British Airways 2013-1 Class A Pass Through Trust

0001752724-21-102143.txt : 20210520 0001752724-21-102143.hdr.sgml : 20210520 20210520103419 ACCESSION NUMBER: 0001752724-21-102143 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210520 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: 21942949 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 2021-03-31 N 109212502.49 487605.32 108724897.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 255890.00000000 0.00000000 0.00000000 689761.49000000 USD N BRITISH AIR 13-1 A PTT N/A British Airways 2013-1 Class A Pass Through Trust 11042AAA2 653873.44890000 PA USD 678262.86000000 0.623833986193 Long DBT CORP US N 2 2024-06-20 Fixed 4.62500000 N N N N N N CAPITAL PROJS FL FIN AUTH STUD N/A Capital Projects Finance Authority/FL 140427BS3 1000000.00000000 PA USD 995610.00000000 0.915714823296 Long DBT MUN US N 2 2024-10-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 31396GJN2 74696.39000000 PA USD 80464.45000000 0.074007382020 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 3140X5AT0 2659909.61000000 PA USD 2945125.97000000 2.708787082497 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132A9SR9 479930.72000000 PA USD 493748.86000000 0.454126766593 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418AJK5 724595.52000000 PA USD 761840.93000000 0.700705128107 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138A4Y58 302669.15000000 PA USD 322868.67000000 0.296959278329 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Small Business Administration N/A United States Small Business Administration 83162CQV8 116985.81000000 PA USD 126026.24000000 0.115912953960 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 5.49000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAH2 850000.00000000 PA USD 923290.45000000 0.849198733714 Long DBT CORP N/A N 2 2027-01-15 Fixed 3.87500000 N N N N N N MASSACHUSETTS ST EDUCTNL FING 5493007K5OP7V6CL0Y88 Massachusetts Educational Financing Authority 57563RMW6 285000.00000000 PA USD 288687.90000000 0.265521428407 Long DBT MUN US N 2 2032-01-01 Fixed 4.00000000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2017-3 59980CAA1 193292.80000000 PA USD 197146.00000000 0.181325533646 Long ABS-MBS CORP US N 2 2061-01-25 Variable 2.75000000 N N N N N N JERSEY CITY NJ N/A City of Jersey City NJ 476576RL9 335000.00000000 PA USD 329164.30000000 0.302749699993 Long DBT MUN US N 2 2026-09-01 Fixed 1.13000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-2 46591TAF1 296181.17000000 PA USD 298781.94000000 0.274805447305 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 Flex Ltd 33938XAC9 600000.00000000 PA USD 643526.65000000 0.591885268922 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75000000 N N N N N N SAINT CHARLES PARISH LA SCH DI N/A St Charles Parish School District No 1 788076SX6 250000.00000000 PA USD 254982.50000000 0.234520801248 Long DBT MUN US N 2 2027-03-01 Fixed 2.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 5 Year US Treasury Note 000000000 -230.00000000 NC USD 100505.40000000 0.092440096625 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 2021-06-30 -28482146.60000000 USD 100505.40000000 N N N MERCURY GENERAL CORP 5493001Q9EXPCEL4W527 Mercury General Corp 589400AB6 1000000.00000000 PA USD 1127829.58000000 1.037324117434 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LAF9 3.97000000 PA USD 3.98000000 0.000003660615 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N NEW HAMPSHIRE ST HSG FIN AUTHS N/A New Hampshire Housing Finance Authority 64469DVQ1 220000.00000000 PA USD 226019.20000000 0.207881732595 Long DBT MUN US N 2 2035-07-01 Fixed 4.00000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136B0DR4 217134.05000000 PA USD 221791.42000000 0.203993221215 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137B4PT7 381423.75000000 PA USD 451268.66000000 0.415055494873 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EG3L6 54088.35000000 PA USD 57545.61000000 0.052927720786 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136B1VA9 380771.42000000 PA USD 399462.00000000 0.367406187908 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-T5 31394AYP5 541055.28000000 PA USD 533693.41000000 0.490865867792 Long ABS-MBS USGSE US N 2 2035-05-28 Variable 0.69762900 N N N N N N FARMER MAC 549300MS654K78GYF580 Federal Agricultural Mortgage Corp 3132X0FN6 250000.00000000 PA USD 251515.32000000 0.231331853647 Long DBT USGSE US N 2 2023-03-09 Floating 0.55538000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAH3 750000.00000000 PA USD 794530.58000000 0.730771516626 Long DBT CORP US N 2 2049-10-15 Fixed 3.86900000 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 746509.70000000 0.686604190420 Long ABS-MBS CORP US N 2 2033-11-25 Floating 1.23363000 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 140096.60000000 0.128854203265 Long DBT MUN US N 2 2021-05-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418BQN9 686779.59000000 PA USD 739776.63000000 0.680411432207 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT N/A Seasoned Credit Risk Transfer Trust Series 2019-4 35563PMT3 393163.03000000 PA USD 432109.21000000 0.397433542130 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 4.00000000 N N N N N N Small Business Administration N/A United States Small Business Administration 83162CQE6 149060.80000000 PA USD 158941.00000000 0.146186387972 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 305894.39000000 0.281347141236 Long ABS-MBS CORP US N 2 2034-01-25 Variable 5.43000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202ENX3 584524.90000000 PA USD 695644.08000000 0.639820407383 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 6.00000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2020-2 81748KAG7 355548.67000000 PA USD 360396.90000000 0.331475963078 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N JOHN HANCOCK LIFE INS C0 5493007TRSDJMZ8TBY32 John Hancock Life Insurance Co 41020VAA9 900000.00000000 PA USD 1055065.94000000 0.970399574947 Long DBT CORP US N 2 2024-02-15 Fixed 7.37500000 N N N N N N RENAISSANCERE FINANCE 54930048ETFU7B0OJ457 RenaissanceRe Finance Inc 75972YAA9 500000.00000000 PA USD 540190.61000000 0.496841683975 Long DBT CORP US N 2 2025-04-01 Fixed 3.70000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBK0 1000000.00000000 PA USD 1085933.98000000 0.998790533047 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N TOSCO CORP N/A Tosco Corp 891490AR5 500000.00000000 PA USD 651400.17000000 0.599126958916 Long DBT CORP US N 2 2027-01-01 Fixed 7.80000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 31398FAL5 14759.40000000 PA USD 15202.97000000 0.013982970226 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137F4R20 227952.64000000 PA USD 230527.37000000 0.212028133390 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 3.00000000 N N N N N N OSCAR US Funding Trust 3538001UYSCP1K1A1R98 OSCAR US Funding Trust VI LLC 687846AE5 341210.60000000 PA USD 343736.52000000 0.316152536306 Long ABS-O CORP JP N 2 2024-05-10 Fixed 3.30000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 31329KJG0 390843.48000000 PA USD 436266.57000000 0.401257284537 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2019-SJ1 89177RAA8 208772.87000000 PA USD 208971.83000000 0.192202370790 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.75000000 N N N N N N NEW HAMPSHIRE ST HSG FIN AUTHS N/A New Hampshire Housing Finance Authority 64469DYM7 5000.00000000 PA USD 5279.45000000 0.004855787531 Long DBT MUN US N 2 2037-01-01 Fixed 4.00000000 N N N N N N DELTA AIR LINES 2015-1A N/A Delta Air Lines 2015-1 Class A Pass Through Trust 24736YAA4 570784.66960000 PA USD 579188.62000000 0.532710202608 Long DBT CORP US N 2 2027-07-30 Fixed 3.87500000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2017-3 64828MAA5 412860.42000000 PA USD 437994.45000000 0.402846506550 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.00000000 N N N N N N DUKE ENERGY FL PROJ FIN N/A Duke Energy Florida Project Finance LLC 26444GAB9 540941.98740000 PA USD 546659.36000000 0.502791333198 Long DBT CORP US N 2 2022-09-01 Fixed 1.73100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ELQE6 1735208.89000000 PA USD 1875076.88000000 1.724606717326 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.50000000 N N N N N N FHLMC Structured Pass Through N/A Freddie Mac Structured Pass-Through Certificates 31394XVE3 695279.91000000 PA USD 798989.95000000 0.734873033497 Long ABS-MBS USGSE US N 2 2044-03-25 Fixed 7.00000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 Georgia-Pacific LLC 373298BN7 645000.00000000 PA USD 810268.64000000 0.745246637238 Long DBT CORP US N 2 2025-12-01 Fixed 7.37500000 N N N N N N PUBLIC FIN AUTH WI TAX INCREME 5493004S6D3NA627K012 Public Finance Authority 74445EAD9 355000.00000000 PA USD 261571.10000000 0.240580682813 Long DBT MUN US N 2 2027-12-15 None 0.00000000 N N N N N N GSAMP Trust N/A GSAMP Trust 2004-FM1 36228FZK5 140551.57000000 PA USD 139964.22000000 0.128732446424 Long ABS-MBS CORP US N 2 2033-11-25 Floating 1.08363000 N N N N N N OSCAR US Funding Trust N/A OSCAR US Funding Trust IX LLC 68784XAE6 500000.00000000 PA USD 517144.94000000 0.475645370527 Long ABS-O CORP JP N 2 2025-09-10 Fixed 3.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48126DT58 900000.00000000 PA USD 905379.07000000 0.832724696519 Long DBT CORP US N 2 2023-05-10 Floating 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J5FF1 831397.07000000 PA USD 974132.85000000 0.895961160098 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31381TYB0 1634618.84000000 PA USD 1654823.10000000 1.522027744402 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 2.99000000 N N N N N N JETBLUE 2019-1 CLASS B N/A JetBlue 2019-1 Class B Pass Through Trust 477165AA2 944338.62000000 PA USD 1076896.38000000 0.990478177520 Long DBT CORP US N 2 2027-11-15 Fixed 8.00000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 Nationwide Mutual Insurance Co 638671AJ6 975000.00000000 PA USD 973933.27000000 0.895777595886 Long DBT CORP US N 2 2024-12-15 Floating 2.47388000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36225CXQ4 26423.73000000 PA USD 27659.93000000 0.025440290788 Long ABS-MBS USGA US N 2 2033-04-20 Floating 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36241LYH3 23299.61000000 PA USD 25170.70000000 0.023150815181 Long ABS-MBS USGA US N 2 2026-06-20 Fixed 5.00000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2018-3 81746VAD2 45673.14000000 PA USD 45675.83000000 0.042010460519 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.50000000 N N N N N N PRUDENTIAL INSURANCE CO X574KRZ6V5A7UBU45C31 Prudential Insurance Co of America/The 743917AH9 615000.00000000 PA USD 780305.11000000 0.717687604505 Long DBT CORP US N 2 2025-07-01 Fixed 8.30000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828X39 5378000.00000000 PA USD 5531567.12000000 5.087672891840 Long DBT UST US N 2 2022-04-15 Fixed 0.12500000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 9127964X4 2000000.00000000 PA USD 1999996.89000000 1.839502213437 Long DBT UST US N 2 2021-04-08 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LRY0 140724.09000000 PA USD 148352.53000000 0.136447615828 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N NEW JERSEY ST ECON DEV AUTH SC 5493006JS6QWDVU4R678 New Jersey Economic Development Authority 645912FP6 365000.00000000 PA USD 368985.80000000 0.339375625642 Long DBT MUN US N 2 2021-12-01 Fixed 4.43000000 N N N N N N TIAA FSB HOLDINGS INC 549300ZSQX8IP0RAE826 TIAA FSB Holdings Inc 29977GAA0 780000.00000000 PA USD 833099.94000000 0.766245783334 Long DBT CORP US N 2 2025-07-02 Fixed 5.75000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2017-2 64829KBW9 390611.81000000 PA USD 415428.98000000 0.382091858270 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHCF7 2301170.23000000 PA USD 2409284.66000000 2.215945678231 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMWW9 472341.60000000 PA USD 509543.80000000 0.468654202729 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 3128MFNQ7 615160.68000000 PA USD 632748.67000000 0.581972194474 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2019-9 46651YAS9 750000.00000000 PA USD 757966.20000000 0.697141335360 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133G7MV2 830385.03000000 PA USD 885343.70000000 0.814297114133 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N WEBSTER FINANCIAL CORP KMRURHT0VWKYS6Z5KU67 Webster Financial Corp 947890AH2 950000.00000000 PA USD 1017276.72000000 0.935642843983 Long DBT CORP US N 2 2024-02-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418WPX2 636196.87000000 PA USD 758018.48000000 0.697189420022 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 31393F4B9 11593.46000000 PA USD 11903.12000000 0.010947924817 Long ABS-MBS USGSE US N 2 2022-11-15 Fixed 5.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31306XQW6 87970.42000000 PA USD 93454.82000000 0.085955307783 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A Bayview Opportunity Master Fund IVa Trust 2017-SPL5 07331UAA6 253229.14000000 PA USD 259289.07000000 0.238481779931 Long ABS-MBS CORP US N 2 2057-06-28 Variable 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-8 46652TAF7 194081.89000000 PA USD 198032.49000000 0.182140885072 Long ABS-MBS CORP US N 2 2051-03-25 Variable 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137FDKH4 403602.84000000 PA USD 413655.66000000 0.380460842702 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 3.00000000 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 528533.68000000 0.486120193035 Long ABS-O CORP US N 2 2030-08-15 Variable 6.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 5 YEAR TREASURY NOTE 000000000 -127.00000000 NC USD -39687.50000000 -0.03650267880 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Call Written BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 5 Year US Treasury Note 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long US TREASURY N/B United States Treasury Note/Bond 2021-06-30 0.00000000 USD 100000.00000000 123.50000000 USD 2021-04-23 XXXX 47264.32000000 N N N Fannie Mae N/A Fannie Mae REMICS 31393CS87 10704.88000000 PA USD 10824.34000000 0.009955714175 Long ABS-MBS USGSE US N 2 2023-06-25 Fixed 4.00000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2018-4 64828FCQ3 437188.17000000 PA USD 438546.86000000 0.403354587049 Long ABS-MBS CORP US N 2 2048-01-25 Floating 0.85863000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2020-MH1 89178YAH7 768317.64000000 PA USD 777027.29000000 0.714672821244 Long ABS-O CORP US N 2 2060-02-25 Variable 2.18400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ACN6 804164.07000000 PA USD 859964.81000000 0.790954815671 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 31417LR98 9190.18000000 PA USD 9777.75000000 0.008993110368 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.00000000 N N N N N N SIGNATURE BANK N/A Small Business Administration Pools 83165A5Z3 1002460.41000000 PA USD 1064653.44000000 0.979217702395 Long ABS-MBS USGA US N 2 2028-02-25 Floating 4.04500000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132AAF90 1964364.84000000 PA USD 2088110.26000000 1.920544709032 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36241L4H6 4771.52000000 PA USD 4977.64000000 0.004578197017 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MDM26 4433.12000000 PA USD 4656.43000000 0.004282763305 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.50000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 Equifax Inc 294429AL9 500000.00000000 PA USD 533005.85000000 0.490233482738 Long DBT CORP US N 2 2026-06-01 Fixed 3.25000000 N N N N N N UNITED AIR 2013-1 A PTT N/A United Airlines 2013-1 Class A Pass Through Trust 909319AA3 203364.72040000 PA USD 211194.77000000 0.194246925494 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31294MHC8 17486.32000000 PA USD 18661.15000000 0.017163640054 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 31397NEN1 494.39000000 PA USD 506.27000000 0.000465643116 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 4.50000000 N N N N N N KANSAS CITY MO INDL DEV AUTH A 549300QWDXL46XQC8110 Kansas City Industrial Development Authority 48504NDC0 1000000.00000000 PA USD 1004540.00000000 0.923928213451 Long DBT MUN US N 2 2026-03-01 Fixed 1.75100000 N N N N N N Centex Home Equity N/A Centex Home Equity Loan Trust 2004-A 152314HY9 102683.80000000 PA USD 105304.61000000 0.096854182198 Long ABS-MBS CORP US N 2 2032-08-25 Variable 5.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417Y6Q5 13735.42000000 PA USD 15066.23000000 0.013857203264 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 Gold Pool 3132J4KA6 481794.01000000 PA USD 530810.21000000 0.488214037277 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K8PC9 955683.12000000 PA USD 1001334.61000000 0.920980047867 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N TENNESSEE HSG DEV AGY RSDL FIN N/A Tennessee Housing Development Agency 880461MM7 50000.00000000 PA USD 51113.00000000 0.047011311420 Long DBT MUN US N 2 2031-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X8VC8 1072934.71000000 PA USD 1143866.91000000 1.052074492387 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4.00000000 N N N N N N FULTON FINANCIAL CORP 5493005QLZ6O1BNC0C11 Fulton Financial Corp 360271AJ9 429000.00000000 PA USD 478383.57000000 0.439994502135 Long DBT CORP US N 2 2024-11-15 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac REMICS 3137A6YN6 147847.30000000 PA USD 153590.40000000 0.141265160048 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2019-MH1 89177WAB5 800000.00000000 PA USD 820662.64000000 0.754806545106 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.00000000 N N N N N N FRESB Multifamily Mortgage Pas N/A FRESB 2018-SB45 Mortgage Trust 30308AAG8 687062.56000000 PA USD 704465.92000000 0.647934317103 Long ABS-MBS USGSE US N 2 2037-11-25 Variable 2.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138L3U37 1245538.83000000 PA USD 1281984.83000000 1.179108799703 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.35000000 N N N N N N RAYMOND JAMES BANK, N.A. N/A Small Business Administration Pools 83164MHQ5 559218.50000000 PA USD 557312.41000000 0.512589502962 Long ABS-MBS USGA US N 2 2043-05-25 Floating 0.75000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136B0YB6 206104.27000000 PA USD 212162.75000000 0.195137227555 Long ABS-MBS USGSE US N 2 2044-03-25 Fixed 3.50000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust 1993-1 911760BX3 23238.57000000 PA USD 24344.54000000 0.022390952425 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.25000000 N N N N N N ALASKA AIR 2020-1 CL B N/A Alaska Airlines 2020-1 Class B Pass Through Trust 01166WAA5 904078.48530000 PA USD 1003893.18000000 0.923333299115 Long DBT CORP US N 2 2025-08-15 Fixed 8.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MBKD8 1.85000000 PA USD 1.94000000 0.000001784319 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128P7AZ6 8063.00000000 PA USD 8917.56000000 0.008201948433 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 5.00000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2020-4 81748RAE7 509564.06000000 PA USD 522820.88000000 0.480865830742 Long ABS-MBS CORP US N 2 2050-11-25 Variable 2.50000000 N N N N N N CHINO CA PUBLIC FING AUTH REVE N/A Chino Public Financing Authority 169548FM1 215000.00000000 PA USD 219323.65000000 0.201723483497 Long DBT MUN US N 2 2026-09-01 Fixed 1.70300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416WH62 64940.11000000 PA USD 69143.99000000 0.063595360216 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179MBE9 5508.83000000 PA USD 5756.68000000 0.005294721034 Long ABS-MBS USGA US N 2 2042-04-20 Floating 2.87500000 N N N N N N PUEBLO CNTY CO COPS N/A County of Pueblo CO 744829DU3 700000.00000000 PA USD 682010.00000000 0.627280427714 Long DBT MUN US N 2 2026-09-15 Fixed 1.07300000 N N N N N N WELLS FARGO & COMPANY N/A Wachovia Corp 337358BH7 661000.00000000 PA USD 844719.72000000 0.776933105468 Long DBT CORP US N 2 2026-08-01 Variable 7.57400000 N N N N N N CONTL AIRLINES 2012-1 A N/A Continental Airlines 2012-1 Class A Pass Through Trust 210795PZ7 220800.86600000 PA USD 230618.78000000 0.212112207969 Long DBT CORP US N 2 2024-04-11 Fixed 4.15000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2019-SJ3 89178JAA5 379859.93000000 PA USD 384037.74000000 0.353219685643 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828UH1 7479516.00000000 PA USD 7843996.33000000 7.214535524218 Long DBT UST US N 2 2023-01-15 Fixed 0.12500000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MDCB7 124719.76000000 PA USD 133203.24000000 0.122514017917 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2021-1 46592EAF3 1021489.51000000 PA USD 1043929.18000000 0.960156511684 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828TE0 2957500.00000000 PA USD 3074067.08000000 2.827380995535 Long DBT UST US N 2 2022-07-15 Fixed 0.12500000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 New Jersey Turnpike Authority 646140DG5 1000000.00000000 PA USD 1021350.00000000 0.939389253597 Long DBT MUN US N 2 2035-01-01 Fixed 3.22300000 N N N N N N FRESB Multifamily Mortgage Pas N/A FRESB 2018-SB46 Mortgage Trust 30306NAE7 790897.92000000 PA USD 817182.70000000 0.751605861463 Long ABS-MBS USGSE US N 2 2037-12-25 Variable 2.89000000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136AE6K8 48048.68000000 PA USD 48497.25000000 0.044605468721 Long ABS-MBS USGSE US N 2 2023-07-25 Fixed 2.00000000 N N N N N N Countrywide Asset-Backed Certi N/A Countrywide Asset-Backed Certificates 126673TD4 57521.38000000 PA USD 57449.10000000 0.052838955469 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.11500000 N N N N N N Fannie Mae N/A Fannie Mae REMICS 3136A4PM5 10424.87000000 PA USD 10621.05000000 0.009768737682 Long ABS-MBS USGSE US N 2 2030-11-25 Fixed 3.00000000 N N N N N N UNITED AIR 2015-1 A PTT N/A United Airlines 2015-1 Class A Pass Through Trust 90932LAB3 100000.00000000 PA USD 101363.60000000 0.093229428252 Long DBT CORP US N 2 2022-12-01 Fixed 3.70000000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AA5 850000.00000000 PA USD 905128.21000000 0.832493967398 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N METROPOLITAN LIFE INS CO 549300H7EXFMRS487544 Metropolitan Life Insurance Co 592173AE8 750000.00000000 PA USD 933587.29000000 0.858669278426 Long DBT CORP US N 2 2025-11-01 Fixed 7.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QDY99 1641909.64000000 PA USD 1758162.64000000 1.617074548482 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 3.00000000 N N N N N N AMSOUTH BANCORP N/A AmSouth Bancorp 032165AD4 750000.00000000 PA USD 915356.33000000 0.841901306716 Long DBT CORP US N 2 2025-11-01 Fixed 6.75000000 N N N N N N UNITED AIR 2014-1 A PTT N/A United Airlines 2014-1 Class A Pass Through Trust 90932PAA6 975293.29800000 PA USD 1008756.98000000 0.927806791504 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 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 754050.00000000 0.693539400475 Long DBT MUN US N 2 2039-08-01 Fixed 6.26700000 N N N N N N PERSHING RD DEV CO LLC 549300Q1WQC21CD1KB68 Pershing Road Development Co LLC 71531PAA1 1996848.96800000 PA USD 1922156.83000000 1.767908620777 Long DBT CORP US N 2 2026-09-01 Floating 0.59050000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAM7 655000.00000000 PA USD 739281.52000000 0.679956053528 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N COLORADO ST HSG & FIN AUTH 5493005GIROYQAWBMC18 Colorado Housing and Finance Authority 196479XN4 5000.00000000 PA USD 5165.80000000 0.004751257655 Long DBT MUN US N 2 2031-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128PVWH9 112411.50000000 PA USD 119999.88000000 0.110370194061 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.00000000 N N N N N N FIDELITY INVESTMENTS MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO N/A FIDELITY GOVERNMENT PORT-I 316175108 1212872.84000000 NS USD 1212872.84000000 1.115542871568 Long STIV RF US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36241K6B9 4063.26000000 PA USD 4179.64000000 0.003844234493 Long ABS-MBS USGA US N 2 2023-12-20 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2018-1 64830GAB2 294391.14000000 PA USD 314244.14000000 0.289026844981 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.00000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 Equinor ASA 656531AD2 224000.00000000 PA USD 279961.98000000 0.257495741350 Long DBT CORP NO N 2 2025-11-15 Fixed 7.15000000 N N N N N N LIBERTY MUTUAL INSURANCE CNC20I6IOMGF7KY49D67 Liberty Mutual Insurance Co 53079QAB3 700000.00000000 PA USD 848938.83000000 0.780813642594 Long DBT CORP US N 2 2025-05-15 Fixed 8.50000000 N N N N N N VALERO ENERGY PARTNERS 549300WH1375KZXLJ231 Valero Energy Partners LP 91914JAA0 1000000.00000000 PA USD 1120516.28000000 1.030597691205 Long DBT CORP US N 2 2026-12-15 Fixed 4.37500000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2020-5 Trust 95003BAC6 449654.06000000 PA USD 454185.90000000 0.417738633764 Long ABS-MBS CORP US N 2 2050-09-25 Variable 2.50000000 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 Bay Area Toll Authority 072024XD9 500000.00000000 PA USD 491735.00000000 0.452274513749 Long DBT MUN US N 2 2027-04-01 Fixed 1.43300000 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 259642.51540000 PA USD 258647.55000000 0.237891740284 Long DBT CORP GG N 2 2022-11-30 Fixed 5.12500000 N N N N N N TYCO INTERNATIONAL FINAN 3T0IJ5FZFENH4BUK1P17 Tyco International Finance SA 902118BS6 1000000.00000000 PA USD 1075587.92000000 0.989274718115 Long DBT CORP LU N 2 2026-02-14 Fixed 3.90000000 N N N N N N MASSACHUSETTS ST EDUCTNL FING 5493007K5OP7V6CL0Y88 Massachusetts Educational Financing Authority 57563RPQ6 595000.00000000 PA USD 619139.15000000 0.569454803927 Long DBT MUN US N 2 2034-07-01 Fixed 4.40800000 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 276264.14000000 PA USD 273055.14000000 0.251143157737 Long ABS-MBS CORP US N 2 2033-10-25 Floating 0.96863000 N N N N N N YAMHILL CNTY OR REVENUE N/A County of Yamhill OR 98464TAL3 500000.00000000 PA USD 528135.00000000 0.485753506093 Long DBT MUN US N 2 2030-10-01 Fixed 4.50000000 N N N N N N MINNESOTA LIFE INSURANCE 9KZ0AU45N94Q59NRQD91 Minnesota Life Insurance Co 604074AA2 750000.00000000 PA USD 911646.24000000 0.838488942026 Long DBT CORP US N 2 2025-09-15 Fixed 8.25000000 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 BGC Partners Inc 05541TAP6 900000.00000000 PA USD 957877.16000000 0.881009947981 Long DBT CORP US N 2 2025-12-15 Fixed 4.37500000 N N N N N N SBA TOWER TRUST N/A SBA Tower Trust 78403DAN0 500000.00000000 PA USD 524402.30000000 0.482320345799 Long DBT CORP US N 2 2025-01-15 Fixed 2.83600000 N N N N N N Small Business Administration N/A United States Small Business Administration 83162CRH8 205514.81000000 PA USD 224621.03000000 0.206595762191 Long ABS-MBS USGA US N 2 2027-10-01 Fixed 5.57000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828ZJ2 911430.00000000 PA USD 986427.16000000 0.907268882910 Long DBT UST US N 2 2025-04-15 Fixed 0.12500000 N N N N N N FannieMae Grantor Trust N/A Fannie Mae Grantor Trust 2004-T1 31393XFZ5 375964.47000000 PA USD 399886.64000000 0.367796751626 Long ABS-MBS USGSE US N 2 2043-08-25 Variable 3.26262000 N N N N N N DELTA AIR LINES 2019-1A N/A Delta Air Lines 2019-1 Class A Pass Through Trust 24737RAA8 306000.00000000 PA USD 308033.71000000 0.283314786233 Long DBT CORP US N 2 2024-04-25 Fixed 3.40400000 N N N N N N CABOT CORP K05C0SER542GQ6VLRO68 Cabot Corp 127055AK7 850000.00000000 PA USD 892695.22000000 0.821058693303 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N New Residential Mortgage Loan N/A New Residential Mortgage Loan Trust 2017-5 64828NAA3 157107.06000000 PA USD 159681.04000000 0.146867041640 Long ABS-MBS CORP US N 2 2057-06-25 Floating 1.60863000 N N N N N N RAYMOND JAMES BANK, N.A. N/A Small Business Administration Pools 83165A4F8 344246.41000000 PA USD 366305.09000000 0.336910035819 Long ABS-MBS USGA US N 2 2030-03-25 Floating 4.06600000 N N N N N N HOUSING URBAN DEVELOPMNT N/A United States Department of Housing and Urban Development 911759KW7 690000.00000000 PA USD 698204.19000000 0.642175075050 Long DBT USGA US N 2 2027-08-01 Fixed 4.28000000 N N N N N N WISCONSIN ST HSG & ECON DEV AU 549300AT0SEG8YQT2K79 Wisconsin Housing & Economic Development Authority 97689QDD5 565000.00000000 PA USD 597255.85000000 0.549327583236 Long DBT MUN US N 2 2046-03-01 Fixed 3.50000000 N N N N N N 2021-05-19 SIT MUTUAL FUNDS II INC Paul Rasmussen Paul Rasmussen VP, Treasurer & Chief Compliance Officer