0001752724-21-189554.txt : 20210827 0001752724-21-189554.hdr.sgml : 20210827 20210827135156 ACCESSION NUMBER: 0001752724-21-189554 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210827 PERIOD START: 20210630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VICTORY PORTFOLIOS CENTRAL INDEX KEY: 0000802716 IRS NUMBER: 316364605 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04852 FILM NUMBER: 211217262 BUSINESS ADDRESS: STREET 1: 4900 TIEDEMAN ROAD CITY: BROOKLYN STATE: OH ZIP: 44144 BUSINESS PHONE: 6144708000 MAIL ADDRESS: STREET 1: 4900 TIEDEMAN ROAD CITY: BROOKLYN STATE: OH ZIP: 44144 FORMER COMPANY: FORMER CONFORMED NAME: SOCIETY FUNDS DATE OF NAME CHANGE: 19940906 0000802716 S000046391 Victory INCORE Total Return Bond Fund C000144969 Class A MUCAX C000144970 Class C MUCCX C000144971 Class Y MUCYX C000155525 Class R6 MUCRX NPORT-P 1 primary_doc.xml NPORT-P false 0000802716 XXXXXXXX S000046391 C000155525 C000144969 C000144971 C000144970 Victory Portfolios 811-04852 0000802716 549300V07N3HJP1EW330 4900 Tiedeman Road 4th Floor Brooklyn 44144 800-539-3863 Victory INCORE Total Return Bond Fund S000046391 549300VQYIXD1I5A0C93 2021-06-30 2021-06-30 N 71154802.58 3322370.25 67832432.33 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 2462291.25000000 CAD JPY USD N Mylan Inc. 30ZMPDNA1RHIBH89C294 628530BK2 262000.00000000 PA USD 300681.68000000 0.443271263718 Long DBT CORP US N 2 2028-04-15 Fixed 4.55000000 N N N N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 81762PAC6 5000.00000000 PA USD 20332.50000000 0.029974599614 Long DBT CORP US N 2 2022-06-01 None 0.00000000 N N N N N SERVICENOW, INC. USD XXXX N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPR7 50307.36000000 PA USD 54167.48000000 0.079854839550 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N EQM Midstream Partners, LP 549300NELT611CL6XM83 26885BAD2 84000.00000000 PA USD 87697.68000000 0.129285766391 Long DBT CORP US N 2 2023-07-15 Fixed 4.75000000 N N N N N N SABRA HEALTH CARE LIMITED PARTNERSHIP 549300OVKLRFSIQG0H81 14162VAB2 145000.00000000 PA USD 163201.85000000 0.240595603598 Long DBT CORP US N 2 2026-08-15 Fixed 5.12500000 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 184000.00000000 PA USD 185838.16000000 0.273966528423 Long DBT CORP US N 2 2030-11-18 Fixed 2.75000000 N N N N N N GLOBE LIFE INC. 5493001JFHKQOPP6XA71 37959EAA0 250000.00000000 PA USD 246990.00000000 0.364117858546 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBQ7 167000.00000000 PA USD 193087.07000000 0.284653024176 Long DBT CORP US N 2 2050-04-02 Fixed 5.28200000 N N N N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296AA1 160000.00000000 PA USD 169600.00000000 0.250027891046 Long DBT CORP US N 2 2024-09-15 Fixed 3.37500000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AL5 115000.00000000 PA USD 141083.15000000 0.207987750334 Long DBT CORP US N 2 2048-03-01 Fixed 4.10000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174824M3 303000.00000000 PA USD 320570.97000000 0.472592473819 Long DBT CORP US N 2 2022-11-01 Fixed 4.87500000 N N N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 29736RAK6 105000.00000000 PA USD 131138.70000000 0.193327432756 Long DBT CORP US N 2 2047-03-15 Fixed 4.15000000 N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAD6 210000.00000000 PA USD 221331.60000000 0.326291705011 Long DBT CORP US N 2 2022-11-15 Fixed 4.62500000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96043FAE3 332000.00000000 PA USD 331621.60000000 0.488883545243 Long ABS-MBS CORP US Y 2 2026-03-16 Fixed 0.95000000 N N N N N N KKR & CO. INC. 549300JOHU21WRN2Z451 48251W401 2125.00000000 NS USD 163752.50000000 0.241407383422 Long EP CORP US N 1 N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06738G8A1 110000.00000000 PA USD 158085.40000000 0.233052825278 Long DBT CORP GB N 2 2025-02-04 None 0.00000000 N N N N N BARCLAYS BANK PLC USD XXXX N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAN5 150000.00000000 PA USD 175879.50000000 0.259285262165 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N GOLDMAN SACHS FINANCIAL SQUARE PRIME OBLIGATIONS FUND N/A 38141W364 31433.00000000 NS USD 31432.57999999 0.046338571270 Long STIV RF US N 1 N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AR7 320000.00000000 PA USD 364809.60000000 0.537809993640 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DP89 524751.96000000 PA USD 548173.53000000 0.808128960101 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 3.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 143000.00000000 PA USD 171858.83000000 0.253357905793 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111ES8 250000.00000000 PA USD 350862.50000000 0.517248885154 Long DBT CORP US N 2 2037-08-15 Fixed 6.30000000 N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAL6 282000.00000000 PA USD 280646.40000000 0.413734832085 Long DBT CORP US N 2 2024-02-15 Fixed 0.70000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS, INC. UMI46YPGBLUE4VGNNT48 65339KAW0 310000.00000000 PA USD 320425.30000000 0.472377724037 Long DBT CORP US N 2 2023-01-15 Fixed 2.80000000 N N N N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057CV4 212000.00000000 PA USD 245368.80000000 0.361727851371 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N SENSATA TECHNOLOGIES, INC. N/A 81728UAB0 130000.00000000 PA USD 128606.40000000 0.189594262777 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 92890NAW9 270000.00000000 PA USD 277506.57000000 0.409106028588 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 3.24100000 N N N N N N NXP B.V. 724500RKKW4NOJ9YQF60 62947QAV0 300000.00000000 PA USD 322383.00000000 0.475263806598 Long DBT CORP NL Y 2 2023-06-01 Fixed 4.62500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 128000.00000000 PA USD 123185.92000000 0.181603277029 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAE4 110000.00000000 PA USD 126261.30000000 0.186137066979 Long DBT CORP AU Y 2 2050-05-13 Fixed 4.20000000 N N N N N N NETAPP, INC. QTX3D84DZDD5JYOCYH15 64110DAD6 150000.00000000 PA USD 154341.00000000 0.227532751957 Long DBT CORP US N 2 2022-12-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934HF2 538174.89000000 PA USD 612445.67000000 0.902880302184 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N VMWARE, INC. 549300BUDHS3LRWBE814 928563AB1 360000.00000000 PA USD 369406.80000000 0.544587282677 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 171340AK8 70000.00000000 PA USD 71472.10000000 0.105365674714 Long DBT CORP US N 2 2022-08-01 Fixed 2.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLKJ5 641686.70000000 PA USD 648844.45000000 0.956540150061 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140H2ZD3 913930.00000000 PA USD 982708.92000000 1.448730181484 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N EXPEDIA GROUP, INC. N/A 30212PBD6 180000.00000000 PA USD 194851.80000000 0.287254626300 Long DBT CORP US Y 2 2026-02-15 None 0.00000000 N N N N N EXPEDIA GROUP, INC. USD XXXX N N KITE REALTY GROUP, L.P. 549300X6R2GYI8Y3OD81 49803XAB9 25000.00000000 PA USD 26241.50000000 0.038685771833 Long DBT CORP US Y 2 2027-04-01 Fixed 0.75000000 N N N N N KITE REALTY GROUP, L.P. USD XXXX N N N EXPEDIA GROUP, INC. N/A 30212PBJ3 201000.00000000 PA USD 213558.48000000 0.314832407838 Long DBT CORP US N 2 2023-12-15 Fixed 3.60000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AN2J3 178933.33000000 PA USD 181950.05000000 0.268234594795 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 3.50000000 N N N N N N BLACKROCK LIQUIDITY FUNDS TEMPFUND PORTFOLIO N/A 09248U619 62985.00000000 NS USD 62984.89999999 0.092853665770 Long STIV RF US N 1 N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452AF7 363000.00000000 PA USD 360375.51000000 0.531273164799 Long DBT CORP US N 2 2030-06-11 Fixed 1.80000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST N/A 80286TAF0 674000.00000000 PA USD 674382.01000000 0.994188158724 Long ABS-MBS CORP US Y 2 2026-03-20 Fixed 1.14000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAK9 200000.00000000 PA USD 203138.00000000 0.299470316812 Long DBT CORP NL Y 2 2029-04-15 Fixed 4.00000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAW5 135000.00000000 PA USD 143105.40000000 0.210968993863 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N PIEDMONT OPERATING PARTNERSHIP, LP 549300WKGDPAS39FBD10 720198AE0 134000.00000000 PA USD 136331.60000000 0.200982915276 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAL6 100000.00000000 PA USD 116840.00000000 0.172247988147 Long DBT CORP NO N 2 2043-05-15 Fixed 3.95000000 N N N N N N MSILF PRIME PORTFOLIO N/A 61747C715 1126898.00000000 NS USD 1126897.64999999 1.661296243244 Long STIV RF US N 1 N N BROADCOM CORPORATION KFFV4ZWM9DJH1ND3BD89 11134LAF6 132000.00000000 PA USD 141002.40000000 0.207868706983 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331842 3724.00000000 NS USD 184077.32000000 0.271370661020 Long EP CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHST0 528000.63000000 PA USD 562114.97000000 0.828681724496 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BX6 193000.00000000 PA USD 217642.24000000 0.320852772816 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N PHYSICIANS REALTY L.P. 549300P6Q1UMT0X60U20 71951QAB8 138000.00000000 PA USD 151546.08000000 0.223412422044 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 105000.00000000 PA USD 118777.05000000 0.175103628043 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 160000.00000000 PA USD 202806.40000000 0.298981465110 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055AY8 35000.00000000 PA USD 46067.70000000 0.067913973327 Long DBT CORP US N 2 2049-01-15 Fixed 4.75000000 N N N N N N Highwoods Realty Limited Partnership JUJNVZX73BIYHLR58F51 431282AM4 630000.00000000 PA USD 650783.70000000 0.959399033244 Long DBT CORP US N 2 2023-01-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416VQQ0 92913.48000000 PA USD 108919.90000000 0.160572009964 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X92S3 641959.26000000 PA USD 650042.90000000 0.958306930286 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N PARK PLACE SECURITIES, INC. N/A 70069FAY3 18700.22000000 PA USD 18700.84000000 0.027569172087 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.06650000 N N N N N N DANA INCORPORATED KVWHW7YLZPFJM8QYNJ51 235825AG1 110000.00000000 PA USD 118841.80000000 0.175199083856 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJXK9 874367.40000000 PA USD 934539.41000000 1.377717675600 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903AH2 165000.00000000 PA USD 184973.25000000 0.272691459890 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAB4 415000.00000000 PA USD 424183.95000000 0.625340910578 Long DBT CORP NL Y 2 2022-05-25 Fixed 2.87500000 N N N N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 913903AV2 102000.00000000 PA USD 102501.84000000 0.151110370775 Long DBT CORP US Y 2 2030-10-15 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QHQ4 418520.24000000 PA USD 443480.93000000 0.653788924805 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 4.50000000 N N N N N N VALMONT INDUSTRIES, INC. 5493009ZGZJJ8F77JN08 920253AF8 146000.00000000 PA USD 176373.84000000 0.260014028602 Long DBT CORP US N 2 2044-10-01 Fixed 5.00000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CZ1 130000.00000000 PA USD 132597.40000000 0.195477879010 Long DBT CORP US N 2 2023-05-05 Fixed 1.62500000 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YAW0 102000.00000000 PA USD 113890.14000000 0.167899242424 Long DBT CORP US N 2 2029-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHSF8 83348.84000000 PA USD 84027.17000000 0.123874623264 Long ABS-MBS USGSE US N 2 2040-03-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9QR5 329177.52000000 PA USD 347918.58000000 0.512908896304 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XAD82 494440.82000000 PA USD 500434.77000000 0.737751474936 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903AE9 155000.00000000 PA USD 219326.55000000 0.323335818083 Long DBT CORP US N 2 2037-12-01 Fixed 6.25000000 N N N N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346AR6 160000.00000000 PA USD 165488.00000000 0.243965894065 Long DBT CORP US N 2 2025-06-01 Fixed 2.00000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863BA7 300000.00000000 PA USD 307023.00000000 0.452619771183 Long DBT CORP GB Y 2 2031-03-17 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJJP8 294343.55000000 PA USD 304444.73000000 0.448818831261 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZX4 290000.00000000 PA USD 308383.10000000 0.454624859240 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N BANK N/A 06540JBP6 290000.00000000 PA USD 303131.35000000 0.446882618811 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.68700000 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC. 5493003EG7H0N1E4XV50 432833AF8 110000.00000000 PA USD 117691.20000000 0.173502845110 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31293VJE3 8438.36000000 PA USD 9567.30000000 0.014104315106 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.50000000 N N N N N N JPMORGAN PRIME MONEY MARKET FUND N/A 4812A0367 250634.00000000 NS USD 250633.62000000 0.369489359869 Long STIV RF US N 1 N N STANLEY BLACK & DECKER, INC. 549300DJ09SMTO561131 854502846 2482.00000000 NS USD 299651.86000000 0.441753081390 Long EP CORP US N 1 N N HILLENBRAND, INC. U246OE781574J2BUD366 431571AB4 420000.00000000 PA USD 467443.20000000 0.689114607782 Long DBT CORP US N 2 2026-09-15 Fixed 5.00000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAQ5 287000.00000000 PA USD 253673.56000000 0.373970903425 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851409 39.00000000 NS USD 57535.53000000 0.084820089776 Long EP CORP US N 1 N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCZ2 150000.00000000 PA USD 162484.50000000 0.239538071124 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N United States of America N/A N/A 6.00000000 NC USD 56213.82000000 0.082871597065 N/A DIR US N 1 XCBT N/A Long United States of America US Ultra T-Bond Futures (Composite) Sep 2021 2021-09-21 1099911.18000000 USD 56213.82000000 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055AQ5 335000.00000000 PA USD 360413.10000000 0.531328580768 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 142339AJ9 150000.00000000 PA USD 156490.50000000 0.230701590116 Long DBT CORP US N 2 2030-03-01 Fixed 2.75000000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAT8 135000.00000000 PA USD 180355.95000000 0.265884539010 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 521865BB0 112000.00000000 PA USD 120428.00000000 0.177537493295 Long DBT CORP US N 2 2030-05-30 Fixed 3.50000000 N N N N N N MURPHY OIL USA, INC. N32S6DTR2ZZ5222WHV58 626738AF5 101000.00000000 PA USD 99872.84000000 0.147234643620 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAB0 155000.00000000 PA USD 206579.35000000 0.304543627442 Long DBT CORP AU Y 2 2041-11-15 Fixed 5.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGA1 205000.00000000 PA USD 222371.70000000 0.327825042331 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RDQ2 129000.00000000 PA USD 146424.03000000 0.215861388085 Long DBT CORP US N 2 2027-03-01 Fixed 4.25000000 N N N N N N HONEYWELL INTERNATIONAL INC. ISRPG12PN4EIEOEMW547 438516CA2 82000.00000000 PA USD 84537.90000000 0.124627552184 Long DBT CORP US N 2 2050-06-01 Fixed 2.80000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283GQ83 11654.26000000 PA USD 12676.62000000 0.018688140119 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 9.00000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 195000.00000000 PA USD 219187.80000000 0.323131269911 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 23331ABM0 670000.00000000 PA USD 702635.70000000 1.035840343424 Long DBT CORP US N 2 2024-10-15 Fixed 2.50000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBX6 285000.00000000 PA USD 309324.75000000 0.456013059498 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N DARDEN RESTAURANTS, INC. CY1NFSCCB5GUXC7WZC70 237194AL9 170000.00000000 PA USD 188783.30000000 0.278308315823 Long DBT CORP US N 2 2027-05-01 Fixed 3.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAGF0 40437.54000000 PA USD 44937.78000000 0.066248221472 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.50000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HR7 195000.00000000 PA USD 206584.95000000 0.304551883080 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N DELTA AIR LINES, INC. Q2CCMS6R0AS67HJMBN42 247361ZP6 275000.00000000 PA USD 285326.25000000 0.420633965492 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAW9 142000.00000000 PA USD 171998.92000000 0.253564429421 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N ROPER TECHNOLOGIES, INC. 54930003T4SXCIWVXY35 776743AG1 379000.00000000 PA USD 405321.55000000 0.597533563337 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RHA3 312000.00000000 PA USD 399653.28000000 0.589177280354 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AP0 275000.00000000 PA USD 293502.00000000 0.432686828289 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000000 N N N N N WESTERN DIGITAL CORPORATION USD XXXX N N ILLUMINA, INC. SQ95QG8SR5Q56LSNF682 452327AK5 215000.00000000 PA USD 273254.25000000 0.402837168908 Long DBT CORP US N 2 2023-08-15 None 0.00000000 N N N N N ILLUMINA, INC. USD XXXX N N SOUTHWEST AIRLINES CO. UDTZ87G0STFETI6HGH41 844741BG2 190000.00000000 PA USD 287865.20000000 0.424376939042 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N N SOUTHWEST AIRLINES CO. USD XXXX N N N AMG CAPITAL TRUST II N/A 00170F209 3640.00000000 NS USD 218778.20000000 0.322527428967 Long EP CORP US N 2 N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BT9 170000.00000000 PA USD 165316.50000000 0.243713065154 Long DBT CORP US Y 2 2029-07-15 Fixed 3.75000000 N N N N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062AE1 230000.00000000 PA USD 314085.70000000 0.463031752233 Long DBT CORP US N 2 2034-11-01 Fixed 6.12500000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBB0 135000.00000000 PA USD 127255.05000000 0.187602074153 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N PLAINS ALL AMERICAN PIPELINE, L.P. 5521FA2ITF25TVH63740 72650RBB7 245000.00000000 PA USD 251470.45000000 0.370723032275 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J92D2 847730.38000000 PA USD 914112.93000000 1.347604528690 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B8Q75 180198.92000000 PA USD 191985.22000000 0.283028653706 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.50000000 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 168000.00000000 PA USD 177228.24000000 0.261273603072 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AB6 368000.00000000 PA USD 367160.96000000 0.541276418061 Long DBT CORP US Y 2 2024-02-10 Fixed 0.80000000 N N N N N N SQUARE, INC. 549300OHIIUWSTIZME52 852234AH6 55000.00000000 PA USD 64010.65000000 0.094365848018 Long DBT CORP US Y 2 2027-11-01 Fixed 0.25000000 N N N N N SQUARE, INC. USD XXXX N N AMERICAN ELECTRIC POWER COMPANY, INC. 1B4S6S7G0TW5EE83BO58 02557T307 1615.00000000 NS USD 82752.60000000 0.121995625333 Long EP CORP US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAR7 165000.00000000 PA USD 166511.40000000 0.245474611893 Long DBT CORP US N 2 2051-06-15 Fixed 4.12500000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CK2 239000.00000000 PA USD 242200.21000000 0.357056649276 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N ROSS STORES, INC. 549300ENZFLPGRDFZQ60 778296AF0 186000.00000000 PA USD 182194.44000000 0.268594879678 Long DBT CORP US N 2 2026-04-15 Fixed 0.87500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAG7 287000.00000000 PA USD 306613.58000000 0.452016195598 Long DBT CORP US Y 2 2027-01-30 Fixed 3.70000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBD2 315000.00000000 PA USD 372330.00000000 0.548896725667 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBW0 2874000.00000000 PA USD 2859630.00000000 4.215726757501 Long DBT UST US N 2 2026-04-30 Fixed 0.75000000 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AE6 125000.00000000 PA USD 166453.75000000 0.245389623049 Long DBT CORP US N 2 2037-10-01 Fixed 6.60000000 N N N N N United States of America N/A N/A 31.00000000 NC USD -5676.90000000 -0.00836900551 N/A DIR US N 1 XCBT N/A Long United States of America US 5-Year Note (consolidated) Sep 2021 2021-09-30 3831997.21000000 USD -5676.90000000 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CX6 584000.00000000 PA USD 625902.00000000 0.922717907202 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HRV4 425000.00000000 PA USD 457920.50000000 0.675076042935 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBBK3 132562.45000000 PA USD 141503.67000000 0.208607689772 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N NCR CORPORATION 549300YKTY8JX1DV2R67 62886EAZ1 87000.00000000 PA USD 90502.62000000 0.133420867999 Long DBT CORP US Y 2 2030-10-01 Fixed 5.25000000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944TAE5 268000.00000000 PA USD 276771.64000000 0.408022579307 Long DBT CORP US N 2 2022-09-15 Fixed 3.95000000 N N N N N N VIATRIS INC. 254900ZZTSW7NL773X71 91533BAC4 95000.00000000 PA USD 96914.25000000 0.142873027947 Long DBT CORP US Y 2 2027-06-22 Fixed 2.30000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBM1 193000.00000000 PA USD 252994.05000000 0.372969155475 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 902494BH5 135000.00000000 PA USD 178102.80000000 0.262562897838 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 75886FAF4 146000.00000000 PA USD 133093.60000000 0.196209387498 Long DBT CORP US N 2 2050-09-15 Fixed 2.80000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VEN0 116000.00000000 PA USD 126029.36000000 0.185795136147 Long DBT CORP US N 2 2025-02-15 Fixed 3.37600000 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871RAH3 95000.00000000 PA USD 105739.75000000 0.155883765874 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBR1 1247000.00000000 PA USD 1242128.91000000 1.831172593011 Long DBT UST US N 2 2024-03-15 Fixed 0.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 410000.00000000 PA USD 467203.20000000 0.688760794728 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X4S72 567642.52000000 PA USD 597946.29000000 0.881505010893 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFH7 160000.00000000 PA USD 175616.00000000 0.258896804917 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KA8 108000.00000000 PA USD 123346.80000000 0.181840449712 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 185.00000000 NS USD 282348.85000000 0.416244619721 Long EP CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U133 2700.00000000 NS USD 262251.00000000 0.386615946077 Long EP CORP US N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCF4 65000.00000000 PA USD 74272.25000000 0.109493714803 Long DBT CORP GB N 2 2025-02-18 None 0.00000000 N N N N N BARCLAYS BANK PLC USD XXXX N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AU2 166000.00000000 PA USD 193067.96000000 0.284624851812 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944TAF2 267000.00000000 PA USD 282945.24000000 0.417123830417 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N JAPANESE YEN FUTURE SEP21 N/A N/A -8.00000000 NC USD 9299.92000000 0.013710137880 N/A DFE JP N 1 XCME N/A Short Currency Futures JPY/USD Future (Consolidated) (IMM) Sep 2021 2021-09-13 -909999.92000000 USD 9299.92000000 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBT1 224000.00000000 PA USD 241337.60000000 0.355784971451 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N Suntory Holdings Limited 54930074QUY8RD0UZM08 86803UAC5 574000.00000000 PA USD 585250.40000000 0.862788462534 Long DBT CORP JP Y 2 2022-06-28 Fixed 2.55000000 N N N N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320AY2 185000.00000000 PA USD 186639.10000000 0.275147291036 Long DBT CORP US N 2 2031-05-15 Fixed 2.40000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAV2 225000.00000000 PA USD 216526.50000000 0.319207925416 Long DBT CORP US N 2 2030-11-15 Fixed 1.55000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST N/A 262108AE3 298000.00000000 PA USD 299265.18000000 0.441183029592 Long ABS-MBS CORP US N 2 2027-06-15 Fixed 1.02000000 N N N N N N MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 571900BB4 326000.00000000 PA USD 347369.30000000 0.512099136162 Long DBT CORP US N 2 2024-04-15 Fixed 3.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 2182000.00000000 PA USD 1781398.44000000 2.626175088833 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284VAJ0 108000.00000000 PA USD 114366.60000000 0.168601649788 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N CONTINENTAL RESOURCES, INC. XXRTID9RYWOZ0UPIVR53 212015AL5 234000.00000000 PA USD 244047.96000000 0.359780641231 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N CENTERPOINT ENERGY N/A 15189T206 1045.00000000 NS USD 68322.10000000 0.100721878389 Long EP CORP US N 2 N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAX7 195000.00000000 PA USD 198365.70000000 0.292434891667 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N CADENCE DESIGN SYSTEMS, INC. GCT7RXJOGLXPV0NXZY22 127387AL2 342000.00000000 PA USD 376145.28000000 0.554521291776 Long DBT CORP US N 2 2024-10-15 Fixed 4.37500000 N N N N N N Iberdrola International B.V. 549300ZMLFJKWC63XN87 29266MAE9 50000.00000000 PA USD 67879.50000000 0.100069388150 Long DBT CORP NL N 2 2033-09-15 Fixed 6.75000000 N N N N N N CANADIAN DOLLAR FUTURE SEP21 N/A N/A 8.00000000 NC USD -16880.08000000 -0.02488496935 N/A DFE CA N 1 XCME N/A Long Currency Futures CAD/USD Future (Consolidated) (IMM) Sep 2021 2021-09-14 661840.08000000 USD -16880.08000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFC51 238985.92000000 PA USD 248472.67000000 0.366303641879 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.75000000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAY9 114000.00000000 PA USD 138149.76000000 0.203663285031 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJB7 87000.00000000 PA USD 121895.70000000 0.179701207538 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WJ5W4 18840.61000000 PA USD 20458.62000000 0.030160528374 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AW1 140000.00000000 PA USD 145054.00000000 0.213841661013 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0AV8 237184.58000000 PA USD 245025.22000000 0.361221338500 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 2.50000000 N N N N N N THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 842587602 4227.00000000 NS USD 214013.01000000 0.315502485535 Long EP CORP US N 1 N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713AZ9 175000.00000000 PA USD 220916.50000000 0.325679755850 Long DBT CORP US N 2 2043-09-15 Fixed 6.15000000 N N N N N N RETAIL PROPERTIES OF AMERICA, INC. 549300OVTYLM7DH6CM14 76131VAA1 339000.00000000 PA USD 361241.79000000 0.532550253015 Long DBT CORP US N 2 2025-03-15 Fixed 4.00000000 N N N N N N MEXICAN PESO CURRENCY FUTURE SEP21 N/A N/A -19.00000000 NC USD 3799.81000000 0.005601759909 N/A DFE US N 1 XCME N/A Short MEXICAN PESO CURRENCY FUTURE SEP21 MEXICAN PESO CURRENCY FUTURE SEP21 2021-09-14 -475949.81000000 USD 3799.81000000 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AW7 300000.00000000 PA USD 308532.00000000 0.454844370756 Long DBT CORP US N 2 2022-11-19 Fixed 2.60000000 N N N N N N AMERIQUEST MORTGAGE SECURITIES INC N/A 03072SXD2 46930.25000000 PA USD 46940.41000000 0.069200540785 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.94650000 N N N N N N Iberdrola International B.V. 549300ZMLFJKWC63XN87 29266MAF6 152000.00000000 PA USD 230649.36000000 0.340028142994 Long DBT CORP NL N 2 2036-07-15 Fixed 6.75000000 N N N N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 432891AK5 130000.00000000 PA USD 135636.80000000 0.199958626487 Long DBT CORP US N 2 2027-04-01 Fixed 4.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505682 190.00000000 NS USD 269040.00000000 0.396624432824 Long EP CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BEWK6 233465.96000000 PA USD 242661.06000000 0.357736044049 Long ABS-MBS USGSE US N 2 2037-04-15 Fixed 2.50000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JL6 108000.00000000 PA USD 118531.08000000 0.174741013890 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N EURONET WORLDWIDE, INC. YG3575C4DSHJPA5KET68 298736AL3 260000.00000000 PA USD 298768.60000000 0.440450960900 Long DBT CORP US N 2 2049-03-15 Fixed 0.75000000 N N N N N EURONET WORLDWIDE, INC. USD XXXX N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BGJD2 283273.29000000 PA USD 287374.25000000 0.423653170215 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 3.00000000 N N N N N N CITRIX SYSTEMS, INC. HCTKJGUQOPZ5NBK7NP58 177376AG5 275000.00000000 PA USD 271867.75000000 0.400793161414 Long DBT CORP US N 2 2026-03-01 Fixed 1.25000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAF4 184000.00000000 PA USD 162852.88000000 0.240081144676 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHWW8 170902.00000000 PA USD 183113.15000000 0.269949261304 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 155000.00000000 PA USD 198398.45000000 0.292483172407 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAS4 150000.00000000 PA USD 148276.50000000 0.218592338364 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 50000.00000000 PA USD 50781.25000000 0.074862787984 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N MERITAGE HOMES CORPORATION 52990044W9UMFJO2FB97 59001AAY8 63000.00000000 PA USD 71840.16000000 0.105908276516 Long DBT CORP US N 2 2025-06-01 Fixed 6.00000000 N N N N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265VAG0 95000.00000000 PA USD 121420.45000000 0.179000583982 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BJ0 135000.00000000 PA USD 139432.05000000 0.205553663948 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AL0 75000.00000000 PA USD 102801.00000000 0.151551398746 Long DBT CORP AU N 2 2040-11-02 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 545000.00000000 PA USD 590011.55000000 0.869807450114 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N AKAMAI TECHNOLOGIES, INC. OC1LZNN2LF5WTJ5RIL89 00971TAJ0 80000.00000000 PA USD 104793.60000000 0.154488931622 Long DBT CORP US N 2 2025-05-01 Fixed 0.12500000 N N N N N AKAMAI TECHNOLOGIES, INC. USD XXXX N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 94000.00000000 PA USD 107883.80000000 0.159044569528 Long DBT CORP US N 2 2039-01-24 Floating 3.87800000 N N N N N N OLD REPUBLIC INTERNATIONAL CORPORATION 549300IV6O2YY2A1KH37 680223AL8 104000.00000000 PA USD 110466.72000000 0.162852364577 Long DBT CORP US N 2 2051-06-11 Fixed 3.85000000 N N N N N N FIDELITY GOVERNMENT PORTFOLIO N/A 1849969A6 1706058.00000000 NS USD 1706057.93000000 2.515106522644 Long STIV RF US N 1 N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AQ0 251000.00000000 PA USD 241893.72000000 0.356604815264 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N CREDIT SUISSE FIRST BOSTON CORPORATION N/A 22540V2L5 90067.71000000 PA USD 90580.99000000 0.133536402703 Long ABS-MBS CORP US N 2 2032-10-25 Floating 1.41150000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AYT9 430287.60000000 PA USD 458295.36000000 0.675628669440 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N BAXTER INTERNATIONAL INC. J5OIVXX3P24RJRW5CK77 071813BP3 109000.00000000 PA USD 121610.21000000 0.179280332169 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAE1 373000.00000000 PA USD 398114.09000000 0.586908174047 Long DBT CORP US N 2 2030-06-05 Fixed 3.12500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148LAC0 275000.00000000 PA USD 297294.25000000 0.438277443087 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AP2 155000.00000000 PA USD 247235.85000000 0.364480295793 Long DBT CORP US N 2 2025-05-15 Fixed 0.25000000 N N N N N PIONEER NATURAL RESOURCES COMPANY USD XXXX N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375CK6 85000.00000000 PA USD 88086.35000000 0.129858751889 Long DBT CORP CA N 2 2046-08-02 Fixed 3.20000000 N N N N N N BARRY CALLEBAUT SERVICES N.V. 213800R1F1EJYM4ICO85 N/A 638000.00000000 PA USD 692985.92000000 1.021614434565 Long DBT CORP BE Y 2 2023-06-15 Fixed 5.50000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CP1 455000.00000000 PA USD 509691.00000000 0.751397204099 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AY6 200000.00000000 PA USD 216470.00000000 0.319124631926 Long DBT CORP GB Y 2 2050-09-10 Fixed 3.95000000 N N N N N N ECOPETROL S.A. 254900IDGKCJICKBPA66 279158AC3 325000.00000000 PA USD 352001.00000000 0.518927285826 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 09857LAN8 190000.00000000 PA USD 269169.20000000 0.396814902185 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N BOOKING HOLDINGS INC. USD XXXX N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023DG7 470000.00000000 PA USD 474441.50000000 0.699431648996 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N MICRON TECHNOLOGY, INC. B3DXGBC8GAIYWI2Z0172 595112BN2 394000.00000000 PA USD 476487.84000000 0.702448406511 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N United States of America N/A N/A -26.00000000 NC USD -24871.21000000 -0.03666566146 N/A DIR US N 1 XCBT N/A Short United States of America US 10 Year Treasury Note Future (consolidated) Sep 2021 2021-09-21 -3420128.79000000 USD -24871.21000000 N N N Suntory Holdings Limited 54930074QUY8RD0UZM08 86803UAD3 200000.00000000 PA USD 207550.00000000 0.305974580109 Long DBT CORP JP Y 2 2024-10-16 Fixed 2.25000000 N N N N N N HOLOGIC, INC. 549300DYP6F5ZJL0LB74 436440AP6 260000.00000000 PA USD 258590.80000000 0.381220002169 Long DBT CORP US Y 2 2029-02-15 Fixed 3.25000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328RBB4 257000.00000000 PA USD 273128.01000000 0.402651063242 Long ABS-MBS CORP US N 2 2053-01-15 Variable 2.91800000 N N N N N N HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP) N/A 437084JU1 305581.85000000 PA USD 305676.83000000 0.450635219024 Long ABS-MBS CORP US N 2 2035-07-25 Floating 1.18650000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967KJ9 232000.00000000 PA USD 264266.56000000 0.389587327068 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N YUM! Brands, Inc. 549300JE8XHZZ7OHN517 988498AN1 171000.00000000 PA USD 170846.10000000 0.251864917903 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N ZIONS BANCORPORATION, NATIONAL ASSOCIATION 8WH0EE09O9V05QJZ3V89 98971DAB6 250000.00000000 PA USD 262020.00000000 0.386275401013 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QAZ9 159000.00000000 PA USD 187686.78000000 0.276691802951 Long DBT CORP US N 2 2042-05-01 Fixed 3.95000000 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AE8 229000.00000000 PA USD 272370.31000000 0.401534045948 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 036752AJ2 148000.00000000 PA USD 154961.92000000 0.228448125295 Long DBT CORP US N 2 2025-01-15 Fixed 2.37500000 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 678858BM2 190000.00000000 PA USD 244577.50000000 0.360561300249 Long DBT CORP US N 2 2041-05-15 Fixed 5.25000000 N N N N N N ACUITY BRANDS LIGHTING, INC. 549300OTPVPFLUC38K21 00510RAD5 241000.00000000 PA USD 238941.86000000 0.352253121099 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWD20 302962.95000000 PA USD 313463.85000000 0.462115007869 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.50000000 N N N N N N NEXTERA ENERGY, INC. N/A 65339F770 6025.00000000 NS USD 294984.00000000 0.434871623893 Long EP CORP US N 1 N N N ANTHEM, INC. 8MYN82XMYQH89CTMTH67 94973VBG1 50000.00000000 PA USD 269346.00000000 0.397075544467 Long DBT CORP US N 2 2042-10-15 Fixed 2.75000000 N N N N N ANTHEM, INC. USD XXXX N N N SIRIUS XM RADIO INC. WP5O65E6BMU84LNO4227 82967NBG2 143000.00000000 PA USD 144667.38000000 0.213271697668 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175AE0 130000.00000000 PA USD 143442.00000000 0.211465216671 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKG6 117000.00000000 PA USD 116129.52000000 0.171200583571 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106AB4 265000.00000000 PA USD 274224.65000000 0.404267753021 Long DBT CORP US N 2 2023-10-01 Fixed 2.62500000 N N N N N N KERRY GROUP FINANCIAL SERVICES UNLIMITED COMPANY 635400SE9OHFJ8SLDG45 49245PAA4 670000.00000000 PA USD 694173.60000000 1.023365337428 Long DBT CORP IE Y 2 2023-04-09 Fixed 3.20000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAE0 229000.00000000 PA USD 249268.79000000 0.367477298746 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N BOOKING HOLDINGS INC. FXM8FAOHMYDIPD38UZ17 741503AX4 30000.00000000 PA USD 32624.70000000 0.048096019675 Long DBT CORP US N 2 2021-09-15 Fixed 0.90000000 N N N N N BOOKING HOLDINGS INC. USD XXXX N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9EB3 68493.32000000 PA USD 74835.99000000 0.110324792181 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 380149AF1 245000.00000000 PA USD 244239.22000000 0.360062600750 Long ABS-MBS CORP US N 2 2027-01-19 Fixed 1.28000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 275000.00000000 PA USD 293854.00000000 0.433205754100 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959JAK4 295000.00000000 PA USD 295964.65000000 0.436317318771 Long DBT CORP US N 2 2022-02-15 Fixed 0.87500000 N N N N N FORTIVE CORPORATION USD XXXX N N N OSHKOSH CORPORATION 549300FEKNPCFSA2B506 688225AH4 140000.00000000 PA USD 148317.40000000 0.218652634006 Long DBT CORP US N 2 2030-03-01 Fixed 3.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ACN6 143054.05000000 PA USD 152726.98000000 0.225153329688 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 250000.00000000 PA USD 303162.50000000 0.446928540797 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N JPMORGAN CHASE FINANCIAL COMPANY LLC 549300NJFDJOFYVV6789 48129KAE0 165000.00000000 PA USD 178454.10000000 0.263080791695 Long DBT CORP US Y 2 2023-05-01 Fixed 0.25000000 N N N N N JPMORGAN CHASE FINANCIAL COMPANY LLC USD XXXX N N N VISHAY INTERTECHNOLOGY, INC. 5493009O8F3QQJTCQR75 928298AP3 45000.00000000 PA USD 47350.80000000 0.069805546364 Long DBT CORP US N 2 2025-06-15 Fixed 2.25000000 N N N N N VISHAY INTERTECHNOLOGY, INC. USD XXXX N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B7H3 795760.72000000 PA USD 882536.96000000 1.301054568862 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 117000.00000000 PA USD 155244.96000000 0.228865388822 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST N/A 96042RAE8 337000.00000000 PA USD 336959.46000000 0.496752730848 Long ABS-MBS CORP US Y 2 2026-07-15 Fixed 0.89000000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY, INC. 5493008B6JBRUJ90QL97 37045XCL8 110000.00000000 PA USD 116848.60000000 0.172260666448 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LAW3 275000.00000000 PA USD 301862.00000000 0.445011316314 Long DBT CORP US N 2 2024-03-01 Fixed 4.62500000 N N N N N ARES CAPITAL CORPORATION USD XXXX N N N SIXTH STREET SPECIALTY LENDING, INC. 549300TX61566GJWCN05 87265KAD4 90000.00000000 PA USD 103662.00000000 0.152820703075 Long DBT CORP US N 2 2022-08-01 Fixed 4.50000000 N N N N N SIXTH STREET SPECIALTY LENDING, INC. USD XXXX N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AE3 198000.00000000 PA USD 237279.24000000 0.349802051687 Long DBT CORP US N 2 2045-11-01 Fixed 3.87500000 N N N N N N CDX NORTH AMERICA INVESTMENT GRADE INDEX SRS 36 V1 N/A N/A -3000000.00000000 OU Notional USD 76257.23000000 0.112420014115 N/A DCR US N 2 GOLDMAN SACHS 784F5XWPLTWKTBV3E584 SPIS0028 SPIS0028 N CDX NORTH AMERICA INVESTMENT GRADE INDEX SRS 36 V1 2026-06-20 76238.18000000 USD 0.00000000 USD 2999999.99999999 USD 19.05000000 N N N LUMEN TECHNOLOGIES, INC. 8M3THTGWLTYZVE6BBY25 156700AX4 115000.00000000 PA USD 127477.50000000 0.187930014627 Long DBT CORP US N 2 2023-12-01 Fixed 6.75000000 N N N N N N PULTEGROUP, INC. N/A 745867AX9 240000.00000000 PA USD 280456.80000000 0.413455319773 Long DBT CORP US N 2 2027-01-15 Fixed 5.00000000 N N N N N United States of America N/A N/A 6.00000000 NC USD -911.08000000 -0.00134313331 N/A DIR US N 1 XCBT N/A Long United States of America US 2-Year Note (CBT) Consolidated Sep 2021 2021-09-30 1322832.96000000 USD -911.08000000 N N N 2021-07-30 Victory Portfolios Allan Shaer Allan Shaer Treasurer