Great West Life Assurance CO Portfolio Holdings by Sector
Great West Life Assurance CO
- $63.1 Billion
- Q2 2025
| Industry | Value | Buys | Sells | New Positions | Closed Positions | Options | 
|---|---|---|---|---|---|---|
| 
                      Semiconductors | Technology
                         NVDA AVGO TSM AMD QCOM TXN MU ADI 32 stocks | 
                  $6.5 Million
                  10.33% of portfolio              
                 |   17   |   12   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Software—Infrastructure | Technology
                         MSFT ORCL ADBE PANW CRWD SNPS FTNT NET 48 stocks | 
                  $5.79 Million
                  9.2% of portfolio              
                 |   25   |   19   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Internet Content & Information | Communication Services
                         META GOOGL GOOG SPOT DASH TWLO PINS TME 19 stocks | 
                  $3.91 Million
                  6.21% of portfolio              
                 |   15   |   3   |   2   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Consumer Electronics | Technology
                         AAPL SONO 2 stocks | 
                  $3.05 Million
                  4.85% of portfolio              
                 |   2   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Drug Manufacturers—General | Healthcare
                         LLY JNJ ABBV MRK GILD PFE BMY BIIB 10 stocks | 
                  $2.32 Million
                  3.68% of portfolio              
                 |   8   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Internet Retail | Consumer Cyclical
                         AMZN MELI PDD EBAY SE CVNA VIPS BABA 13 stocks | 
                  $2.28 Million
                  3.63% of portfolio              
                 |   4   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Software—Application | Technology
                         CRM INTU NOW UBER SHOP CDNS SNOW ADSK 53 stocks | 
                  $1.87 Million
                  2.97% of portfolio              
                 |   25   |   26   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Banks—Diversified | Financial Services
                         JPM BAC C RY WFC UBS TD CM 11 stocks | 
                  $1.87 Million
                  2.97% of portfolio              
                 |   6   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Credit Services | Financial Services
                         V MA PYPL COF SYF AXP ALLY ORCC 23 stocks | 
                  $1.8 Million
                  2.86% of portfolio              
                 |   10   |   10   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Devices | Healthcare
                         MDT ABT BSX SYK STE EW DXCM ZBH 29 stocks | 
                  $1.16 Million
                  1.84% of portfolio              
                 |   13   |   11   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Entertainment | Communication Services
                         NFLX DIS WBD LYV FOXA NWSA FOX NXST 18 stocks | 
                  $1.1 Million
                  1.75% of portfolio              
                 |   5   |   10   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Information Technology Services | Technology
                         IBM ACN FISV CTSH FIS IT BR GIB 24 stocks | 
                  $1.01 Million
                  1.61% of portfolio              
                 |   8   |   14   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Regulated Electric | Utilities
                         EXC NEE ED SO DUK PCG ES PEG 29 stocks | 
                  $951,361
                  1.51% of portfolio              
                 |   18   |   11   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Financial Data & Stock Exchanges | Financial Services
                         SPGI ICE NDAQ CME MCO CBOE MSCI FDS 9 stocks | 
                  $947,804
                  1.51% of portfolio              
                 |   3   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Auto Manufacturers | Consumer Cyclical
                         TSLA STLA F NIO HMC BLBD 6 stocks | 
                  $853,514
                  1.36% of portfolio              
                 |   2   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Healthcare Plans | Healthcare
                         UNH CVS CI ELV CNC HUM MOH 7 stocks | 
                  $845,111
                  1.34% of portfolio              
                 |   5   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Industrial Machinery | Industrials
                         ETN ROK AME ROP OTIS ITW XYL PH 40 stocks | 
                  $842,705
                  1.34% of portfolio              
                 |   17   |   21   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Diversified | Financial Services
                         BRK-B AIG HIG SLF EQH ORI GSHD 7 stocks | 
                  $820,976
                  1.3% of portfolio              
                 |   2   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Beverages—Non-Alcoholic | Consumer Defensive
                         KO PEP MNST KDP CCEP CELH COKE FIZZ 8 stocks | 
                  $783,821
                  1.25% of portfolio              
                 |   5   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Specialty | Real Estate
                         AMT EQIX DLR CCI IRM SBAC WY GLPI 16 stocks | 
                  $781,283
                  1.24% of portfolio              
                 |   9   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Household & Personal Products | Consumer Defensive
                         PG CL KMB EL CHD CLX ELF NWL 13 stocks | 
                  $773,737
                  1.23% of portfolio              
                 |   9   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Telecom Services | Communication Services
                         T VZ CMCSA CHTR BCE RCI TU IDCC 24 stocks | 
                  $747,482
                  1.19% of portfolio              
                 |   10   |   11   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Restaurants | Consumer Cyclical
                         MCD SBUX CMG YUM DRI YUMC QSR DPZ 21 stocks | 
                  $710,747
                  1.13% of portfolio              
                 |   4   |   16   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Midstream | Energy
                         WMB ENB KMI OKE TRP TRGP PBA LNG 11 stocks | 
                  $657,747
                  1.04% of portfolio              
                 |   8   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Home Improvement Retail | Consumer Cyclical
                         HD LOW FND HVT 4 stocks | 
                  $649,382
                  1.03% of portfolio              
                 |   1   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Asset Management | Financial Services
                         BK KKR BX NTRS AMP TROW PFG CG 50 stocks | 
                  $643,374
                  1.02% of portfolio              
                 |   32   |   13   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Communication Equipment | Technology
                         CSCO MSI HPE ZBRA CIEN LITE BDC SATS 18 stocks | 
                  $637,256
                  1.01% of portfolio              
                 |   6   |   12   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Travel Services | Consumer Cyclical
                         BKNG RCL CCL EXPE NCLH TRIP SABR LIND 8 stocks | 
                  $614,579
                  0.98% of portfolio              
                 |   6   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Diagnostics & Research | Healthcare
                         TMO DHR DGX IDXX A ILMN IQV MTD 25 stocks | 
                  $613,607
                  0.97% of portfolio              
                 |   6   |   14   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Banks—Regional | Financial Services
                         PNC USB MTB TFC CFG HBAN FITB RF 166 stocks | 
                  $603,234
                  0.96% of portfolio              
                 |   73   |   65   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Capital Markets | Financial Services
                         MS GS SCHW IBKR RJF LPLA SF FUTU 21 stocks | 
                  $582,753
                  0.93% of portfolio              
                 |   11   |   9   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Industrial | Real Estate
                         PLD PSA EXR CUBE EGP REXR STAG TRNO 14 stocks | 
                  $580,007
                  0.92% of portfolio              
                 |   14   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Integrated | Energy
                         XOM CVX SU NFG IMO CVE EC 7 stocks | 
                  $575,971
                  0.91% of portfolio              
                 |   2   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Discount Stores | Consumer Defensive
                         COST TGT WMT DG DLTR BJ OLLI PSMT 8 stocks | 
                  $547,963
                  0.87% of portfolio              
                 |   4   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Property & Casualty | Financial Services
                         PGR CB TRV ALL L CINF MKL WRB 26 stocks | 
                  $546,069
                  0.87% of portfolio              
                 |   12   |   13   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Aerospace & Defense | Industrials
                         LMT RTX AXON BA HWM BWXT TDG NOC 31 stocks | 
                  $545,608
                  0.87% of portfolio              
                 |   17   |   12   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      ETFs | ETFs
                         SPY ACWI VOO VEA IBB INDA FXI EFA 11 stocks | 
                  $507,701
                  0.81% of portfolio              
                 |   6   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Chemicals | Basic Materials
                         ECL SHW DD APD PPG RPM IFF LYB 34 stocks | 
                  $460,750
                  0.73% of portfolio              
                 |   12   |   20   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Semiconductor Equipment & Materials | Technology
                         AMAT KLAC TER ENTG ONTO ACLS KLIC IPGP 13 stocks | 
                  $454,692
                  0.72% of portfolio              
                 |   5   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Retail | Real Estate
                         SPG O KIM REG BRX ADC NNN KRG 19 stocks | 
                  $443,253
                  0.7% of portfolio              
                 |   19   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance Brokers | Financial Services
                         MMC AJG WTW BRO ERIE CRVL BRP SLQT 8 stocks | 
                  $413,585
                  0.66% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Residential | Real Estate
                         AVB EQR ESS INVH MAA SUI AMH ELS 17 stocks | 
                  $412,168
                  0.65% of portfolio              
                 |   17   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Healthcare Facilities | Real Estate
                         WELL VTR PEAK OHI CTRE MPW NHI SBRA 14 stocks | 
                  $388,143
                  0.62% of portfolio              
                 |   12   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Apparel Retail | Consumer Cyclical
                         TJX ROST LULU BURL BOOT URBN GPS ANF 15 stocks | 
                  $362,048
                  0.58% of portfolio              
                 |   6   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Instruments & Supplies | Healthcare
                         ISRG BDX RMD HOLX BAX WST ATR MMSI 20 stocks | 
                  $334,758
                  0.53% of portfolio              
                 |   11   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Biotechnology | Healthcare
                         VRTX REGN ALNY UTHR EXEL BMRN INCY ARGX 83 stocks | 
                  $332,885
                  0.53% of portfolio              
                 |   38   |   25   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Life | Financial Services
                         AFL MFC MET PRU UNM PRI LNC GL 11 stocks | 
                  $323,513
                  0.51% of portfolio              
                 |   4   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Building Products & Equipment | Industrials
                         JCI CARR OC CSL MAS LII BLDR WMS 18 stocks | 
                  $316,725
                  0.5% of portfolio              
                 |   5   |   12   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Retail | Consumer Cyclical
                         AZO ORLY TSCO BBY ULTA WSM GPC CASY 21 stocks | 
                  $308,510
                  0.49% of portfolio              
                 |   9   |   10   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Distribution | Healthcare
                         MCK ABC CAH HSIC OMI 5 stocks | 
                  $305,955
                  0.49% of portfolio              
                 | - |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Gold | Basic Materials
                         WPM AEM NEM KGC FNV RGLD AGI BTG 20 stocks | 
                  $286,895
                  0.46% of portfolio              
                 |   9   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas E&P | Energy
                         EOG COP HES FANG CTRA EQT DVN TPL 26 stocks | 
                  $284,997
                  0.45% of portfolio              
                 |   7   |   16   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Footwear & Accessories | Consumer Cyclical
                         NKE DECK SKX CROX SHOO WWW CAL 7 stocks | 
                  $283,101
                  0.45% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Scientific & Technical Instruments | Technology
                         KEYS GRMN CGNX TRMB TDY FTV BMI ESE 13 stocks | 
                  $276,533
                  0.44% of portfolio              
                 |   4   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Farm & Heavy Construction Machinery | Industrials
                         CAT OSK PCAR AGCO ALG TEX LNN DE 13 stocks | 
                  $258,286
                  0.41% of portfolio              
                 |   1   |   9   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Building Materials | Basic Materials
                         CRH.L VMC MLM EXP BCC USLM 6 stocks | 
                  $257,943
                  0.41% of portfolio              
                 |   1   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electronic Gaming & Multimedia | Communication Services
                         EA TTWO RBLX NTES 4 stocks | 
                  $248,743
                  0.4% of portfolio              
                 |   1   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Industrial Distribution | Industrials
                         GWW FAST WSO WCC POOL AIT MSM SITE 9 stocks | 
                  $226,840
                  0.36% of portfolio              
                 |   6   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Railroads | Industrials
                         CSX WAB NSC CNI TRN GBX 6 stocks | 
                  $221,509
                  0.35% of portfolio              
                 |   5   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Residential Construction | Consumer Cyclical
                         PHM DHI NVR TOL LEN MTH TMHC IBP 17 stocks | 
                  $218,871
                  0.35% of portfolio              
                 |   5   |   11   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Waste Management | Industrials
                         WM RSG WCN CLH GFL CWST HSC MEG 8 stocks | 
                  $208,824
                  0.33% of portfolio              
                 |   6   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Regulated Water | Utilities
                         AWK WTRG SBS AWR CWT SJW MSEX YORW 9 stocks | 
                  $206,121
                  0.33% of portfolio              
                 |   7   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Engineering & Construction | Industrials
                         PWR EME STN ACM FIX APG TTEK STRL 23 stocks | 
                  $201,172
                  0.32% of portfolio              
                 |   8   |   12   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Packaged Foods | Consumer Defensive
                         GIS KHC K MKC CAG SJM HRL CPB 27 stocks | 
                  $197,441
                  0.31% of portfolio              
                 |   16   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electronic Components | Technology
                         APH GLW JBL SANM OLED PLXS TTMI LFUS 17 stocks | 
                  $190,361
                  0.3% of portfolio              
                 |   7   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Equipment & Services | Energy
                         SLB BKR NOV AROC CHX WHD FTI OII 20 stocks | 
                  $181,875
                  0.29% of portfolio              
                 |   10   |   8   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Computer Hardware | Technology
                         HPQ DELL NTAP PSTG WDC 5 stocks | 
                  $166,397
                  0.26% of portfolio              
                 |   2   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Business Services | Industrials
                         CTAS GPN ARMK MMS ABM DLB UNF AZZ 14 stocks | 
                  $161,602
                  0.26% of portfolio              
                 |   5   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Integrated Freight & Logistics | Industrials
                         FDX UPS EXPD XPO CHRW JBHT LSTR PBI 9 stocks | 
                  $152,240
                  0.24% of portfolio              
                 |   2   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Conglomerates | Industrials
                         HON MMM VMI MDU GFF CODI MATW SEB 8 stocks | 
                  $152,122
                  0.24% of portfolio              
                 |   3   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Consulting Services | Industrials
                         VRSK EFX TRU BAH FCN EXPO HURN ICFI 10 stocks | 
                  $149,275
                  0.24% of portfolio              
                 |   8   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Care Facilities | Healthcare
                         HCA THC EHC DVA ENSG UHS CHE OPCH 22 stocks | 
                  $138,369
                  0.22% of portfolio              
                 |   6   |   14   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Confectioners | Consumer Defensive
                         MDLZ HSY TR 3 stocks | 
                  $125,754
                  0.2% of portfolio              
                 | - |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Staffing & Employment Services | Industrials
                         PAYX BZ KFY RHI MAN NSP HSII TNET 12 stocks | 
                  $125,377
                  0.2% of portfolio              
                 |   3   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Diversified | Real Estate
                         VICI WPC EPRT BNL GNL ALEX AAT ESRT 11 stocks | 
                  $123,999
                  0.2% of portfolio              
                 |   11   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Office | Real Estate
                         ARE BXP VNO CUZ KRC HIW OFC DEI 13 stocks | 
                  $122,017
                  0.19% of portfolio              
                 |   10   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Agricultural Inputs | Basic Materials
                         CTVA CF NTR FMC MOS SMG 6 stocks | 
                  $121,270
                  0.19% of portfolio              
                 |   3   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Lodging | Consumer Cyclical
                         HLT MAR HTHT WH H CHH 6 stocks | 
                  $116,547
                  0.19% of portfolio              
                 |   1   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Drug Manufacturers—Specialty & Generic | Healthcare
                         ZTS TEVA NBIX VTRS LNTH PBH PRGO SUPN 21 stocks | 
                  $115,498
                  0.18% of portfolio              
                 |   5   |   12   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Tobacco | Consumer Defensive
                         PM MO UVV 3 stocks | 
                  $115,173
                  0.18% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Grocery Stores | Consumer Defensive
                         KR ACI SFM GO WMK IMKTA NGVC VLGEA 8 stocks | 
                  $111,361
                  0.18% of portfolio              
                 |   4   |   4   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Copper | Basic Materials
                         FCX SCCO TGB ERO HBM 5 stocks | 
                  $110,628
                  0.18% of portfolio              
                 |   5   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Packaging & Containers | Consumer Cyclical
                         IP PKG BALL AMCR CCK SEE GPK SON 13 stocks | 
                  $107,213
                  0.17% of portfolio              
                 |   4   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Food Distribution | Consumer Defensive
                         SYY USFD PFGC CHEF UNFI ANDE SPTN CVGW 8 stocks | 
                  $106,177
                  0.17% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Airlines | Industrials
                         RYAAY UAL DAL LUV AAL SKYW ALK JBLU 9 stocks | 
                  $104,987
                  0.17% of portfolio              
                 |   1   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Real Estate Services | Real Estate
                         CBRE CSGP BEKE JLL FSV CIGI KW MMI 12 stocks | 
                  $103,937
                  0.17% of portfolio              
                 |   6   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Refining & Marketing | Energy
                         MPC PSX VLO VVV INT PBF PARR CVI 10 stocks | 
                  $99,855
                  0.16% of portfolio              
                 |   2   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Auto & Truck Dealerships | Consumer Cyclical
                         CPRT LAD GPI ABG AN RUSHA KMX KAR 13 stocks | 
                  $90,458
                  0.14% of portfolio              
                 |   4   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Diversified | Utilities
                         SRE NWE MGEE AVA OTTR BKH AES ALE 11 stocks | 
                  $89,850
                  0.14% of portfolio              
                 |   5   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Regulated Gas | Utilities
                         ATO NI SWX NJR SR OGS UGI CPK 10 stocks | 
                  $87,960
                  0.14% of portfolio              
                 |   9   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Rental & Leasing Services | Industrials
                         URI AL GATX WSC R HRI CAR RCII 10 stocks | 
                  $87,334
                  0.14% of portfolio              
                 |   5   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electrical Equipment & Parts | Industrials
                         VRT HUBB ENS BE AEIS AYI ENR POWL 11 stocks | 
                  $85,526
                  0.14% of portfolio              
                 |   3   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Steel | Basic Materials
                         STLD NUE RS CMC CLF TMST 6 stocks | 
                  $79,492
                  0.13% of portfolio              
                 |   1   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Health Information Services | Healthcare
                         VEEV HQY DOCS PINC PGNY OMCL SDGR HSTM 14 stocks | 
                  $70,102
                  0.11% of portfolio              
                 |   5   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Uranium | Energy
                         CCJ NXE UEC DNN 4 stocks | 
                  $64,560
                  0.1% of portfolio              
                 |   3   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Hotel & Motel | Real Estate
                         HST RHP APLE PK SHO DRH PEB XHR 12 stocks | 
                  $63,733
                  0.1% of portfolio              
                 |   10   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Auto Parts | Consumer Cyclical
                         MGA LKQ BWA ALV LEA GNTX VC DORM 21 stocks | 
                  $61,934
                  0.1% of portfolio              
                 |   7   |   12   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Independent Power Producers | Utilities
                         VST NRG TAC 3 stocks | 
                  $51,511
                  0.08% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Trucking | Industrials
                         ODFL SAIA TFII KNX WERN ARCB SNDR MRTN 11 stocks | 
                  $48,627
                  0.08% of portfolio              
                 |   3   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Specialty | Financial Services
                         FNF MTG RDN FAF NMIH AIZ TRUP EIG 11 stocks | 
                  $46,852
                  0.07% of portfolio              
                 |   3   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Tools & Accessories | Industrials
                         SNA LECO ROLL SWK TTC TKR KMT 7 stocks | 
                  $46,730
                  0.07% of portfolio              
                 |   1   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Farm Products | Consumer Defensive
                         ADM TSN CALM VITL 4 stocks | 
                  $41,829
                  0.07% of portfolio              
                 |   1   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Personal Services | Consumer Cyclical
                         ROL SCI HRB FTDR BFAM 5 stocks | 
                  $41,244
                  0.07% of portfolio              
                 |   2   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Resorts & Casinos | Consumer Cyclical
                         LVS MTN BYD PENN HGV MGM WYNN VAC 13 stocks | 
                  $34,451
                  0.05% of portfolio              
                 |   1   |   9   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Beverages—Brewers | Consumer Defensive
                         ABEV SAM 2 stocks | 
                  $33,966
                  0.05% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Education & Training Services | Consumer Defensive
                         TAL ATGE LRN LOPE STRA PRDO GHC UTI 8 stocks | 
                  $33,287
                  0.05% of portfolio              
                 |   1   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Reinsurance | Financial Services
                         RE RGA RNR 3 stocks | 
                  $32,852
                  0.05% of portfolio              
                 |   1   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Metal Fabrication | Industrials
                         CRS MLI ATI WOR PRLB IIIN RYI 7 stocks | 
                  $29,100
                  0.05% of portfolio              
                 |   2   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Security & Protection Services | Industrials
                         ALLE MSA REZI BCO BRC ADT ARLO NSSC 10 stocks | 
                  $27,216
                  0.04% of portfolio              
                 |   5   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Apparel Manufacturing | Consumer Cyclical
                         GIL RL KTB VFC PVH HBI COLM UAA 14 stocks | 
                  $26,925
                  0.04% of portfolio              
                 |   6   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Advertising Agencies | Communication Services
                         OMC ZD MGNI QNST DLX BOC CCO 7 stocks | 
                  $26,555
                  0.04% of portfolio              
                 |   2   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Furnishings, Fixtures & Appliances | Consumer Cyclical
                         TPX WHR PATK TILE MHK LZB MLKN LEG 10 stocks | 
                  $24,913
                  0.04% of portfolio              
                 |   3   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Solar | Technology
                         FSLR ENPH RUN SEDG CSIQ JKS 6 stocks | 
                  $24,157
                  0.04% of portfolio              
                 |   3   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Leisure | Consumer Cyclical
                         PLNT HAS MAT GOLF YETI ELY PTON SEAS 10 stocks | 
                  $22,852
                  0.04% of portfolio              
                 |   5   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Beverages—Wineries & Distilleries | Consumer Defensive
                         STZ MGPI 2 stocks | 
                  $22,593
                  0.04% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electronics & Computer Distribution | Technology
                         SNX ARW NSIT AVT SCSC CNXN 6 stocks | 
                  $20,592
                  0.03% of portfolio              
                 | - |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Chemicals | Basic Materials
                         DOW CE ASIX HUN MEOH GPRE FF 7 stocks | 
                  $19,886
                  0.03% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Mortgage | Real Estate
                         STWD AGNC ABR NRZ EFC ARI PMT RWT 13 stocks | 
                  $19,805
                  0.03% of portfolio              
                 |   9   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Silver | Basic Materials
                         PAAS AG SVM MAG 4 stocks | 
                  $19,371
                  0.03% of portfolio              
                 |   3   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Lumber & Wood Production | Basic Materials
                         WFG SSD UFPI 3 stocks | 
                  $16,321
                  0.03% of portfolio              
                 |   1   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Mortgage Finance | Financial Services
                         COOP WD PFSI ECPG RKT 5 stocks | 
                  $15,577
                  0.02% of portfolio              
                 |   3   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Airports & Air Services | Industrials
                         PAC ASR OMAB 3 stocks | 
                  $14,285
                  0.02% of portfolio              
                 | - |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Other Industrial Metals & Mining | Basic Materials
                         TECK MTRN CMP 3 stocks | 
                  $14,053
                  0.02% of portfolio              
                 |   2   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Recreational Vehicles | Consumer Cyclical
                         THO HOG BC LCII PII WGO DOOO MBUU 9 stocks | 
                  $13,628
                  0.02% of portfolio              
                 |   3   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Luxury Goods | Consumer Cyclical
                         TPR SIG REAL MOV 4 stocks | 
                  $13,288
                  0.02% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Business Equipment & Supplies | Industrials
                         AVY HNI EBF SCS ACCO 5 stocks | 
                  $12,557
                  0.02% of portfolio              
                 |   1   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Renewable | Utilities
                         ORA CWEN AQN EE NEP 5 stocks | 
                  $10,438
                  0.02% of portfolio              
                 |   2   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Publishing | Communication Services
                         NYT WLY SCHL GCI 4 stocks | 
                  $10,108
                  0.02% of portfolio              
                 | - |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Gambling | Consumer Cyclical
                         LNW CHDN ACEL IGT 4 stocks | 
                  $9,024
                  0.01% of portfolio              
                 |   1   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Infrastructure Operations | Industrials
                         VRRM ACA 2 stocks | 
                  $8,262
                  0.01% of portfolio              
                 | - |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Pharmaceutical Retailers | Healthcare
                         WBA 1 stocks | 
                  $8,222
                  0.01% of portfolio              
                 | - |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Drilling | Energy
                         PTEN HP RIG 3 stocks | 
                  $7,366
                  0.01% of portfolio              
                 |   3   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Aluminum | Basic Materials
                         AA KALU CENX 3 stocks | 
                  $6,513
                  0.01% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Pollution & Treatment Controls | Industrials
                         FSS ERII CECE 3 stocks | 
                  $6,333
                  0.01% of portfolio              
                 | - |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Marine Shipping | Industrials
                         KEX MATX 2 stocks | 
                  $5,929
                  0.01% of portfolio              
                 | - |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Financial Conglomerates | Financial Services
                         VOYA TREE 2 stocks | 
                  $5,873
                  0.01% of portfolio              
                 | - |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Department Stores | Consumer Cyclical
                         M DDS KSS 3 stocks | 
                  $5,569
                  0.01% of portfolio              
                 |   3   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Other Precious Metals & Mining | Basic Materials
                         BVN EXK 2 stocks | 
                  $4,147
                  0.01% of portfolio              
                 |   2   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Broadcasting | Communication Services
                         TGNA GTN 2 stocks | 
                  $3,790
                  0.01% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Coking Coal | Basic Materials
                         HCC SXC 2 stocks | 
                  $2,822
                  0.0% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Real Estate—Diversified | Real Estate
                         JOE 1 stocks | 
                  $2,812
                  0.0% of portfolio              
                 |   1   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Textile Manufacturing | Consumer Cyclical
                         AIN 1 stocks | 
                  $1,923
                  0.0% of portfolio              
                 | - |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Closed-End Fund - Foreign | ETFs
                         ILF 1 stocks | 
                  $1,872
                  0.0% of portfolio              
                 |   1   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Thermal Coal | Energy
                         BTU 1 stocks | 
                  $1,291
                  0.0% of portfolio              
                 |   1   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Real Estate—Development | Real Estate
                         FOR 1 stocks | 
                  $45
                  0.0% of portfolio              
                 | - | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 |