# EDGAR Filing Document

**Accession Number:** 0000892657
**File Stem:** 0001104659-23-027405
**Filing Date:** 2023-3
**Character Count:** 70171
**Document Hash:** 9b7c98dd9d79e343b0d217d56692bad5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-23-027405.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001104659-23-027405

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07254
- **FILM NUMBER:** 23694535

**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 Fixed Income Fund (Series ID: S000005720)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000015714 | Johnson Fixed Income Fund | JFINX           |

## 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 FIXED INCOME FUND

- **b. EDGAR series identifier (if any):** S000005720

- **c. LEI of Series:** 00000000000000000000

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $892236821.64

**Total Liabilities:** $1637013.02

**Net Assets:** $890599808.62

**Stand-by Commitments:** $1637013.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5.77 | **1-Year:** 9097.87 | **5-Year:** 143909.42 | **10-Year:** 41616.88 | **30-Year:** 86.21

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015714 | -1.38%               | 3.98%                | -0.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4155580.76             | $-9500650.56                               |
| Month 2  | $-3971372.65             | $36235032.12                               |
| Month 3  | $-765848.71              | $-7993880.39                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Berkshire Hathaway Energy Company                      | BERKSHIRE HATHAWAY ENERGY CO 3.7% due 07/15/2030                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2654773.10   | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | 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        |       384 | PA      | $391.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Power Company                                  | Georgia Power Company 2.20%, due 09/15/2024                                      | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247798.20    | 0.00%             | 2024-09-15      | Fixed         | 2.20%                 | 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        |  17141000 | PA      | $14614947.97  | 0.02%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-175 DG                         | CUSIP: 38383CN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  17425462 | PA      | $14710645.09  | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Allstate Corporation                               | ALLSTATE CORPORATION 5.10% PFD                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    264996 | NS      | $6569250.84   | 0.01%             |  |  |  | No            |                  1 | 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      | $4114255.00   | 0.00%             | 2034-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                         | HOME DEPOT 3.25% DUE 04/15/2032                                                  | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  10570000 | PA      | $9395810.41   | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                     | Huntington Bankshares 2.625%, Due 08/06/2024                                     | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2924089.14   | 0.00%             | 2024-08-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                     | HUNTINGTON BANCSHARES INC GLBL NT 2.55%, Due 02/04/2030                          | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5628000 | PA      | $4629345.17   | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                     | Huntington Bancshares 4.443%, Due 08/04/2028                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8078782.50   | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                       | INTERSTATE POWER & LIGHT CO. 3.40%, DUE 08/15/2025                               | CUSIP: 461070AM6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953268.00    | 0.00%             | 2025-08-15      | Fixed         | 3.40%                 | 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        |  10898000 | PA      | $10541155.89  | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                       | INTERSTATE POWER & LIGHT CO. SR UNSEC NOTE 4.1%, DUE 09/26/2028                  | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |  11880000 | PA      | $11308785.84  | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                       | INTERSTATE POWER AND LIGHT COMPANY 2.300%, DUE 06/01/2030                        | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4003098.96   | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | PMORGAN CHASE & CO SR GLBL NT 4.493%, Due 03/24/2031                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20555000 | PA      | $19222563.24  | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                     | JOHNSON CONTROLS INTERNATIONAL PLC 4.50%, DUE 02/15/2047                         | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5270450.31   | 0.01%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH                                 | KANSAS STATE DEV FINANCIAL AUTHORITY 3.941% DUE 04/15/2026                       | CUSIP: 485429Y99<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $7699912.00   | 0.01%             | 2026-04-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST PPTY & BLDGS COMMN                         | KENTUCKY STATE PORPERTY & BULDINGS COMMISSION REVE NUE, PROJECT #95              | CUSIP: 49151E2R3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    273000 | PA      | $274536.99    | 0.00%             | 2023-08-01      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                | KEYCORP SENIOR UNSECURED NOTES 4.1%, DUE 04/30/2028                              | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7891440.80   | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                | KeyCorp 2.55%, DUE 10/01/2029                                                    | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $5416702.73   | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                         | KROGER COMPANY (THE) 3.50% , DUE 02/01/2026                                      | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $8448325.05   | 0.01%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                         | Kroger Company 2.20%, Due 05/01/2030                                             | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $809162.00    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corporateion 3.75%, Due 04/01/2030                                    | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3630220.00   | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                  | LOWE'S COMPANIES, INC. 4.50%, DUE 4/15/30                                        | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  15817000 | PA      | $15157035.68  | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                       | Marsh & McLennan Cos, Inc. 4.375%, Due 03/15/2029                                | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  14237000 | PA      | $13761213.70  | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                 | McDonald's Corporation 3.600%, Due 07/01/2030                                    | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10092489.00  | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley 4.000%, DUE 07/23/2025                                            | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4397427.00   | 0.00%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley 3.70%, Due 10/23/2024                                             | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5154000 | PA      | $5034324.12   | 0.01%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | National Rural Utility Cooperative Finance Corp. 3.40% due 2/7/2028              | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    335000 | PA      | $310576.83    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | NATIONAL RURAL UTILS COOP FIN 2.4% DUE 03/15/30                                  | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  15950000 | PA      | $13249537.40  | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                       | PNC Financial Services Group, Inc. (The) 3.9%,Due 04/29/2024                     | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5991000 | PA      | $5920252.28   | 0.01%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                       | PNC FINL SVCS GROUP INC SR GLBL NT 3.45% due 04/23/2029                          | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7789043.00   | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST UNIV                                   | Pennsylvania State University Taxable Bonds Series 2020-D                        | CUSIP: 709235S55<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |   4635000 | PA      | $4198267.13   | 0.00%             | 2026-09-01      | Fixed         | 1.89%                 | 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        |   1085000 | PA      | $970141.90    | 0.00%             | 2026-11-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                         | PROLOGIS 3.875% due 09/15/2028                                                   | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3282307.70   | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                 | Roper Technologies, Inc. 2.95%, due 09/15/2029                                   | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  11360000 | PA      | $9852164.48   | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                  | STARBUCKS CORP 3.55%, Due 08/15/2029                                             | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13826325.00  | 0.02%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                  | STARBUCKS CORP SR GLBL NT 30 2.25%, Due 03/12/2030                               | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2177259.46   | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                           | Suntrust Bank, Inc. 4.000%, Due 05/01/2025                                       | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2936979.00   | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                           | TRUIST BANK GLOBAL SUB NT 2.25% 2.25% due 03/11/2030                             | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  14716000 | PA      | $11882198.74  | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | 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        |  19180000 | PA      | $16841305.88  | 0.02%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                          | US BANCORP FR DUE 07/22/33                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1901198.00   | 0.00%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 2.50%, DUE 02/15/2045                                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45500000 | PA      | $34366741.50  | 0.04%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. TREASURY BONDS 2.50%, DUE 05/15/2046                                        | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $17606646.50  | 0.02%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                    | The Disney Company 3.80%, Due 03/22/2030                                         | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $15821679.00  | 0.02%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 3.00%, Due 08/15/2047                                        | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $25104992.00  | 0.03%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 2.00%, Due 02/15/2050                                        | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26625000 | PA      | $17676497.25  | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | U.S. Treasury Bonds 2.375%, DUE 02/15/2042                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $25214079.00  | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 2.25%, Due 08/15/2027                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1849844.00   | 0.00%             | 2027-08-15      | Fixed         | 2.25%                 | 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        |   5000000 | PA      | $4767190.00   | 0.01%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. TREASURY NOTES 2.125%, DUE 11/30/2023                                       | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16113933.00  | 0.02%             | 2023-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 1.50%, due 02/15/2030                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $33223125.00  | 0.04%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. TREASURY NOTES 1.375%, DUE 11/15/2031                                       | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $12622812.50  | 0.01%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 2.875%, due 05/15/2032                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63000000 | PA      | $58078125.00  | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | U.S. Treasury Notes 4.125, Due 11/15/2032                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4080000.00   | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                      | Dover Corporation 3.150%, Due 11/15/2025                                         | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |   2802000 | PA      | $2667750.58   | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CINCINNATI OHIO                             | University of Cincinnati Taxable Municipal Bond                                  | CUSIP: 914119U59<br>LEI: 549300E0RD3ICJ858L23 | Long             | DBT              | MUN               | US        |   2185000 | PA      | $2049014.34   | 0.00%             | 2025-06-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY WASH                                        | UNIVERSITY OF WASHINGTION, WASHINGTION REVENUES - BUILD AMERICA BONDS            | CUSIP: 91523NFQ4<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3021060.00   | 0.00%             | 2036-06-01      | Fixed         | 5.40%                 | 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        |  18390000 | PA      | $17210336.67  | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                    | VIRGINIA ELECTRIC AND POWER COMPANY 2.95%, Due 11/15/2026                        | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2382895.95   | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                    | VIRGINIA ELECTRIC & POWER COMPANY 3.50%, DUE 03/15/2027                          | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2694877.89   | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                  | WELLS FARGO & COMPANY 4.10%, DUE 06/03/2026                                      | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9179033.00   | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                  | Wells Fargo & Company 4.30%, Due 07/22/2027                                      | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9245932.80   | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                        | XCEL ENERGY, INC. 3.30%, DUE 06/01/2025                                          | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1152496.41   | 0.00%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                        | XCEL ENERGY INC SR GLBL NT 4.00%, Due 06/15/2028                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |  15182000 | PA      | $14542427.89  | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                        | XCEL ENERGY INC SR GLBL NT 3.4%, Due 06/01/2030                                  | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3344797.50   | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                      | Dover Corporation 2.950%, DUE 11/04/2029                                         | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |   8323000 | PA      | $7234368.25   | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                            | XYLEM Inc 1.95% DUE 01/30/2028                                                   | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1318908.84   | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | 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        |   6000000 | PA      | $5543124.00   | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | DUKE ENERGY CORP NEW SR GLBL NT 2.45%, Due 06/01/2030                            | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9056036.00   | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Company 1.800%, Due 10/15/2027                                  | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $4972024.42   | 0.01%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                                | AON INDUSTRY PROPERTY & CASUALTY INSURANCE 3.500%, DUE 06/14/2024                | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1289072.40   | 0.00%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Company 1.950%, Due 10/15/2030                                  | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $809699.00    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Company 2.20%, DUE 12/21/2031                                   | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4850178.00   | 0.01%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                      | Enterprise Products Operating LLC 4.15%, due 10/16/2028                          | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  11617000 | PA      | $10999672.62  | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                     | ESSEX 3.625% DUE 05/01/27                                                        | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2154717.40   | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy 3.30%, Due 01/15/2028                                          | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $5940442.76   | 0.01%             | 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        |  11229000 | PA      | $10611528.52  | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | EVERSOURCE ENERGY SR GLBL -R NT 30 1.65% due 08/15/2030                          | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    232000 | PA      | $180456.79    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORP., POOL 2B0350, FLOATING RATE, DUE 04/01/2042     | CUSIP: 3128LLL79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173755 | PA      | $171576.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G06616                              | CUSIP: 3128M8VH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209331 | PA      | $206636.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G08068                              | CUSIP: 3128MJCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457183 | PA      | $469005.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                               | American Express Company 1.65%, Due 11/4/2026                                    | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2543526.02   | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MRTG BACKED SECURITY (FGCI 3.5 2017) POOL FG G18667                  | CUSIP: 3128MMW58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818989 | PA      | $793381.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC GOLD 15 YEAR MORTGAGE BACKED 3.50%, MATURITY 04/01/2032              | CUSIP: 3128MMWC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1641491 | PA      | $1590166.68   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #C01005                              | CUSIP: 31292HDJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       565 | PA      | $608.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #A89335, 5.00%, DUE 10/01/2039       | CUSIP: 312936LQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64024 | PA      | $64786.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | Federal Home Loan Mortgage Corporation Pool ZA-3721                              | CUSIP: 31329MD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5109923 | PA      | $4923630.20   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/20  | CUSIP: 3132D9BQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13595778 | PA      | $12512738.53  | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/20  | CUSIP: 3132J4HK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7121672 | PA      | $6915407.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/20  | CUSIP: 3132J4ND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203196 | PA      | $1171609.23   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #780439, 2.348%, DUE 04/01/2033      | CUSIP: 31342APY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18477 | PA      | $18391.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE COLLATERALIZED                                                        | CUSIP: 3136ABX57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    260364 | PA      | $248017.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                               | AMERICAN EXPRESS 2.55% due 03/04/2027                                            | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $3652645.23   | 0.00%             | 2027-03-04      | Fixed         | 2.55%                 | 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        |    272695 | PA      | $252504.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL 5.5 2008 85K MAX                      | CUSIP: 3136AH4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1120788 | PA      | $1067653.27   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2014-28-PA                         | CUSIP: 3136AJS23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    114808 | PA      | $110779.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2012-136 CLASS PD                   | CUSIP: 3136AQAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1289535 | PA      | $1213887.11   | 0.00%             |  |  |  | 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        |    238178 | PA      | $218627.56    | 0.00%             |  |  |  | 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        |    111073 | PA      | $102643.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE 2015-85                                                               | CUSIP: 3136ASQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    552194 | PA      | $503609.76    | 0.00%             |  |  |  | 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        |    934544 | PA      | $859314.85    | 0.00%             |  |  |  | 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        |   2239687 | PA      | $2074573.25   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2016-79L                            | CUSIP: 3136AUHC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    558792 | PA      | $513471.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Corporation                                        | AON CORPORATION 3.750%, DUE 05/02/2029                                           | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   7846000 | PA      | $7262563.59   | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | 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        |   2365479 | PA      | $2245897.40   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNR 2018-67 BA 4.500%, Due 3/25/2046                                             | CUSIP: 3136B2Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1811531 | PA      | $1797038.32   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae 1.00%, due 1/25/2051                                                  | CUSIP: 3136BDRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2598072 | PA      | $1980767.88   | 0.00%             |  |  |  | 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        |   9650915 | PA      | $9249629.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 3946-LN                            | CUSIP: 3137AGLW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    130737 | PA      | $126596.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION (FGLMC 4 2012 - 150K MAX)         | CUSIP: 3137AUE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    410192 | PA      | $397445.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION 2.5%, 10/15/2042                          | CUSIP: 3137B14P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    958453 | PA      | $895242.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC 2.00%, DUE 12/15/2026                                                | CUSIP: 3137B6XD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    452328 | PA      | $428959.35    | 0.00%             |  |  |  | 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        |    688678 | PA      | $646385.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC, SERIES 4567-LA 3.00%, DUE 08/15/2045                                | CUSIP: 3137BNSH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    134092 | PA      | $124554.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corporation                            | BANK OF AMERICA CORPORATION 3.248%,DUE 10/21/2027                                | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18484940.00  | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC 3.00%, DUE 11/15/2045                                                | CUSIP: 3137BPJX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1187223 | PA      | $1095210.88   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FREDDIE MAC SERIES 4689-DA                                                       | CUSIP: 3137F1BY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    339754 | PA      | $326741.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FANNIE MAE COLLATERALIZED MORTGAGE OBLIGATION FGLMC 4 2017 - 175K MAX            | CUSIP: 3137F3CY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2405286 | PA      | $2324698.81   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | Freddie Mac Collateralized Mortgage Obligation FGLMC 4 2017 - 150k max           | CUSIP: 3137FAMT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    420829 | PA      | $396017.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC COLLATERIZED MORTGAGE OBLIGATION                                     | CUSIP: 3137FHQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    449387 | PA      | $438126.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC, SERIES 4906-DE 2.50%, DUE 09/25/2049                                | CUSIP: 3137FNUE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3971820 | PA      | $3479068.29   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae 3.00% Due 05/01/2030                                                  | CUSIP: 3138EPVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3513244 | PA      | $3385228.79   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AL6847, 3.5% DUE 05/01/2045          | CUSIP: 3138ERKX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520156 | PA      | $504074.52    | 0.00%             |  |  |  | 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        |   1689977 | PA      | $1645581.33   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE AGENCY COMMERCIAL MORTGAGE BACKED SECURITY                            | CUSIP: 3138LMZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5682372.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                          | APTIV PLC / APTIV CORP SR NT 2.396% 02/18/2025                                   | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8986544.00   | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | 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        |   6438000 | PA      | $6184638.95   | 0.01%             |  |  |  | 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        |   1026338 | PA      | $972332.57    | 0.00%             |  |  |  | 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        |   2455252 | PA      | $2298091.65   | 0.00%             |  |  |  | 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        |  10669555 | PA      | $9662295.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2003-79-NJ                         | CUSIP: 31393EER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     18315 | PA      | $18248.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 2877-AL                            | CUSIP: 31395HJ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     17422 | PA      | $17348.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 2985-GE                            | CUSIP: 31395VNN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     26450 | PA      | $26430.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION 5.50%, DUE 02/15/2036             | CUSIP: 31396HD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    677159 | PA      | $691040.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                 | FEDERAL HOME LOAN MORTGAGE CORPORATION 5.00%, DUE 10/15/2039                     | CUSIP: 31398KFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    440705 | PA      | $444058.38    | 0.00%             |  |  |  | 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        |    149934 | PA      | $150423.16    | 0.00%             |  |  |  | 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        |   1000000 | PA      | $857199.00    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | 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        |     59553 | PA      | $62237.73     | 0.00%             |  |  |  | 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      | $4777545.00   | 0.01%             |  |  |  | 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        |   5000000 | PA      | $4629100.00   | 0.01%             |  |  |  | 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        |   1389552 | PA      | $1327636.68   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30 YR MORTGAGE BACKED SECURITY (FNCL 4 201 | CUSIP: 3140J9RZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1315138 | PA      | $1275861.60   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERN FDS INC                                    | First American Government Obligations Fund Class Z                               | CUSIP: 31846V567<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   3980609 | PA      | $3980608.70   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fnma Pass-Thru I                                       | FANNIE MAE 2.50% 4/1/41                                                          | CUSIP: 3140QKDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7686586 | PA      | $6737669.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                       | FNMA SUPER INT 4% due 08/01/39                                                   | CUSIP: 3140XDQX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3654607 | PA      | $3556977.64   | 0.00%             |  |  |  | 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        |    207296 | PA      | $212417.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #995112                               | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145440 | PA      | $148469.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA4392                               | CUSIP: 31416M3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363440 | PA      | $351934.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                      | BERKSHIRE HATHAWAY ENERGY COMPANY 3.25%, DUE 04/15/2028                          | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1853214.00   | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FANNIE MAE POOL FN MA0384                                                        | CUSIP: 31417YNA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328967 | PA      | $326106.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #2773                                 | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3373729 | PA      | $3107619.53   | 0.00%             |  |  |  | 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        |   5868515 | PA      | $5684965.33   | 0.01%             |  |  |  | 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        |   1644586 | PA      | $1593169.61   | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                    | FIFTH THIRD BANCORP 4.30%, DUE 01/16/2024                                        | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  13815000 | PA      | $13683149.64  | 0.02%             | 2024-01-16      | Fixed         | 4.30%                 | 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        |      6253 | PA      | $6418.29      | 0.00%             |  |  |  | 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        |       683 | PA      | $721.14       | 0.00%             |  |  |  | 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        |      7533 | PA      | $7749.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #4847                              | CUSIP: 36202FL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54213 | PA      | $53124.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #780400                            | CUSIP: 36225ANR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       515 | PA      | $521.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Marc Figgins

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

**Title:** Treasurer