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Victory INCORE Investment Quality Bond Fund

Victory Portfolios

Assets: $25M Net: $22M Series: S000053569 EDGAR ↗
+42
New
-24
Exited
282
Positions
Period:
vs
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Federal National Mortgage Association 01F022642 — 700,000 New $668K — 2.99% ABS-MBS
2 Federal National Mortgage Association 3140QLHL3 — 640,653 New $613K — 2.75% ABS-MBS
3 FIDELITY GOVERNMENT PORTFOLIO FRGXX Mar 2022 549,985 -88,570 $550K -13.9% 2.47% STIV
4 Federal National Mortgage Association 01F020646 — 500,000 New $464K — 2.08% ABS-MBS
5 KERRY GROUP FINANCIAL SERVICES UNLIMITED COMPANY 49245PAA4 Mar 2022 400,000 — $402K -1.8% 1.80% DBT
6 Federal National Mortgage Association 01F030645 — 400,000 New $391K — 1.75% ABS-MBS
7 MSILF PRIME PORTFOLIO MPFXX Mar 2022 350,806 -230,898 $351K -39.7% 1.57% STIV
8 Federal National Mortgage Association 01F032658 — 300,000 New $299K — 1.34% ABS-MBS
9 Highwoods Realty Limited Partnership 431282AM4 Mar 2022 285,000 — $286K -1.2% 1.28% DBT
10 BARRY CALLEBAUT SERVICES N.V. N/A Mar 2022 275,000 — $282K -3.5% 1.26% DBT
11 SANTANDER RETAIL AUTO LEASE TRUST 80286TAF0 Mar 2022 287,000 — $275K -3.2% 1.23% ABS-MBS
12 PIONEER NATURAL RESOURCES COMPANY 723787AP2 Dec 2021 105,000 — $250K +33.0% 1.12% DBT
13 Federal National Mortgage Association 3138EMUW9 Mar 2022 236,132 -11,874 $246K -9.8% 1.10% ABS-MBS
14 Federal Home Loan Banks 3130APJX4 — 255,000 — $239K -5.0% 1.07% DBT
15 Freddie Mac 3133KLKJ5 Mar 2022 255,058 -14,491 $237K -11.8% 1.06% ABS-MBS
16 United States of America 91282CCB5 — 247,000 +140,000 $233K +114.7% 1.04% DBT
17 Federal National Mortgage Association 3140X4S72 Mar 2022 229,268 -25,438 $232K -13.9% 1.04% ABS-MBS
18 MORGAN STANLEY 61761J3R8 Mar 2022 205,000 -75,000 $203K -31.6% 0.91% DBT
19 NXP B.V. 62947QAV0 Mar 2022 200,000 — $203K -3.1% 0.91% DBT
20 FORD MOTOR CREDIT COMPANY LLC 345397ZX4 Mar 2022 200,000 — $199K -5.2% 0.89% DBT
21 HILLENBRAND, INC. 431571AB4 Mar 2022 195,000 — $199K -8.2% 0.89% DBT
22 Suntory Holdings Limited 86803UAD3 Mar 2022 200,000 — $195K -4.6% 0.87% DBT
23 Freddie Mac 3128MAGF0 Mar 2022 181,873 -11,988 $193K -9.6% 0.87% ABS-MBS
24 ANTHEM, INC. 94973VBG1 Mar 2022 27,000 — $188K +6.1% 0.84% DBT
25 WELLS FARGO & COMPANY 94974BGL8 Mar 2022 180,000 — $187K -7.0% 0.84% DBT
26 ANGLO AMERICAN CAPITAL PLC 034863BA7 Mar 2022 200,000 — $183K -7.8% 0.82% DBT
27 HSBC HOLDINGS PLC 404280CY3 — 200,000 — $182K -9.8% 0.82% DBT
28 MICRON TECHNOLOGY, INC. 595112BN2 Mar 2022 167,000 — $182K -7.8% 0.81% DBT
29 BOOKING HOLDINGS INC. 09857LAN8 Dec 2021 120,000 — $175K -0.8% 0.79% DBT
30 JPMORGAN CHASE & CO. 46625HRV4 Mar 2022 170,000 — $169K -5.9% 0.76% DBT
31 United States of America 912810SN9 Mar 2022 222,000 -251,000 $166K -58.8% 0.74% DBT
32 Federal National Mortgage Association 3138WHWW8 Mar 2022 166,208 -9,666 $165K -11.7% 0.74% ABS-MBS
33 WESTERN DIGITAL CORPORATION 958102AP0 Mar 2022 170,000 — $164K -4.8% 0.74% DBT
34 AerCap Ireland Capital Designated Activity Company 00774MAN5 Mar 2022 150,000 — $159K -7.3% 0.71% DBT
35 SVB FINANCIAL GROUP 78486QAE1 Mar 2022 164,000 — $158K -8.3% 0.71% DBT
36 Federal National Mortgage Association 3140XAD82 Mar 2022 169,085 -9,899 $157K -12.2% 0.70% ABS-MBS
37 CADENCE DESIGN SYSTEMS, INC. 127387AL2 Mar 2022 153,000 — $157K -4.5% 0.70% DBT
38 SOUTHWEST AIRLINES CO. 844741BG2 Mar 2022 115,000 — $156K +1.9% 0.70% DBT
39 KITE REALTY GROUP, L.P. 76131VAA1 Mar 2022 155,000 — $156K -4.1% 0.70% DBT
40 Federal National Mortgage Association 31397QHQ4 Mar 2022 150,236 -15,434 $154K -11.5% 0.69% ABS-MBS
41 ARES CAPITAL CORPORATION 04010LAW3 Mar 2022 135,000 — $152K -1.3% 0.68% DBT
42 NEXTERA ENERGY, INC. 65339F770 Mar 2022 2,875 — $150K -9.4% 0.67% EP
43 7-ELEVEN, INC. 817826AB6 Mar 2022 156,000 — $150K -2.8% 0.67% DBT
44 Federal National Mortgage Association 31418DP89 Mar 2022 150,228 -13,482 $149K -12.3% 0.67% ABS-MBS
45 BANK OF AMERICA CORPORATION 060505682 Mar 2022 112 — $147K -9.2% 0.66% EP
46 EXPEDIA GROUP, INC. 30212PBE4 — 120,000 New $145K — 0.65% DBT
47 AT&T INC. 00206RHA3 Mar 2022 126,000 — $144K -10.4% 0.64% DBT
48 MARRIOTT INTERNATIONAL, INC. 571900BB4 Mar 2022 142,000 — $144K -3.5% 0.64% DBT
49 UNIVERSAL HEALTH SERVICES, INC. 913903AX8 — 154,000 — $141K -6.7% 0.63% DBT
50 EURONET WORLDWIDE, INC. 298736AL3 Mar 2022 125,000 — $141K +3.9% 0.63% DBT
51 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96043FAE3 Mar 2022 142,000 — $138K -2.5% 0.62% ABS-MBS
52 ECOPETROL S.A. 279158AC3 Mar 2022 133,000 — $136K -3.4% 0.61% DBT
53 DELTA AIR LINES, INC. 247361ZP6 Mar 2022 130,000 — $131K -1.1% 0.59% DBT
54 BROADCOM INC. 11135FBD2 Mar 2022 123,000 — $131K -8.4% 0.59% DBT
55 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96042RAE8 Dec 2021 136,000 — $130K -3.0% 0.58% ABS-MBS
56 BAXTER INTERNATIONAL INC. 071813CQ0 — 141,000 — $129K -9.5% 0.58% DBT
57 MARATHON OIL CORPORATION 565849AE6 Dec 2021 105,000 — $128K -7.9% 0.57% DBT
58 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 46590MAR1 — 131,000 New $128K — 0.57% ABS-MBS
59 NVR, Inc. 62944TAE5 Mar 2022 126,000 — $127K -1.0% 0.57% DBT
60 WELLS FARGO & COMPANY 949746804 Mar 2022 95 — $126K -11.1% 0.56% EP
61 CAPITAL ONE FINANCIAL CORPORATION 14040HCG8 — 146,000 — $125K -9.8% 0.56% DBT
62 DRIVE AUTO RECEIVABLES TRUST 262108AE3 Dec 2021 125,000 — $123K -1.2% 0.55% ABS-MBS
63 JPMORGAN CHASE & CO. 46647PCR5 — 135,000 — $123K -9.5% 0.55% DBT
64 ILLUMINA, INC. 452327AK5 Mar 2022 110,000 — $121K -3.9% 0.54% DBT
65 BANK 06540JBP6 Mar 2022 130,000 — $121K -9.0% 0.54% ABS-MBS
66 PLAINS ALL AMERICAN PIPELINE, L.P. 72650RBB7 Mar 2022 120,000 — $120K -1.3% 0.54% DBT
67 Dominion Energy, Inc. 25746U133 Mar 2022 1,180 — $120K +0.9% 0.54% EP
68 OKLAHOMA GAS AND ELECTRIC COMPANY 678858BM2 Mar 2022 105,000 — $119K -12.3% 0.53% DBT
69 HOLLYFRONTIER CORPORATION 436106AB4 Mar 2022 116,000 — $115K -2.8% 0.52% DBT
70 CONTINENTAL RESOURCES, INC. 212015AL5 Mar 2022 113,000 — $115K -1.8% 0.51% DBT
71 AIR LEASE CORPORATION 00914AAL6 Mar 2022 120,000 — $115K -3.1% 0.51% DBT
72 AMG CAPITAL TRUST II 00170F209 Mar 2022 2,050 -385 $114K -20.1% 0.51% EP
73 CITIGROUP COMMERCIAL MORTGAGE TRUST 17328RBB4 Mar 2022 117,000 — $112K -7.7% 0.50% ABS-MBS
74 NVR, Inc. 62944TAF2 Mar 2022 118,000 — $110K -10.0% 0.49% DBT
75 JPMORGAN CHASE FINANCIAL COMPANY LLC 48129KAE0 — 100,000 — $110K -0.9% 0.49% DBT
76 BANK OF AMERICA CORPORATION 06051GKD0 — 120,000 — $109K -9.4% 0.49% DBT
77 Federal National Mortgage Association 3140X92S3 Mar 2022 116,685 -5,228 $108K -11.0% 0.49% ABS-MBS
78 THE SOUTHERN COMPANY 842587602 Mar 2022 1,962 — $107K +1.6% 0.48% EP
79 Freddie Mac 312944Y54 Mar 2022 100,690 -9,968 $107K -12.3% 0.48% ABS-MBS
80 HOLOGIC, INC. 436440AP6 Mar 2022 114,000 — $106K -7.1% 0.48% DBT
81 Federal National Mortgage Association 3140J92D2 Mar 2022 102,681 -22,662 $106K -21.6% 0.48% ABS-MBS
82 STANLEY BLACK & DECKER, INC. 854502846 Mar 2022 1,201 — $106K -19.5% 0.47% EP
83 PULTEGROUP, INC. 745867AX9 Dec 2021 100,000 — $106K -7.7% 0.47% DBT
84 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96042WAF4 — 106,000 New $105K — 0.47% ABS-MBS
85 Federal National Mortgage Association 31394CJS2 — 94,831 -6,170 $102K -10.9% 0.46% ABS-MBS
86 Federal National Mortgage Association 31414K6M7 Mar 2022 91,689 -15,324 $100K -17.4% 0.45% ABS-MBS
87 VODAFONE GROUP PUBLIC LIMITED COMPANY 92857WBM1 Mar 2022 89,000 — $100K -14.0% 0.45% DBT
88 BANK OF AMERICA CORPORATION 06051GGA1 Mar 2022 100,000 — $100K -6.5% 0.45% DBT
89 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 380149AF1 Dec 2021 105,000 — $100K -3.7% 0.45% ABS-MBS
90 GENERAL MOTORS COMPANY 37045VAE0 Mar 2022 96,000 — $99K -3.0% 0.44% DBT
91 GLOBE LIFE INC. 37959EAA0 Mar 2022 110,000 — $99K -9.2% 0.44% DBT
92 LENNAR CORPORATION 526057CV4 Mar 2022 93,000 — $98K -7.4% 0.44% DBT
93 Reynolds American Inc. 761713BA3 Mar 2022 92,000 — $97K -11.0% 0.44% DBT
94 PIONEER NATURAL RESOURCES COMPANY 723787AQ0 Mar 2022 109,000 — $97K -6.6% 0.43% DBT
95 SANTANDER DRIVE AUTO RECEIVABLES TRUST 80285VAE9 — 100,000 — $95K -3.5% 0.43% ABS-MBS
96 DTE ENERGY COMPANY 233331842 Mar 2022 1,765 — $94K +3.8% 0.42% EP
97 CINCINNATI FINANCIAL CORPORATION 172062AE1 Mar 2022 75,000 -25,000 $92K -32.2% 0.41% DBT
98 Mylan Inc. 628530BK2 Mar 2022 91,000 — $92K -9.7% 0.41% DBT
99 Freddie Mac 3133KJJP8 Mar 2022 95,063 -5,345 $91K -11.1% 0.41% ABS-MBS
100 Federal National Mortgage Association 3138WHST0 Mar 2022 89,127 -5,902 $88K -11.7% 0.40% ABS-MBS
101 EXPEDIA GROUP, INC. 30212PBJ3 Dec 2021 87,000 — $88K -3.2% 0.39% DBT
102 Federal National Mortgage Association 3136B0AV8 Mar 2022 90,542 -6,195 $88K -10.9% 0.39% ABS-MBS
103 AMEREN ILLINOIS COMPANY 02361DAV2 Mar 2022 100,000 — $87K -7.9% 0.39% DBT
104 CONTINENTAL RESOURCES, INC. 212015AU5 — 93,000 — $87K -5.8% 0.39% DBT
105 Federal National Mortgage Association 3136AWD20 Mar 2022 84,602 -13,516 $86K -15.2% 0.38% ABS-MBS
106 CITIGROUP COMMERCIAL MORTGAGE TRUST 29429EAD3 — 85,000 New $83K — 0.37% ABS-MBS
107 United States of America 91282CCE9 — 86,000 New $80K — 0.36% DBT
108 REGIONS FINANCIAL CORPORATION 7591EPAT7 — 89,000 — $80K -8.3% 0.36% DBT
109 EOG RESOURCES, INC. 26875PAT8 Mar 2022 65,000 — $80K -9.8% 0.36% DBT
110 UNITED AUTO CREDIT SECURITIZATION TRUST 90944DAE1 — 81,000 New $80K — 0.36% ABS-MBS
111 CSX Corporation 126408HR7 Mar 2022 85,000 — $79K -12.3% 0.36% DBT
112 JPMORGAN PRIME MONEY MARKET FUND CJPXX Mar 2022 78,023 -51,354 $78K -39.7% 0.35% STIV
113 TotalEnergies Capital International SA 89153VAX7 Mar 2022 85,000 — $78K -10.3% 0.35% DBT
114 NIKE, INC. 654106AE3 Mar 2022 73,000 — $76K -13.0% 0.34% DBT
115 Freddie Mac 3137BEWK6 Mar 2022 75,989 -7,231 $75K -12.1% 0.34% ABS-MBS
116 HCA INC. 404119BX6 Mar 2022 73,000 — $74K -7.6% 0.33% DBT
117 B.A.T CAPITAL CORPORATION 05526DBQ7 Mar 2022 75,000 — $74K -12.9% 0.33% DBT
118 ROCKWELL AUTOMATION, INC. 773903AE9 Mar 2022 60,000 — $74K -11.8% 0.33% DBT
119 KKR & CO. INC. 48251W401 Mar 2022 990 — $74K -20.2% 0.33% EP
120 KITE REALTY GROUP, L.P. 49803XAB9 Dec 2021 70,000 — $73K +1.0% 0.33% DBT
121 CENTENE CORPORATION 15135BAR2 Mar 2022 73,000 — $73K -4.0% 0.33% DBT
122 WHIRLPOOL CORPORATION 963320AY2 Dec 2021 80,000 — $73K -8.8% 0.33% DBT
123 CSAIL COMMERCIAL MORTGAGE TRUST 12634NAT5 — 73,000 New $73K — 0.33% ABS-MBS
124 STORE CAPITAL CORPORATION 862121AC4 Mar 2022 80,000 — $73K -9.0% 0.33% DBT
125 BARCLAYS BANK PLC 06738G8A1 Mar 2022 45,000 — $72K -6.1% 0.32% DBT
126 MURPHY OIL USA, INC. 626738AF5 Mar 2022 78,000 +35,000 $71K +67.3% 0.32% DBT
127 NETAPP, INC. 64110DAD6 Mar 2022 70,000 — $70K -1.2% 0.32% DBT
128 ROSS STORES, INC. 778296AA1 Mar 2022 70,000 — $70K -4.2% 0.31% DBT
129 VALE OVERSEAS LIMITED 91911TAP8 Mar 2022 63,000 — $69K -5.5% 0.31% DBT
130 Freddie Mac 3137B8Q75 Mar 2022 66,855 -5,486 $68K -11.0% 0.30% ABS-MBS
131 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46644FAD3 — 68,000 New $67K — 0.30% ABS-MBS
132 WELLS FARGO COMMERCIAL MORTGAGE TRUST 94989JAZ9 — 67,000 New $67K — 0.30% ABS-MBS
133 YUM! Brands, Inc. 988498AN1 Mar 2022 73,000 — $67K -8.5% 0.30% DBT
134 SABRA HEALTH CARE LIMITED PARTNERSHIP 14162VAB2 Mar 2022 65,000 — $67K -7.1% 0.30% DBT
135 AKAMAI TECHNOLOGIES, INC. 00971TAJ0 Mar 2022 50,000 — $66K +0.7% 0.30% DBT
136 ABBVIE INC. 00287YAW9 Mar 2022 62,000 — $66K -12.1% 0.30% DBT
137 WESTERN MIDSTREAM OPERATING, LP 958667AC1 — 66,000 New $66K — 0.30% DBT
138 COMCAST CORPORATION 20030NCZ2 Mar 2022 70,000 — $66K -11.9% 0.30% DBT
139 COMM MORTGAGE TRUST 12593PAW2 — 65,000 New $66K — 0.29% ABS-MBS
140 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QBF2 Mar 2022 65,000 — $66K -10.9% 0.29% DBT
141 ABBVIE INC. 00287YBX6 Mar 2022 66,000 — $65K -7.7% 0.29% DBT
142 CITIGROUP INC. 172967KA8 Mar 2022 63,000 — $65K -7.5% 0.29% DBT
143 ANTHEM, INC. 036752AJ2 Mar 2022 65,000 — $64K -4.1% 0.29% DBT
144 VIATRIS INC. 92556VAF3 — 75,000 — $63K -21.0% 0.28% DBT
145 APPLE INC. 037833BX7 Mar 2022 53,000 — $62K -10.5% 0.28% DBT
146 WELLS FARGO COMMERCIAL MORTGAGE TRUST 94989NBE6 — 62,000 New $62K — 0.28% ABS-MBS
147 THE GOODYEAR TIRE & RUBBER COMPANY 382550BJ9 — 66,000 New $62K — 0.28% DBT
148 THE SCOTTS MIRACLE-GRO COMPANY 810186AS5 — 66,000 New $62K — 0.28% DBT
149 Federal National Mortgage Association 3140J9QR5 Mar 2022 62,072 -4,129 $62K -11.1% 0.28% ABS-MBS
150 WELLS FARGO & COMPANY 94974BGQ7 Mar 2022 55,000 -25,000 $61K -39.8% 0.27% DBT
151 PHYSICIANS REALTY L.P. 71951QAB8 Mar 2022 60,000 — $61K -7.7% 0.27% DBT
152 RIO TINTO FINANCE (USA) LIMITED 767201AL0 Mar 2022 50,000 — $60K -9.9% 0.27% DBT
153 SNAP-ON INCORPORATED 833034AL5 Mar 2022 56,000 — $59K -12.5% 0.27% DBT
154 SIRIUS XM RADIO INC. 82967NBG2 Mar 2022 62,000 — $58K -6.5% 0.26% DBT
155 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000AAU1 — 57,000 New $58K — 0.26% ABS-MBS
156 TEXAS INSTRUMENTS INCORPORATED 882508BD5 Mar 2022 51,000 — $57K -11.3% 0.25% DBT
157 GS MORTGAGE SECURITIES TRUST 36250GAP0 — 57,000 New $57K — 0.25% ABS-MBS
158 CITIGROUP COMMERCIAL MORTGAGE TRUST 17324DAU8 — 56,000 New $57K — 0.25% ABS-MBS
159 Compagnie des chemins de fer nationaux du Canada 136375CK6 Mar 2022 60,000 — $56K -11.2% 0.25% DBT
160 THE ESTEE LAUDER COMPANIES INC. 29736RAK6 Mar 2022 52,000 — $56K -13.7% 0.25% DBT
161 GS MORTGAGE SECURITIES TRUST 36252TAR6 — 57,000 New $56K — 0.25% ABS-MBS
162 OSHKOSH CORPORATION 688225AH4 Mar 2022 60,000 — $56K -10.0% 0.25% DBT
163 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46644YAU4 — 55,707 New $56K — 0.25% ABS-MBS
164 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61691GAS9 — 55,000 New $56K — 0.25% ABS-MBS
165 ALLEGHANY CORPORATION 017175AE0 Mar 2022 55,000 — $55K -7.2% 0.25% DBT
166 CSAIL COMMERCIAL MORTGAGE TRUST 12635FAT1 — 55,000 New $55K — 0.25% ABS-MBS
167 CFCRE COMMERCIAL MORTGAGE TRUST 12531WBA9 — 54,525 New $55K — 0.24% ABS-MBS
168 AIR LEASE CORPORATION 00914AAP7 — 58,000 — $55K -3.9% 0.24% DBT
169 CSAIL COMMERCIAL MORTGAGE TRUST 12635RAX6 — 54,000 New $55K — 0.24% ABS-MBS
170 SENSATA TECHNOLOGIES, INC. 81728UAB0 Mar 2022 57,000 — $53K -7.2% 0.24% DBT
171 CREDIT SUISSE FIRST BOSTON CORPORATION 22540V2L5 Mar 2022 52,378 -1,444 $53K -2.1% 0.24% ABS-MBS
172 REGENCY CENTERS, L.P. 75884RAY9 Mar 2022 49,000 — $53K -13.8% 0.24% DBT
173 BANK OF AMERICA CORPORATION 06051GFH7 Mar 2022 51,000 — $52K -4.4% 0.23% DBT
174 LUMEN TECHNOLOGIES, INC. 156700AX4 Mar 2022 50,000 — $52K -3.6% 0.23% DBT
175 NEWCREST FINANCE PTY LIMITED 65120FAB0 Mar 2022 45,000 — $51K -12.9% 0.23% DBT
176 CITIGROUP COMMERCIAL MORTGAGE TRUST 29425AAD5 — 50,000 New $51K — 0.23% ABS-MBS
177 REGENERON PHARMACEUTICALS, INC. 75886FAF4 Mar 2022 63,000 — $50K -14.7% 0.23% DBT
178 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111ES8 Mar 2022 40,000 — $50K -10.3% 0.22% DBT
179 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000KBB0 — 51,000 New $50K — 0.22% ABS-MBS
180 GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XCL8 Mar 2022 49,000 — $50K -2.3% 0.22% DBT
181 ESSENTIAL PROPERTIES, L.P. 29670VAA7 — 56,000 New $49K — 0.22% DBT
182 Federal National Mortgage Association 31416VQQ0 Mar 2022 44,144 -3,835 $49K -11.6% 0.22% ABS-MBS
183 SIXTH STREET SPECIALTY LENDING, INC. 87265KAD4 Mar 2022 40,000 — $49K -0.5% 0.22% DBT
184 WESTERN DIGITAL CORPORATION 958102AQ8 — 53,000 — $49K -9.2% 0.22% DBT
185 DANA INCORPORATED 235825AG1 Mar 2022 48,000 — $49K -4.9% 0.22% DBT
186 AT&T INC. 00206RDQ2 Mar 2022 46,000 — $48K -5.8% 0.22% DBT
187 CSAIL COMMERCIAL MORTGAGE TRUST 12637UAW9 — 48,000 New $48K — 0.22% ABS-MBS
188 FORD MOTOR COMPANY 345370CZ1 — 40,000 New $47K — 0.21% DBT
189 COMCAST CORPORATION 20030NDL2 Mar 2022 56,000 — $47K -12.0% 0.21% DBT
190 IRON MOUNTAIN INCORPORATED 46284VAJ0 Mar 2022 48,000 — $47K -7.1% 0.21% DBT
191 Federal National Mortgage Association 31412REK9 Mar 2022 43,125 -2,261 $47K -8.8% 0.21% ABS-MBS
192 United States of America N/A Mar 2022 -12 New $46K — 0.21% DIR
193 CHURCH & DWIGHT CO., INC. 17136MAA0 — 50,000 — $46K -9.3% 0.20% DBT
194 TYSON FOODS, INC. 902494BH5 Mar 2022 39,000 — $45K -13.6% 0.20% DBT
195 CFCRE COMMERCIAL MORTGAGE TRUST 12531YAN8 — 44,000 New $43K — 0.19% ABS-MBS
196 PHYSICIANS REALTY L.P. 71951QAC6 — 48,000 — $43K -9.6% 0.19% DBT
197 NORFOLK SOUTHERN CORPORATION 655844CL0 — 50,000 — $43K -12.3% 0.19% DBT
198 Iberdrola International B.V. 29266MAE9 Mar 2022 35,000 — $43K -9.8% 0.19% DBT
199 WISCONSIN PUBLIC SERVICE CORPORATION 976843BN1 — 47,000 — $40K -13.3% 0.18% DBT
200 VISHAY INTERTECHNOLOGY, INC. 928298AP3 Dec 2021 40,000 — $40K -2.8% 0.18% DBT
201 UNIVERSAL HEALTH SERVICES, INC. 913903AV2 Mar 2022 44,000 — $40K -8.4% 0.18% DBT
202 EQM Midstream Partners, LP 26885BAD2 Mar 2022 39,000 — $39K -3.1% 0.18% DBT
203 OLD REPUBLIC INTERNATIONAL CORPORATION 680223AL8 Dec 2021 42,000 — $39K -13.7% 0.18% DBT
204 VERIZON COMMUNICATIONS INC. 92343VEN0 Mar 2022 38,000 — $38K -4.8% 0.17% DBT
205 APTIV PLC 03835VAH9 Dec 2021 34,000 — $38K -16.7% 0.17% DBT
206 Federal National Mortgage Association 3138M1GJ1 Mar 2022 35,210 -793 $37K -5.6% 0.17% ABS-MBS
207 CITIGROUP INC. 172967KJ9 Mar 2022 36,000 — $37K -6.0% 0.17% DBT
208 NORFOLK SOUTHERN CORPORATION 655844CK2 Dec 2021 40,000 — $37K -7.6% 0.17% DBT
209 AMERICAN ELECTRIC POWER COMPANY, INC. 02557T307 Mar 2022 655 — $37K +6.2% 0.16% EP
210 VIATRIS INC. 92556VAC0 — 40,000 — $36K -9.8% 0.16% DBT
211 NCR CORPORATION 62886EAZ1 Mar 2022 38,000 — $36K -8.0% 0.16% DBT
212 CITIGROUP INC. 172967JL6 Mar 2022 35,000 — $35K -5.0% 0.16% DBT
213 BARCLAYS BANK PLC 06739GCF4 Mar 2022 30,000 — $33K -2.4% 0.15% DBT
214 NEWMONT CORPORATION 651639AZ9 — 36,000 -50,000 $33K -61.6% 0.15% DBT
215 JPMORGAN CHASE & CO. 46625HJB7 Mar 2022 27,000 -25,000 $33K -54.7% 0.15% DBT
216 ACUITY BRANDS LIGHTING, INC. 00510RAD5 Mar 2022 37,000 -68,000 $33K -68.2% 0.15% DBT
217 Federal National Mortgage Association 3140FBCD0 Mar 2022 29,037 -2,347 $29K -13.2% 0.13% ABS-MBS
218 COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 13645RBH6 — 33,000 — $29K -13.3% 0.13% DBT
219 MERITAGE HOMES CORPORATION 59001AAY8 Mar 2022 27,000 — $28K -5.9% 0.13% DBT
220 DANAHER CORPORATION 235851409 Mar 2022 17 — $27K -9.1% 0.12% EP
221 Federal National Mortgage Association 31411GJU7 Mar 2022 24,686 -427 $25K -1.9% 0.11% ABS-MBS
222 NEWCREST FINANCE PTY LIMITED 65120FAE4 Mar 2022 25,000 — $24K -14.8% 0.11% DBT
223 Federal National Mortgage Association 3136ADEA3 Mar 2022 24,277 -7,311 $24K -23.7% 0.11% ABS-MBS
224 CENTERPOINT ENERGY 15189T206 Mar 2022 455 — $23K -12.5% 0.10% EP
225 JAPANESE YEN FUTURE JUN22 2JYM22 Mar 2022 -4 New $23K — 0.10% DFE
226 Freddie Mac 3128LCWX0 Mar 2022 20,268 -3,160 $22K -16.9% 0.10% ABS-MBS
227 EQUINOR ASA 85771PAL6 Mar 2022 20,000 — $21K -11.5% 0.09% DBT
228 Federal National Mortgage Association 3140J9EB3 Mar 2022 19,491 -1,728 $20K -13.0% 0.09% ABS-MBS
229 TEMPFUND TMPXX Mar 2022 19,607 -12,906 $20K -39.7% 0.09% STIV
230 VERIZON COMMUNICATIONS INC. 92343VGB4 Mar 2022 20,000 — $19K -12.8% 0.08% DBT
231 BLOCK, INC. 852234AK9 — 20,000 — $18K -13.9% 0.08% DBT
232 Freddie Mac 3137BGJD2 Mar 2022 15,545 -6,993 $16K -31.5% 0.07% ABS-MBS
233 MEXICAN PESO CURRENCY FUTURE JUN22 MQM22 Mar 2022 10 New $15K — 0.07% DFE
234 AFLAC INCORPORATED 001055AY8 Mar 2022 10,000 -10,000 $11K -57.0% 0.05% DBT
235 Federal National Mortgage Association 31371KP88 Mar 2022 8,930 -290 $10K -7.5% 0.05% ABS-MBS
236 NISOURCE INC. 65473P121 — 85 — $10K +6.2% 0.05% EP
237 Freddie Mac 3137AN2J3 Mar 2022 10,044 -17,381 $10K -63.6% 0.05% ABS-MBS
238 Government National Mortgage Association 36207ENA8 Mar 2022 8,956 -190 $10K -5.9% 0.04% ABS-MBS
239 GOLDMAN SACHS FINANCIAL SQUARE PRIME OBLIGATIONS FUND FPOXX Mar 2022 9,785 -6,440 $10K -39.7% 0.04% STIV
240 Federal National Mortgage Association 3140QBBK3 Mar 2022 9,559 -1,639 $10K -18.1% 0.04% ABS-MBS
241 Federal National Mortgage Association 31384WGY0 Mar 2022 8,424 -816 $9K -11.9% 0.04% ABS-MBS
242 Federal National Mortgage Association 31385PXK5 Mar 2022 6,372 -1,762 $7K -24.5% 0.03% ABS-MBS
243 Federal National Mortgage Association 31407QRH1 Mar 2022 6,460 -115 $7K -6.0% 0.03% ABS-MBS
244 Freddie Mac 3128M6RR1 Mar 2022 4,947 -136 $6K -6.2% 0.02% ABS-MBS
245 Federal National Mortgage Association 31385H4W9 Mar 2022 4,121 -177 $5K -7.9% 0.02% ABS-MBS
246 Freddie Mac 312916VS5 Mar 2022 4,120 -1,455 $4K -26.6% 0.02% ABS-MBS
247 Federal National Mortgage Association 31384VL75 Mar 2022 2,888 -167 $3K -8.9% 0.01% ABS-MBS
248 J.P. MORGAN MORTGAGE TRUST 466247HP1 Mar 2022 3,690 — $2K -7.2% 0.01% ABS-MBS
249 Federal National Mortgage Association 31371JL44 Mar 2022 1,620 -47 $2K -6.6% 0.01% ABS-MBS
250 Federal National Mortgage Association 31411CPR6 Mar 2022 555 -6 $597 -5.2% 0.00% ABS-MBS
251 Federal National Mortgage Association 31411UVL2 Mar 2022 100 -629 $100 -86.3% 0.00% ABS-MBS
252 Federal National Mortgage Association 31378DUW8 Mar 2022 24 -3 $24 -12.8% 0.00% ABS-MBS
253 Federal National Mortgage Association 313615MX1 Mar 2022 19 -4 $19 -20.4% 0.00% ABS-MBS
254 CANADIAN DOLLAR FUTURE JUN22 CQM22 Mar 2022 -4 New $-8480 — -0.04% DFE
255 United States of America N/A Mar 2022 5 New $-10572 — -0.05% DIR
256 United States of America N/A Mar 2022 5 New $-14701 — -0.07% DIR
257 United States of America N/A Mar 2022 8 New $-57028 — -0.26% DIR
258 S P500 MIC EMINI FUTURE JUN22 HWAM22 Mar 2022 -39 New $-63284 — -0.28% DE
✕ Federal National Mortgage Association 01F020638 — 500,000 Exited $0.5M — — —
✕ Federal Home Loan Banks 3130APB79 — 265,000 Exited $0.3M — — —
✕ Federal Home Loan Banks 3130APDK8 — 260,000 Exited $0.3M — — —
✕ Federal Home Loan Banks 3130APKV6 — 255,000 Exited $0.3M — — —
✕ Federal Home Loan Banks 3130APGQ2 — 255,000 Exited $0.3M — — —
✕ Federal National Mortgage Association 3140F8H75 — 203,437 Exited $0.2M — — —
✕ FORTIVE CORPORATION 34959JAK4 — 170,000 Exited $0.2M — — —
✕ United States of America 91282CBW0 — 163,000 Exited $0.2M — — —
✕ United States of America 91282CBR1 — 155,000 Exited $0.2M — — —
✕ Chevron U.S.A. Inc. 166756AR7 — 135,000 Exited $0.1M — — —
✕ EXPEDIA GROUP, INC. 30212PBD6 — 120,000 Exited $0.1M — — —
✕ CELANESE US HOLDINGS LLC 15089QAD6 — 100,000 Exited $0.1M — — —
✕ AFLAC INCORPORATED 001055AQ5 — 85,000 Exited $0.1M — — —
✕ LEVEL 3 FINANCING, INC. 527298BT9 — 75,000 Exited $0.1M — — —
✕ PIEDMONT OPERATING PARTNERSHIP, LP 720198AE0 — 58,000 Exited $0.1M — — —
✕ HILTON DOMESTIC OPERATING COMPANY INC. 432891AK5 — 55,000 Exited $0.1M — — —
✕ FORD MOTOR COMPANY 345370CY4 — 40,000 Exited $0.1M — — —
✕ HILTON DOMESTIC OPERATING COMPANY INC. 432833AF8 — 48,000 Exited $0.1M — — —
✕ ROSS STORES, INC. 778296AF0 — 53,000 Exited $0.1M — — —
✕ AT&T INC. 00206RKG6 — 51,000 Exited $0.0M — — —
✕ United States of America 912810RB6 — 38,000 Exited $0.0M — — —
✕ NUCOR CORPORATION 670346AR6 — 37,000 Exited $0.0M — — —
✕ Altria Group, Inc. 02209SBC6 — 34,000 Exited $0.0M — — —
✕ LEAR CORPORATION 521865BB0 — 18,000 Exited $0.0M — — —