0001752724-21-245740.txt : 20211118
0001752724-21-245740.hdr.sgml : 20211118
20211118140303
ACCESSION NUMBER: 0001752724-21-245740
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211118
PERIOD START: 20220331
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: 211423796
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
2022-03-31
2021-09-30
N
125331604.04
1205055.41
124126548.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1000000.00000000
0.00000000
0.00000000
906722.28000000
USD
N
CABOT CORP
K05C0SER542GQ6VLRO68
Cabot Corp
127055AK7
850000.00000000
PA
USD
905728.30000000
0.729681369535
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
CAPITAL PROJS FL FIN AUTH STUD
N/A
Capital Projects Finance Authority/FL
140427BS3
1000000.00000000
PA
USD
995800.00000000
0.802245781414
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
4.00000000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance Inc
75973QAA5
725000.00000000
PA
USD
787971.67000000
0.634813163418
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MEZP9
989660.30000000
PA
USD
1073688.10000000
0.864994726632
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELQE6
1514074.34000000
PA
USD
1640923.67000000
1.321976392730
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
656531AD2
224000.00000000
PA
USD
274882.67000000
0.221453567374
Long
DBT
CORP
NO
N
2
2025-11-15
Fixed
7.15000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDA1
1000000.00000000
PA
USD
1037399.92000000
0.835759901044
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG3L6
38864.21000000
PA
USD
40828.97000000
0.032893019624
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS B
N/A
JetBlue 2019-1 Class B Pass Through Trust
477165AA2
888677.24880000
PA
USD
1039829.07000000
0.837716895762
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFNQ7
518190.95000000
PA
USD
535464.26000000
0.431385763891
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
2.00000000
N
N
N
N
N
N
NAUGATUCK CT
N/A
Borough of Naugatuck CT
639064ZZ0
190000.00000000
PA
USD
188837.20000000
0.152132804854
Long
DBT
MUN
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
MERCURY GENERAL CORP
5493001Q9EXPCEL4W527
Mercury General Corp
589400AB6
1000000.00000000
PA
USD
1120681.90000000
0.902854314704
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241LYH3
18069.00000000
PA
USD
19503.21000000
0.015712359857
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
5.00000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BE3
500000.00000000
PA
USD
627567.40000000
0.505586763610
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RMW6
215000.00000000
PA
USD
221357.55000000
0.178332155725
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
-90.00000000
NC
USD
13792.50000000
0.011111643844
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
2021-12-31
-19818714.42000000
USD
13792.50000000
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
500000.00000000
PA
USD
547421.35000000
0.441018747433
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-2
81748KAG7
132832.37000000
PA
USD
133499.04000000
0.107550754833
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DVQ1
165000.00000000
PA
USD
169128.30000000
0.136254735080
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y6Q5
11521.33000000
PA
USD
12513.14000000
0.010080953783
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
4.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AX8
350000.00000000
PA
USD
465521.20000000
0.375037576681
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393CS87
2799.88000000
PA
USD
2807.22000000
0.002261579034
Long
ABS-MBS
USGSE
US
N
2
2023-06-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1VA9
287833.19000000
PA
USD
300131.41000000
0.241794695262
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
501251.41000000
PA
USD
495967.42000000
0.399565947393
Long
ABS-MBS
USGSE
US
N
2
2035-05-28
Variable
0.66437300
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A6YN6
107747.55000000
PA
USD
111498.22000000
0.089826246867
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
3.50000000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83165A4F8
287050.27000000
PA
USD
308322.85000000
0.248393960359
Long
ABS-MBS
USGA
US
N
2
2030-03-25
Floating
4.06400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133G7MV2
766806.79000000
PA
USD
818513.12000000
0.659418254220
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31394XVE3
641340.52000000
PA
USD
749621.63000000
0.603917242744
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
7.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
1000000.00000000
PA
USD
1093213.83000000
0.880725229264
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1100000.00000000
PA
USD
1104379.49000000
0.889720613510
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417LR98
7232.70000000
PA
USD
7658.25000000
0.006169711544
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQE6
123165.44000000
PA
USD
132397.86000000
0.106663611823
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
31418AJK5
603673.53000000
PA
USD
642257.31000000
0.517421387357
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
750000.00000000
PA
USD
836181.14000000
0.673652131013
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHCF7
1946682.10000000
PA
USD
2043145.53000000
1.646018158524
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9SR9
405757.91000000
PA
USD
419343.86000000
0.337835752809
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAA3
126860.62000000
PA
USD
127648.72000000
0.102837564895
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
1.58600000
N
N
N
N
N
N
TIAA FSB HOLDINGS INC
549300ZSQX8IP0RAE826
TIAA FSB Holdings Inc
29977GAA0
780000.00000000
PA
USD
834713.38000000
0.672469660369
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
5.75000000
N
N
N
N
N
N
MINNESOTA LIFE INSURANCE
9KZ0AU45N94Q59NRQD91
Minnesota Life Insurance Co
604074AA2
925000.00000000
PA
USD
1144737.17000000
0.922233948043
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.25000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676AM9
950000.00000000
PA
USD
1093570.98000000
0.881012959813
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4R20
9418.86000000
PA
USD
9416.92000000
0.007586547844
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
ALASKA AIR 2020-1 CL B
N/A
Alaska Airlines 2020-1 Class B Pass Through Trust
01166WAA5
808156.97100000
PA
USD
909122.69000000
0.732415989998
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
8.00000000
N
N
N
N
N
N
METROPOLITAN LIFE INS CO
549300H7EXFMRS487544
Metropolitan Life Insurance Co
592173AE8
750000.00000000
PA
USD
926251.57000000
0.746215519744
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MDCB7
97886.42000000
PA
USD
104030.59000000
0.083810104404
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
4.00000000
N
N
N
N
N
N
TYCO INTERNATIONAL FINAN
3T0IJ5FZFENH4BUK1P17
Tyco International Finance SA
902118BS6
1000000.00000000
PA
USD
1075318.78000000
0.866308450422
Long
DBT
CORP
LU
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1A
N/A
Delta Air Lines 2015-1 Class A Pass Through Trust
24736YAA4
554347.83080000
PA
USD
578362.90000000
0.465946170568
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
358484.11000000
PA
USD
384138.88000000
0.309473585014
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-7
46592NAF3
616472.79000000
PA
USD
627541.56000000
0.505565946146
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4PM5
3711.19000000
PA
USD
3740.43000000
0.003013400470
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Fixed
3.00000000
N
N
N
N
N
N
CHINO CA PUBLIC FING AUTH REVE
N/A
Chino Public Financing Authority
169548FM1
215000.00000000
PA
USD
218857.10000000
0.176317719630
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
1.70300000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
253697.07000000
PA
USD
270716.74000000
0.218097371584
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WH62
51646.39000000
PA
USD
54740.96000000
0.044100928128
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
951228.00000000
PA
USD
1020464.52000000
0.822116244480
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393F4B9
6730.46000000
PA
USD
6855.25000000
0.005522791115
Long
ABS-MBS
USGSE
US
N
2
2022-11-15
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126DT58
900000.00000000
PA
USD
905844.40000000
0.729774903111
Long
DBT
CORP
US
N
2
2023-05-10
Floating
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDY99
1477534.19000000
PA
USD
1588531.32000000
1.279767573925
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396GJN2
62218.97000000
PA
USD
66560.52000000
0.053623113455
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
WISCONSIN ST HSG & ECON DEV AU
549300AT0SEG8YQT2K79
Wisconsin Housing & Economic Development Authority
97689QDD5
485000.00000000
PA
USD
510370.35000000
0.411169371607
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 2017-2
64829KBW9
337620.41000000
PA
USD
358571.38000000
0.288875654690
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
OSCAR US Funding Trust IX LLC
68784XAE6
455385.00000000
PA
USD
465207.90000000
0.374785172982
Long
ABS-O
CORP
JP
N
2
2025-09-10
Fixed
3.63000000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAB3
700000.00000000
PA
USD
862203.88000000
0.694616816077
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
195887.57000000
PA
USD
210237.69000000
0.169373669307
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ENX3
503887.73000000
PA
USD
587983.43000000
0.473696752620
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Fixed
6.00000000
N
N
N
N
N
N
PRUDENTIAL INSURANCE CO
X574KRZ6V5A7UBU45C31
Prudential Insurance Co of America/The
743917AH9
615000.00000000
PA
USD
760234.33000000
0.612467146143
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-6
46653PAF4
1398476.55000000
PA
USD
1423551.23000000
1.146854758882
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241L4H6
3602.22000000
PA
USD
3721.58000000
0.002998214355
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ACN6
655806.34000000
PA
USD
697091.85000000
0.561597706287
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.50000000
N
N
N
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
142622.05300000
PA
USD
144307.60000000
0.116258448811
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LRY0
108999.01000000
PA
USD
114675.91000000
0.092386287434
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.00000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646140DG5
1000000.00000000
PA
USD
1042530.00000000
0.839892844445
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
3.22300000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
364634.31000000
PA
USD
365173.53000000
0.294194540999
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
0.83600000
N
N
N
N
N
N
UNITED AIRLINES 2012-1 A
N/A
United Airlines 2012-1 Class A Pass Through Trust
210795PZ7
212187.59040000
PA
USD
224037.84000000
0.180491476217
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
207362.64000000
PA
USD
230823.42000000
0.185958139131
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-8
46652TAF7
102893.65000000
PA
USD
103534.75000000
0.083410641110
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAH7
663767.32000000
PA
USD
667874.45000000
0.538059309125
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.18400000
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
197115.96040000
PA
USD
196557.55000000
0.158352545985
Long
DBT
CORP
GG
N
2
2022-11-30
Fixed
5.12500000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
1000000.00000000
PA
USD
1122731.54000000
0.904505564999
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAB5
800000.00000000
PA
USD
820403.92000000
0.660941538337
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAA6
204812.12000000
PA
USD
209140.23000000
0.168489523239
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
3.50000000
N
N
N
N
N
N
YAMHILL CNTY OR REVENUE
N/A
County of Yamhill OR
98464TAL3
500000.00000000
PA
USD
546415.00000000
0.440208002261
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31306XQW6
71258.20000000
PA
USD
75534.88000000
0.060853121941
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQN9
574084.97000000
PA
USD
619726.88000000
0.499270209991
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CRH8
182633.62000000
PA
USD
199377.80000000
0.160624622371
Long
ABS-MBS
USGA
US
N
2
2027-10-01
Fixed
5.57000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-62.00000000
NC
USD
-1937.50000000
-0.00156090701
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
2021-12-31
0.00000000
USD
100000.00000000
123.75000000
USD
2021-10-22
XXXX
13386.42000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-150.00000000
NC
USD
141114.00000000
0.113685590679
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
2021-12-31
-18552442.50000000
USD
141114.00000000
N
N
N
SIGNATURE BANK
N/A
Small Business Administration Pools
83165A5Z3
853234.88000000
PA
USD
902628.95000000
0.727184441976
Long
ABS-MBS
USGA
US
N
2
2028-02-25
Floating
4.04400000
N
N
N
N
N
N
TOSCO CORP
N/A
Tosco Corp
891490AR5
500000.00000000
PA
USD
642205.18000000
0.517379389895
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
7.80000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
13696129.20000000
PA
USD
14159265.18000000
11.40712066538
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EB7
450000.00000000
PA
USD
445153.50000000
0.358628758241
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
1.40600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MBE9
5404.72000000
PA
USD
5629.05000000
0.004534928314
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Floating
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDKH4
238903.03000000
PA
USD
243131.30000000
0.195873729418
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AAF90
1724269.96000000
PA
USD
1843036.97000000
1.484804814394
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
142403.71000000
PA
USD
144713.16000000
0.116585179880
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
PERSHING RD DEV CO LLC
549300Q1WQC21CD1KB68
Pershing Road Development Co LLC
71531PAA1
1834124.41450000
PA
USD
1762969.56000000
1.420300152914
Long
DBT
CORP
US
N
2
2026-09-01
Floating
0.51988000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7AZ6
6139.03000000
PA
USD
6744.01000000
0.005433172898
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
5.00000000
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
313866.31000000
0.252859934852
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.40400000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines 2015-1 Class AA Pass Through Trust
24736XAA6
369561.07850000
PA
USD
395930.78000000
0.318973486631
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQV8
99210.15000000
PA
USD
107045.54000000
0.086239036838
Long
ABS-MBS
USGA
US
N
2
2027-02-01
Fixed
5.49000000
N
N
N
N
N
N
CLEVELAND OH INCOME TAX REVENU
N/A
City of Cleveland OH Income Tax Revenue
186387YK6
125000.00000000
PA
USD
124333.75000000
0.100166927520
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
1.28000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HY9
102683.80000000
PA
USD
105325.11000000
0.084853007807
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Variable
5.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWW9
388968.75000000
PA
USD
417013.69000000
0.335958499291
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4KA6
410242.69000000
PA
USD
447336.32000000
0.360387302263
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
4.50000000
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAA0
1000000.00000000
PA
USD
1118893.16000000
0.901413253127
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
TENNESSEE HSG DEV AGY RSDL FIN
N/A
Tennessee Housing Development Agency
880461MM7
35000.00000000
PA
USD
35810.25000000
0.028849791116
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
3.50000000
N
N
N
N
N
N
CLEVELAND OH INCOME TAX REVENU
N/A
City of Cleveland OH Income Tax Revenue
186387YL4
325000.00000000
PA
USD
324727.00000000
0.261609626291
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
1.61000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI TAX INCREME
5493004S6D3NA627K012
Public Finance Authority
74445EAD9
355000.00000000
PA
USD
278110.55000000
0.224054042482
Long
DBT
MUN
US
N
2
2027-12-15
None
0.00000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T1
31393XFZ5
328686.54000000
PA
USD
347428.44000000
0.279898574345
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Variable
3.03389000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EAF3
800898.08000000
PA
USD
811754.25000000
0.653973109668
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB45 Mortgage Trust
30308AAG8
619309.87000000
PA
USD
630336.99000000
0.507818026809
Long
ABS-MBS
USGSE
US
N
2
2037-11-25
Variable
2.96000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB46 Mortgage Trust
30306NAE7
751594.95000000
PA
USD
769845.33000000
0.620210050546
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Variable
2.89000000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83164MHQ5
454636.00000000
PA
USD
463336.51000000
0.373277526132
Long
ABS-MBS
USGA
US
N
2
2043-05-25
Floating
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0YB6
111106.80000000
PA
USD
113328.21000000
0.091300540658
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WPX2
544604.64000000
PA
USD
652930.55000000
0.526020063561
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MDM26
3410.18000000
PA
USD
3572.90000000
0.002878433372
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.50000000
N
N
N
N
N
N
CVS PASS THRU TR 2009
N/A
CVS Pass-Through Trust Series 2009
126659AA9
262768.88700000
PA
USD
341677.72000000
0.275265625098
Long
DBT
CORP
US
N
2
2031-07-10
Fixed
8.35300000
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
227088.49000000
PA
USD
226009.71000000
0.182080072711
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
0.94600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5FF1
713269.04000000
PA
USD
829537.26000000
0.668299625789
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MHC8
14421.58000000
PA
USD
15399.86000000
0.012406580356
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329KJG0
353285.15000000
PA
USD
388272.70000000
0.312803912044
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-5 Trust
95003BAC6
360195.03000000
PA
USD
364064.43000000
0.293301017403
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Variable
2.50000000
N
N
N
N
N
N
PUEBLO CNTY CO COPS
N/A
County of Pueblo CO
744829DU3
700000.00000000
PA
USD
687687.00000000
0.554020882389
Long
DBT
MUN
US
N
2
2026-09-15
Fixed
1.07300000
N
N
N
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
9013546.68000000
NS
USD
9013546.68000000
7.261578429017
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4Y58
238620.35000000
PA
USD
254712.08000000
0.205203546550
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
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
520626.00000000
0.419431625019
Long
ABS-O
CORP
US
N
2
2030-08-15
Variable
6.50000000
N
N
N
N
N
N
ENCINITAS CA SPL TAX
N/A
City of Encinitas CA
292528CJ3
500000.00000000
PA
USD
492415.00000000
0.396704013311
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
1.45000000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
937361.87640000
PA
USD
989135.93000000
0.796877010532
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
3132X0FN6
250000.00000000
PA
USD
251140.45000000
0.202326136327
Long
DBT
USGSE
US
N
2
2023-03-09
Floating
0.48600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NEN1
271.16000000
PA
USD
275.93000000
0.000222297327
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
4.50000000
N
N
N
N
N
N
BRITISH AIR 20-1 B PTT
N/A
British Airways 2020-1 Class B Pass Through Trust
11042WAA4
390359.96470000
PA
USD
458217.17000000
0.369153235192
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
8.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3U37
1227338.55000000
PA
USD
1253896.83000000
1.010176182162
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
2.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PVWH9
97163.21000000
PA
USD
103320.42000000
0.083237970555
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
1100000.00000000
PA
USD
1101293.56000000
0.887234497498
Long
DBT
CORP
US
N
2
2024-12-15
Floating
2.40600000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMT3
341460.63000000
PA
USD
371763.18000000
0.299503356939
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
1000000.00000000
PA
USD
1133334.80000000
0.913047863256
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-4
81748RAE7
398056.41000000
PA
USD
408676.56000000
0.329241862043
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MBKD8
0.04000000
PA
USD
0.04000000
0.000000032225
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AE6K8
28024.70000000
PA
USD
28206.34000000
0.022723857475
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
2.00000000
N
N
N
N
N
N
KANSAS CITY MO INDL DEV AUTH A
549300QWDXL46XQC8110
Kansas City Industrial Development Authority
48504NDC0
500000.00000000
PA
USD
501570.00000000
0.404079550697
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
1.75100000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828TE0
3086616.00000000
PA
USD
3160927.89000000
2.546536518486
Long
DBT
UST
US
N
2
2022-07-15
Fixed
0.12500000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
850000.00000000
PA
USD
934085.71000000
0.752526933447
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDGC2
627999.27000000
PA
USD
669952.94000000
0.539733801829
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
3.00000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPQ6
390000.00000000
PA
USD
423883.20000000
0.341492778683
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4.40800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5AT0
2337402.45000000
PA
USD
2583793.00000000
2.081579668908
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FAL5
9065.34000000
PA
USD
9266.28000000
0.007465187828
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8VC8
799871.25000000
PA
USD
847167.70000000
0.682503227029
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-SJ3
89178JAA5
206604.31000000
PA
USD
207002.48000000
0.166767288935
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 1993-1
911760BX3
14887.20000000
PA
USD
15419.20000000
0.012422161229
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH SC
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645912FP6
365000.00000000
PA
USD
366011.05000000
0.294869271755
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
4.43000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828X39
11225700.00000000
PA
USD
11382099.71000000
9.169754444658
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8PC9
728061.48000000
PA
USD
762340.83000000
0.614164204526
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
ZACHARY LA CMNTY SCH DIST #1
N/A
Zachary Community School District No 1
988844PM2
285000.00000000
PA
USD
293398.95000000
0.236370827384
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
1000000.00000000
PA
USD
1168911.81000000
0.941709749365
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AC7
833000.00000000
PA
USD
955371.56000000
0.769675440543
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-12
46592WAF3
600000.00000000
PA
USD
610031.25000000
0.491459125169
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
MICHIGAN ST HSG DEV AUTH SF MT
549300NSWW1HVXE93T03
Michigan State Housing Development Authority
594654QC2
500000.00000000
PA
USD
489105.00000000
0.394037379914
Long
DBT
MUN
US
N
2
2052-06-01
Fixed
2.89800000
N
N
N
N
N
N
RIVERSIDE CNTY CA INFRASTRUCTU
N/A
RIVERSIDE COUNTY INFRASTRUCTURE FINANCING AUTHORITY
76913DFY8
1000000.00000000
PA
USD
1000430.00000000
0.805975845652
Long
DBT
MUN
US
N
2
2027-11-01
Fixed
1.76600000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759KW7
690000.00000000
PA
USD
698507.78000000
0.562738421159
Long
DBT
USGA
US
N
2
2027-08-01
Fixed
4.28000000
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
255922.50000000
0.206178696519
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAP6
900000.00000000
PA
USD
971557.01000000
0.782714915320
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241K6B9
2659.97000000
PA
USD
2748.67000000
0.002214409431
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
5.00000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HZ6
310000.00000000
PA
USD
311885.20000000
0.251263894341
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
5.43000000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAB9
359579.27660000
PA
USD
361981.01000000
0.291622552947
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.73100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0DR4
97307.58000000
PA
USD
98489.84000000
0.079346313167
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225CXQ4
23589.90000000
PA
USD
24545.07000000
0.019774230630
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Floating
1.87500000
N
N
N
N
N
N
BANK OZK
549300VYK2WBD7SST478
Bank OZK
06417NA94
1000000.00000000
PA
USD
1001128.66000000
0.806538706706
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B4PT7
327310.90000000
PA
USD
384437.55000000
0.309714202354
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
6.50000000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204FNC5
500000.00000000
PA
USD
496970.00000000
0.400373655342
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
3.25000000
N
N
N
N
N
N
JERSEY CITY NJ
N/A
City of Jersey City NJ
476576RL9
335000.00000000
PA
USD
328775.70000000
0.264871378144
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
1.13000000
N
N
N
N
N
N
COLORADO ST HSG & FIN AUTH
5493005GIROYQAWBMC18
Colorado Housing and Finance Authority
196479XN4
5000.00000000
PA
USD
5151.10000000
0.004149877731
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
2021-11-17
SIT MUTUAL FUNDS II INC
Paul Rasmussen
Paul Rasmussen
VP, Treasurer & Chief Compliance Officer