AIR PRODUCTS AND CHEMICALS INC 4.85%, DUE 02/08/2034

NPORT-P false 0000892657 XXXXXXXX S000005724 C000015718 C000200604 C000244751 Johnson Mutual Funds Trust 811-07254 0000892657 549300S4H6UK0EWKWY28 3777 West Fork Road Cincinnati 45247 513-661-3100 JOHNSON INSTITUTIONAL CORE BOND FUND S000005724 5493009Z458XDCUN1811 2025-12-31 2025-03-31 N 1829788214.71 474872.39 1829313342.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0 USD N Air Products & Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 AIR PRODUCTS AND CHEMICALS INC 4.85%, DUE 02/08/2034 009158BK1 14470000.00000000 PA USD 14392385.07000000 0.786764341408 Long DBT CORP US N 2 2034-02-08 Fixed 4.85000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 Allstate Corp. (The) 020002309 354596.00000000 NS USD 9428707.64000000 0.515423324253 Long EP CORP US N 1 N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP 5.25% Due 03/30/2033 020002BK6 30000000.00000000 PA USD 30370057.83000000 1.660188942342 Long DBT CORP US N 2 2033-03-30 Fixed 5.25000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 American Express Co Sr Nt 6.489% Due 10/30/2031 025816DN6 6500000.00000000 PA USD 7012858.41000000 0.383360152017 Long DBT CORP US N 2 2031-10-30 Fixed 6.48900000 N N N N N N American Express Company R4PP93JZOLY261QX3811 American Express Company 5.532%, Due 04/25/2030 025816DU0 28985000.00000000 PA USD 29881618.65000000 1.633488258064 Long DBT CORP US N 2 2030-04-25 Fixed 5.53200000 N N N N N N Aon Corp. LTS3U8DGK38SETRUWX71 Aon Corp. 3.750%, DUE 05/02/2029 037389BC6 11646000.00000000 PA USD 11251389.42000000 0.615060807774 Long DBT CORP US N 2 2029-05-02 Fixed 3.75000000 N N N N N N Aon Corp. LTS3U8DGK38SETRUWX71 Aon Corp SR GLBL NT 2.8% Due 05/15/2030 037389BE2 1650000.00000000 PA USD 1502306.15000000 0.082124047053 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. DUE 04/25/2029 06051GLG2 32890000.00000000 PA USD 33405695.62000000 1.826133054801 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N The Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 Bank New York Mellon Corp 4.289% Due 06/13/2033 06406RBH9 11000000.00000000 PA USD 10515517.49000000 0.574834132935 Long DBT CORP US N 2 2033-06-13 Fixed 4.28900000 N N N N N N The Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corporation 6.317%, Due 10/25/2029 06406RBT3 5000000.00000000 PA USD 5289404.15000000 0.289146972671 Long DBT CORP US N 2 2029-10-25 Fixed 6.31700000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton Dickinson & Co. 2.396% 02/18/2025 075887BW8 9500000.00000000 PA USD 9332866.18000000 0.510184120133 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton Dickinson & Co. 2.823% due 5/20/2030 075887CJ6 11250000.00000000 PA USD 10263032.88000000 0.561031980829 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY COMPANY 3.25%, DUE 04/15/2028 084659AM3 2000000.00000000 PA USD 1936754.26000000 0.105873292190 Long DBT CORP US N 2 2028-04-15 Fixed 3.25000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY CO 3.7% due 07/15/2030 084659AV3 9767000.00000000 PA USD 9372350.75000000 0.512342556804 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corporation 4.30%, Due 03/25/2028 126650CX6 19133000.00000000 PA USD 18895336.48000000 1.032919623055 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corporateion 3.75%, Due 04/01/2030 126650DJ6 5000000.00000000 PA USD 4715874.63000000 0.257794797692 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Cincinnati Children's Hospital Medical Center 549300EKVCKSAOOWU002 CHILDRENS HOSPITAL MC 2.853% DUE 11/15/26 16876AAB0 1835000.00000000 PA USD 1794766.56000000 0.098111489075 Long DBT CORP US N 2 2026-11-15 Fixed 2.85300000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 Cisco Sys Inc Sr Glbl Nt 4.85% Due 02/26/2029 17275RBR2 3000000.00000000 PA USD 3052151.10000000 0.166846817840 Long DBT CORP US N 2 2029-02-26 Fixed 4.85000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 Cisco Sys Inc Sr Glbl Nt 5.05% Due 02/26/2034 17275RBT8 19625000.00000000 PA USD 19874967.01000000 1.086471439867 Long DBT CORP US N 2 2034-02-26 Fixed 5.05000000 N N N N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 Costco Wholesale Corporation Glbl 1.6% Due 04/20/2030 22160KAP0 2000000.00000000 PA USD 1753093.72000000 0.095833429923 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N Dover Corporation 549300FMC2ALGA7N9E80 Dover Corporation 3.150%, Due 11/15/2025 260003AM0 4302000.00000000 PA USD 4258123.25000000 0.232771671833 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Dover Corporation 549300FMC2ALGA7N9E80 Dover Corporation 2.950%, DUE 11/04/2029 260003AP3 24695000.00000000 PA USD 22975153.62000000 1.255944134254 Long DBT CORP US N 2 2029-11-04 Fixed 2.95000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 DUKE ENERGY CORPORATION 2.65%, DUE 09/01/2026 26441CAS4 8575000.00000000 PA USD 8351753.81000000 0.456551298062 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 DUKE ENERGY CORP NEW SR GLBL NT 2.45%, Due 06/01/2030 26441CBH7 20000000.00000000 PA USD 17823010.61000000 0.974300585781 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 EMERSON ELEC CO 2%, DUE 12/21/2028 291011BQ6 3068000.00000000 PA USD 2820836.13000000 0.154201910888 Long DBT CORP US N 2 2028-12-21 Fixed 2.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 4.15%, due 10/16/2028 29379VBT9 1497000.00000000 PA USD 1481644.34000000 0.080994562589 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N Essex Portfolio Lp 5493003GN3O58H286O74 Essex Property Trust, Inc. 3.625% DUE 05/01/27 29717PAR8 2298000.00000000 PA USD 2252743.86000000 0.123146964923 Long DBT CORP US N 2 2027-05-01 Fixed 3.62500000 N N N N N N Essex Portfolio Lp 5493003GN3O58H286O74 ESSEX PORTFOLIO 3% 01/15/2030 3% due 01/15/2030 29717PAU1 9666000.00000000 PA USD 8898944.69000000 0.486463662847 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 Eversource Energy 3.30%, Due 01/15/2028 30040WAE8 9140000.00000000 PA USD 8827929.72000000 0.482581606757 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 Eversource Energy 4.250%, Due 04/01/2029 30040WAF5 19308000.00000000 PA USD 18935252.13000000 1.035101624852 Long DBT CORP US N 2 2029-04-01 Fixed 4.25000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR GLBL -R NT 30 1.65% due 08/15/2030 30040WAK4 232000.00000000 PA USD 196814.32000000 0.010758917865 Long DBT CORP US N 2 2030-08-15 Fixed 1.65000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORP., POOL 2B0350, FLOATING RATE, DUE 04/01/2042 3128LLL79 55647.68000000 PA USD 56673.68000000 0.003098084876 Long ABS-MBS USGSE US N 2 2042-04-01 Variable 6.60999960 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FG G01880 MTGE #G01880, 5.00%, DUE 08/01/2035 3128LXCR9 21684.35000000 PA USD 21905.10000000 0.001197449310 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Giant Mbs Gold Comb 30 4.5% Due 10/01/2039 3128M7TQ9 50801.42000000 PA USD 50367.12000000 0.002753334753 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G06616 3128M8VH4 197033.32000000 PA USD 197095.81000000 0.010774305606 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G08068 3128MJCE8 449191.09000000 PA USD 462989.20000000 0.025309452967 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MRTG BACKED SECURITY (FGCI 3.5 2017) POOL FG G18667 3128MMW58 981473.41000000 PA USD 958221.80000000 0.052381501727 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD 15 YEAR MORTGAGE BACKED 3.50%, MATURITY 04/01/2032 3128MMWC3 1534975.42000000 PA USD 1500456.75000000 0.082022949009 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #C01005 31292HDJ0 395.73000000 PA USD 422.75000000 0.000023109764 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #A89335, 5.00%, DUE 10/01/2039 312936LQ8 111547.83000000 PA USD 112549.88000000 0.006152575253 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corporation Conventional 15 year level pay 3131XAN64 1507393.92000000 PA USD 1473052.16000000 0.080524868316 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A Federal Home Loan Mortgage Corporation Pool ZA-3721 31329MD23 2481440.50000000 PA USD 2424554.86000000 0.132539068289 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal Home Loan Mortgage Corporation Pool ZT-1964 3132AEFD3 2254896.18000000 PA USD 2202605.09000000 0.120406112995 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/2038 3132D9BQ6 18890003.92000000 PA USD 17511973.14000000 0.957297622822 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Super 20 YR Fixed 4.5% Due 01/01/2039 3132D9CB8 4865364.94000000 PA USD 4830433.67000000 0.264057204320 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Super 20yr Fixed 2.0% Due 04/01/2042 3132D9M92 17393396.18000000 PA USD 14873533.68000000 0.813066484341 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Super 20y Fixed 2.0% Due 05/01/2042 3132D9TV6 28311272.91000000 PA USD 24146516.38000000 1.319977054853 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Super 30 YR Fixed 4% Due 12/01/2049 3132DMXY6 430948.26000000 PA USD 409091.62000000 0.022363124486 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Super 30 YR Fixed 3.5% Due 06/01/2049 3132DNFJ7 5006115.84000000 PA USD 4590457.33000000 0.250938820802 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC SUPER 30Y 3% due 07/01/2051 3132DPMT2 20849824.30000000 PA USD 18330788.08000000 1.002058403879 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A FHLMC SUPER 30Y FIXED 3% DUE 08/01/2052 3132DVMD4 40072066.49000000 PA USD 35231197.41000000 1.925924695072 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/2038 3132J4HK8 8175968.00000000 PA USD 7992283.18000000 0.436900720893 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/2038 3132J4ND7 1435887.83000000 PA USD 1399437.03000000 0.076500673647 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC MBS Gold V6-1479 3132KFUC4 1827886.06000000 PA USD 1745867.94000000 0.095438430344 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Umbs 20yr Fixed 2.0% Due 09/01/2041 3133KYVS5 11201742.74000000 PA USD 9562231.19000000 0.522722431897 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #780439, 2.348%, DUE 04/01/2033 31342APY9 7360.68000000 PA USD 7462.43000000 0.000407936127 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 7.09800120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Series 12-120 Class KD 3136A9S82 385791.05000000 PA USD 360093.14000000 0.019684606877 Long ABS-O USGSE US N 2 2042-11-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE COLLATERALIZED 3136ABX57 54977.97000000 PA USD 53847.14000000 0.002943571161 Long ABS-O USGSE US N 2 2042-12-25 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association FNCL 4 2010 150K Max 3136AFQD9 193642.64000000 PA USD 182223.68000000 0.009961315854 Long ABS-O USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2013-83-MH 3136AFW67 109758.59000000 PA USD 105846.28000000 0.005786120811 Long ABS-O USGSE US N 2 2043-08-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL 5.5 2008 85K MAX 3136AH4L1 618068.50000000 PA USD 592218.11000000 0.032373792739 Long ABS-O USGSE US N 2 2044-02-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2014-28-PA 3136AJS23 134973.16000000 PA USD 132737.33000000 0.007256128675 Long ABS-O USGSE US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE SERIES #2014-20-AC 3136AJUQ7 24532.14000000 PA USD 24338.04000000 0.001330446754 Long ABS-O USGSE US N 2 2036-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2012-136 CLASS PD 3136AQAV2 956205.76000000 PA USD 924734.62000000 0.050550914302 Long ABS-O USGSE US N 2 2042-12-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association REMIC TRUST 2016-02 3136AREU8 154473.57000000 PA USD 142538.96000000 0.007791937920 Long ABS-O USGSE US N 2 2046-02-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2013-35 CLASS CV 3136ASF84 90122.41000000 PA USD 83667.23000000 0.004573695936 Long ABS-O USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 2015-85 3136ASQ66 1307734.73000000 PA USD 1220422.11000000 0.066714765686 Long ABS-O USGSE US N 2 2045-03-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.00%, DUE 09/25/2045 3136ATJR6 650082.74000000 PA USD 607799.80000000 0.033225570816 Long ABS-O USGSE US N 2 2045-09-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae Collateralized Mortgage Obligation FNCL 4 2016 - 85K Max 3136ATUZ5 1558107.00000000 PA USD 1458419.69000000 0.079724979655 Long ABS-O USGSE US N 2 2045-05-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA REMIC TRUST 2016-99 20460125 3%, DUE 01/25/2046 3136AUD65 1170562.33000000 PA USD 1099780.92000000 0.060119876379 Long ABS-O USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE, MTG COLLTRL 3136AUE56 136536.61000000 PA USD 134110.73000000 0.007331206026 Long ABS-O USGSE US N 2 2036-03-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2016-79L 3136AUHC8 796050.36000000 PA USD 752986.95000000 0.041162272891 Long ABS-O USGSE US N 2 2044-10-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2018-25 CLASS P 3136B1VE1 1893599.51000000 PA USD 1826051.48000000 0.099821689251 Long ABS-O USGSE US N 2 2046-03-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-67 BA 4.500%, Due 3/25/2046 3136B2Q70 939360.55000000 PA USD 937963.23000000 0.051274060506 Long ABS-O USGSE US N 2 2046-03-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae Remic Trust 2019-57 2.5% Due 08/25/2049 3136B6QR7 104624.05000000 PA USD 91573.59000000 0.005005899639 Long ABS-O USGSE US N 2 2049-08-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2019-60 3136B6VJ9 1451373.20000000 PA USD 1279640.93000000 0.069951981456 Long ABS-O USGSE US N 2 2049-03-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae 1.00%, due 1/25/2051 3136BDRQ3 6218218.43000000 PA USD 4676365.61000000 0.255635024455 Long ABS-O USGSE US N 2 2051-01-25 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA REMIC TRUST 4% due 09/25/2048 3136BMUJ5 7272335.20000000 PA USD 7093931.68000000 0.387792048299 Long ABS-O USGSE US N 2 2048-09-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal Natl Mtg Assn Call 1.52% DUE 08/21/2035 3136G4Q55 58440000.00000000 PA USD 42704154.70000000 2.334436299788 Long DBT USGSE US N 2 2035-08-21 Fixed 1.52000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 3946-LN 3137AGLW8 229348.16000000 PA USD 225583.18000000 0.012331576815 Long ABS-O USGSE US N 2 2041-04-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 4087 PT MTGE 3137AS5E0 298715.47000000 PA USD 281484.69000000 0.015387450771 Long ABS-O USGSE US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION (FGLMC 4 2012 - 150K MAX) 3137AUE39 229557.42000000 PA USD 225895.58000000 0.012348654261 Long ABS-O USGSE US N 2 2041-06-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMIC SERIES 4151 3137AXK44 1031298.21000000 PA USD 969182.82000000 0.052980689397 Long ABS-O USGSE US N 2 2033-01-15 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC SERIES 4161-QA MTGE 3137AYNK3 72305.71000000 PA USD 68155.36000000 0.003725734592 Long ABS-O USGSE US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION 2.5%, 10/15/2042 3137B14P4 645485.04000000 PA USD 610854.35000000 0.033392548770 Long ABS-O USGSE US N 2 2042-10-15 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 2.00%, DUE 12/15/2026 3137B6XD8 187794.90000000 PA USD 182562.96000000 0.009979862704 Long ABS-O USGSE US N 2 2026-12-15 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Remic Series 4346 3.5% Due 07/15/2039 3137BAL26 68931.74000000 PA USD 66724.44000000 0.003647512892 Long ABS-O USGSE US N 2 2039-07-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Remic Series 3.0% Due 02/15/2044 3137BJGU1 8326479.14000000 PA USD 7847865.12000000 0.429006061369 Long ABS-O USGSE US N 2 2044-02-15 Fixed 3.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 FREDDIE MAC SERIES 4517 CLASS PC 3137BLSW9 449657.57000000 PA USD 429249.75000000 0.023465075122 Long ABS-O USGSE US N 2 2044-05-15 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC, SERIES 4567-LA 3.00%, DUE 08/15/2045 3137BNSH8 91878.77000000 PA USD 86106.73000000 0.004707051985 Long ABS-O USGSE US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 3.00%, DUE 11/15/2045 3137BPJX8 1350078.23000000 PA USD 1253594.80000000 0.068528161414 Long ABS-O USGSE US N 2 2045-11-15 Fixed 3.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 FREDDIE MAC SERIES 4689-DA 3137F1BY3 359874.56000000 PA USD 352529.59000000 0.019271142993 Long ABS-O USGSE US N 2 2044-07-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FANNIE MAE COLLATERALIZED MORTGAGE OBLIGATION FGLMC 4 2017 - 175K MAX 3137F3CY8 1507442.70000000 PA USD 1478994.63000000 0.080849715343 Long ABS-O USGSE US N 2 2045-09-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac Collateralized Mortgage Obligation FGLMC 4 2017 - 150k max 3137FAMT2 652482.17000000 PA USD 625105.35000000 0.034171584251 Long ABS-O USGSE US N 2 2046-01-15 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC COLLATERIZED MORTGAGE OBLIGATION 3137FHQF3 123978.76000000 PA USD 123230.38000000 0.006736428207 Long ABS-O USGSE US N 2 2044-10-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC SERIES 4689-DA 3137FLZ23 422469.10000000 PA USD 404598.01000000 0.022117479856 Long ABS-O USGSE US N 2 2038-09-15 Fixed 3.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC, SERIES 4906-DE 2.50%, DUE 09/25/2049 3137FNUE8 3133840.79000000 PA USD 2752887.49000000 0.150487476711 Long ABS-O USGSE US N 2 2049-09-25 Fixed 2.50000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 FHLMC Remic Series Fixed 5% Due 04/25/2053 3137H9ZA0 9930271.84000000 PA USD 9877436.18000000 0.539953213672 Long ABS-O USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AJ7509 3138E0KX6 13321.10000000 PA USD 13502.89000000 0.000738139808 Long ABS-MBS USGSE US N 2 2041-12-01 Variable 6.40500120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA SUPER INT 20 YEAR 4.00%, Due 07/15/2035 3138EP2K9 1492553.33000000 PA USD 1459866.45000000 0.079804067254 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00% Due 05/01/2030 3138EPVR2 2690767.60000000 PA USD 2623651.20000000 0.143422733508 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AL6847, 3.5% DUE 05/01/2045 3138ERKX7 493162.73000000 PA USD 482569.54000000 0.026379818527 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae 20 year Mortgage Backed Security 4%, Due 12/01/2036 3138ERVR8 1248622.52000000 PA USD 1219503.65000000 0.066664557776 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE AGENCY COMMERCIAL MORTGAGE BACKED SECURITY 3138LMZG1 9260000.00000000 PA USD 8980387.20000000 0.490915743751 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.32000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE AGENCY COMMERCIAL MORTGAGE BACKED SECURITY 3138LN5J6 8938000.00000000 PA USD 8754434.06000000 0.478563942954 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.74000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA Umbs Int 15 Year 3.0% Due 01/01/2030 3138WDYS4 43614.59000000 PA USD 42490.76000000 0.002322771010 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae AS5794 3.00%, Due 09/01/2030 3138WFNL6 618057.77000000 PA USD 600264.39000000 0.032813645213 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.5%, due 1/1/2031 3138WGH23 1340260.96000000 PA USD 1286917.06000000 0.070349733434 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA UMBS LNG 30 YEAR 3% 11/01/2043 3138X6YX7 8678681.78000000 PA USD 7863368.34000000 0.429853549858 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2005-64 CLASS PL 31394EFT0 15030.34000000 PA USD 15380.89000000 0.000840801280 Long ABS-O USGSE US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 2985-GE 31395VNN5 965.79000000 PA USD 963.68000000 0.000052679875 Long ABS-O USGSE US N 2 2025-06-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION 5.50%, DUE 02/15/2036 31396HD48 460822.40000000 PA USD 468882.24000000 0.025631597887 Long ABS-O USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE, SERIES 1011-53-DT 4.50%, DUE 06/25/2041 31397UMX4 76835.37000000 PA USD 76140.18000000 0.004162227336 Long ABS-O USGSE US N 2 2041-06-25 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LOAN MORTGAGE CORPORATION 5.00%, DUE 10/15/2039 31398KFF2 304496.49000000 PA USD 307849.97000000 0.016828717250 Long ABS-O USGSE US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #725027 31402CPL0 99878.03000000 PA USD 100297.87000000 0.005482815200 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #725704 31402DGM6 40046.01000000 PA USD 41504.33000000 0.002268847498 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Pool #BE5067 3140FQTZ0 11489430.07000000 PA USD 10600058.23000000 0.579455579575 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae Mortgage Backed Security (2019 HY 10/9.5) 3140HRZS5 5000000.00000000 PA USD 4885954.56000000 0.267092271562 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae Mortgage Backed Security (2019 HY 10/9.5) 3140HUHM1 8000000.00000000 PA USD 7632354.66000000 0.417225113020 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae Mortgage Backed Security 3.5%, Due 12/01/2025 3140J6FM4 935314.75000000 PA USD 904318.29000000 0.049434849081 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION 30 YR MORTGAGE BACKED SECURITY (FNCL 4 2016) 3140J9RZ6 1016363.45000000 PA USD 967238.59000000 0.052874407441 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA Umbs Lng 30 Year 3.5% Due 08/01/2049 3140QBMR6 342607.20000000 PA USD 314668.45000000 0.017201451644 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA UMBS Lng 30 YR 3.00% 12/01/2049 3140QCMJ2 24691901.49000000 PA USD 21747065.33000000 1.188810294381 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FANNIE MAE 2.50% 4/1/41 3140QKDU9 14405057.02000000 PA USD 12763829.51000000 0.697738829905 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA LONG 3% DUE 03/01/2052 3140QNL91 6558971.86000000 PA USD 5787599.12000000 0.316380960336 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA SUPER INT 20 YEAR 4.00%, Due 09/01/2036 3140X5FP3 197702.64000000 PA USD 192901.80000000 0.010545038705 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 4.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA3388 3140X6XS5 183104.68000000 PA USD 181843.34000000 0.009940524446 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL FN FM5394 3140X87G6 3424560.28000000 PA USD 3285233.33000000 0.179588332627 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA Super Lng 30 Year 3.5% Due 03/01/2048 3140X8PP6 4100986.35000000 PA USD 3760480.87000000 0.205567891678 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION SUPER INT 15 YEAR, POOL FM5050 3140X8TG2 703152.15000000 PA USD 679290.45000000 0.037133630105 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA SUPER INT 4% due 08/01/39 3140XDQX7 5151304.12000000 PA USD 4987216.82000000 0.272627805451 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA SUPER LONG 3% due 11/01/2051 3140XDVZ6 7116303.81000000 PA USD 6258325.89000000 0.342113390047 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA SUPER LNG 30 YEAR 3%, DUE 07/01/2052 3140XJA29 13667832.88000000 PA USD 11982179.27000000 0.655009669081 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA SUPER LONG 3% due 12/01/2051 3140XKCQ1 11718568.38000000 PA USD 10342660.62000000 0.565384856750 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA Super LNG 30 Year 4.0% Due 10/01/2049 3140XKVL1 8454751.75000000 PA USD 8055071.29000000 0.440333053045 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FANNIE MAE SUPER LNG 30 YEAR 3%, DUE 04/01/2052 3140XLAW8 31405197.16000000 PA USD 27670917.20000000 1.512639554954 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA SUPER LNG 30 YEAR 3%, DUE 05/01/2052 3140XLDN5 8929525.10000000 PA USD 7880142.72000000 0.430770526716 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA Super Lng 30 YR 3.00% 05/01/2052 3140XP2E8 11297694.76000000 PA USD 9950828.00000000 0.543965201028 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA Super Lng 30 YR 3.00% 07/01/2052 3140XP6G9 10606255.99000000 PA USD 9309355.72000000 0.508898913304 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA SUPER INT 20 YEAR 2.00%, DUE 08/01/2042 3140XRYN9 39978532.61000000 PA USD 34142054.40000000 1.866386343451 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 FNMA Super Int 20 Year 2.0% Due 08/01/2042 3140XRYQ2 14256495.13000000 PA USD 12169883.35000000 0.665270572758 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #888223 31410FYU3 139043.30000000 PA USD 143132.50000000 0.007824383974 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL 889050, 6.00%, DUE 05/01/2037 31410GWK5 80091.06000000 PA USD 83637.50000000 0.004572070736 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #995112 31416BN53 152126.28000000 PA USD 156513.20000000 0.008555844227 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA4392 31416M3A0 333471.28000000 PA USD 320994.63000000 0.017547274300 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN MA0384 31417YNA1 193485.85000000 PA USD 195173.46000000 0.010669219727 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #MA1107 31418AGR3 209374.57000000 PA USD 204136.40000000 0.011159181714 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3.00%, Due 11/01/2032 31418ALT3 137407.61000000 PA USD 132022.91000000 0.007217074677 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #2773 31418CCK8 3500175.78000000 PA USD 3286375.02000000 0.179650743476 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #3186 31418CRG1 4375034.14000000 PA USD 4265307.33000000 0.233164391869 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 4.00%, Due 04/01/2038 31418CV76 1615877.73000000 PA USD 1571742.65000000 0.085919815574 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 4.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 6.339%, Due 07/27/2029 316773DK3 24200000.00000000 PA USD 25264606.02000000 1.381097783278 Long DBT CORP US N 2 2029-07-27 Fixed 6.33900000 N N N N N N First American Funds Inc. 549300J5J5SJCZ9IA369 First American Government Obligations Fund Class Z 31846V567 4477014.00000000 PA USD 4477014.00000000 0.244737404818 Long STIV RF US N 1 N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 Florida Power & Light Company 5.10%, Due 04/01/2033 341081GL5 34677000.00000000 PA USD 35097144.72000000 1.918596661821 Long DBT CORP US N 2 2033-04-01 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #2658 36202C5T6 2999.52000000 PA USD 3069.33000000 0.000167785907 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #2945 36202DHW4 312.99000000 PA USD 323.83000000 0.000017702270 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #4187 36202EUL1 6685.30000000 PA USD 6903.89000000 0.000377403358 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #4847 36202FL46 5769.78000000 PA USD 5742.44000000 0.000313912322 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #780400 36225ANR7 60.05000000 PA USD 60.14000000 0.000003287572 Long ABS-MBS USGA US N 2 2025-12-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION POOL #780420 36225APD6 73.94000000 PA USD 74.23000000 0.000004057806 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 Georgia Power Company 2.65%, Due 09/15/2029 373334KL4 28141000.00000000 PA USD 25973205.02000000 1.419833574660 Long DBT CORP US N 2 2029-09-15 Fixed 2.65000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 Georgia Pwr Co Sr 4.85% Due 03/15/2031 373334LA7 14000000.00000000 PA USD 14079947.07000000 0.769684818028 Long DBT CORP US N 2 2031-03-15 Fixed 4.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-175 DG 38383CN30 20651473.49000000 PA USD 17334052.03000000 0.947571508335 Long ABS-O USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N HAMILTON CNTY OHIO 549300TO1E3N4E4YIO28 Hamilton County Ohio Health Care FACS Revenue 3.374%, Due 06/01/34 40727TDJ0 5000000.00000000 PA USD 4456264.11000000 0.243603105433 Long DBT MUN US N 2 2034-06-01 Fixed 3.37400000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 Honeywell INTL INC SR NT 5% Due 03/01/2035 438516CS3 26580000.00000000 PA USD 26475932.53000000 1.447315335076 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 2.55%, Due 02/04/2030 446150AS3 10628000.00000000 PA USD 9540757.28000000 0.521548553726 Long DBT CORP US N 2 2030-02-04 Fixed 2.55000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 4.443%, Due 08/04/2028 446150BB9 7655000.00000000 PA USD 7604088.97000000 0.415679960020 Long DBT CORP US N 2 2028-08-04 Fixed 4.44300000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 6.208%, Due 08/21/2029 446150BC7 2830000.00000000 PA USD 2945655.24000000 0.161025187530 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N Interstate Power & Light Company EF9UQIIO4KY2BWOK3P26 Interstate Power and Light Co. 4.1%, DUE 09/26/2028 461070AP9 20965000.00000000 PA USD 20651269.29000000 1.128908252744 Long DBT CORP US N 2 2028-09-26 Fixed 4.10000000 N N N N N N Interstate Power & Light Company EF9UQIIO4KY2BWOK3P26 Interstate Power and Light Co. 2.300%, DUE 06/01/2030 461070AS3 9379000.00000000 PA USD 8289272.31000000 0.453135726845 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 PMORGAN CHASE & CO SR GLBL NT 4.493%, Due 03/24/2031 46647PBJ4 6660000.00000000 PA USD 6574146.06000000 0.359377800834 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N Johnson Controls International PLC 549300XQ6S1GYKGBL205 Johnson Controls International plc 4.50%, DUE 02/15/2047 478375AR9 6430000.00000000 PA USD 6390176.84000000 0.349321064476 Long DBT CORP US N 2 2026-02-14 Fixed 3.90000000 N N N N N N Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. 549300XQ6S1GYKGBL205 Johnson Controls International 4.90%, Due 12/01/2032 47837RAE0 9870000.00000000 PA USD 9766540.01000000 0.533891039006 Long DBT CORP US N 2 2032-12-01 Fixed 4.90000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 4.1%, DUE 04/30/2028 49326EEG4 3810000.00000000 PA USD 3733411.94000000 0.204088159946 Long DBT CORP US N 2 2028-04-30 Fixed 4.10000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 2.55%, DUE 10/01/2029 49326EEJ8 9755000.00000000 PA USD 8815688.91000000 0.481912458956 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 Kroger Company 2.20%, Due 05/01/2030 501044DP3 1000000.00000000 PA USD 886698.45000000 0.048471654882 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 LOWES COS INC 4.50%, DUE 04/15/2030 548661DU8 5072000.00000000 PA USD 5032387.00000000 0.275097047814 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 NATIONAL RURAL UTILS COOP FIN SR GLBL 3.7%, Due 03/15/2029 637432NS0 6558000.00000000 PA USD 6375303.85000000 0.348508027712 Long DBT CORP US N 2 2029-03-15 Fixed 3.70000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 National Rural Utility Cooperative Finance Corp. 2.4% DUE 03/15/30 637432NV3 12595000.00000000 PA USD 11375263.98000000 0.621832450288 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC Finl Svcs Group Inc Sr Glbl Nt 2.307% Due 04/23/2032 693475BA2 4000000.00000000 PA USD 3444436.84000000 0.188291243512 Long DBT CORP US N 2 2032-04-23 Fixed 2.30700000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC Financial Services 5.939%, Due 08/18/2034 693475BS3 15605000.00000000 PA USD 16235438.32000000 0.887515437864 Long DBT CORP US N 2 2034-08-18 Fixed 5.93900000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 Parker-Hannifin Corp Sr Glbl NT 27 3.25% Due 03/01/2027 701094AJ3 8710000.00000000 PA USD 8552072.35000000 0.467501775237 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 PARKER- HANNIFIN CORP. 4.25% 09/15/2027 701094AR5 17331000.00000000 PA USD 17291669.36000000 0.945254646099 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N Pepsico Inc FJSUNZKFNQ5YPJ5OT455 Pepsico Inc Sr Glbl Nt 5% Due 11/07/2034 713448GC6 4250000.00000000 PA USD 4288399.22000000 0.234426717434 Long DBT CORP US N 2 2035-02-07 Fixed 5.00000000 N N N N N N The Progressive Corporation 529900TACNVLY9DCR586 Progressive Corp. 3.2%, Due 03/26/2030 743315AW3 2000000.00000000 PA USD 1878481.23000000 0.102687778334 Long DBT CORP US N 2 2030-03-26 Fixed 3.20000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 PROLOGIS 5.125% DUE 01/15/2034 74340XCH2 10060000.00000000 PA USD 10084120.87000000 0.551251698476 Long DBT CORP US N 2 2034-01-15 Fixed 5.12500000 N N N N N N SYCAMORE OHIO CMNTY CITY SCH DIST N/A Sycamore Ohio Cmnty Sch Dist Taxable Sch Impt Bds 87122NEP0 510000.00000000 PA USD 534158.81000000 0.029199962501 Long DBT MUN US N 2 2028-12-01 Fixed 5.85000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corporation 3.375%, due 04/15/2029 87612EBH8 2000000.00000000 PA USD 1928413.57000000 0.105417345699 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N TEXAS NAT GAS SECURITIZATION FIN CORP N/A TEXAS NATURAL GAS 5.102% due 04/01/2035 88258MAA3 9269056.35000000 PA USD 9437420.05000000 0.515899590937 Long DBT MUN US N 2 2035-04-01 Fixed 5.10200000 N N N N N N Truist Bank (North Carolina) JJKC32MCHWDI71265Z06 Truist Financial Corp. 2.25% due 03/11/2030 89788KAA4 22716000.00000000 PA USD 19935212.07000000 1.089764755376 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP 6.123%, Due 10/28/2033 89788MAK8 6265000.00000000 PA USD 6578177.15000000 0.359598161660 Long DBT CORP US N 2 2033-10-28 Fixed 6.12300000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Finl Corp Fr 5.122% Due 01/26/2034 89788MAM4 12305000.00000000 PA USD 12058254.26000000 0.659168332785 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 U.S. Bancorp 3.00%, due 07/30/2029 91159HHW3 16755000.00000000 PA USD 15608356.86000000 0.853235828926 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 U.S. Bancorp DUE 07/22/33 91159HJG6 11985000.00000000 PA USD 11515023.38000000 0.629472442670 Long DBT CORP US N 2 2033-07-22 Fixed 4.96699920 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 Us Bancorp Fr 5.85% Due 10/21/2033 91159HJJ0 11975000.00000000 PA USD 12399088.26000000 0.677800132604 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 4.25%, Due 05/15/2039 912810QB7 100000000.00000000 PA USD 98468750.00000000 5.382825769756 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 3.125%, DUE 08/15/2044 912810RH3 100000000.00000000 PA USD 80640625.00000000 4.408245604207 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. TREASURY BONDS 3.000%, DUE 11/15/2044 912810RJ9 85000000.00000000 PA USD 66950781.25000000 3.659885909162 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 US T BONDS 2.25% 05/15/2041 912810SY5 110000000.00000000 PA USD 81520312.50000000 4.456334003261 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 U.S. TREASURY NOTES 1.375%, DUE 11/15/2031 91282CDJ7 50000000.00000000 PA USD 42218750.00000000 2.307901496331 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 4.125, Due 11/15/2032 91282CFV8 5000000.00000000 PA USD 5007812.50000000 0.273753674897 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 4%, DUE 02/15/2034 91282CJZ5 81000000.00000000 PA USD 79911562.50000000 4.368391169041 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 4.016%, Due 12/03/2029 92343VEU4 28496000.00000000 PA USD 27725348.18000000 1.515615041917 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 VIRGINIA ELECTRIC & POWER COMPANY 3.50%, DUE 03/15/2027 927804FX7 2807000.00000000 PA USD 2762769.72000000 0.151027691980 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 WELLS FARGO & COMPANY 4.10%, DUE 06/03/2026 94974BFY1 16315000.00000000 PA USD 16209675.56000000 0.886107108334 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 4.30%, Due 07/22/2027 94974BGL8 14199000.00000000 PA USD 14127902.16000000 0.772306298388 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 WELLS FARGO & COMPANY 3.584% DUE 05/22/2028 95000U2A0 1000000.00000000 PA USD 978826.73000000 0.053507876827 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 4.00%, Due 06/15/2028 98389BAV2 19857000.00000000 PA USD 19460652.06000000 1.063822780372 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 3.4%, Due 06/01/2030 98389BAY6 17340000.00000000 PA USD 16179472.45000000 0.884456045648 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 Xylem Inc Sr Glbl Nt 2.25% Due 01/30/2031 98419MAL4 9731000.00000000 PA USD 8504426.06000000 0.464897175527 Long DBT CORP US N 2 2031-01-30 Fixed 2.25000000 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 Xylem, Inc. 1.95% DUE 01/30/2028 98419MAM2 5250000.00000000 PA USD 4899814.56000000 0.267849932903 Long DBT CORP US N 2 2028-01-30 Fixed 1.95000000 N N N N N N 2025-05-30 Johnson Institutional Core Bond Fund Sarah Criger Sarah Criger VP, Fund Accounting XXXX