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Victory INCORE Investment Quality Bond VIP Series

Victory Variable Insurance Funds

Assets: $604M Net: $536M Series: S000053588 EDGAR ↗
+33
New
-24
Exited
314
Positions
Period:
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Federal National Mortgage Association 01F022642 — 17,300,000 New $16.5M — 3.08% ABS-MBS
2 Federal National Mortgage Association 3140QLHL3 — 15,500,911 New $14.8M — 2.77% ABS-MBS
3 Federal National Mortgage Association 01F020646 — 12,200,000 New $11.3M — 2.11% ABS-MBS
4 Federal National Mortgage Association 01F032658 — 10,800,000 New $10.8M — 2.01% ABS-MBS
5 FIDELITY GOVERNMENT PORTFOLIO FRGXX Mar 2022 10,559,706 -6,322,019 $10.6M -37.4% 1.97% STIV
6 Federal National Mortgage Association 01F030645 — 8,100,000 New $7.9M — 1.48% ABS-MBS
7 United States of America 91282CBW0 Jun 2021 8,009,000 +3,009,000 $7.5M +52.2% 1.39% DBT
8 MSILF PRIME PORTFOLIO MPFXX Mar 2022 6,735,478 -8,643,252 $6.7M -56.2% 1.26% STIV
9 Federal Home Loan Banks 3130APJX4 — 6,750,000 — $6.3M -5.0% 1.18% DBT
10 PIONEER NATURAL RESOURCES COMPANY 723787AP2 Jun 2021 2,485,000 — $5.9M +33.0% 1.10% DBT
11 D.R. HORTON, INC. 23331ABM0 Mar 2022 5,960,000 — $5.9M -4.4% 1.10% DBT
12 SANTANDER RETAIL AUTO LEASE TRUST 80286TAF0 Mar 2022 6,080,000 — $5.8M -3.2% 1.09% ABS-MBS
13 BARRY CALLEBAUT SERVICES N.V. N/A Mar 2022 5,438,000 +5,438,131 $5.6M -15275.5% 1.04% DBT
14 Highwoods Realty Limited Partnership 431282AM4 Mar 2022 5,523,000 — $5.5M -1.2% 1.03% DBT
15 MORGAN STANLEY 61761J3R8 Mar 2022 5,500,000 — $5.5M -6.5% 1.02% DBT
16 KERRY GROUP FINANCIAL SERVICES UNLIMITED COMPANY 49245PAA4 Mar 2022 5,337,000 — $5.4M -1.8% 1.00% DBT
17 FIFTH THIRD BANCORP 316773CX6 Mar 2022 5,053,000 — $5.1M -3.4% 0.95% DBT
18 Freddie Mac 3133KLKJ5 Mar 2022 5,369,647 -305,084 $5.0M -11.8% 0.93% ABS-MBS
19 Suntory Holdings Limited 86803UAC5 Mar 2022 4,966,000 — $5.0M -0.5% 0.93% DBT
20 United States of America 912810SN9 Mar 2022 6,600,000 -15,825,000 $4.9M -74.2% 0.92% DBT
21 Federal National Mortgage Association 3140X92S3 Mar 2022 5,185,993 -232,370 $4.8M -11.0% 0.90% ABS-MBS
22 Federal National Mortgage Association 3138EMUW9 Mar 2022 4,565,217 -229,557 $4.8M -9.8% 0.89% ABS-MBS
23 Federal National Mortgage Association 3138WJXK9 Mar 2022 4,660,155 -289,808 $4.6M -11.6% 0.86% ABS-MBS
24 MICRON TECHNOLOGY, INC. 595112BN2 Mar 2022 4,252,000 — $4.6M -7.8% 0.86% DBT
25 Federal National Mortgage Association 31394CJS2 — 4,235,804 -275,615 $4.5M -10.9% 0.85% ABS-MBS
26 ANTHEM, INC. 94973VBG1 Mar 2022 640,000 — $4.5M +6.1% 0.83% DBT
27 BOOKING HOLDINGS INC. 09857LAN8 Jun 2021 2,765,000 — $4.0M -0.8% 0.75% DBT
28 Federal National Mortgage Association 3140XAD82 Mar 2022 4,227,119 -247,475 $3.9M -12.2% 0.73% ABS-MBS
29 CITIGROUP INC. 172967MP3 — 3,763,000 — $3.9M -8.9% 0.73% DBT
30 Federal National Mortgage Association 3140X4S72 Mar 2022 3,789,472 -420,462 $3.8M -13.9% 0.72% ABS-MBS
31 WESTERN DIGITAL CORPORATION 958102AP0 Mar 2022 3,972,000 — $3.8M -4.8% 0.72% DBT
32 HILLENBRAND, INC. 431571AB4 Mar 2022 3,720,000 — $3.8M -8.2% 0.71% DBT
33 SOUTHWEST AIRLINES CO. 844741BG2 Mar 2022 2,760,000 — $3.8M +1.9% 0.70% DBT
34 WELLS FARGO & COMPANY 94974BGL8 Mar 2022 3,553,000 — $3.7M -7.0% 0.69% DBT
35 ARES CAPITAL CORPORATION 04010LAW3 Mar 2022 3,170,000 — $3.6M -1.3% 0.67% DBT
36 NEXTERA ENERGY, INC. 65339F770 Mar 2022 67,460 — $3.5M -9.4% 0.66% EP
37 JPMORGAN CHASE & CO. 46625HRV4 Mar 2022 3,400,000 — $3.4M -5.9% 0.63% DBT
38 BANK OF AMERICA CORPORATION 060505682 Mar 2022 2,568 — $3.4M -9.2% 0.63% EP
39 CAPITAL ONE FINANCIAL CORPORATION 14040HCG8 — 3,930,000 — $3.4M -9.8% 0.63% DBT
40 EXPEDIA GROUP, INC. 30212PBE4 — 2,760,000 New $3.3M — 0.62% DBT
41 UNIVERSAL HEALTH SERVICES, INC. 913903AX8 — 3,623,000 — $3.3M -6.7% 0.62% DBT
42 Mylan Inc. 628530BK2 Mar 2022 3,228,000 — $3.3M -9.7% 0.61% DBT
43 EURONET WORLDWIDE, INC. 298736AL3 Mar 2022 2,885,000 — $3.2M +3.9% 0.61% DBT
44 United States of America 91282CCE9 — 3,471,000 New $3.2M — 0.60% DBT
45 BROADCOM CORPORATION 11134LAF6 Mar 2022 3,175,000 — $3.2M -3.3% 0.60% DBT
46 BAXTER INTERNATIONAL INC. 071813CQ0 — 3,469,000 — $3.2M -9.5% 0.59% DBT
47 Federal National Mortgage Association 3140J9EB3 Mar 2022 3,060,377 -271,276 $3.2M -13.0% 0.59% ABS-MBS
48 Federal National Mortgage Association 31418DP89 Mar 2022 3,137,120 -281,530 $3.1M -12.3% 0.58% ABS-MBS
49 ABBVIE INC. 00287YCV9 Mar 2022 3,000,000 — $3.1M -3.6% 0.57% DBT
50 JPMORGAN CHASE & CO. 46647PCR5 — 3,348,000 — $3.1M -9.5% 0.57% DBT
51 CADENCE DESIGN SYSTEMS, INC. 127387AL2 Mar 2022 2,969,000 — $3.0M -4.5% 0.57% DBT
52 MORGAN STANLEY 61746BDJ2 Mar 2022 3,000,000 — $3.0M -1.8% 0.57% DBT
53 United States of America 91282CCB5 — 3,217,000 +339,000 $3.0M +3.9% 0.57% DBT
54 WELLS FARGO & COMPANY 949746804 Mar 2022 2,285 — $3.0M -11.1% 0.56% EP
55 KITE REALTY GROUP, L.P. 76131VAA1 Mar 2022 3,006,000 — $3.0M -4.1% 0.56% DBT
56 MARATHON OIL CORPORATION 565849AE6 Jun 2021 2,476,000 — $3.0M -7.9% 0.56% DBT
57 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96042RAE8 Jun 2021 3,162,000 — $3.0M -3.0% 0.56% ABS-MBS
58 7-ELEVEN, INC. 817826AB6 Mar 2022 3,126,000 — $3.0M -2.8% 0.56% DBT
59 SVB FINANCIAL GROUP 78486QAE1 Mar 2022 3,110,000 — $3.0M -8.3% 0.56% DBT
60 WESTLAKE AUTOMOBILE RECEIVABLES TRUST 96043FAE3 Mar 2022 3,001,000 — $2.9M -2.5% 0.54% ABS-MBS
61 Dominion Energy, Inc. 25746U133 Mar 2022 28,460 — $2.9M +0.9% 0.54% EP
62 ECOPETROL S.A. 279158AC3 Mar 2022 2,780,000 — $2.8M -3.4% 0.53% DBT
63 Freddie Mac 3137B8Q75 Mar 2022 2,784,782 -228,516 $2.8M -11.0% 0.53% ABS-MBS
64 Federal National Mortgage Association 3138WHST0 Mar 2022 2,848,256 -188,598 $2.8M -11.7% 0.53% ABS-MBS
65 ILLUMINA, INC. 452327AK5 Mar 2022 2,555,000 — $2.8M -3.9% 0.52% DBT
66 MARRIOTT INTERNATIONAL, INC. 571900BB4 Mar 2022 2,784,000 — $2.8M -3.5% 0.52% DBT
67 JPMORGAN CHASE FINANCIAL COMPANY LLC 48129KAE0 Mar 2022 2,555,000 — $2.8M -0.9% 0.52% DBT
68 AT&T INC. 00206RHA3 Mar 2022 2,433,000 — $2.8M -10.4% 0.52% DBT
69 BANK OF AMERICA CORPORATION 06051GKD0 — 3,040,000 — $2.8M -9.4% 0.52% DBT
70 MORGAN STANLEY 6174824M3 Mar 2022 2,718,000 — $2.8M -1.7% 0.52% DBT
71 AMG CAPITAL TRUST II 00170F209 Mar 2022 48,455 -9,015 $2.7M -20.0% 0.50% EP
72 HSBC HOLDINGS PLC 404280CY3 — 2,807,000 — $2.6M -9.8% 0.48% DBT
73 ABBVIE INC. 00287YBX6 Mar 2022 2,580,000 — $2.5M -7.7% 0.48% DBT
74 NXP B.V. 62947QAV0 Mar 2022 2,500,000 — $2.5M -3.1% 0.47% DBT
75 THE SOUTHERN COMPANY 842587602 Mar 2022 46,025 — $2.5M +1.6% 0.47% EP
76 FORD MOTOR CREDIT COMPANY LLC 345397ZX4 Mar 2022 2,510,000 — $2.5M -5.2% 0.47% DBT
77 DELTA AIR LINES, INC. 247361ZP6 Mar 2022 2,465,000 — $2.5M -1.1% 0.46% DBT
78 STANLEY BLACK & DECKER, INC. 854502846 Mar 2022 28,302 — $2.5M -19.5% 0.46% EP
79 Federal National Mortgage Association 3140J92D2 Mar 2022 2,379,459 -525,151 $2.5M -21.6% 0.46% ABS-MBS
80 DRIVE AUTO RECEIVABLES TRUST 262108AE3 Jun 2021 2,487,000 — $2.5M -1.2% 0.46% ABS-MBS
81 BANK 06540JBP6 Mar 2022 2,590,000 — $2.4M -9.0% 0.45% ABS-MBS
82 NVR, Inc. 62944TAE5 Mar 2022 2,375,000 — $2.4M -1.0% 0.44% DBT
83 Federal National Mortgage Association 31397QHQ4 Mar 2022 2,286,522 -234,903 $2.3M -11.5% 0.44% ABS-MBS
84 ANGLO AMERICAN CAPITAL PLC 034863BA7 Mar 2022 2,500,000 — $2.3M -7.8% 0.43% DBT
85 AIR LEASE CORPORATION 00914AAL6 Mar 2022 2,401,000 — $2.3M -3.1% 0.43% DBT
86 DTE ENERGY COMPANY 233331842 Mar 2022 41,640 — $2.2M +3.8% 0.41% EP
87 PLAINS ALL AMERICAN PIPELINE, L.P. 72650RBB7 Mar 2022 2,215,000 — $2.2M -1.3% 0.41% DBT
88 CINCINNATI FINANCIAL CORPORATION 172062AE1 Mar 2022 1,795,000 — $2.2M -9.6% 0.41% DBT
89 PULTEGROUP, INC. 745867AX9 Jun 2021 2,051,000 — $2.2M -7.7% 0.40% DBT
90 NVR, Inc. 62944TAF2 Mar 2022 2,303,000 — $2.2M -10.0% 0.40% DBT
91 CONTINENTAL RESOURCES, INC. 212015AU5 — 2,295,000 — $2.1M -5.8% 0.40% DBT
92 CITIGROUP COMMERCIAL MORTGAGE TRUST 17328RBB4 Mar 2022 2,241,000 — $2.1M -7.7% 0.40% ABS-MBS
93 NIKE, INC. 654106AE3 Mar 2022 2,026,000 — $2.1M -13.0% 0.40% DBT
94 CONTINENTAL RESOURCES, INC. 212015AL5 Mar 2022 2,084,000 — $2.1M -1.8% 0.39% DBT
95 SANTANDER DRIVE AUTO RECEIVABLES TRUST 80285VAE9 — 2,213,000 — $2.1M -3.5% 0.39% ABS-MBS
96 GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 380149AF1 Jun 2021 2,218,000 — $2.1M -3.7% 0.39% ABS-MBS
97 CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. 209111ES8 Mar 2022 1,640,000 — $2.1M -10.3% 0.38% DBT
98 HOLLYFRONTIER CORPORATION 436106AB4 Mar 2022 2,069,000 — $2.1M -2.8% 0.38% DBT
99 HOLOGIC, INC. 436440AP6 Mar 2022 2,186,000 — $2.0M -7.1% 0.38% DBT
100 GENERAL MOTORS COMPANY 37045VAE0 Mar 2022 1,976,000 — $2.0M -3.0% 0.38% DBT
101 CITIGROUP COMMERCIAL MORTGAGE TRUST 29429EAD3 — 2,060,505 New $2.0M — 0.38% ABS-MBS
102 VERIZON COMMUNICATIONS INC. 92343VGB4 Mar 2022 2,110,000 — $2.0M -12.8% 0.37% DBT
103 NORFOLK SOUTHERN CORPORATION 655844CK2 Jun 2021 2,139,000 — $2.0M -7.6% 0.37% DBT
104 NEWCREST FINANCE PTY LIMITED 65120FAB0 Mar 2022 1,720,000 — $2.0M -12.9% 0.37% DBT
105 REGIONS FINANCIAL CORPORATION 7591EPAT7 — 2,186,000 — $2.0M -8.3% 0.37% DBT
106 CAPITAL ONE FINANCIAL CORPORATION 14040HBT1 Mar 2022 1,935,000 — $1.9M -4.6% 0.36% DBT
107 Reynolds American Inc. 761713BA3 Mar 2022 1,835,000 — $1.9M -11.0% 0.36% DBT
108 VODAFONE GROUP PUBLIC LIMITED COMPANY 92857WBM1 Mar 2022 1,718,000 — $1.9M -14.0% 0.36% DBT
109 VISA INC. 92826CAQ5 Mar 2022 2,488,000 — $1.9M -11.7% 0.36% DBT
110 ZIONS BANCORPORATION, NATIONAL ASSOCIATION 98971DAB6 Mar 2022 2,000,000 — $1.9M -6.8% 0.36% DBT
111 UNITED AUTO CREDIT SECURITIZATION TRUST 90944DAE1 — 1,952,000 New $1.9M — 0.36% ABS-MBS
112 CELANESE US HOLDINGS LLC 15089QAD6 Mar 2022 1,870,000 — $1.9M -1.6% 0.35% DBT
113 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 46590MAR1 — 1,943,000 New $1.9M — 0.35% ABS-MBS
114 GLOBE LIFE INC. 37959EAA0 Mar 2022 2,094,000 — $1.9M -9.2% 0.35% DBT
115 LENNAR CORPORATION 526057CV4 Mar 2022 1,781,000 — $1.9M -7.4% 0.35% DBT
116 BANK OF AMERICA CORPORATION 06051GGA1 Mar 2022 1,775,000 — $1.8M -6.5% 0.33% DBT
117 OKLAHOMA GAS AND ELECTRIC COMPANY 678858BM2 Mar 2022 1,546,000 — $1.8M -12.3% 0.33% DBT
118 KITE REALTY GROUP, L.P. 49803XAB9 Jun 2021 1,670,000 — $1.8M +1.0% 0.33% DBT
119 PIONEER NATURAL RESOURCES COMPANY 723787AQ0 Mar 2022 1,976,000 — $1.8M -6.6% 0.33% DBT
120 HCA INC. 404119BX6 Mar 2022 1,716,000 — $1.7M -7.6% 0.33% DBT
121 Federal National Mortgage Association 3138WJXN3 Mar 2022 1,757,373 -126,560 $1.7M -11.5% 0.33% ABS-MBS
122 KKR & CO. INC. 48251W401 Mar 2022 23,207 — $1.7M -20.2% 0.32% EP
123 EXPEDIA GROUP, INC. 30212PBJ3 Jun 2021 1,712,000 — $1.7M -3.2% 0.32% DBT
124 Freddie Mac 3133KJJP8 Mar 2022 1,770,131 -99,536 $1.7M -11.1% 0.32% ABS-MBS
125 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 46644FAD3 — 1,694,000 New $1.7M — 0.31% ABS-MBS
126 B.A.T CAPITAL CORPORATION 05526DBQ7 Mar 2022 1,686,000 — $1.7M -12.9% 0.31% DBT
127 AMEREN ILLINOIS COMPANY 02361DAV2 Mar 2022 1,910,000 — $1.7M -7.9% 0.31% DBT
128 ROCKWELL AUTOMATION, INC. 773903AE9 Mar 2022 1,351,000 — $1.7M -11.8% 0.31% DBT
129 Federal National Mortgage Association 3136AWD20 Mar 2022 1,626,510 -259,851 $1.6M -15.2% 0.31% ABS-MBS
130 BARCLAYS BANK PLC 06738G8A1 Mar 2022 1,030,000 — $1.6M -6.1% 0.31% DBT
131 WESTERN MIDSTREAM OPERATING, LP 958667AC1 — 1,626,000 New $1.6M — 0.30% DBT
132 ANGLO AMERICAN CAPITAL PLC 034863AY6 Jun 2021 1,710,000 — $1.6M -12.7% 0.30% DBT
133 Freddie Mac 3128MAGF0 Mar 2022 1,508,597 -99,437 $1.6M -9.6% 0.30% ABS-MBS
134 MURPHY OIL USA, INC. 626738AF5 Mar 2022 1,721,000 +865,000 $1.6M +85.4% 0.29% DBT
135 Federal National Mortgage Association 31416VQQ0 Mar 2022 1,416,050 -123,028 $1.6M -11.6% 0.29% ABS-MBS
136 Suntory Holdings Limited 86803UAD3 Mar 2022 1,600,000 — $1.6M -4.6% 0.29% DBT
137 COMM MORTGAGE TRUST 12593PAW2 — 1,535,000 New $1.6M — 0.29% ABS-MBS
138 AKAMAI TECHNOLOGIES, INC. 00971TAJ0 Mar 2022 1,165,000 — $1.5M +0.7% 0.29% DBT
139 THE GOODYEAR TIRE & RUBBER COMPANY 382550BJ9 — 1,626,000 New $1.5M — 0.29% DBT
140 CSX Corporation 126408HR7 Mar 2022 1,635,000 — $1.5M -12.3% 0.28% DBT
141 THE SCOTTS MIRACLE-GRO COMPANY 810186AS5 — 1,626,000 New $1.5M — 0.28% DBT
142 JPMORGAN PRIME MONEY MARKET FUND CJPXX Mar 2022 1,498,040 -1,922,348 $1.5M -56.2% 0.28% STIV
143 GS MORTGAGE SECURITIES TRUST 36252TAR6 — 1,510,087 New $1.5M — 0.28% ABS-MBS
144 WHIRLPOOL CORPORATION 963320AY2 Jun 2021 1,625,000 — $1.5M -8.8% 0.28% DBT
145 TYSON FOODS, INC. 902494BH5 Mar 2022 1,271,000 — $1.5M -13.6% 0.28% DBT
146 EOG RESOURCES, INC. 26875PAT8 Mar 2022 1,196,000 — $1.5M -9.8% 0.27% DBT
147 VIATRIS INC. 92556VAF3 — 1,735,000 — $1.5M -21.0% 0.27% DBT
148 TEXAS INSTRUMENTS INCORPORATED 882508BD5 Mar 2022 1,299,000 — $1.4M -11.3% 0.27% DBT
149 BANK OF AMERICA CORPORATION 06051GFH7 Mar 2022 1,400,000 — $1.4M -4.4% 0.27% DBT
150 Compagnie des chemins de fer nationaux du Canada 136375CK6 Mar 2022 1,525,000 — $1.4M -11.2% 0.27% DBT
151 STORE CAPITAL CORPORATION 862121AC4 Mar 2022 1,570,000 — $1.4M -9.0% 0.27% DBT
152 GS MORTGAGE SECURITIES TRUST 36250GAP0 — 1,428,000 New $1.4M — 0.27% ABS-MBS
153 CENTENE CORPORATION 15135BAR2 Mar 2022 1,410,000 — $1.4M -4.0% 0.26% DBT
154 WELLS FARGO COMMERCIAL MORTGAGE TRUST 95000AAU1 — 1,374,000 New $1.4M — 0.26% ABS-MBS
155 BROADCOM INC. 11135FBD2 Mar 2022 1,300,000 — $1.4M -8.4% 0.26% DBT
156 CITIGROUP COMMERCIAL MORTGAGE TRUST 17324DAU8 — 1,367,000 New $1.4M — 0.26% ABS-MBS
157 ABBVIE INC. 00287YAW9 Mar 2022 1,278,000 — $1.4M -12.1% 0.25% DBT
158 NETAPP, INC. 64110DAD6 Mar 2022 1,345,000 — $1.4M -1.2% 0.25% DBT
159 YUM! Brands, Inc. 988498AN1 Mar 2022 1,478,000 — $1.3M -8.5% 0.25% DBT
160 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 61691GAS9 — 1,335,542 New $1.3M — 0.25% ABS-MBS
161 Freddie Mac 3137BEWK6 Mar 2022 1,357,071 -129,145 $1.3M -12.1% 0.25% ABS-MBS
162 Federal National Mortgage Association 3136B0AV8 Mar 2022 1,373,899 -94,003 $1.3M -10.9% 0.25% ABS-MBS
163 AerCap Ireland Capital Designated Activity Company 00774MAN5 Mar 2022 1,250,000 — $1.3M -7.3% 0.25% DBT
164 TotalEnergies Capital International SA 89153VAX7 Mar 2022 1,431,000 — $1.3M -10.3% 0.24% DBT
165 PUBLIC SERVICE ELECTRIC AND GAS COMPANY 74456QBF2 Mar 2022 1,289,000 — $1.3M -10.9% 0.24% DBT
166 VALE OVERSEAS LIMITED 91911TAP8 Mar 2022 1,184,000 — $1.3M -5.5% 0.24% DBT
167 Sensata Technologies B.V. 81725WAK9 Mar 2022 1,343,000 — $1.3M -6.8% 0.24% DBT
168 AerCap Ireland Capital Designated Activity Company 00774MAS4 Mar 2022 1,385,000 — $1.3M -6.5% 0.24% DBT
169 COMCAST CORPORATION 20030NCZ2 Mar 2022 1,346,000 — $1.3M -11.9% 0.24% DBT
170 Freddie Mac 312934HF2 Mar 2022 1,173,866 -11,143 $1.3M -4.9% 0.24% ABS-MBS
171 APPLE INC. 037833BX7 Mar 2022 1,074,000 — $1.3M -10.5% 0.24% DBT
172 CHASE AUTO CREDIT LINKED NOTES 48128U2N8 — 1,290,437 -214,540 $1.3M -15.7% 0.24% ABS-MBS
173 AIR LEASE CORPORATION 00914AAP7 — 1,340,000 — $1.3M -3.9% 0.24% DBT
174 CANADIAN NATURAL RESOURCES LIMITED 136385AW1 Mar 2022 1,255,000 — $1.3M -1.3% 0.24% DBT
175 ANTHEM, INC. 036752AJ2 Mar 2022 1,278,000 — $1.3M -4.1% 0.24% DBT
176 United States of America 91282CBM2 — 1,311,000 New $1.3M — 0.23% DBT
177 SABRA HEALTH CARE LIMITED PARTNERSHIP 14162VAB2 Mar 2022 1,230,000 — $1.3M -7.1% 0.23% DBT
178 HUMANA INC. 444859BJ0 Mar 2022 1,234,000 — $1.2M -1.3% 0.23% DBT
179 ROSS STORES, INC. 778296AA1 Mar 2022 1,220,000 — $1.2M -4.2% 0.23% DBT
180 CITIGROUP COMMERCIAL MORTGAGE TRUST 29425AAD5 — 1,204,737 New $1.2M — 0.23% ABS-MBS
181 Freddie Mac 312944Y54 Mar 2022 1,138,572 -112,719 $1.2M -12.3% 0.23% ABS-MBS
182 PHYSICIANS REALTY L.P. 71951QAB8 Mar 2022 1,180,000 — $1.2M -7.7% 0.22% DBT
183 AT&T INC. 00206RDQ2 Mar 2022 1,140,000 — $1.2M -5.8% 0.22% DBT
184 JPMORGAN CHASE & CO. 46625HJB7 Mar 2022 980,000 — $1.2M -12.7% 0.22% DBT
185 WESTERN DIGITAL CORPORATION 958102AQ8 — 1,293,000 — $1.2M -9.2% 0.22% DBT
186 WISCONSIN PUBLIC SERVICE CORPORATION 976843BN1 — 1,370,000 — $1.2M -13.3% 0.22% DBT
187 SNAP-ON INCORPORATED 833034AL5 Mar 2022 1,100,000 — $1.2M -12.5% 0.22% DBT
188 CSAIL COMMERCIAL MORTGAGE TRUST 12637UAW9 — 1,161,000 New $1.2M — 0.22% ABS-MBS
189 FIFTH THIRD BANCORP 316773CZ1 Mar 2022 1,165,000 — $1.2M -1.9% 0.22% DBT
190 REGENCY CENTERS, L.P. 75884RAY9 Mar 2022 1,055,000 — $1.1M -13.8% 0.21% DBT
191 WELLS FARGO & COMPANY 929903AM4 Mar 2022 1,000,000 — $1.1M -10.9% 0.21% DBT
192 DANA INCORPORATED 235825AG1 Mar 2022 1,118,000 — $1.1M -4.9% 0.21% DBT
193 CHURCH & DWIGHT CO., INC. 17136MAA0 — 1,231,000 — $1.1M -9.3% 0.21% DBT
194 SIRIUS XM RADIO INC. 82967NBG2 Mar 2022 1,190,000 — $1.1M -6.5% 0.21% DBT
195 OSHKOSH CORPORATION 688225AH4 Mar 2022 1,190,000 — $1.1M -10.0% 0.21% DBT
196 THE ESTEE LAUDER COMPANIES INC. 29736RAK6 Mar 2022 1,000,000 — $1.1M -13.7% 0.20% DBT
197 Freddie Mac 31335B7H3 Mar 2022 1,010,827 -57,163 $1.1M -8.7% 0.20% ABS-MBS
198 REGENERON PHARMACEUTICALS, INC. 75886FAF4 Mar 2022 1,328,000 — $1.1M -14.7% 0.20% DBT
199 FORD MOTOR COMPANY 345370CZ1 — 885,000 New $1.0M — 0.20% DBT
200 CITIGROUP INC. 172967KA8 Mar 2022 1,000,000 — $1.0M -7.5% 0.19% DBT
201 VERIZON COMMUNICATIONS INC. 92343VEN0 Mar 2022 1,017,000 — $1.0M -4.8% 0.19% DBT
202 PHYSICIANS REALTY L.P. 71951QAC6 — 1,137,000 — $1.0M -9.6% 0.19% DBT
203 SENSATA TECHNOLOGIES, INC. 81728UAB0 Mar 2022 1,094,000 — $1.0M -7.2% 0.19% DBT
204 ESSENTIAL PROPERTIES, L.P. 29670VAA7 — 1,148,000 New $1.0M — 0.19% DBT
205 LUMEN TECHNOLOGIES, INC. 156700AX4 Mar 2022 962,000 — $1.0M -3.6% 0.19% DBT
206 WELLS FARGO & COMPANY 94974BGQ7 Mar 2022 890,000 — $985K -12.4% 0.18% DBT
207 Federal National Mortgage Association 3136B3F62 Mar 2022 999,737 -185,607 $984K -19.0% 0.18% ABS-MBS
208 VISHAY INTERTECHNOLOGY, INC. 928298AP3 Jun 2021 975,000 — $982K -2.8% 0.18% DBT
209 GENERAL MOTORS FINANCIAL COMPANY, INC. 37045XCL8 Mar 2022 966,000 — $981K -2.3% 0.18% DBT
210 COMCAST CORPORATION 20030NDL2 Mar 2022 1,166,000 — $981K -12.0% 0.18% DBT
211 ALLEGHANY CORPORATION 017175AE0 Mar 2022 965,000 — $971K -7.2% 0.18% DBT
212 SOUTHERN COPPER CORPORATION 84265VAG0 Mar 2022 850,000 — $965K -10.2% 0.18% DBT
213 EQUINOR ASA 85771PAL6 Mar 2022 930,000 — $963K -11.5% 0.18% DBT
214 SIXTH STREET SPECIALTY LENDING, INC. 87265KAD4 Mar 2022 770,000 — $943K -0.5% 0.18% DBT
215 CITIGROUP INC. 172967JL6 Mar 2022 929,000 — $941K -5.0% 0.18% DBT
216 Altria Group, Inc. 02209SBC6 Mar 2022 898,000 — $930K -5.7% 0.17% DBT
217 NORFOLK SOUTHERN CORPORATION 655844CL0 — 1,073,000 — $928K -12.3% 0.17% DBT
218 Federal National Mortgage Association 3136ADHH5 Mar 2022 913,852 -94,839 $910K -11.7% 0.17% ABS-MBS
219 OLD REPUBLIC INTERNATIONAL CORPORATION 680223AL8 Jun 2021 976,000 — $907K -13.7% 0.17% DBT
220 CITIGROUP INC. 172967KJ9 Mar 2022 873,000 — $906K -6.0% 0.17% DBT
221 IRON MOUNTAIN INCORPORATED 46284VAJ0 Mar 2022 910,000 — $892K -7.1% 0.17% DBT
222 RIO TINTO FINANCE (USA) LIMITED 767201AL0 Mar 2022 723,000 — $867K -9.9% 0.16% DBT
223 Federal National Mortgage Association 31418VWR9 Mar 2022 815,584 -92,070 $866K -13.4% 0.16% ABS-MBS
224 United States of America N/A Mar 2022 -220 New $858K — 0.16% DIR
225 AMERICAN ELECTRIC POWER COMPANY, INC. 02557T307 Mar 2022 15,205 — $850K +6.2% 0.16% EP
226 NEWMONT CORPORATION 651639AZ9 — 885,000 -1,275,000 $814K -62.4% 0.15% DBT
227 ACUITY BRANDS LIGHTING, INC. 00510RAD5 Mar 2022 909,000 -1,127,000 $799K -59.7% 0.15% DBT
228 BAXTER INTERNATIONAL INC. 071813BP3 Mar 2022 862,000 — $790K -15.8% 0.15% DBT
229 Federal National Mortgage Association 3140QBBK3 Mar 2022 764,724 -131,148 $781K -18.1% 0.15% ABS-MBS
230 UNIVERSAL HEALTH SERVICES, INC. 913903AV2 Mar 2022 854,000 — $777K -8.4% 0.14% DBT
231 NEVADA POWER COMPANY 641423BP2 Mar 2022 600,000 — $771K -10.4% 0.14% DBT
232 EQM Midstream Partners, LP 26885BAD2 Mar 2022 737,000 — $742K -3.1% 0.14% DBT
233 COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 13645RBH6 — 813,000 — $723K -13.3% 0.13% DBT
234 FRESNILLO PLC 358070AB6 Mar 2022 800,000 — $707K -15.8% 0.13% DBT
235 NCR CORPORATION 62886EAZ1 Mar 2022 729,000 — $691K -8.0% 0.13% DBT
236 VIATRIS INC. 92556VAC0 — 730,000 — $665K -9.8% 0.12% DBT
237 BARCLAYS BANK PLC 06739GCF4 Mar 2022 595,000 — $660K -2.4% 0.12% DBT
238 NEWCREST FINANCE PTY LIMITED 65120FAE4 Mar 2022 665,000 — $649K -14.8% 0.12% DBT
239 CHURCH & DWIGHT CO., INC. 171340AK8 Mar 2022 620,000 — $622K -0.7% 0.12% DBT
240 MERITAGE HOMES CORPORATION 59001AAY8 Mar 2022 587,000 — $618K -5.9% 0.12% DBT
241 BEAR STEARNS ALT-A TRUST 07386HCT6 Mar 2022 611,215 -32,141 $586K -8.9% 0.11% ABS-MBS
242 CREDIT SUISSE FIRST BOSTON CORPORATION 22540V2L5 Mar 2022 577,312 -15,915 $582K -2.1% 0.11% ABS-MBS
243 JAPANESE YEN FUTURE JUN22 2JYM22 Mar 2022 -100 New $578K — 0.11% DFE
244 DANAHER CORPORATION 235851409 Mar 2022 349 — $551K -9.1% 0.10% EP
245 BLOCK, INC. 852234AK9 — 505,000 — $461K -13.9% 0.09% DBT
246 Iberdrola International B.V. 29266MAE9 Mar 2022 373,000 — $456K -9.8% 0.09% DBT
247 CENTERPOINT ENERGY 15189T206 Mar 2022 8,930 — $455K -12.5% 0.08% EP
248 Federal National Mortgage Association 3138WJ5W4 Mar 2022 439,017 -41,991 $453K -13.0% 0.08% ABS-MBS
249 Federal National Mortgage Association 31418DPR7 Mar 2022 416,536 -71,987 $433K -17.3% 0.08% ABS-MBS
250 AFLAC INCORPORATED 001055AY8 Mar 2022 341,000 — $391K -14.1% 0.07% DBT
251 TEMPFUND TMPXX Mar 2022 376,461 -483,092 $376K -56.2% 0.07% STIV
252 Federal National Mortgage Association 3136ADEA3 Mar 2022 364,903 -109,882 $365K -23.7% 0.07% ABS-MBS
253 MEXICAN PESO CURRENCY FUTURE JUN22 MQM22 Mar 2022 241 New $365K — 0.07% DFE
254 Federal National Mortgage Association 31416BTB4 Mar 2022 238,189 -15,430 $256K -10.0% 0.05% ABS-MBS
255 Federal National Mortgage Association 31412NQE9 Mar 2022 219,066 -2,461 $240K -4.8% 0.04% ABS-MBS
256 Federal National Mortgage Association 3140J9QR5 Mar 2022 238,739 -15,880 $237K -11.1% 0.04% ABS-MBS
257 NISOURCE INC. 65473P121 — 1,950 — $232K +6.2% 0.04% EP
258 Federal National Mortgage Association 3138M1GJ1 Mar 2022 191,697 -4,316 $204K -5.6% 0.04% ABS-MBS
259 Federal National Mortgage Association 31417SKK5 Mar 2022 183,357 -1,884 $198K -4.9% 0.04% ABS-MBS
260 Freddie Mac 3137AN2J3 Mar 2022 191,535 -331,442 $192K -63.6% 0.04% ABS-MBS
261 Federal National Mortgage Association 3138WHWW8 Mar 2022 192,802 -11,212 $191K -11.7% 0.04% ABS-MBS
262 GOLDMAN SACHS FINANCIAL SQUARE PRIME OBLIGATIONS FUND FPOXX Mar 2022 187,873 -241,086 $188K -56.2% 0.04% STIV
263 Government National Mortgage Association 38379A6E5 Mar 2022 175,289 -13,248 $175K -9.3% 0.03% ABS-MBS
264 Federal National Mortgage Association 31412MR59 Mar 2022 138,292 -1,489 $149K -5.0% 0.03% ABS-MBS
265 Federal National Mortgage Association 31412MQP6 Mar 2022 91,180 -1,048 $99K -4.4% 0.02% ABS-MBS
266 Federal National Mortgage Association 31411GJU7 Mar 2022 87,524 -1,515 $89K -1.9% 0.02% ABS-MBS
267 Government National Mortgage Association 36201MP63 Mar 2022 52,417 -1,214 $57K -6.3% 0.01% ABS-MBS
268 Federal National Mortgage Association 31414K6M7 Mar 2022 40,306 -6,736 $44K -17.4% 0.01% ABS-MBS
269 Federal National Mortgage Association 31376J4H9 Mar 2022 25,040 -4,597 $27K -18.9% 0.00% ABS-MBS
270 Federal National Mortgage Association 31384VL75 Mar 2022 23,584 -1,362 $26K -8.9% 0.00% ABS-MBS
271 Freddie Mac 3137BGJD2 Mar 2022 25,909 -11,656 $26K -31.5% 0.00% ABS-MBS
272 Freddie Mac 3128M6RR1 Mar 2022 20,936 -577 $24K -6.2% 0.00% ABS-MBS
273 Federal National Mortgage Association 31371KP88 Mar 2022 19,199 -624 $22K -7.5% 0.00% ABS-MBS
274 Government National Mortgage Association 36207ENA8 Mar 2022 13,433 -285 $15K -5.9% 0.00% ABS-MBS
275 Federal National Mortgage Association 31415SPB2 Mar 2022 12,135 -107 $13K -3.7% 0.00% ABS-MBS
276 J.P. MORGAN MORTGAGE TRUST 466247HP1 Mar 2022 16,289 — $11K -7.2% 0.00% ABS-MBS
277 Freddie Mac 312916VS5 Mar 2022 9,629 -3,401 $10K -26.6% 0.00% ABS-MBS
278 Federal National Mortgage Association 31416BL63 Mar 2022 6,543 -505 $7K -10.8% 0.00% ABS-MBS
279 Federal National Mortgage Association 31385PXK5 Mar 2022 6,372 -1,762 $7K -24.5% 0.00% ABS-MBS
280 Federal National Mortgage Association 31385H4W9 Mar 2022 4,121 -177 $5K -7.9% 0.00% ABS-MBS
281 Federal National Mortgage Association 31384VNL2 Mar 2022 2,629 -135 $3K -8.3% 0.00% ABS-MBS
282 Federal National Mortgage Association 31414MJX5 Mar 2022 2,853 -635 $3K -18.6% 0.00% ABS-MBS
283 Federal National Mortgage Association 31384VRZ7 Mar 2022 1,319 -62 $1K -7.8% 0.00% ABS-MBS
284 Federal National Mortgage Association 31416JZC8 Mar 2022 776 -10 $822 -3.7% 0.00% ABS-MBS
285 Federal National Mortgage Association 31371JL44 Mar 2022 470 -14 $531 -6.6% 0.00% ABS-MBS
286 United States of America N/A Mar 2022 90 New $-182422 — -0.03% DIR
287 CANADIAN DOLLAR FUTURE JUN22 CQM22 Mar 2022 -106 New $-224722 — -0.04% DFE
288 United States of America N/A Mar 2022 150 New $-441031 — -0.08% DIR
289 United States of America N/A Mar 2022 161 New $-1147684 — -0.21% DIR
290 S P500 MIC EMINI FUTURE JUN22 HWAM22 Mar 2022 -886 New $-1433677 — -0.27% DE
✕ Federal National Mortgage Association 01F020638 — 12,200,000 Exited $12.1M — — —
✕ Federal National Mortgage Association 3140F8H75 — 6,956,313 Exited $7.3M — — —
✕ Federal Home Loan Banks 3130APGQ2 — 6,500,000 Exited $6.4M — — —
✕ Federal Home Loan Banks 3130APB79 — 6,245,000 Exited $6.1M — — —
✕ Federal Home Loan Banks 3130APDK8 — 6,200,000 Exited $6.1M — — —
✕ Federal Home Loan Banks 3130APKV6 — 6,000,000 Exited $5.9M — — —
✕ FORTIVE CORPORATION 34959JAK4 — 4,055,000 Exited $4.1M — — —
✕ VMWARE, INC. 928563AB1 — 3,174,000 Exited $3.2M — — —
✕ EXPEDIA GROUP, INC. 30212PBD6 — 2,760,000 Exited $3.2M — — —
✕ Chevron U.S.A. Inc. 166756AR7 — 2,725,000 Exited $3.0M — — —
✕ THE GOLDMAN SACHS GROUP, INC. 38141GGS7 — 2,750,000 Exited $2.8M — — —
✕ AFLAC INCORPORATED 001055AQ5 — 2,450,000 Exited $2.6M — — —
✕ ENEL Finance International N.V. 29278GAM0 — 2,000,000 Exited $2.0M — — —
✕ United States of America 91282CBR1 — 1,735,000 Exited $1.7M — — —
✕ ROSS STORES, INC. 778296AF0 — 1,552,000 Exited $1.5M — — —
✕ LEVEL 3 FINANCING, INC. 527298BT9 — 1,445,000 Exited $1.4M — — —
✕ NUCOR CORPORATION 670346AR6 — 1,265,000 Exited $1.3M — — —
✕ FORD MOTOR COMPANY 345370CY4 — 885,000 Exited $1.2M — — —
✕ PIEDMONT OPERATING PARTNERSHIP, LP 720198AE0 — 1,167,000 Exited $1.2M — — —
✕ HILTON DOMESTIC OPERATING COMPANY INC. 432891AK5 — 1,115,000 Exited $1.2M — — —
✕ LEAR CORPORATION 521865BB0 — 994,000 Exited $1.1M — — —
✕ HILTON DOMESTIC OPERATING COMPANY INC. 432833AF8 — 936,000 Exited $1.0M — — —
✕ AT&T INC. 00206RKG6 — 919,000 Exited $0.9M — — —
✕ Freddie Mac 3137F3MS0 — 189,653 Exited $0.2M — — —