0001752724-20-179015.txt : 20200831
0001752724-20-179015.hdr.sgml : 20200831
20200828203854
ACCESSION NUMBER: 0001752724-20-179015
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200831
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD INSTITUTIONAL INDEX FUNDS
CENTRAL INDEX KEY: 0000862084
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06093
FILM NUMBER: 201149546
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD INSTITUTIONAL INDEX FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD INSTITUTIONAL EQUITY INDEX FUND INC
DATE OF NAME CHANGE: 19900701
0000862084
S000002853
Vanguard Institutional Index Fund
C000007825
Institutional Shares
VINIX
C000007826
Institutional Plus Shares
VIIIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000862084
XXXXXXXX
S000002853
C000007825
C000007826
VANGUARD INSTITUTIONAL INDEX FUNDS
811-06093
0000862084
549300HU31ENFT74XN04
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD INSTITUTIONAL INDEX FUND
S000002853
22FEKWGAFY38KJJVTQ65
2020-12-31
2020-06-30
N
226328246244.62
263346706.34
226064899538.28
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
739955322.72000000
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH CORP
693656100
620422.00000000
NS
USD
29811277.10000000
0.013187043703
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046109
977593.00000000
NS
USD
95892097.37000000
0.042417950582
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
12176180.00000000
NS
USD
1610421567.00000000
0.712371345701
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM
459200101
7791799.00000000
NS
USD
941015565.20000000
0.416259033190
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS
70450Y103
10303927.00000000
NS
USD
1795253201.00000000
0.794131775727
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
PEOPLE'S UNITED
712704105
3726412.00000000
NS
USD
43114586.84000000
0.019071774047
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599105
5897710.00000000
NS
USD
107928093.00000000
0.047742083454
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
48747138.00000000
NS
USD
1594031413.00000000
0.705121147181
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
PAYCHEX INC
704326107
2801616.00000000
NS
USD
212222412.00000000
0.093876763899
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
1483460.00000000
NS
USD
73624119.80000000
0.032567691822
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY
253868103
2354630.00000000
NS
USD
334616469.30000000
0.148017878929
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
2314829.00000000
NS
USD
116227564.10000000
0.051413361533
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
2081854.00000000
NS
USD
192946228.70000000
0.085349927872
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A
92826C839
14805411.00000000
NS
USD
2859961243.00000000
1.265106280913
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL
45866F104
4802255.00000000
NS
USD
439886558.00000000
0.194584191928
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
1007875.00000000
NS
USD
120410826.30000000
0.053263831114
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK-A
25470M109
2255639.00000000
NS
USD
77842101.89000000
0.034433519776
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA HOLDINGS I
46266C105
1558555.00000000
NS
USD
221127783.40000000
0.097816062489
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
HUNT (JB) TRANS
445658107
740368.00000000
NS
USD
89095885.12000000
0.039411640330
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
KANSAS CITY SOUT
485170302
833911.00000000
NS
USD
124494573.20000000
0.055070280018
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
11470358.00000000
NS
USD
745229159.30000000
0.329652750525
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
N/A
F5 NETWORKS
315616102
534132.00000000
NS
USD
74500731.36000000
0.032955461689
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
1663883.00000000
NS
USD
162211953.70000000
0.071754595265
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
7043204.00000000
NS
USD
434847415.00000000
0.192355122749
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
23120194.00000000
NS
USD
3251392882.00000000
1.438256398335
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC
369604103
76761190.00000000
NS
USD
524278927.70000000
0.231915228224
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056107
1117930.00000000
NS
USD
83788853.50000000
0.037064070393
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
6770144.00000000
NS
USD
247245658.90000000
0.109369326863
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
1129718.00000000
NS
USD
222497960.10000000
0.098422161314
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
3359420.00000000
NS
USD
76393210.80000000
0.033792601574
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
10251141.00000000
NS
USD
754381466.20000000
0.333701281243
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671D857
12741836.00000000
NS
USD
147423042.50000000
0.065212707855
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPE
42250P103
4724363.00000000
NS
USD
130203444.30000000
0.057595603990
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
CABOT OIL & GAS
127097103
3506363.00000000
NS
USD
60239316.34000000
0.026646912662
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1989831.00000000
NS
USD
117977080.00000000
0.052187261375
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ CORP
501889208
2666564.00000000
NS
USD
69863976.80000000
0.030904389377
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
34276016.00000000
NS
USD
208398177.30000000
0.092185110437
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DEXCOM
252131107
810012.00000000
NS
USD
328378864.80000000
0.145258669289
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA
24906P109
1922450.00000000
NS
USD
84703147.00000000
0.037468508898
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGAL
446413106
355267.00000000
NS
USD
61990538.83000000
0.027421567415
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2688076.00000000
NS
USD
134645726.80000000
0.059560651421
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
1788349.00000000
NS
USD
29668709.91000000
0.013123978985
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
1492424.00000000
NS
USD
209133375.10000000
0.092510325807
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
1425637.00000000
NS
USD
38264097.08000000
0.016926155788
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
3572504.00000000
NS
USD
203132577.40000000
0.089855867856
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
KRAFT HEINZ CO/T
500754106
5468424.00000000
NS
USD
174388041.40000000
0.077140697983
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
37104685.00000000
NS
USD
1659321513.00000000
0.734002278278
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
4980857.00000000
NS
USD
139713038.90000000
0.061802181225
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR INC
62944T105
30364.00000000
NS
USD
98948685.00000000
0.043770034712
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
3316685.00000000
NS
USD
180129162.40000000
0.079680287726
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
INCYTE CORP
45337C102
1583241.00000000
NS
USD
164609566.80000000
0.072815181452
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
JACOBS ENGIN GRP
469814107
1141659.00000000
NS
USD
96812683.20000000
0.042825172504
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
5398184.00000000
NS
USD
2050824083.00000000
0.907183772088
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
21725164.00000000
NS
USD
2597677859.00000000
1.149085003600
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
504.00000000
NS
USD
6022.80000000
0.000002664190
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
HILTON WORLDWIDE
43300A203
2433579.00000000
NS
USD
178746377.60000000
0.079068611697
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
2254853.00000000
NS
USD
148188939.20000000
0.065551502910
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
5706273.00000000
NS
USD
213300484.70000000
0.094353650272
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
18269267.00000000
NS
USD
933559543.70000000
0.412960855757
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELEC CO
291011104
5243118.00000000
NS
USD
325230609.50000000
0.143866035888
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
46974.00000000
NS
USD
2165031.66000000
0.000957703590
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045V100
11051140.00000000
NS
USD
279593842.00000000
0.123678573087
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTI
92345Y106
1423715.00000000
NS
USD
242316293.00000000
0.107188817677
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
2988499.00000000
NS
USD
422424333.70000000
0.186859762202
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
9438348.00000000
NS
USD
2364400557.00000000
1.045894591256
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
4484721.00000000
NS
USD
53188791.06000000
0.023528106826
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FLEETCOR TECHNOL
339041105
735387.00000000
NS
USD
184971892.10000000
0.081822473315
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX LABS
45168D104
745336.00000000
NS
USD
246080133.80000000
0.108853755847
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
407454.00000000
NS
USD
148305106.90000000
0.065602889790
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411105
3311954.00000000
NS
USD
44711379.00000000
0.019778116413
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
2434194.00000000
NS
USD
51045048.18000000
0.022579820345
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
12028690.00000000
NS
USD
442896365.80000000
0.195915582960
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP
34354P105
1146068.00000000
NS
USD
32685859.36000000
0.014458617603
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
1997254.00000000
NS
USD
65729629.14000000
0.029075557184
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECH CORP
989207105
465931.00000000
NS
USD
119255039.50000000
0.052752567843
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
1588550.00000000
NS
USD
204382843.00000000
0.090408923905
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIO
83088M102
1464129.00000000
NS
USD
187203533.90000000
0.082809641957
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
ROBERT HALF INTL
770323103
1005643.00000000
NS
USD
53128119.69000000
0.023501268794
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354G100
746100.00000000
NS
USD
249063102.00000000
0.110173274360
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
1432060.00000000
NS
USD
383147653.00000000
0.169485689190
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137107
12537781.00000000
NS
USD
440201490.90000000
0.194723502763
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
2166562.00000000
NS
USD
152439302.30000000
0.067431654631
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK INC
031100100
2013370.00000000
NS
USD
179934876.90000000
0.079594345370
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive JPMORGAN CHASE Pay ICE LIBOR USD 1 Month +0.45
N/A
100000.00000000
NC
USD
-329787.11000000
-0.00014588160
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
JPMORGAN CHASE
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
58386000.00000000
USD
-329787.11000000
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
2265963.00000000
NS
USD
129159891.00000000
0.057133987303
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
1428201.00000000
NS
USD
127895399.60000000
0.056574638460
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
6625589.00000000
NS
USD
895249585.70000000
0.396014413351
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINA
14040H105
3995553.00000000
NS
USD
250081662.30000000
0.110623835372
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
MONSTER BEVERAGE
61174X109
3280790.00000000
NS
USD
227424362.80000000
0.100601359726
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS
517834107
2949272.00000000
NS
USD
134309846.90000000
0.059412074662
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
3448908.00000000
NS
USD
121436050.70000000
0.053717339997
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER HANNIFIN
701094104
1126500.00000000
NS
USD
206453655.00000000
0.091324949349
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
8559857.00000000
NS
USD
104259058.30000000
0.046119082844
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FED REALTY INVS
313747206
617511.00000000
NS
USD
52618112.31000000
0.023275666597
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE
427866108
1293538.00000000
NS
USD
167668395.60000000
0.074168256966
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
DOW INC
260557103
6500152.00000000
NS
USD
264946195.50000000
0.117199174237
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
ARISTA NETWORKS
040413106
471674.00000000
NS
USD
99065690.22000000
0.043821792070
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-C
02079K107
2566970.00000000
NS
USD
3628694462.00000000
1.605156072177
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
1650393.00000000
NS
USD
56707503.48000000
0.025084612248
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
2798374.00000000
NS
USD
170532911.60000000
0.075435378047
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
SERVICENOW INC
81762P102
1673558.00000000
NS
USD
677891403.50000000
0.299865837148
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
1825825.00000000
NS
USD
144860955.50000000
0.064079366498
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
6660559.00000000
NS
USD
172508478.10000000
0.076309271564
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
COMERICA INC
200340107
1220084.00000000
NS
USD
46485200.40000000
0.020562767813
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDS INC
693506107
2070383.00000000
NS
USD
219584821.00000000
0.097133531763
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK-N/V
579780206
1084989.00000000
NS
USD
194657876.50000000
0.086107076727
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
ELECTRONIC ARTS
285512109
2533446.00000000
NS
USD
334541544.30000000
0.147984735791
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844108
2248099.00000000
NS
USD
394698741.40000000
0.174595322938
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TRANSDIGM GROUP
893641100
441300.00000000
NS
USD
195076665.00000000
0.086292328175
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX CORP
45167R104
661617.00000000
NS
USD
104561950.70000000
0.046253067554
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
FASTENAL CO
311900104
5026754.00000000
NS
USD
215346141.40000000
0.095258548248
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
832257.00000000
NS
USD
83059248.60000000
0.036741329047
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
1323287.00000000
NS
USD
258040965.00000000
0.114144639670
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887109
2587689.00000000
NS
USD
619156347.00000000
0.273884335102
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
3676682.00000000
NS
USD
10143303835.00000000
4.486899052315
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
4152155.00000000
NS
USD
68178385.10000000
0.030158766460
Long
EC
CORP
US
N
1
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
33921553.00000000
NS
USD
1515614988.00000000
0.670433575090
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN
127387108
2449960.00000000
NS
USD
235098161.60000000
0.103995871132
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
4874934.00000000
NS
USD
194509866.60000000
0.086041604423
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429105
1065158.00000000
NS
USD
183079357.00000000
0.080985308809
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT
524660107
1160482.00000000
NS
USD
40790942.30000000
0.018043907914
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807102
1360542.00000000
NS
USD
418285032.50000000
0.185028738806
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211K100
1367721.00000000
NS
USD
44929634.85000000
0.019874662073
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
2121375.00000000
NS
USD
72741948.75000000
0.032177462710
Long
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
MYLAN NV
N59465109
4532120.00000000
NS
USD
72876489.60000000
0.032236976969
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE
364760108
1873222.00000000
NS
USD
23640061.64000000
0.010457201311
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
1420293.00000000
NS
USD
217901352.10000000
0.096388847868
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
2235147.00000000
NS
USD
92848006.38000000
0.041071394351
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
KEYSIGHT TEC
49338L103
1641350.00000000
NS
USD
165415253.00000000
0.073171577426
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
1171730.00000000
NS
USD
109755949.10000000
0.048550637150
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA
989701107
1438147.00000000
NS
USD
48896998.00000000
0.021629628526
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
GARTNER INC
366651107
782626.00000000
NS
USD
94956012.58000000
0.042003872681
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
2952503.00000000
NS
USD
245854924.80000000
0.108754134455
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
4228132.00000000
NS
USD
1840548141.00000000
0.814168030843
Long
EC
CORP
US
N
1
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
AMCOR PLC
G0250X107
13816389.00000000
NS
USD
141065331.70000000
0.062400369092
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE INC-R
872590112
2087062.00000000
NS
USD
350626.42000000
0.000155099894
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
UNDER ARMOUR-A
904311107
1650588.00000000
NS
USD
16076727.12000000
0.007111553873
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
1173489.00000000
NS
USD
133730806.40000000
0.059155935606
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WO
452308109
2522889.00000000
NS
USD
441127141.70000000
0.195132965179
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC TECHNOLOGY C
23355L106
2231660.00000000
NS
USD
36822390.00000000
0.016288415439
Long
EC
CORP
US
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
XILINX INC
983919101
2133870.00000000
NS
USD
209951469.30000000
0.092872210470
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
1880478.00000000
NS
USD
102674098.80000000
0.045417974665
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
NIELSEN HOLDINGS
G6518L108
3137858.00000000
NS
USD
46628569.88000000
0.020626187424
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
4704670.00000000
NS
USD
862366011.00000000
0.381468336199
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP-A
032095101
2596672.00000000
NS
USD
248787144.30000000
0.110051204237
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGI
G8994E103
2099154.00000000
NS
USD
186782722.90000000
0.082623495855
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
2567116.00000000
NS
USD
300943008.70000000
0.133122395079
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
6746611.00000000
NS
USD
174332428.20000000
0.077116097437
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
1073663.00000000
NS
USD
161092396.50000000
0.071259358188
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816109
5792518.00000000
NS
USD
551447713.60000000
0.243933363704
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
WYNN RESORTS LTD
983134107
850356.00000000
NS
USD
63343018.44000000
0.028019837917
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC -
25470F104
1386124.00000000
NS
USD
29247216.40000000
0.012937530974
Long
EC
CORP
US
N
1
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
1586430.00000000
NS
USD
91330775.10000000
0.040400245808
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
INVESCO LTD
G491BT108
3297010.00000000
NS
USD
35475827.60000000
0.015692762420
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109104
3013980.00000000
NS
USD
179331810.00000000
0.079327578215
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUN-A
16119P108
1322570.00000000
NS
USD
674563602.80000000
0.298393781687
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556102
3465983.00000000
NS
USD
1255864280.00000000
0.555532629154
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
606380.00000000
NS
USD
86378831.00000000
0.038209749136
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
BROWN-FORMAN -B
115637209
1600408.00000000
NS
USD
101881973.30000000
0.045067577278
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030107
2431418.00000000
NS
USD
32289231.04000000
0.014283168729
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
7697999.00000000
NS
USD
99920027.02000000
0.044199708678
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC B
33616C100
1504697.00000000
NS
USD
159482835.00000000
0.070547367293
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
N/A
DUKE REALTY CORP
264411505
3233446.00000000
NS
USD
114431653.90000000
0.050618939133
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-B
92556H206
4744075.00000000
NS
USD
110631829.00000000
0.048938083367
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
3508360.00000000
NS
USD
1107273500.00000000
0.489803371625
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS INC
03662Q105
753922.00000000
NS
USD
219941665.10000000
0.097291382054
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
7145109.00000000
NS
USD
158764322.00000000
0.070229532459
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
18265197.00000000
NS
USD
1009517438.00000000
0.446560894708
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
2768071.00000000
NS
USD
242621423.20000000
0.107323792280
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
4780075.00000000
NS
USD
89244000.25000000
0.039477159184
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
4935079.00000000
NS
USD
481762412.00000000
0.213108011453
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
4387901.00000000
NS
USD
526240966.90000000
0.232783137928
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
4274437.00000000
NS
USD
150331949.30000000
0.066499465245
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560105
1074577.00000000
NS
USD
107006377.70000000
0.047334361910
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS MARKIT LTD
G47567105
3500609.00000000
NS
USD
264295979.50000000
0.116911550638
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
11273765.00000000
NS
USD
109693733.50000000
0.048523116027
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY CO
25179M103
3370814.00000000
NS
USD
38225030.76000000
0.016908874769
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
2602204.70760000
NS
USD
260220470.80000000
0.115108745909
Long
STIV
CORP
US
N
1
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
TIFFANY & CO
886547108
958380.00000000
NS
USD
116864857.20000000
0.051695268676
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
V7780T103
1505936.00000000
NS
USD
75748580.80000000
0.033507448947
Long
EC
CORP
US
N
1
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
5107570.00000000
NS
USD
258749496.20000000
0.114458059047
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222105
8042642.00000000
NS
USD
486177708.90000000
0.215061121780
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
9266682.00000000
NS
USD
480477461.70000000
0.212539612598
Long
EC
CORP
US
N
1
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700106
8667824.00000000
NS
USD
86938274.72000000
0.038457219540
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
3237927.00000000
NS
USD
607597001.60000000
0.268771048862
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
5747235.00000000
NS
USD
88449946.65000000
0.039125908900
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
MOHAWK INDS
608190104
521273.00000000
NS
USD
53044740.48000000
0.023464385930
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
AUTODESK INC
052769106
1923596.00000000
NS
USD
460104927.20000000
0.203527804687
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER
518439104
1972405.00000000
NS
USD
372153375.40000000
0.164622361171
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRI
025537101
4349118.00000000
NS
USD
346363757.50000000
0.153214301825
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HOLLYFRONTIER CO
436106108
1306915.00000000
NS
USD
38161918.00000000
0.016880956786
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC-C
25470F302
2796514.00000000
NS
USD
53860859.64000000
0.023825396932
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360105
321766.00000000
NS
USD
100053137.70000000
0.044258590300
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems Inc
VOBD35NEPH6WISIRTJ85
FLIR SYSTEMS
302445101
1148280.00000000
NS
USD
46585719.60000000
0.020607232566
Long
EC
CORP
US
N
1
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC
655044105
4209131.00000000
NS
USD
37713813.76000000
0.016682737495
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
5421888.00000000
NS
USD
727020961.90000000
0.321598338965
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787107
1446667.00000000
NS
USD
141339365.90000000
0.062521588353
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
9871855.00000000
NS
USD
900411894.60000000
0.398297965070
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
544684.00000000
NS
USD
70552918.52000000
0.031209143331
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADV MICRO DEVICE
007903107
10278012.00000000
NS
USD
540726211.30000000
0.239190698071
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
4454677.00000000
NS
USD
243492644.80000000
0.107709177894
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
350570.00000000
NS
USD
72287534.00000000
0.031976451960
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
ACCENTURE PLC-A
G1151C101
5590239.00000000
NS
USD
1200336118.00000000
0.530969699609
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
1235154.00000000
NS
USD
191004214.60000000
0.084490876288
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055102
6296383.00000000
NS
USD
226858679.50000000
0.100351129239
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
476696.00000000
NS
USD
66027162.96000000
0.029207171522
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278X109
1384834.00000000
NS
USD
57913757.88000000
0.025618199905
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
3146839.00000000
NS
USD
511487211.10000000
0.226256801540
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
1814790.00000000
NS
USD
216613334.40000000
0.095819092146
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECH
595112103
9760189.00000000
NS
USD
502844937.30000000
0.222433884396
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
4325545.00000000
NS
USD
72669156.00000000
0.032145262775
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
10646107.00000000
NS
USD
202488955.10000000
0.089571160986
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759100
1843149.00000000
NS
USD
151230375.50000000
0.066896884836
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
1690295.00000000
NS
USD
181706712.50000000
0.080378118350
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
1578740.00000000
NS
USD
102554950.40000000
0.045365269269
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK NY MELLON
064058100
7071224.00000000
NS
USD
273302807.60000000
0.120895728685
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
8053858.00000000
NS
USD
1022598350.00000000
0.452347247223
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
2683294.00000000
NS
USD
183483643.70000000
0.081164145373
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
8398424.00000000
NS
USD
93390474.88000000
0.041311355752
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
N/A
ALLEGION PLC
G0176J109
809329.00000000
NS
USD
82729610.38000000
0.036595513301
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH
512807108
1273853.00000000
NS
USD
412040491.40000000
0.182266460755
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
6527774.00000000
NS
USD
222858204.40000000
0.098581515686
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN IN
49456B101
17066657.00000000
NS
USD
258901186.70000000
0.114525159469
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
1139978.00000000
NS
USD
86376133.06000000
0.038208555700
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
2212437.00000000
NS
USD
581826682.30000000
0.257371526268
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive CLOROX CO Pay ICE LIBOR USD 1 Month
N/A
250000.00000000
NC
USD
2831358.84000000
0.001252453983
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CLOROX CO
Y
Receive positive return on reference instrument
2021-01-29
0.00000000
USD
0.00000000
USD
-52007500.00000000
USD
2831358.84000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324P102
8322586.00000000
NS
USD
2454746741.00000000
1.085859302356
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1265957.00000000
NS
USD
110087620.70000000
0.048697352364
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
5047679.00000000
NS
USD
787387447.20000000
0.348301504925
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
RESMED INC
761152107
1269558.00000000
NS
USD
243755136.00000000
0.107825291099
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284106
546248.00000000
NS
USD
112838449.40000000
0.049914183772
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654105
3233113.00000000
NS
USD
396508978.30000000
0.175396082766
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
JACK HENRY
426281101
672304.00000000
NS
USD
123724105.10000000
0.054729462801
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865100
2170169.00000000
NS
USD
431755122.60000000
0.190987244584
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
745447.00000000
NS
USD
114381387.70000000
0.050596703837
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653101
931594.00000000
NS
USD
71928372.74000000
0.031817576672
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
4705858.00000000
NS
USD
160846226.40000000
0.071150464635
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348106
709167.00000000
NS
USD
409792151.00000000
0.181271905473
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies Inc
N/A
TYLER TECHNOLOG
902252105
348920.00000000
NS
USD
121033369.60000000
0.053539213671
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
3274173.00000000
NS
USD
119900215.30000000
0.053037961906
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL C
256677105
2209014.00000000
NS
USD
420839257.10000000
0.186158602224
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS
929160109
1162200.00000000
NS
USD
134640870.00000000
0.059558503011
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
G5494J103
4608753.00000000
NS
USD
977562598.80000000
0.432425644492
Long
EC
CORP
US
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
PENTAIR PLC
G7S00T104
1454326.00000000
NS
USD
55249844.74000000
0.024439815669
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
1823175.00000000
NS
USD
64358077.50000000
0.028468850153
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-A
30303M102
21101389.00000000
NS
USD
4791492400.00000000
2.119520726033
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
13664759.00000000
NS
USD
957353015.50000000
0.423485918183
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
1274064.00000000
NS
USD
124221240.00000000
0.054949370846
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECH INC
00846U101
2709791.00000000
NS
USD
239464230.70000000
0.105927205501
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL-B
911312106
6178964.00000000
NS
USD
686977217.50000000
0.303884954675
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334104
5319344.00000000
NS
USD
327937557.60000000
0.145063456675
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687106
15851025.00000000
NS
USD
1767547798.00000000
0.781876267217
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
4607490.00000000
NS
USD
287968125.00000000
0.127382944273
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
1037512.00000000
NS
USD
89578786.08000000
0.039625251979
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
SEAGATE TECHNOLO
G7945M107
1981689.00000000
NS
USD
95933564.49000000
0.042436293597
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
2588620.00000000
NS
USD
96762615.60000000
0.042803025059
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
12548576.00000000
NS
USD
218721679.70000000
0.096751720477
Long
EC
CORP
US
N
1
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
NATL OILWELL VAR
637071101
3403918.00000000
NS
USD
41697995.50000000
0.018445143666
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
2522054.00000000
NS
USD
65825609.40000000
0.029118014134
Long
EC
CORP
US
N
1
N
N
Align Technology Inc
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY
016255101
629015.00000000
NS
USD
172626876.60000000
0.076361645241
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
CHIPOTLE MEXICAN
169656105
225200.00000000
NS
USD
236991472.00000000
0.104833378593
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE I
40412C101
2310980.00000000
NS
USD
224303718.80000000
0.099220940207
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
5000660.00000000
NS
USD
520818739.00000000
0.230384610819
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
9127963D9
54000000.00000000
PA
USD
53997840.00000000
0.023885990310
Long
DBT
UST
US
N
2
2020-07-14
None
0.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
6448880.00000000
NS
USD
515201023.20000000
0.227899609471
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
2979374.00000000
NS
USD
79906810.68000000
0.035346845460
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
INTUITIVE SURGIC
46120E602
1023435.00000000
NS
USD
583183966.10000000
0.257971921908
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc
549300I8RX485XMK6836
TWITTER INC
90184L102
6885633.00000000
NS
USD
205123007.10000000
0.090736336122
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
2908162.00000000
NS
USD
66480583.32000000
0.029407742403
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
1876202.00000000
NS
USD
52796324.28000000
0.023354498813
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
1352514.00000000
NS
USD
188513401.30000000
0.083389062912
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
6466405.00000000
NS
USD
274110908.00000000
0.121253192583
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
1994745.00000000
NS
USD
174081396.20000000
0.077005053219
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION-A
21036P108
1473900.00000000
NS
USD
257858805.00000000
0.114064061040
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
3088620.00000000
NS
USD
196281801.00000000
0.086825421107
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332102
204918.00000000
NS
USD
231172094.20000000
0.102259171889
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZ
00507V109
6761478.00000000
NS
USD
513196180.20000000
0.227012765470
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
1268259.00000000
NS
USD
114625248.40000000
0.050704575824
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
3831958.00000000
NS
USD
275517780.20000000
0.121875523693
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
10508984.00000000
NS
USD
507583927.20000000
0.224530180597
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
ULTA BEAUTY INC
90384S303
494149.00000000
NS
USD
100519789.60000000
0.044465014164
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MARKETAXESS
57060D108
332666.00000000
NS
USD
166639052.70000000
0.073712926261
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC-A
57636Q104
7755905.00000000
NS
USD
2293421109.00000000
1.014496772247
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
2511744.00000000
NS
USD
146736084.50000000
0.064908831401
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIV
194162103
7516376.00000000
NS
USD
550649705.80000000
0.243580364277
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
2860871.00000000
NS
USD
198801925.80000000
0.087940200449
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
COPART INC
217204106
1812935.00000000
NS
USD
150963097.50000000
0.066778654186
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558103
11004598.00000000
NS
USD
846693770.10000000
0.374535707148
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
37155844.00000000
NS
USD
2223034147.00000000
0.983361039922
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
6717370.00000000
NS
USD
468469383.80000000
0.207227829157
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
11824675.00000000
NS
USD
444016546.30000000
0.196411095754
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2903631.00000000
NS
USD
161006339.00000000
0.071221290580
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
SMITH (A.O.)CORP
831865209
1185625.00000000
NS
USD
55866650.00000000
0.024712659999
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
1006879.00000000
NS
USD
111290335.90000000
0.049229374452
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903109
1016426.00000000
NS
USD
216498738.00000000
0.095768400332
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SE
693475105
3723074.00000000
NS
USD
391704615.50000000
0.173270868808
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
62525811.00000000
NS
USD
1890155267.00000000
0.836111785093
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
6159151.00000000
NS
USD
890551643.10000000
0.393936274458
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
1263094.00000000
NS
USD
121964356.60000000
0.053951036560
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822V101
3657373.00000000
NS
USD
612061371.60000000
0.270745866717
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive JPMORGAN CHASE Pay ICE LIBOR USD 1 Month +0.45
N/A
1000000.00000000
NC
USD
-3297871.11000000
-0.00145881608
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
JPMORGAN CHASE
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
-97310000.00000000
USD
-3297871.11000000
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
2931885.00000000
NS
USD
210890488.10000000
0.093287586233
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945C103
3070376.00000000
NS
USD
38410403.76000000
0.016990874672
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
3860347.00000000
NS
USD
128240727.30000000
0.056727394461
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
CERNER CORP
156782104
2670749.00000000
NS
USD
183079844.00000000
0.080985524233
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797104
2048125.00000000
NS
USD
30660431.25000000
0.013562667761
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
2375829.00000000
NS
USD
146398583.00000000
0.064759537327
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENTE
538034109
1246728.00000000
NS
USD
55267452.24000000
0.024447604361
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
5832864.00000000
NS
USD
84518199.36000000
0.037386697153
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
UNDER ARMO-C
904311206
1732687.00000000
NS
USD
15316953.08000000
0.006775467182
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
3033917.00000000
NS
USD
227088687.50000000
0.100452873472
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
3510276.00000000
NS
USD
307078944.50000000
0.135836631483
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP IN
30212P303
1188756.00000000
NS
USD
97715743.20000000
0.043224641861
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667101
2828806.00000000
NS
USD
509722553.10000000
0.225476203577
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
2745506.00000000
NS
USD
431456267.90000000
0.190855045954
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
66549216.00000000
NS
USD
13543430948.00000000
5.990948163850
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
6439379.00000000
NS
USD
342124206.30000000
0.151338932757
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
615369105
1415052.00000000
NS
USD
388757236.00000000
0.171967092987
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOL
502431109
1894435.00000000
NS
USD
321428786.50000000
0.142184296260
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATH-B
084670702
17060055.00000000
NS
USD
3045390418.00000000
1.347131033707
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
937641.00000000
NS
USD
114823516.90000000
0.050792280064
Long
EC
CORP
US
N
1
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
TRACTOR SUPPLY
892356106
1014671.00000000
NS
USD
133723491.10000000
0.059152699677
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
2459309.00000000
NS
USD
118710845.40000000
0.052511843122
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
3419249.00000000
NS
USD
58674312.84000000
0.025954632037
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
2039197.00000000
NS
USD
304778383.60000000
0.134818976418
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
8550943.00000000
NS
USD
310313721.50000000
0.137267537832
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
ROLLINS INC
775711104
1239829.00000000
NS
USD
52556351.31000000
0.023248346566
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
6175102.00000000
NS
USD
66629350.58000000
0.029473549726
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
2195275.00000000
NS
USD
145019866.50000000
0.064149660914
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
2288401.00000000
NS
USD
677801492.20000000
0.299826064808
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122108
19856664.00000000
NS
USD
1167571843.00000000
0.516476394780
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
METTLER-TOLEDO
592688105
209780.00000000
NS
USD
168988279.00000000
0.074752108507
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015103
3771481.00000000
NS
USD
561535806.10000000
0.248395839976
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
2642590.00000000
NS
USD
109429651.90000000
0.048406299307
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS
17275R102
37216396.00000000
NS
USD
1735772709.00000000
0.767820529655
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
3859515.00000000
NS
USD
1756233706.00000000
0.776871469028
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
6247385.00000000
NS
USD
120449582.80000000
0.053280975085
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
OLD DOMINION FRT
679580100
827997.00000000
NS
USD
140420011.20000000
0.062114911021
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
15465605.00000000
NS
USD
1518413099.00000000
0.671671321864
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
1135930.00000000
NS
USD
113161346.60000000
0.050057017622
Long
EC
CORP
US
N
1
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
CASH MGMT BILL
9127964A4
3000000.00000000
PA
USD
2998920.00000000
0.001326574804
Long
DBT
UST
US
N
2
2020-09-29
None
0.00000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748102
4477443.00000000
NS
USD
480743054.90000000
0.212657097975
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
730989.00000000
NS
USD
83398535.01000000
0.036891412678
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
852922.00000000
NS
USD
141678873.40000000
0.062671769783
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON
513272104
1281423.00000000
NS
USD
81921372.39000000
0.036237988541
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
22150554.00000000
NS
USD
1712902341.00000000
0.757703802978
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2582732.00000000
NS
USD
154214927.70000000
0.068217104032
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054109
999912.00000000
NS
USD
139557717.80000000
0.061733474805
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
1996883.00000000
NS
USD
246615050.50000000
0.109090376703
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1125595.00000000
NS
USD
117028112.20000000
0.051767484664
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
COGNIZANT TECH-A
192446102
4743882.00000000
NS
USD
269547375.20000000
0.119234509979
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978V103
4167886.00000000
NS
USD
571167097.40000000
0.252656249849
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
1192308.00000000
NS
USD
83032329.12000000
0.036729421192
Long
EC
CORP
US
N
1
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
VARIAN MEDICAL S
92220P105
796959.00000000
NS
USD
97643416.68000000
0.043192648164
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
COTY INC-CL A
222070203
2621369.00000000
NS
USD
11717519.43000000
0.005183254655
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103H107
651388.00000000
NS
USD
274670778.00000000
0.121500851552
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VERISIGN INC
92343E102
892182.00000000
NS
USD
184530003.10000000
0.081627003341
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
632327.00000000
NS
USD
94242016.08000000
0.041688035724
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
1324010.00000000
NS
USD
84776360.30000000
0.037500894863
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
4465320.00000000
NS
USD
384464052.00000000
0.170067999404
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
3142194.00000000
NS
USD
121131578.70000000
0.053582656550
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409V104
2114038.00000000
NS
USD
696533240.20000000
0.308112069420
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
962867.00000000
NS
USD
89816233.76000000
0.039730287162
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
12907158.00000000
NS
USD
795339076.00000000
0.351818914667
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL GREEN REALTY
78440X101
670188.00000000
NS
USD
33033566.52000000
0.014612426160
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGI
776696106
916173.00000000
NS
USD
355713329.00000000
0.157350092706
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODS & CHEM
009158106
1938077.00000000
NS
USD
467968072.40000000
0.207006073634
Long
EC
CORP
US
N
1
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
CASH MGMT BILL
9127964Q9
27540000.00000000
PA
USD
27525128.40000000
0.012175763887
Long
DBT
UST
US
N
2
2020-11-03
None
0.00000000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
ALASKA AIR GROUP
011659109
1079800.00000000
NS
USD
39153548.00000000
0.017319605157
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271109
1107557.00000000
NS
USD
179701123.30000000
0.079490944267
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106L109
3407008.00000000
NS
USD
360836217.30000000
0.159616206689
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
6567202.00000000
NS
USD
175935341.60000000
0.077825147539
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive OCCIDENTAL PETE Pay ICE LIBOR USD 1 Month
N/A
2000000.00000000
NC
USD
-1482667.48000000
-0.00065585921
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
OCCIDENTAL PETE
Y
Receive positive return on reference instrument
2021-01-29
0.00000000
USD
0.00000000
USD
-38100000.00000000
USD
-1482667.48000000
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
DOMINO'S PIZZA
25754A201
343278.00000000
NS
USD
126820624.30000000
0.056099210695
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
2562024.00000000
NS
USD
133712032.60000000
0.059147631000
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
9410812.00000000
NS
USD
395442320.20000000
0.174924245651
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER C
03027X100
3890355.00000000
NS
USD
1005812382.00000000
0.444921960045
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
2216804.00000000
NS
USD
76723586.44000000
0.033938743518
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES)
808513105
10055141.00000000
NS
USD
339260457.30000000
0.150072150958
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
EXTRA SPACE STOR
30225T102
1133000.00000000
NS
USD
104655210.00000000
0.046294320884
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
39970177.00000000
NS
USD
1558037499.00000000
0.689199208803
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
7390706.00000000
NS
USD
1213406111.00000000
0.536751222095
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
524303.00000000
NS
USD
54155256.87000000
0.023955623796
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
1237352.00000000
NS
USD
70887896.08000000
0.031357320939
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED INC
003654100
394496.00000000
NS
USD
95294453.76000000
0.042153582424
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
1068634.00000000
NS
USD
73554078.22000000
0.032536708869
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
1485432.00000000
NS
USD
68166474.48000000
0.030153497787
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
2189688.00000000
NS
USD
104754673.90000000
0.046338318825
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
2601335.00000000
NS
USD
176006326.10000000
0.077856547592
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
32741689.00000000
NS
USD
838187238.40000000
0.370772835637
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
CINTAS CORP
172908105
739594.00000000
NS
USD
196998257.80000000
0.087142346380
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R BLOCK INC
093671105
1691750.00000000
NS
USD
24158190.00000000
0.010686395831
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
N/A
BROADRIDGE FINL
11133T103
1007580.00000000
NS
USD
127146520.20000000
0.056243371022
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
16383628.00000000
NS
USD
1461911126.00000000
0.646677626197
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL-A
571903202
2362062.00000000
NS
USD
202499575.30000000
0.089575858841
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE
22160K105
3874604.00000000
NS
USD
1174818679.00000000
0.519682038830
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
1003778.00000000
NS
USD
115103223.30000000
0.050916008427
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466L302
7906821.00000000
NS
USD
1481184778.00000000
0.655203342502
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
35754210.00000000
NS
USD
13043135808.00000000
5.769642184452
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
NORWEGIAN CRUISE
G66721104
2246994.00000000
NS
USD
36918111.42000000
0.016330757890
Long
EC
CORP
US
N
1
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY
65339F101
4295192.00000000
NS
USD
1031576263.00000000
0.456318634651
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762E102
1207968.00000000
NS
USD
47388584.64000000
0.020962380598
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE
70432V102
423332.00000000
NS
USD
131118620.40000000
0.058000432914
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
3118664.00000000
NS
USD
265834919.40000000
0.117592302008
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
3960850.00000000
NS
USD
501522827.00000000
0.221849047784
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818108
5954834.00000000
NS
USD
1006783784.00000000
0.445351660543
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
3070215.00000000
NS
USD
180590046.30000000
0.079884160110
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
2109165.00000000
NS
USD
295747116.30000000
0.130823987670
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1294606.00000000
NS
USD
224303435.60000000
0.099220814933
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
FORTUNE BRANDS H
34964C106
1225114.00000000
NS
USD
78321538.02000000
0.034645598755
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
24839425.00000000
NS
USD
2336396316.00000000
1.033506891504
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
1940695.00000000
NS
USD
86108637.15000000
0.038090228658
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARM
75886F107
885214.00000000
NS
USD
552063711.10000000
0.244205850721
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY
629377508
2139205.00000000
NS
USD
69652514.80000000
0.030810848982
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment and Management Co
549300O8FT5GJ4RU1D57
APARTMENT INVEST
03748R754
1304564.00000000
NS
USD
49103788.96000000
0.021721102683
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1353719.00000000
NS
USD
736544970.70000000
0.325811292334
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446R109
3796725.00000000
NS
USD
48749949.00000000
0.021564581277
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
2641579.00000000
NS
USD
229579630.90000000
0.101554744398
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
8900506.00000000
NS
USD
80416071.71000000
0.035572117508
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
1181210.00000000
NS
USD
93386462.60000000
0.041309580917
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
1756523.00000000
NS
USD
164779422.60000000
0.072890317310
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486Q101
452078.00000000
NS
USD
97436371.34000000
0.043101061482
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
COOPER COS INC
216648402
431118.00000000
NS
USD
122282309.50000000
0.054091683295
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
847776.00000000
NS
USD
185976621.10000000
0.082266916040
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
11768768.00000000
NS
USD
1079196026.00000000
0.477383277193
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
1290022.00000000
NS
USD
477759647.70000000
0.211337385271
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
6548851.00000000
NS
USD
147087193.50000000
0.065064144765
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN COR
751212101
417954.00000000
NS
USD
30310024.08000000
0.013407664852
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNIC
92343V104
36313165.00000000
NS
USD
2001944786.00000000
0.885561973614
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
6481815.00000000
NS
USD
604947794.00000000
0.267599169634
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
5082058.00000000
NS
USD
322964785.90000000
0.142863746897
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746U109
7364859.00000000
NS
USD
597879253.60000000
0.264472394795
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS
177376100
1018359.00000000
NS
USD
150625479.70000000
0.066629308666
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
N/A
XEROX HOLDINGS C
98421M106
1610813.00000000
NS
USD
24629330.77000000
0.010894805350
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED
57772K101
2339723.00000000
NS
USD
141810611.00000000
0.062730044022
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824100
15522615.00000000
NS
USD
1419232689.00000000
0.627798783401
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
3466255.00000000
NS
USD
211094929.50000000
0.093378021059
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
7558272.00000000
NS
USD
235666921.00000000
0.104247462335
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
776785.00000000
NS
USD
545536105.50000000
0.241318358849
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L109
2352103.00000000
NS
USD
183275865.80000000
0.081072234643
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS IN
651229106
3354739.00000000
NS
USD
53273255.32000000
0.023565469663
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG PHOTONICS
44980X109
311375.00000000
NS
USD
49941436.25000000
0.022091636672
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL
565849106
6916798.00000000
NS
USD
42330803.76000000
0.018725066937
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC-CLASS A
G0403H108
2027895.00000000
NS
USD
390572577.00000000
0.172770110617
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT
171340102
2157706.00000000
NS
USD
166790673.80000000
0.073779995983
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC
872540109
10512059.00000000
NS
USD
531489703.00000000
0.235104920792
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
1160180.00000000
NS
USD
449859795.00000000
0.198995861771
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALDS CORP
580135101
6525358.00000000
NS
USD
1203732790.00000000
0.532472220348
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
574195.00000000
NS
USD
131588268.20000000
0.058208182017
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
WATERS CORP
941848103
543307.00000000
NS
USD
98012582.80000000
0.043355949110
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS
09857L108
359203.00000000
NS
USD
571973305.00000000
0.253012876465
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480100
1360679.00000000
NS
USD
264624851.90000000
0.117057027623
Long
EC
CORP
US
N
1
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
CONCHO RESOURCES
20605P101
1725859.00000000
NS
USD
88881738.50000000
0.039316912391
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep20
N/A
7299.00000000
NC
USD
1127768490.00000000
0.498869347830
N/A
DE
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Long
S&P 500 Index
SPX
2020-09-18
1099895539.72000000
USD
27872950.28000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830109
2165690.00000000
NS
USD
790303594.80000000
0.349591465289
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
16308311.00000000
NS
USD
640101206.80000000
0.283149311594
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
4360532.00000000
NS
USD
56992153.24000000
0.025210527311
Long
EC
CORP
US
N
1
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
861467.00000000
NS
USD
63946695.41000000
0.028286874937
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
6899333.00000000
NS
USD
233542422.10000000
0.103307688445
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
5136273.00000000
NS
USD
411466830.00000000
0.182012701149
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
EXPEDITORS INTL
302130109
1460354.00000000
NS
USD
111045318.20000000
0.049120990665
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
1251262.00000000
NS
USD
73061188.18000000
0.032318678542
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
3743846.00000000
NS
USD
94494673.04000000
0.041799798744
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
KOHLS CORP
500255104
1388956.00000000
NS
USD
28848616.12000000
0.012761209802
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
5796443.00000000
NS
USD
304023435.40000000
0.134485024442
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW GRAINGER INC
384802104
380001.00000000
NS
USD
119381114.20000000
0.052808337094
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
2290851.00000000
NS
USD
118688990.30000000
0.052502175500
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS IN
89417E109
2218657.00000000
NS
USD
253037830.90000000
0.111931499059
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TECHNIPFMC PLC
G87110105
3704474.00000000
NS
USD
25338602.16000000
0.011208552151
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
5522064.00000000
NS
USD
976466577.10000000
0.431940818364
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
3034360.00000000
NS
USD
85326203.20000000
0.037744118336
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
PERRIGO CO PLC
G97822103
1195071.00000000
NS
USD
66051574.17000000
0.029217969841
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE CONNECTIVITY
H84989104
2894586.00000000
NS
USD
236053488.30000000
0.104418460708
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
4437174.00000000
NS
USD
218131473.80000000
0.096490642397
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive JPMORGAN CHASE Pay ICE LIBOR USD 1 Month +0.45
N/A
800000.00000000
NC
USD
-2638296.89000000
-0.00116705286
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
JPMORGAN CHASE
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
-77848000.00000000
USD
-2638296.89000000
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS
37940X102
2624857.00000000
NS
USD
445228244.30000000
0.196947091392
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMM CORP
78410G104
979578.00000000
NS
USD
291835877.80000000
0.129093848003
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-A
02079K305
2632612.00000000
NS
USD
3733175447.00000000
1.651373324485
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
WEST PHARMACEUT
955306105
645853.00000000
NS
USD
146718426.00000000
0.064901020149
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918K108
749762.00000000
NS
USD
59336164.68000000
0.026247402759
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
2716122.00000000
NS
USD
536760029.60000000
0.237436254233
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FORTINET INC
34959E109
1177361.00000000
NS
USD
161616344.50000000
0.071491127030
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
BIO-RAD LABS-A
090572207
187488.00000000
NS
USD
84648957.12000000
0.037444537959
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
3203408.57200000
NS
USD
320340857.20000000
0.141703049811
Long
STIV
CORP
US
N
1
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE FINANCIA
269246401
1940025.00000000
NS
USD
96477443.25000000
0.042676878828
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410345102
3047996.00000000
NS
USD
34411874.84000000
0.015222122014
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
2630034.00000000
NS
USD
116116001.10000000
0.051364011545
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK I
668771108
4755733.00000000
NS
USD
94306185.39000000
0.041716421073
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460D109
1319284.00000000
NS
USD
253157406.80000000
0.111984393560
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
PINNACLE WEST
723484101
987322.00000000
NS
USD
72360829.38000000
0.032008874233
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B
654106103
10882122.00000000
NS
USD
1066992062.00000000
0.471984843369
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
1000791.00000000
NS
USD
105893695.70000000
0.046842166084
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
4754109.00000000
NS
USD
184364347.00000000
0.081553725225
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
12527040.00000000
NS
USD
640507555.20000000
0.283329060154
Long
EC
CORP
US
N
1
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
CASH MGMT BILL
9127964H9
5000000.00000000
PA
USD
4997850.00000000
0.002210803185
Long
DBT
UST
US
N
2
2020-10-13
None
0.00000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
1302876.00000000
NS
USD
131290814.50000000
0.058076603120
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
3663785.00000000
NS
USD
189600873.80000000
0.083870107295
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECH
595017104
2152922.00000000
NS
USD
226724215.80000000
0.100291649107
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOG
00971T101
1424105.00000000
NS
USD
152507404.50000000
0.067461779697
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187109
1699520.00000000
NS
USD
62525340.80000000
0.027658137520
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
UNIVERSAL HLTH-B
913903100
683098.00000000
NS
USD
63452973.22000000
0.028068476508
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
N/A
WESTROCK CO
96145D105
2275217.00000000
NS
USD
64297632.42000000
0.028442112221
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
EDWARDS LIFE
28176E108
5437861.00000000
NS
USD
375810573.70000000
0.166240125940
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
12425979.00000000
NS
USD
1488383765.00000000
0.658387820506
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
2212874.00000000
NS
USD
75304102.22000000
0.033310833470
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
VERTEX PHARM
92532F100
2275270.00000000
NS
USD
660533633.70000000
0.292187612959
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
4713151.00000000
NS
USD
104443426.20000000
0.046200638141
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
4749628.00000000
NS
USD
600827942.00000000
0.265776749609
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
ALEXION PHARM
015351109
1937861.00000000
NS
USD
217505518.60000000
0.096213750584
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW CORP/DE
12514G108
1248906.00000000
NS
USD
145097899.10000000
0.064184178701
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
2756487.00000000
NS
USD
267351674.10000000
0.118263239736
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
VORNADO RLTY TST
929042109
1390215.00000000
NS
USD
53120115.15000000
0.023497727979
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
2941635.00000000
NS
USD
133020734.70000000
0.058841834788
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE
443201108
3365612.00000000
NS
USD
53344950.20000000
0.023597183954
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
68520380.00000000
NS
USD
1627359025.00000000
0.719863644609
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
12177034.00000000
NS
USD
223935655.30000000
0.099058127005
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
5162173.00000000
NS
USD
1217550124.00000000
0.538584329759
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION
959802109
3603549.00000000
NS
USD
77908729.38000000
0.034462992503
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913Y100
3577755.00000000
NS
USD
210443549.10000000
0.093089882387
Long
EC
CORP
US
N
1
N
N
N
2020-07-31
VANGUARD INSTITUTIONAL INDEX FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer