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Victory INCORE Total Return Bond Fund

Victory Portfolios

Assets: $71M Net: $65M Series: S000046391 EDGAR ↗
+43
New
-23
Exited
291
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 United States of America 912810SN9 Mar 2022 3,000,000 +344,000 $2.2M -0.8% 3.47% DBT
2 Federal National Mortgage Association 01F022642 — 2,000,000 New $1.9M — 2.96% ABS-MBS
3 Federal National Mortgage Association 3140QLHL3 — 1,926,776 New $1.8M — 2.86% ABS-MBS
4 Federal National Mortgage Association 01F020646 — 1,400,000 New $1.3M — 2.01% ABS-MBS
5 FIDELITY GOVERNMENT PORTFOLIO FRGXX Mar 2022 1,246,885 -309,534 $1.2M -19.9% 1.93% STIV
6 United States of America 91282CCB5 Dec 2021 1,304,000 +1,143,000 $1.2M +653.2% 1.90% DBT
7 MSILF PRIME PORTFOLIO MPFXX Mar 2022 795,322 -622,528 $795K -43.9% 1.23% STIV
8 United States of America 91282CBR1 Mar 2022 800,000 +207,000 $768K +31.2% 1.19% DBT
9 Federal National Mortgage Association 3138WJXK9 Mar 2022 739,692 -46,000 $734K -11.6% 1.14% ABS-MBS
10 Freddie Mac 31335B7H3 Mar 2022 639,605 -36,170 $680K -8.7% 1.05% ABS-MBS
11 KERRY GROUP FINANCIAL SERVICES UNLIMITED COMPANY 49245PAA4 Mar 2022 670,000 — $673K -1.8% 1.04% DBT
12 D.R. HORTON, INC. 23331ABM0 Mar 2022 670,000 — $661K -4.4% 1.02% DBT
13 BARRY CALLEBAUT SERVICES N.V. N/A Mar 2022 638,000 +3,638,000 $653K +790.3% 1.01% DBT
14 SANTANDER RETAIL AUTO LEASE TRUST 80286TAF0 Mar 2022 674,000 — $646K -3.2% 1.00% ABS-MBS
15 PIONEER NATURAL RESOURCES COMPANY 723787AP2 Dec 2021 270,000 — $642K +33.0% 1.00% DBT
16 Federal Home Loan Banks 3130APJX4 Dec 2021 680,000 — $638K -5.0% 0.99% DBT
17 Highwoods Realty Limited Partnership 431282AM4 Mar 2022 630,000 — $633K -1.2% 0.98% DBT
18 Federal National Mortgage Association 3140H2ZD3 Mar 2022 619,473 -87,300 $627K -17.6% 0.97% ABS-MBS
19 Federal National Mortgage Association 01F032658 — 600,000 New $599K — 0.93% ABS-MBS
20 FIFTH THIRD BANCORP 316773CX6 Mar 2022 584,000 — $592K -3.4% 0.92% DBT
21 Suntory Holdings Limited 86803UAC5 Mar 2022 574,000 — $575K -0.5% 0.89% DBT
22 Freddie Mac 3133KLKJ5 Mar 2022 581,712 -33,051 $541K -11.8% 0.84% ABS-MBS
23 MORGAN STANLEY 61761J3R8 Mar 2022 545,000 — $540K -6.5% 0.84% DBT
24 Federal National Mortgage Association 3140J92D2 Mar 2022 514,774 -113,611 $532K -21.6% 0.82% ABS-MBS
25 Federal National Mortgage Association 3140X92S3 Mar 2022 561,816 -25,173 $522K -11.0% 0.81% ABS-MBS
26 United States of America 91282CBW0 Dec 2021 542,000 -958,000 $505K -65.7% 0.78% DBT
27 Federal National Mortgage Association 01F030645 — 500,000 New $489K — 0.76% ABS-MBS
28 Freddie Mac 312934HF2 Mar 2022 452,316 -4,294 $488K -4.9% 0.76% ABS-MBS
29 ANTHEM, INC. 94973VBG1 Mar 2022 68,000 — $474K +6.1% 0.74% DBT
30 BOOKING HOLDINGS INC. 09857LAN8 Dec 2021 305,000 — $445K -0.8% 0.69% DBT
31 HILLENBRAND, INC. 431571AB4 Mar 2022 420,000 — $429K -8.2% 0.67% DBT
32 MICRON TECHNOLOGY, INC. 595112BN2 Mar 2022 394,000 — $428K -7.8% 0.66% DBT
33 WELLS FARGO & COMPANY 94974BGL8 Mar 2022 410,000 — $426K -7.0% 0.66% DBT
34 JPMORGAN CHASE & CO. 46625HRV4 Mar 2022 425,000 — $422K -5.9% 0.65% DBT
35 Federal National Mortgage Association 3140X4S72 Mar 2022 414,320 -45,971 $420K -13.9% 0.65% ABS-MBS
36 Federal National Mortgage Association 3138WHST0 Mar 2022 420,981 -27,875 $418K -11.7% 0.65% ABS-MBS
37 WESTERN DIGITAL CORPORATION 958102AP0 Mar 2022 430,000 — $415K -4.8% 0.64% DBT
38 SOUTHWEST AIRLINES CO. 844741BG2 Mar 2022 300,000 — $408K +1.9% 0.63% DBT
39 Federal National Mortgage Association 3140XAD82 Mar 2022 422,712 -24,747 $393K -12.2% 0.61% ABS-MBS
40 United States of America 91282CCE9 — 419,000 New $390K — 0.60% DBT
41 ARES CAPITAL CORPORATION 04010LAW3 Mar 2022 345,000 — $388K -1.3% 0.60% DBT
42 NEXTERA ENERGY, INC. 65339F770 Mar 2022 7,295 — $380K -9.4% 0.59% EP
43 BANK OF AMERICA CORPORATION 060505682 Mar 2022 280 — $368K -9.2% 0.57% EP
44 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 46590MAR1 — 376,000 New $366K — 0.57% ABS-MBS
45 EXPEDIA GROUP, INC. 30212PBE4 — 300,000 New $361K — 0.56% DBT
46 UNIVERSAL HEALTH SERVICES, INC. 913903AX8 Dec 2021 394,000 — $361K -6.7% 0.56% DBT
47 SVB FINANCIAL GROUP 78486QAE1 Mar 2022 373,000 — $359K -8.3% 0.56% DBT
48 BAXTER INTERNATIONAL INC. 071813CQ0 Dec 2021 390,000 — $357K -9.5% 0.55% DBT
49 AT&T INC. 00206RHA3 Mar 2022 312,000 — $356K -10.4% 0.55% DBT
50 EURONET WORLDWIDE, INC. 298736AL3 Mar 2022 315,000 — $355K +3.9% 0.55% DBT
51 7-ELEVEN, INC. 817826AB6 Mar 2022 368,000 — $354K -2.8% 0.55% DBT
52 CADENCE DESIGN SYSTEMS, INC. 127387AL2 Mar 2022 342,000 — $351K -4.5% 0.54% DBT
53 Federal National Mortgage Association 31418DP89 Mar 2022 349,060 -31,325 $347K -12.3% 0.54% ABS-MBS
54 JPMORGAN CHASE & CO. 46647PCR5 Dec 2021 376,000 — $343K -9.5% 0.53% DBT
55 KITE REALTY GROUP, L.P. 76131VAA1 Mar 2022 339,000 — $341K -4.1% 0.53% DBT
56 CAPITAL ONE FINANCIAL CORPORATION 14040HCG8 Dec 2021 395,000 — $338K -9.8% 0.52% DBT
57 BROADCOM INC. 11135FBD2 Mar 2022 315,000 — $336K -8.4% 0.52% DBT
58 ECOPETROL S.A. 279158AC3 Mar 2022 325,000 — $333K -3.4% 0.52% DBT
59 MARRIOTT INTERNATIONAL, INC. 571900BB4 Mar 2022 326,000 — $330K -3.5% 0.51% DBT
60 WELLS FARGO & COMPANY 949746804 Mar 2022 245 — $325K -11.1% 0.50% EP
61 Federal National Mortgage Association 31397QHQ4 Mar 2022 315,130 -32,374 $323K -11.5% 0.50% ABS-MBS
62 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96043FAE3 Mar 2022 332,000 — $322K -2.5% 0.50% ABS-MBS
63 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96042RAE8 Dec 2021 337,000 — $321K -3.0% 0.50% ABS-MBS
64 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111ES8 Mar 2022 250,000 — $313K -10.3% 0.49% DBT
65 MARATHON OIL CORPORATION 565849AE6 Dec 2021 255,000 — $311K -7.9% 0.48% DBT
66 BANK OF AMERICA CORPORATION 06051GKD0 Dec 2021 340,000 — $310K -9.4% 0.48% DBT
67 HSBC HOLDINGS PLC 404280CY3 Dec 2021 340,000 — $310K -9.8% 0.48% DBT
68 ILLUMINA, INC. 452327AK5 Mar 2022 280,000 — $308K -3.9% 0.48% DBT
69 MORGAN STANLEY 6174824M3 Mar 2022 303,000 — $308K -1.7% 0.48% DBT
70 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96042WAF4 — 310,000 New $306K — 0.47% ABS-MBS
71 Dominion Energy, Inc. 25746U133 Mar 2022 3,000 — $305K +0.9% 0.47% EP
72 NXP B.V. 62947QAV0 Mar 2022 300,000 — $304K -3.1% 0.47% DBT
73 DRIVE AUTO RECEIVABLES TRUST 262108AE3 Dec 2021 298,000 — $294K -1.2% 0.46% ABS-MBS
74 AMG CAPITAL TRUST II 00170F209 Mar 2022 5,245 -975 $291K -20.0% 0.45% EP
75 JPMORGAN CHASE FINANCIAL COMPANY LLC 48129KAE0 Mar 2022 265,000 — $290K -0.9% 0.45% DBT
76 FORD MOTOR CREDIT COMPANY LLC 345397ZX4 Mar 2022 290,000 — $289K -5.2% 0.45% DBT
77 CINCINNATI FINANCIAL CORPORATION 172062AE1 Mar 2022 230,000 — $283K -9.6% 0.44% DBT
78 ABBVIE INC. 00287YBX6 Mar 2022 285,000 — $282K -7.7% 0.44% DBT
79 DELTA AIR LINES, INC. 247361ZP6 Mar 2022 275,000 — $278K -1.1% 0.43% DBT
80 THE GOLDMAN SACHS GROUP, INC. 38148LAC0 Mar 2022 275,000 — $278K -4.2% 0.43% DBT
81 ANGLO AMERICAN CAPITAL PLC 034863BA7 Mar 2022 300,000 — $275K -7.8% 0.43% DBT
82 THE SOUTHERN COMPANY 842587602 Mar 2022 5,037 — $275K +1.6% 0.43% EP
83 Federal National Mortgage Association 31394CJS2 Dec 2021 252,884 -16,455 $271K -10.9% 0.42% ABS-MBS
84 SANTANDER DRIVE AUTO RECEIVABLES TRUST 80285VAE9 Dec 2021 283,000 — $270K -3.5% 0.42% ABS-MBS
85 WELLS FARGO COMMERCIAL MORTGAGE TRUST 92890NAW9 Mar 2022 270,000 — $270K -0.5% 0.42% ABS-MBS
86 BANK 06540JBP6 Mar 2022 290,000 — $270K -9.0% 0.42% ABS-MBS
87 NVR, Inc. 62944TAE5 Mar 2022 268,000 — $269K -1.0% 0.42% DBT
88 AIR LEASE CORPORATION 00914AAL6 Mar 2022 282,000 — $269K -3.1% 0.42% DBT
89 STANLEY BLACK & DECKER, INC. 854502846 Mar 2022 3,047 — $268K -19.5% 0.42% EP
90 Mylan Inc. 628530BK2 Mar 2022 262,000 — $265K -9.7% 0.41% DBT
91 Federal National Mortgage Association 3140J9QR5 Mar 2022 265,000 -17,626 $263K -11.1% 0.41% ABS-MBS
92 HOLLYFRONTIER CORPORATION 436106AB4 Mar 2022 265,000 — $263K -2.8% 0.41% DBT
93 PULTEGROUP, INC. 745867AX9 Dec 2021 240,000 — $253K -7.7% 0.39% DBT
94 CONTINENTAL RESOURCES, INC. 212015AU5 Dec 2021 267,000 — $250K -5.8% 0.39% DBT
95 NVR, Inc. 62944TAF2 Mar 2022 267,000 — $250K -10.0% 0.39% DBT
96 CITIGROUP COMMERCIAL MORTGAGE TRUST 17328RBB4 Mar 2022 257,000 — $246K -7.7% 0.38% ABS-MBS
97 PLAINS ALL AMERICAN PIPELINE, L.P. 72650RBB7 Mar 2022 245,000 — $245K -1.3% 0.38% DBT
98 HOLOGIC, INC. 436440AP6 Mar 2022 260,000 — $243K -7.1% 0.38% DBT
99 ZIONS BANCORPORATION, NATIONAL ASSOCIATION 98971DAB6 Mar 2022 250,000 — $241K -6.8% 0.37% DBT
100 CITIGROUP INC. 172967KJ9 Mar 2022 232,000 — $241K -6.0% 0.37% DBT
101 DTE ENERGY COMPANY 233331842 Mar 2022 4,475 — $238K +3.8% 0.37% EP
102 CITIGROUP COMMERCIAL MORTGAGE TRUST 29429EAD3 — 244,000 New $238K — 0.37% ABS-MBS
103 CONTINENTAL RESOURCES, INC. 212015AL5 Mar 2022 234,000 — $237K -1.8% 0.37% DBT
104 GENERAL MOTORS COMPANY 37045VAE0 Mar 2022 229,000 — $236K -3.0% 0.37% DBT
105 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 380149AF1 Dec 2021 245,000 — $233K -3.7% 0.36% ABS-MBS
106 UNITED AUTO CREDIT SECURITIZATION TRUST 90944DAE1 — 231,000 New $227K — 0.35% ABS-MBS
107 CAPITAL ONE FINANCIAL CORPORATION 14040HBT1 Mar 2022 224,000 — $225K -4.6% 0.35% DBT
108 GLOBE LIFE INC. 37959EAA0 Mar 2022 250,000 — $224K -9.2% 0.35% DBT
109 VISA INC. 92826CAQ5 Mar 2022 287,000 — $223K -11.7% 0.35% DBT
110 LENNAR CORPORATION 526057CV4 Mar 2022 212,000 — $223K -7.4% 0.35% DBT
111 PIONEER NATURAL RESOURCES COMPANY 723787AQ0 Mar 2022 251,000 — $222K -6.6% 0.34% DBT
112 NORFOLK SOUTHERN CORPORATION 655844CK2 Dec 2021 239,000 — $222K -7.6% 0.34% DBT
113 Freddie Mac 3133KJJP8 Mar 2022 229,461 -12,903 $220K -11.1% 0.34% ABS-MBS
114 VODAFONE GROUP PUBLIC LIMITED COMPANY 92857WBM1 Mar 2022 193,000 — $217K -14.0% 0.34% DBT
115 OKLAHOMA GAS AND ELECTRIC COMPANY 678858BM2 Mar 2022 190,000 — $215K -12.3% 0.33% DBT
116 CSAIL COMMERCIAL MORTGAGE TRUST 12634NAT5 — 212,000 New $212K — 0.33% ABS-MBS
117 NIKE, INC. 654106AE3 Mar 2022 198,000 — $207K -13.0% 0.32% DBT
118 REGIONS FINANCIAL CORPORATION 7591EPAT7 Dec 2021 228,000 — $205K -8.3% 0.32% DBT
119 BANK OF AMERICA CORPORATION 06051GGA1 Mar 2022 205,000 — $204K -6.5% 0.32% DBT
120 EXPEDIA GROUP, INC. 30212PBJ3 Dec 2021 201,000 — $202K -3.2% 0.31% DBT
121 HCA INC. 404119BX6 Mar 2022 193,000 — $197K -7.6% 0.30% DBT
122 AMEREN ILLINOIS COMPANY 02361DAV2 Mar 2022 225,000 — $196K -7.9% 0.30% DBT
123 Suntory Holdings Limited 86803UAD3 Mar 2022 200,000 — $195K -4.6% 0.30% DBT
124 KITE REALTY GROUP, L.P. 49803XAB9 Dec 2021 185,000 — $194K +1.0% 0.30% DBT
125 WELLS FARGO COMMERCIAL MORTGAGE TRUST 94989JAZ9 — 193,000 New $194K — 0.30% ABS-MBS
126 VERIZON COMMUNICATIONS INC. 92343VGB4 Mar 2022 205,000 — $193K -12.8% 0.30% DBT
127 Federal National Mortgage Association 3136AWD20 Mar 2022 190,653 -30,459 $193K -15.2% 0.30% ABS-MBS
128 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46644FAD3 — 195,000 New $193K — 0.30% ABS-MBS
129 KKR & CO. INC. 48251W401 Mar 2022 2,570 — $191K -20.2% 0.30% EP
130 ROCKWELL AUTOMATION, INC. 773903AE9 Mar 2022 155,000 — $191K -11.8% 0.30% DBT
131 Sensata Technologies B.V. 81725WAK9 Mar 2022 200,000 — $190K -6.8% 0.30% DBT
132 ANGLO AMERICAN CAPITAL PLC 034863AY6 Dec 2021 200,000 — $189K -12.7% 0.29% DBT
133 COMM MORTGAGE TRUST 12593PAW2 — 186,000 New $188K — 0.29% ABS-MBS
134 WESTERN MIDSTREAM OPERATING, LP 958667AC1 — 188,000 New $188K — 0.29% DBT
135 Reynolds American Inc. 761713AZ9 Mar 2022 175,000 — $185K -14.3% 0.29% DBT
136 MURPHY OIL USA, INC. 626738AF5 Mar 2022 201,000 +100,000 $184K +83.5% 0.29% DBT
137 Federal National Mortgage Association 3136B0AV8 Mar 2022 190,322 -13,022 $184K -10.9% 0.29% ABS-MBS
138 WELLS FARGO COMMERCIAL MORTGAGE TRUST 94989NBE6 — 181,000 New $182K — 0.28% ABS-MBS
139 CSX Corporation 126408HR7 Mar 2022 195,000 — $182K -12.3% 0.28% DBT
140 CHASE AUTO CREDIT LINKED NOTES 48128U2N8 Dec 2021 184,348 -30,649 $181K -15.7% 0.28% ABS-MBS
141 Freddie Mac 3137BEWK6 Mar 2022 181,714 -17,293 $180K -12.1% 0.28% ABS-MBS
142 TEXAS INSTRUMENTS INCORPORATED 882508BD5 Mar 2022 160,000 — $178K -11.3% 0.28% DBT
143 TotalEnergies Capital International SA 89153VAX7 Mar 2022 195,000 — $178K -10.3% 0.28% DBT
144 Federal National Mortgage Association 3136AFC51 Mar 2022 178,422 -16,048 $178K -11.2% 0.28% ABS-MBS
145 NEWCREST FINANCE PTY LIMITED 65120FAB0 Mar 2022 155,000 — $177K -12.9% 0.27% DBT
146 THE GOODYEAR TIRE & RUBBER COMPANY 382550BJ9 — 188,000 New $177K — 0.27% DBT
147 JPMORGAN PRIME MONEY MARKET FUND CJPXX Mar 2022 176,888 -138,456 $177K -43.9% 0.27% STIV
148 THE SCOTTS MIRACLE-GRO COMPANY 810186AS5 — 188,000 New $176K — 0.27% DBT
149 BARCLAYS BANK PLC 06738G8A1 Mar 2022 110,000 — $176K -6.1% 0.27% DBT
150 AKAMAI TECHNOLOGIES, INC. 00971TAJ0 Mar 2022 130,000 — $172K +0.7% 0.27% DBT
151 WELLS FARGO & COMPANY 94974BGQ7 Mar 2022 155,000 — $172K -12.4% 0.27% DBT
152 WHIRLPOOL CORPORATION 963320AY2 Dec 2021 185,000 — $169K -8.8% 0.26% DBT
153 CENTENE CORPORATION 15135BAR2 Mar 2022 168,000 — $169K -4.0% 0.26% DBT
154 STORE CAPITAL CORPORATION 862121AC4 Mar 2022 184,000 — $167K -9.0% 0.26% DBT
155 EOG RESOURCES, INC. 26875PAT8 Mar 2022 135,000 — $166K -9.8% 0.26% DBT
156 B.A.T CAPITAL CORPORATION 05526DBQ7 Mar 2022 167,000 — $165K -12.9% 0.26% DBT
157 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000AAU1 — 163,000 New $165K — 0.26% ABS-MBS
158 BANK OF AMERICA CORPORATION 06051GFH7 Mar 2022 160,000 — $164K -4.4% 0.25% DBT
159 HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP) 437084JU1 Mar 2022 163,448 -45,004 $163K -21.6% 0.25% ABS-MBS
160 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QAZ9 Mar 2022 159,000 — $162K -12.0% 0.25% DBT
161 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46644YAU4 — 161,257 New $162K — 0.25% ABS-MBS
162 GS MORTGAGE SECURITIES TRUST 36250GAP0 — 162,000 New $161K — 0.25% ABS-MBS
163 CFCRE COMMERCIAL MORTGAGE TRUST 12531YAN8 — 163,000 New $161K — 0.25% ABS-MBS
164 CSAIL COMMERCIAL MORTGAGE TRUST 12635FAT1 — 160,000 New $161K — 0.25% ABS-MBS
165 ROSS STORES, INC. 778296AA1 Mar 2022 160,000 — $160K -4.2% 0.25% DBT
166 VIATRIS INC. 92556VAF3 Dec 2021 190,000 — $160K -21.0% 0.25% DBT
167 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61691GAS9 — 158,000 New $160K — 0.25% ABS-MBS
168 CSAIL COMMERCIAL MORTGAGE TRUST 12635RAX6 — 158,000 New $159K — 0.25% ABS-MBS
169 CITIGROUP COMMERCIAL MORTGAGE TRUST 17324DAU8 — 158,000 New $159K — 0.25% ABS-MBS
170 GS MORTGAGE SECURITIES TRUST 36252TAR6 — 162,000 New $159K — 0.25% ABS-MBS
171 AerCap Ireland Capital Designated Activity Company 00774MAN5 Mar 2022 150,000 — $159K -7.3% 0.25% DBT
172 CFCRE COMMERCIAL MORTGAGE TRUST 12531WBA9 — 157,734 New $158K — 0.24% ABS-MBS
173 TYSON FOODS, INC. 902494BH5 Mar 2022 135,000 — $157K -13.6% 0.24% DBT
174 VALE OVERSEAS LIMITED 91911TAP8 Mar 2022 143,000 — $157K -5.5% 0.24% DBT
175 YUM! Brands, Inc. 988498AN1 Mar 2022 171,000 — $156K -8.5% 0.24% DBT
176 ABBVIE INC. 00287YAW9 Mar 2022 142,000 — $151K -12.1% 0.23% DBT
177 NETAPP, INC. 64110DAD6 Mar 2022 150,000 — $151K -1.2% 0.23% DBT
178 WISCONSIN PUBLIC SERVICE CORPORATION 976843BN1 Dec 2021 174,000 — $149K -13.3% 0.23% DBT
179 SABRA HEALTH CARE LIMITED PARTNERSHIP 14162VAB2 Mar 2022 145,000 — $148K -7.1% 0.23% DBT
180 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000KBB0 — 149,000 New $146K — 0.23% ABS-MBS
181 ANTHEM, INC. 036752AJ2 Mar 2022 148,000 — $146K -4.1% 0.23% DBT
182 United States of America 91282CBM2 — 152,000 New $146K — 0.23% DBT
183 CITIGROUP COMMERCIAL MORTGAGE TRUST 29425AAD5 — 143,000 New $144K — 0.22% ABS-MBS
184 Freddie Mac 3137B8Q75 Mar 2022 139,295 -11,430 $142K -11.0% 0.22% ABS-MBS
185 COMCAST CORPORATION 20030NCZ2 Mar 2022 150,000 — $141K -11.9% 0.22% DBT
186 CANADIAN NATURAL RESOURCES LIMITED 136385AW1 Mar 2022 140,000 — $141K -1.3% 0.22% DBT
187 PHYSICIANS REALTY L.P. 71951QAB8 Mar 2022 138,000 — $140K -7.7% 0.22% DBT
188 Federal National Mortgage Association 3138WHWW8 Mar 2022 139,615 -8,119 $139K -11.7% 0.21% ABS-MBS
189 APPLE INC. 037833BX7 Mar 2022 117,000 — $138K -10.5% 0.21% DBT
190 AerCap Ireland Capital Designated Activity Company 00774MAS4 Mar 2022 150,000 — $138K -6.5% 0.21% DBT
191 AIR LEASE CORPORATION 00914AAP7 Dec 2021 146,000 — $137K -3.9% 0.21% DBT
192 CSAIL COMMERCIAL MORTGAGE TRUST 12637UAW9 — 137,000 New $137K — 0.21% ABS-MBS
193 HUMANA INC. 444859BJ0 Mar 2022 135,000 — $136K -1.3% 0.21% DBT
194 AT&T INC. 00206RDQ2 Mar 2022 129,000 — $135K -5.8% 0.21% DBT
195 WESTERN DIGITAL CORPORATION 958102AQ8 Dec 2021 147,000 — $135K -9.2% 0.21% DBT
196 SIRIUS XM RADIO INC. 82967NBG2 Mar 2022 143,000 — $134K -6.5% 0.21% DBT
197 ALLEGHANY CORPORATION 017175AE0 Mar 2022 130,000 — $131K -7.2% 0.20% DBT
198 OSHKOSH CORPORATION 688225AH4 Mar 2022 140,000 — $131K -10.0% 0.20% DBT
199 Federal National Mortgage Association 3138EMUW9 Dec 2021 124,280 -6,249 $130K -9.8% 0.20% ABS-MBS
200 FIFTH THIRD BANCORP 316773CZ1 Mar 2022 130,000 — $129K -1.9% 0.20% DBT
201 CHURCH & DWIGHT CO., INC. 17136MAA0 Dec 2021 139,000 — $127K -9.3% 0.20% DBT
202 REGENCY CENTERS, L.P. 75884RAY9 Mar 2022 114,000 — $123K -13.8% 0.19% DBT
203 SNAP-ON INCORPORATED 833034AL5 Mar 2022 115,000 — $122K -12.5% 0.19% DBT
204 SENSATA TECHNOLOGIES, INC. 81728UAB0 Mar 2022 130,000 — $120K -7.2% 0.19% DBT
205 LUMEN TECHNOLOGIES, INC. 156700AX4 Mar 2022 115,000 — $120K -3.6% 0.19% DBT
206 VERIZON COMMUNICATIONS INC. 92343VEN0 Mar 2022 116,000 — $117K -4.8% 0.18% DBT
207 REGENERON PHARMACEUTICALS, INC. 75886FAF4 Mar 2022 146,000 — $117K -14.7% 0.18% DBT
208 PHYSICIANS REALTY L.P. 71951QAC6 Dec 2021 128,000 — $115K -9.6% 0.18% DBT
209 ESSENTIAL PROPERTIES, L.P. 29670VAA7 — 131,000 New $115K — 0.18% DBT
210 Federal National Mortgage Association 31418ACN6 Mar 2022 111,991 -7,605 $114K -10.1% 0.18% ABS-MBS
211 THE ESTEE LAUDER COMPANIES INC. 29736RAK6 Mar 2022 105,000 — $113K -13.7% 0.18% DBT
212 FORD MOTOR COMPANY 345370CZ1 — 95,000 New $113K — 0.17% DBT
213 GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XCL8 Mar 2022 110,000 — $112K -2.3% 0.17% DBT
214 CITIGROUP INC. 172967KA8 Mar 2022 108,000 — $111K -7.5% 0.17% DBT
215 DANA INCORPORATED 235825AG1 Mar 2022 110,000 — $111K -4.9% 0.17% DBT
216 SIXTH STREET SPECIALTY LENDING, INC. 87265KAD4 Mar 2022 90,000 — $110K -0.5% 0.17% DBT
217 CITIGROUP INC. 172967JL6 Mar 2022 108,000 — $109K -5.0% 0.17% DBT
218 Altria Group, Inc. 02209SBC6 Mar 2022 105,000 — $109K -5.7% 0.17% DBT
219 NORFOLK SOUTHERN CORPORATION 655844CL0 Dec 2021 125,000 — $108K -12.3% 0.17% DBT
220 SOUTHERN COPPER CORPORATION 84265VAG0 Mar 2022 95,000 — $108K -10.2% 0.17% DBT
221 COMCAST CORPORATION 20030NDL2 Mar 2022 128,000 — $108K -12.0% 0.17% DBT
222 NEWCREST FINANCE PTY LIMITED 65120FAE4 Mar 2022 110,000 — $107K -14.8% 0.17% DBT
223 IRON MOUNTAIN INCORPORATED 46284VAJ0 Mar 2022 108,000 — $106K -7.1% 0.16% DBT
224 VISHAY INTERTECHNOLOGY, INC. 928298AP3 Dec 2021 105,000 — $106K -2.8% 0.16% DBT
225 JPMORGAN CHASE & CO. 46625HJB7 Mar 2022 87,000 — $106K -12.7% 0.16% DBT
226 EQUINOR ASA 85771PAL6 Mar 2022 100,000 — $104K -11.5% 0.16% DBT
227 United States of America N/A Mar 2022 -25 New $102K — 0.16% DIR
228 Freddie Mac 3137BGJD2 Mar 2022 99,749 -44,874 $100K -31.5% 0.16% ABS-MBS
229 BAXTER INTERNATIONAL INC. 071813BP3 Mar 2022 109,000 — $100K -15.8% 0.15% DBT
230 OLD REPUBLIC INTERNATIONAL CORPORATION 680223AL8 Dec 2021 104,000 — $97K -13.7% 0.15% DBT
231 NEWMONT CORPORATION 651639AZ9 Dec 2021 104,000 -136,000 $96K -60.3% 0.15% DBT
232 ACUITY BRANDS LIGHTING, INC. 00510RAD5 Mar 2022 107,000 -134,000 $94K -60.0% 0.15% DBT
233 UNIVERSAL HEALTH SERVICES, INC. 913903AV2 Mar 2022 102,000 — $93K -8.4% 0.14% DBT
234 AMERICAN ELECTRIC POWER COMPANY, INC. 02557T307 Mar 2022 1,615 — $90K +6.2% 0.14% EP
235 RIO TINTO FINANCE (USA) LIMITED 767201AL0 Mar 2022 75,000 — $90K -9.9% 0.14% DBT
236 VIATRIS INC. 92556VAC0 Dec 2021 95,000 — $86K -9.8% 0.13% DBT
237 EQM Midstream Partners, LP 26885BAD2 Mar 2022 84,000 — $85K -3.1% 0.13% DBT
238 NCR CORPORATION 62886EAZ1 Mar 2022 87,000 — $82K -8.0% 0.13% DBT
239 COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 13645RBH6 Dec 2021 92,000 — $82K -13.3% 0.13% DBT
240 Federal National Mortgage Association 31416VQQ0 Mar 2022 72,115 -6,265 $80K -11.6% 0.12% ABS-MBS
241 CREDIT SUISSE FIRST BOSTON CORPORATION 22540V2L5 Mar 2022 79,290 -2,186 $80K -2.1% 0.12% ABS-MBS
242 Compagnie des chemins de fer nationaux du Canada 136375CK6 Mar 2022 85,000 — $80K -11.2% 0.12% DBT
243 Federal National Mortgage Association 3140QBBK3 Mar 2022 76,472 -13,115 $78K -18.1% 0.12% ABS-MBS
244 HONEYWELL INTERNATIONAL INC. 438516CA2 Mar 2022 82,000 — $76K -11.5% 0.12% DBT
245 BARCLAYS BANK PLC 06739GCF4 Mar 2022 65,000 — $72K -2.4% 0.11% DBT
246 JAPANESE YEN FUTURE JUN22 2JYM22 Mar 2022 -12 New $69K — 0.11% DFE
247 MERITAGE HOMES CORPORATION 59001AAY8 Mar 2022 63,000 — $66K -5.9% 0.10% DBT
248 DANAHER CORPORATION 235851409 Mar 2022 39 — $62K -9.1% 0.10% EP
249 Iberdrola International B.V. 29266MAE9 Mar 2022 50,000 — $61K -9.8% 0.09% DBT
250 CENTERPOINT ENERGY 15189T206 Mar 2022 1,045 — $53K -12.5% 0.08% EP
251 Federal National Mortgage Association 3140J9EB3 Mar 2022 50,677 -4,492 $52K -13.0% 0.08% ABS-MBS
252 BLOCK, INC. 852234AK9 Dec 2021 55,000 — $50K -13.9% 0.08% DBT
253 TEMPFUND TMPXX Mar 2022 44,452 -34,795 $44K -43.9% 0.07% STIV
254 MEXICAN PESO CURRENCY FUTURE JUN22 MQM22 Mar 2022 29 New $44K — 0.07% DFE
255 AFLAC INCORPORATED 001055AY8 Mar 2022 35,000 — $40K -14.1% 0.06% DBT
256 Federal National Mortgage Association 31418DPR7 Mar 2022 31,870 -5,508 $33K -17.3% 0.05% ABS-MBS
257 Freddie Mac 3128MAGF0 Mar 2022 29,436 -1,940 $31K -9.6% 0.05% ABS-MBS
258 NISOURCE INC. 65473P121 Dec 2021 210 — $25K +6.2% 0.04% EP
259 Freddie Mac 3137AN2J3 Mar 2022 23,342 -40,392 $23K -63.6% 0.04% ABS-MBS
260 GOLDMAN SACHS FINANCIAL SQUARE PRIME OBLIGATIONS FUND FPOXX Mar 2022 22,184 -17,364 $22K -43.9% 0.03% STIV
261 Federal National Mortgage Association 3138WJ5W4 Mar 2022 13,508 -1,292 $14K -13.0% 0.02% ABS-MBS
262 Freddie Mac 31293VJE3 Mar 2022 7,843 -202 $9K -5.1% 0.01% ABS-MBS
263 Freddie Mac 31283GQ83 Mar 2022 6,185 -589 $6K -10.4% 0.01% ABS-MBS
264 CANADIAN DOLLAR FUTURE JUN22 CQM22 Mar 2022 -13 New $-27560 — -0.04% DFE
265 United States of America N/A Mar 2022 15 New $-31224 — -0.05% DIR
266 United States of America N/A Mar 2022 17 New $-49984 — -0.08% DIR
267 United States of America N/A Mar 2022 10 New $-71285 — -0.11% DIR
268 S P500 MIC EMINI FUTURE JUN22 HWAM22 Mar 2022 -85 New $-137039 — -0.21% DE
✕ Federal National Mortgage Association 01F020638 — 1,400,000 Exited $1.4M — — —
✕ Federal Home Loan Banks 3130APKV6 — 685,000 Exited $0.7M — — —
✕ Federal Home Loan Banks 3130APGQ2 — 685,000 Exited $0.7M — — —
✕ Federal Home Loan Banks 3130APDK8 — 680,000 Exited $0.7M — — —
✕ Federal Home Loan Banks 3130APB79 — 680,000 Exited $0.7M — — —
✕ FORTIVE CORPORATION 34959JAK4 — 440,000 Exited $0.4M — — —
✕ Freddie Mac 31335AYT9 — 363,414 Exited $0.4M — — —
✕ VMWARE, INC. 928563AB1 — 360,000 Exited $0.4M — — —
✕ Chevron U.S.A. Inc. 166756AR7 — 320,000 Exited $0.4M — — —
✕ AFLAC INCORPORATED 001055AQ5 — 335,000 Exited $0.4M — — —
✕ EXPEDIA GROUP, INC. 30212PBD6 — 300,000 Exited $0.3M — — —
✕ CELANESE US HOLDINGS LLC 15089QAD6 — 210,000 Exited $0.2M — — —
✕ ROSS STORES, INC. 778296AF0 — 186,000 Exited $0.2M — — —
✕ NUCOR CORPORATION 670346AR6 — 160,000 Exited $0.2M — — —
✕ LEVEL 3 FINANCING, INC. 527298BT9 — 170,000 Exited $0.2M — — —
✕ PIEDMONT OPERATING PARTNERSHIP, LP 720198AE0 — 134,000 Exited $0.1M — — —
✕ HILTON DOMESTIC OPERATING COMPANY INC. 432891AK5 — 130,000 Exited $0.1M — — —
✕ FORD MOTOR COMPANY 345370CY4 — 95,000 Exited $0.1M — — —
✕ LEAR CORPORATION 521865BB0 — 112,000 Exited $0.1M — — —
✕ HILTON DOMESTIC OPERATING COMPANY INC. 432833AF8 — 110,000 Exited $0.1M — — —
✕ AT&T INC. 00206RKG6 — 117,000 Exited $0.1M — — —
✕ CHURCH & DWIGHT CO., INC. 171340AK8 — 70,000 Exited $0.1M — — —
✕ United States of America 912810RB6 — 50,000 Exited $0.1M — — —