0001752724-23-182861.txt : 20230821
0001752724-23-182861.hdr.sgml : 20230821
20230821103904
ACCESSION NUMBER: 0001752724-23-182861
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230821
DATE AS OF CHANGE: 20230821
PERIOD START: 20231231
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: 231187860
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
2023-12-31
2023-06-30
N
39890296.01
630484.98
39259811.03
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
125000.00000000
PA
USD
92828.83000000
0.236447470236
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HS3
155000.00000000
PA
USD
143311.96000000
0.365034767718
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
169553.59000000
0.431875716035
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055BJ0
150000.00000000
PA
USD
137610.87000000
0.350513327470
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWE58
1028560.43000000
PA
USD
965372.11000000
2.458932136128
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBH1
125000.00000000
PA
USD
105163.12000000
0.267864559815
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
157081.32000000
0.400107172905
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBH0
150000.00000000
PA
USD
122576.80000000
0.312219536427
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AN2
150000.00000000
PA
USD
142768.25000000
0.363649865484
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WFRN8
59816.02000000
PA
USD
55632.18000000
0.141702617869
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
150000.00000000
PA
USD
137525.12000000
0.350294910729
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
148573.97000000
0.378437812363
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
113167.00000000
PA
USD
100324.09000000
0.255538901915
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
525000.00000000
PA
USD
481297.85000000
1.225930123892
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
150000.00000000
PA
USD
143619.73000000
0.365818699153
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
142744.68000000
0.363589829535
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
55924.74000000
PA
USD
54574.34000000
0.139008157625
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
34942.67000000
PA
USD
33927.27000000
0.086417303369
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
13684.53000000
PA
USD
12869.13000000
0.032779398734
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Federal National Mortgage Association Connecticut Avenue Securities
20755AAB8
313450.67000000
PA
USD
314624.92000000
0.801391834921
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
7.37000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGJ4
200000.00000000
PA
USD
194070.31000000
0.494323087423
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
700000.00000000
PA
USD
675062.50000000
1.719474654333
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.38000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBV0
150000.00000000
PA
USD
140136.66000000
0.356946853088
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
75350.38000000
PA
USD
68019.65000000
0.173255164035
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
130000.00000000
PA
USD
129076.13000000
0.328774200928
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38143U8H7
175000.00000000
PA
USD
167968.89000000
0.427839272765
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
435110.45000000
PA
USD
369755.01000000
0.941815562274
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
622679.69000000
1.586048617310
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
20297.48000000
PA
USD
20092.82000000
0.051179105229
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Federal National Mortgage Association Connecticut Avenue Securities
20754QAA6
326547.22000000
PA
USD
328087.74000000
0.835683441647
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
7.37000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FK9
150000.00000000
PA
USD
112048.63000000
0.285402876530
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
131381.25000000
0.334645650483
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
74217.80000000
PA
USD
66403.02000000
0.169137390776
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EQ94
1024901.59000000
PA
USD
1020076.13000000
2.598270606092
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
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
282957.36000000
0.720730315751
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
723856.15000000
PA
USD
638874.03000000
1.627297771534
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
150000.00000000
PA
USD
131442.19000000
0.334800872830
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
150000.00000000
PA
USD
146436.34000000
0.372992982284
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WQC5
126865.11000000
PA
USD
117083.53000000
0.298227441570
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
199349.10000000
0.507768872977
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
152517.25000000
0.388481874972
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
455830.00000000
NS
USD
455830.00000000
1.161060096931
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138Y1PA7
71241.49000000
PA
USD
67877.05000000
0.172891942725
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160AZ2
150000.00000000
PA
USD
135514.85000000
0.345174483637
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828S92
200000.00000000
PA
USD
199386.57000000
0.507864314088
Long
DBT
UST
US
N
2
2023-07-31
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q9SJ3
132719.34000000
PA
USD
123674.29000000
0.315014990534
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
150000.00000000
PA
USD
145225.78000000
0.369909523734
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
214614.71000000
PA
USD
193748.41000000
0.493503164984
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
129792.26000000
PA
USD
121638.87000000
0.309830503022
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
123319.39000000
0.314111012673
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AJ7
150000.00000000
PA
USD
148356.92000000
0.377884956926
Long
DBT
CORP
GB
N
2
2027-03-02
Fixed
5.85000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAW9
150000.00000000
PA
USD
143093.96000000
0.364479492503
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
120009.66000000
0.305680686818
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
201369.68000000
0.512915561020
Long
DBT
CORP
US
N
2
2026-04-25
Floating
6.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EBS8
459500.99000000
PA
USD
390208.91000000
0.993914386653
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
49539.32000000
PA
USD
47285.01000000
0.120441257253
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
191111.70000000
0.486787111262
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Variable
3.43000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAR6
150000.00000000
PA
USD
130552.50000000
0.332534713170
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKY4
150000.00000000
PA
USD
146736.56000000
0.373757682857
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.02000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EQ6
125000.00000000
PA
USD
124954.74000000
0.318276468280
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
5.15000000
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
237678.28000000
0.605398431027
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
147125.96000000
0.374749536842
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
138065.53000000
0.351671407420
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457CF3
150000.00000000
PA
USD
151966.21000000
0.387078302246
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175AY0
150000.00000000
PA
USD
147097.03000000
0.374675848255
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132QQTZ5
145371.15000000
PA
USD
139116.03000000
0.354347171701
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
159223.81000000
0.405564382055
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
120689.89000000
0.307413323787
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.38000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAG9
150000.00000000
PA
USD
128413.63000000
0.327086724645
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
State of Oregon
549300R5SUGZRD8KP359
State of Oregon
68609TQ27
145000.00000000
PA
USD
110982.23000000
0.282686612819
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
2.38000000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank
87164DVJ6
150000.00000000
PA
USD
135523.13000000
0.345195573907
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.63000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EE1
150000.00000000
PA
USD
148090.50000000
0.377206349482
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166CC6
150000.00000000
PA
USD
147339.21000000
0.375292713170
Long
DBT
US
N
2
2026-05-15
Fixed
4.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
150000.00000000
PA
USD
148684.89000000
0.378720340468
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
61101.97000000
PA
USD
58690.33000000
0.149492135749
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
159002.27000000
0.405000089986
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RAY5
150000.00000000
PA
USD
116733.84000000
0.297336734277
Long
DBT
US
N
2
2031-12-01
Fixed
2.25000000
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
98413.96000000
0.250673544823
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
137665.75000000
PA
USD
114042.94000000
0.290482651362
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
66065.19000000
PA
USD
58865.59000000
0.149938546456
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
125000.00000000
PA
USD
120661.25000000
0.307340373869
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
664677.45000000
NS
USD
664677.45000000
1.693022540256
Long
STIV
RF
US
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBD0
125000.00000000
PA
USD
105338.77000000
0.268311963905
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021AT3
175000.00000000
PA
USD
141588.16000000
0.360644018107
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BX7
150000.00000000
PA
USD
147981.26000000
0.376928100562
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
700000.00000000
PA
USD
575640.63000000
1.466233827666
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
7635.92000000
PA
USD
7611.25000000
0.019386873752
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128PQXQ9
7438.97000000
PA
USD
7349.96000000
0.018721333106
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
750000.00000000
PA
USD
642363.29000000
1.636185384359
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
140582.96000000
0.358083638998
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.63000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co. of Canada or Bell Canada
0778FPAL3
150000.00000000
PA
USD
148159.20000000
0.377381337589
Long
DBT
CORP
CA
N
2
2033-05-11
Fixed
5.10000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CT5
160000.00000000
PA
USD
145365.20000000
0.370264645158
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81744FDJ3
34549.48000000
PA
USD
30415.24000000
0.077471692303
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Floating
5.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QRRN5
813570.60000000
PA
USD
782262.40000000
1.992527165763
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WKTU9
66864.58000000
PA
USD
59807.23000000
0.152337029728
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
116471.97000000
0.296669716293
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WFX84
19634.90000000
PA
USD
18261.46000000
0.046514385884
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
1930000.00000000
PA
USD
1402190.24000000
3.571566452341
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
141418.02000000
0.360210648726
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
152000.00000000
PA
USD
149750.24000000
0.381433929688
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AG0
150000.00000000
PA
USD
134509.75000000
0.342614359241
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
117142.96000000
0.298378817744
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
300000.00000000
PA
USD
288738.28000000
0.735455093707
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAG2
150000.00000000
PA
USD
143864.32000000
0.366441702661
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
158078.65000000
0.402647506069
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.38000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZX5
160000.00000000
PA
USD
156807.46000000
0.399409614784
Long
DBT
CORP
CA
N
2
2033-02-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRILHAKSCHN59
Federal Home Loan Mortgage Corp. STACR REMIC Trust
35564KP37
311714.57000000
PA
USD
312313.72000000
0.795504898791
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
7.17000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BL6
150000.00000000
PA
USD
145941.31000000
0.371732074534
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEG2
200000.00000000
PA
USD
195320.31000000
0.497507004938
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
150000.00000000
PA
USD
117821.41000000
0.300106920815
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
102487.89000000
PA
USD
94697.69000000
0.241207707106
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
9128283W8
450000.00000000
PA
USD
422912.11000000
1.077213819691
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
06406RBP1
150000.00000000
PA
USD
144066.01000000
0.366955434120
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GT5R4
19163.06000000
PA
USD
18332.14000000
0.046694417316
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
34271.75000000
PA
USD
32128.01000000
0.081834347025
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0ZR7
250000.00000000
PA
USD
242588.98000000
0.617906642022
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
2.63000000
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724PAD1
150000.00000000
PA
USD
131581.50000000
0.335155714069
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133AB3X6
188652.93000000
PA
USD
160968.10000000
0.410007322442
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
25723.98000000
PA
USD
24560.37000000
0.062558553787
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
41645.62000000
PA
USD
38767.22000000
0.098745304633
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
143006.94000000
0.364257840901
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
156815.73000000
0.399430679582
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
1340183.20000000
PA
USD
197504.14000000
0.503069512609
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
150000.00000000
PA
USD
138427.82000000
0.352594208602
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
817565CG7
155000.00000000
PA
USD
132684.65000000
0.337965584955
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
375000.00000000
PA
USD
243090.82000000
0.619184895755
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
1135000.00000000
PA
USD
1089954.69000000
2.776260663015
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
600000.00000000
PA
USD
523195.31000000
1.332648569296
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
150000.00000000
PA
USD
148345.37000000
0.377855537528
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WF3P9
35365.82000000
PA
USD
32892.09000000
0.083780561182
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
33871.12000000
PA
USD
32913.66000000
0.083835502862
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
121731.81000000
0.310067233657
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
150000.00000000
PA
USD
141937.94000000
0.361534954642
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
24945.82000000
PA
USD
23845.82000000
0.060738499178
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
449707.75000000
1.145465905723
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
200000.00000000
PA
USD
165742.19000000
0.422167569460
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275RBL5
150000.00000000
PA
USD
140514.22000000
0.357908549006
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
2.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
150000.00000000
PA
USD
132359.75000000
0.337138021114
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
122129.28000000
0.311079643013
Long
DBT
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp.
03027XBY5
150000.00000000
PA
USD
148956.43000000
0.379411989237
Long
DBT
US
N
2
2028-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138AHXP6
46809.16000000
PA
USD
47120.94000000
0.120023348976
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
28295.77000000
PA
USD
27165.12000000
0.069193201106
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
49791.13000000
PA
USD
49170.17000000
0.125243012408
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
130276.66000000
0.331832111724
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.20000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAD6
150000.00000000
PA
USD
141125.63000000
0.359465892212
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
250000.00000000
PA
USD
266054.69000000
0.677676950092
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.38000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30286XAN9
175000.00000000
PA
USD
167986.79000000
0.427884866464
Long
ABS-MBS
USGSE
US
N
2
2048-02-25
Variable
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417BY50
28876.26000000
PA
USD
27552.31000000
0.070179425924
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
2.50000000
N
N
N
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd.
33938EAU1
150000.00000000
PA
USD
146447.91000000
0.373022452624
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
119560.41000000
0.304536386862
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133BNLR2
794027.40000000
PA
USD
763522.62000000
1.944794434737
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAH6
175000.00000000
PA
USD
172253.13000000
0.438751806187
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
150000.00000000
PA
USD
159570.48000000
0.406447397003
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133A9JB2
176917.84000000
PA
USD
156454.20000000
0.398509814223
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBM2
140000.00000000
PA
USD
118658.97000000
0.302240298378
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
33130.40000000
PA
USD
30812.78000000
0.078484279958
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
175000.00000000
PA
USD
140496.41000000
0.357863184549
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBQ2
160000.00000000
PA
USD
148532.33000000
0.378331749703
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75000000
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
145000.00000000
PA
USD
136626.25000000
0.348005368379
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
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
168513.75000000
0.429227104203
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
150000.00000000
PA
USD
147157.93000000
0.374830968716
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140NCTU3
1066340.41000000
PA
USD
1044827.88000000
2.661316630387
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAL0
175000.00000000
PA
USD
143868.85000000
0.366453241178
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp.
863667AH4
150000.00000000
PA
USD
143534.72000000
0.365602167290
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.38000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816DC0
130000.00000000
PA
USD
128665.16000000
0.327727405263
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138XXFC5
25605.38000000
PA
USD
23835.59000000
0.060712441997
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
122960.89000000
0.313197865129
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VZT0
119423.30000000
PA
USD
111205.33000000
0.283254878417
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
225451.17000000
PA
USD
192440.68000000
0.490172201422
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
800000.00000000
PA
USD
669156.25000000
1.704430644071
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
150000.00000000
PA
USD
147267.31000000
0.375109574234
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
105971.72000000
0.269924172378
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
800000.00000000
PA
USD
674531.25000000
1.718121489389
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
150000.00000000
PA
USD
137591.98000000
0.350465212109
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GRKU4
17225.84000000
PA
USD
16146.51000000
0.041127324804
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
137578.61000000
PA
USD
117521.68000000
0.299343468337
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
402633.72000000
1.025562042803
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
139726.20000000
0.355901356461
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
152183.69000000
PA
USD
139105.87000000
0.354321292819
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128P75J8
83370.27000000
PA
USD
81444.20000000
0.207449291943
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.
3132DWGH0
1014833.02000000
PA
USD
1010055.32000000
2.572746260108
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132HRC65
115174.23000000
PA
USD
104094.70000000
0.265143150894
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
145968.01000000
0.371800083012
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BW8
150000.00000000
PA
USD
142616.29000000
0.363262802999
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
139372.45000000
0.355000307804
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJZ4
150000.00000000
PA
USD
144408.14000000
0.367826885080
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XD4U7
1101299.89000000
PA
USD
1014700.85000000
2.584579047577
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
160000.00000000
PA
USD
156410.89000000
0.398399497849
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
28622HAB7
150000.00000000
PA
USD
145688.30000000
0.371087624157
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GUGL2
36423.13000000
PA
USD
34140.87000000
0.086961371194
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
141246.33000000
0.359773331287
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DN7
150000.00000000
PA
USD
119690.06000000
0.304866622787
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
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
187383.30000000
0.477290376810
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
3.30000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp.
126408HR7
150000.00000000
PA
USD
110657.04000000
0.281858310309
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
2023-07-17
Value Line Core Bond Fund
Jim Gallo
Jim Gallo
Treasurer