0001752724-22-183484.txt : 20220819
0001752724-22-183484.hdr.sgml : 20220819
20220819122929
ACCESSION NUMBER: 0001752724-22-183484
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220819
DATE AS OF CHANGE: 20220819
PERIOD START: 20220630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SIT MUTUAL FUNDS INC
CENTRAL INDEX KEY: 0000877880
IRS NUMBER: 000000000
STATE OF INCORPORATION: MN
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06373
FILM NUMBER: 221179746
BUSINESS ADDRESS:
STREET 1: 3300 IDS CTR, 80 SOUTH 8TH ST
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-4130
BUSINESS PHONE: 612-332-3223
MAIL ADDRESS:
STREET 1: 3300 IDS CTR, 80 SOUTH 8TH ST
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-4130
FORMER COMPANY:
FORMER CONFORMED NAME: SIT NEW BEGINNING MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19920929
0000877880
S000003462
Sit Balanced Fund
C000009596
Sit Balanced Fund
SIBAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000877880
XXXXXXXX
S000003462
C000009596
SIT MUTUAL FUNDS INC
811-06373
0000877880
254900G3NOOZ0B3T2Q46
80 S. Eighth Street
Suite 3300
Minneapolis
55402
612-332-3223
Sit Balanced Fund
S000003462
254900S381ELN1VXPI41
2022-06-30
2022-06-30
N
48204717.66
73851.25
48130866.41
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
USD
N
MARICOPA CNTY AZ INDL DEV AUTH
N/A
Maricopa County Industrial Development Authority
56681NGX9
100000.00000000
PA
USD
98858.00000000
0.205394183345
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXEL2
170630.29000000
PA
USD
184403.87000000
0.383130169378
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393CEY5
26693.80000000
PA
USD
28208.08000000
0.058607048042
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKJ55
17311.67000000
PA
USD
18159.22000000
0.037728845031
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
7.00000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HLDGS
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901AE2
150000.00000000
PA
USD
167668.50000000
0.348359613084
Long
DBT
CORP
CA
N
2
2037-07-15
Fixed
7.75000000
N
N
N
N
N
N
POLAR TANKERS INC
N/A
Polar Tankers Inc
73102QAA4
100000.00000000
PA
USD
105538.08000000
0.219273177218
Long
DBT
CORP
US
N
2
2037-05-10
Fixed
5.95100000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
1625.00000000
NS
USD
363853.75000000
0.755967588242
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
1503024.00000000
PA
USD
1528504.95000000
3.175727062503
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
NEW YORK ST MTGE AGY HOMEOWNER
549300ZQWNLLIG564027
State of New York Mortgage Agency
64988YHN0
150000.00000000
PA
USD
124651.50000000
0.258984533829
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
2.98000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
1425.00000000
NS
USD
323061.75000000
0.671215322092
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378UAS6
17844.81000000
PA
USD
19601.23000000
0.040724864233
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Variable
7.31232000
N
N
N
N
N
N
COLLIERS HILL MET DIST #2 CO
N/A
Colliers Hill Metropolitan District No 2
194689AR6
250000.00000000
PA
USD
224435.00000000
0.466301599659
Long
DBT
MUN
US
N
2
2047-12-01
Fixed
3.98900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJDP5
22189.40000000
PA
USD
23418.78000000
0.048656468804
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-3
46592KAF9
137334.83000000
PA
USD
126948.95000000
0.263757874039
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CVS Pass-Through Trust
126650BS8
123518.58620000
PA
USD
134888.16000000
0.280252923043
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.50700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381AG34
27309.66000000
PA
USD
29210.39000000
0.060689516268
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
7.00000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
5135.00000000
NS
USD
467182.30000000
0.970650093892
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2000.00000000
NS
USD
493760.00000000
1.025869752258
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392TAU1
24329.26000000
PA
USD
26016.74000000
0.054054169269
Long
ABS-MBS
USGSE
US
N
2
2032-08-15
Fixed
6.00000000
N
N
N
N
N
N
MADISON CNTY IL CMNTY UNIT SCH
N/A
Madison County Community Unit School District No 7 Edwardsville
557021JX1
150000.00000000
PA
USD
125446.50000000
0.260636280534
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
1.90000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
743862AA2
25000.00000000
PA
USD
27017.50000000
0.056133417108
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.25000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1225.00000000
NS
USD
352224.25000000
0.731805338801
Long
EC
CORP
GB
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
620.00000000
NS
USD
1351141.20000000
2.807223930877
Long
EC
CORP
US
N
1
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990G4Z2
200000.00000000
PA
USD
163428.00000000
0.339549258490
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
2.69200000
N
N
N
N
N
N
FIDELITY INVESTMENTS MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO
N/A
FIDELITY GOVERNMENT PORT-I
316175108
2061444.68000000
NS
USD
2061444.68000000
4.282999317817
Long
STIV
RF
US
N
1
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 2008-1
92261UAD6
7734.75000000
PA
USD
8158.70000000
0.016951076530
Long
ABS-MBS
USGA
US
N
2
2025-03-15
Variable
6.01891500
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803FT5
625000.00000000
PA
USD
256958.26000000
0.533874162603
Long
DBT
UST
US
N
2
2050-11-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207NDJ0
422.65000000
PA
USD
421.56000000
0.000875862064
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
5.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
1250.00000000
NS
USD
191450.00000000
0.397769693919
Long
EC
CORP
US
N
1
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
195000.00000000
PA
USD
195043.61000000
0.405236025336
Long
DBT
CORP
US
N
2
2024-12-15
Floating
4.11886000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
2925.00000000
NS
USD
329384.25000000
0.684351383152
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WBG5
360858.28000000
PA
USD
335134.53000000
0.696298560564
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Floating
1.43446000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
2275.00000000
NS
USD
530211.50000000
1.101603896932
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
549300U48YU2VDL8N523
New Residential Mortgage Loan Trust 2018-3
64830KAA5
42738.77000000
PA
USD
42510.46000000
0.088322656895
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
4.50000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAL6
100000.00000000
PA
USD
89503.60000000
0.185958838217
Long
DBT
CORP
US
N
2
2055-05-15
Floating
4.45529000
N
N
N
N
N
N
OREGON ST FACS AUTH REVENUE
N/A
Oregon State Facilities Authority
68608JYV7
350000.00000000
PA
USD
299757.50000000
0.622796808697
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.67900000
N
N
N
N
N
N
Putnam Premier Income Trust
G5048SOHSFOQHNEL1E85
Putnam Premier Income Trust
746853100
58975.00000000
NS
USD
224105.00000000
0.465615968952
Long
EC
RF
US
N
1
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518CX2
50000.00000000
PA
USD
46272.42000000
0.096138763856
Long
DBT
CORP
US
N
2
2064-08-31
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617A0T63
10304.51000000
PA
USD
10798.68000000
0.022436080639
Long
ABS-MBS
USGA
US
N
2
2032-04-20
Fixed
7.50000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSIONS
N/A
Texas Transportation Commission State Highway Fund
88283LHU3
150000.00000000
PA
USD
160132.50000000
0.332702300922
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.17800000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
2050.00000000
NS
USD
437224.00000000
0.908406668343
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL PARK DIST
549300DNSTZGBZLIU409
Chicago Park District
167615L35
235000.00000000
PA
USD
194363.80000000
0.403823605302
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
2.52700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359VSW4
6254.97000000
PA
USD
6588.66000000
0.013689053390
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
6.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386XQW9
15269.87000000
PA
USD
17083.59000000
0.035494042127
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
8.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
1625.00000000
NS
USD
207577.50000000
0.431277297673
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-2 Trust
95002QAC4
6965.95000000
PA
USD
6892.46000000
0.014320249175
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
826197501
5175.00000000
NS
USD
264339.00000000
0.549208895905
Long
EC
CORP
DE
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
3400.00000000
NS
USD
211106.00000000
0.438608352074
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CEC6
3254.31000000
PA
USD
3279.42000000
0.006813548653
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
6.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
5800.00000000
NS
USD
537428.00000000
1.116597393909
Long
EC
CORP
US
N
1
N
N
N
GREAT LAKES MI WTR AUTH SEWAGE
N/A
Great Lakes Water Authority Sewage Disposal System Revenue
39081HCW0
150000.00000000
PA
USD
121630.50000000
0.252707896350
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
3.50600000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
1600.00000000
NS
USD
475232.00000000
0.987374704522
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
3000.00000000
NS
USD
532530.00000000
1.106420972071
Long
EC
CORP
US
N
1
N
N
N
VIRGINIA ST HSG DEV AUTH CMWLT
549300LW3QBOVLQBP895
Virginia Housing Development Authority
92812UR26
237998.04250000
PA
USD
212579.85000000
0.441670524251
Long
DBT
MUN
US
N
2
2051-07-25
Fixed
2.12500000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
775.00000000
NS
USD
211272.75000000
0.438954803348
Long
EC
CORP
CA
N
1
N
N
N
SPIRIT AIR 2015-1 PTT A
N/A
Spirit Airlines Pass Through Trust 2015-1A
84858DAA6
111240.87240000
PA
USD
106636.07000000
0.221554436796
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.10000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
656531AD2
150000.00000000
PA
USD
164454.84000000
0.341682691932
Long
DBT
CORP
NO
N
2
2025-11-15
Fixed
7.15000000
N
N
N
N
N
N
MINNESOTA ST HSG FIN AGY
549300R89XDTQBK4GE22
Minnesota Housing Finance Agency
60416S4U1
145000.00000000
PA
USD
140200.50000000
0.291290206176
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
2.31100000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972ED55
250000.00000000
PA
USD
200405.00000000
0.416375218124
Long
DBT
MUN
US
N
2
2036-11-01
Fixed
2.74400000
N
N
N
N
N
N
Nuveen Multi-Market Income Fund
G7V8IS406QV705LBK003
Nuveen Multi-Market Income Fund
67075J107
3953.00000000
NS
USD
24113.30000000
0.050099451347
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371JRB2
16118.20000000
PA
USD
17376.31000000
0.036102217342
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
8.50000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
2200.00000000
NS
USD
369732.00000000
0.768180644932
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TPC49
9189.42000000
PA
USD
10114.49000000
0.021014560415
Long
ABS-MBS
USGSE
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
150000.00000000
PA
USD
143311.19000000
0.297753189770
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-6
46653PAF4
323952.65000000
PA
USD
295181.77000000
0.613289957187
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TUUU0
16702.44000000
PA
USD
17645.33000000
0.036661151805
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
6.50000000
N
N
N
N
N
N
BlackRock Enhanced Government Fund Inc
NL5N0CUZJSJCO40JHD64
BlackRock Enhanced Government Fund Inc
09255K108
4886.00000000
NS
USD
51319.61000000
0.106625153104
Long
EC
RF
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114BT4
150000.00000000
PA
USD
185128.95000000
0.384636645480
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.70000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
205.00000000
NS
USD
448427.25000000
0.931683311453
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389V4G9
4965.83000000
PA
USD
4991.64000000
0.010370974745
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NJ71
22580.50000000
PA
USD
23718.31000000
0.049278792943
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BF86
15851.69000000
PA
USD
17210.34000000
0.035757386649
Long
ABS-MBS
USGA
US
N
2
2034-11-20
Variable
7.21243000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
OSCAR US Funding Trust VII LLC
68784AAE6
6547.00000000
PA
USD
6547.49000000
0.013603515765
Long
ABS-O
CORP
JP
N
2
2024-12-10
Fixed
2.76000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AS3
250000.00000000
PA
USD
235702.82000000
0.489712397845
Long
DBT
CORP
US
N
2
2032-05-08
Fixed
3.37500000
N
N
N
N
N
N
WASHINGTON ST HSG FIN COMMISSI
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978LGJ9
250000.00000000
PA
USD
244497.50000000
0.507984830186
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.50000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
4140.00000000
NS
USD
320684.40000000
0.666275976144
Long
EC
CORP
US
N
1
N
N
N
Putnam Master Intermediate Income Trust
QYQERD8ESA0ALFI8LA12
Putnam Master Intermediate Income Trust
746909100
61000.00000000
NS
USD
208010.00000000
0.432175889434
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYLX9
18956.73000000
PA
USD
17973.44000000
0.037342855719
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
2.75000000
N
N
N
N
N
N
Western Asset Inflation - Linked Securities & Income Fund
549300BKG7Y2MQAORR48
Western Asset Inflation - Linked Securities & Income Fund
95766Q106
10953.00000000
NS
USD
107120.34000000
0.222560589471
Long
EC
RF
US
N
1
N
N
N
ENCINITAS CA SPL TAX
N/A
City of Encinitas CA
292528CJ3
250000.00000000
PA
USD
224900.00000000
0.467267715657
Long
DBT
MUN
US
N
2
2027-09-01
Fixed
1.45000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
3650.00000000
NS
USD
602396.00000000
1.251579381240
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-2 Trust
95002QAS9
30224.46000000
PA
USD
27694.65000000
0.057540310544
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AXQ6
79749.79000000
PA
USD
86416.85000000
0.179545594014
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
8.50000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
795.00000000
NS
USD
306456.60000000
0.636715319831
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
1400.00000000
NS
USD
275212.00000000
0.571799388890
Long
EC
CORP
CH
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-13
46592XAF1
299222.61000000
PA
USD
272857.51000000
0.566907538450
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
2.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAH7
106896.81000000
PA
USD
101212.41000000
0.210285867571
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.18400000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
1325.00000000
NS
USD
176264.75000000
0.366219773603
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAB5
100000.00000000
PA
USD
96273.16000000
0.200023741895
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CRN5
18021.51000000
PA
USD
18299.00000000
0.038019261577
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
5.17000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3550.00000000
NS
USD
385707.50000000
0.801372443027
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DAA8
14163.00000000
PA
USD
14908.71000000
0.030975361783
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
7.00000000
N
N
N
N
N
N
KENTUCKY ST HGR EDU STUDENT LO
N/A
Kentucky Higher Education Student Loan Corp
49130NEB1
100000.00000000
PA
USD
95203.00000000
0.197800303840
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
5.27300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NWY7
29448.18000000
PA
USD
31808.27000000
0.066087050519
Long
ABS-MBS
USGSE
US
N
2
2039-05-25
Fixed
6.50000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
5260.00000000
NS
USD
392027.80000000
0.814503933215
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
1200.00000000
NS
USD
462528.00000000
0.960979999944
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BLU48
14229.43000000
PA
USD
16147.23000000
0.033548596159
Long
ABS-MBS
USGSE
US
N
2
2045-08-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395UEG2
11879.35000000
PA
USD
12723.74000000
0.026435717760
Long
ABS-MBS
USGSE
US
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
4375.00000000
NS
USD
281006.25000000
0.583837921400
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HTV7
15.18000000
PA
USD
15.21000000
0.000031601342
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
8.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-4
81748RAE7
48420.60000000
PA
USD
45838.05000000
0.095236286854
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
2.50000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RSU4
200000.00000000
PA
USD
199918.00000000
0.415363393413
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
4.94900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9BN0
67567.90000000
PA
USD
72432.51000000
0.150490766949
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
6.50000000
N
N
N
N
N
N
SOUTH CAROLINA ST STUDENT LOAN
549300PIO3ZMSROGFF38
South Carolina Student Loan Corp
83715AAV1
200000.00000000
PA
USD
181164.00000000
0.376398792526
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
2.92300000
N
N
N
N
N
N
NORTH DAKOTA ST HSG FIN AGY
549300DVQAGW0B16JX70
North Dakota Housing Finance Agency
658909VX1
100000.00000000
PA
USD
95127.00000000
0.197642401010
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
3.70000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines 2015-1 Class AA Pass Through Trust
24736XAA6
125511.15420000
PA
USD
118897.83000000
0.247030313120
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.62500000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T3
31393YU78
5593.66000000
PA
USD
6099.08000000
0.012671868293
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
7.00000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
1400.00000000
NS
USD
332752.00000000
0.691348452291
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392TEK9
24809.58000000
PA
USD
26359.50000000
0.054766311030
Long
ABS-MBS
USGSE
US
N
2
2032-08-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292G5P7
64404.88000000
PA
USD
69280.94000000
0.143942848254
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1350.00000000
NS
USD
332167.50000000
0.690134054871
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
875.00000000
NS
USD
418748.75000000
0.870021217637
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
2000.00000000
NS
USD
374800.00000000
0.778710270468
Long
EC
CORP
AU
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
1800.00000000
NS
USD
312858.00000000
0.650015308959
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
1400.00000000
NS
USD
293440.00000000
0.609671135982
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358T4H9
2318.71000000
PA
USD
2339.74000000
0.004861204824
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
7.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EXP9
9463.04000000
PA
USD
9937.18000000
0.020646168958
Long
ABS-MBS
USGA
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
2025.00000000
NS
USD
562241.25000000
1.168151109540
Long
EC
CORP
IE
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617BFSK9
32996.81000000
PA
USD
34406.94000000
0.071486226129
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JAN6
39070.41000000
PA
USD
42559.02000000
0.088423548492
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371EXN0
3003.19000000
PA
USD
3076.42000000
0.006391781884
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
8.00000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PHC2
105000.00000000
PA
USD
103216.05000000
0.214448767908
Long
DBT
MUN
US
N
2
2032-07-01
Fixed
4.23200000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2350.00000000
NS
USD
1207030.50000000
2.507809624115
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381AGM2
32552.58000000
PA
USD
35707.60000000
0.074188566845
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
7.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-8
46652TAC4
20047.52000000
PA
USD
17909.63000000
0.037210279672
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
3.00000000
N
N
N
N
N
N
PMT Loan Trust
549300QFMQR379ND0354
PMT Loan Trust 2013-J1
693456AY1
30223.26000000
PA
USD
28521.52000000
0.059258272554
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QQF0
154072.74000000
PA
USD
162143.12000000
0.336879703387
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Variable
4.76339000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1200.00000000
NS
USD
651936.00000000
1.354507094151
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
6550.00000000
NS
USD
365817.50000000
0.760047610370
Long
EC
CORP
US
N
1
N
N
N
INDIANA ST FIN AUTH REVENUE
549300PS0PAS7NDSSI20
Indiana Finance Authority
45506EDG5
250000.00000000
PA
USD
179315.00000000
0.372557182894
Long
DBT
MUN
US
N
2
2051-03-01
Fixed
3.31300000
N
N
N
N
N
N
YETI Holdings Inc
549300DSQICIGNT5GO63
YETI Holdings Inc
98585X104
5500.00000000
NS
USD
237985.00000000
0.494454012052
Long
EC
CORP
US
N
1
N
N
N
LOUISIANA ST TRANSPRTN AUTH
N/A
Louisiana State Transportation Authority
54651TBC8
300000.00000000
PA
USD
269826.00000000
0.560609064672
Long
DBT
MUN
US
N
2
2027-02-15
Fixed
1.44800000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-5 Trust
95003BAC6
39695.30000000
PA
USD
36482.48000000
0.075798510854
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Variable
2.50000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T1
31393XFS1
16581.54000000
PA
USD
17490.06000000
0.036338552169
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283H4C6
6481.47000000
PA
USD
6928.45000000
0.014395024475
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
8.00000000
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
3525.00000000
NS
USD
210795.00000000
0.437962197074
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
786584102
11550.00000000
NS
USD
285747.00000000
0.593687629817
Long
EC
CORP
FR
N
1
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPQ6
20000.00000000
PA
USD
20191.20000000
0.041950626502
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
4.40800000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RMW6
30000.00000000
PA
USD
30248.10000000
0.062845533970
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
4.00000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae Trust 2004-W9
31394ACL8
28837.54000000
PA
USD
30795.51000000
0.063982870654
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291KXG7
3845.45000000
PA
USD
3922.49000000
0.008149635135
Long
ABS-MBS
USGA
US
N
2
2024-12-15
Fixed
7.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1675.00000000
NS
USD
428113.25000000
0.889477547221
Long
EC
CORP
US
N
1
N
N
N
BRITISH AIR 20-1 B PTT
N/A
British Airways 2020-1 Class B Pass Through Trust
11042WAA4
50412.91090000
PA
USD
52888.10000000
0.109883955857
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
8.37500000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAC7
50000.00000000
PA
USD
47558.12000000
0.098810022647
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.53800000
N
N
N
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CRE5
15941.67000000
PA
USD
16246.55000000
0.033754950225
Long
ABS-MBS
USGA
US
N
2
2027-08-01
Fixed
5.78000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
3100.00000000
NS
USD
610359.00000000
1.268123857984
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
1675.00000000
NS
USD
116982.00000000
0.243049852881
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
1665.00000000
NS
USD
808873.65000000
1.680571554872
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
1635.00000000
NS
USD
416385.45000000
0.865111062936
Long
EC
CORP
US
N
1
N
N
N
COLORADO ST HLTH FACS AUTH HOS
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FTN4
250000.00000000
PA
USD
228935.00000000
0.475651109310
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
5975.00000000
NS
USD
235654.00000000
0.489610966053
Long
EC
CORP
US
N
1
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BA6
100000.00000000
PA
USD
114619.57000000
0.238141505751
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A0XM2
10371.81000000
PA
USD
11568.73000000
0.024035989507
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Fixed
7.00000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
4200.00000000
NS
USD
636678.00000000
1.322806023428
Long
EC
CORP
US
N
1
N
N
N
LAGRANGE CNTY IN REGL UTIL DIS
N/A
LaGrange County Regional Utility District
50710RBZ8
230000.00000000
PA
USD
190138.70000000
0.395045246807
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.98000000
N
N
N
N
N
N
CHARLES STARK DRAPER LAB
254900FAU0MCDL819V50
Charles Stark Draper Laboratory Inc/The
15987TAT8
100000.00000000
PA
USD
105931.95000000
0.220091508633
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.38800000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
560.00000000
NS
USD
266291.20000000
0.553264920958
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
850000.00000000
PA
USD
808097.65000000
1.678959283874
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
2050.00000000
NS
USD
562253.50000000
1.168176560983
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AC5V9
28693.12000000
PA
USD
31430.12000000
0.065301380058
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
6.50000000
N
N
N
N
N
N
ITT LLC
N/A
ITT LLC
450679AT2
25000.00000000
PA
USD
26652.01000000
0.055374049934
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B7FP9
8682.70000000
PA
USD
9102.34000000
0.018911647927
Long
ABS-MBS
USGSE
US
N
2
2047-10-15
Variable
5.33064000
N
N
N
N
N
N
TYCO INTERNATIONAL FINAN
3T0IJ5FZFENH4BUK1P17
Tyco International Finance SA
902118BS6
200000.00000000
PA
USD
192141.34000000
0.399206069475
Long
DBT
CORP
LU
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
SECURITY BENEFIT LIFE
6GG1425B5X0SPG36P168
Security Benefit Life Insurance Co
814120AC5
100000.00000000
PA
USD
97106.42000000
0.201754980209
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
7.45000000
N
N
N
N
N
N
OREGON ST FACS AUTH REVENUE
N/A
Oregon State Facilities Authority
68608JXY2
100000.00000000
PA
USD
78314.00000000
0.162710555286
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
3.29100000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 1994-2
911760DU7
761.95000000
PA
USD
761.50000000
0.001582144799
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Variable
5.50233500
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2004-T1
31393XFT9
48831.14000000
PA
USD
52332.74000000
0.108730101706
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
Fixed
6.50000000
N
N
N
N
N
N
UTAH ST CHRT SCH FIN AUTH CHRT
N/A
Utah Charter School Finance Authority
91754TA37
205000.00000000
PA
USD
190043.20000000
0.394846829436
Long
DBT
MUN
US
N
2
2027-10-15
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393KTW5
10860.03000000
PA
USD
11549.46000000
0.023995952829
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NJZ1
205478.63000000
PA
USD
230000.49000000
0.477864844652
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Variable
5.85057000
N
N
N
N
N
N
OHIO ST ECON DEV REVENUE
5493005LEB5E170OMX59
State of Ohio
677555X82
250000.00000000
PA
USD
221550.00000000
0.460307525139
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
2.17400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398T6K2
495.77000000
PA
USD
527.36000000
0.001095679424
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
7.00000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
150000.00000000
PA
USD
142532.55000000
0.296135433727
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374L5X5
2140.53000000
PA
USD
2205.58000000
0.004582464776
Long
ABS-MBS
USGA
US
N
2
2035-09-16
Fixed
7.50000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
4600.00000000
NS
USD
412850.00000000
0.857765568737
Long
EC
CORP
IE
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EWG0
7088.69000000
PA
USD
7771.60000000
0.016146810933
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXER9
179368.84000000
PA
USD
194850.99000000
0.404835824770
Long
ABS-MBS
USGSE
US
N
2
2056-08-01
Fixed
5.50000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803EZ2
650000.00000000
PA
USD
282135.83000000
0.586184814535
Long
DBT
UST
US
N
2
2047-08-15
None
0.00000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
208251AE8
125000.00000000
PA
USD
143422.91000000
0.297985306930
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAP7
339562.36000000
PA
USD
319934.37000000
0.664717662205
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Floating
1.63446000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392A6Y9
9684.06000000
PA
USD
10279.13000000
0.021356627808
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
6.50000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
1050.00000000
NS
USD
384363.00000000
0.798579017310
Long
EC
CORP
US
N
1
N
N
N
TEXAS CHILDRENS HOSPITAL
549300JQ1IKID2ZK7X26
Texas Children's Hospital
88224LAQ1
115000.00000000
PA
USD
112202.41000000
0.233119447807
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.36800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TRJM8
1169.37000000
PA
USD
1188.22000000
0.002468727634
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
WICHITA FALLS TX 4B SALES TAX
N/A
Wichita Falls 4B Sales Tax Corp
967121AG9
145000.00000000
PA
USD
127089.60000000
0.264050098158
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
1.65100000
N
N
N
N
N
N
COLORADO EDUCTNL & CULTURAL AU
549300BJRX2FHSSZP042
Colorado Educational & Cultural Facilities Authority
19645UFU3
205000.00000000
PA
USD
179254.05000000
0.372430548980
Long
DBT
MUN
US
N
2
2056-03-01
Fixed
3.96800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CYF4
6665.85000000
PA
USD
6997.06000000
0.014537573332
Long
ABS-MBS
USGA
US
N
2
2027-11-20
Fixed
7.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
3150.00000000
NS
USD
266521.50000000
0.553743408085
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
16450.00000000
NS
USD
2249044.00000000
4.672768573999
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389YN23
4812.97000000
PA
USD
4895.51000000
0.010171248442
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D3U7
1566.53000000
PA
USD
1579.65000000
0.003281989537
Long
ABS-MBS
USGSE
US
N
2
2026-07-15
Fixed
8.42300000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAD5
120000.00000000
PA
USD
112373.80000000
0.233475539465
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
2.85800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295NFS1
511.67000000
PA
USD
514.59000000
0.001069147593
Long
ABS-MBS
USGA
US
N
2
2024-07-15
Fixed
8.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AS4
100000.00000000
PA
USD
88087.63000000
0.183016921510
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-HYB1
46651FAQ4
35465.21000000
PA
USD
33642.24000000
0.069897432789
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
3.00000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
136507.70260000
PA
USD
116600.47000000
0.242257159899
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
1900.00000000
NS
USD
326724.00000000
0.678824264697
Long
EC
CORP
US
N
1
N
N
N
RHODE ISLAND ST STUDENT LOAN A
N/A
Rhode Island Student Loan Authority
762323CE1
200000.00000000
PA
USD
198886.00000000
0.413219239200
Long
DBT
MUN
US
N
2
2027-12-01
Fixed
4.13400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-6
46653PBJ5
300093.90000000
PA
USD
298602.73000000
0.620397579084
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403FJQ8
36381.93000000
PA
USD
37873.00000000
0.078687550889
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DDN8
18174.36000000
PA
USD
19533.66000000
0.040584476152
Long
ABS-MBS
USGA
US
N
2
2029-09-20
Fixed
7.00000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
1750.00000000
NS
USD
252350.00000000
0.524299724526
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379NAS1
12007.32000000
PA
USD
12932.40000000
0.026869244135
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Variable
6.99387000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
600.00000000
NS
USD
168072.00000000
0.349197952449
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
1825.00000000
NS
USD
304154.50000000
0.631932318460
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-13
46592XBE3
311916.97000000
PA
USD
289815.13000000
0.602139856638
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Floating
1.77566000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJDF7
36904.17000000
PA
USD
39189.02000000
0.081421804598
Long
ABS-MBS
USGSE
US
N
2
2029-02-15
Fixed
6.00000000
N
N
N
N
N
N
NEW JERSEY ST HGR EDU ASSISTAN
5493007OOYUHTF8GSL63
New Jersey Higher Education Student Assistance Authority
646080UX7
100000.00000000
PA
USD
95639.00000000
0.198706167442
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
3.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
5775.00000000
NS
USD
518652.75000000
1.077588642560
Long
EC
CORP
US
N
1
N
N
N
Western Asset Inflation-Linked Opportunities & Income Fund
549300Z3DNF4FJBJ4A87
Western Asset Inflation-Linked Opportunities & Income Fund
95766R104
4709.00000000
NS
USD
49585.77000000
0.103022807812
Long
EC
RF
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UHV6
190341.90000000
PA
USD
206939.87000000
0.429952513709
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RG37
19439.23000000
PA
USD
20612.74000000
0.042826447013
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
10.00000000
N
N
N
N
N
N
COVENTRY OH LOCAL SCH DIST
N/A
Coventry Local School District
222867DR1
200000.00000000
PA
USD
177678.00000000
0.369156039050
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
2.20100000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
7800.00000000
NS
USD
2003274.00000000
4.162139910250
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
11200.00000000
NS
USD
1189552.00000000
2.471495089797
Long
EC
CORP
US
N
1
N
N
N
FIFTH THIRD BANK NA
YJMYTIGWK1HM7EQ06C15
West Loop BC
55266CXM3
225000.00000000
PA
USD
222883.74000000
0.463078595139
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AV1
213000.00000000
PA
USD
232339.52000000
0.482724574332
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
2022-08-18
SIT MUTUAL FUNDS INC
Paul Rasmussen
Paul Rasmussen
VP, Treasurer & Chief Compliance Officer