0001752724-23-038086.txt : 20230224
0001752724-23-038086.hdr.sgml : 20230224
20230224105711
ACCESSION NUMBER: 0001752724-23-038086
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230224
DATE AS OF CHANGE: 20230224
PERIOD START: 20221231
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: 23663768
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
2022-12-31
2022-12-31
N
46251171.71
5608972.34
40642199.37
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
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AW5
140000.00000000
PA
USD
103235.87000000
0.254011523983
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEJ8
150000.00000000
PA
USD
126519.65000000
0.311301189308
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HS3
155000.00000000
PA
USD
140411.35000000
0.345481672194
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
168132.82000000
0.413690259400
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
149277.39000000
0.367296534916
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.88000000
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055BJ0
150000.00000000
PA
USD
136111.35000000
0.334901536112
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBH1
125000.00000000
PA
USD
103697.05000000
0.255146255880
Long
DBT
US
N
2
2031-01-15
Fixed
2.45000000
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
154155.86000000
0.379299994561
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
125000.00000000
PA
USD
94791.19000000
0.233233416176
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WFRN8
63018.32000000
PA
USD
58663.71000000
0.144341868573
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAW3
140000.00000000
PA
USD
124373.10000000
0.306019609981
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
4.85000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFS8
150000.00000000
PA
USD
147199.77000000
0.362184557631
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.60000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CCM1
111175.00000000
PA
USD
98344.28000000
0.241975782621
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.13000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd.
80685XAC5
125000.00000000
PA
USD
114591.24000000
0.281951375113
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BP0
135000.00000000
PA
USD
104965.46000000
0.258267174579
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
525000.00000000
PA
USD
479800.78000000
1.180548266180
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBD9
160000.00000000
PA
USD
150927.92000000
0.371357658639
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AV4
150000.00000000
PA
USD
143249.41000000
0.352464709638
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417YWB9
62502.38000000
PA
USD
60573.38000000
0.149040605427
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202F4R4
36811.74000000
PA
USD
35850.22000000
0.088209350270
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS
3136ACA27
16841.39000000
PA
USD
15904.16000000
0.039132134201
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Fixed
2.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVD8
150000.00000000
PA
USD
129595.33000000
0.318868889993
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.45000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
150000.00000000
PA
USD
139665.58000000
0.343646707523
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138X3XH0
78418.95000000
PA
USD
71468.69000000
0.175848480416
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAE6
135000.00000000
PA
USD
133069.38000000
0.327416778773
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
240000.00000000
PA
USD
221751.62000000
0.545619143248
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.
38143U8H7
175000.00000000
PA
USD
168522.92000000
0.414650099188
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWCJ0
449034.76000000
PA
USD
381856.71000000
0.939557198968
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
650000.00000000
PA
USD
614300.78000000
1.511485080833
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297HSP5
21222.48000000
PA
USD
21184.00000000
0.052123163432
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FK9
150000.00000000
PA
USD
109124.53000000
0.268500552852
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FP8
120000.00000000
PA
USD
132070.31000000
0.324958570272
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DN65
79258.96000000
PA
USD
71027.20000000
0.174762195700
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FBU79
300000.00000000
PA
USD
284440.65000000
0.699865298653
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QK5S3
731416.51000000
PA
USD
643680.25000000
1.583773171673
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042616
1670000.00000000
PA
USD
1608679.69000000
3.958151170301
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
150000.00000000
PA
USD
129502.08000000
0.318639448670
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WQC5
132357.60000000
PA
USD
121798.93000000
0.299685873028
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.50000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
District of Columbia
25477GEX9
200000.00000000
PA
USD
200397.98000000
0.493078581145
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
150000.00000000
PA
USD
150514.19000000
0.370339677313
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
4.90000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
658837.50000000
NS
USD
658837.50000000
1.621067536237
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138Y1PA7
76662.07000000
PA
USD
73218.76000000
0.180154521986
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAK7
150000.00000000
PA
USD
139507.51000000
0.343257776799
Long
DBT
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
620000.00000000
PA
USD
565798.43000000
1.392145205649
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160AZ2
150000.00000000
PA
USD
132710.59000000
0.326533977139
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
165000.00000000
PA
USD
160184.75000000
0.394134058892
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.38000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117AS9
200000.00000000
PA
USD
196553.37000000
0.483618930684
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040610
1065000.00000000
PA
USD
999894.75000000
2.460237795935
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q9SJ3
134564.46000000
PA
USD
126166.49000000
0.310432240271
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BN8
200000.00000000
PA
USD
190804.89000000
0.469474814251
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138W4C82
219237.23000000
PA
USD
199812.04000000
0.491636877672
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179SLS4
137112.67000000
PA
USD
128437.04000000
0.316018921197
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.50000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp.
665859AV6
150000.00000000
PA
USD
123603.83000000
0.304126823636
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAW9
150000.00000000
PA
USD
142291.86000000
0.350108660962
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
150000.00000000
PA
USD
116893.75000000
0.287616693515
Long
DBT
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Y8
200000.00000000
PA
USD
199382.13000000
0.490579085508
Long
DBT
CORP
US
N
2
2026-04-25
Floating
5.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EBS8
472334.99000000
PA
USD
401109.39000000
0.986928355791
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132Y12Z0
50228.70000000
PA
USD
48007.43000000
0.118122126125
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BVZ82
200000.00000000
PA
USD
192213.64000000
0.472941039066
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Variable
3.43000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
300000.00000000
PA
USD
259910.16000000
0.639508107407
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAR6
125000.00000000
PA
USD
106302.43000000
0.261556784937
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BTUM1
250000.00000000
PA
USD
239477.53000000
0.589233687428
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 Mortgage Trust
12591UAH6
150000.00000000
PA
USD
145548.20000000
0.358120874992
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
137128.35000000
0.337403861320
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
125000.00000000
PA
USD
123101.98000000
0.302892023335
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.88000000
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
171657.29000000
0.422362206428
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
155000.00000000
PA
USD
130013.01000000
0.319896590281
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
102224.02000000
0.251521870333
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132QQTZ5
160291.11000000
PA
USD
153897.00000000
0.378663070369
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCJ2
150000.00000000
PA
USD
157438.60000000
0.387377165705
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
150000.00000000
PA
USD
118879.61000000
0.292502895617
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.38000000
N
N
N
N
N
N
State of Oregon
549300R5SUGZRD8KP359
State of Oregon
68609TQ27
145000.00000000
PA
USD
105388.54000000
0.259308161550
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
2.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EE1
150000.00000000
PA
USD
149491.50000000
0.367823351878
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CY3
125000.00000000
PA
USD
119880.97000000
0.294966738656
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
149931.98000000
0.368907151493
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138XBX90
63245.29000000
PA
USD
60653.94000000
0.149238823046
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
165000.00000000
PA
USD
160705.71000000
0.395415879285
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAY5
150000.00000000
PA
USD
115567.02000000
0.284352278644
Long
DBT
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZY9
500000.00000000
PA
USD
487851.56000000
1.200357184311
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.13000000
N
N
N
N
N
N
Hartford County Metropolitan District Clean Water Project Revenue
N/A
Hartford County Metropolitan District Clean Water Project Revenue
416498DH3
125000.00000000
PA
USD
93543.63000000
0.230163798834
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
2.17000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BP78
140020.46000000
PA
USD
120324.26000000
0.296057452266
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
2.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QDEN0
68674.53000000
PA
USD
61056.30000000
0.150228828524
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
167125.00000000
0.411210521553
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund
857492706
6095759.83000000
NS
USD
6095759.83000000
14.99859733107
Long
STIV
RF
US
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBD0
125000.00000000
PA
USD
102972.59000000
0.253363724395
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021AT3
175000.00000000
PA
USD
137594.78000000
0.338551510825
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAT5
150000.00000000
PA
USD
141261.63000000
0.347573783382
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
625000.00000000
PA
USD
511010.74000000
1.257340271740
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38377YTM2
8818.13000000
PA
USD
8746.47000000
0.021520661124
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
2.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002BJ9
125000.00000000
PA
USD
96053.63000000
0.236339645710
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128PQXQ9
11653.39000000
PA
USD
11501.06000000
0.028298320903
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
675000.00000000
PA
USD
576755.86000000
1.419105926697
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PBU5
150000.00000000
PA
USD
139042.68000000
0.342114064089
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.63000000
N
N
N
N
N
N
San Marcos Unified School District
N/A
San Marcos Unified School District
798755GQ1
200000.00000000
PA
USD
153541.10000000
0.377787379571
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.17000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
190000.00000000
PA
USD
185716.72000000
0.456955388435
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
134770.36000000
0.331602034557
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81744FDJ3
38702.18000000
PA
USD
33622.63000000
0.082728372285
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Floating
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WKTU9
69530.80000000
PA
USD
62160.66000000
0.152946102729
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.00000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAS7
160000.00000000
PA
USD
111977.60000000
0.275520522353
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WFX84
20482.42000000
PA
USD
19062.79000000
0.046903933092
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
2056000.00000000
PA
USD
1458715.94000000
3.589165848826
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBT1
150000.00000000
PA
USD
141402.55000000
0.347920516585
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup, Inc.
745867AX9
142000.00000000
PA
USD
140556.39000000
0.345838542644
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AG0
150000.00000000
PA
USD
135122.31000000
0.332468006393
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBF1
150000.00000000
PA
USD
116015.58000000
0.285455959073
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285C0
200000.00000000
PA
USD
193484.38000000
0.476067690723
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAG2
135000.00000000
PA
USD
129129.90000000
0.317723700984
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
170000.00000000
PA
USD
153682.18000000
0.378134506454
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
125000.00000000
PA
USD
109312.50000000
0.268963052429
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
190000.00000000
PA
USD
146583.81000000
0.360668990045
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378B6A2
106592.55000000
PA
USD
100109.47000000
0.246319026902
Long
ABS-MBS
USGA
US
N
2
2052-11-16
Fixed
1.83000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAW1
165000.00000000
PA
USD
158657.81000000
0.390377027964
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
790000.00000000
PA
USD
744142.96000000
1.830961344452
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GT5R4
19521.70000000
PA
USD
18771.52000000
0.046187264200
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M8G99
36198.67000000
PA
USD
33968.13000000
0.083578473917
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BZ7
175000.00000000
PA
USD
170354.95000000
0.419157803073
Long
DBT
CORP
US
N
2
2027-03-03
Floating
5.30000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0ZR7
250000.00000000
PA
USD
242651.19000000
0.597042467586
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
2.63000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDH4
150000.00000000
PA
USD
149506.50000000
0.367860259330
Long
DBT
NUSS
XX
N
2
2023-03-07
Fixed
2.75000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724PAD1
150000.00000000
PA
USD
128268.84000000
0.315605065641
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
150000.00000000
PA
USD
122908.78000000
0.302416655361
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133AB3X6
196853.40000000
PA
USD
167779.23000000
0.412820252350
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WGCX0
27526.49000000
PA
USD
26398.88000000
0.064954358792
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138YE2C0
43506.27000000
PA
USD
40585.35000000
0.099860122309
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
141326.04000000
0.347732263978
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAV7
175000.00000000
PA
USD
154432.24000000
0.379980026656
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38382TQ72
1389173.87000000
PA
USD
208620.30000000
0.513309572891
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAV6
175000.00000000
PA
USD
159692.34000000
0.392922485680
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCU3
550000.00000000
PA
USD
533392.58000000
1.312410716615
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.13000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp. International
817565CG7
155000.00000000
PA
USD
130616.55000000
0.321381598497
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
350000.00000000
PA
USD
220732.42000000
0.543111404947
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
1085000.00000000
PA
USD
1042617.19000000
2.565356221271
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
500000.00000000
PA
USD
434941.41000000
1.070171931495
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
120000.00000000
PA
USD
115870.36000000
0.285098645733
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAD6
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WF3P9
37113.40000000
PA
USD
34548.84000000
0.085007308992
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust
94989MAF6
44772.96000000
PA
USD
43597.65000000
0.107271876708
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
3.46000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BA2
150000.00000000
PA
USD
121745.28000000
0.299553867377
Long
DBT
CORP
US
N
2
2032-04-23
Fixed
2.31000000
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAF4
125000.00000000
PA
USD
117771.34000000
0.289776000870
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138YHUV0
26035.19000000
PA
USD
24968.86000000
0.061435799211
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 County Cultural Education Facilities Finance Corp.
87638QHB8
500000.00000000
PA
USD
435791.40000000
1.072263329138
Long
DBT
MUN
US
N
2
2043-11-15
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
150000.00000000
PA
USD
121312.50000000
0.298489013588
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
150000.00000000
PA
USD
129478.28000000
0.318580888847
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBS4
150000.00000000
PA
USD
120923.31000000
0.297531412852
Long
DBT
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138AHXP6
50361.97000000
PA
USD
51041.65000000
0.125587814614
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417CK61
33854.77000000
PA
USD
32678.22000000
0.080404654537
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416XTC4
52595.13000000
PA
USD
52192.42000000
0.128419280474
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AL5
160000.00000000
PA
USD
127196.96000000
0.312967708371
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.20000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAD6
125000.00000000
PA
USD
117336.41000000
0.288705857012
Long
DBT
US
N
2
2028-04-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PW2
425000.00000000
PA
USD
447511.72000000
1.101101138562
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
125000.00000000
PA
USD
111925.05000000
0.275391223248
Long
DBT
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BJ1
135000.00000000
PA
USD
133417.10000000
0.328272342708
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30286XAN9
175000.00000000
PA
USD
167353.36000000
0.411772400593
Long
ABS-MBS
USGSE
US
N
2
2048-02-25
Variable
3.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417BY50
34697.90000000
PA
USD
33209.87000000
0.081712777641
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
2.50000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AD1
150000.00000000
PA
USD
149662.76000000
0.368244736554
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
147427.48000000
0.362744837349
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
116540.86000000
0.286748408812
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
175000.00000000
PA
USD
171820.64000000
0.422764128574
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CB3
135000.00000000
PA
USD
103382.25000000
0.254371691499
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
1.73000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133A9JB2
205334.15000000
PA
USD
181007.51000000
0.445368392473
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
150000.00000000
PA
USD
139902.31000000
0.344229180921
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052615
2100000.00000000
PA
USD
2106713.45000000
5.183561624755
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
5.50000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBM2
125000.00000000
PA
USD
104448.83000000
0.256996008137
Long
DBT
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140E8J74
34169.24000000
PA
USD
31790.23000000
0.078219758016
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816CU1
175000.00000000
PA
USD
174811.02000000
0.430121948885
Long
DBT
CORP
US
N
2
2024-05-03
Floating
4.79000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
175000.00000000
PA
USD
134243.64000000
0.330306041702
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBQ2
150000.00000000
PA
USD
140797.67000000
0.346432211303
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
145000.00000000
PA
USD
135086.35000000
0.332379526930
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKN8
150000.00000000
PA
USD
148763.21000000
0.366031396691
Long
DBT
CORP
US
N
2
2026-04-02
Floating
5.65000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137BSP72
180000.00000000
PA
USD
168819.05000000
0.415378726094
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
136941.22000000
0.336943428561
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAL0
175000.00000000
PA
USD
136815.26000000
0.336633504389
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138XXFC5
29086.55000000
PA
USD
27240.40000000
0.067024916028
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
125000.00000000
PA
USD
123553.66000000
0.304003380513
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAL3
125000.00000000
PA
USD
121247.91000000
0.298330090102
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
150000.00000000
PA
USD
143935.38000000
0.354152536602
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VZT0
125436.42000000
PA
USD
116470.36000000
0.286574943790
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133AFBW0
242485.81000000
PA
USD
206334.76000000
0.507686009119
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
425000.00000000
PA
USD
349363.28000000
0.859607219627
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612KAA0
125000.00000000
PA
USD
122696.45000000
0.301894218083
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
140000.00000000
PA
USD
103343.23000000
0.254275682915
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.03000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SA7
964000.00000000
PA
USD
796843.90000000
1.960631836741
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GRKU4
18490.19000000
PA
USD
17352.50000000
0.042695770083
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DV4G7
142654.08000000
PA
USD
122144.78000000
0.300536835834
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
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FQKN2
450000.00000000
PA
USD
402128.55000000
0.989435995673
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
139666.73000000
0.343649537094
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWB85
159708.98000000
PA
USD
145721.59000000
0.358547500526
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZB9
350000.00000000
PA
USD
311636.72000000
0.766781140860
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128P75J8
90890.95000000
PA
USD
88176.12000000
0.216957057853
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132HRC65
126300.44000000
PA
USD
115233.09000000
0.283530644960
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDW3
150000.00000000
PA
USD
145550.70000000
0.358127026234
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BW8
150000.00000000
PA
USD
142064.73000000
0.349549808332
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAD5
150000.00000000
PA
USD
138579.04000000
0.340973279370
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
125000.00000000
PA
USD
120910.06000000
0.297498811270
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XD4U7
1173589.43000000
PA
USD
1083482.72000000
2.665905725564
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
150000.00000000
PA
USD
145334.47000000
0.357594993019
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GUGL2
38957.04000000
PA
USD
36559.87000000
0.089955441798
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160KAQ8
175000.00000000
PA
USD
139033.80000000
0.342092214878
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DN7
150000.00000000
PA
USD
118591.42000000
0.291793805055
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
165000.00000000
PA
USD
154435.27000000
0.379987481961
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
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
3137FLYV0
200000.00000000
PA
USD
187278.48000000
0.460798093860
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
3.30000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co.
125581HA9
150000.00000000
PA
USD
148715.31000000
0.365913538896
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
3.93000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp.
126408HR7
175000.00000000
PA
USD
126883.68000000
0.312196883945
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
2023-01-19
Value Line Core Bond Fund
Jim Gallo
Jim Gallo
Treasurer