0001752724-21-179495.txt : 20210823
0001752724-21-179495.hdr.sgml : 20210823
20210823123500
ACCESSION NUMBER: 0001752724-21-179495
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210823
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Value Line Core Bond Fund
CENTRAL INDEX KEY: 0000783316
IRS NUMBER: 136866048
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04471
FILM NUMBER: 211196062
BUSINESS ADDRESS:
STREET 1: 7 TIMES SQUARE
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 212-907-1900
MAIL ADDRESS:
STREET 1: 7 TIMES SQUARE
CITY: NEW YORK
STATE: NY
ZIP: 10036
FORMER COMPANY:
FORMER CONFORMED NAME: VALUE LINE AGGRESSIVE INCOME TRUST
DATE OF NAME CHANGE: 19920703
0000783316
S000007530
VALUE LINE CORE BOND FUND
C000020574
VALUE LINE CORE BOND FUND
VAGIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000783316
XXXXXXXX
S000007530
C000020574
Value Line Core Bond Fund
811-04471
0000783316
549300GWUFTRPJWK6V14
7 TIMES SQUARE
Suite 1606
NEW YORK
10036
212-907-1900
VALUE LINE CORE BOND FUND
S000007530
549300GWUFTRPJWK6V14
2021-12-31
2021-06-30
N
52404230.36
1392451.21
51011779.15
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
0.00000000
USD
UST
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEJ8
100000.00000000
PA
USD
104746.35000000
0.205337574468
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
130000.00000000
PA
USD
175063.47000000
0.343182443186
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
175000.00000000
PA
USD
202889.81000000
0.397731295361
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BW3
150000.00000000
PA
USD
163273.50000000
0.320070193042
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.88000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2018-REV1
34532RAA4
220000.00000000
PA
USD
237401.27000000
0.465385199175
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AV8
130000.00000000
PA
USD
144788.75000000
0.283833954456
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.88000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
175000.00000000
PA
USD
172915.10000000
0.338970925698
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AL0
155000.00000000
PA
USD
175051.54000000
0.343159056431
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
175000.00000000
PA
USD
209341.53000000
0.410378805617
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
125000.00000000
PA
USD
127653.16000000
0.250242516781
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
175000.00000000
PA
USD
187453.30000000
0.367470617813
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
Lincoln Consolidated School District
N/A
LINCOLN MI CONSOL SCH DIST
533883PP3
200000.00000000
PA
USD
224249.02000000
0.439602428569
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
4.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFRN8
108770.87000000
PA
USD
116033.85000000
0.227464816819
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AC9
120000.00000000
PA
USD
120325.10000000
0.235877089576
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.60000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBA1
150000.00000000
PA
USD
155077.33000000
0.304002982417
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.45000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
175000.00000000
PA
USD
180099.80000000
0.353055319773
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.88000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AL7
100000.00000000
PA
USD
100801.72000000
0.197604791833
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAW3
145000.00000000
PA
USD
177576.57000000
0.348108952400
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
4.85000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
150000.00000000
PA
USD
151714.63000000
0.297410975519
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
160000.00000000
PA
USD
156075.53000000
0.305959785368
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
150000.00000000
PA
USD
159000.00000000
0.311692716171
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAU9
100000.00000000
PA
USD
111866.09000000
0.219294625406
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.34000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBD9
150000.00000000
PA
USD
200709.36000000
0.393456890436
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AV4
100000.00000000
PA
USD
111734.36000000
0.219036390931
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YWB9
96426.98000000
PA
USD
103663.50000000
0.203214829451
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSH6
178819.98000000
PA
USD
180912.78000000
0.354649030115
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F4R4
53906.12000000
PA
USD
59436.87000000
0.116515971390
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACA27
31067.85000000
PA
USD
32058.27000000
0.062844838063
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWE7
32840.46000000
PA
USD
35175.75000000
0.068956132458
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.50000000
N
N
N
N
N
N
Dallas Independent School District
N/A
DALLAS TX INDEP SCH DIST
235308UL5
250000.00000000
PA
USD
276288.73000000
0.541617513844
Long
DBT
MUN
US
N
2
2033-08-15
Fixed
5.05000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2014-K717 Mortgage Trust
30292KAN9
200000.00000000
PA
USD
200468.12000000
0.392983980053
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
3.71000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D41
250000.00000000
PA
USD
285098.00000000
0.558886603742
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.60000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
100000.00000000
PA
USD
101624.97000000
0.199218634780
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
115000.00000000
PA
USD
123703.28000000
0.242499442405
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3XH0
108348.43000000
PA
USD
114994.71000000
0.225427757894
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
150000.00000000
PA
USD
157237.38000000
0.308237396577
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
130000.00000000
PA
USD
130975.00000000
0.256754424531
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T94
250000.00000000
PA
USD
258428.25000000
0.506605051433
Long
DBT
USGSE
US
N
2
2023-01-19
Fixed
2.38000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AT6
100000.00000000
PA
USD
102557.33000000
0.201046369503
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
540000.00000000
PA
USD
566414.95000000
1.110361095884
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
1.88000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
175000.00000000
PA
USD
193677.14000000
0.379671407716
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XAZ9
100000.00000000
PA
USD
110947.41000000
0.217493708019
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.64000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
140000.00000000
PA
USD
175213.28000000
0.343476120455
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297HSP5
23853.21000000
PA
USD
26199.32000000
0.051359353538
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YGA69
64452.58000000
PA
USD
67533.42000000
0.132387893787
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FP8
120000.00000000
PA
USD
163293.75000000
0.320109889756
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DN65
117350.84000000
PA
USD
121458.22000000
0.238098380460
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.00000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AD4
100000.00000000
PA
USD
109570.11000000
0.214793743377
Long
DBT
CORP
US
N
2
2024-07-18
Fixed
4.25000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AT3
200000.00000000
PA
USD
218607.37000000
0.428542924090
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.70000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGW8
150000.00000000
PA
USD
160026.18000000
0.313704369199
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.06000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU79
300000.00000000
PA
USD
333603.69000000
0.653973838118
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.19000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FG7
10000.00000000
PA
USD
12173.87000000
0.023864821425
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FBN7
91582.74000000
PA
USD
103610.33000000
0.203110598623
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.00000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DJ5
100000.00000000
PA
USD
99592.65000000
0.195234613768
Long
DBT
NUSS
KR
N
2
2026-12-29
Fixed
1.13000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAW2
125000.00000000
PA
USD
131751.28000000
0.258276190706
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKQM0
94454.60000000
PA
USD
102821.47000000
0.201564171478
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286X3
400000.00000000
PA
USD
424406.25000000
0.831976961148
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.13000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
150000.00000000
PA
USD
155026.77000000
0.303903868053
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.50000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA INCOME TAX SECURED REVENUE
25477GEX9
250000.00000000
PA
USD
276363.88000000
0.541764832760
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
4.91000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AR1
125000.00000000
PA
USD
153931.25000000
0.301756285636
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
4.90000000
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1042842.50000000
NS
USD
1042842.50000000
2.044317052603
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y1PA7
100111.32000000
PA
USD
110053.32000000
0.215740995185
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAK7
150000.00000000
PA
USD
166790.55000000
0.326964777114
Long
DBT
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BM2
175000.00000000
PA
USD
197209.50000000
0.386596004464
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
350000.00000000
PA
USD
360554.69000000
0.706806733675
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S35
840000.00000000
PA
USD
858834.38000000
1.683600129833
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.38000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
150000.00000000
PA
USD
149473.50000000
0.293017617677
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K24 Mortgage Trust
30290XAN3
250000.00000000
PA
USD
258475.68000000
0.506698029958
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
3.63000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
150000.00000000
PA
USD
165513.53000000
0.324461394520
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAU5
125000.00000000
PA
USD
148122.16000000
0.290368543242
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.38000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
125000.00000000
PA
USD
132025.00000000
0.258812772657
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.88000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
200000.00000000
PA
USD
216414.88000000
0.424244916774
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7K5
593697.32000000
PA
USD
600656.54000000
1.177485965023
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
100000.00000000
PA
USD
98249.23000000
0.192601065160
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
125000.00000000
PA
USD
122901.27000000
0.240927236900
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
250000.00000000
PA
USD
277099.45000000
0.543206793837
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9SJ3
203272.76000000
PA
USD
221771.19000000
0.434745060249
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571FQ2
100000.00000000
PA
USD
102360.17000000
0.200659870535
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.16000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
200000.00000000
PA
USD
233392.99000000
0.457527641436
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403BC0
150000.00000000
PA
USD
169040.15000000
0.331374738965
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W4C82
297325.53000000
PA
USD
316241.93000000
0.619939032257
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FG3
100000.00000000
PA
USD
120753.55000000
0.236716993627
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C6
92936QAG3
86437.38000000
PA
USD
86652.13000000
0.169866904161
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
3.44000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BP1
150000.00000000
PA
USD
173825.08000000
0.340754788200
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.65000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAM4
100000.00000000
PA
USD
102857.82000000
0.201635429530
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
150000.00000000
PA
USD
155735.73000000
0.305293664708
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.38000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
125000.00000000
PA
USD
143692.82000000
0.281685568302
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
125000.00000000
PA
USD
123588.86000000
0.242275141269
Long
DBT
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
213000.00000000
PA
USD
240656.60000000
0.471766725274
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CU9
100000.00000000
PA
USD
104089.30000000
0.204049538625
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132Y12Z0
151636.00000000
PA
USD
161680.27000000
0.316946934010
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
125000.00000000
PA
USD
141340.98000000
0.277075182154
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
125000.00000000
PA
USD
130441.25000000
0.255708097567
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
135000.00000000
PA
USD
141153.49000000
0.276707639592
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NVM7
59801.21000000
PA
USD
63597.98000000
0.124673126598
Long
ABS-MBS
USGA
US
N
2
2043-12-20
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTUM1
250000.00000000
PA
USD
277841.83000000
0.544662104771
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Variable
3.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAH6
150000.00000000
PA
USD
160686.63000000
0.314999070170
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.20000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
150000.00000000
PA
USD
164965.50000000
0.323387074022
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
125000.00000000
PA
USD
140729.95000000
0.275877360768
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
200000.00000000
PA
USD
217550.93000000
0.426471951429
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.88000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CU2
150000.00000000
PA
USD
151545.88000000
0.297080169570
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
175000.00000000
PA
USD
198326.43000000
0.388785557580
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAG6
130000.00000000
PA
USD
137513.76000000
0.269572562046
Long
DBT
US
N
2
2029-10-15
Fixed
3.90000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
125000.00000000
PA
USD
126991.25000000
0.248944953726
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
150000.00000000
PA
USD
149959.89000000
0.293971103338
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQTZ5
209348.54000000
PA
USD
229630.59000000
0.450152090019
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAX5
100000.00000000
PA
USD
105159.53000000
0.206147544257
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
150000.00000000
PA
USD
164638.82000000
0.322746672912
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
150000.00000000
PA
USD
165627.75000000
0.324685303590
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BU9
125000.00000000
PA
USD
132701.02000000
0.260137995990
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AT4
150000.00000000
PA
USD
172246.45000000
0.337660150008
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CF4
150000.00000000
PA
USD
163979.22000000
0.321453638223
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ70
205338.80000000
PA
USD
207737.18000000
0.407233747698
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
150000.00000000
PA
USD
172730.00000000
0.338608068328
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
150000.00000000
PA
USD
169200.00000000
0.331688097963
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
150000.00000000
PA
USD
168999.72000000
0.331295482761
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.13000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAR6
100000.00000000
PA
USD
106567.55000000
0.208907730284
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XBX90
100224.56000000
PA
USD
109206.18000000
0.214080319917
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AK4
175000.00000000
PA
USD
190729.85000000
0.373893742147
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BF6
150000.00000000
PA
USD
141534.33000000
0.277454212259
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BP78
192376.43000000
PA
USD
196090.26000000
0.384401922982
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
2.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDEN0
98749.18000000
PA
USD
104843.87000000
0.205528746001
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
175000.00000000
PA
USD
205282.94000000
0.402422623599
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1791119.43000000
NS
USD
1791119.43000000
3.511187925308
Long
STIV
RF
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
175000.00000000
PA
USD
183888.17000000
0.360481781000
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
150000.00000000
PA
USD
144909.53000000
0.284070723300
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAT5
100000.00000000
PA
USD
115114.98000000
0.225663526969
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
390000.00000000
PA
USD
378970.31000000
0.742907454542
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377YTM2
19054.29000000
PA
USD
19419.90000000
0.038069442633
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
2.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
125000.00000000
PA
USD
135253.48000000
0.265141663854
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BJ9
125000.00000000
PA
USD
119236.69000000
0.233743445115
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PQXQ9
30199.82000000
PA
USD
32086.98000000
0.062901119181
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
4.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCY3
100000.00000000
PA
USD
114890.00000000
0.225222491578
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBU5
100000.00000000
PA
USD
127542.68000000
0.250025939352
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.63000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AE0
100000.00000000
PA
USD
113407.15000000
0.222315613941
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.50000000
N
N
N
N
N
N
San Marcos Unified School District
N/A
SAN MARCOS CA UNIF SCH DIST
798755GQ1
200000.00000000
PA
USD
206926.78000000
0.405645095011
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.17000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
140000.00000000
PA
USD
152993.20000000
0.299917396627
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
150000.00000000
PA
USD
155847.22000000
0.305512222072
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAV1
100000.00000000
PA
USD
109399.65000000
0.214459585262
Long
DBT
US
N
2
2025-06-01
Fixed
3.45000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-8
81744FDJ3
45860.74000000
PA
USD
45444.99000000
0.089087247606
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Floating
0.79000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
175000.00000000
PA
USD
225607.83000000
0.442266146680
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKTU9
92020.14000000
PA
USD
96785.38000000
0.189731433823
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFX84
33452.37000000
PA
USD
35679.47000000
0.069943590665
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
452000.00000000
PA
USD
468508.59000000
0.918432169602
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAS7
125000.00000000
PA
USD
133079.81000000
0.260880549977
Long
DBT
CORP
AU
N
2
2026-07-12
Fixed
2.50000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AX9
142000.00000000
PA
USD
165765.12000000
0.324954594335
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
384064.99000000
PA
USD
388563.12000000
0.761712542621
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
125000.00000000
PA
USD
137669.82000000
0.269878491387
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
135000.00000000
PA
USD
150321.54000000
0.294680057243
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
185000.00000000
PA
USD
191706.25000000
0.375807809871
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J43
100000.00000000
PA
USD
101109.38000000
0.198207907437
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.75000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AL0
100000.00000000
PA
USD
108944.00000000
0.213566360192
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2019-A
448969AE5
148801.55000000
PA
USD
149088.62000000
0.292263125270
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.05000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
150000.00000000
PA
USD
160325.79000000
0.314291704134
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
150000.00000000
PA
USD
166891.48000000
0.327162633377
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378B6A2
211136.28000000
PA
USD
213893.38000000
0.419301940775
Long
ABS-MBS
USGA
US
N
2
2052-11-16
Fixed
1.83000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
790000.00000000
PA
USD
870975.00000000
1.707399770235
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
125000.00000000
PA
USD
125778.76000000
0.246568071327
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
200000.00000000
PA
USD
220147.34000000
0.431561775864
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GT5R4
27704.54000000
PA
USD
30194.17000000
0.059190584024
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8G99
54904.79000000
PA
USD
59176.94000000
0.116006422410
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP64
200000.00000000
PA
USD
216555.28000000
0.424520147323
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Fixed
3.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0ZR7
250000.00000000
PA
USD
267168.94000000
0.523739701793
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
2.63000000
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AC3
200000.00000000
PA
USD
228800.89000000
0.448525602934
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDH4
200000.00000000
PA
USD
208270.00000000
0.408278251553
Long
DBT
NUSS
XX
N
2
2023-03-07
Fixed
2.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
228000.00000000
PA
USD
226189.30000000
0.443406020666
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C40
95000YAU9
55530.21000000
PA
USD
55780.63000000
0.109348528770
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
2.11000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBK1
200000.00000000
PA
USD
209947.47000000
0.411566648915
Long
DBT
CORP
US
N
2
2023-05-09
Fixed
3.70000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
350000.00000000
PA
USD
367165.70000000
0.719766505144
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AW7
150000.00000000
PA
USD
166384.34000000
0.326168470836
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.75000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AT7
125000.00000000
PA
USD
126026.25000000
0.247053233782
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AB3X6
263290.01000000
PA
USD
272828.45000000
0.534834217794
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCLD4
250000.00000000
PA
USD
279572.83000000
0.548055438681
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
3.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGCX0
41468.95000000
PA
USD
44888.75000000
0.087996832786
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
125000.00000000
PA
USD
131810.97000000
0.258393202896
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YE2C0
64920.17000000
PA
USD
69556.73000000
0.136354252211
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
165000.00000000
PA
USD
177231.23000000
0.347431971503
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAV6
175000.00000000
PA
USD
187953.42000000
0.368451018827
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CG7
135000.00000000
PA
USD
137791.13000000
0.270116299207
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
150000.00000000
PA
USD
163314.00000000
0.320149586470
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
155000.00000000
PA
USD
133941.80000000
0.262570336169
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C5
92936JBB9
111933.64000000
PA
USD
112139.09000000
0.219829795918
Long
ABS-MBS
CORP
US
N
2
2044-11-15
Fixed
3.67000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
1305000.00000000
PA
USD
1379680.66000000
2.704631524305
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
350000.00000000
PA
USD
358244.14000000
0.702277289616
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2020-A
58770FAC6
68000.00000000
PA
USD
68497.98000000
0.134278751185
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
1.84000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BQ1
125000.00000000
PA
USD
133105.58000000
0.260931067721
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
160000.00000000
PA
USD
185800.00000000
0.364229601664
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AW5
150000.00000000
PA
USD
174266.95000000
0.341620999901
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAD6
175000.00000000
PA
USD
184313.77000000
0.361316098107
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WF3P9
61033.50000000
PA
USD
65100.61000000
0.127618779593
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AK7
100000.00000000
PA
USD
101758.15000000
0.199479711736
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAF6
75813.53000000
PA
USD
79432.60000000
0.155714231739
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
3.46000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
100000.00000000
PA
USD
106352.46000000
0.208486082571
Long
DBT
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YHUV0
50091.37000000
PA
USD
54438.75000000
0.106717999072
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
4.00000000
N
N
N
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT CNTY TX CULTURAL EDU FACS FIN CORP HOSP REVENUE
87638QHB8
500000.00000000
PA
USD
610303.10000000
1.196396420923
Long
DBT
MUN
US
N
2
2043-11-15
Fixed
4.45000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBS4
100000.00000000
PA
USD
101820.06000000
0.199601075862
Long
DBT
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AHXP6
82565.99000000
PA
USD
93711.16000000
0.183704943370
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CK61
62405.87000000
PA
USD
65934.62000000
0.129253715707
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XTC4
69710.08000000
PA
USD
77510.69000000
0.151946650933
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBB8
294903.17000000
PA
USD
298360.14000000
0.584884795181
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Grant County Public Utility District No 2 Priest Rapids Hydroelectric Project
N/A
GRANT CNTY WA PUBLIC UTIL DIST #2 PRIEST RAPIDS HYDRO ELEC R
387883YV7
125000.00000000
PA
USD
131757.31000000
0.258288011505
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.31000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAD6
175000.00000000
PA
USD
200762.80000000
0.393561650554
Long
DBT
US
N
2
2028-04-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
245000.00000000
PA
USD
337487.50000000
0.661587393389
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.38000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
150000.00000000
PA
USD
166789.34000000
0.326962405113
Long
DBT
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389BC6
150000.00000000
PA
USD
168941.93000000
0.331182195200
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
3.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2015-K43 Mortgage Trust
30286XAN9
200000.00000000
PA
USD
216871.82000000
0.425140670671
Long
ABS-MBS
USGSE
US
N
2
2048-02-25
Variable
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BY50
60530.71000000
PA
USD
63421.41000000
0.124326990857
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
2.50000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AF3
150000.00000000
PA
USD
162376.50000000
0.318311775644
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AD1
150000.00000000
PA
USD
172922.70000000
0.338985824218
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.80000000
N
N
N
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
33938EAU1
150000.00000000
PA
USD
167446.14000000
0.328249950874
Long
DBT
CORP
SG
N
2
2025-06-15
Fixed
4.75000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
150000.00000000
PA
USD
142288.77000000
0.278933164792
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAH6
150000.00000000
PA
USD
162557.51000000
0.318666615257
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBD2
180000.00000000
PA
USD
189361.87000000
0.371212047796
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
3.10000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANC
549300ZSNDBYN4Z4VZ93
LYB International Finance II BV
50247WAB3
125000.00000000
PA
USD
136531.58000000
0.267647163606
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A9JB2
252479.94000000
PA
USD
263589.94000000
0.516723675182
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AX8
200000.00000000
PA
USD
216149.86000000
0.423725389707
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBM2
100000.00000000
PA
USD
102247.07000000
0.200438157036
Long
DBT
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZV7
99731.04000000
PA
USD
100900.16000000
0.197797766871
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E8J74
65587.62000000
PA
USD
70155.13000000
0.137527314610
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
150000.00000000
PA
USD
175336.26000000
0.343717202029
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAE0
235442.32000000
PA
USD
245764.16000000
0.481779236276
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.37000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAY7
100000.00000000
PA
USD
96863.28000000
0.189884143650
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.63000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BV2
200000.00000000
PA
USD
217739.64000000
0.426841885596
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.88000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
92940PAE4
100000.00000000
PA
USD
112996.94000000
0.221511466337
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAG1
140000.00000000
PA
USD
171173.30000000
0.335556420207
Long
DBT
CORP
GB
N
2
2042-08-21
Fixed
4.13000000
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSP72
180000.00000000
PA
USD
193569.66000000
0.379460711281
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Fixed
2.65000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAR1
140000.00000000
PA
USD
157131.10000000
0.308029052540
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.88000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CF7
125000.00000000
PA
USD
138635.05000000
0.271770662207
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.13000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
100000.00000000
PA
USD
117436.55000000
0.230214573882
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XXFC5
49940.31000000
PA
USD
52313.76000000
0.102552314135
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
2.50000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
175000.00000000
PA
USD
195583.60000000
0.383408701399
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081ET0
150000.00000000
PA
USD
197384.59000000
0.386939238914
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDN8
100000.00000000
PA
USD
99903.22000000
0.195843433937
Long
DBT
CORP
US
N
2
2025-09-10
Fixed
1.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAL3
125000.00000000
PA
USD
142583.15000000
0.279510247193
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAP6
250000.00000000
PA
USD
285580.40000000
0.559832267681
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZT0
238449.39000000
PA
USD
250407.30000000
0.490881330101
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AFBW0
320025.57000000
PA
USD
331770.61000000
0.650380393564
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
5493006K1SVL1T3TGV36
FREMF 2013-K34 Mortgage Trust
30291RAA3
150000.00000000
PA
USD
158676.90000000
0.311059333048
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Variable
3.86000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
450000.00000000
PA
USD
457638.93000000
0.897124032185
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
180000.00000000
PA
USD
207147.66000000
0.406078093043
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CF7
150000.00000000
PA
USD
146462.36000000
0.287114784938
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.38000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
140000.00000000
PA
USD
141587.08000000
0.277557619748
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.03000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
654000.00000000
PA
USD
779920.55000000
1.528902859291
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
100000.00000000
PA
USD
108818.15000000
0.213319652466
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GRKU4
27080.31000000
PA
USD
29195.99000000
0.057233820279
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4G7
218477.27000000
PA
USD
226327.15000000
0.443676252370
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKN2
450000.00000000
PA
USD
491054.40000000
0.962629432225
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
2.65000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
150000.00000000
PA
USD
154171.39000000
0.302227039654
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56P2
232254.80000000
PA
USD
235359.81000000
0.461383260732
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
1.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ7
36192KAT4
53699.76000000
PA
USD
54057.39000000
0.105970407032
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZB9
350000.00000000
PA
USD
352693.36000000
0.691395920465
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.13000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHH9
100000.00000000
PA
USD
107092.12000000
0.209936061404
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
3.30000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAQ5
100000.00000000
PA
USD
108808.74000000
0.213301205747
Long
DBT
CORP
KY
N
2
2024-11-28
Fixed
3.60000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAB1
150000.00000000
PA
USD
160716.25000000
0.315057135191
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DE8
175000.00000000
PA
USD
185827.25000000
0.364283020699
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.65000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AK1
100000.00000000
PA
USD
108353.27000000
0.212408333536
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAK9
100000.00000000
PA
USD
113362.35000000
0.222227791088
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P75J8
129751.10000000
PA
USD
141432.35000000
0.277254297647
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AAH96
233496.91000000
PA
USD
236231.63000000
0.463092316983
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AXRJ2
60261.84000000
PA
USD
67309.94000000
0.131949798892
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.50000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971W5L0
225000.00000000
PA
USD
233241.91000000
0.457231474546
Long
DBT
MUN
US
N
2
2023-02-01
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HRC65
178723.44000000
PA
USD
190582.98000000
0.373605828253
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
150000.00000000
PA
USD
166759.81000000
0.326904516522
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
150000.00000000
PA
USD
161159.69000000
0.315926424612
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
200000.00000000
PA
USD
226376.71000000
0.443773406401
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AF5
150000.00000000
PA
USD
188512.16000000
0.369546334476
Long
DBT
CORP
LU
N
2
2049-03-21
Fixed
4.50000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AH9
200000.00000000
PA
USD
218836.34000000
0.428991781205
Long
DBT
CORP
AU
N
2
2024-03-19
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
150000.00000000
PA
USD
159844.44000000
0.313348098544
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUGL2
51462.37000000
PA
USD
55649.26000000
0.109091000014
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
150000.00000000
PA
USD
165299.06000000
0.324040962213
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLYV0
200000.00000000
PA
USD
226192.56000000
0.443412411346
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
3.30000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AC7
150000.00000000
PA
USD
161850.03000000
0.317279719893
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.35000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAA7
57000.00000000
PA
USD
60903.24000000
0.119390542762
Long
DBT
CORP
NL
N
2
2023-07-15
Fixed
4.00000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
125000.00000000
PA
USD
127552.91000000
0.250045993543
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581HA9
125000.00000000
PA
USD
131718.75000000
0.258212421120
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
3.93000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAB1
12873.51000000
PA
USD
13171.80000000
0.025821095087
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.06000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BF8
150000.00000000
PA
USD
168311.07000000
0.329945500440
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
2021-07-16
Value Line Core Bond Fund
Christopher Roleke
Christopher Roleke
Treasurer