0001752724-19-167128.txt : 20191119
0001752724-19-167128.hdr.sgml : 20191119
20191119111608
ACCESSION NUMBER: 0001752724-19-167128
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191119
PERIOD START: 20200331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SIT MUTUAL FUNDS II INC
CENTRAL INDEX KEY: 0000746601
IRS NUMBER: 000000000
STATE OF INCORPORATION: MN
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04033
FILM NUMBER: 191229562
BUSINESS ADDRESS:
STREET 1: 3300 IDS CTR, 80 S. 8TH STREET
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402
BUSINESS PHONE: 612-332-3223
MAIL ADDRESS:
STREET 1: 3300 IDS CTR, 80 S. 8TH STREET
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402
FORMER COMPANY:
FORMER CONFORMED NAME: SIT NEW BEGINNING TAX FREE INCOME FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SIT NEW BEGINNING YIELD FUND INC
DATE OF NAME CHANGE: 19880929
FORMER COMPANY:
FORMER CONFORMED NAME: NEW BEGINNING YIELD FUND INC
DATE OF NAME CHANGE: 19870907
0000746601
S000039473
Sit Quality Income Fund
C000121593
Sit Quality Income Fund
SQIFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000746601
XXXXXXXX
S000039473
C000121593
SIT MUTUAL FUNDS II INC
811-04033
0000746601
2549002D9C8PNDJXIE31
80 S. Eighth Street
Suite 3300
Minneapolis
55402
612-332-3223
Sit Quality Income Fund
S000039473
2549001NKE4X1WQU3S42
2020-03-31
2019-09-30
N
87456657.36
1013285.28
86443372.08
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
1084247.76000000
USD
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31393F4B9
31544.27000000
PA
USD
32515.07000000
0.037614300804
Long
ABS-MBS
USGSE
US
N
2
2022-11-15
Fixed
5.50000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CRH8
300355.22000000
PA
USD
318693.47000000
0.368673112040
Long
ABS-MBS
USGA
US
N
2
2027-10-01
Fixed
5.57000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T5
31394AYP5
664456.67000000
PA
USD
653675.86000000
0.756189681488
Long
ABS-MBS
USGSE
US
N
2
2035-05-28
Variable
2.84599700
N
N
N
N
N
N
MASTR Asset Securitization Tru
N/A
MASTR Asset Securitization Trust 2005-2
57643MLC6
37000.00000000
PA
USD
38217.60000000
0.044211139709
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.35000000
N
N
N
N
N
N
OSCAR US Funding Trust
3538001UYSCP1K1A1R98
OSCAR US Funding Trust VI LLC
687846AE5
940000.00000000
PA
USD
952415.09000000
1.101779196117
Long
ABS-O
CORP
JP
N
2
2024-05-10
Fixed
3.30000000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
912828Y53
2500000.00000000
PA
USD
2497465.73000000
2.889135013947
Long
DBT
UST
US
N
2
2020-07-31
Floating
1.95721775
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
423074AS2
684000.00000000
PA
USD
704162.20000000
0.814593627083
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.87500000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BE9
1000000.00000000
PA
USD
1042349.37000000
1.205817571571
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
COLORADO ST HSG & FIN AUTH
5493005GIROYQAWBMC18
Colorado Housing & Finance Authority
196479XN4
10000.00000000
PA
USD
10251.40000000
0.011859093130
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2012-2
81744UAE4
613551.78000000
PA
USD
638888.52000000
0.739083291902
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Variable
4.21499800
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31397NEN1
31176.02000000
PA
USD
31192.86000000
0.036084732986
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
4.50000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-5
576434FF6
96227.16000000
PA
USD
103089.02000000
0.119256129787
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LAF9
1516.78000000
PA
USD
1524.29000000
0.001763339355
Long
ABS-MBS
USGSE
US
N
2
2021-10-01
Fixed
5.50000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2004-FM1
36228FZK5
188316.40000000
PA
USD
187370.11000000
0.216754744165
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
2.99338000
N
N
N
N
N
N
TCF NATIONAL BANK
549300GJGUHNTC6JI536
TCF National Bank
87227LAA5
750000.00000000
PA
USD
754126.47000000
0.872393628168
Long
DBT
CORP
US
N
2
2029-07-02
Floating
4.12500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PVWH9
187511.71000000
PA
USD
197080.25000000
0.227987693281
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398F3A7
1196.01000000
PA
USD
1198.07000000
0.001385959352
Long
ABS-MBS
USGSE
US
N
2
2020-10-25
Fixed
4.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
318437.87000000
PA
USD
319661.50000000
0.369792954981
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31393CS87
39311.32000000
PA
USD
39790.05000000
0.046030191838
Long
ABS-MBS
USGSE
US
N
2
2023-06-25
Fixed
4.00000000
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137F4R20
884646.66000000
PA
USD
892530.81000000
1.032503462699
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB46 Mortgage Trust
30306NAE7
877478.91000000
PA
USD
894084.85000000
1.034301217648
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
2.89000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225CXQ4
36919.98000000
PA
USD
38429.22000000
0.044455947373
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Floating
3.87500000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136AE6K8
140159.33000000
PA
USD
139669.88000000
0.161573844979
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
2.00000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
OSCAR US Funding Trust IX LLC
68784XAE6
500000.00000000
PA
USD
518210.23000000
0.599479425120
Long
ABS-O
CORP
JP
N
2
2025-09-10
Fixed
3.63000000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83164MHQ5
660927.90000000
PA
USD
661925.94000000
0.765733594227
Long
ABS-MBS
USGA
US
N
2
2043-05-25
Floating
3.00000000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128285H9
4000000.00000000
PA
USD
3993697.68000000
4.620016068211
Long
DBT
UST
US
N
2
2020-10-31
Floating
1.95921775
N
N
N
N
N
N
CENTURY HOUSING CORP
549300VS3H1EH9Z2PW94
Century Housing Corp
156549AA5
500000.00000000
PA
USD
506086.21000000
0.585454035193
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
3.82400000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377QPU5
2047.81000000
PA
USD
2045.57000000
0.002366369972
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
4.50000000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A
86359AZA4
63747.62000000
PA
USD
65441.68000000
0.075704682065
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
4.65000100
N
N
N
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
750000.00000000
PA
USD
814501.72000000
0.942237328787
Long
DBT
CORP
IE
N
2
2025-03-31
Fixed
4.45000000
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137FDKH4
868862.99000000
PA
USD
883608.20000000
1.022181549306
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31394E6X1
5271.52000000
PA
USD
5328.35000000
0.006163977493
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1
00442QAF5
499642.03000000
PA
USD
537600.68000000
0.621910815212
Long
ABS-O
CORP
US
N
2
2030-08-15
Variable
6.50000000
N
N
N
N
N
N
OSCAR US Funding Trust
353800N5RGHXWI4JYR18
OSCAR US Funding Trust VIII LLC
68784CAC6
276880.00000000
PA
USD
276956.14000000
0.320390254725
Long
ABS-O
CORP
JP
N
2
2021-04-12
Floating
2.53900000
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DYM7
10000.00000000
PA
USD
10300.60000000
0.011916009003
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
4.00000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2005-AQ2
0738792U1
8604.93000000
PA
USD
8697.30000000
0.010061268771
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.37838000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WH62
119211.52000000
PA
USD
124282.88000000
0.143773752700
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 1993-1
911760BX3
60841.44000000
PA
USD
65023.87000000
0.075221348306
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
750000.00000000
PA
USD
819147.27000000
0.947611425016
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAF5
394317.63000000
PA
USD
395841.19000000
0.457919653612
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB45 Mortgage Trust
30308AAG8
894222.98000000
PA
USD
916879.01000000
1.060670110313
Long
ABS-MBS
USGSE
US
N
2
2037-11-25
Floating
2.96000000
N
N
N
N
N
N
RAAC Series
N/A
RAAC Series 2004-SP3 Trust
76112BFB1
352.16000000
PA
USD
357.95000000
0.000414086113
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Variable
4.89020000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AP0
800000.00000000
PA
USD
799627.18000000
0.925030063912
Long
DBT
CORP
US
N
2
2021-08-15
Floating
3.02813000
N
N
N
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
687295.83000000
PA
USD
723709.59000000
0.837206569556
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294MHC8
29324.02000000
PA
USD
30549.33000000
0.035340280307
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y6Q5
20368.42000000
PA
USD
21572.80000000
0.024955990819
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
4.00000000
N
N
N
N
N
N
PERSHING RD DEV CO LLC
549300Q1WQC21CD1KB68
Pershing Road Development Co LLC
71531PAG8
300000.00000000
PA
USD
300000.00000000
0.347048007014
Long
DBT
CORP
US
N
2
2021-09-15
Floating
2.53175000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407KDT3
18985.88000000
PA
USD
19583.12000000
0.022654275890
Long
ABS-MBS
USGSE
US
N
2
2020-09-01
Fixed
5.00000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AA9
1000000.00000000
PA
USD
1058095.10000000
1.224032652290
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Home Equity Loan Trust 2003-1
12558MBL5
1476.70000000
PA
USD
1479.95000000
0.001712045659
Long
ABS-MBS
CORP
US
N
2
2032-10-20
Variable
4.56000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
155507.03770000
PA
USD
168029.80000000
0.194381357363
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
OSCAR US Funding Trust
3538001UYSCP1K1A1R98
OSCAR US Funding Trust VI LLC
687846AD7
516050.00000000
PA
USD
516596.82000000
0.597612989370
Long
ABS-O
CORP
JP
N
2
2021-06-10
Fixed
2.82000000
N
N
N
N
N
N
OSCAR US Funding Trust
353800N5RGHXWI4JYR18
OSCAR US Funding Trust VIII LLC
68784CAB8
96908.00000000
PA
USD
97002.81000000
0.112215439617
Long
ABS-O
CORP
JP
N
2
2021-04-12
Fixed
2.91000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
725000.00000000
PA
USD
722184.98000000
0.835442860016
Long
DBT
CORP
US
N
2
2024-12-15
Floating
4.40850000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-5F
36242D7K3
38965.67000000
PA
USD
36793.42000000
0.042563610274
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
2.51838000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126673TD4
107830.06000000
PA
USD
107716.40000000
0.124609206476
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
5.11500000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2001-W2
313920YH7
3571.94000000
PA
USD
3666.38000000
0.004241366239
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
6.47300000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BR9
700000.00000000
PA
USD
702775.50000000
0.812989455512
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
3.12375000
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
3137A6YN6
295773.30000000
PA
USD
301992.26000000
0.349352706556
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
3.50000000
N
N
N
N
N
N
Prime Mortgage Trust
N/A
Prime Mortgage Trust 2004-CL1
74160MDK5
68927.39000000
PA
USD
73497.49000000
0.085023858083
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M1AN9
9081.35000000
PA
USD
9195.94000000
0.010638108832
Long
ABS-MBS
USGSE
US
N
2
2021-03-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
4000000.00000000
PA
USD
4130781.24000000
4.778597989186
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796RM3
5000000.00000000
PA
USD
4990020.29000000
5.772588655359
Long
DBT
UST
US
N
2
2019-11-07
None
0.00000000
N
N
N
N
N
N
DORIC NIMROD AIR 2012-1A
N/A
Doric Nimrod Air Finance Alpha Ltd 2012-1 Class A Pass Through Trust
258258AA0
438219.84540000
PA
USD
445240.59000000
0.515066198005
Long
DBT
CORP
GG
N
2
2022-11-30
Fixed
5.12500000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796SU4
7000000.00000000
PA
USD
6977772.57000000
8.072073546069
Long
DBT
UST
US
N
2
2019-11-29
None
0.00000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RMW6
480000.00000000
PA
USD
499934.40000000
0.578337457193
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAA6
385635.60000000
PA
USD
392175.52000000
0.453679108719
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LRY0
228363.91000000
PA
USD
234521.31000000
0.271300510793
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.00000000
N
N
N
N
N
N
PRUDENTIAL INSURANCE CO
X574KRZ6V5A7UBU45C31
Prudential Insurance Co of America/The
743917AH9
400000.00000000
PA
USD
517260.67000000
0.598380948768
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBL4
400000.00000000
PA
USD
421777.94000000
0.487923978265
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37500000
N
N
N
N
N
N
FIDELITY INVESTMENTS MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO
N/A
FIDELITY GOVERNMENT PORT-I
316175108
315010.08000000
NS
USD
315010.08000000
0.364412068178
Long
STIV
RF
US
N
1
N
N
N
COLT Funding LLC
N/A
COLT 2019-1 Mortgage Loan Trust
19687XAA5
398736.74000000
PA
USD
404349.80000000
0.467762640756
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.70500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241L4H6
14450.87000000
PA
USD
15023.65000000
0.017379759301
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
31398QHB6
93152.85000000
PA
USD
93398.73000000
0.108046143680
Long
ABS-MBS
USGSE
US
N
2
2020-03-25
Fixed
4.22400000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAA3
260117.03000000
PA
USD
263928.55000000
0.305319590905
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
3.51838000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBGQ4
0.29000000
PA
USD
0.29000000
0.000000335479
Long
ABS-MBS
USGSE
US
N
2
2019-10-01
Fixed
5.50000000
N
N
N
N
N
N
SILVERSEA CRUISE FINANCE
N/A
Silversea Cruise Finance Ltd
82845LAA8
800000.00000000
PA
USD
854400.00000000
0.988392723978
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
7.25000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796RF8
1000000.00000000
PA
USD
999534.63000000
1.156288337612
Long
DBT
UST
US
N
2
2019-10-10
None
0.00000000
N
N
N
N
N
N
Irwin Home Equity
N/A
Irwin Whole Loan Home Equity Trust 2005-A
464187CD3
127668.15000000
PA
USD
127614.80000000
0.147628206685
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
2.87338000
N
N
N
N
N
N
Credit Acceptance Auto Loan Tr
N/A
Credit Acceptance Auto Loan Trust 2018-2
22535FAB0
500000.00000000
PA
USD
514417.80000000
0.595092240876
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
3.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ATS7
336587.26000000
PA
USD
339492.08000000
0.392733499204
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
2.50000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1A
N/A
Delta Air Lines 2015-1 Class A Pass Through Trust
24736YAA4
620095.50000000
PA
USD
661378.48000000
0.765100277888
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.87500000
N
N
N
N
N
N
TENNESSEE HSG DEV AGY RSDL FIN
N/A
Tennessee Housing Development Agency
880461MM7
95000.00000000
PA
USD
96223.60000000
0.111314028692
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
3.50000000
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AE7
1000000.00000000
PA
USD
1055626.46000000
1.221176863650
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.87500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-3
64828MAA5
598438.61000000
PA
USD
620061.93000000
0.717304190107
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBAH0
572.60000000
PA
USD
573.34000000
0.000663255014
Long
ABS-MBS
USGSE
US
N
2
2020-12-01
Fixed
5.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAC8
400000.00000000
PA
USD
407143.15000000
0.470994062590
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UF1
175203.30000000
PA
USD
179918.27000000
0.208134256763
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
4.73419200
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241LYH3
41239.73000000
PA
USD
45076.07000000
0.052145200858
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAB9
1000000.00000000
PA
USD
992611.62000000
1.148279614868
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.73100000
N
N
N
N
N
N
WILKES-BARRE PA
N/A
City of Wilkes-Barre PA
968257PN9
1000000.00000000
PA
USD
1028270.00000000
1.189530180576
Long
DBT
MUN
US
N
2
2021-11-15
Fixed
3.24200000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-4
81745XAD9
331018.64000000
PA
USD
336772.74000000
0.389587694113
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
800000.00000000
PA
USD
852703.94000000
0.986430676502
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HZ6
310000.00000000
PA
USD
318147.61000000
0.368041646623
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
5.43000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759KW7
800000.00000000
PA
USD
816152.50000000
0.944146995150
Long
DBT
USGA
US
N
2
2027-08-01
Fixed
4.28000000
N
N
N
N
N
N
Indymac Home Equity Loan Asset
N/A
Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2003-A
456606EB4
345402.12000000
PA
USD
344147.38000000
0.398118874494
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
2.87838000
N
N
N
N
N
N
WORCESTER MA
5493006DO0NOILRNNH68
City of Worcester MA
9813057M1
250000.00000000
PA
USD
263050.00000000
0.304303260817
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBKD8
11090.45000000
PA
USD
11428.09000000
0.013220319528
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
4.50000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31397MME4
5713.19000000
PA
USD
5712.89000000
0.006608823629
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
4.50000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY AGGREG
N/A
FREMF 2017-KT01 Multifamily Aggregation Risk Transfer Trust
30258EAA3
1000000.00000000
PA
USD
999985.20000000
1.156809569014
Long
ABS-MBS
CORP
US
N
2
2020-02-25
Floating
2.35650000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAB3
700000.00000000
PA
USD
874542.93000000
1.011694603017
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M1DN6
490.56000000
PA
USD
491.05000000
0.000568059746
Long
ABS-MBS
USGSE
US
N
2
2020-07-01
Fixed
5.50000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
3132X0FN6
250000.00000000
PA
USD
252227.01000000
0.291782937119
Long
DBT
USGSE
US
N
2
2023-03-09
Floating
2.47213000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
712307.80000000
PA
USD
710193.24000000
0.821570495124
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
2.76838000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MDCB7
201704.01000000
PA
USD
212635.85000000
0.245982826541
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31306XQW6
138336.76000000
PA
USD
142292.55000000
0.164607819635
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31394CJP8
19421.33000000
PA
USD
19554.54000000
0.022621213783
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBW9
562748.01000000
PA
USD
578508.44000000
0.669234003810
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance Inc
75972YAA9
500000.00000000
PA
USD
523200.35000000
0.605252129123
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MDM26
9275.21000000
PA
USD
9575.78000000
0.011077517882
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.50000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136B1VA9
688701.32000000
PA
USD
706970.43000000
0.817842262499
Long
ABS-MBS
USGSE
US
N
2
2047-04-25
Fixed
3.50000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T1
31393XFZ5
483083.65000000
PA
USD
496121.79000000
0.573926928186
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Variable
3.95012000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136A4PM5
30747.76000000
PA
USD
31199.19000000
0.036092055699
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Fixed
3.00000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2002-AR2 Trust
929227LE4
66409.75000000
PA
USD
66220.06000000
0.076605132824
Long
ABS-MBS
CORP
US
N
2
2034-02-27
Floating
2.40500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DKG3
2064.57000000
PA
USD
2071.73000000
0.002396632558
Long
ABS-MBS
USGSE
US
N
2
2021-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M1BH1
1567.18000000
PA
USD
1570.00000000
0.001816217903
Long
ABS-MBS
USGSE
US
N
2
2020-05-01
Fixed
5.50000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-4
576434EK6
69159.06000000
PA
USD
74203.62000000
0.085840728114
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Fixed
6.25000000
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DVQ1
420000.00000000
PA
USD
428009.40000000
0.495132697511
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
New Century Home Equity Loan T
N/A
New Century Home Equity Loan Trust Series 2003-5
64352VEF4
3768.36000000
PA
USD
3853.15000000
0.004457426760
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
5.05043900
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417LR98
15839.32000000
PA
USD
16472.97000000
0.019056371360
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241K6B9
22470.87000000
PA
USD
23917.23000000
0.027668090016
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
5.00000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
31398FAL5
38311.94000000
PA
USD
39844.13000000
0.046092753025
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
4.50000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136B0YB6
611713.32000000
PA
USD
625145.50000000
0.723184999564
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQV8
181897.55000000
PA
USD
194969.20000000
0.225545574297
Long
ABS-MBS
USGA
US
N
2
2027-02-01
Fixed
5.49000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-3
81746VAD2
592837.44000000
PA
USD
601660.64000000
0.696017086704
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAE6
270000.00000000
PA
USD
270945.00000000
0.313436407535
Long
DBT
MUN
US
N
2
2021-05-15
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YC8
1500000.00000000
PA
USD
1495605.47000000
1.730156325479
Long
DBT
UST
US
N
2
2021-08-31
Fixed
1.50000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQE6
258693.83000000
PA
USD
275526.49000000
0.318736397447
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
5.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG3L6
102783.57000000
PA
USD
108096.10000000
0.125048453570
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
SIGNATURE BANK
N/A
Small Business Administration Pools
83165A5Z3
1449253.56000000
PA
USD
1563535.57000000
1.808739678217
Long
ABS-MBS
USGA
US
N
2
2028-02-25
Floating
6.29200000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AA9
400000.00000000
PA
USD
420107.17000000
0.485991186937
Long
DBT
CORP
GG
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
FREDDIE MAC
N/A
Freddie Mac REMICS
31396GJN2
117602.36000000
PA
USD
126478.15000000
0.146313299628
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418M2Z4
33972.52000000
PA
USD
33972.52000000
0.039300317864
Long
ABS-MBS
USGSE
US
N
2
2020-02-01
Fixed
4.73000000
N
N
N
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
820386.02840000
PA
USD
886098.79000000
1.025062730292
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAZ5
650000.00000000
PA
USD
658136.82000000
0.761350239080
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.37500000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83165A4F8
508998.10000000
PA
USD
552145.68000000
0.638736859419
Long
ABS-MBS
USGA
US
N
2
2030-03-25
Floating
6.27500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P7AZ6
13445.66000000
PA
USD
14386.27000000
0.016642421106
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381PAU2
1330792.02000000
PA
USD
1336289.47000000
1.545855324527
Long
ABS-MBS
USGSE
US
N
2
2020-11-01
Fixed
3.23000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M1KA6
10561.39000000
PA
USD
10632.19000000
0.012299601165
Long
ABS-MBS
USGSE
US
N
2
2021-03-01
Fixed
5.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
1764000.00000000
PA
USD
1773923.61000000
2.052122178156
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH SC
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645912FP6
365000.00000000
PA
USD
374756.45000000
0.433528263628
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
4.43000000
N
N
N
N
N
N
NCUA Guaranteed Notes
N/A
NCUA Guaranteed Notes Trust 2010-R3
62888WAB2
994035.80000000
PA
USD
995505.08000000
1.151626846623
Long
ABS-MBS
USGA
US
N
2
2020-12-08
Floating
2.61725000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CW8
900000.00000000
PA
USD
961618.35000000
1.112425772921
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAB5
800000.00000000
PA
USD
808506.00000000
0.935301319864
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
HAWAIIAN AIRLINES 13-1A
N/A
Hawaiian Airlines 2013-1 Class A Pass Through Certificates
419838AA5
700251.10270000
PA
USD
714326.15000000
0.826351555720
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.90000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPQ6
750000.00000000
PA
USD
809947.50000000
0.936968885538
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4.40800000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5 YEAR NOTE (CBT)
000000000
-133.00000000
NC
USD
91709.12000000
0.106091557736
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2019-12-31
-15938451.64000000
USD
91709.12000000
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HY9
102683.80000000
PA
USD
107879.55000000
0.124797942750
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Variable
5.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MBE9
8545.18000000
PA
USD
8801.80000000
0.010182157160
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Floating
3.87500000
N
N
N
N
N
N
KENTUCKY ST HGR EDU STUDENT LO
N/A
Kentucky Higher Education Student Loan Corp
49130NEA3
1000000.00000000
PA
USD
1076850.00000000
1.245728821179
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
3.92100000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
564759QB7
900000.00000000
PA
USD
899376.12000000
1.040422300008
Long
DBT
CORP
US
N
2
2021-12-01
Floating
2.77763000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-D
152314LF5
2636.14000000
PA
USD
2662.16000000
0.003079657741
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
5.17000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-8
576434JU9
93179.43000000
PA
USD
95997.75000000
0.111052759384
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
FANNIE MAE
N/A
Fannie Mae REMICS
3136B0DR4
1024876.70000000
PA
USD
1062440.17000000
1.229059145236
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Fixed
3.50000000
N
N
N
N
N
N
Aegis Asset Backed Securities
N/A
Aegis Asset Backed Securities Corp Mortgage Pass-Through Certificates Ser 2003-2
00764MAH0
747205.72000000
PA
USD
746851.02000000
0.863977193426
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
3.14338000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
403610.38000000
PA
USD
418623.31000000
0.484274618084
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
SMALL BUS ADMIN
N/A
United States Small Business Administration
83162CKR3
25668.81900000
PA
USD
25805.73000000
0.029852757220
Long
DBT
USGA
US
N
2
2020-04-01
Fixed
7.47000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BD7
800000.00000000
PA
USD
817113.94000000
0.945259214603
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.30000000
N
N
N
N
N
N
ATLANTA GA DOWNTOWN DEV AUTH
549300I87C3FJ5JLL524
ATLANTA DOWNTOWN DEVELOPMENT AUTHORITY
04780EAB3
435000.00000000
PA
USD
452895.90000000
0.523922064933
Long
DBT
MUN
US
N
2
2021-02-01
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4Y58
546971.75000000
PA
USD
565475.67000000
0.654157347629
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2004-2
66987XEU5
44812.27000000
PA
USD
45415.30000000
0.052537631176
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
3.03838000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 2 YEAR NOTE (CBT)
000000000
-30.00000000
NC
USD
20810.76000000
0.024074442608
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2019-12-31
-6485810.76000000
USD
20810.76000000
N
N
N
NCUA Guaranteed Notes
N/A
NCUA Guaranteed Notes Trust 2010-R1
62888VAA6
267011.18000000
PA
USD
267126.77000000
0.309019377162
Long
ABS-MBS
USGA
US
N
2
2020-10-07
Floating
2.50725000
N
N
N
N
N
N
2019-11-13
SIT MUTUAL FUNDS II INC
Paul Rasmussen
Paul Rasmussen
VP, Treasurer & Chief Compliance Officer