FHLMC Super 20y Fixed 2.0% Due 05/01/2042

NPORT-P false 0000892657 XXXXXXXX S000073062 C000229855 Johnson Mutual Funds Trust 811-07254 0000892657 549300S4H6UK0EWKWY28 3777 West Fork Road Cincinnati 45247 513-661-3100 JOHNSON CORE PLUS BOND FUND S000073062 N/A 2025-12-31 2025-06-30 N 49416300.74 23827.14 49392473.60 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 Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Super 20y Fixed 2.0% Due 05/01/2042 3132D9TV6 1330593.56000000 PA USD 1139851.68000000 2.307743664006 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 Georgia Power Company 2.65%, Due 09/15/2029 373334KL4 230000.00000000 PA USD 215727.21000000 0.436761300409 Long DBT CORP US N 2 2029-09-15 Fixed 2.65000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 Kroger Company 1.70%, Due 01/15/2031 501044DQ1 855000.00000000 PA USD 737621.76000000 1.493388984673 Long DBT CORP US N 2 2031-01-15 Fixed 1.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA Super Lng 30 Year 3.5% Due 08/01/2050 3140XQVJ3 1311101.41000000 PA USD 1206833.39000000 2.443354831291 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 American Express Company 5.532%, Due 04/25/2030 025816DU0 675000.00000000 PA USD 701695.32000000 1.420652315740 Long DBT CORP US N 2 2030-04-25 Fixed 5.53200000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T Mobile Usa Inc Sr Glbl 2.625% Due 02/15/2029 87264ABS3 755000.00000000 PA USD 708976.12000000 1.435393023118 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 Mattel, Inc. 3.75%, Due 4/1/2029 577081BF8 255000.00000000 PA USD 244369.60000000 0.494750682014 Long DBT CORP US Y 2 2029-04-01 Fixed 3.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT Sep25 9/19/2025 N/A 7.00000000 NS USD 25836.25000000 0.052308070677 Long DE CORP US N 1 WELLS FARGO SECURITIES, LLC N/A Long Chicago Board of Trade WNU5 US ULTRA BOND CBT 2025-09-22 833875.00000000 USD 25836.25000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 1.625%, Due 05/15/2026 912828R36 250000.00000000 PA USD 244804.69000000 0.495631565210 Long DBT UST US N 2 2026-05-15 Fixed 1.62500000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 Allstate Corp. (The) 020002309 6500.00000000 NS USD 167765.00000000 0.339657012035 Long EP CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC Super 30 YR Fixed 4% Due 12/01/2049 3132DMXY6 973832.88000000 PA USD 924712.85000000 1.872173597719 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 4.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 2.375%, DUE 02/15/2042 912810TF5 1310000.00000000 PA USD 952615.63000000 1.928665564949 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 PMORGAN CHASE & CO SR GLBL NT 4.493%, Due 03/24/2031 46647PBJ4 775000.00000000 PA USD 773540.04000000 1.566109132869 Long DBT CORP US N 2 2031-03-24 Fixed 4.49300000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 4.25%, Due 05/15/2039 912810QB7 190000.00000000 PA USD 184893.75000000 0.374335878574 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N Pepsico Inc FJSUNZKFNQ5YPJ5OT455 Pepsico Inc Sr Glbl Nt 5% Due 11/07/2034 713448GC6 960000.00000000 PA USD 974031.19000000 1.972023506836 Long DBT CORP US N 2 2035-02-07 Fixed 5.00000000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 U.S. Bancorp DUE 07/22/33 91159HJG6 965000.00000000 PA USD 952973.99000000 1.929391100590 Long DBT CORP US N 2 2033-07-22 Fixed 4.96699920 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 276684.23000000 PA USD 275829.66000000 0.558444718184 Long ABS-O USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA UMBS LNG 30 YEAR 3% 11/01/2043 3138X6YX7 309095.09000000 PA USD 280600.72000000 0.568104206062 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A FHLMC Umbs 30yr Fixed 2.5% Due 09/01/2051 3133ARGV1 691129.72000000 PA USD 583315.50000000 1.180980537083 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA SUPER LNG 30 YEAR 3%, DUE 05/01/2052 3140XLDN5 329525.54000000 PA USD 290035.35000000 0.587205557568 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC 3% 30YR FIX 11/01/2051 3132DMZ81 391721.73000000 PA USD 344594.14000000 0.697665281537 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.00000000 N N N N N N ESAB Corp. 549300ZNV0SWBXEIWT04 Esab Corporation Sr Glbl 144a 6.25% Due 10/15/2024 29605JAA4 225000.00000000 PA USD 230450.53000000 0.466570133470 Long DBT CORP US Y 2 2029-04-15 Fixed 6.25000000 N N N N N N Iron Mountain Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 4.875%, Due 9/15/2027 46284VAC5 240000.00000000 PA USD 238525.64000000 0.482919000841 Long DBT CORP US Y 2 2027-09-15 Fixed 4.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 3.591%, Due 07/22/2028 61744YAK4 945000.00000000 PA USD 928372.12000000 1.879582155610 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2025 - 52 HV 3.5% Due 10/25/2036 3136BWWH5 518000.00000000 PA USD 489821.74000000 0.991693074468 Long ABS-O USGSE US N 2 2036-10-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 4% DUE 10/01/2032 31418ALC0 241628.44000000 PA USD 239914.73000000 0.485731352397 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FREDDIE MAC - FHR 5189 2.50%, DUE 09/25/2051 3137H5VD6 250442.17000000 PA USD 228235.74000000 0.462086069728 Long ABS-O USGSE US N 2 2051-09-25 Fixed 2.50000000 N N N N N N Dover Corporation 549300FMC2ALGA7N9E80 Dover Corporation 2.950%, DUE 11/04/2029 260003AP3 545000.00000000 PA USD 513667.66000000 1.039971523110 Long DBT CORP US N 2 2029-11-04 Fixed 2.95000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP 5.25% Due 03/30/2033 020002BK6 300000.00000000 PA USD 307471.09000000 0.622505956049 Long DBT CORP US N 2 2033-03-30 Fixed 5.25000000 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 735000.00000000 PA USD 714945.45000000 1.447478528388 Long DBT CORP US N 2 2033-06-13 Fixed 4.28900000 N N N N N N United Rentals (North America), Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 4.875% Due 01/15/2028 911365BG8 475000.00000000 PA USD 473275.82000000 0.958194205523 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX Lp Sr Nt 5.5% Due 06/01/2034 55336VBX7 470000.00000000 PA USD 472262.52000000 0.956142678385 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Interstate Power & Light Company EF9UQIIO4KY2BWOK3P26 Interstate Power and Light Co. 4.1%, DUE 09/26/2028 461070AP9 705000.00000000 PA USD 699241.06000000 1.415683421046 Long DBT CORP US N 2 2028-09-26 Fixed 4.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA Super Lng 30 Year 4.0% Due 08/01/2051 3140W0BX2 1034016.48000000 PA USD 976768.10000000 1.977564654708 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA Super LNG 30 Year 4.0% Due 10/01/2049 3140XKVL1 828330.84000000 PA USD 794683.51000000 1.608916201354 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA UMBS LNG 30 Year 4.5% Due 10/01/2048 3140Q9XH1 834954.76000000 PA USD 815313.98000000 1.650684650059 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 VIRGINIA ELECTRIC & POWER COMPANY 3.50%, DUE 03/15/2027 927804FX7 215000.00000000 PA USD 212721.16000000 0.430675251704 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 U.S. TREASURY LONG BOND FUTURE 9/19/2025 N/A 17.00000000 NS USD 58267.50000000 0.117968378080 Long DE CORP US N 1 WELLS FARGO SECURITIES, LLC N/A Long Chicago Board of Trade USU5 US TREASURY BD FUT JUN24 2025-09-20 1962968.75000000 USD 58267.50000000 N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 SBA COMMUNICATIONS CORP 3.875%, Due 02/15/2027 78410GAD6 245000.00000000 PA USD 241042.95000000 0.488015546562 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10yr Ultra Fut Sep25 9/19/2025 N/A 10.00000000 NS USD 22243.75000000 0.045034695326 Long DE CORP US N 1 WELLS FARGO SECURITIES, LLC N/A Long Chicago Board of Trade UXYU5 S 10YR ULTRA 2025-09-22 1142656.25000000 USD 22243.75000000 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 Keycorp 6.401%, Due 03/06/2035 49326EEP4 665000.00000000 PA USD 709364.53000000 1.436179397988 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 Florida Power & Light Company 5.10%, Due 04/01/2033 341081GL5 925000.00000000 PA USD 946143.08000000 1.915561240488 Long DBT CORP US N 2 2033-04-01 Fixed 5.10000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corporation 5.0%, Due 04/15/2035 87612EBT2 750000.00000000 PA USD 749453.05000000 1.517342613915 Long DBT CORP US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 Parker-Hannifin Corp Sr Glbl NT 27 3.25% Due 03/01/2027 701094AJ3 385000.00000000 PA USD 379522.63000000 0.768381500941 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 PROLOGIS 5.125% DUE 01/15/2034 74340XCH2 730000.00000000 PA USD 739197.44000000 1.496579106335 Long DBT CORP US N 2 2034-01-15 Fixed 5.12500000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC Financials Services Group, Inc. (The) 3.45% due 04/23/2029 693475AW5 675000.00000000 PA USD 656951.23000000 1.330063432984 Long DBT CORP US N 2 2029-04-23 Fixed 3.45000000 N N N N N N First American Funds Inc. 549300J5J5SJCZ9IA369 First American Government Obligations Fund Class Z 31846V567 168357.11000000 PA USD 168357.11000000 0.340855797916 Long STIV RF US N 1 N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 2.00%, Due 02/15/2050 912810SL3 260000.00000000 PA USD 152668.75000000 0.309093144911 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Rolls-Royce PLC X57JK1U580XATGR67572 Rolls- Royce Holdings PLC 5.75%, Due 10/15/2027 77578JAC2 400000.00000000 PA USD 410800.56000000 0.831706796721 Long DBT CORP US Y 2 2027-10-15 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA UMBS LNG 30 YEAR 3.00%, DUE 06/01/2051 3140QKY85 525009.36000000 PA USD 461438.65000000 0.934228671633 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 2.50%, DUE 02/15/2045 912810RK6 1200000.00000000 PA USD 844875.00000000 1.710533889924 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 Honeywell INTL INC SR NT 5% Due 03/01/2035 438516CS3 810000.00000000 PA USD 814824.90000000 1.649694458712 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Home Depot Inc. QEKMOTMBBKA8I816DO57 HOME DEPOT INC SR GLBL NT 29 4.75% Due 06/25/29 437076DC3 500000.00000000 PA USD 510486.46000000 1.033530865722 Long DBT CORP US N 2 2029-06-25 Fixed 4.75000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc. 5.50%, Due 09/30/2027 78466CAC0 245000.00000000 PA USD 245089.49000000 0.496208171278 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA SUPER INT 4% due 08/01/39 3140XDQX7 181714.49000000 PA USD 176487.41000000 0.357316402959 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac Collateralized Mortgage Obligation FGLMC 4 2017 - 150k max 3137FAMT2 534404.21000000 PA USD 513971.69000000 1.040587062236 Long ABS-O USGSE US N 2 2046-01-15 Fixed 3.00000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 BERKSHIRE HATHAWAY ENERGY COMPANY 3.25%, DUE 04/15/2028 084659AM3 220000.00000000 PA USD 215209.38000000 0.435712901813 Long DBT CORP US N 2 2028-04-15 Fixed 3.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 FHLMC 5220 3.5% due 01/25/2046 3137H76K4 267373.01000000 PA USD 258464.56000000 0.523287337445 Long ABS-O USGSE US N 2 2046-01-25 Fixed 3.50000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 3.4%, Due 06/01/2030 98389BAY6 750000.00000000 PA USD 711722.37000000 1.440953080754 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal Natl Mtg Assn Call 1.52% DUE 08/21/2035 3136G4Q55 1000000.00000000 PA USD 736540.46000000 1.491199784738 Long DBT USGSE US N 2 2035-08-21 Fixed 1.52000000 N N N N N N Essex Portfolio Lp 5493003GN3O58H286O74 ESSEX PORTFOLIO 3% 01/15/2030 3% due 01/15/2030 29717PAU1 775000.00000000 PA USD 724702.28000000 1.467232206001 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 DUKE ENERGY CORP NEW SR GLBL NT 2.45%, Due 06/01/2030 26441CBH7 785000.00000000 PA USD 712534.71000000 1.442597744284 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 4.443%, Due 08/04/2028 446150BB9 335000.00000000 PA USD 334854.87000000 0.677947155900 Long DBT CORP US N 2 2028-08-04 Fixed 4.44300000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 Transdigm Inc Sr Sec 144a Nt 6.375% Due 03/01/2029 893647BU0 235000.00000000 PA USD 241652.06000000 0.489248750643 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Company 4.30%, Due 07/22/2027 94974BGL8 635000.00000000 PA USD 635050.89000000 1.285724005529 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA SUPER INT 20 YEAR 2.00%, DUE 08/01/2042 3140XRYN9 1252339.14000000 PA USD 1074210.10000000 2.174845723863 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 Roper Technologies Inc Sr Glbl Nt 1.75% Due 02/15/2031 776743AL0 860000.00000000 PA USD 738288.30000000 1.494738461529 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 6.339%, Due 07/27/2029 316773DK3 660000.00000000 PA USD 694978.73000000 1.407053907905 Long DBT CORP US N 2 2029-07-27 Fixed 6.33900000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS, INC. 2.1% DUE 03/22/2028 92343VGH1 500000.00000000 PA USD 473753.05000000 0.959160405361 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 Huntington Bancshares, Inc. 2.55%, Due 02/04/2030 446150AS3 400000.00000000 PA USD 366094.10000000 0.741194099661 Long DBT CORP US N 2 2030-02-04 Fixed 2.55000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. DUE 04/25/2029 06051GLG2 685000.00000000 PA USD 700040.20000000 1.417301359857 Long DBT CORP US N 2 2029-04-25 Fixed 5.20200000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 Ball Corp Sr Glbl Nt 6.875% Due 03/15/2028 058498AY2 445000.00000000 PA USD 454634.82000000 0.920453637697 Long DBT CORP US N 2 2028-03-15 Fixed 6.87500000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 Hologic, Inc. 3.25% Due 02/15/2029 436440AP6 390000.00000000 PA USD 371851.66000000 0.752850855398 Long DBT CORP US Y 2 2029-02-15 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE SUPER LNG 30 YEAR 3%, DUE 04/01/2052 3140XLAW8 383414.71000000 PA USD 337282.34000000 0.682861811561 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Twilio Inc 5493004W8TRGD63APX93 Twilio Inc Sr Glbl Nt 3.625% Due 3/15/29 90138FAC6 255000.00000000 PA USD 242721.94000000 0.491414829647 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton Dickinson & Co. 2.823% due 5/20/2030 075887CJ6 330000.00000000 PA USD 305379.97000000 0.618272274583 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N Truist Bank (North Carolina) JJKC32MCHWDI71265Z06 Truist Financial Corp. 2.25% due 03/11/2030 89788KAA4 1070000.00000000 PA USD 962958.73000000 1.949606204780 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 US T BONDS 2.25% 05/15/2041 912810SY5 1355000.00000000 PA USD 983857.03000000 1.991916902092 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N Federal Home Loan Mortgage Corp. N/A FHLMC SUPER 20Y FIXED 4%, DUE 05/01/2037 3132AAJX3 260101.96000000 PA USD 255860.18000000 0.518014509805 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 4.00000000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 Becton Dickinson & Co. 2.396% 02/18/2025 075887BW8 220000.00000000 PA USD 217487.75000000 0.440325689620 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 3.00%, Due 08/15/2047 912810RY6 300000.00000000 PA USD 213843.75000000 0.432948047372 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 National Retail Properties INC 4.3% due 10/15/2028 637417AL0 710000.00000000 PA USD 708119.58000000 1.433658872269 Long DBT CORP US N 2 2028-10-15 Fixed 4.30000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC. SR GLBL NT 5.6% Due 04/01/2034 404119CU1 470000.00000000 PA USD 481367.10000000 0.974575810675 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corporation 4.30%, Due 03/25/2028 126650CX6 615000.00000000 PA USD 612401.62000000 1.239868294427 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR GLBL 5.125%, DUE 05/15/2033 30040WAU2 715000.00000000 PA USD 714977.55000000 1.447543518047 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N N BellRing Intermediate Holdings Inc. 549300S3BOK5CMTS8054 Bellring Brands Inc Sr 144a 7.0% Due 03/15/2030 07831CAA1 475000.00000000 PA USD 495632.79000000 1.003458126057 Long DBT CORP US Y 2 2030-03-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FN AL5491 4.00%, Due 6/1/2034 3138ENC56 224996.85000000 PA USD 222091.73000000 0.449646907337 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.00000000 N N N N N N Allison Transmission Inc. MWKQ3I0U1GXP2YDSZW75 Allison Transmission, Inc. 4.75%, due 10/01/2027 019736AE7 245000.00000000 PA USD 242703.40000000 0.491377293564 Long DBT CORP US Y 2 2027-10-01 Fixed 4.75000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 4.625%, Due 02/15/2035 91282CMM0 150000.00000000 PA USD 154804.69000000 0.313417568947 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N Yum! Brands Inc. 549300JE8XHZZ7OHN517 Yum Brands, Inc. 4.75%, Due 01/15/2030 988498AL5 230000.00000000 PA USD 227863.17000000 0.461331764522 Long DBT CORP US Y 2 2030-01-15 Fixed 4.75000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc Sr Glbl Nt 4.9% Due 04/28/2035 931142FP3 485000.00000000 PA USD 491372.25000000 0.994832236950 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNMA PASS-THRU 2%, DUE 02/20/37 36179WWM6 545899.02000000 PA USD 505628.18000000 1.023694792236 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FANNIE MAE 3% due 02/01/2047 31418CGD0 375050.31000000 PA USD 333273.83000000 0.674746182381 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Notes 2.0%, DUE 8/15/2051 912810SZ2 1025000.00000000 PA USD 590976.56000000 1.196491118841 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNMA UMBS INT 20 YEAR 4% 07/01/2037 31418CMV3 294491.12000000 PA USD 289060.00000000 0.585230863999 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4.00000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 MSCI INC SR GLBL 144A 29 4.00%, DUE 11/15/2029 55354GAH3 485000.00000000 PA USD 469039.71000000 0.949617777393 Long DBT CORP US Y 2 2029-11-15 Fixed 4.00000000 N N N N N N Johnson Controls International PLC 549300XQ6S1GYKGBL205 Johnson Controls International plc 4.50%, DUE 02/15/2047 478375AR9 100000.00000000 PA USD 99453.26000000 0.201353066067 Long DBT CORP US N 2 2026-02-14 Fixed 3.90000000 N N N N N N Sealed Air Corp. / Sealed Air Corp. US Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp / Sealed Air C Sr 144a 6.5% Due 07/15/2032 812127AC2 235000.00000000 PA USD 243596.13000000 0.493184714684 Long DBT CORP US Y 2 2032-07-15 Fixed 6.50000000 N N N N N N 2025-08-29 Johnson Core Plus Bond Fund Sarah Criger Sarah Criger VP, Fund Accounting