 5.000% | 02/15/46 | 1990000 | 2061774 |
| Port Greater Cincinnati Development Authority Ohio Tax Increment Revenue, Series 2024 | 5.000% | 12/01/44 | 1000000 | 989749 |
| Riversouth Ohio Authority Revenue, Series 2016 | 4.000% | 12/01/31 | 700000 | 700499 |
| Rockport Industry Pollution Control Revenue Refunding Industry Michigan Power Co., Series 2025-A | 3.700% | 06/01/47 | 1850000 | 1883599 |
| Southeast Energy Authority Cooperative District Alabama Energy Supply Revenue, Series 2025-E | 5.000% | 10/01/30 | 925000 | 980391 |
| St. Xavier High School, Inc. Ohio Revenue, Series 2020-A | 4.000% | 04/01/36 | 400000 | 397789 |
| St. Xavier High School, Inc. Ohio Revenue, Series 2020-A | 4.000% | 04/01/37 | 575000 | 565261 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Other Revenue - 20.1% (Continued)** |  |  |  |  |
| St. Xavier High School, Inc. Ohio Revenue, Series 2020-A | 4.000% | 04/01/38 | $400000 | $388592 |
| St. Xavier High School, Inc. Ohio Revenue, Series 2020-A | 4.000% | 04/01/39 | 400000 | 384533 |
| Summit County Ohio Development Finance Authority, Series 2018 | 4.000% | 12/01/28 | 435000 | 435359 |
| Tennergy Corp. Tennessee Gas Revenue, Series A | 4.000% | 12/01/51 | 600000 | 604464 |
| Texas Municipal Gas Acquisition and Supply Corp. IV Gas Supply Revenue, Series A | 5.500% | 01/01/54 | 1685000 | 1776495 |
| Texas Municipal Gas Acquisition and Supply Corp. V Gas Supply Revenue | 5.000% | 01/01/55 | 2445000 | 2594882 |
| Wise County Virginia Industrial Development Authority Solid Waste and Disposal Revenue - Virginia Electric and Power Co. Project, Series A | 3.800% | 11/01/40 | 1500000 | 1515283 |
|  |  |  |  | 37678546 |
| **School District - 23.9%** |  |  |  |  |
| Allen Park Michigan Public SD | 4.500% | 11/01/50 | 850000 | 825758 |
| Athens City SD, Series 2019-A | 4.000% | 12/01/33 | 750000 | 762750 |
| Athens City SD, Series 2024 | 4.000% | 12/01/53 | 750000 | 672554 |
| Bay Village Ohio CSD Certificates of Participation, Series 2026 | 5.000% | 12/01/42 | 340000 | 365075 |
| Bay Village Ohio CSD Certificates of Participation, Series 2026 | 5.000% | 12/01/43 | 335000 | 356685 |
| Bay Village Ohio CSD Certificates of Participation, Series 2026 | 5.000% | 12/01/44 | 200000 | 211048 |
| Bellefontaine Ohio SCD GO Unlimited (National RE Insured), Series 2005 | 5.500% | 12/01/26 | 220000 | 223660 |
| Bexar Texas Refunding Limited, Series 2019 | 4.000% | 06/15/37 | 1360000 | 1369090 |
| Bloomfield Hills Michigan SD School Building Site | 5.000% | 05/01/48 | 1000000 | 1025337 |
| Brecksville Ohio GO Limited, Series 2022 | 4.000% | 12/01/51 | 1685000 | 1544972 |
| Bullit Kentucky SD Finance Corp., Series 2023-A | 4.000% | 03/01/37 | 1255000 | 1267261 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **School District - 23.9% (Continued)** |  |  |  |  |
| Carlynton Pennsylvania SD, Series 2026 | 5.000% | 11/15/32 | $100000 | $111458 |
| Cleveland Heights and University Heights Ohio CSD GO Unlimited, Series 2017 | 4.000% | 12/01/32 | 1000000 | 1011623 |
| Dallas Texas Independent SD Multi Modal School Building, Series 2026-B | 5.000% | 02/15/56 | 1500000 | 1603951 |
| Fayette County Kentucky Board of Education, Series A | 4.000% | 04/01/49 | 1000000 | 877229 |
| Fort Bend Texas Independent SD Various Refunding, Series 2025-B | 3.800% | 08/01/55 | 1000000 | 1020789 |
| Green County Ohio Vocational SD GO Unlimited, Series 2019 | 4.000% | 12/01/35 | 1000000 | 1013162 |
| Henderson County Kentucky Board Education | 5.000% | 12/01/39 | 515000 | 555286 |
| Hudson Ohio CSD GO Unlimited, Series 2018 | 4.000% | 12/01/33 | 800000 | 801048 |
| Jonathan Alder Ohio LSD School Facilities, Series 2026 | 5.000% | 12/01/32 | 820000 | 919206 |
| Jonathan Alder Ohio LSD School Facilities, Series 2026 | 5.000% | 12/01/51 | 610000 | 628808 |
| Kettering Ohio CSD GO Unlimited, Series 2016 | 4.000% | 12/01/30 | 400000 | 400259 |
| Kettering Ohio CSD GO Unlimited, Series 2007 | 5.250% | 12/01/31 | 500000 | 529683 |
| Kings LSD Ohio School Improvement, Series 2024 | 5.250% | 12/01/54 | 3090000 | 3195633 |
| Lancaster Pennsylvania SD, Series 2025-B | 5.000% | 06/01/42 | 750000 | 798832 |
| Lawrence Township Industry School Building Corp. First Mortgage, Series B | 4.125% | 07/15/44 | 1185000 | 1147166 |
| Logan Hocking Ohio LSD Certificates of Participation, Series 2018 | 4.000% | 12/01/32 | 420000 | 420153 |
| Margaretta Ohio LSD Certificates of Participation School Facilities Project, Series 2025 | 5.500% | 10/01/31 | 555000 | 622707 |
| Mario Ohio LSD School Improvement, Series 2024 | 4.000% | 12/01/49 | 1000000 | 927160 |
| McCreary County Kentucky SD Finance Corp., Series 2022 | 4.000% | 12/01/35 | 560000 | 570498 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **School District - 23.9% (Continued)** |  |  |  |  |
| Miami Township Ohio Montgomery County Refunding Various Purpose, Series 2019 | 4.000% | 12/01/29 | $100000 | $103910 |
| Milford Ohio Exempt Village SD Go Unlimited (AGM Insured), Series 2007 | 5.500% | 12/01/30 | 1260000 | 1369807 |
| Monroe County Kentucky SD Finance Corp. School Building Revenue, Series 2026 | 4.000% | 02/01/45 | 1000000 | 941988 |
| Ohio State Common Schools, Series 2026-A | 5.000% | 09/15/32 | 1555000 | 1752344 |
| Ohio State Common Schools, Series 2025-A | 5.000% | 06/15/42 | 500000 | 546715 |
| Owensboro Kentucky Independent SD School Building Revenue, Series 2024 | 4.000% | 04/01/44 | 575000 | 540433 |
| Pickerington Ohio LSD School Facilities Construction and Improvement, Series 2023 | 5.000% | 12/01/53 | 1400000 | 1432565 |
| Powell County Kentucky SD Finance Corp. School Building Revenue, Series 2024 | 4.000% | 02/01/45 | 855000 | 792016 |
| Princeton Ohio CSD GO Unlimited (National RE Insured), Series 2006 | 5.250% | 12/01/30 | 1735000 | 1879300 |
| Pulaski County Kentucky SD Finance Corp. School Building Revenue, Series 2023 | 4.250% | 06/01/40 | 1000000 | 1005966 |
| Pulaski County Missouri Reorganized District Number 6 Certificates Participation, Series 2025 | 5.000% | 04/15/30 | 200000 | 217160 |
| Shaker Heights Ohio CSD Certificates Program, Series 2024 | 5.000% | 12/15/49 | 875000 | 892786 |
| Shaker Heights Ohio CSD Certificates Program, Series 2025 | 5.500% | 11/01/62 | 1500000 | 1606851 |
| Southwest Dubois County Industry Multi-School Building Corp., Series 2010-A | 5.000% | 07/15/43 | 600000 | 633652 |
| St. Lucie County Florida School Board Certificates of Participation Master Lease Program, Series A | 5.000% | 07/01/48 | 950000 | 970649 |
| Stark County Ohio Library District Special Obligation Library Facilities Notes | 5.000% | 12/01/43 | 870000 | 912437 |
| Warren County Kentucky Board of Education, Series 2024 | 4.000% | 12/01/37 | 1000000 | 1019143 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **School District - 23.9% (Continued)** |  |  |  |  |
| Wentzville R-IV SD of Saint Charles County Missouri Certificates of Participation, Series 2016 | 4.000% | 04/01/30 | $395000 | $395297 |
| William Penn Pennsylvania SD, Series 2026 | 5.000% | 03/15/46 | 1000000 | 1036200 |
| Wyoming Ohio CSD Refunding School Improvement, Series 2025 | 5.000% | 12/01/45 | 500000 | 523812 |
| Wyoming Ohio CSD Refunding School Improvement, Series 2025 | 5.000% | 12/01/50 | 500000 | 514735 |
|  |  |  |  | 44866607 |
| **Single-Family Housing - 1.0%** |  |  |  |  |
| Ohio State Housing Finance Agency Residential Mortgage Revenue, Series D | 5.500% | 09/01/50 | 1285000 | 1343667 |
| Ohio State Housing Finance Agency Residential Mortgage Revenue, Series D | 6.375% | 03/01/56 | 500000 | 567664 |
|  |  |  |  | 1911331 |
| **State Agency - 0.4%** |  |  |  |  |
| Washington Certificates of Participation, Series 2022-A | 5.000% | 01/01/41 | 675000 | 713291 |
| **Water And Sewer - 4.5%** |  |  |  |  |
| Huntertown Industry Sewage Revenue, Series 2025 | 4.500% | 01/01/45 | 560000 | 566002 |
| Ohio State Water Development Authority Revenue, Series 2021 | 5.000% | 06/01/46 | 4215000 | 4373214 |
| Ohio State Water Development Authority Revenue, Series 2021-A | 4.000% | 12/01/46 | 880000 | 824487 |
| Ohio State Water Development Authority Water Pollution Control Revenue, Series A | 5.000% | 12/01/43 | 195000 | 209171 |
| Ohio State Water Development Authority Water Pollution Control Revenue, Series D | 5.000% | 12/01/43 | 210000 | 225934 |
| Rural Water Financing Agency Kentucky Public Projects Revenue Flexible Terminal Program, Series E | 4.750% | 08/01/50 | 835000 | 841030 |

---

---

| |
|:---|
| **JOHNSON MUNICIPAL INCOME FUND** |
| **SCHEDULE OF INVESTMENTS (Continued)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 98.7% (Continued)** | **Coupon** | **Maturity** | **Par Value** | **Value** |
| **Water And Sewer - 4.5% (Continued)** |  |  |  |  |
| Trinity River Authority Texas Ten Mile Creek System Revenue Refunding and Improvement | 5.000% | 08/01/42 | $1370000 | $1484124 |
|  |  |  |  | 8523962 |
| **Total Municipal Bonds** (Cost $192,693,949) |  |  |  | $185361665 |

---

---

| | | |
|:---|:---|:---|
| **MONEY MARKET FUNDS - 0.4%** | **Shares** | **Value** |
| Federated Hermes Money Market Obligations Trust - Institutional, 2.32% <sup>(a)</sup> (Cost $804,015) | 804015 | $804015 |
| **Investments at Value - 99.1%** (Cost $193,497,964) |  | $186165680 |
| **Other Assets in Excess of Liabilities - 0.9%** |  | 1685472 |
| **Net Assets - 100.0%** |  | $187851152 |

---

<sup>(a)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1872117374.04

**Total Liabilities:** $490192.26

**Net Assets:** $1871627181.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 668.91647895 | **1-Year:** 79464.90421890 | **5-Year:** 290083.45173955 | **10-Year:** 222475.49542404 | **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 | 0.12%                | 1.85%                | -1.96%               |
| Class ID C000200604 | 0.12%                | 1.82%                | -1.99%               |
| Class ID C000244751 | 0.20%                | 1.79%                | -1.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1759628.45              | $-4686022.74                               |
| Month 2  | $-132479.88              | $29495346.62                               |
| Month 3  | $-2938802.85             | $-41154949.92                              |

### 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      | $14476966.75  | 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      | $9134392.96   | 0.49%             |  |  |  | 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      | $30648588.74  | 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      | $6981248.48   | 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      | $29847395.67  | 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      | $11437588.18  | 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      | $33356724.02  | 1.78%             | 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        |  18000000 | PA      | $17508819.58  | 0.94%             | 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      | $9443195.15   | 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      | $9421505.75   | 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      | $13946896.36  | 0.75%             | 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      | $11912451.45  | 0.64%             | 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      | $19068677.98  | 1.02%             | 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      | $1812751.41   | 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      | $3055190.85   | 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      | $23319219.84  | 1.25%             | 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      | $27479503.98  | 1.47%             | 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      | $7523406.20   | 0.40%             | 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      | $19353502.49  | 1.03%             | 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      | $4652451.41   | 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      | $2277974.92   | 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      | $9103806.95   | 0.49%             | 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      | $8946061.23   | 0.48%             | 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      | $19145034.47  | 1.02%             | 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      | $203679.02    | 0.01%             | 2030-08-15      | Fixed         | 1.65%                 | 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        |     15428 | PA      | $15704.19     | 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        |     44002 | PA      | $43987.47     | 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        |    171732 | PA      | $172604.55    | 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        |    381750 | PA      | $395392.33    | 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        |    784141 | PA      | $771100.27    | 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        |   1213222 | PA      | $1194395.00   | 0.06%             | 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        |       304 | PA      | $321.06       | 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        |     97442 | PA      | $99226.68     | 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        |    911700 | PA      | $898963.87    | 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        |   1615132 | PA      | $1592968.83   | 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        |   1720163 | PA      | $1693643.34   | 0.09%             | 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        |  16664881 | PA      | $15708503.85  | 0.84%             | 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        |   4150867 | PA      | $4149067.38   | 0.22%             | 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        |  15772135 | PA      | $13824705.06  | 0.74%             | 2042-04-01      | 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        |    390872 | PA      | $375617.03    | 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        |   4555839 | PA      | $4247846.06   | 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        |  18945432 | PA      | $16920756.15  | 0.90%             | 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        |   6920843 | PA      | $6202237.75   | 0.33%             | 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        |  36441103 | PA      | $32528156.06  | 1.74%             | 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        |   7003183 | PA      | $6922174.82   | 0.37%             | 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        |   1232294 | PA      | $1210252.33   | 0.06%             | 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        |   1405544 | PA      | $1357206.40   | 0.07%             | 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        |  10175386 | PA      | $8893586.30   | 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        |      6639 | PA      | $6726.62      | 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        |    241131 | PA      | $226528.35    | 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        |     11112 | PA      | $11037.39     | 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        |    163113 | PA      | $155347.74    | 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        |     95618 | PA      | $93750.31     | 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        |    465054 | PA      | $452784.24    | 0.02%             | 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        |    103098 | PA      | $102264.37    | 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        |       593 | PA      | $582.80       | 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        |    681730 | PA      | $667561.43    | 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        |    123450 | PA      | $116406.47    | 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        |     78970 | PA      | $74385.17     | 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        |   1072823 | PA      | $1015959.44   | 0.05%             | 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        |    556539 | PA      | $527783.76    | 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        |   1301226 | PA      | $1235508.80   | 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        |    996839 | PA      | $947611.42    | 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        |     96862 | PA      | $96218.56     | 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        |    661936 | PA      | $632981.19    | 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        |   1586670 | PA      | $1542710.39   | 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        |    528827 | PA      | $527198.94    | 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        |     91651 | PA      | $81366.67     | 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        |   1288506 | PA      | $1160221.29   | 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        |   5589737 | PA      | $4291997.33   | 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        |   6252319 | PA      | $6167999.01   | 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      | $43524389.64  | 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        |    158593 | PA      | $156833.01    | 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        |    257664 | PA      | $247008.72    | 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        |    164388 | PA      | $163212.23    | 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        |    768571 | PA      | $732654.07    | 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        |     61398 | PA      | $58900.15     | 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        |    508143 | PA      | $486033.06    | 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        |    123061 | PA      | $121141.21    | 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        |     59492 | PA      | $58499.21     | 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        |   7213857 | PA      | $6943377.74   | 0.37%             | 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        |    342370 | PA      | $330663.35    | 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        |     77513 | PA      | $73617.07     | 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        |   1183175 | PA      | $1120081.15   | 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        |    225236 | PA      | $222496.36    | 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        |   1215297 | PA      | $1200669.87   | 0.06%             | 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        |    523749 | PA      | $507750.49    | 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        |    336356 | PA      | $327417.24    | 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        |   2760566 | PA      | $2460631.06   | 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        |   8225328 | PA      | $8308967.19   | 0.44%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHLMC REMIC SERIES 5616 4.25%, DUE 06/15/2032                                      | CUSIP: 3137HPTM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  19376176 | PA      | $19096259.57  | 1.02%             | 2032-06-15      | Fixed         | 4.25%                 | 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        |     11457 | PA      | $11753.58     | 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        |   1233139 | PA      | $1218760.42   | 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        |   1804855 | PA      | $1775269.67   | 0.09%             | 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        |    340769 | PA      | $335984.76    | 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        |   1034143 | PA      | $1021067.56   | 0.05%             | 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      | $9100603.63   | 0.49%             | 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      | $8844354.78   | 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        |     31098 | PA      | $30574.95     | 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        |    449612 | PA      | $441175.88    | 0.02%             | 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        |    972825 | PA      | $944412.94    | 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        |   8104654 | PA      | $7437254.46   | 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        |     10763 | PA      | $11153.18     | 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        |    378508 | PA      | $389229.45    | 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        |     62982 | PA      | $63210.93     | 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        |    257360 | PA      | $261935.05    | 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        |     79745 | PA      | $81117.26     | 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        |     33149 | PA      | $34319.35     | 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        |  10349824 | PA      | $9674810.70   | 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      | $4939653.44   | 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      | $7766300.11   | 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        |    761215 | PA      | $743593.71    | 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        |    899161 | PA      | $868782.41    | 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        |    306059 | PA      | $284885.84    | 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        |  22746328 | PA      | $20338085.56  | 1.09%             | 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        |  13119328 | PA      | $11886756.65  | 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        |   5657773 | PA      | $5068787.01   | 0.27%             | 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        |    169897 | PA      | $167662.55    | 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        |     38721 | PA      | $38630.48     | 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        |   2668658 | PA      | $2580842.87   | 0.14%             | 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        |   3705026 | PA      | $3454551.65   | 0.18%             | 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        |    460060 | PA      | $449064.17    | 0.02%             | 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        |   4458595 | PA      | $4380668.61   | 0.23%             | 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        |   6604506 | PA      | $5899177.44   | 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        |  12334995 | PA      | $10966464.00  | 0.59%             | 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        |  10378106 | PA      | $9303485.33   | 0.50%             | 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        |   7530271 | PA      | $7285397.23   | 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        |  28304138 | PA      | $25312635.71  | 1.35%             | 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        |   8150351 | PA      | $7300637.69   | 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        |  10154685 | PA      | $9078276.13   | 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        |   9732544 | PA      | $8675328.96   | 0.46%             | 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        |  10234494 | PA      | $9515339.89   | 0.51%             | 2052-08-01      | Fixed         | 3.50%                 | 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        |  12983890 | PA      | $11348301.28  | 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        |    117071 | PA      | $121111.10    | 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        |     64176 | PA      | $67028.67     | 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        |    125324 | PA      | $129547.03    | 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        |    282384 | PA      | $275705.80    | 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        |    140996 | PA      | $142590.82    | 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        |    163882 | PA      | $160722.60    | 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        |    109529 | PA      | $106043.87    | 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        |   3054235 | PA      | $2907502.86   | 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        |   3858413 | PA      | $3797730.47   | 0.20%             | 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        |   1412936 | PA      | $1385801.29   | 0.07%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                      | Fifth Third Bancorp Sr Glbl Nt 4.895% Due 09/06/2030                               | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  28004000 | PA      | $28099369.44  | 1.50%             | 2030-09-06      | Fixed         | 4.89%                 | 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        |   1539506 | PA      | $1539505.53   | 0.08%             |  |  |  | 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      | $37390380.04  | 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        |      1772 | PA      | $1802.06      | 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        |       247 | PA      | $252.98       | 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        |      6300 | PA      | $6524.98      | 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        |         7 | PA      | $7.46         | 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      | $26621876.73  | 1.42%             | 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      | $14195269.61  | 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        |  18567940 | PA      | $15760267.53  | 0.84%             | 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      | $4586163.33   | 0.25%             | 2034-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                 | Honeywell Aerospace Incorporated 4.60%, Due 03/16/2033                             | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |  28855000 | PA      | $28508137.69  | 1.52%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  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      | $10772504.29  | 0.58%             | 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      | $7651570.35   | 0.41%             | 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      | $2934251.92   | 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      | $20826649.28  | 1.11%             | 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      | $8578776.01   | 0.46%             | 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      | $651068.76    | 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      | $7621250.23   | 0.41%             | 2031-03-24      | Fixed         | 4.49%                 | 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      | $9909969.22   | 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      | $3782680.66   | 0.20%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                  | Keycorp Fr Floating Rate Due 04/04/31                                              | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |  10040000 | PA      | $10128292.16  | 0.54%             | 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      | $913368.08    | 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      | $5079059.67   | 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      | $7418247.73   | 0.40%             | 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      | $11695624.79  | 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      | $5345351.03   | 0.29%             | 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      | $16343981.32  | 0.87%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC FINL SVCS GROUP INC ADJ%, DUE 05/13/2031                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6034803.83   | 0.32%             | 2031-05-13      | Fixed         | 4.90%                 | 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      | $8629606.09   | 0.46%             | 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      | $16328282.95  | 0.87%             | 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      | $9352045.93   | 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      | $10168436.20  | 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      | $529934.60    | 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      | $1954239.27   | 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      | $7019859.72   | 0.38%             | 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      | $8588615.31   | 0.46%             | 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      | $20645612.30  | 1.10%             | 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      | $6629330.79   | 0.35%             | 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      | $12261049.45  | 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      | $15993133.12  | 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      | $11865463.12  | 0.63%             | 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      | $12575524.31  | 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        |  71000000 | PA      | $68814531.25  | 3.68%             | 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        |  85000000 | PA      | $66618750.00  | 3.56%             | 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      | $65051562.50  | 3.48%             | 2044-11-15      | Fixed         | 3.00%                 | 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      | $96195000.00  | 5.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 2.375%, DUE 02/15/2042                                         | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $36437500.00  | 1.95%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | United States Treas BDS 4.75% Due 02/15/2056                                       | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62000000 | PA      | $60450000.00  | 3.23%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 3.125%, Due 11/15/2028                                         | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $23583750.00  | 1.26%             | 2028-11-15      | Fixed         | 3.12%                 | 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        |  53800000 | PA      | $53825218.75  | 2.88%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | US T-NOTE 3.5% due 02/15/2033                                                      | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | PA      | $32719687.50  | 1.75%             | 2033-02-15      | Fixed         | 3.50%                 | 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      | $29591913.61  | 1.58%             | 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      | $1794528.88   | 0.10%             | 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      | $3709833.53   | 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      | $9802071.03   | 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      | $15306543.34  | 0.82%             | 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      | $14175863.05  | 0.76%             | 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      | $1980306.34   | 0.11%             | 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      | $18731007.35  | 1.00%             | 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      | $18476326.46  | 0.99%             | 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        |  11731000 | PA      | $10561115.50  | 0.56%             | 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      | $5037080.74   | 0.27%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

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

**Signature:** Sarah Criger

**Name of Signer:** Sarah Criger

**Title:** VP, Fund Accounting