Form NPORT-P SIT MUTUAL FUNDS II INC For: Mar 31

  
    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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        316175108
        
          
          
        
        5084433.05000000
        NS
        USD
        5084433.05000000
        3.766537813831
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CABOT CORP
        K05C0SER542GQ6VLRO68
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
        
        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
    
  

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