Victory Market Neutral Income Fund

Victory Portfolios II · 4 share classes

Actively managed global equity fund
One fund, 4 share classes:CBHAXCBHCXCBHIXCBHMX
$3.27B NAV
433 positions · as of 2026-06-30 · filed 2026-08-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

Victory Market Neutral Income Fund is an actively managed global equity fund.

Asset class
Equity
Region
Global
Management
Actively managed
Fund type
Open-end fund

Fund profile

As filed in the prospectus · 2025 Q4

The Victory Market Neutral Income Fund's (the Fund) objective is high current income.

Strategy · summarised

The fund seeks high current income by holding long positions in dividend-paying equities while using short equity index futures and ETFs to hedge market risk, creating a market-neutral portfolio. Because the fund relies on futures positions to offset equity exposure, divergence between those hedges and the fund's long holdings could leave the fund exposed to market movements.

Expenses
0.41% 1.51%across 4 share classes
Share classGrossNet
CBHAX0.76%0.76%
CBHCX1.77%1.51%
CBHIX0.58%0.41%
CBHMX0.74%0.56%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 60.00% · as of 2025 Q4

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

91.47%
of net assets
Stocks89.09%
Cash & short-term1.08%
Derivatives0.71%
Other0.59%

These positions come to 91.47% of net assets. Not everything a fund owns is reported as a holding — uninvested cash is collected at fund level instead — so the total is not expected to reach 100%.

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
International48.0%
Financials12.0%
Utilities11.1%
Energy5.4%
10 smaller23.4%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 36 new36 exited

Largest new: NASDAQ 100 E MINI FUTURE SEP26, S P 500 EMINI FUTURE SEP26, USB, SINGAPORE AIRLINES LIMITED, RUSSELL 2000 MINI INDEX FUTURE SEP26, BANCA MEDIOLANUM SPA, RRR, Companhia Paranaense de Energia - Copel

Largest exited: NASDAQ 100 E MINI FUTURE JUN26, S P 500 EMINI FUTURE JUN26, MINI MSCI EMERGING MARKETS INDEX FUTURE JUN26, Endesa, Sociedad Anonima, Banco do Brasil S.A, GOLAR LNG LIMITED, BOC HONG KONG (HOLDINGS) LIMITED, OVERSEA-CHINESE BANKING CORPORATION LIMITED

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+9.43%+22.17%+24.69%3.73%-3.16%
+8.56%+19.53%+20.20%3.83%-3.36%
+9.81%+23.42%+26.91%3.87%-3.06%
+9.64%+23.03%+26.05%3.86%-3.12%

These classes hold the same portfolio, so the 6.71pp spread over 5 years is the cost difference between them — roughly 1.34pp a year — not a difference in what they own.

Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
Avg maturity
Flagged holdings
Defaulted: not reported
In arrears: not reported
Paid in kind: not reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Interest-rate duration
0.00 yr
approx. move per 100bp
Credit-spread duration
Not disclosed

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
NASDAQ 100 E MINI FUTURE SEP261.38%$45.14M
ORLEN SPOLKA AKCYJNA0.55%$17.82M
NEW JERSEY RESOURCES CORPORATIONNJR0.53%$17.17M
AMBEV S.A.0.52%$17.00M
SCB X PUBLIC COMPANY LIMITED0.49%$16.07M
BB Seguridade Participacoes S.A.0.47%$15.33M
PORTLAND GENERAL ELECTRIC COMPANYPOR0.47%$15.19M
TAIWAN MOBILE CO., LTD.0.46%$14.97M
POSTE ITALIANE - SOCIETA PER AZIONI0.45%$14.73M
AMERICAN STATES WATER COMPANYAWR0.44%$14.44M
Showing 10 of 433Sign in to see more

Reported price is the fund's own reported value divided by its own reported shares at 2026-06-30 — not a live quote, and not what the fund paid.

Top 10 positions are 5.75% of net assets, top 25 11.90%, across 433 issuers.

See more of this fund's book

More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.

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