0001752724-24-089467.txt : 20240424
0001752724-24-089467.hdr.sgml : 20240424
20240424145641
ACCESSION NUMBER: 0001752724-24-089467
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240424
DATE AS OF CHANGE: 20240424
PERIOD START: 20250228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VICTORY PORTFOLIOS III
CENTRAL INDEX KEY: 0000908695
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07852
FILM NUMBER: 24870133
BUSINESS ADDRESS:
STREET 1: 15935 LA CANTERA PARKWAY
STREET 2: BUILDING TWO
CITY: SAN ANTONIO
STATE: TX
ZIP: 78256
BUSINESS PHONE: 210-697-3625
MAIL ADDRESS:
STREET 1: 15935 LA CANTERA PARKWAY
STREET 2: BUILDING TWO
CITY: SAN ANTONIO
STATE: TX
ZIP: 78256
FORMER COMPANY:
FORMER CONFORMED NAME: USAA MUTUAL FUNDS TRUST
DATE OF NAME CHANGE: 20060420
FORMER COMPANY:
FORMER CONFORMED NAME: USAA STATE TAX FREE TRUST
DATE OF NAME CHANGE: 19940325
FORMER COMPANY:
FORMER CONFORMED NAME: USAA STATE TAX EXEMPT TRUST
DATE OF NAME CHANGE: 19930707
0000908695
S000037225
Victory Cornerstone Moderately Conservative Fund (Formerly USAA Cornerstone Moderately Conservative Fund)
C000114651
Victory Cornerstone Moderately Conservative Fund
UCMCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000908695
XXXXXXXX
S000037225
C000114651
Victory Portfolios III
811-07852
0000908695
549300WIDR2J6W1Y9S11
15935 La Cantera Pkwy Building Two
San Antonio
78256
800-235-8396
Victory Cornerstone Moderately Conservative Fund
S000037225
549300PX92BOQGUXP851
2025-02-28
2024-02-29
N
191830799.33
10937152.20
180893647.13
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
1293155.99000000
N
iShares MSCI Japan ETF
N/A
ISHARES MSCI JAPAN ETF
46434G822
59285.00000000
NS
USD
4097779.20000000
2.265297463462
Long
RF
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824100
2352.00000000
NS
USD
279041.28000000
0.154257092179
Long
EC
CORP
US
N
1
N
N
N
Invesco FTSE RAFI Emerging Markets ETF
N/A
INVESCO FTSE RAFI EMERGING MARKETS ETF
46138E727
86305.00000000
NS
USD
1650151.60000000
0.912221974724
Long
RF
US
N
1
N
N
iShares Core S&P Small-Cap ETF
549300BZQ17QYN750B25
ISHARES CORE S P SMALL CAP ETF
464287804
24672.00000000
NS
USD
2648539.20000000
1.464141633507
Long
RF
US
N
1
N
N
N
ASX SPI 200 INDEX FUTURE MAR24
N/A
ASX SPI 200 INDEX FUTURE MAR24
N/A
-14.00000000
NC
-54358.32000000
-0.03004987784
N/A
DE
AU
N
1
ASX - TRADE24
N/A
Short
SPI 200 Future Mar 2024
APH24
2024-03-21
-1687749.88000000
AUD
-54358.32000000
N
N
N
MSILF Government Portfolio
N/A
MSILF GOVERNMENT-INST
61747C707
1638422.81000000
NS
USD
1638422.81000000
0.905738170463
Long
STIV
RF
US
N
1
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA GROUP THE
125523100
713.00000000
NS
USD
239667.82000000
0.132491009940
Long
EC
CORP
US
N
1
N
N
N
FASTENAL COMPANY
529900PP0C7H2HHPSJ32
FASTENAL CO
311900104
2368.00000000
NS
USD
172887.68000000
0.095574213214
Long
EC
CORP
US
N
1
N
N
N
ROBERT HALF INC.
529900VPCUY9H3HLIC08
ROBERT HALF INC
770323103
1292.00000000
NS
USD
103876.80000000
0.057424238854
Long
EC
CORP
US
N
1
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
357.00000000
NS
USD
334955.25000000
0.185166950478
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
2731.00000000
NS
USD
480792.55000000
0.265787415770
Long
EC
CORP
US
N
1
N
N
N
FTSE 100 INDEX FUTURE MAR24
N/A
FTSE 100 INDEX FUTURE MAR24
N/A
22.00000000
NC
13912.51000000
0.007690988722
N/A
DE
GB
N
1
ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
N/A
Long
FTSE 100 IDX FUT Mar 2024
XH24
2024-03-15
2103677.38000000
GBP
13912.51000000
N
N
N
Vanguard Mortgage-Backed Secs Idx Fund
N/A
VANGUARD MORTGAGE BACKED SECURITIES ETF
92206C771
83931.00000000
NS
USD
3805431.54000000
2.103684457898
Long
RF
US
N
1
N
N
N
iShares iBoxx $ High Yield Corporate Bond Fund
549300FCCXHK7O37PQ68
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
464288513
49698.00000000
NS
USD
3843146.34000000
2.124533614626
Long
RF
US
N
1
N
N
Xtrackers USD High Yld Corporate Bd ETF
N/A
XTRACKERS USD HIGH YIELD CORPORATE BOND ETF
233051432
74422.00000000
NS
USD
2641981.00000000
1.460516188333
Long
RF
US
N
1
N
N
N
NXP Semiconductors N.V.
724500M9BY5293JDF951
NXP SEMICONDUCTOR NV
N6596X109
1084.00000000
NS
USD
270707.32000000
0.149649987324
Long
EC
CORP
NL
N
1
N
N
N
iShares MSCI Intl Quality Factor ETF
N/A
ISHARES MSCI INTERNA
46434V456
81444.00000000
NS
USD
3149439.48000000
1.741044823833
Long
RF
US
N
1
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
N/A
ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ET
464287242
19319.00000000
NS
USD
2079883.54000000
1.149782523045
Long
RF
US
N
1
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECHNOLOGY SOLUTIONS CORP
192446102
3261.00000000
NS
USD
257684.22000000
0.142450674243
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
3105.00000000
NS
USD
489937.95000000
0.270843093592
Long
EC
CORP
US
N
1
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC CLASS A
92826C839
717.00000000
NS
USD
202652.88000000
0.112028743527
Long
EC
CORP
US
N
1
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC
745867101
3053.00000000
NS
USD
330884.14000000
0.182916396042
Long
EC
CORP
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
2703.00000000
NS
USD
76575.99000000
0.042332050469
Long
EC
CORP
US
N
1
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
ISHARES CORE S P 500 ETF
464287200
3894.00000000
NS
USD
1987692.30000000
1.098818190431
Long
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46625H100
4322.00000000
NS
USD
804151.32000000
0.444543704413
Long
EC
CORP
US
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC
704326107
4336.00000000
NS
USD
531680.32000000
0.293918735364
Long
EC
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020107
5100.00000000
NS
USD
346902.00000000
0.191771245427
Long
EC
CORP
US
N
1
N
N
N
Vanguard Tax Managed Fund FTSE Developed Markets ETF
N/A
VANGUARD FTSE DEVELOPED MARKET
921943858
96616.00000000
NS
USD
4703266.88000000
2.600017720146
Long
RF
US
N
1
N
N
N
iShares MSCI Canada ETF
N/A
ISHARES MSCI CANADA ETF
464286509
36370.00000000
NS
USD
1337324.90000000
0.739287930348
Long
RF
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172109
6447.00000000
NS
USD
579972.12000000
0.320614974158
Long
EC
CORP
US
N
1
N
N
N
Vanguard 500 Index Fund
N/A
VANGUARD S P 500 ETF
922908363
7776.00000000
NS
USD
3630847.68000000
2.007172577702
Long
RF
US
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
674.00000000
NS
USD
332686.40000000
0.183912705215
Long
EC
CORP
US
N
1
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP
172062101
1244.00000000
NS
USD
141816.00000000
0.078397446372
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
13369.00000000
NS
USD
546925.79000000
0.302346599052
Long
EC
CORP
US
N
1
N
N
N
Vanguard Small Cap Value ETF
N/A
VANGUARD SMALL CAP VALUE ETF
922908611
8408.00000000
NS
USD
1535216.72000000
0.848684707482
Long
RF
US
N
1
N
N
N
SPDR Gold Shares
N/A
SPDR GOLD SHARES ETF
78463V107
2632.00000000
NS
USD
498263.92000000
0.275445781488
Long
RF
US
N
1
N
N
VictoryShares Short-Term Bond ETF
N/A
VICTORYSHARES SHORT TERM BOND ETF
92647N535
82859.00000000
NS
USD
4113949.35000000
2.274236500435
Long
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CGU9
1494000.00000000
PA
USD
1476142.04000000
0.816027573892
Long
DBT
UST
US
N
2
2025-03-31
Fixed
3.87500000
N
N
N
N
N
N
S P 500 EMINI FUTURE MAR24
N/A
S P 500 EMINI FUTURE MAR24
N/A
-6.00000000
NC
USD
-3923.97000000
-0.00216921382
N/A
DE
US
N
1
CHICAGO MERCANTILE EXCHANGE INC
SNZ2OJLFK8MNNCLQOF39
Short
S&P 500 Future (e-Mini) Mar 2024
ESH24
2024-03-15
-1527201.03000000
USD
-3923.97000000
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
577.00000000
NS
USD
750382.73000000
0.414819835801
Long
EC
CORP
US
N
1
N
N
N
T. ROWE PRICE GROUP, INC.
549300SIV6FPS9Y7IH33
T ROWE PRICE GROUP INC
74144T108
2800.00000000
NS
USD
317380.00000000
0.175451158752
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND
N/A
GLDMN SCHS FIN SQ GV-FST
38141W273
1638422.81000000
NS
USD
1638422.81000000
0.905738170463
Long
STIV
RF
US
N
1
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
3684.00000000
NS
USD
339370.08000000
0.187607517115
Long
EC
CORP
US
N
1
N
N
N
EURO STOXX 50 FUTURE MAR24
N/A
EURO STOXX 50 FUTURE MAR24
N/A
49.00000000
NC
165897.14000000
0.091709765728
N/A
DE
N/A
N
1
EUREX DEUTSCHLAND
N/A
Long
DJ EURO STOXX 50 FUTR Mar 2024
FESXH24
2024-03-15
2425675.60000000
EUR
165897.14000000
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
ISHARES CORE MSCI EMERGING
46434G103
17432.00000000
NS
USD
877526.88000000
0.485106521938
Long
RF
US
N
1
N
N
N
HSBC US GOVERNMENT MONEY MARKET FUND
N/A
HSBC US GOVT MMKT-I
40428X107
1638422.82000000
NS
USD
1638422.82000000
0.905738175991
Long
STIV
RF
US
N
1
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
6362.00000000
NS
USD
2631577.68000000
1.454765118483
Long
EC
CORP
US
N
1
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC THE
437076102
792.00000000
NS
USD
301443.12000000
0.166641076003
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE S COS INC
548661107
2414.00000000
NS
USD
580977.38000000
0.321170692955
Long
EC
CORP
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING INC
053015103
1514.00000000
NS
USD
380210.82000000
0.210184727895
Long
EC
CORP
US
N
1
N
N
N
Vanguard European Stock Index Fund
N/A
VANGUARD FTSE EUROPE ETF
922042874
24277.00000000
NS
USD
1583345.94000000
0.875291070261
Long
RF
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP CLASS A
526057104
3483.00000000
NS
USD
552090.33000000
0.305201613632
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179M103
4150.00000000
NS
USD
182849.00000000
0.101080940597
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT
03027X100
524.00000000
NS
USD
104202.64000000
0.057604366794
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312106
2826.00000000
NS
USD
418982.76000000
0.231618283255
Long
EC
CORP
US
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE PALMOLIVE CO
194162103
1789.00000000
NS
USD
154784.28000000
0.085566454353
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS, INC.
529900DFH19P073LZ636
PROLOGIS INC
74340W103
1571.00000000
NS
USD
209367.17000000
0.115740476971
Long
EC
CORP
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206R102
23460.00000000
NS
USD
397177.80000000
0.219564261267
Long
EC
CORP
US
N
1
N
N
N
Everest Group, Ltd.
549300N24XF2VV0B3570
EVEREST GROUP LTD
G3223R108
397.00000000
NS
USD
146445.36000000
0.080956607555
Long
EC
CORP
BM
N
1
N
N
N
SKYWORKS SOLUTIONS, INC.
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC
83088M102
2226.00000000
NS
USD
233551.92000000
0.129110073076
Long
EC
CORP
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334104
3665.00000000
NS
USD
235219.70000000
0.130032040224
Long
EC
CORP
US
N
1
N
N
N
VictoryShares Core Intermediate Bond ETF
N/A
VICTORYSHARES CORE INTERMEDIATE BOND ETF
92647N527
1160573.00000000
NS
USD
53525626.76000000
29.58955585738
Long
RF
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC
278642103
5390.00000000
NS
USD
254839.20000000
0.140877915860
Long
EC
CORP
US
N
1
N
N
N
iShares 1-3 Year Treasury Bond ETF
549300W0WX9TL4G6HM56
ISHARES 1 3 YEAR TREASURY BOND ETF
464287457
35334.00000000
NS
USD
2888201.16000000
1.596629403974
Long
RF
US
N
1
N
N
N
iShares 20 Year Treasury Bond ETF
N/A
ISHARES 20 YEAR TREASURY BO
464287432
29830.00000000
NS
USD
2809389.40000000
1.553061395230
Long
RF
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
2951.00000000
NS
USD
262993.12000000
0.145385492620
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122108
9396.00000000
NS
USD
476847.00000000
0.263606272285
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
ISHARES RUSSELL 2000 ETF
464287655
2628.00000000
NS
USD
535402.44000000
0.295976364286
Long
RF
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
12592.00000000
NS
USD
2276004.00000000
1.258200072866
Long
EC
CORP
US
N
1
N
N
N
iShares Barclays 7-10 Year Treasury Bond Fund
N/A
ISHARES 7 10 YEAR TREASURY BOND ETF
464287440
20619.00000000
NS
USD
1942722.18000000
1.073958212918
Long
RF
US
N
1
N
N
N
VictoryShares Core Plus Int Bd ETF
N/A
VICTORYSHARES CORE PLUS INTERMEDIATE BOND ETF
92647X863
686365.00000000
NS
USD
14701938.30000000
8.127393379068
Long
RF
US
N
1
N
N
N
Schwab Fundamental EM Large Company Index ETF
N/A
SCHWAB FUNDAMENTAL EMERGING MARKETS LARGE COMPANY
808524730
170705.00000000
NS
USD
4619277.30000000
2.553587355492
Long
RF
US
N
1
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816109
2901.00000000
NS
USD
636537.42000000
0.351884894853
Long
EC
CORP
US
N
1
N
N
N
MONOLITHIC POWER SYSTEMS, INC.
529900TB7O85LSZ1XU31
MONOLITHIC POWER SYSTEMS INC
609839105
172.00000000
NS
USD
123846.88000000
0.068463918973
Long
EC
CORP
US
N
1
N
N
N
Invesco DB Commodity Index Tracking Fund
N/A
INVESCO DB COMMODITY INDEX TRACKING FUND
46138B103
22900.00000000
NS
USD
503571.00000000
0.278379593749
Long
RF
US
N
1
N
N
N
VictoryShares Emerging Markets Value Momentum ETF
N/A
VICTORYSHARES EMERGING MARKETS
92647N543
9770.00000000
NS
USD
442678.70000000
0.244717659809
Long
RF
US
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC
444859102
304.00000000
NS
USD
106497.28000000
0.058872869052
Long
EC
CORP
US
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
1506.00000000
NS
USD
113130.72000000
0.062539907727
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
5323.00000000
NS
USD
383788.30000000
0.212162398231
Long
EC
CORP
US
N
1
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
168.00000000
NS
USD
149321.76000000
0.082546713148
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
4060.00000000
NS
USD
338441.60000000
0.187094243147
Long
EC
CORP
IE
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
2851.00000000
NS
USD
141238.54000000
0.078078220125
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
1061.00000000
NS
USD
432208.96000000
0.238929872252
Long
EC
CORP
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017104
2903.00000000
NS
USD
244258.42000000
0.135028744168
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC
17275R102
11582.00000000
NS
USD
560221.34000000
0.309696525493
Long
EC
CORP
US
N
1
N
N
N
Schwab Fundamental Intl Large Company Index ETF
N/A
SCHWAB FUNDAMENTAL INTERNATIONAL LARGE COMPANY IND
808524755
237343.00000000
NS
USD
8100516.59000000
4.478054767826
Long
RF
US
N
1
N
N
N
WisdomTree Emerging Markets SmallCap Dividend Fund
N/A
WISDOMTREE EMERGING MARKETS SMALLCAP DIVIDEND FUND
97717W281
5259.00000000
NS
USD
261372.30000000
0.144489485477
Long
RF
US
N
1
N
N
N
Spdr S&P Emerging Markets Small Cap Etf
N/A
SPDR S P EMERGING MARKETS SMALLCAP ETF
78463X756
7496.00000000
NS
USD
419701.04000000
0.232015356348
Long
RF
US
N
1
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP
7591EP100
11183.00000000
NS
USD
208339.29000000
0.115172253589
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK CO INC
58933Y105
3429.00000000
NS
USD
435997.35000000
0.241024135959
Long
EC
CORP
US
N
1
N
N
N
Vanguard Total Stock Market Index Fund
N/A
VANGUARD TOTAL STOCK MARKET ETF
922908769
5281.00000000
NS
USD
1333874.98000000
0.737380776584
Long
RF
US
N
1
N
N
N
HANG SENG INDEX FUTURE MAR24
N/A
HANG SENG INDEX FUTURE MAR24
N/A
-7.00000000
NC
10271.58000000
0.005678242527
N/A
DE
HK
N
1
HONG KONG FUTURES EXCHANGE LTD.
N/A
Short
HANG SENG IDX FUT Mar 2024
HSIH24
2024-03-27
-745739.63000000
HKD
10271.58000000
N
N
N
Vanguard FTSE All World ex US Index Fund Investor Shares
N/A
VANGUARD FTSE ALL WORLD EX US ETF
922042775
15289.00000000
NS
USD
870861.44000000
0.481421793311
Long
RF
US
N
1
N
N
N
Invesco FTSE RAFI Developed Mkts ex-US ETF
N/A
INVESCO FTSE RAFI DEVELOPED MARKETS EX US ETF
46138E743
35176.00000000
NS
USD
1684430.90000000
0.931171949222
Long
RF
US
N
1
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913Y100
825.00000000
NS
USD
116704.50000000
0.064515532663
Long
EC
CORP
US
N
1
N
N
N
Vanguard Real Estate Index Fund
N/A
VANGUARD REAL ESTATE ETF
922908553
7052.00000000
NS
USD
603298.60000000
0.333510109156
Long
RF
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030N101
9289.00000000
NS
USD
398033.65000000
0.220037384571
Long
EC
CORP
US
N
1
N
N
N
iShares Core US Aggregate Bond ETF
N/A
ISHARES CORE U S AGGREGATE BOND ETF
464287226
33816.00000000
NS
USD
3291987.60000000
1.819846994203
Long
RF
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
12552.00000000
NS
USD
502331.04000000
0.277694130208
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INC
22822V101
1227.00000000
NS
USD
134896.38000000
0.074572204242
Long
EC
CORP
US
N
1
N
N
N
Schwab Fundamental Intl Small Company Index ETF
N/A
SCHWAB FUNDAMENTAL INTERNATIONAL SMALL COMPANY IND
808524748
50100.00000000
NS
USD
1722438.00000000
0.952182692608
Long
RF
US
N
1
N
N
N
iShares JPMorgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
ISHARES JP MORGAN ETF
464288281
6576.00000000
NS
USD
580660.80000000
0.320995684045
Long
RF
US
N
1
N
N
N
iShares MSCI Intl Momentum Factor ETF
N/A
ISHARES MSCI INTERNAL MOM
46434V449
71831.00000000
NS
USD
2675704.75000000
1.479159048674
Long
RF
US
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
688.00000000
NS
USD
73884.32000000
0.040844065655
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
4657.00000000
NS
USD
346341.09000000
0.191461168202
Long
EC
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709108
2620.00000000
NS
USD
316234.00000000
0.174817637334
Long
EC
CORP
US
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY CLARK CORP
494368103
3773.00000000
NS
USD
457174.41000000
0.252731047913
Long
EC
CORP
US
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
2401.00000000
NS
USD
194192.88000000
0.107351962371
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
872.00000000
NS
USD
99809.12000000
0.055175580559
Long
EC
CORP
US
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
5493000EWHDSR3MZWH98
ACCENTURE PLC
G1151C101
1734.00000000
NS
USD
649868.52000000
0.359254473725
Long
EC
CORP
IE
N
1
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP
482480100
441.00000000
NS
USD
300894.30000000
0.166337682264
Long
EC
CORP
US
N
1
N
N
N
Vanguard Short-Term Corporate Bond Idx Fd
N/A
VANGUARD SHORT TERM CORPORATE BOND ETF
92206C409
18748.00000000
NS
USD
1444158.44000000
0.798346687632
Long
RF
US
N
1
N
N
N
RUSSELL 2000 MINI INDEX FUTURE MAR24
N/A
RUSSELL 2000 MINI INDEX FUTURE MAR24
N/A
-7.00000000
NC
USD
-2845.59000000
-0.00157307348
N/A
DE
US
N
1
CHICAGO MERCANTILE EXCHANGE INC
SNZ2OJLFK8MNNCLQOF39
Short
Russell 2000 E-mini Composite Index Futures Mar 2024
RTY1H24
2024-03-15
-717209.41000000
USD
-2845.59000000
N
N
N
iShares 0-5 Year TIPS Bond ETF
549300GIWSEGOQLZR212
ISHARES 0 5 YEAR TIPS BOND ETF
46429B747
14075.00000000
NS
USD
1391595.25000000
0.769289177413
Long
RF
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
1464.00000000
NS
USD
223874.88000000
0.123760498807
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
2621.00000000
NS
USD
273946.92000000
0.151440873876
Long
EC
CORP
US
N
1
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
036752103
594.00000000
NS
USD
297742.50000000
0.164595332519
Long
EC
CORP
US
N
1
N
N
N
S P TORONTO STOCK EXCHANGE 60 INDEX FUTURE MAR24
N/A
S P TORONTO STOCK EXCHANGE 60 INDEX FUTURE MAR24
N/A
-14.00000000
NC
-30093.88000000
-0.01663622823
N/A
DE
CA
N
1
THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
N/A
Short
S&P/TSE 60 IX FUT Mar 2024
SXFH24
2024-03-15
-2632898.01000000
CAD
-30093.88000000
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830109
514.00000000
NS
USD
220115.36000000
0.121682194754
Long
EC
CORP
US
N
1
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC THE
460690100
5398.00000000
NS
USD
169497.20000000
0.093699918537
Long
EC
CORP
US
N
1
N
N
N
INVESCO GOVERNMENT & AGENCY PORTFOLIO
N/A
INVESCO GVT & AGNCY-INST
825252885
1638422.81000000
NS
USD
1638422.81000000
0.905738170463
Long
STIV
RF
US
N
1
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
832.00000000
NS
USD
139218.56000000
0.076961552939
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC
038222105
1852.00000000
NS
USD
373400.24000000
0.206419764278
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
16227.00000000
NS
USD
430989.12000000
0.238255531268
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries N.V.
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL INDUSTRIES NV
N53745100
3623.00000000
NS
USD
363314.44000000
0.200844222980
Long
EC
CORP
NL
N
1
N
N
N
2024-04-01
Victory Portfolios III
Allan Shaer
Allan Shaer
Treasurer