Public Employees Retirement System Of Ohio Portfolio Holdings by Sector
Public Employees Retirement System Of Ohio
- $28.7 Billion
- Q2 2025
| Industry | Value | Buys | Sells | New Positions | Closed Positions | Options | 
|---|---|---|---|---|---|---|
| 
                      Semiconductors | Technology
                         NVDA AVGO TSM AMD QCOM TXN MU ADI 37 stocks | 
                  $3.04 Million
                  10.62% of portfolio              
                 |   22   |   13   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Software—Infrastructure | Technology
                         MSFT ORCL PLTR ADBE PANW CRWD SNPS FTNT 62 stocks | 
                  $2.45 Million
                  8.55% of portfolio              
                 |   37   |   22   |   2   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Internet Content & Information | Communication Services
                         META GOOGL GOOG SPOT TME DASH PINS TWLO 25 stocks | 
                  $1.74 Million
                  6.06% of portfolio              
                 |   12   |   12   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Consumer Electronics | Technology
                         AAPL SONO LPL UEIC GPRO 5 stocks | 
                  $1.32 Million
                  4.62% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Internet Retail | Consumer Cyclical
                         AMZN MELI SE CPNG BABA PDD CVNA VIPS 16 stocks | 
                  $1.25 Million
                  4.36% of portfolio              
                 |   6   |   9   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Banks—Diversified | Financial Services
                         JPM BAC WFC UBS NU C RY BCS 17 stocks | 
                  $921,400
                  3.21% of portfolio              
                 |   3   |   11   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Drug Manufacturers—General | Healthcare
                         LLY JNJ ABBV MRK GILD AMGN PFE BMY 12 stocks | 
                  $881,792
                  3.08% of portfolio              
                 |   3   |   9   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Software—Application | Technology
                         CRM INTU NOW UBER MSTR CDNS APP SHOP 80 stocks | 
                  $859,609
                  3.0% of portfolio              
                 |   42   |   34   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Credit Services | Financial Services
                         MA V AXP COF PYPL SYF QFIN SOFI 29 stocks | 
                  $754,942
                  2.63% of portfolio              
                 |   11   |   14   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      ETFs | ETFs
                         IVV IAU GLDM IWN 4 stocks | 
                  $536,996
                  1.87% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Banks—Regional | Financial Services
                         HDB ITUB BAP DB PNC USB BBD TFC 170 stocks | 
                  $500,426
                  1.75% of portfolio              
                 |   47   |   85   |   2   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Diversified | Financial Services
                         BRK-B AIG HIG ACGL ESGR EQH GSHD SLF 9 stocks | 
                  $479,104
                  1.67% of portfolio              
                 |   3   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Discount Stores | Consumer Defensive
                         COST WMT TGT OLLI DLTR DG BJ PSMT 8 stocks | 
                  $472,837
                  1.65% of portfolio              
                 |   3   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Auto Manufacturers | Consumer Cyclical
                         TSLA GM RACE F STLA RIVN BLBD XPEV 11 stocks | 
                  $463,472
                  1.62% of portfolio              
                 |   4   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Industrial Machinery | Industrials
                         GE ETN PH EMR ITW ROP CMI AME 45 stocks | 
                  $449,990
                  1.57% of portfolio              
                 |   22   |   22   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Industrial | Real Estate
                         PLD PSA EXR EGP CUBE REXR STAG FR 14 stocks | 
                  $430,270
                  1.5% of portfolio              
                 |   14   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Aerospace & Defense | Industrials
                         RTX BA LMT TDG HWM GD NOC AXON 30 stocks | 
                  $405,498
                  1.41% of portfolio              
                 |   12   |   18   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Information Technology Services | Technology
                         IBM ACN INFY FISV BR FIS CTSH GLOB 36 stocks | 
                  $390,624
                  1.36% of portfolio              
                 |   14   |   20   |   3   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Regulated Electric | Utilities
                         NEE SO DUK AEP XEL D EXC CNP 30 stocks | 
                  $390,504
                  1.36% of portfolio              
                 |   15   |   14   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Entertainment | Communication Services
                         NFLX DIS LYV ROKU WBD FOXA NWSA FOX 19 stocks | 
                  $384,063
                  1.34% of portfolio              
                 |   10   |   9   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Devices | Healthcare
                         ABT BSX SYK MDT EW PODD STE DXCM 30 stocks | 
                  $376,206
                  1.31% of portfolio              
                 |   16   |   11   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Asset Management | Financial Services
                         BK BX KKR APO AMP TDF ASA TWN 44 stocks | 
                  $360,918
                  1.26% of portfolio              
                 |   22   |   21   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Integrated | Energy
                         XOM CVX SU PBR NFG CVE IMO 7 stocks | 
                  $352,975
                  1.23% of portfolio              
                 | - |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Telecom Services | Communication Services
                         T VZ CMCSA TMUS CHTR BCE CHT TU 28 stocks | 
                  $351,930
                  1.23% of portfolio              
                 |   13   |   12   |   2   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Specialty | Real Estate
                         EQIX DLR AMT CCI SBAC IRM EPR WY 15 stocks | 
                  $350,307
                  1.22% of portfolio              
                 |   10   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Capital Markets | Financial Services
                         GS MS SCHW XP RJF IBKR TW LPLA 25 stocks | 
                  $336,601
                  1.17% of portfolio              
                 |   19   |   6   |   2   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Retail | Real Estate
                         SPG O KIM REG ADC NNN FRT BRX 21 stocks | 
                  $335,822
                  1.17% of portfolio              
                 |   17   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Residential | Real Estate
                         AVB EQR INVH ESS MAA SUI UDR CPT 16 stocks | 
                  $312,503
                  1.09% of portfolio              
                 |   15   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Healthcare Facilities | Real Estate
                         WELL VTR PEAK OHI CTRE NHI MPW DHC 14 stocks | 
                  $289,305
                  1.01% of portfolio              
                 |   8   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Healthcare Plans | Healthcare
                         UNH ELV CI CVS CNC HUM MOH CLOV 9 stocks | 
                  $255,128
                  0.89% of portfolio              
                 |   1   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Financial Data & Stock Exchanges | Financial Services
                         SPGI ICE CME MCO MSCI NDAQ CBOE FDS 10 stocks | 
                  $237,204
                  0.83% of portfolio              
                 |   3   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Beverages—Non-Alcoholic | Consumer Defensive
                         KO PEP MNST KDP CELH KOF COKE CCEP 9 stocks | 
                  $235,813
                  0.82% of portfolio              
                 |   6   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Household & Personal Products | Consumer Defensive
                         PG CL KMB IPAR CHD EL CLX ELF 14 stocks | 
                  $234,515
                  0.82% of portfolio              
                 |   7   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Property & Casualty | Financial Services
                         PGR CB TRV ALL CINF MKL WRB SIGI 27 stocks | 
                  $233,905
                  0.82% of portfolio              
                 |   9   |   15   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Restaurants | Consumer Cyclical
                         MCD SBUX CMG DRI YUM DPZ QSR YUMC 23 stocks | 
                  $233,586
                  0.81% of portfolio              
                 |   9   |   14   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Home Improvement Retail | Consumer Cyclical
                         HD LOW FND HVT 4 stocks | 
                  $209,297
                  0.73% of portfolio              
                 |   2   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Diagnostics & Research | Healthcare
                         TMO DHR IDXX WAT A DGX IQV MTD 20 stocks | 
                  $206,944
                  0.72% of portfolio              
                 |   9   |   10   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Travel Services | Consumer Cyclical
                         BKNG RCL ABNB EXPE TCOM CCL NCLH TNL 9 stocks | 
                  $201,452
                  0.7% of portfolio              
                 |   4   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Communication Equipment | Technology
                         CSCO MSI ERIC ZBRA HPE JNPR CIEN LITE 21 stocks | 
                  $199,090
                  0.69% of portfolio              
                 |   10   |   10   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas E&P | Energy
                         COP EOG FANG HES CHK EQT OXY AR 37 stocks | 
                  $198,108
                  0.69% of portfolio              
                 |   21   |   16   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Gold | Basic Materials
                         AEM WPM NEM FNV CGAU RGLD KGC SSRM 24 stocks | 
                  $189,810
                  0.66% of portfolio              
                 |   9   |   14   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Chemicals | Basic Materials
                         SHW ECL APD DD SQM PPG ESI IFF 38 stocks | 
                  $174,020
                  0.61% of portfolio              
                 |   22   |   14   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Farm & Heavy Construction Machinery | Industrials
                         CAT DE PCAR OSK ALG CNHI AGCO WNC 17 stocks | 
                  $169,608
                  0.59% of portfolio              
                 |   9   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Instruments & Supplies | Healthcare
                         ISRG BDX RMD ATR MMSI WST BAX HOLX 19 stocks | 
                  $168,847
                  0.59% of portfolio              
                 |   8   |   11   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Tobacco | Consumer Defensive
                         PM MO RLX BTI UVV 5 stocks | 
                  $165,189
                  0.58% of portfolio              
                 |   1   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Railroads | Industrials
                         UNP CNI CSX NSC WAB TRN GBX FSTR 8 stocks | 
                  $162,147
                  0.57% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Midstream | Energy
                         WMB KMI LNG ENB OKE TRGP TRP DTM 18 stocks | 
                  $161,637
                  0.56% of portfolio              
                 |   12   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance Brokers | Financial Services
                         MMC AJG AON BRO WTW BRP SLQT EHTH 9 stocks | 
                  $159,078
                  0.55% of portfolio              
                 |   5   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Semiconductor Equipment & Materials | Technology
                         AMAT KLAC NVMI ASML CAMT TER ENTG VECO 18 stocks | 
                  $158,732
                  0.55% of portfolio              
                 |   10   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Building Products & Equipment | Industrials
                         TT JCI CARR LII AAON CSL MAS OC 22 stocks | 
                  $149,277
                  0.52% of portfolio              
                 |   9   |   13   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Biotechnology | Healthcare
                         VRTX REGN ALNY INSM RPRX EXEL UTHR INCY 52 stocks | 
                  $140,011
                  0.49% of portfolio              
                 |   30   |   15   |   12   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Retail | Consumer Cyclical
                         ORLY AZO TSCO ULTA WSM CASY BBY GPC 26 stocks | 
                  $126,272
                  0.44% of portfolio              
                 |   9   |   16   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electronic Components | Technology
                         APH JBL GLW FLEX FN PLXS OLED LFUS 15 stocks | 
                  $111,797
                  0.39% of portfolio              
                 |   10   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Apparel Retail | Consumer Cyclical
                         TJX ROST LULU URBN BURL SCVL GPS BOOT 16 stocks | 
                  $104,133
                  0.36% of portfolio              
                 |   9   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Conglomerates | Industrials
                         HON MMM VMI MDU SEB CODI MATW GFF 8 stocks | 
                  $103,516
                  0.36% of portfolio              
                 |   4   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Industrial Distribution | Industrials
                         FAST GWW WCC CNM WSO SITE MSM POOL 12 stocks | 
                  $95,650
                  0.33% of portfolio              
                 |   7   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Office | Real Estate
                         ARE BXP VNO CUZ KRC SLG OFC HIW 15 stocks | 
                  $93,059
                  0.32% of portfolio              
                 |   12   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Distribution | Healthcare
                         MCK CAH ABC HSIC OMI 5 stocks | 
                  $88,802
                  0.31% of portfolio              
                 |   1   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Life | Financial Services
                         AFL MET PRU UNM MFC GL PRI LNC 12 stocks | 
                  $84,363
                  0.29% of portfolio              
                 |   4   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Staffing & Employment Services | Industrials
                         ADP PAYX KFRC BZ RHI MAN BBSI TBI 13 stocks | 
                  $80,103
                  0.28% of portfolio              
                 |   7   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Integrated Freight & Logistics | Industrials
                         UPS FDX EXPD LSTR XPO JBHT CHRW GXO 11 stocks | 
                  $78,913
                  0.28% of portfolio              
                 |   4   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Packaged Foods | Consumer Defensive
                         GIS KHC POST K BRBR MKC FRPT SJM 30 stocks | 
                  $77,658
                  0.27% of portfolio              
                 |   20   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Engineering & Construction | Industrials
                         PWR EME FIX ACM ROAD APG MTZ TTEK 25 stocks | 
                  $76,289
                  0.27% of portfolio              
                 |   12   |   12   |   2   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Scientific & Technical Instruments | Technology
                         KEYS GRMN TRMB TDY MKSI FTV VNT NOVT 14 stocks | 
                  $69,566
                  0.24% of portfolio              
                 |   7   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electronic Gaming & Multimedia | Communication Services
                         RBLX EA NTES TTWO BILI SOHU GRVY PLTK 9 stocks | 
                  $68,679
                  0.24% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Medical Care Facilities | Healthcare
                         HCA UHS ENSG THC EHC ADUS CHE DVA 27 stocks | 
                  $65,871
                  0.23% of portfolio              
                 |   15   |   10   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Refining & Marketing | Energy
                         MPC VLO PSX VVV DINO INT DK PARR 10 stocks | 
                  $65,264
                  0.23% of portfolio              
                 |   5   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Diversified | Real Estate
                         WPC VICI EPRT BNL GNL ALEX ESRT AAT 11 stocks | 
                  $63,317
                  0.22% of portfolio              
                 |   9   |   2   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Waste Management | Industrials
                         WM RSG CLH GFL HSC CWST 6 stocks | 
                  $61,544
                  0.21% of portfolio              
                 |   1   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Computer Hardware | Technology
                         DELL WDC LOGI HPQ NTAP PSTG STX CRCT 10 stocks | 
                  $61,524
                  0.21% of portfolio              
                 |   8   |   2   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Specialty Business Services | Industrials
                         CTAS CBZ GPN UNF ARMK AZZ DLB BV 8 stocks | 
                  $61,100
                  0.21% of portfolio              
                 |   4   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Lodging | Consumer Cyclical
                         HLT MAR CHH WH H HTHT 6 stocks | 
                  $60,364
                  0.21% of portfolio              
                 |   1   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Airlines | Industrials
                         DAL UAL CPA LUV AAL ALK ALGT JBLU 9 stocks | 
                  $56,353
                  0.2% of portfolio              
                 |   5   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Consulting Services | Industrials
                         VRSK TRU EFX HURN BAH FCN EXPO RGP 10 stocks | 
                  $55,829
                  0.19% of portfolio              
                 |   3   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Renewable | Utilities
                         CEG AQN EE CWEN ORA 5 stocks | 
                  $54,935
                  0.19% of portfolio              
                 |   2   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Real Estate Services | Real Estate
                         CBRE CSGP JLL CIGI FSV KW NMRK OPEN 13 stocks | 
                  $54,003
                  0.19% of portfolio              
                 |   8   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Independent Power Producers | Utilities
                         VST NRG TAC KEN 4 stocks | 
                  $53,416
                  0.19% of portfolio              
                 |   2   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Hotel & Motel | Real Estate
                         HST RHP SHO APLE PK XHR RLJ DRH 12 stocks | 
                  $53,355
                  0.19% of portfolio              
                 |   9   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electrical Equipment & Parts | Industrials
                         VRT AYI NVT HUBB ENS HAYW EAF AEIS 10 stocks | 
                  $51,991
                  0.18% of portfolio              
                 |   9   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Drug Manufacturers—Specialty & Generic | Healthcare
                         ZTS PBH NBIX VTRS ELAN PCRX BHC TEVA 22 stocks | 
                  $50,305
                  0.18% of portfolio              
                 |   12   |   10   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Residential Construction | Consumer Cyclical
                         DHI LEN PHM NVR TOL CCS MTH TMHC 17 stocks | 
                  $49,395
                  0.17% of portfolio              
                 |   8   |   9   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Packaging & Containers | Consumer Cyclical
                         CCK IP AMCR SLGN PKG BALL GPK SEE 14 stocks | 
                  $48,177
                  0.17% of portfolio              
                 |   6   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Footwear & Accessories | Consumer Cyclical
                         NKE DECK ONON SKX CROX SHOO WWW CAL 8 stocks | 
                  $47,907
                  0.17% of portfolio              
                 |   4   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Equipment & Services | Energy
                         SLB BKR HAL FTI NOV DNOW WFRD LBRT 25 stocks | 
                  $47,242
                  0.16% of portfolio              
                 |   17   |   7   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Rental & Leasing Services | Industrials
                         URI AER MGRC R AL WSC PRG CAR 11 stocks | 
                  $44,414
                  0.15% of portfolio              
                 |   8   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Confectioners | Consumer Defensive
                         MDLZ HSY 2 stocks | 
                  $43,143
                  0.15% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Agricultural Inputs | Basic Materials
                         CTVA NTR CF MOS FMC SMG ICL AVD 8 stocks | 
                  $42,427
                  0.15% of portfolio              
                 |   6   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Auto & Truck Dealerships | Consumer Cyclical
                         CPRT RUSHA SAH KMX LAD ACVA AN KAR 14 stocks | 
                  $40,269
                  0.14% of portfolio              
                 |   9   |   4   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Resorts & Casinos | Consumer Cyclical
                         LVS MLCO WYNN MGM VAC CZR MTN BYD 13 stocks | 
                  $39,391
                  0.14% of portfolio              
                 |   6   |   7   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Auto Parts | Consumer Cyclical
                         ALSN GTX DORM BWA LKQ LEA GNTX XPEL 22 stocks | 
                  $38,291
                  0.13% of portfolio              
                 |   11   |   9   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Health Information Services | Healthcare
                         VEEV HQY DOCS CERT NRC TXG SLP SPOK 15 stocks | 
                  $37,819
                  0.13% of portfolio              
                 |   9   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Grocery Stores | Consumer Defensive
                         KR SFM ACI DDL IMKTA WMK GO DNUT 8 stocks | 
                  $37,036
                  0.13% of portfolio              
                 |   4   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Steel | Basic Materials
                         NUE RS STLD TX CMC CLF PKX ZEUS 11 stocks | 
                  $35,305
                  0.12% of portfolio              
                 |   6   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Building Materials | Basic Materials
                         VMC MLM BCC EXP CRH.L 5 stocks | 
                  $33,043
                  0.12% of portfolio              
                 |   2   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Copper | Basic Materials
                         FCX SCCO HBM ERO TGB 5 stocks | 
                  $32,060
                  0.11% of portfolio              
                 |   1   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Diversified | Utilities
                         SRE AVA AES NWE CIG BKH HE ALE 11 stocks | 
                  $31,267
                  0.11% of portfolio              
                 |   5   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Food Distribution | Consumer Defensive
                         SYY USFD PFGC CVGW ANDE CHEF AVO 7 stocks | 
                  $27,481
                  0.1% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Regulated Gas | Utilities
                         ATO NI UGI SWX NWN SR OGS NJR 10 stocks | 
                  $26,949
                  0.09% of portfolio              
                 |   1   |   8   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Specialty | Financial Services
                         FNF AIZ MTG RYAN FAF AMSF AGO ACT 13 stocks | 
                  $25,462
                  0.09% of portfolio              
                 |   1   |   11   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Beverages—Brewers | Consumer Defensive
                         FMX TAP SAM 3 stocks | 
                  $24,579
                  0.09% of portfolio              
                 | - |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Tools & Accessories | Industrials
                         SNA ROLL LECO SWK TTC TKR KMT HLMN 8 stocks | 
                  $23,802
                  0.08% of portfolio              
                 |   4   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Trucking | Industrials
                         ODFL ARCB SAIA KNX TFII WERN CVLG SNDR 10 stocks | 
                  $21,734
                  0.08% of portfolio              
                 |   5   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Apparel Manufacturing | Consumer Cyclical
                         RL HBI COLM GIL VFC PVH UAA UA 13 stocks | 
                  $21,431
                  0.07% of portfolio              
                 |   8   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Leisure | Consumer Cyclical
                         OSW YETI HAS PLNT MAT LTH FNKO JOUT 12 stocks | 
                  $21,313
                  0.07% of portfolio              
                 |   2   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Farm Products | Consumer Defensive
                         ADM TSN VITL DOLE CALM FDP LMNR AGRO 8 stocks | 
                  $20,517
                  0.07% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Personal Services | Consumer Cyclical
                         ROL FTDR SCI HRB BFAM MED CSV 7 stocks | 
                  $18,422
                  0.06% of portfolio              
                 |   3   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Insurance—Reinsurance | Financial Services
                         RE RGA RNR SPNT GLRE 5 stocks | 
                  $16,789
                  0.06% of portfolio              
                 |   2   |   2   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Metal Fabrication | Industrials
                         CRS ATI MLI ESAB RYI IIIN WOR MEC 9 stocks | 
                  $14,791
                  0.05% of portfolio              
                 |   5   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Electronics & Computer Distribution | Technology
                         NSIT SNX ARW AVT SCSC CNXN 6 stocks | 
                  $14,723
                  0.05% of portfolio              
                 |   4   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Furnishings, Fixtures & Appliances | Consumer Cyclical
                         TPX MHK WHR PATK LZB ETD SNBR IRBT 15 stocks | 
                  $14,562
                  0.05% of portfolio              
                 |   8   |   4   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Utilities—Regulated Water | Utilities
                         AWK WTRG AWR CWT SBS SJW 6 stocks | 
                  $12,955
                  0.05% of portfolio              
                 |   2   |   4   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Gambling | Consumer Cyclical
                         DKNG LNW CHDN SGHC IGT EVRI 6 stocks | 
                  $12,196
                  0.04% of portfolio              
                 |   2   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Advertising Agencies | Communication Services
                         OMC CRTO IPG IAS ZD DLX CMPR ADV 8 stocks | 
                  $11,625
                  0.04% of portfolio              
                 |   6   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Chemicals | Basic Materials
                         DOW MEOH CE HUN RYAM ASIX TROX GPRE 11 stocks | 
                  $11,023
                  0.04% of portfolio              
                 |   5   |   6   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Marine Shipping | Industrials
                         KEX GSL ZIM GOGL CMRE SBLK SFL DAC 12 stocks | 
                  $10,501
                  0.04% of portfolio              
                 |   9   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Other Industrial Metals & Mining | Basic Materials
                         VALE MP TECK SKE CMP SGML MTRN GSM 8 stocks | 
                  $9,890
                  0.03% of portfolio              
                 |   5   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Solar | Technology
                         FSLR ENPH JKS SEDG RUN 5 stocks | 
                  $7,604
                  0.03% of portfolio              
                 |   3   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Security & Protection Services | Industrials
                         ALLE MSA ADT MG BCO 5 stocks | 
                  $7,289
                  0.03% of portfolio              
                 |   2   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Beverages—Wineries & Distilleries | Consumer Defensive
                         STZ MGPI 2 stocks | 
                  $6,609
                  0.02% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Luxury Goods | Consumer Cyclical
                         TPR MOV 2 stocks | 
                  $6,457
                  0.02% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      REIT—Mortgage | Real Estate
                         AGNC STWD NRZ BXMT ABR ARI PMT MFA 17 stocks | 
                  $6,424
                  0.02% of portfolio              
                 |   9   |   8   |   1   | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Infrastructure Operations | Industrials
                         VRRM ACA 2 stocks | 
                  $6,308
                  0.02% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Business Equipment & Supplies | Industrials
                         AVY SCS EBF ACCO HNI 5 stocks | 
                  $5,423
                  0.02% of portfolio              
                 |   2   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Education & Training Services | Consumer Defensive
                         LOPE TAL GOTU EDU LRN ATGE DAO LAUR 13 stocks | 
                  $5,219
                  0.02% of portfolio              
                 |   8   |   5   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Mortgage Finance | Financial Services
                         COOP RKT UWMC PFSI WD ECPG 6 stocks | 
                  $4,449
                  0.02% of portfolio              
                 |   5   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Lumber & Wood Production | Basic Materials
                         SSD WFG UFPI 3 stocks | 
                  $4,322
                  0.02% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Recreational Vehicles | Consumer Cyclical
                         THO BC HOG DOOO LCII WGO MBUU ONEW 9 stocks | 
                  $4,265
                  0.01% of portfolio              
                 |   6   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Publishing | Communication Services
                         NYT SCHL WLY GCI 4 stocks | 
                  $3,880
                  0.01% of portfolio              
                 |   3   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Silver | Basic Materials
                         PAAS AG MAG SVM 4 stocks | 
                  $3,611
                  0.01% of portfolio              
                 |   4   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Uranium | Energy
                         CCJ NXE DNN UUUU 4 stocks | 
                  $3,546
                  0.01% of portfolio              
                 |   1   |   3   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Pharmaceutical Retailers | Healthcare
                         WBA 1 stocks | 
                  $2,546
                  0.01% of portfolio              
                 |   1   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Aluminum | Basic Materials
                         AA CSTM KALU 3 stocks | 
                  $2,494
                  0.01% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Financial Conglomerates | Financial Services
                         VOYA RILY 2 stocks | 
                  $2,293
                  0.01% of portfolio              
                 |   2   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Department Stores | Consumer Cyclical
                         M DDS 2 stocks | 
                  $1,529
                  0.01% of portfolio              
                 |   2   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Oil & Gas Drilling | Energy
                         PDS NBR 2 stocks | 
                  $1,189
                  0.0% of portfolio              
                 | - |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Other Precious Metals & Mining | Basic Materials
                         TFPM EXK BVN 3 stocks | 
                  $868
                  0.0% of portfolio              
                 |   1   |   2   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Coking Coal | Basic Materials
                         SXC HCC 2 stocks | 
                  $788
                  0.0% of portfolio              
                 |   2   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Paper & Paper Products | Basic Materials
                         CLW MATV SLVM MERC 4 stocks | 
                  $729
                  0.0% of portfolio              
                 |   4   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Real Estate—Development | Real Estate
                         FOR 1 stocks | 
                  $496
                  0.0% of portfolio              
                 |   1   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Pollution & Treatment Controls | Industrials
                         FSS ZWS 2 stocks | 
                  $364
                  0.0% of portfolio              
                 |   1   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Broadcasting | Communication Services
                         GTN SSP IHRT 3 stocks | 
                  $219
                  0.0% of portfolio              
                 |   2   |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Airports & Air Services | Industrials
                         ASR 1 stocks | 
                  $126
                  0.0% of portfolio              
                 | - | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Textile Manufacturing | Consumer Cyclical
                         AIN 1 stocks | 
                  $39
                  0.0% of portfolio              
                 | - |   1   | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 | 
| 
                      Shell Companies | Financial Services
                         DWAC 1 stocks | 
                  $0
                  0.0% of portfolio              
                 |   1   | - | - | - | 
                  
                    0
                  
                  Calls
                 
                  
                   0
                  
                  Puts
                 |