JOHNSON INSTITUTIONAL CORE BOND FUND

Fund Profile

Fund profile

Tickers

JIBFX, JIMFX

Fund manager

Johnson Mutual Funds Trust

Total assets

$1.87 bn

Liabilities

$7.93 mm

Net assets

$1.86 bn

Number of holdings

212.00

Top 200 of 212 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US T-NOTE 3.375%, DUE 05/15/2033	89.99 mm	92.53 mm principal	4.84	Debt	Long	USA
U.S. Treasury Bonds 2.375%, DUE 02/15/2042	78.65 mm	100.98 mm principal	4.23	Debt	Long	USA
U.S. Treasury Bonds 2.50%, DUE 02/15/2045	76.90 mm	100.60 mm principal	4.14	Debt	Long	USA
U.S. Treasury Bonds 4.25%, Due 05/15/2039	73.37 mm	71.00 mm principal	3.95	Debt	Long	USA
U.S. Treasury Notes 4%, DUE 02/15/2034	50.87 mm	50.00 mm principal	2.74	Debt	Long	USA
Federal Natl Mtg Assn Call 1.52% DUE 08/21/2035	43.90 mm	59.44 mm principal	2.36	Debt	Long	USA
US TNOTE 3.875% DUE 08/15/2033	40.93 mm	40.59 mm principal	2.20	Debt	Long	USA
FHLMC SUPER 30Y FIXED 3% DUE 08/01/2052	37.89 mm	41.73 mm principal	2.04	ABS-mortgage backed security	Long	USA
US T BONDS 2.25% 05/15/2041	35.66 mm	46.00 mm principal	1.92	Debt	Long	USA
Florida Power & Light Company 5.10%, Due 04/01/2033	35.25 mm	33.70 mm principal	1.90	Debt	Long	USA
Bank of America Corp. DUE 04/25/2029	33.82 mm	32.89 mm principal	1.82	Debt	Long	USA
ALL The Allstate Corporation	30.24 mm	29.00 mm principal	1.63	Debt	Long	USA
FANNIE MAE SUPER LNG 30 YEAR 3%, DUE 04/01/2052	30.00 mm	32.97 mm principal	1.62	ABS-mortgage backed security	Long	USA
U.S. TREASURY BONDS 2.50%, DUE 05/15/2046	29.66 mm	39.35 mm principal	1.60	Debt	Long	USA
VZ Verizon Communications Inc.	28.07 mm	28.50 mm principal	1.51	Debt	Long	USA
HON Honeywell International Inc.	26.61 mm	25.58 mm principal	1.43	Debt	Long	USA
Georgia Power Company 2.65%, Due 09/15/2029	26.27 mm	28.14 mm principal	1.41	Debt	Long	USA
FITB Fifth Third Bancorp	25.72 mm	24.20 mm principal	1.38	Debt	Long	USA
FHLMC Super 20y Fixed 2.0% Due 05/01/2042	25.69 mm	29.52 mm principal	1.38	ABS-mortgage backed security	Long	USA
AXP American Express Company	25.56 mm	24.39 mm principal	1.38	Debt	Long	USA
US T-NOTE 3.5% due 02/15/2033	23.59 mm	24.00 mm principal	1.27	Debt	Long	USA
FNMA UMBS Lng 30 YR 3.00% 12/01/2049	23.31 mm	25.61 mm principal	1.25	ABS-mortgage backed security	Long	USA
DOV Dover Corporation	23.13 mm	24.70 mm principal	1.25	Debt	Long	USA
U.S. Bancorp 3.00%, due 07/30/2029	21.37 mm	22.76 mm principal	1.15	Debt	Long	USA
Interstate Power and Light Co. 4.1%, DUE 09/26/2028	20.85 mm	20.97 mm principal	1.12	Debt	Long	USA
CSCO Cisco Systems, Inc.	20.60 mm	19.63 mm principal	1.11	Debt	Long	USA
CVS CVS Health Corporation	20.07 mm	20.13 mm principal	1.08	Debt	Long	USA
Truist Financial Corp. 2.25% due 03/11/2030	20.02 mm	22.72 mm principal	1.08	Debt	Long	USA
FHLMC SUPER 30Y 3% due 07/01/2051	19.82 mm	21.81 mm principal	1.07	ABS-mortgage backed security	Long	USA
XEL Xcel Energy Inc.	19.61 mm	19.86 mm principal	1.06	Debt	Long	USA
APD Air Products and Chemicals, Inc.	19.34 mm	18.69 mm principal	1.04	Debt	Long	USA
LOW Lowe's Companies, Inc.	19.31 mm	19.07 mm principal	1.04	Debt	Long	USA
ES Eversource Energy	19.17 mm	19.31 mm principal	1.03	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-175 DG	18.84 mm	21.65 mm principal	1.01	ABS-other	Long	USA
FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/2038	18.73 mm	19.91 mm principal	1.01	ABS-mortgage backed security	Long	USA
PH Parker-Hannifin Corporation	17.39 mm	17.33 mm principal	0.94	Debt	Long	USA
WELLS FARGO & COMPANY 4.10%, DUE 06/03/2026	17.25 mm	17.32 mm principal	0.93	Debt	Long	USA
DUK Duke Energy Corporation	16.24 mm	18.00 mm principal	0.87	Debt	Long	USA
APD Air Products and Chemicals, Inc.	15.71 mm	15.24 mm principal	0.85	Debt	Long	USA
XEL Xcel Energy Inc.	14.57 mm	15.37 mm principal	0.78	Debt	Long	USA
Wells Fargo & Company 4.30%, Due 07/22/2027	14.22 mm	14.20 mm principal	0.77	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	13.59 mm	12.61 mm principal	0.73	Debt	Long	USA
FANNIE MAE 2.50% 4/1/41	13.54 mm	14.99 mm principal	0.73	ABS-mortgage backed security	Long	USA
FNMA SUPER LNG 30 YEAR 3%, DUE 07/01/2052	13.11 mm	14.44 mm principal	0.71	ABS-mortgage backed security	Long	USA
United States Treasury Note 4.5%, Due 11/15/2023	12.68 mm	12.00 mm principal	0.68	Debt	Long	USA
Truist Finl Corp Fr 5.122% Due 01/26/2034	12.44 mm	12.31 mm principal	0.67	Debt	Long	USA
U.S. Bancorp DUE 07/22/33	11.96 mm	11.99 mm principal	0.64	Debt	Long	USA
BERKSHIRE HATHAWAY ENERGY CO 3.7% due 07/15/2030	11.51 mm	11.77 mm principal	0.62	Debt	Long	USA
Federal National Mortgage Association Pool #BE5067	11.46 mm	12.08 mm principal	0.62	ABS-mortgage backed security	Long	USA
National Rural Utility Cooperative Finance Corp. 2.4% DUE 03/15/30	11.43 mm	12.60 mm principal	0.62	Debt	Long	USA
FNMA SUPER LONG 3% due 12/01/2051	11.19 mm	12.28 mm principal	0.60	ABS-mortgage backed security	Long	USA
FNMA Super Lng 30 YR 3.00% 05/01/2052	10.69 mm	11.75 mm principal	0.58	ABS-mortgage backed security	Long	USA
FHLMC Remic Series Fixed 5% Due 04/25/2053	10.66 mm	10.66 mm principal	0.57	ABS-other	Long	USA
PROLOGIS 5.125% DUE 01/15/2034	10.40 mm	10.06 mm principal	0.56	Debt	Long	USA
Aon Corp. 3.750%, DUE 05/02/2029	10.39 mm	10.65 mm principal	0.56	Debt	Long	USA
BDX Becton, Dickinson and Company	10.37 mm	11.25 mm principal	0.56	Debt	Long	USA
DUK Duke Energy Corporation	10.29 mm	10.58 mm principal	0.55	Debt	Long	USA
TEXAS NATURAL GAS 5.102% due 04/01/2035	10.05 mm	9.70 mm principal	0.54	Debt	Long	USA
FNMA Super Lng 30 YR 3.00% 07/01/2052	9.98 mm	10.99 mm principal	0.54	ABS-mortgage backed security	Long	USA
KO The Coca-Cola Company	9.66 mm	9.44 mm principal	0.52	Debt	Long	USA
HBAN Huntington Bancshares Incorporated	9.59 mm	10.63 mm principal	0.52	Debt	Long	USA
PH Parker-Hannifin Corporation	9.51 mm	9.71 mm principal	0.51	Debt	Long	USA
BDX Becton, Dickinson and Company	9.38 mm	9.50 mm principal	0.51	Debt	Long	USA
ALL The Allstate Corporation	9.24 mm	354.60 k shares	0.50	Preferred equity	Long	USA
FANNIE MAE AGENCY COMMERCIAL MORTGAGE BACKED SECURITY	9.02 mm	9.26 mm principal	0.49	ABS-mortgage backed security	Long	USA
ESSEX PORTFOLIO 3% 01/15/2030 3% due 01/15/2030	8.99 mm	9.67 mm principal	0.48	Debt	Long	USA
KeyCorp 2.55%, DUE 10/01/2029	8.84 mm	9.76 mm principal	0.48	Debt	Long	USA
ES Eversource Energy	8.82 mm	9.14 mm principal	0.47	Debt	Long	USA
FANNIE MAE AGENCY COMMERCIAL MORTGAGE BACKED SECURITY	8.80 mm	8.94 mm principal	0.47	ABS-mortgage backed security	Long	USA
FNMA Super LNG 30 Year 4.0% Due 10/01/2049	8.77 mm	8.91 mm principal	0.47	ABS-mortgage backed security	Long	USA
FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/2038	8.77 mm	8.82 mm principal	0.47	ABS-mortgage backed security	Long	USA
FHLMC Remic Series 3.0% Due 02/15/2044	8.57 mm	8.91 mm principal	0.46	ABS-other	Long	USA
FNMA SUPER LNG 30 YEAR 3%, DUE 05/01/2052	8.43 mm	9.25 mm principal	0.45	ABS-mortgage backed security	Long	USA
FNMA UMBS LNG 30 YEAR 3% 11/01/2043	8.33 mm	9.02 mm principal	0.45	ABS-mortgage backed security	Long	USA
Fannie Mae Mortgage Backed Security (2019 HY 10/9.5)	7.71 mm	8.00 mm principal	0.42	ABS-mortgage backed security	Long	USA
FNMA REMIC TRUST 4% due 09/25/2048	7.68 mm	7.77 mm principal	0.41	ABS-other	Long	USA
FNMA SUPER LONG 3% due 11/01/2051	6.77 mm	7.44 mm principal	0.36	ABS-mortgage backed security	Long	USA
PMORGAN CHASE & CO SR GLBL NT 4.493%, Due 03/24/2031	6.70 mm	6.66 mm principal	0.36	Debt	Long	USA
HBAN Huntington Bancshares Incorporated	6.67 mm	6.66 mm principal	0.36	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	6.65 mm	6.85 mm principal	0.36	Debt	Long	USA
Interstate Power and Light Co. 2.300%, DUE 06/01/2030	6.52 mm	7.31 mm principal	0.35	Debt	Long	USA
Johnson Controls International plc 4.50%, DUE 02/15/2047	6.38 mm	6.43 mm principal	0.34	Debt	Long	USA
FNMA LONG 3% DUE 03/01/2052	6.37 mm	6.99 mm principal	0.34	ABS-mortgage backed security	Long	USA
TRUIST FINANCIAL CORP 6.123%, Due 10/28/2033	5.70 mm	5.29 mm principal	0.31	Debt	Long	USA
NATIONAL RURAL UTILS COOP FIN SR GLBL 3.7%, Due 03/15/2029	5.45 mm	5.56 mm principal	0.29	Debt	Long	USA
FNMA SUPER INT 4% due 08/01/39	5.34 mm	5.40 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLMC Super 20 YR Fixed 4.5% Due 01/01/2039	5.32 mm	5.26 mm principal	0.29	ABS-mortgage backed security	Long	USA
Fannie Mae 1.00%, due 1/25/2051	5.11 mm	6.52 mm principal	0.28	ABS-other	Long	USA
Fannie Mae Mortgage Backed Security (2019 HY 10/9.5)	4.93 mm	5.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLMC Super 30 YR Fixed 3.5% Due 06/01/2049	4.92 mm	5.20 mm principal	0.26	ABS-mortgage backed security	Long	USA
XYL Xylem Inc.	4.87 mm	5.25 mm principal	0.26	Debt	Long	USA
CVS CVS Health Corporation	4.79 mm	5.00 mm principal	0.26	Debt	Long	USA
VIRGINIA ELECTRIC & POWER COMPANY 3.50%, DUE 03/15/2027	4.72 mm	4.78 mm principal	0.25	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #3186	4.61 mm	4.65 mm principal	0.25	ABS-mortgage backed security	Long	USA
HD The Home Depot, Inc.	4.59 mm	4.43 mm principal	0.25	Debt	Long	USA
Hamilton County Ohio Health Care FACS Revenue 3.374%, Due 06/01/34	4.53 mm	5.00 mm principal	0.24	Debt	Long	USA
Enterprise Products Operating LLC 4.15%, due 10/16/2028	4.49 mm	4.50 mm principal	0.24	Debt	Long	USA
Pennsylvania State University Taxable Bonds Series 2020-D	4.48 mm	4.64 mm principal	0.24	Debt	Long	USA
First American Government Obligations Fund Class Z	4.34 mm	4.34 mm principal	0.23	Short-term investment vehicle	Long	USA
DOV Dover Corporation	4.24 mm	4.30 mm principal	0.23	Debt	Long	USA
FNMA Super Lng 30 Year 3.5% Due 03/01/2048	4.09 mm	4.32 mm principal	0.22	ABS-mortgage backed security	Long	USA
AXP American Express Company	4.06 mm	4.21 mm principal	0.22	Debt	Long	USA
Kansas Development Finance Authority Revenue 3.941% DUE 04/15/2026	3.99 mm	4.00 mm principal	0.21	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL FN FM5394	3.82 mm	3.93 mm principal	0.21	ABS-mortgage backed security	Long	USA
KeyCorp 4.1%, DUE 04/30/2028	3.75 mm	3.81 mm principal	0.20	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #2773	3.58 mm	3.75 mm principal	0.19	ABS-mortgage backed security	Long	USA
Prologis, Inc. 3.875% due 09/15/2028	3.44 mm	3.47 mm principal	0.19	Debt	Long	USA
CSCO Cisco Systems, Inc.	3.38 mm	3.23 mm principal	0.18	Debt	Long	USA
Fannie Mae 3.00% Due 05/01/2030	3.27 mm	3.34 mm principal	0.18	ABS-mortgage backed security	Long	USA
UNIVERSITY OF WASHINGTION, WASHINGTION REVENUES - BUILD AMERICA BONDS	3.11 mm	3.00 mm principal	0.17	Debt	Long	USA
HBAN Huntington Bancshares Incorporated	2.99 mm	2.83 mm principal	0.16	Debt	Long	USA
FREDDIE MAC, SERIES 4906-DE 2.50%, DUE 09/25/2049	2.98 mm	3.31 mm principal	0.16	ABS-other	Long	USA
Federal Home Loan Mortgage Corporation Pool ZA-3721	2.94 mm	3.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
AXP American Express Company	2.73 mm	2.87 mm principal	0.15	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	2.62 mm	3.00 mm principal	0.14	Debt	Long	USA
Interstate Power and Light Co. 3.40%, DUE 08/15/2025	2.50 mm	2.53 mm principal	0.13	Debt	Long	USA
Federal Home Loan Mortgage Corporation Pool ZT-1964	2.49 mm	2.53 mm principal	0.13	ABS-mortgage backed security	Long	USA
Essex Property Trust, Inc. 3.625% DUE 05/01/27	2.26 mm	2.30 mm principal	0.12	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2018-25 CLASS P	1.96 mm	2.01 mm principal	0.11	ABS-other	Long	USA
FHLMC MBS Gold V6-1479	1.94 mm	2.02 mm principal	0.10	ABS-mortgage backed security	Long	USA
Ohio University Revenue Bond	1.90 mm	2.00 mm principal	0.10	Debt	Long	USA
Federal Home Loan Mortgage Corporation Conventional 15 year level pay	1.80 mm	1.84 mm principal	0.10	ABS-mortgage backed security	Long	USA
CHILDRENS HOSPITAL MC 2.853% DUE 11/15/26	1.78 mm	1.84 mm principal	0.10	Debt	Long	USA
FREDDIE MAC GOLD 15 YEAR MORTGAGE BACKED 3.50%, MATURITY 04/01/2032	1.74 mm	1.76 mm principal	0.09	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association 4.00%, Due 04/01/2038	1.70 mm	1.73 mm principal	0.09	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	1.68 mm	1.68 mm principal	0.09	Debt	Long	USA
FANNIE MAE COLLATERALIZED MORTGAGE OBLIGATION FGLMC 4 2017 - 175K MAX	1.68 mm	1.70 mm principal	0.09	ABS-other	Long	USA
Fannie Mae Collateralized Mortgage Obligation FNCL 4 2016 - 85K Max	1.61 mm	1.69 mm principal	0.09	ABS-other	Long	USA
FNMA SUPER INT 20 YEAR 4.00%, Due 07/15/2035	1.61 mm	1.62 mm principal	0.09	ABS-mortgage backed security	Long	USA
Aon Corp SR GLBL NT 2.8% Due 05/15/2030	1.52 mm	1.65 mm principal	0.08	Debt	Long	USA
FREDDIE MAC MORTGAGE BACKED SECURITY (FGTW 4 2018 175K NAX) 4.00%, DUE 07/01/2038	1.51 mm	1.53 mm principal	0.08	ABS-mortgage backed security	Long	USA
MMC Marsh & McLennan Companies, Inc.	1.50 mm	1.48 mm principal	0.08	Debt	Long	USA
Fannie Mae 2.5%, due 1/1/2031	1.48 mm	1.54 mm principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2019-60	1.39 mm	1.55 mm principal	0.07	ABS-other	Long	USA
FANNIE MAE 2015-85	1.36 mm	1.44 mm principal	0.07	ABS-other	Long	USA
FREDDIE MAC 3.00%, DUE 11/15/2045	1.36 mm	1.44 mm principal	0.07	ABS-other	Long	USA
Fannie Mae 20 year Mortgage Backed Security 4%, Due 12/01/2036	1.35 mm	1.35 mm principal	0.07	ABS-mortgage backed security	Long	USA
FNMA REMIC TRUST 2016-99 20460125 3%, DUE 01/25/2046	1.23 mm	1.29 mm principal	0.07	ABS-other	Long	USA
FREDDIE MAC REMIC SERIES 4151	1.14 mm	1.19 mm principal	0.06	ABS-other	Long	USA
FNR 2018-67 BA 4.500%, Due 3/25/2046	1.12 mm	1.12 mm principal	0.06	ABS-other	Long	USA
FREDDIE MAC MRTG BACKED SECURITY (FGCI 3.5 2017) POOL FG G18667	1.08 mm	1.10 mm principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2012-136 CLASS PD	1.06 mm	1.09 mm principal	0.06	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30 YR MORTGAGE BACKED SECURITY (FNCL 4 2016)	1.05 mm	1.07 mm principal	0.06	ABS-mortgage backed security	Long	USA
Fannie Mae Mortgage Backed Security 3.5%, Due 12/01/2025	1.01 mm	1.04 mm principal	0.05	ABS-mortgage backed security	Long	USA
Roper Technologies, Inc. 2.95%, due 09/15/2029	845.11 k	900.00 k principal	0.05	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2016-79L	820.71 k	859.25 k principal	0.04	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SUPER INT 15 YEAR, POOL FM5050	811.73 k	836.57 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL 5.5 2008 85K MAX	689.19 k	712.09 k principal	0.04	ABS-other	Long	USA
Freddie Mac Collateralized Mortgage Obligation FGLMC 4 2017 - 150k max	688.71 k	712.07 k principal	0.04	ABS-other	Long	USA
VIRGINIA ELECTRIC AND POWER COMPANY 2.95%, Due 11/15/2026	679.46 k	695.00 k principal	0.04	Debt	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION 2.5%, 10/15/2042	677.10 k	710.60 k principal	0.04	ABS-other	Long	USA
Fannie Mae AS5794 3.00%, Due 09/01/2030	671.86 k	687.96 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.00%, DUE 09/25/2045	664.00 k	695.47 k principal	0.04	ABS-other	Long	USA
National Rural Utility Cooperative Finance Corp. 3.40% due 2/7/2028	645.50 k	660.00 k principal	0.03	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AL6847, 3.5% DUE 05/01/2045	567.32 k	575.68 k principal	0.03	ABS-mortgage backed security	Long	USA
FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION 5.50%, DUE 02/15/2036	517.87 k	500.96 k principal	0.03	ABS-other	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G08068	501.32 k	480.73 k principal	0.03	ABS-mortgage backed security	Long	USA
FREDDIE MAC SERIES 4517 CLASS PC	492.78 k	513.32 k principal	0.03	ABS-other	Long	USA
FREDDIE MAC SERIES 4689-DA	442.67 k	460.27 k principal	0.02	ABS-other	Long	USA
FHLMC Super 30 YR Fixed 4% Due 12/01/2049	440.85 k	451.28 k principal	0.02	ABS-mortgage backed security	Long	USA
FREDDIE MAC SERIES 4689-DA	435.14 k	443.88 k principal	0.02	ABS-other	Long	USA
KANSAS STATE DEV FINANCIAL AUTHORITY 4.091% DUE 04/15/2027	411.54 k	410.00 k principal	0.02	Debt	Long	USA
Federal National Mortgage Association Series 12-120 Class KD	397.69 k	420.56 k principal	0.02	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA4392	354.88 k	360.87 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA Umbs Lng 30 Year 3.5% Due 08/01/2049	340.98 k	359.95 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION 5.00%, DUE 10/15/2039	332.65 k	324.54 k principal	0.02	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #AA3388	318.19 k	320.05 k principal	0.02	ABS-mortgage backed security	Long	USA
FREDDIE MAC 4087 PT MTGE	308.03 k	319.15 k principal	0.02	ABS-other	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES 3946-LN	268.91 k	272.60 k principal	0.01	ABS-other	Long	USA
FREDDIE MAC COLLATERALIZED MORTGAGE OBLIGATION (FGLMC 4 2012 - 150K MAX)	262.72 k	266.13 k principal	0.01	ABS-other	Long	USA
FANNIE MAE POOL FN MA0384	232.31 k	228.74 k principal	0.01	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #MA1107	229.06 k	232.94 k principal	0.01	ABS-mortgage backed security	Long	USA
FREDDIE MAC 2.00%, DUE 12/15/2026	225.87 k	233.98 k principal	0.01	ABS-other	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #G06616	219.90 k	218.14 k principal	0.01	ABS-mortgage backed security	Long	USA
FREDDIE MAC COLLATERIZED MORTGAGE OBLIGATION	215.78 k	217.56 k principal	0.01	ABS-other	Long	USA
FNMA SUPER INT 20 YEAR 4.00%, Due 09/01/2036	212.57 k	214.07 k principal	0.01	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association FNCL 4 2010 150K Max	199.66 k	208.30 k principal	0.01	ABS-other	Long	USA
ES Eversource Energy	198.36 k	232.00 k principal	0.01	Debt	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #995112	172.49 k	165.82 k principal	0.01	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association REMIC TRUST 2016-02	161.29 k	172.20 k principal	0.01	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #888223	158.90 k	152.55 k principal	0.01	ABS-mortgage backed security	Long	USA
FANNIE MAE, MTG COLLTRL	153.74 k	155.94 k principal	0.01	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2014-28-PA	153.61 k	155.71 k principal	0.01	ABS-other	Long	USA
Federal National Mortgage Association 3.00%, Due 11/01/2032	146.73 k	151.44 k principal	0.01	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN MORTGAGE CORPORATION POOL #A89335, 5.00%, DUE 10/01/2039	122.70 k	119.11 k principal	0.01	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES #2013-83-MH	115.32 k	117.04 k principal	0.01	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #725027	112.28 k	109.80 k principal	0.01	ABS-mortgage backed security	Long	USA
Fannie Mae Remic Trust 2019-57 2.5% Due 08/25/2049	101.18 k	113.18 k principal	0.01	ABS-other	Long	USA
FREDDIE MAC, SERIES 4567-LA 3.00%, DUE 08/15/2045	96.30 k	100.85 k principal	0.01	ABS-other	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL 889050, 6.00%, DUE 05/01/2037	93.61 k	88.18 k principal	0.01	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION SERIES 2013-35 CLASS CV	89.12 k	93.56 k principal	0.00	ABS-other	Long	USA
FANNIE MAE, SERIES 1011-53-DT 4.50%, DUE 06/25/2041	85.80 k	84.88 k principal	0.00	ABS-other	Long	USA
FANNIE MAE COLLATERALIZED	82.13 k	84.21 k principal	0.00	ABS-other	Long	USA
FREDDIE MAC SERIES 4161-QA MTGE	76.21 k	79.73 k principal	0.00	ABS-other	Long	USA
FHLMC Remic Series 4346 3.5% Due 07/15/2039	72.60 k	74.02 k principal	0.00	ABS-other	Long	USA
FEDERAL HOME LOAN MORTGAGE CORP., POOL 2B0350, FLOATING RATE, DUE 04/01/2042	62.54 k	61.39 k principal	0.00	ABS-mortgage backed security	Long	USA
FHLMC Giant Mbs Gold Comb 30 4.5% Due 10/01/2039	55.63 k	55.15 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA Umbs Int 15 Year 3.0% Due 01/01/2030	50.78 k	51.85 k principal	0.00	ABS-mortgage backed security	Long	USA
FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL #725704	46.63 k	44.20 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE SERIES #2014-20-AC	45.60 k	46.10 k principal	0.00	ABS-other	Long	USA