0001752724-20-241411.txt : 20201123
0001752724-20-241411.hdr.sgml : 20201123
20201123151339
ACCESSION NUMBER: 0001752724-20-241411
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201123
PERIOD START: 20210331
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: 201336871
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
2021-03-31
2020-09-30
N
108359179.54
6471084.83
101888094.71
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
500000.00000000
0.00000000
0.00000000
50000.00000000
USD
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MBE9
5601.28000000
PA
USD
5810.87000000
0.005703188401
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Floating
2.87500000
N
N
N
N
N
N
PUBLIC FIN AUTH WI TAX INCREME
5493004S6D3NA627K012
Public Finance Authority
74445EAD9
500000.00000000
PA
USD
377555.00000000
0.370558504479
Long
DBT
MUN
US
N
2
2027-12-15
None
0.00000000
N
N
N
N
N
N
NCUA Guaranteed Notes
N/A
NCUA Guaranteed Notes Trust 2010-R3
62888WAB2
861829.88000000
PA
USD
861829.79000000
0.845859167798
Long
ABS-MBS
USGA
US
N
2
2020-12-08
Floating
0.71475000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127962J7
4500000.00000000
PA
USD
4500000.00000000
4.416610216147
Long
DBT
UST
US
N
2
2020-10-01
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MDCB7
144728.55000000
PA
USD
153903.26000000
0.151051268980
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
N/A
Wachovia Corp
337358BH7
661000.00000000
PA
USD
852489.12000000
0.836691590343
Long
DBT
CORP
US
N
2
2026-08-01
Variable
7.57400000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M1AN9
1210.34000000
PA
USD
1215.54000000
0.001193014751
Long
ABS-MBS
USGSE
US
N
2
2021-03-01
Fixed
5.50000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2004-12
07386HNQ0
240023.51000000
PA
USD
239742.18000000
0.235299502539
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
0.84813000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS B
N/A
JetBlue 2019-1 Class B Pass Through Trust
477165AA2
1000000.00000000
PA
USD
1039295.40000000
1.020036151385
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.00000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB46 Mortgage Trust
30306NAE7
818825.95000000
PA
USD
857583.93000000
0.841691988098
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Variable
2.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417LR98
11240.74000000
PA
USD
11908.66000000
0.011687979870
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
N
WISCONSIN ST HSG & ECON DEV AU
549300AT0SEG8YQT2K79
Wisconsin Housing & Economic Development Authority
97689QDD5
655000.00000000
PA
USD
690972.60000000
0.678168143164
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
328669.70000000
PA
USD
354825.37000000
0.348250078686
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241L4H6
6120.28000000
PA
USD
6477.55000000
0.006357514112
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
5.00000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-8
576434JU9
54160.01000000
PA
USD
55409.44000000
0.054382644172
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBAH0
0.15000000
PA
USD
0.15000000
0.000000147220
Long
ABS-MBS
USGSE
US
N
2
2020-12-01
Fixed
5.50000000
N
N
N
N
N
N
SIGNATURE BANK
N/A
Small Business Administration Pools
83165A5Z3
1149301.91000000
PA
USD
1225255.79000000
1.202550497668
Long
ABS-MBS
USGA
US
N
2
2028-02-25
Floating
4.04500000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AH2
950000.00000000
PA
USD
1004918.75000000
0.986296537255
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.37500000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-5
576434FF6
76526.75000000
PA
USD
79201.66000000
0.077733969042
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Fixed
5.50000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-4
576434EK6
64416.21000000
PA
USD
67978.06000000
0.066718354282
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5FF1
971511.11000000
PA
USD
1128577.23000000
1.107663494162
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ENX3
669789.12000000
PA
USD
793918.18000000
0.779206032127
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A6YN6
192102.30000000
PA
USD
199558.64000000
0.195860606254
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
3.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
850000.00000000
PA
USD
872824.53000000
0.856650163578
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398F3A7
2.06000000
PA
USD
2.06000000
0.000002021826
Long
ABS-MBS
USGSE
US
N
2
2020-10-25
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
31329KJG0
451422.34000000
PA
USD
497669.81000000
0.488447459358
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDY99
1775049.21000000
PA
USD
1927963.36000000
1.892236149363
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBW9
450806.48000000
PA
USD
486078.30000000
0.477070752361
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AE6K8
73332.73000000
PA
USD
74076.42000000
0.072703705188
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
2.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-28.00000000
NC
USD
-4519.24000000
-0.00443549367
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-12-31
-3524355.76000000
USD
-4519.24000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B1VA9
498090.13000000
PA
USD
524848.23000000
0.515122234343
Long
ABS-MBS
USGSE
US
N
2
2047-04-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWW9
594784.97000000
PA
USD
632552.28000000
0.620830413798
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31306XQW6
104684.67000000
PA
USD
111034.61000000
0.108977020638
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F4R20
506226.10000000
PA
USD
514860.80000000
0.505319882038
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
300000.00000000
PA
USD
310739.33000000
0.304980999874
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MDM26
5479.18000000
PA
USD
5747.23000000
0.005640727718
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.50000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
400000.00000000
PA
USD
455225.62000000
0.446789805320
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2012-2
81744UAE4
360994.09000000
PA
USD
369651.45000000
0.362801415663
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Variable
4.20831200
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PVWH9
137670.38000000
PA
USD
146412.85000000
0.143699664241
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83165A4F8
381549.92000000
PA
USD
407641.27000000
0.400087243912
Long
ABS-MBS
USGA
US
N
2
2030-03-25
Floating
4.06300000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCT2
175000.00000000
PA
USD
181121.66000000
0.177765283093
Long
DBT
CORP
US
N
2
2026-01-28
Fixed
2.28000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133G7MV2
997323.97000000
PA
USD
1070856.48000000
1.051012371021
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T1
31393XFZ5
415338.14000000
PA
USD
442591.96000000
0.434390260471
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Variable
3.54570000
N
N
N
N
N
N
DELTA AIR LINES 2015-1A
N/A
Delta Air Lines 2015-1 Class A Pass Through Trust
24736YAA4
587221.52960000
PA
USD
550775.98000000
0.540569515572
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.87500000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64577B8A5
500000.00000000
PA
USD
506685.00000000
0.497295588304
Long
DBT
MUN
US
N
2
2024-06-15
Fixed
2.88100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y6Q5
16315.06000000
PA
USD
17791.05000000
0.017461362930
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31393F4B9
17321.76000000
PA
USD
17909.52000000
0.017577637555
Long
ABS-MBS
USGSE
US
N
2
2022-11-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AJK5
890995.77000000
PA
USD
941583.14000000
0.924134603439
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAH7
870291.19000000
PA
USD
883868.86000000
0.867489830402
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.18400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-SJ3
89178JAA5
529567.31000000
PA
USD
538593.52000000
0.528612809507
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
511837.33000000
PA
USD
510695.47000000
0.501231740031
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
0.89813000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMT3
438461.06000000
PA
USD
487180.97000000
0.478152988714
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828QV5
2874000.00000000
PA
USD
2915931.20000000
2.861895895000
Long
DBT
UST
US
N
2
2021-07-15
Fixed
0.62500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-3
81746VAD2
268521.31000000
PA
USD
269174.25000000
0.264186164994
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-9
46651YAS9
750000.00000000
PA
USD
770956.20000000
0.756669562027
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T5
31394AYP5
579152.29000000
PA
USD
568845.00000000
0.558303697423
Long
ABS-MBS
USGSE
US
N
2
2035-05-28
Variable
0.75512900
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BK7
465000.00000000
PA
USD
465443.27000000
0.456818111404
Long
DBT
CORP
US
N
2
2021-12-29
Floating
1.41788000
N
N
N
N
N
N
TIAA FSB HOLDINGS INC
549300ZSQX8IP0RAE826
TIAA FSB Holdings Inc
29977GAA0
780000.00000000
PA
USD
852963.22000000
0.837156904766
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
5.75000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQV8
139035.00000000
PA
USD
150950.19000000
0.148152922507
Long
ABS-MBS
USGA
US
N
2
2027-02-01
Fixed
5.49000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MFNQ7
730153.21000000
PA
USD
763045.54000000
0.748905494966
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
2.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 1993-1
911760BX3
34172.01000000
PA
USD
36175.78000000
0.035505404338
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B90
4000000.00000000
PA
USD
4031250.00000000
3.956546651965
Long
DBT
UST
US
N
2
2021-02-28
Fixed
2.00000000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126673TD4
74503.69000000
PA
USD
74411.04000000
0.073032124324
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
5.11500000
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DYM7
5000.00000000
PA
USD
5190.80000000
0.005094608957
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B0YB6
341678.32000000
PA
USD
353793.11000000
0.347236947561
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.50000000
N
N
N
N
N
N
JOHN HANCOCK LIFE INS C0
5493007TRSDJMZ8TBY32
John Hancock Life Insurance Co
41020VAA9
900000.00000000
PA
USD
1066205.69000000
1.046447765104
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
7.37500000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings Inc
315786AC7
1035000.00000000
PA
USD
1160493.75000000
1.138988567116
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DKG3
2.70000000
PA
USD
2.71000000
0.000002659780
Long
ABS-MBS
USGSE
US
N
2
2021-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ACN6
975271.85000000
PA
USD
1053312.15000000
1.033793156107
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3U37
1263775.50000000
PA
USD
1314369.68000000
1.290013012551
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
2.35000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Q60
2733050.00000000
PA
USD
2744900.34000000
2.694034418655
Long
DBT
UST
US
N
2
2021-04-15
Fixed
0.12500000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759KW7
690000.00000000
PA
USD
691696.69000000
0.678878815006
Long
DBT
USGA
US
N
2
2027-08-01
Fixed
4.28000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1A
N/A
Delta Air Lines 2019-1 Class A Pass Through Trust
24737RAA8
286000.00000000
PA
USD
275992.57000000
0.270878134276
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.40400000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31394E6X1
290.35000000
PA
USD
290.29000000
0.000284910617
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RMW6
370000.00000000
PA
USD
378506.30000000
0.371492175879
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-2
46591TAF1
722659.34000000
PA
USD
740230.80000000
0.726513536352
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HY9
102683.80000000
PA
USD
106943.31000000
0.104961536776
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Variable
5.01000000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance Inc
75972YAA9
500000.00000000
PA
USD
542087.00000000
0.532041551609
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.70000000
N
N
N
N
N
N
AMSOUTH BANCORP
N/A
AmSouth Bancorp
032165AD4
750000.00000000
PA
USD
916710.02000000
0.899722408794
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
600000.00000000
PA
USD
604521.25000000
0.593318828584
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
9128285H9
2250000.00000000
PA
USD
2250052.76000000
2.208356890374
Long
DBT
UST
US
N
2
2020-10-31
Floating
0.14502528
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
727525.07000000
0.714043257036
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
1.27313000
N
N
N
N
N
N
OSCAR US Funding Trust
3538001UYSCP1K1A1R98
OSCAR US Funding Trust VI LLC
687846AE5
645657.80000000
PA
USD
653906.17000000
0.641788593516
Long
ABS-O
CORP
JP
N
2
2024-05-10
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398FAL5
22299.97000000
PA
USD
23023.74000000
0.022597085621
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
4.50000000
N
N
N
N
N
N
COLORADO ST HSG & FIN AUTH
5493005GIROYQAWBMC18
Colorado Housing and Finance Authority
196479XN4
5000.00000000
PA
USD
5137.80000000
0.005042591104
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAE6
140000.00000000
PA
USD
140422.80000000
0.137820616235
Long
DBT
MUN
US
N
2
2021-05-15
Fixed
3.20000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPQ6
750000.00000000
PA
USD
823740.00000000
0.808475222099
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4.40800000
N
N
N
N
N
N
FINANCIAL CONSULTING SERVICES GROUP LLC
N/A
FINANCIAL CONSULTING SERVICES GROUP LLC
31742PAA0
1000000.00000000
PA
USD
1006101.74000000
0.987457605192
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LAF9
64.06000000
PA
USD
64.25000000
0.000063059379
Long
ABS-MBS
USGSE
US
N
2
2021-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397NEN1
743.74000000
PA
USD
762.72000000
0.000748585987
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126DT58
900000.00000000
PA
USD
897230.79000000
0.880604149634
Long
DBT
CORP
US
N
2
2023-05-10
Floating
1.04325000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB45 Mortgage Trust
30308AAG8
750175.77000000
PA
USD
775057.30000000
0.760694664284
Long
ABS-MBS
USGSE
US
N
2
2037-11-25
Variable
2.96000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAB5
800000.00000000
PA
USD
824646.64000000
0.809365061096
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828X39
4634490.00000000
PA
USD
4716679.81000000
4.629274718920
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG3L6
67704.15000000
PA
USD
71984.26000000
0.070650315137
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
4.50000000
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
310634.01000000
PA
USD
308185.75000000
0.302474740426
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.00813000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381TYB0
1658828.37000000
PA
USD
1696661.60000000
1.665220656867
Long
ABS-MBS
USGSE
US
N
2
2022-03-01
Fixed
2.99000000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAB9
743679.77200000
PA
USD
728352.92000000
0.714855766096
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.73100000
N
N
N
N
N
N
MINNESOTA LIFE INSURANCE
9KZ0AU45N94Q59NRQD91
Minnesota Life Insurance Co
604074AA2
750000.00000000
PA
USD
952039.44000000
0.934397137084
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A9SR9
576586.48000000
PA
USD
602441.08000000
0.591277206345
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31396GJN2
87853.45000000
PA
USD
94885.51000000
0.093127180628
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
OSCAR US Funding Trust IX LLC
68784XAE6
500000.00000000
PA
USD
522516.64000000
0.512833851184
Long
ABS-O
CORP
JP
N
2
2025-09-10
Fixed
3.63000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQE6
170624.94000000
PA
USD
182888.76000000
0.179499636852
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
5.64000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HZ6
310000.00000000
PA
USD
316709.70000000
0.310840732571
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
5.43000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-3
64828MAA5
480816.02000000
PA
USD
519514.26000000
0.509887108477
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAB3
700000.00000000
PA
USD
879616.95000000
0.863316712814
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2019-1 Mortgage Loan Trust
19687XAA5
194946.60000000
PA
USD
196571.91000000
0.192929223536
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.70500000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31393CS87
18713.40000000
PA
USD
19011.73000000
0.018659422432
Long
ABS-MBS
USGSE
US
N
2
2023-06-25
Fixed
4.00000000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2004-FM1
36228FZK5
157809.69000000
PA
USD
155623.76000000
0.152739886286
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
1.12313000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH SC
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645912FP6
365000.00000000
PA
USD
370894.75000000
0.364021675992
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
4.43000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAA3
188901.81000000
PA
USD
189005.89000000
0.185503409930
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
1.64813000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
500000.00000000
PA
USD
535116.60000000
0.525200320531
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2A1
500000.00000000
PA
USD
560664.99000000
0.550275271704
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBKD8
53.65000000
PA
USD
56.20000000
0.000055158554
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
4.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
902790.00000000
PA
USD
960848.33000000
0.943042788988
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
TENNESSEE HSG DEV AGY RSDL FIN
N/A
Tennessee Housing Development Agency
880461MM7
60000.00000000
PA
USD
60955.80000000
0.059826224225
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
3.50000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
975000.00000000
PA
USD
974996.11000000
0.956928395584
Long
DBT
CORP
US
N
2
2024-12-15
Floating
2.54038000
N
N
N
N
N
N
COMERICA BANK
70WY0ID1N53Q4254VH70
Comerica Bank
200339DX4
500000.00000000
PA
USD
552694.03000000
0.542452022067
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
N
NCUA Guaranteed Notes
N/A
NCUA Guaranteed Notes Trust 2010-R1
62888VAA6
165626.83000000
PA
USD
165609.54000000
0.162540619167
Long
ABS-MBS
USGA
US
N
2
2020-10-07
Floating
0.60475000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-4
81745XAD9
107264.78000000
PA
USD
108304.28000000
0.106297286555
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Variable
3.50000000
N
N
N
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271AJ9
900000.00000000
PA
USD
983244.83000000
0.965024258033
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQN9
800102.81000000
PA
USD
862389.41000000
0.846408417445
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31395RPZ5
498326.22000000
PA
USD
501382.21000000
0.492091064640
Long
ABS-MBS
USGSE
US
N
2
2034-10-15
Fixed
6.00000000
N
N
N
N
N
N
PRUDENTIAL INSURANCE CO
X574KRZ6V5A7UBU45C31
Prudential Insurance Co of America/The
743917AH9
615000.00000000
PA
USD
802025.17000000
0.787162790984
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P7AZ6
9717.04000000
PA
USD
10629.23000000
0.010432259068
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B0DR4
465320.72000000
PA
USD
475896.30000000
0.467077435645
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Fixed
3.50000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BN7
645000.00000000
PA
USD
833563.18000000
0.818116368131
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
7.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241K6B9
8229.25000000
PA
USD
8481.63000000
0.008324456379
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FDKH4
592051.08000000
PA
USD
608290.86000000
0.597018583703
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LRY0
176246.43000000
PA
USD
185008.91000000
0.181580498218
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B4PT7
429965.13000000
PA
USD
514141.55000000
0.504613960505
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397MME4
5.61000000
PA
USD
5.60000000
0.000005496226
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
4.50000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAA6
294325.94000000
PA
USD
304239.04000000
0.298601167158
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
3.50000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAH3
750000.00000000
PA
USD
789674.33000000
0.775040825179
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
3.86900000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
1564680.00000000
PA
USD
1637168.68000000
1.606830203921
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
3132X0FN6
250000.00000000
PA
USD
251637.61000000
0.246974497576
Long
DBT
USGSE
US
N
2
2023-03-09
Floating
0.61175000
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
320644.03540000
PA
USD
286433.72000000
0.281125798666
Long
DBT
CORP
GG
N
2
2022-11-30
Fixed
5.12500000
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DVQ1
290000.00000000
PA
USD
295243.20000000
0.289772029637
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-SJ1
89177RAA8
625821.83000000
PA
USD
632894.37000000
0.621166164507
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WPX2
704625.90000000
PA
USD
833876.25000000
0.818423636611
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.50000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CRH8
225334.66000000
PA
USD
242095.39000000
0.237609105056
Long
ABS-MBS
USGA
US
N
2
2027-10-01
Fixed
5.57000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2001-W2
313920YH7
1263.28000000
PA
USD
1279.82000000
0.001256103574
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
6.47300000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-2
81748KAG7
696687.34000000
PA
USD
717923.55000000
0.704619663409
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8PC9
1147432.10000000
PA
USD
1212860.08000000
1.190384493352
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
1013304.69800000
PA
USD
993931.83000000
0.975513216562
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WH62
80955.24000000
PA
USD
85792.01000000
0.084202192851
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83164MHQ5
570838.96000000
PA
USD
569186.30000000
0.558638672771
Long
ABS-MBS
USGA
US
N
2
2043-05-25
Floating
0.75000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646140DG5
1000000.00000000
PA
USD
1064800.00000000
1.045068124034
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
3.22300000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A4PM5
18168.06000000
PA
USD
18603.95000000
0.018259199029
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Fixed
3.00000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AA9
450000.00000000
PA
USD
496337.53000000
0.487139867923
Long
DBT
CORP
GG
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
FIDELITY INVESTMENTS MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO
N/A
FIDELITY GOVERNMENT PORT-I
316175108
11490160.41000000
NS
USD
11490160.41000000
11.27723552266
Long
STIV
RF
US
N
1
N
N
N
METROPOLITAN LIFE INS CO
549300H7EXFMRS487544
Metropolitan Life Insurance Co
592173AE8
750000.00000000
PA
USD
982289.57000000
0.964086700017
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294MHC8
20962.99000000
PA
USD
22208.81000000
0.021797257140
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M1KA6
230.71000000
PA
USD
231.23000000
0.000226945062
Long
ABS-MBS
USGSE
US
N
2
2021-03-01
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
533631.68000000
0.523742917677
Long
ABS-O
CORP
US
N
2
2030-08-15
Variable
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241LYH3
28681.22000000
PA
USD
31091.14000000
0.030514988123
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
5.00000000
N
N
N
N
N
N
WORCESTER MA
5493006DO0NOILRNNH68
City of Worcester MA
9813057M1
250000.00000000
PA
USD
251275.00000000
0.246618607124
Long
DBT
MUN
US
N
2
2034-11-01
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225CXQ4
31497.12000000
PA
USD
32950.52000000
0.032339911835
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Floating
2.87500000
N
N
N
N
N
N
YAMHILL CNTY OR REVENUE
N/A
County of Yamhill OR
98464TAL3
500000.00000000
PA
USD
499720.00000000
0.490459657158
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4Y58
380893.50000000
PA
USD
403343.08000000
0.395868703942
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Structured Pass Through
N/A
Freddie Mac Structured Pass-Through Certificates
31394XVE3
738259.52000000
PA
USD
905098.12000000
0.888325689646
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
7.00000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971MZH8
750000.00000000
PA
USD
753270.00000000
0.739311106115
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
6.26700000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
240716.14000000
PA
USD
247957.34000000
0.243362426891
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
2020-11-20
SIT MUTUAL FUNDS II INC
Paul Rasmussen
Paul Rasmussen
VP, Treasurer & Chief Compliance Officer