0001752724-21-045801.txt : 20210301
0001752724-21-045801.hdr.sgml : 20210301
20210301143757
ACCESSION NUMBER: 0001752724-21-045801
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210301
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: 21697035
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
C000007826
C000007825
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
2020-12-31
N
261714508793.38
3834352.67
261710674440.71
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
172155164.80000000
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
2407060.00000000
NS
USD
104105345.00000000
0.039778792065
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY
253868103
2303290.00000000
NS
USD
321331987.90000000
0.122781383902
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
TIFFANY & CO
886547108
889193.00000000
NS
USD
116884419.85000000
0.044661693719
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045V100
10356975.00000000
NS
USD
431264439.00000000
0.164786721031
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
5382696.00000000
NS
USD
270480474.00000000
0.103350952183
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
HILTON WORLDWIDE
43300A203
2280455.00000000
NS
USD
253723423.30000000
0.096948060617
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
2114933.00000000
NS
USD
154030570.39000000
0.058855287702
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
6051408.00000000
NS
USD
554066916.48000000
0.211709712515
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
732774.00000000
NS
USD
523332535.32000000
0.199966064218
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106L109
3196863.00000000
NS
USD
377006053.59000000
0.144054519134
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED INC
003654100
371825.00000000
NS
USD
120545665.00000000
0.046060660405
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556102
3259503.00000000
NS
USD
1518211307.34000000
0.580110578441
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
5474041.00000000
NS
USD
128639963.50000000
0.049153502727
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
TERADYNE INC
880770102
1366581.00000000
NS
USD
163839396.09000000
0.062603253168
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
4206221.00000000
NS
USD
75585791.37000000
0.028881432341
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
1254774.00000000
NS
USD
325287611.76000000
0.124292833089
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
2903106.00000000
NS
USD
211288054.68000000
0.080733449306
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
GARTNER INC
366651107
734708.00000000
NS
USD
117692874.52000000
0.044970605334
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
DOW INC
260557103
6098129.00000000
NS
USD
338446159.50000000
0.129320731843
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE
22160K105
3628891.00000000
NS
USD
1367293550.98000000
0.522444701157
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
1703688.00000000
NS
USD
262521283.92000000
0.100309734970
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
3590289.00000000
NS
USD
251104812.66000000
0.095947485977
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
11069903.00000000
NS
USD
1296728437.42000000
0.495481676546
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
1768332.00000000
NS
USD
110290866.84000000
0.042142288263
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC-CLASS A
G0403H108
1879778.00000000
NS
USD
397140698.06000000
0.151747993813
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486Q101
425595.00000000
NS
USD
165058508.85000000
0.063069077790
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY
016255101
589835.00000000
NS
USD
315196027.30000000
0.120436825121
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
1670762.00000000
NS
USD
38327280.28000000
0.014644905241
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
20392336.00000000
NS
USD
2837389631.04000000
1.084170386669
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
4319589.00000000
NS
USD
287986998.63000000
0.110040218743
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
944978.00000000
NS
USD
125436379.72000000
0.047929409065
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271109
1019094.00000000
NS
USD
181622932.68000000
0.069398366370
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
ALASKA AIR GROUP
011659109
1017103.00000000
NS
USD
52889356.00000000
0.020209093921
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
EXTRA SPACE STOR
30225T102
1063578.00000000
NS
USD
123226147.08000000
0.047084876206
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZ
00507V109
6355911.00000000
NS
USD
590146336.35000000
0.225495707277
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
6288982.00000000
NS
USD
570725116.50000000
0.218074833103
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409V104
1978725.00000000
NS
USD
650466269.25000000
0.248544034606
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
1471627.00000000
NS
USD
107723096.40000000
0.041161139731
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
1108934.00000000
NS
USD
132151664.78000000
0.050495328500
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
-5060000.00000000
-0.00193343279
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
-39680000.00000000
USD
-5060000.00000000
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC -
25470F104
1189065.00000000
NS
USD
35778965.85000000
0.013671190877
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
FORTUNE BRANDS H
34964C106
1142295.00000000
NS
USD
97917527.40000000
0.037414418654
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
58602903.00000000
NS
USD
1685419490.28000000
0.644001049587
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
2053851.00000000
NS
USD
105834942.03000000
0.040439673412
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
4787826.00000000
NS
USD
1100816953.92000000
0.420623635727
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
PERRIGO CO PLC
G97822103
1122101.00000000
NS
USD
50180356.72000000
0.019173981660
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
3235090.00000000
NS
USD
160848674.80000000
0.061460494549
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
14519261.00000000
NS
USD
1555738816.15000000
0.594449889930
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
OLD DOMINION FRT
679580100
791816.00000000
NS
USD
154546646.88000000
0.059052481221
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1187163.00000000
NS
USD
119226780.09000000
0.045556712711
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
131432038.00000000
NS
USD
17439717122.22000000
6.663739321863
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
4020313.00000000
NS
USD
145776549.38000000
0.055701415195
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
1647791.00000000
NS
USD
164515453.44000000
0.062861575589
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1864932.00000000
NS
USD
103522375.32000000
0.039556038568
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654105
3038336.00000000
NS
USD
448853377.28000000
0.171507477957
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
8366163.00000000
NS
USD
105664638.69000000
0.040374600277
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGI
G8994E103
1973789.00000000
NS
USD
286515211.24000000
0.109477846806
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL
565849106
6484139.00000000
NS
USD
43249207.13000000
0.016525580098
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
4797830.00000000
NS
USD
646987375.50000000
0.247214744634
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION-A
21036P108
1393517.00000000
NS
USD
305249898.85000000
0.116636396089
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADV MICRO DEVICE
007903107
9890820.00000000
NS
USD
907087102.20000000
0.346599199340
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
3507354.00000000
NS
USD
11423206463.22000000
4.364822523052
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
JACOBS ENGIN GRP
469814107
1066507.00000000
NS
USD
116206602.72000000
0.044402698884
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
46974.00000000
NS
USD
2874808.80000000
0.001098468301
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
1118121.00000000
NS
USD
104958018.27000000
0.040104599666
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
8780858.00000000
NS
USD
351146511.42000000
0.134173553360
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
WYNN RESORTS LTD
983134107
797854.00000000
NS
USD
90021866.82000000
0.034397476148
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667101
2688845.00000000
NS
USD
658874578.80000000
0.251756860971
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP-A
032095101
2459623.00000000
NS
USD
321644899.71000000
0.122900947925
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
8684816.00000000
NS
USD
533508246.88000000
0.203854217264
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
1185872.00000000
NS
USD
149716340.00000000
0.057206814479
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
1059368.00000000
NS
USD
223187650.24000000
0.085280300743
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
62176808.00000000
NS
USD
13829365635.36000000
5.284219172532
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG PHOTONICS
44980X109
293931.00000000
NS
USD
65778818.49000000
0.025134174840
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
3429160.00000000
NS
USD
221592319.20000000
0.084670722611
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
SERVICENOW INC
81762P102
1604398.00000000
NS
USD
883108791.14000000
0.337437054498
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
RESMED INC
761152107
1191097.00000000
NS
USD
253179578.32000000
0.096740256720
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
32118375.00000000
NS
USD
282320516.25000000
0.107875048220
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
1896407.00000000
NS
USD
189242454.53000000
0.072309795897
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
WATERS CORP
941848103
510573.00000000
NS
USD
126325971.66000000
0.048269323339
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
EXPEDITORS INTL
302130109
1392937.00000000
NS
USD
132482238.07000000
0.050621640998
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH
512807108
1184321.00000000
NS
USD
559319278.67000000
0.213716647158
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-C
02079K107
2386825.00000000
NS
USD
4181430981.00000000
1.597730390606
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446R109
3556524.00000000
NS
USD
53383425.24000000
0.020397878441
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918K108
608316.00000000
NS
USD
71416298.40000000
0.027288263481
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
4815650.00000000
NS
USD
476171472.00000000
0.181945758619
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A
92826C839
13945237.00000000
NS
USD
3050241689.01000000
1.165501443733
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
3258362.00000000
NS
USD
254380321.34000000
0.097199062240
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
2817798.00000000
NS
USD
243767704.98000000
0.093143967284
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762E102
1143214.00000000
NS
USD
82334272.28000000
0.031460035956
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
N/A
WESTROCK CO
96145D105
2161621.00000000
NS
USD
94095362.13000000
0.035953964174
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
3350717.00000000
NS
USD
226340933.35000000
0.086485174452
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122108
18584354.00000000
NS
USD
1152787478.62000000
0.440481642975
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
2971217.00000000
NS
USD
618547955.06000000
0.236348003909
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
593701.00000000
NS
USD
137685198.91000000
0.052609699319
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
UNDER ARMOUR-A
904311107
1553736.00000000
NS
USD
26677647.12000000
0.010193564774
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
1861313.00000000
NS
USD
281784175.07000000
0.107670111535
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA HOLDINGS I
46266C105
1575970.00000000
NS
USD
282366544.90000000
0.107892635829
Long
EC
CORP
US
N
1
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
AMCOR PLC
G0250X107
12907537.00000000
NS
USD
151921710.49000000
0.058049489503
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
2829691.00000000
NS
USD
746217813.61000000
0.285130828234
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
3945103.00000000
NS
USD
1973024912.36000000
0.753895467418
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
11275888.00000000
NS
USD
525343621.92000000
0.200734503108
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINA
14040H105
3760613.00000000
NS
USD
371736595.05000000
0.142041051953
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
4743737.00000000
NS
USD
829157790.23000000
0.316822304631
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332102
190405.00000000
NS
USD
225713703.20000000
0.086245508969
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
2479658.00000000
NS
USD
269191672.48000000
0.102858499392
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
2790295.00000000
NS
USD
81253390.40000000
0.031047029538
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
3657078.00000000
NS
USD
140358653.64000000
0.053631229960
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
2796599.00000000
NS
USD
377065443.17000000
0.144077211973
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
1318468.00000000
NS
USD
235425646.08000000
0.089956455380
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH CORP
693656100
585094.00000000
NS
USD
54934475.66000000
0.020990536888
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055102
5375562.00000000
NS
USD
239051242.14000000
0.091341800501
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
3515393.00000000
NS
USD
125710453.68000000
0.048034133093
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARM
75886F107
862218.00000000
NS
USD
416546137.98000000
0.159162838455
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-A
30303M102
19770156.00000000
NS
USD
5400415812.96000000
2.063506131150
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
POOL CORP
73278L105
330472.00000000
NS
USD
123100820.00000000
0.047036988561
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX CORP
45167R104
623060.00000000
NS
USD
124113552.00000000
0.047423954817
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
-280000.00000000
-0.00010698837
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
-50760000.00000000
USD
-280000.00000000
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
2760520.00000000
NS
USD
173139814.40000000
0.066156955489
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY
65339F101
16110729.00000000
NS
USD
1242942742.35000000
0.474930090263
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2420220.00000000
NS
USD
155958976.80000000
0.059592134380
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
2160739.00000000
NS
USD
820756709.15000000
0.313612240274
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES)
808513105
12267706.00000000
NS
USD
650679126.24000000
0.248625367547
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
2952342.00000000
NS
USD
537473861.10000000
0.205369483781
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS MARKIT LTD
G47567105
3063403.00000000
NS
USD
275185491.49000000
0.105148745681
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
5770583.00000000
NS
USD
1227403004.10000000
0.468992335418
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
2577146.00000000
NS
USD
693381131.30000000
0.264941861000
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA
24906P109
1796133.00000000
NS
USD
94045523.88000000
0.035934920912
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK NY MELLON
064058100
6701213.00000000
NS
USD
284399479.72000000
0.108669422952
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
2847299.00000000
NS
USD
245664957.72000000
0.093868910102
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc
549300I8RX485XMK6836
TWITTER INC
90184L102
6539382.00000000
NS
USD
354107535.30000000
0.135304964559
Long
EC
CORP
US
N
1
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
CONCHO RESOURCES
20605P101
1613491.00000000
NS
USD
94147199.85000000
0.035973771437
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE I
40412C101
2169974.00000000
NS
USD
356873924.04000000
0.136362005410
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
3082260.00000000
NS
USD
151154030.40000000
0.057756157911
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
ROBERT HALF INTL
770323103
937975.00000000
NS
USD
58604678.00000000
0.022392926129
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRI
025537101
4081152.00000000
NS
USD
339837527.04000000
0.129852375248
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
11444230.00000000
NS
USD
249827540.90000000
0.095459438723
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
BROWN-FORMAN -B
115637209
1502029.00000000
NS
USD
119306163.47000000
0.045587045207
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIO
83088M102
1366610.00000000
NS
USD
208927336.80000000
0.079831415836
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
NIELSEN HOLDINGS
G6518L108
2938091.00000000
NS
USD
61317959.17000000
0.023429674506
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
1483140.00000000
NS
USD
150968820.60000000
0.057685388997
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
1257118.71000000
NS
USD
125711871.00000000
0.048034674653
Long
STIV
CORP
US
N
1
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
1200544.00000000
NS
USD
444201280.00000000
0.169729905342
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
2631489.00000000
NS
USD
224755475.49000000
0.085879368875
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
COMERICA INC
200340107
1145026.00000000
NS
USD
63961152.36000000
0.024439642172
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
3712236.00000000
NS
USD
571387365.12000000
0.218327879189
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive CONS EDISON INC Pay ICE LIBOR USD 1 Month +0.4
N/A
500000.00000000
NC
USD
-1990000.00000000
-0.00076038167
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
CONS EDISON INC
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
-38125000.00000000
USD
-1990000.00000000
N
N
N
Allegion plc
N/A
ALLEGION PLC
G0176J109
756026.00000000
NS
USD
87986305.88000000
0.033619685581
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
1549618.00000000
NS
USD
70027237.42000000
0.026757501416
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
3277377.00000000
NS
USD
393744072.78000000
0.150450138734
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
1910970.00000000
NS
USD
284390555.40000000
0.108666012957
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
ELECTRONIC ARTS
285512109
2384909.00000000
NS
USD
342472932.40000000
0.130859367174
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1166443.00000000
NS
USD
841635282.22000000
0.321589971069
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
1265069.00000000
NS
USD
309764795.34000000
0.118361544099
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
COOPER COS INC
216648402
403587.00000000
NS
USD
146631228.84000000
0.056027989363
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA
989701107
1349764.00000000
NS
USD
58633748.16000000
0.022404033876
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
AUTODESK INC
052769106
1808207.00000000
NS
USD
552117925.38000000
0.210965000399
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
20807203.00000000
NS
USD
1702029205.40000000
0.650347644029
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
KEYSIGHT TEC
49338L103
1522674.00000000
NS
USD
201130008.66000000
0.076852046287
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460D109
1250216.00000000
NS
USD
288712380.88000000
0.110317388275
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
2371383.00000000
NS
USD
302137908.03000000
0.115447300220
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS
177376100
1013154.00000000
NS
USD
131811335.40000000
0.050365288187
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746U109
6708349.00000000
NS
USD
504467844.80000000
0.192757840649
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
2503825.00000000
NS
USD
138686866.75000000
0.052992437945
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334104
5025144.00000000
NS
USD
295478467.20000000
0.112902718940
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
6025625.00000000
NS
USD
967173068.75000000
0.369558127813
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015103
3526529.00000000
NS
USD
621374409.80000000
0.237427996060
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK I
668771108
4867057.00000000
NS
USD
101137444.46000000
0.038644753285
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED
57772K101
2199578.00000000
NS
USD
194992589.70000000
0.074506930264
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
1067957.00000000
NS
USD
122740298.01000000
0.046899232624
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
4465204.00000000
NS
USD
136679894.44000000
0.052225571131
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
1001589.00000000
NS
USD
95822019.63000000
0.036613722323
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429105
1001006.00000000
NS
USD
193033997.04000000
0.073758549379
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
1230673.00000000
NS
USD
107523900.01000000
0.041085026523
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056107
1047781.00000000
NS
USD
98009434.74000000
0.037449536572
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
4199558.00000000
NS
USD
336972533.92000000
0.128757657531
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK-A
25470M109
2034809.00000000
NS
USD
65805723.06000000
0.025144455112
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
15599908.00000000
NS
USD
1009158048.52000000
0.385600644939
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
2688554.00000000
NS
USD
250519461.72000000
0.095723822597
Long
EC
CORP
US
N
1
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
VARIAN MEDICAL S
92220P105
751795.00000000
NS
USD
131571642.95000000
0.050273701380
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
1918882.00000000
NS
USD
86388067.64000000
0.033008996604
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
938510.00000000
NS
USD
108491756.00000000
0.041454845596
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
33702187.00000000
NS
USD
1679042956.34000000
0.641564567409
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODS & CHEM
009158106
1817546.00000000
NS
USD
496589918.12000000
0.189747674290
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS
929160109
1090465.00000000
NS
USD
161726864.15000000
0.061796051878
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818108
5541739.00000000
NS
USD
1153900894.58000000
0.440907080708
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2724086.00000000
NS
USD
187744007.12000000
0.071737237130
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
1491572.00000000
NS
USD
228911554.84000000
0.087467412374
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPE
42250P103
4430551.00000000
NS
USD
133935556.73000000
0.051176956009
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies Inc
N/A
TYLER TECHNOLOG
902252105
331885.00000000
NS
USD
144874440.20000000
0.055356718066
Long
EC
CORP
US
N
1
N
N
N
FLIR Systems Inc
VOBD35NEPH6WISIRTJ85
FLIR SYSTEMS
302445101
1078066.00000000
NS
USD
47251632.78000000
0.018054912311
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
2309461.00000000
NS
USD
107643977.21000000
0.041130908183
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787107
1353137.00000000
NS
USD
154108772.93000000
0.058885168997
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECH CORP
989207105
438794.00000000
NS
USD
168641698.02000000
0.064438219182
Long
EC
CORP
US
N
1
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HOLLYFRONTIER CO
436106108
1220619.00000000
NS
USD
31553001.15000000
0.012056444093
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TECHNIPFMC PLC
G87110105
3462423.00000000
NS
USD
32546776.20000000
0.012436166873
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
2948779.00000000
NS
USD
144431195.42000000
0.055187353641
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
685875.00000000
NS
USD
106386071.25000000
0.040650260627
Long
EC
CORP
US
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
PENTAIR PLC
G7S00T104
1369074.00000000
NS
USD
72684138.66000000
0.027772706946
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
8853734.00000000
NS
USD
2351728825.08000000
0.898598740806
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
7276280.00000000
NS
USD
137521692.00000000
0.052547223109
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599105
4897380.00000000
NS
USD
84773647.80000000
0.032392124616
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
FASTENAL CO
311900104
4718362.00000000
NS
USD
230397616.46000000
0.088035238513
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
N/A
F5 NETWORKS
315616102
506203.00000000
NS
USD
89061355.82000000
0.034030463606
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
383250.00000000
NS
USD
157734202.50000000
0.060270450503
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY
629377508
2009782.00000000
NS
USD
75467314.10000000
0.028836162017
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIV
194162103
7049035.00000000
NS
USD
602762982.85000000
0.230316544840
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL C
256677105
2014621.00000000
NS
USD
423674796.30000000
0.161886708368
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE
364760108
1686927.00000000
NS
USD
34059056.13000000
0.013014011064
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
2315272.00000000
NS
USD
167324707.44000000
0.063934995314
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
9652775.00000000
NS
USD
1032653869.50000000
0.394578429674
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
2484581.00000000
NS
USD
132154863.39000000
0.050496550693
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC
872540109
9873594.00000000
NS
USD
674267734.26000000
0.257638606335
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1216559.00000000
NS
USD
276280548.90000000
0.105567168588
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK-N/V
579780206
2046638.00000000
NS
USD
195658592.80000000
0.074761410942
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELEC CO
291011104
4917212.00000000
NS
USD
395196328.44000000
0.151005047571
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748102
4171006.00000000
NS
USD
488007702.00000000
0.186468397990
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
6287759.00000000
NS
USD
295210285.05000000
0.112800246180
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
938525.00000000
NS
USD
156048551.75000000
0.059626361088
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
45711849.00000000
NS
USD
1682653161.69000000
0.642944031719
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
6133463.00000000
NS
USD
205655014.39000000
0.078581057050
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
TESLA INC
88160R101
6236373.00000000
NS
USD
4400821334.91000000
1.681559739324
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS INC
03662Q105
705935.00000000
NS
USD
256819153.00000000
0.098130943091
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
2249324.00000000
NS
USD
118741813.96000000
0.045371406502
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
1880657.00000000
NS
USD
90892152.81000000
0.034730013593
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE CONNECTIVITY
H84989104
2719216.00000000
NS
USD
329215481.12000000
0.125793677244
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp
N/A
VONTIER CORP
928881101
1105424.00000000
NS
USD
36921161.60000000
0.014107625406
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
4118158.00000000
NS
USD
726978431.74000000
0.277779434596
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDS INC
693506107
1941611.00000000
NS
USD
280019138.42000000
0.106995688662
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC TECHNOLOGY C
23355L106
2091269.00000000
NS
USD
53850176.75000000
0.020576224819
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FED REALTY INVS
313747206
565842.00000000
NS
USD
48164471.04000000
0.018403709035
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECH
595017104
2140456.00000000
NS
USD
295618378.16000000
0.112956179105
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
PEOPLE'S UNITED
712704105
3490772.00000000
NS
USD
45135681.96000000
0.017246404662
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
SEAGATE TECHNOLO
G7945M107
1839370.00000000
NS
USD
114335239.20000000
0.043687648371
Long
EC
CORP
US
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
XILINX INC
983919101
2014957.00000000
NS
USD
285660453.89000000
0.109151242875
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL-A
571903202
2186273.00000000
NS
USD
288413134.16000000
0.110203045701
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
2034438.00000000
NS
USD
158808230.28000000
0.060680837959
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
2045334.00000000
NS
USD
656736294.06000000
0.250939819502
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046109
921613.00000000
NS
USD
132251465.50000000
0.050533462489
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
CATALENT INC
148806102
1355342.00000000
NS
USD
141050441.94000000
0.053895563198
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
11402155.00000000
NS
USD
1643620643.25000000
0.628029654030
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MARKETAXESS
57060D108
312398.00000000
NS
USD
178241802.88000000
0.068106432135
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
2818295.00000000
NS
USD
167068527.60000000
0.063837108653
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
1259506.00000000
NS
USD
36374533.28000000
0.013898757992
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
7081255.00000000
NS
USD
268096314.30000000
0.102439961561
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
CINTAS CORP
172908105
722416.00000000
NS
USD
255345159.36000000
0.097567728143
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
2356486.00000000
NS
USD
143769210.86000000
0.054934408452
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENTE
538034109
1174545.00000000
NS
USD
86305566.60000000
0.032977472846
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER
518439104
1862979.00000000
NS
USD
495906380.01000000
0.189486493460
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
7906566.00000000
NS
USD
127453843.92000000
0.048700284844
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
ROLLINS INC
775711104
1820713.00000000
NS
USD
71135256.91000000
0.027180877150
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
11761056.00000000
NS
USD
687668944.32000000
0.262759226687
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
2100835.00000000
NS
USD
104222424.35000000
0.039823528242
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
SMITH (A.O.)CORP
831865209
1114654.00000000
NS
USD
61105332.28000000
0.023348429486
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS
09857L108
336836.00000000
NS
USD
750224717.72000000
0.286661871673
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1053989.00000000
NS
USD
134172799.70000000
0.051267606866
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL GREEN REALTY
78440X101
594879.00000000
NS
USD
35442890.82000000
0.013542776157
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
2714095.00000000
NS
USD
61094278.45000000
0.023344205803
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B
654106103
10318752.00000000
NS
USD
1459793845.44000000
0.557789187834
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-B
92556H206
4649015.00000000
NS
USD
173222298.90000000
0.066188472927
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
1171954.00000000
NS
USD
78356844.44000000
0.029940255439
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
1114491.00000000
NS
USD
111761157.48000000
0.042704088290
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER HANNIFIN
701094104
1058745.00000000
NS
USD
288412725.45000000
0.110202889533
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS
70450Y103
9635806.00000000
NS
USD
2256705765.20000000
0.862290302076
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION
959802109
3373003.00000000
NS
USD
74003685.82000000
0.028276907687
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
1582791.00000000
NS
USD
195807074.61000000
0.074818146041
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
3156166.00000000
NS
USD
72402448.04000000
0.027665072582
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ CORP
501889208
2299473.00000000
NS
USD
81033428.52000000
0.030962981809
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103H107
595413.00000000
NS
USD
269466061.41000000
0.102963343771
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
INCYTE CORP
45337C102
1531877.00000000
NS
USD
133242661.46000000
0.050912199796
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
504.00000000
NS
USD
8956.08000000
0.000003422130
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
328945.00000000
NS
USD
77002735.05000000
0.029422848423
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913Y100
3355717.00000000
NS
USD
189832910.69000000
0.072535409988
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
801453.00000000
NS
USD
163135758.15000000
0.062334392167
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN
127387108
2293187.00000000
NS
USD
312859502.41000000
0.119544035824
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC B
33616C100
1423631.00000000
NS
USD
209174102.83000000
0.079925705467
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
3059091.00000000
NS
USD
139372185.96000000
0.053254299335
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
DOMINO'S PIZZA
25754A201
324247.00000000
NS
USD
124335754.62000000
0.047508858737
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGI
776696106
862292.00000000
NS
USD
371725458.28000000
0.142036796578
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
1159114.00000000
NS
USD
76988351.88000000
0.029417352595
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
3200538.00000000
NS
USD
75276653.76000000
0.028763310446
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
8039778.00000000
NS
USD
131932756.98000000
0.050411683536
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FLEETCOR TECHNOL
339041105
686300.00000000
NS
USD
187243229.00000000
0.071545889138
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
2204211.00000000
NS
USD
95045578.32000000
0.036317043056
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
V7780T103
1531734.00000000
NS
USD
114405212.46000000
0.043714385247
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
1071233835.52000000
NS
USD
1071233835.52000000
0.409319886477
Long
STIV
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
879064.00000000
NS
USD
95677325.76000000
0.036558434601
Long
EC
CORP
US
N
1
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137107
11774543.00000000
NS
USD
423294820.85000000
0.161741519238
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
10591820.00000000
NS
USD
125513067.00000000
0.047958711377
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
4728911.00000000
NS
USD
538433806.46000000
0.205736280192
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
6529603.00000000
NS
USD
1102458170.52000000
0.421250746793
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTI
92345Y106
1336559.00000000
NS
USD
277456282.81000000
0.106016418093
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
5102941.00000000
NS
USD
721862033.86000000
0.275824452098
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FORTINET INC
34959E109
1108739.00000000
NS
USD
164681003.67000000
0.062924832554
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TRANSDIGM GROUP
893641100
447499.00000000
NS
USD
276934756.15000000
0.105817142056
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
31808101.00000000
NS
USD
1744356258.84000000
0.666520867965
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
1712790.00000000
NS
USD
159529260.60000000
0.060956344612
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT
171340102
2044764.00000000
NS
USD
178364763.72000000
0.068153415637
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671D857
11943470.00000000
NS
USD
310769089.40000000
0.118745286207
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
785806.00000000
NS
USD
158669947.52000000
0.060627999931
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824100
14576149.00000000
NS
USD
1595942554.01000000
0.609811792132
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE
427866108
1213932.00000000
NS
USD
184918261.56000000
0.070657515959
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
ALEXION PHARM
015351109
1798954.00000000
NS
USD
281068572.96000000
0.107396679008
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
4467588.00000000
NS
USD
155069979.48000000
0.059252447310
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
1165178.00000000
NS
USD
110144276.34000000
0.042086275837
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC
369604103
72040218.00000000
NS
USD
778034354.40000000
0.297287971177
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822V101
3547049.00000000
NS
USD
564654730.31000000
0.215755330391
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
INVESCO LTD
G491BT108
3098241.00000000
NS
USD
54002340.63000000
0.020634366842
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VERISIGN INC
92343E102
826323.00000000
NS
USD
178816297.20000000
0.068325947186
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
ULTA BEAUTY INC
90384S303
463593.00000000
NS
USD
133125365.88000000
0.050867380997
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
4467811.00000000
NS
USD
813230958.22000000
0.310736640741
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
8486824.00000000
NS
USD
170160821.20000000
0.065018678188
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
6703833.00000000
NS
USD
252868580.76000000
0.096621424135
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
1760480.00000000
NS
USD
68148180.80000000
0.026039511359
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
17122324.00000000
NS
USD
1055762497.84000000
0.403408267582
Long
EC
CORP
US
N
1
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
NATL OILWELL VAR
637071101
3189232.00000000
NS
USD
43788155.36000000
0.016731512940
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
2115656.00000000
NS
USD
193921028.96000000
0.074097485467
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL
45866F104
4616109.00000000
NS
USD
532191206.61000000
0.203350974409
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054109
946538.00000000
NS
USD
196681131.02000000
0.075152124169
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
514125.00000000
NS
USD
92794421.25000000
0.035456872918
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR INC
62944T105
28778.00000000
NS
USD
117410211.08000000
0.044862599254
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
9301287.00000000
NS
USD
1416958061.58000000
0.541421577323
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
VORNADO RLTY TST
929042109
1288900.00000000
NS
USD
48127526.00000000
0.018389592286
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
37549970.00000000
NS
USD
1967618428.00000000
0.751829642487
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
7549492.00000000
NS
USD
1239098121.96000000
0.473461055651
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348106
672233.00000000
NS
USD
494030754.03000000
0.188769814256
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
5354381.00000000
NS
USD
221457198.16000000
0.084619092680
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
6362246.00000000
NS
USD
202064932.96000000
0.077209282117
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
INTUITIVE SURGIC
46120E602
966788.00000000
NS
USD
790929262.80000000
0.302215132986
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WO
452308109
2368542.00000000
NS
USD
482898342.96000000
0.184516105043
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DEXCOM
252131107
789413.00000000
NS
USD
291861774.36000000
0.111520775751
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
444880.00000000
NS
USD
76136763.20000000
0.029091959417
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
2153432.00000000
NS
USD
118288019.76000000
0.045198011129
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
4478668.00000000
NS
USD
96918375.52000000
0.037032641380
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
N/A
BROADRIDGE FINL
11133T103
951551.00000000
NS
USD
145777613.20000000
0.055701821682
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978V103
3908632.00000000
NS
USD
646878596.00000000
0.247173179841
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653101
876053.00000000
NS
USD
129235338.56000000
0.049380996337
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
941127.00000000
NS
USD
119231379.63000000
0.045558470201
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
MONSTER BEVERAGE
61174X109
3037801.00000000
NS
USD
280935836.48000000
0.107345960221
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278X109
1300361.00000000
NS
USD
62937472.40000000
0.024048492685
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATH-B
084670702
16005260.00000000
NS
USD
3711139636.20000000
1.418031436482
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
UNDER ARMO-C
904311206
1598671.00000000
NS
USD
23788224.48000000
0.009089512504
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN IN
49456B101
16021511.00000000
NS
USD
219014055.37000000
0.083685564541
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNIC
92343V104
34033030.00000000
NS
USD
1999440512.50000000
0.763988903690
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
12806595.00000000
NS
USD
1060258000.05000000
0.405126005011
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECH INC
00846U101
2515523.00000000
NS
USD
298064320.27000000
0.113890776869
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466L302
7524745.00000000
NS
USD
1674481504.85000000
0.639821630672
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
XEROX HOLDINGS C
98421M106
1365034.00000000
NS
USD
31655138.46000000
0.012095470896
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
WEST PHARMACEUT
955306105
608354.00000000
NS
USD
172352771.74000000
0.065856225432
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive WILLIAMS COS INC Pay ICE LIBOR USD 1 Month +0.4
N/A
600000.00000000
NC
USD
-558000.00000000
-0.00021321254
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
WILLIAMS COS INC
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
-12588000.00000000
USD
-558000.00000000
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
CASH MGMT BILL
912796F95
52000000.00000000
PA
USD
51981612.80000000
0.019862244026
Long
DBT
UST
US
N
2
2021-05-18
None
0.00000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
1321151.00000000
NS
USD
229774581.92000000
0.087797176179
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
EDWARDS LIFE
28176E108
5125272.00000000
NS
USD
467578564.56000000
0.178662397152
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830109
2024963.00000000
NS
USD
718821365.74000000
0.274662608728
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797104
1924656.00000000
NS
USD
71577956.64000000
0.027350033311
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP IN
30212P303
1118630.00000000
NS
USD
148106612.00000000
0.056591735249
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Mar21
N/A
7055.00000000
NC
USD
1322389200.00000000
0.505286688372
N/A
DE
N/A
N
1
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Long
S&P 500 Index
SPX
2021-03-19
1305999502.40000000
USD
16389697.60000000
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109104
2883489.00000000
NS
USD
179266511.13000000
0.068497974533
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L109
2219560.00000000
NS
USD
289186472.40000000
0.110498539281
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
5643786.00000000
NS
USD
117672938.10000000
0.044962987601
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360105
303431.00000000
NS
USD
118938883.38000000
0.045446706992
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUN-A
16119P108
1199970.00000000
NS
USD
793840153.50000000
0.303327388229
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
CABOT OIL & GAS
127097103
3279182.00000000
NS
USD
53385082.96000000
0.020398511858
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
6120116.00000000
NS
USD
132561712.56000000
0.050652008307
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
ACCENTURE PLC-A
G1151C101
5210436.00000000
NS
USD
1361017987.56000000
0.520046799951
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
2237171.00000000
NS
USD
55906903.29000000
0.021362102791
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOL
502431109
1727497.00000000
NS
USD
326531482.94000000
0.124768117937
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
1662761.00000000
NS
USD
80394494.35000000
0.030718844205
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030107
2285413.00000000
NS
USD
71030636.04000000
0.027140901375
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
887179.00000000
NS
USD
82614108.48000000
0.031566961743
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
VERTEX PHARM
92532F100
2138515.00000000
NS
USD
505416635.10000000
0.193120374696
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
34770031.00000000
NS
USD
1433220677.82000000
0.547635544817
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
5199727.00000000
NS
USD
1155067355.78000000
0.441352787099
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
2499351.00000000
NS
USD
274753655.43000000
0.104983740543
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
1935291.00000000
NS
USD
209088839.64000000
0.079893126287
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
557498.00000000
NS
USD
87811509.98000000
0.033552895833
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE
70432V102
403136.00000000
NS
USD
182318256.00000000
0.069664050344
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALDS CORP
580135101
6127945.00000000
NS
USD
1314934438.10000000
0.502438213844
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT
524660107
1088882.00000000
NS
USD
48237472.60000000
0.018431603029
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
2373242.00000000
NS
USD
69963174.16000000
0.026733022758
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284106
512435.00000000
NS
USD
145516166.95000000
0.055601922719
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807102
1274889.00000000
NS
USD
388484176.08000000
0.148440325145
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411105
3101529.00000000
NS
USD
44010696.51000000
0.016816546212
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
11087824.00000000
NS
USD
531439404.32000000
0.203063709745
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
6034245.00000000
NS
USD
429095161.95000000
0.163957837358
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
COPART INC
217204106
1707613.00000000
NS
USD
217293754.25000000
0.083028235173
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
15830222.00000000
NS
USD
1336862247.90000000
0.510816859402
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
5906423.00000000
NS
USD
235548149.24000000
0.090003264002
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGAL
446413106
333149.00000000
NS
USD
56795241.52000000
0.021701538021
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480100
1269781.00000000
NS
USD
328758998.71000000
0.125619254702
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
4364080.00000000
NS
USD
934174964.80000000
0.356949508000
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
2592405.00000000
NS
USD
238579032.15000000
0.091161368430
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
NORWEGIAN CRUISE
G66721104
2597575.00000000
NS
USD
66056332.25000000
0.025240213220
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
12490374.00000000
NS
USD
893186644.74000000
0.341287815886
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
4157345.00000000
NS
USD
242373213.50000000
0.092611130217
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
779786.00000000
NS
USD
107540287.26000000
0.041091288114
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX LABS
45168D104
701323.00000000
NS
USD
350570328.01000000
0.133953392905
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560105
1034707.00000000
NS
USD
98742089.01000000
0.037729484752
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW CORP/DE
12514G108
1176669.00000000
NS
USD
155073207.51000000
0.059253680745
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187109
1496564.00000000
NS
USD
75292134.84000000
0.028769225787
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL-B
911312106
5881775.00000000
NS
USD
990490910.00000000
0.378467906254
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
11289944.00000000
NS
USD
277619722.96000000
0.106078868794
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
3633286.00000000
NS
USD
1964626738.78000000
0.750686514021
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887109
2385307.00000000
NS
USD
596851517.54000000
0.228057766010
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS IN
89417E109
2082209.00000000
NS
USD
292279677.33000000
0.111680457036
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
N/A
DUKE REALTY CORP
264411505
3061053.00000000
NS
USD
122350288.41000000
0.046750209433
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM
459200101
7327901.00000000
NS
USD
922436177.88000000
0.352464101760
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
11754176.00000000
NS
USD
805513681.28000000
0.307787858864
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
6278732.00000000
NS
USD
226034352.00000000
0.086368029306
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
4794892.00000000
NS
USD
239121264.04000000
0.091368555963
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS
37940X102
2461607.00000000
NS
USD
530279379.94000000
0.202620462873
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
1986663.00000000
NS
USD
515777448.06000000
0.197079255235
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
3114920.00000000
NS
USD
195679274.40000000
0.074769313410
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE
443201108
3206039.00000000
NS
USD
91500353.06000000
0.034962407725
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY CO
25179M103
3144433.00000000
NS
USD
49713485.73000000
0.018995589628
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECH
595112103
9155029.00000000
NS
USD
688275080.22000000
0.262990832028
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354G100
681439.00000000
NS
USD
304282956.67000000
0.116266926184
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
10764893.00000000
NS
USD
735242191.90000000
0.280937028446
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
CHIPOTLE MEXICAN
169656105
230032.00000000
NS
USD
318987674.72000000
0.121885618690
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
1393264.00000000
NS
USD
236938475.84000000
0.090534509662
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2522032.00000000
NS
USD
228319556.96000000
0.087241209189
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
UNIVERSAL HLTH-B
913903100
638444.00000000
NS
USD
87786050.00000000
0.033543167540
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222105
7510781.00000000
NS
USD
648180400.30000000
0.247670601012
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
5792006.00000000
NS
USD
84737047.78000000
0.032378139699
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865100
2042129.00000000
NS
USD
441835030.44000000
0.168825758209
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
5090582.00000000
NS
USD
2658301920.40000000
1.015740732043
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
2774795.00000000
NS
USD
196510981.90000000
0.075087109962
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
2419645.00000000
NS
USD
92986957.35000000
0.035530441220
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844108
2088594.00000000
NS
USD
496270820.34000000
0.189625746599
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
488326.00000000
NS
USD
66519767.72000000
0.025417292535
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
1227641.00000000
NS
USD
146899522.06000000
0.056130504563
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
25069265.00000000
NS
USD
3185551503.55000000
1.217203505496
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
4765789.00000000
NS
USD
286090313.67000000
0.109315492874
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC-A
57636Q104
7234914.00000000
NS
USD
2582430203.16000000
0.986750047042
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
5247499.00000000
NS
USD
211001934.79000000
0.080624122512
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
34002997.00000000
NS
USD
1026210449.46000000
0.392116390228
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
4187260.00000000
NS
USD
310945927.60000000
0.118812856321
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
536652.00000000
NS
USD
127411917.84000000
0.048684264832
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
6326600.00000000
NS
USD
178410120.00000000
0.068170746333
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
PAYCHEX INC
704326107
2629674.00000000
NS
USD
245033023.32000000
0.093627447120
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
2414209.00000000
NS
USD
129305034.04000000
0.049407627073
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
792658.00000000
NS
USD
75270803.68000000
0.028761075122
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
9929572.00000000
NS
USD
186080179.28000000
0.071101486279
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
702241.00000000
NS
USD
133102759.14000000
0.050858742932
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
62611227.00000000
NS
USD
1897746290.37000000
0.725131404909
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410345102
2861862.00000000
NS
USD
41725947.96000000
0.015943540724
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
METTLER-TOLEDO
592688105
195755.00000000
NS
USD
223098058.40000000
0.085246067580
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS IN
651229106
3108404.00000000
NS
USD
65991416.92000000
0.025215408985
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK INC
031100100
1893212.00000000
NS
USD
228965059.28000000
0.087487856492
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
1100758.00000000
NS
USD
115711680.96000000
0.044213588615
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
1592841.00000000
NS
USD
193386825.81000000
0.073893365726
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive WILLIAMS COS INC Pay ICE LIBOR USD 1 Month +0.4
N/A
900000.00000000
NC
USD
-837000.00000000
-0.00031981882
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
WILLIAMS COS INC
Y
Receive positive return on reference instrument
2021-08-31
0.00000000
USD
0.00000000
USD
-18882000.00000000
USD
-837000.00000000
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
4578426.00000000
NS
USD
230798454.66000000
0.088188399328
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW GRAINGER INC
384802104
371008.00000000
NS
USD
151497406.72000000
0.057887362463
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC-C
25470F302
2581727.00000000
NS
USD
67615430.13000000
0.025835946613
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
1088193.00000000
NS
USD
446452942.11000000
0.170590268457
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
KANSAS CITY SOUT
485170302
770284.00000000
NS
USD
157238072.92000000
0.060080878724
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
11365625.00000000
NS
USD
1685522187.50000000
0.644040290332
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
2226405.00000000
NS
USD
169718853.15000000
0.064849801603
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
5950364.00000000
NS
USD
277227458.76000000
0.105928984116
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP
34354P105
1068942.00000000
NS
USD
39390512.70000000
0.015051167776
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558103
10309351.00000000
NS
USD
600622789.26000000
0.229498773996
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
1838496.00000000
NS
USD
121781975.04000000
0.046533056131
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
CERNER CORP
156782104
2519151.00000000
NS
USD
197702970.48000000
0.075542570398
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
4850341.00000000
NS
USD
226074394.01000000
0.086383329412
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324P102
7803169.00000000
NS
USD
2736415304.92000000
1.045587961120
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
8020920.00000000
NS
USD
338643242.40000000
0.129396037484
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
2698081.00000000
NS
USD
230092347.68000000
0.087918594903
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
1071471.00000000
NS
USD
127633625.52000000
0.048768979634
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
KRAFT HEINZ CO/T
500754106
5331921.00000000
NS
USD
184804381.86000000
0.070614002373
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
15281509.00000000
NS
USD
626541869.00000000
0.239402489156
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945C103
2839036.00000000
NS
USD
65326218.36000000
0.024961235723
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
ETSY INC
29786A106
1037592.00000000
NS
USD
184597992.72000000
0.070535140805
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMM CORP
78410G104
913264.00000000
NS
USD
257659172.32000000
0.098451915601
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER C
03027X100
3653248.00000000
NS
USD
820008046.08000000
0.313326175110
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
2927050.00000000
NS
USD
359471010.50000000
0.137354355632
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
MOHAWK INDS
608190104
492280.00000000
NS
USD
69386866.00000000
0.026512814637
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
6130526.00000000
NS
USD
237373966.72000000
0.090700911312
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
3326564.00000000
NS
USD
1456536047.40000000
0.556544378830
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
JACK HENRY
426281101
627468.00000000
NS
USD
101643541.32000000
0.038838133575
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
5853493.00000000
NS
USD
161380802.01000000
0.061663821070
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
1210063.00000000
NS
USD
118295758.88000000
0.045200968257
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
21650117.00000000
NS
USD
3407295413.46000000
1.301932151121
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
5014501.00000000
NS
USD
79078680.77000000
0.030216070070
Long
EC
CORP
US
N
1
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
1298607.00000000
NS
USD
59203493.13000000
0.022621734194
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211K100
1276614.00000000
NS
USD
58456155.06000000
0.022336175314
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
HUNT (JB) TRANS
445658107
686194.00000000
NS
USD
93768410.10000000
0.035829035365
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON
513272104
1202762.00000000
NS
USD
94705479.88000000
0.036187090986
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
BIO-RAD LABS-A
090572207
177039.00000000
NS
USD
103203114.66000000
0.039434048641
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
2007400.00000000
NS
USD
77565936.00000000
0.029638048262
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
1350332.00000000
NS
USD
127552360.72000000
0.048737928245
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
PINNACLE WEST
723484101
927443.00000000
NS
USD
74149067.85000000
0.028332458356
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
TRACTOR SUPPLY
892356106
958648.00000000
NS
USD
134766735.84000000
0.051494550662
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS
17275R102
34751265.00000000
NS
USD
1555119108.75000000
0.594213098901
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
ARISTA NETWORKS
040413106
448342.00000000
NS
USD
130274734.94000000
0.049778151089
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903109
956012.00000000
NS
USD
239777369.72000000
0.091619254824
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
615369105
1327952.00000000
NS
USD
385424788.48000000
0.147271329036
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816109
5363875.00000000
NS
USD
648546126.25000000
0.247810345388
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
970854.00000000
NS
USD
188666057.82000000
0.072089553940
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
COGNIZANT TECH-A
192446102
4395756.00000000
NS
USD
360232204.20000000
0.137645208767
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
6079252.00000000
NS
USD
605858254.32000000
0.231499252223
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS
517834107
2702833.00000000
NS
USD
161088846.80000000
0.061552264593
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759100
1731170.00000000
NS
USD
166711671.00000000
0.063700753267
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
1148823.00000000
NS
USD
184305673.89000000
0.070423445388
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
962035.00000000
NS
USD
125006827.90000000
0.047765276738
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-A
02079K305
2472965.00000000
NS
USD
4334217377.60000000
1.656110277833
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
6605619.00000000
NS
USD
395610521.91000000
0.151163311452
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOG
00971T101
1339673.00000000
NS
USD
140652268.27000000
0.053743420504
Long
EC
CORP
US
N
1
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700106
8106094.00000000
NS
USD
79034416.50000000
0.030199156633
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
2092981.00000000
NS
USD
130246207.63000000
0.049767250765
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
G5494J103
4316047.00000000
NS
USD
1137321544.97000000
0.434572088968
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SE
693475105
3485091.00000000
NS
USD
519278559.00000000
0.198417034425
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
3371605.00000000
NS
USD
106239273.55000000
0.040594169029
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687106
14889361.00000000
NS
USD
2697654425.98000000
1.030777377248
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN COR
751212101
397791.00000000
NS
USD
41266838.34000000
0.015768114322
Long
EC
CORP
US
N
1
N
N
N
2021-01-29
VANGUARD INSTITUTIONAL INDEX FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer