0001752724-22-112721.txt : 20220519
0001752724-22-112721.hdr.sgml : 20220519
20220519164340
ACCESSION NUMBER: 0001752724-22-112721
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220519
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: 22943725
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 - Class S
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
2022-03-31
N
136132752.62
1143186.57
134989566.05
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
600000.00000000
USD
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB46 Mortgage Trust
30306NAE7
686642.01000000
PA
USD
688800.68000000
0.510262163332
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Variable
2.88489500
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4KA6
347124.79000000
PA
USD
361184.76000000
0.267564946364
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWW9
307246.07000000
PA
USD
315750.61000000
0.233907419098
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELQE6
1332764.61000000
PA
USD
1371976.20000000
1.016357219410
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5AT0
2088583.80000000
PA
USD
2207823.12000000
1.635550942642
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAB5
800000.00000000
PA
USD
785097.12000000
0.581598373098
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-6
46653PAF4
1264420.09000000
PA
USD
1213892.60000000
0.899249205342
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
TYCO INTERNATIONAL FINAN
3T0IJ5FZFENH4BUK1P17
Tyco International Finance SA
902118BS6
1000000.00000000
PA
USD
994139.06000000
0.736456223314
Long
DBT
CORP
LU
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
UNITED FINANCIAL BANCORP
5493007HZ8HYM8VXVK61
United Financial Bancorp Inc
910304AA2
300000.00000000
PA
USD
313369.96000000
0.232143838349
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.75000000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83165A4F8
230779.26000000
PA
USD
245263.07000000
0.181690390729
Long
ABS-MBS
USGA
US
N
2
2030-03-25
Floating
4.06700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AE6K8
13508.03000000
PA
USD
13511.15000000
0.010009032842
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0YB6
33754.58000000
PA
USD
33977.63000000
0.025170560210
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.50000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAL6
550000.00000000
PA
USD
561910.05000000
0.416261838927
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
BRITISH AIR 20-1 B PTT
N/A
British Airways 2020-1 Class B Pass Through Trust
11042WAA4
365380.23920000
PA
USD
403743.41000000
0.299092308994
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
8.37500000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T5
31394AYP5
468565.68000000
PA
USD
458902.12000000
0.339953770819
Long
ABS-MBS
USGSE
US
N
2
2035-05-28
Variable
0.76685400
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-206.00000000
NC
USD
508072.22000000
0.376378882358
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
2022-06-30
-24133697.22000000
USD
508072.22000000
N
N
N
FIRST MIDWEST BANCORP
7XRS7ORI584PF41IVU88
First Midwest Bancorp Inc/IL
320867AC8
1000000.00000000
PA
USD
1081539.45000000
0.801202257068
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.87500000
N
N
N
N
N
N
Fidelity Government Portfolio
N/A
Fidelity Government Portfolio
316175108
5084433.05000000
NS
USD
5084433.05000000
3.766537813831
Long
STIV
RF
US
N
1
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
Cabot Corp
127055AK7
850000.00000000
PA
USD
847401.67000000
0.627753458875
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
3132X0FN6
250000.00000000
PA
USD
250822.83000000
0.185809049795
Long
DBT
USGSE
US
N
2
2023-03-09
Floating
1.01286000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CAS0
1300000.00000000
PA
USD
1301221.27000000
0.963942109064
Long
DBT
UST
US
N
2
2022-10-31
Floating
0.66092664
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WBG5
2457662.49000000
PA
USD
2398479.52000000
1.776788821672
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Floating
0.89867000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBW9
286365.70000000
PA
USD
286852.75000000
0.212499942324
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
3140K8PC9
543299.81000000
PA
USD
537883.86000000
0.398463285525
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
MICHIGAN ST STRATEGIC FUND LTD
N/A
Michigan Strategic Fund
594698SU7
1100000.00000000
PA
USD
1089011.00000000
0.806737166335
Long
DBT
MUN
US
N
2
2023-10-15
Fixed
1.91000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-13
46592XAF1
890210.41000000
PA
USD
855148.58000000
0.633492354278
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
2.50000000
N
N
N
N
N
N
BANK OZK
549300VYK2WBD7SST478
Bank OZK
06417NA94
1000000.00000000
PA
USD
971899.55000000
0.719981238875
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.75000000
N
N
N
N
N
N
YAMHILL CNTY OR REVENUE
N/A
County of Yamhill OR
98464TAL3
455000.00000000
PA
USD
468900.25000000
0.347360365486
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG3L6
27984.76000000
PA
USD
28774.22000000
0.021315884510
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
307464.29000000
PA
USD
305466.20000000
0.226288748781
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
1.20657000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31394XVE3
601112.48000000
PA
USD
662800.27000000
0.491001111711
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMT3
298620.21000000
PA
USD
304485.86000000
0.225562514874
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A6YN6
76961.45000000
PA
USD
77979.03000000
0.057766709147
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
3.50000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
OSCAR US Funding Trust IX LLC
68784XAE6
279425.00000000
PA
USD
280781.11000000
0.208002083580
Long
ABS-O
CORP
JP
N
2
2025-09-10
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1VA9
232889.35000000
PA
USD
229693.88000000
0.170156765979
Long
ABS-MBS
USGSE
US
N
2
2047-04-25
Fixed
3.50000000
N
N
N
N
N
N
TOSCO CORP
N/A
Tosco Corp
891490AR5
500000.00000000
PA
USD
590014.28000000
0.437081396188
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
7.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9SR9
351207.25000000
PA
USD
342467.63000000
0.253699333971
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
104124.68000000
PA
USD
104977.85000000
0.077767380896
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
1.95657000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ACN6
561075.36000000
PA
USD
568591.67000000
0.421211569633
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.50000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RMW6
140000.00000000
PA
USD
142478.00000000
0.105547416862
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
MICHIGAN ST HSG DEV AUTH SF MT
549300NSWW1HVXE93T03
Michigan State Housing Development Authority
594654QC2
500000.00000000
PA
USD
448165.00000000
0.331999733841
Long
DBT
MUN
US
N
2
2052-06-01
Fixed
2.89800000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAA6
165636.16000000
PA
USD
164838.62000000
0.122112119346
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
3.50000000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance Inc
75973QAA5
725000.00000000
PA
USD
728238.41000000
0.539477554680
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.45000000
N
N
N
N
N
N
REDONDO BEACH CA CMNTY FING AU
N/A
Redondo Beach Community Financing Authority
757696AT6
750000.00000000
PA
USD
688987.50000000
0.510400559214
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
1.59600000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-5 Trust
95003BAC6
276760.65000000
PA
USD
264899.80000000
0.196237240959
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Variable
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-1
64830GAB2
222291.19000000
PA
USD
224259.07000000
0.166130669622
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.00000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co
125581GZ5
1250000.00000000
PA
USD
1253966.16000000
0.928935618279
Long
DBT
CORP
US
N
2
2029-11-13
Fixed
4.12500000
N
N
N
N
N
N
RAYMOND JAMES BANK, N.A.
N/A
Small Business Administration Pools
83164MHQ5
378226.76000000
PA
USD
384550.93000000
0.284874558273
Long
ABS-MBS
USGA
US
N
2
2043-05-25
Floating
0.75000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T1
31393XFZ5
300978.58000000
PA
USD
307195.80000000
0.227570032995
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Variable
2.92107000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7AZ6
5004.44000000
PA
USD
5267.96000000
0.003902494210
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FAL5
4908.60000000
PA
USD
4957.29000000
0.003672350497
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCG9
600000.00000000
PA
USD
594069.00000000
0.440085124638
Long
DBT
CORP
US
N
2
2025-06-01
Floating
0.67773600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31306XQW6
57453.50000000
PA
USD
58098.43000000
0.043039200510
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
SIGNATURE BANK
N/A
Small Business Administration Pools
83165A5Z3
728735.02000000
PA
USD
764362.25000000
0.566238022957
Long
ABS-MBS
USGA
US
N
2
2028-02-25
Floating
4.05500000
N
N
N
N
N
N
MINNESOTA LIFE INSURANCE
9KZ0AU45N94Q59NRQD91
Minnesota Life Insurance Co
604074AA2
925000.00000000
PA
USD
1057591.48000000
0.783461648886
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.25000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
600000.00000000
PA
USD
566121.10000000
0.419381376328
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5FF1
627079.90000000
PA
USD
688504.64000000
0.510042857493
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
5.50000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AJ3
1338000.00000000
PA
USD
1382656.78000000
1.024269371669
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pas
N/A
FRESB 2018-SB45 Mortgage Trust
30308AAG8
409621.41000000
PA
USD
410889.31000000
0.304385977393
Long
ABS-MBS
USGSE
US
N
2
2037-11-25
Variable
2.96000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTME
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676AM9
950000.00000000
PA
USD
992575.78000000
0.735298148623
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
925983.00000000
PA
USD
974470.51000000
0.721885800891
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS B
N/A
JetBlue 2019-1 Class B Pass Through Trust
477165AA2
833015.87310000
PA
USD
899422.40000000
0.666290311405
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAH7
578497.41000000
PA
USD
559804.02000000
0.414701696124
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.18400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MDCB7
77178.86000000
PA
USD
79696.12000000
0.059038725978
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CDU2
2150000.00000000
PA
USD
2152259.37000000
1.594389427996
Long
DBT
UST
US
N
2
2024-01-31
Floating
0.59092664
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HY9
102683.80000000
PA
USD
100055.27000000
0.074120743497
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
3128PVWH9
74461.84000000
PA
USD
76831.03000000
0.056916273048
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.00000000
N
N
N
N
N
N
CADENCE DESIGN SYS INC
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387AL2
500000.00000000
PA
USD
513131.48000000
0.380126772027
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.37500000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314HZ6
310000.00000000
PA
USD
298575.73000000
0.221184302414
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
5.43000000
N
N
N
N
N
N
JACKSON NATL LIFE INS CO
8IM72RBRSPXY5ZCXZB30
Jackson National Life Insurance Co
468502AA7
1000000.00000000
PA
USD
1200324.70000000
0.889198132213
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
8.15000000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204FNC5
500000.00000000
PA
USD
484225.00000000
0.358712909574
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
3.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828X39
11560600.00000000
PA
USD
11604855.36000000
8.596853593633
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DVQ1
90000.00000000
PA
USD
91093.50000000
0.067481882241
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-4
81748RAE7
317425.86000000
PA
USD
312750.18000000
0.231684706567
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
2.50000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAX1
333000.00000000
PA
USD
331377.29000000
0.245483632325
Long
DBT
CORP
US
N
2
2023-09-28
Floating
1.21557000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MHC8
11411.46000000
PA
USD
11674.09000000
0.008648142476
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
WARM SPRINGS OR RESERVATION CO
N/A
Warm Springs Reservation Confederated Tribe
934312AR0
760000.00000000
PA
USD
723694.80000000
0.536111657497
Long
DBT
MUN
US
N
2
2025-11-01
Fixed
2.01500000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
1300000.00000000
PA
USD
1300882.32000000
0.963691015584
Long
DBT
CORP
US
N
2
2024-12-15
Floating
3.11600000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
12277742.40000000
PA
USD
12711779.75000000
9.416860963381
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 1993-1
911760BX3
7884.15000000
PA
USD
8034.16000000
0.005951689626
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LRY0
87015.11000000
PA
USD
87807.46000000
0.065047590394
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
895000.00000000
PA
USD
820762.72000000
0.608019378102
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BE3
500000.00000000
PA
USD
584960.73000000
0.433337736476
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
United States Department of Housing and Urban Development
911759KW7
690000.00000000
PA
USD
695197.00000000
0.515000544369
Long
DBT
USGA
US
N
2
2027-08-01
Fixed
4.28000000
N
N
N
N
N
N
Indymac Home Equity Loan Asset
N/A
Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2003-A
456606EB4
181857.65000000
PA
USD
179963.08000000
0.133316289003
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.31657000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CRH8
159901.29000000
PA
USD
165130.29000000
0.122328187897
Long
ABS-MBS
USGA
US
N
2
2027-10-01
Fixed
5.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NEN1
155.19000000
PA
USD
156.23000000
0.000115734870
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
4.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
1393425.00000000
PA
USD
1465518.41000000
1.085653101112
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
-106.00000000
NC
USD
253398.82000000
0.187717338024
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
2022-06-30
-22717117.68000000
USD
253398.82000000
N
N
N
COLUMBUS OH MET HSG AUTH AFFOR
N/A
Columbus Metropolitan Housing Authority
199518AM3
1000000.00000000
PA
USD
957240.00000000
0.709121473614
Long
DBT
MUN
US
N
2
2024-11-01
Fixed
1.25000000
N
N
N
N
N
N
TIAA FSB HOLDINGS INC
549300ZSQX8IP0RAE826
TIAA FSB Holdings Inc
29977GAA0
1080000.00000000
PA
USD
1120394.93000000
0.829986318783
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ENX3
445482.19000000
PA
USD
494473.28000000
0.366304814860
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Fixed
6.00000000
N
N
N
N
N
N
TENNESSEE HSG DEV AGY RSDL FIN
N/A
Tennessee Housing Development Agency
880461MM7
25000.00000000
PA
USD
25239.75000000
0.018697556217
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
3.50000000
N
N
N
N
N
N
PERSHING RD DEV CO LLC
549300Q1WQC21CD1KB68
Pershing Road Development Co LLC
71531PAA1
1666296.46830000
PA
USD
1607991.09000000
1.191196576929
Long
DBT
CORP
US
N
2
2026-09-01
Floating
0.92300000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
899515.01630000
PA
USD
903560.85000000
0.669356066872
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
COOK CNTY IL
5493004UMR7OX4YITE10
County of Cook IL
213185MP3
1200000.00000000
PA
USD
1307268.00000000
0.968421514530
Long
DBT
MUN
US
N
2
2029-11-15
Fixed
5.79000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-7
46592NAF3
559368.26000000
PA
USD
537319.92000000
0.398045519904
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MDM26
2607.51000000
PA
USD
2676.59000000
0.001982812507
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241L4H6
1979.26000000
PA
USD
1989.83000000
0.001474062076
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
5.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828TE0
3178708.00000000
PA
USD
3265377.44000000
2.418985063475
Long
DBT
UST
US
N
2
2022-07-15
Fixed
0.12500000
N
N
N
N
N
N
CHINO CA PUBLIC FING AUTH REVE
N/A
Chino Public Financing Authority
169548FM1
215000.00000000
PA
USD
200874.50000000
0.148807427031
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
1.70300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-12
46592WAF3
521798.18000000
PA
USD
500946.60000000
0.371100237343
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AAF90
1549811.24000000
PA
USD
1554930.13000000
1.151889124100
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHCF7
1642873.26000000
PA
USD
1627504.56000000
1.205652116399
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQN9
482497.87000000
PA
USD
488912.54000000
0.362185429812
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.50000000
N
N
N
N
N
N
CAPITAL PROJS FL FIN AUTH STUD
N/A
Capital Projects Finance Authority/FL
140427BS3
800000.00000000
PA
USD
774448.00000000
0.573709526344
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0DR4
41586.15000000
PA
USD
41302.21000000
0.030596594395
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126DT58
900000.00000000
PA
USD
901572.35000000
0.667882990057
Long
DBT
CORP
US
N
2
2023-05-10
Floating
1.16629000
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
417861.00000000
0.309550591373
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
5290.54000000
PA
USD
5463.44000000
0.004047305402
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Floating
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AJK5
517621.92000000
PA
USD
516167.85000000
0.382376108838
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241LYH3
13938.80000000
PA
USD
14359.70000000
0.010637636982
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329KJG0
303396.40000000
PA
USD
319303.15000000
0.236539133611
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
CENTERSTATE BANK CORP
N/A
CenterState Bank Corp
15201PAA7
650000.00000000
PA
USD
685454.15000000
0.507783060615
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y6Q5
9848.61000000
PA
USD
10213.18000000
0.007565903275
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-3
64828MAA5
302782.61000000
PA
USD
303878.14000000
0.225112317116
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8VC8
603945.21000000
PA
USD
622648.55000000
0.461256798002
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417LR98
4233.84000000
PA
USD
4352.89000000
0.003224612188
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.00000000
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
274389.45000000
0.203267154661
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
102358.34000000
PA
USD
102620.31000000
0.076020919988
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
RELIANT BANCORP INC
549300K01QVP0R3WTW85
Reliant Bancorp Inc
75956BAC5
1250000.00000000
PA
USD
1279926.51000000
0.948166993533
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225CXQ4
20857.41000000
PA
USD
21491.60000000
0.015920934209
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Floating
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDGC2
549883.51000000
PA
USD
550678.37000000
0.407941432892
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
3.00000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AA9
350000.00000000
PA
USD
357196.29000000
0.264610295782
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VC30
725000.00000000
PA
USD
701959.50000000
0.520010190817
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
2.18700000
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
239470.00000000
0.177398896083
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
656531AD2
224000.00000000
PA
USD
254717.55000000
0.188694250565
Long
DBT
CORP
NO
N
2
2025-11-15
Fixed
7.15000000
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
503228.41000000
0.372790597618
Long
ABS-O
CORP
US
N
2
2030-08-15
Variable
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDY99
1363229.80000000
PA
USD
1376651.27000000
1.019820501897
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
1420000.00000000
PA
USD
1384056.25000000
1.025306096241
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393F4B9
3006.74000000
PA
USD
3029.66000000
0.002244366056
Long
ABS-MBS
USGSE
US
N
2
2022-11-15
Fixed
5.50000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
1000000.00000000
PA
USD
1012593.22000000
0.750127028058
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
1204930.00000000
PA
USD
1268306.50000000
0.939558913412
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
METROPOLITAN LIFE INS CO
549300H7EXFMRS487544
Metropolitan Life Insurance Co
592173AE8
750000.00000000
PA
USD
861035.46000000
0.637853343184
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.80000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPQ6
275000.00000000
PA
USD
283461.75000000
0.209987896320
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4.40800000
N
N
N
N
N
N
CADENCE BANK
Q7C315HKI8VX0SSKBS64
Cadence Bank
12739AAA8
1200000.00000000
PA
USD
1224764.44000000
0.907303042626
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MEZP9
844870.00000000
PA
USD
875932.52000000
0.648889055377
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
3.50000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAP6
900000.00000000
PA
USD
907170.37000000
0.672029992054
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.37500000
N
N
N
N
N
N
ENCINITAS CA SPL TAX
N/A
City of Encinitas CA
292528CJ3
500000.00000000
PA
USD
461895.00000000
0.342170890325
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WH62
40624.32000000
PA
USD
41827.75000000
0.030985913373
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAC7
1185000.00000000
PA
USD
1158781.14000000
0.858422746222
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.53800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3U37
1208465.27000000
PA
USD
1210460.11000000
0.896706423629
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
2.35000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RRZ4
1000000.00000000
PA
USD
927030.00000000
0.686741966158
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
2.64100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133G7MV2
620961.66000000
PA
USD
630459.70000000
0.467043282268
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
KENTUCKY ST HGR EDU STUDENT LO
N/A
Kentucky Higher Education Student Loan Corp
49130NFZ7
1000000.00000000
PA
USD
937230.00000000
0.694298105716
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
2.51600000
N
N
N
N
N
N
ORANGE & ROCKLAND UTILIT
26RM8T263FMD21834H79
Orange & Rockland Utilities Inc
684065AT2
700000.00000000
PA
USD
802717.25000000
0.594651330090
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.50000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQE6
99670.34000000
PA
USD
102299.80000000
0.075783486823
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
5.64000000
N
N
N
N
N
N
COLORADO ST HSG & FIN AUTH
5493005GIROYQAWBMC18
Colorado Housing and Finance Authority
196479XN4
5000.00000000
PA
USD
5075.95000000
0.003760253587
Long
DBT
MUN
US
N
2
2031-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396GJN2
50959.08000000
PA
USD
52788.28000000
0.039105452032
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
NEW YORK ST HSG FIN AGY AFFORD
5493000LS7KCDB02O506
New York State Housing Finance Agency
64987JSH5
1000000.00000000
PA
USD
994590.00000000
0.736790278762
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241K6B9
1645.64000000
PA
USD
1681.22000000
0.001245444406
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WPX2
501045.27000000
PA
USD
562940.14000000
0.417024927535
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-1
46592EAF3
619689.69000000
PA
USD
594875.15000000
0.440682318942
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDKH4
148675.39000000
PA
USD
148957.64000000
0.110347521189
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines 2015-1 Class AA Pass Through Trust
24736XAA6
358603.29770000
PA
USD
355369.66000000
0.263257131938
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI WSTWTR
N/A
City & County Honolulu HI Wastewater System Revenue
438701M92
1000000.00000000
PA
USD
1008890.00000000
0.747383690104
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
2295409.00000000
PA
USD
2410717.45000000
1.785854655690
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
FIFTH THIRD BANK NA
YJMYTIGWK1HM7EQ06C15
West Loop BC
55266CXM3
1300000.00000000
PA
USD
1315513.38000000
0.974529675510
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJP1
1791000.00000000
PA
USD
1775666.08000000
1.315409873487
Long
DBT
CORP
US
N
2
2024-09-13
Floating
0.49301000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4Y58
187036.35000000
PA
USD
191129.91000000
0.141588654288
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
JERSEY CITY NJ
N/A
City of Jersey City NJ
476576RL9
335000.00000000
PA
USD
306344.10000000
0.226939095342
Long
DBT
MUN
US
N
2
2026-09-01
Fixed
1.13000000
N
N
N
N
N
N
NAUGATUCK CT
N/A
Borough of Naugatuck CT
639064ZZ0
190000.00000000
PA
USD
177053.40000000
0.131160803890
Long
DBT
MUN
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFNQ7
449418.16000000
PA
USD
438617.77000000
0.324927164991
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
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
471845.00000000
0.349541830385
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
1.75100000
N
N
N
N
N
N
PENNANTPARK INVESTMENT C
529900OK432R4C6NQQ73
PennantPark Investment Corp
708062AD6
1000000.00000000
PA
USD
950354.13000000
0.704020434918
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.00000000
N
N
N
N
N
N
DULUTH MN INDEP SCH DIST #709
N/A
Duluth Independent School District No 709
264471LQ4
250000.00000000
PA
USD
246042.50000000
0.182267790911
Long
DBT
MUN
US
N
2
2024-02-01
Fixed
2.00000000
N
N
N
N
N
N
CHARLESTON CNTY SC SCH DIST
N/A
Charleston County School District
160075VN4
800000.00000000
PA
USD
759960.00000000
0.562976844979
Long
DBT
MUN
US
N
2
2026-09-15
Fixed
1.05000000
N
N
N
N
N
N
OREGON ST SCH BRDS ASSN SHORT-
N/A
Oregon School Boards Association
686053DR7
1000000.00000000
PA
USD
1074230.00000000
0.795787431157
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
5.52800000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CQV8
83348.60000000
PA
USD
85261.50000000
0.063161548329
Long
ABS-MBS
USGA
US
N
2
2027-02-01
Fixed
5.49000000
N
N
N
N
N
N
CVS PASS THRU TR 2009
N/A
CVS Pass-Through Trust Series 2009
126659AA9
888351.82250000
PA
USD
1066389.82000000
0.789979441525
Long
DBT
CORP
US
N
2
2031-07-10
Fixed
8.35300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B4PT7
283937.33000000
PA
USD
314722.44000000
0.233145752823
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
6.50000000
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
115015.00000000
0.085202881500
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
1.28000000
N
N
N
N
N
N
NEW MEXICO ST EDUCTNL ASSISTAN
N/A
New Mexico Educational Assistance Foundation
647110GH2
1000000.00000000
PA
USD
965110.00000000
0.714951553842
Long
DBT
MUN
US
N
2
2051-09-01
Fixed
2.10600000
N
N
N
N
N
N
WISCONSIN ST HSG & ECON DEV AU
549300AT0SEG8YQT2K79
Wisconsin Housing & Economic Development Authority
97689QDD5
410000.00000000
PA
USD
415920.40000000
0.308112998782
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
2022-04-01
SIT MUTUAL FUNDS II INC
Paul Rasmussen
Paul Rasmussen
VP, Treasurer & Chief Compliance Officer