0001752724-21-191968.txt : 20210830
0001752724-21-191968.hdr.sgml : 20210830
20210830133710
ACCESSION NUMBER: 0001752724-21-191968
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210830
PERIOD START: 20211231
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: 211222446
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
2021-12-31
2021-06-30
N
288086355416.41
3428597.85
288082926818.56
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
85626116.20000000
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES
910047109
2560546.00000000
NS
USD
133890950.34000000
0.046476530844
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
DIGITAL REALTY
253868103
2225849.00000000
NS
USD
334901240.54000000
0.116251679416
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045V100
10090466.00000000
NS
USD
597052873.22000000
0.207250349686
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642103
5115525.00000000
NS
USD
359161010.25000000
0.124672785789
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
HILTON WORLDWIDE
43300A203
2201294.00000000
NS
USD
265520082.28000000
0.092167934147
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
2026968.00000000
NS
USD
135239304.96000000
0.046944574763
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
6079710.00000000
NS
USD
600188971.20000000
0.208338959142
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
708133.00000000
NS
USD
568347545.80000000
0.197286091222
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106L109
3068890.00000000
NS
USD
429982177.90000000
0.149256390390
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED INC
003654100
357677.00000000
NS
USD
111634568.47000000
0.038750845009
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556102
3106548.00000000
NS
USD
1567160269.56000000
0.543996232913
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP
00130H105
5266972.00000000
NS
USD
137309960.04000000
0.047663345258
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
TERADYNE INC
880770102
1313930.00000000
NS
USD
176014062.80000000
0.061098401333
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL A
65249B109
3977072.00000000
NS
USD
102489145.44000000
0.035576264991
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
1205866.00000000
NS
USD
332565784.14000000
0.115440990485
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE ST CORP
857477103
2047848.00000000
NS
USD
168496933.44000000
0.058489038312
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
GARTNER INC
366651107
679762.00000000
NS
USD
164638356.40000000
0.057149640285
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
DOW INC
260557103
5904184.00000000
NS
USD
373616763.52000000
0.129690699704
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE
22160K105
3494297.00000000
NS
USD
1382588493.99000000
0.479927258882
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HO
98956P102
1647817.00000000
NS
USD
265001929.94000000
0.091988071930
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
3460985.00000000
NS
USD
297021732.70000000
0.103102858603
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
10634354.00000000
NS
USD
1320042362.02000000
0.458216103466
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMNICOM GROUP
681919106
1699875.00000000
NS
USD
135973001.25000000
0.047199257086
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC-CLASS A
G0403H108
1783560.00000000
NS
USD
425842785.60000000
0.147819515131
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GR
78486Q101
429166.00000000
NS
USD
238800837.38000000
0.082893089159
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY
016255101
569247.00000000
NS
USD
347809917.00000000
0.120732568514
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
1609568.00000000
NS
USD
45711731.20000000
0.015867559978
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
19351264.00000000
NS
USD
2611066051.52000000
0.906359179405
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
4256311.00000000
NS
USD
280405768.68000000
0.097335087426
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103108
908767.00000000
NS
USD
159761238.60000000
0.055456684075
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271109
1083904.00000000
NS
USD
197205493.76000000
0.068454418988
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
ALASKA AIR GROUP
011659109
981805.00000000
NS
USD
59212659.55000000
0.020554032897
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
EXTRA SPACE STOR
30225T102
1058085.00000000
NS
USD
173335484.70000000
0.060168607218
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZ
00507V109
6141715.00000000
NS
USD
586165279.60000000
0.203471023456
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
17961528.00000000
NS
USD
576205818.24000000
0.200013872603
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409V104
1904060.00000000
NS
USD
781521427.00000000
0.271283493135
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WABTEC CORP
929740108
1403689.00000000
NS
USD
115523604.70000000
0.040100816100
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834L100
1033482.00000000
NS
USD
136388619.54000000
0.047343527451
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC -
25470F104
1337937.00000000
NS
USD
41047907.16000000
0.014248642782
Long
EC
CORP
US
N
1
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
FORTUNE BRANDS H
34964C106
1094283.00000000
NS
USD
109001529.63000000
0.037836858585
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
56433585.00000000
NS
USD
1624158576.30000000
0.563781614633
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
ALLIANT ENERGY
018802108
1975482.00000000
NS
USD
110152876.32000000
0.038236516664
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
4541383.00000000
NS
USD
1106962106.25000000
0.384251201025
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
PERRIGO CO PLC
G97822103
1054932.00000000
NS
USD
48368632.20000000
0.016789829489
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146103
3096150.00000000
NS
USD
189824956.50000000
0.065892470128
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
13960544.00000000
NS
USD
1572515676.16000000
0.545855213818
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
OLD DOMINION FRT
679580100
751054.00000000
NS
USD
190617505.20000000
0.066167581433
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1142011.00000000
NS
USD
144430131.17000000
0.050134915236
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
123987499.00000000
NS
USD
16981327863.04000000
5.894597104581
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS I
205887102
3797655.00000000
NS
USD
138158688.90000000
0.047957957948
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364G103
1587519.00000000
NS
USD
158275644.30000000
0.054941001206
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034W106
1812718.00000000
NS
USD
109542548.74000000
0.038024658368
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654105
2915701.00000000
NS
USD
501967084.16000000
0.174243954580
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANC
446150104
11661921.00000000
NS
USD
166415612.67000000
0.057766565519
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGI
G8994E103
1890309.00000000
NS
USD
348081499.26000000
0.120826840765
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL
565849106
6234118.00000000
NS
USD
84908687.16000000
0.029473696375
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
4632154.00000000
NS
USD
670874863.82000000
0.232875606766
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION-A
21036P108
1335794.00000000
NS
USD
312428858.66000000
0.108451015167
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADV MICRO DEVICE
007903107
9603934.00000000
NS
USD
902097520.62000000
0.313138140667
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
3388322.00000000
NS
USD
11656369811.52000000
4.046185568942
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
JACOBS ENGIN GRP
469814107
1029231.00000000
NS
USD
137320000.02000000
0.047666830359
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-B
526057302
46974.00000000
NS
USD
3826032.30000000
0.001328101023
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH ROBINSON
12541W209
1052591.00000000
NS
USD
98596198.97000000
0.034224936569
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
10668234.00000000
NS
USD
649695450.60000000
0.225523760736
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
WYNN RESORTS LTD
983134107
831756.00000000
NS
USD
101723758.80000000
0.035310582242
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667101
2590910.00000000
NS
USD
672937054.30000000
0.233591439010
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP-A
032095101
4724520.00000000
NS
USD
323204413.20000000
0.112191450138
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587107
8366944.00000000
NS
USD
506283781.44000000
0.175742376346
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
1138747.00000000
NS
USD
171495298.20000000
0.059529837499
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
WILLIS TOWERS WA
G96629103
1019359.00000000
NS
USD
234472957.18000000
0.081390785552
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
59530711.00000000
NS
USD
16126869609.90000000
5.597995614664
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG PHOTONICS
44980X109
283258.00000000
NS
USD
59702288.66000000
0.020723994066
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
3299963.00000000
NS
USD
274226925.30000000
0.095190273275
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
SERVICENOW INC
81762P102
1560628.00000000
NS
USD
857643117.40000000
0.297707027233
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
RESMED INC
761152107
1150186.00000000
NS
USD
283543852.72000000
0.098424386287
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370860
30990492.00000000
NS
USD
460518711.12000000
0.159856301171
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
086516101
1761071.00000000
NS
USD
202487943.58000000
0.070288074970
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
WATERS CORP
941848103
488060.00000000
NS
USD
168678416.60000000
0.058552035159
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
EXPEDITORS INTL
302130109
1334670.00000000
NS
USD
168969222.00000000
0.058652980190
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH
512807108
1127361.00000000
NS
USD
733573802.70000000
0.254639804864
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-C
02079K107
2252478.00000000
NS
USD
5645430660.96000000
1.959654715850
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
49446R109
3420292.00000000
NS
USD
71313088.20000000
0.024754361179
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918K108
554499.00000000
NS
USD
66778314.57000000
0.023180240254
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
4625064.00000000
NS
USD
454227535.44000000
0.157672493978
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A
92826C839
13372344.00000000
NS
USD
3126721474.08000000
1.085354661107
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTL FINL
744320102
3113665.00000000
NS
USD
319057252.55000000
0.110751878312
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040W108
2716413.00000000
NS
USD
217964979.12000000
0.075660498706
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762E102
1102289.00000000
NS
USD
99834314.73000000
0.034654714124
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
N/A
WESTROCK CO
96145D105
2106097.00000000
NS
USD
112086482.34000000
0.038907714378
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWI
68902V107
3187797.00000000
NS
USD
260666160.69000000
0.090483029858
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122108
17657635.00000000
NS
USD
1179883170.70000000
0.409563726573
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
2712288.00000000
NS
USD
643002116.16000000
0.223200355279
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
TRIMBLE INC
896239100
1983534.00000000
NS
USD
162312587.22000000
0.056342314003
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS
911363109
571576.00000000
NS
USD
182338459.76000000
0.063293740373
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
UNDER ARMOUR-A
904311107
1480502.00000000
NS
USD
31312617.30000000
0.010869306850
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T ROWE PRICE GRP
74144T108
1793122.00000000
NS
USD
354984362.34000000
0.123222978279
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA HOLDINGS I
46266C105
1515000.00000000
NS
USD
367114800.00000000
0.127433723356
Long
EC
CORP
US
N
1
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
AMCOR PLC
G0250X107
12174210.00000000
NS
USD
139516446.60000000
0.048429265885
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
2689066.00000000
NS
USD
1020581218.98000000
0.354266471203
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
3778232.00000000
NS
USD
2212683788.48000000
0.768071823247
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
10715303.00000000
NS
USD
610450811.91000000
0.211901072601
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINA
14040H105
3568806.00000000
NS
USD
552058600.14000000
0.191631835401
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579Y101
4581778.00000000
NS
USD
910078564.14000000
0.315908538624
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332102
170885.00000000
NS
USD
254998014.70000000
0.088515490145
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
2354172.00000000
NS
USD
270800405.16000000
0.094000851820
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - A
35137L105
2589110.00000000
NS
USD
96133654.30000000
0.033370132469
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680103
3519484.00000000
NS
USD
195824089.76000000
0.067974902894
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
2666709.00000000
NS
USD
356752330.02000000
0.123836679236
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK &
854502101
1276164.00000000
NS
USD
261600858.36000000
0.090807484236
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH CORP
693656100
563239.00000000
NS
USD
60598884.01000000
0.021035222281
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055102
4995544.00000000
NS
USD
268060891.04000000
0.093049905456
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCI
174610105
3369454.00000000
NS
USD
154556854.98000000
0.053650126610
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARM
75886F107
827610.00000000
NS
USD
462253289.40000000
0.160458411924
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-A
30303M102
18938787.00000000
NS
USD
6585205627.77000000
2.285871537231
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
POOL CORP
73278L105
316991.00000000
NS
USD
145391092.06000000
0.050468486163
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX CORP
45167R104
600121.00000000
NS
USD
132056626.05000000
0.045839796029
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE GROUP INC-A
12504L109
2652629.00000000
NS
USD
227409884.17000000
0.078939035603
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY
65339F101
15503500.00000000
NS
USD
1136096480.00000000
0.394364391026
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS-A
902494103
2329859.00000000
NS
USD
171850399.84000000
0.059653101187
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
2159942.00000000
NS
USD
1058738770.14000000
0.367511807045
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES)
808513105
11855350.00000000
NS
USD
863188033.50000000
0.299631791107
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS MARKIT LTD
G47567105
2960975.00000000
NS
USD
333583443.50000000
0.115794242714
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
5490020.00000000
NS
USD
1204235887.00000000
0.418017096777
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
2465736.00000000
NS
USD
869689744.56000000
0.301888679820
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA
24906P109
1724177.00000000
NS
USD
109071437.02000000
0.037861124997
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK NY MELLON
064058100
6377035.00000000
NS
USD
326695503.05000000
0.113403285178
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
2743127.00000000
NS
USD
244824084.75000000
0.084983892469
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc
549300I8RX485XMK6836
TWITTER INC
90184L102
6308603.00000000
NS
USD
434094972.43000000
0.150684032970
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE I
40412C101
2077270.00000000
NS
USD
429454799.80000000
0.149073325706
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
VENTAS INC
92276F100
2963515.00000000
NS
USD
169216706.50000000
0.058738887572
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
ROBERT HALF INTL
770323103
893082.00000000
NS
USD
79457505.54000000
0.027581469827
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRI
025537101
3948715.00000000
NS
USD
334021801.85000000
0.115946406661
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
11050929.00000000
NS
USD
353740237.29000000
0.122791114765
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
BROWN-FORMAN -B
115637209
1443424.00000000
NS
USD
108170194.56000000
0.037548283667
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIO
83088M102
1304527.00000000
NS
USD
250143052.25000000
0.086830224551
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
NIELSEN HOLDINGS
G6518L108
2829070.00000000
NS
USD
69793156.90000000
0.024226759173
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP SEMICONDUCTO
N6596X109
2179660.00000000
NS
USD
448399655.20000000
0.155649506949
Long
EC
CORP
NL
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
XYLEM INC
98419M100
1422987.00000000
NS
USD
170701520.52000000
0.059254299588
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
160355.59000000
NS
USD
16035559.00000000
0.005566299668
Long
STIV
CORP
US
N
1
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
1154066.00000000
NS
USD
546115571.86000000
0.189568877923
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive STATE ST CORP Pay ICE LIBOR USD 1 Month +0.5
N/A
100000.00000000
NC
USD
-470000.00000000
-0.00016314746
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
STATE ST CORP
Y
Receive positive return on reference instrument
2022-08-31
0.00000000
USD
0.00000000
USD
8698000.00000000
USD
-470000.00000000
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
2838337.00000000
NS
USD
603657513.16000000
0.209542967306
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204108
2540940.00000000
NS
USD
208458717.60000000
0.072360663612
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
COMERICA INC
200340107
1104270.00000000
NS
USD
78778621.80000000
0.027345814161
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
3554393.00000000
NS
USD
564935223.42000000
0.196101598126
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
-2760000.00000000
-0.00095805746
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
38620000.00000000
USD
-2760000.00000000
N
N
N
Allegion plc
984500560CAC2E6FB757
ALLEGION PLC
G0176J109
711872.00000000
NS
USD
99163769.60000000
0.034421952975
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS-B
60871R209
1486976.00000000
NS
USD
79835741.44000000
0.027712763932
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
3150354.00000000
NS
USD
466819455.72000000
0.162043429950
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
1809729.00000000
NS
USD
340699581.54000000
0.118264412717
Long
EC
CORP
DE
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
ELECTRONIC ARTS
285512109
2262091.00000000
NS
USD
325356548.53000000
0.112938504243
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1121275.00000000
NS
USD
981081986.75000000
0.340555407980
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
1190040.00000000
NS
USD
412075150.80000000
0.143040462463
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
COOPER COS INC
216648402
388979.00000000
NS
USD
154140708.33000000
0.053505672839
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA
989701107
1295952.00000000
NS
USD
68504022.72000000
0.023779271988
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
AUTODESK INC
052769106
1739099.00000000
NS
USD
507642998.10000000
0.176214190721
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
20013756.00000000
NS
USD
1556469804.12000000
0.540285334264
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
KEYSIGHT TEC
49338L103
1455696.00000000
NS
USD
224774019.36000000
0.078024068223
Long
EC
CORP
US
N
1
N
N
N
Organon & Co
549300AMCKY57OK2CO56
ORGANON & CO
68622V106
2001105.00000000
NS
USD
60553437.30000000
0.021019446715
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460D109
1203332.00000000
NS
USD
361829899.08000000
0.125599216543
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
2490269.00000000
NS
USD
329910837.12000000
0.114519399244
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS
177376100
982416.00000000
NS
USD
115207924.32000000
0.039991236409
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746U109
6374051.00000000
NS
USD
468938932.07000000
0.162779147396
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102105
2424599.00000000
NS
USD
172558710.83000000
0.059898971707
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334104
4820710.00000000
NS
USD
293725860.30000000
0.101958787889
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
5587287.00000000
NS
USD
1083766059.39000000
0.376199336544
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA
053015103
3363417.00000000
NS
USD
668041884.54000000
0.231892216563
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK I
668771108
4581829.00000000
NS
USD
124717385.38000000
0.043292182135
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED
57772K101
2120380.00000000
NS
USD
223403236.80000000
0.077548239066
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
1018590.00000000
NS
USD
110211438.00000000
0.038256844727
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
4298480.00000000
NS
USD
159946440.80000000
0.055520971883
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES
754730109
968120.00000000
NS
USD
125758788.00000000
0.043653676178
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429105
961981.00000000
NS
USD
230404069.31000000
0.079978383951
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
CINCINNATI FIN
172062101
1184849.00000000
NS
USD
138177090.38000000
0.047964345511
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056107
1011155.00000000
NS
USD
95574370.60000000
0.033175992640
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
3974715.00000000
NS
USD
319964557.50000000
0.111066824068
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK-A
25470M109
1967574.00000000
NS
USD
82244593.20000000
0.028548930027
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389X105
14358772.00000000
NS
USD
1117686812.48000000
0.387973985415
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
2593825.00000000
NS
USD
210151701.50000000
0.072948336029
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424108
1771060.00000000
NS
USD
96788429.00000000
0.033597419350
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
JM SMUCKER CO
832696405
864962.00000000
NS
USD
112073126.34000000
0.038903078213
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
31917178.00000000
NS
USD
1791830372.92000000
0.621984229578
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODS & CHEM
009158106
1749319.00000000
NS
USD
503244089.92000000
0.174687231720
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS
929160109
1048366.00000000
NS
USD
182489069.62000000
0.063346020409
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818108
5250890.00000000
NS
USD
1154828237.70000000
0.400866601312
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2591763.00000000
NS
USD
234217622.31000000
0.081302153132
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
MONOLITHIC POWER
609839105
340317.00000000
NS
USD
127091383.65000000
0.044116249808
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
AMERICAN WATER W
030420103
1433931.00000000
NS
USD
221011785.03000000
0.076718112895
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPE
42250P103
4257776.00000000
NS
USD
141741363.04000000
0.049201583934
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
TYLER TECHNOLOG
902252105
322326.00000000
NS
USD
145810612.62000000
0.050614111093
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
CHARLES RIVER LA
159864107
397400.00000000
NS
USD
147006208.00000000
0.051029128877
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452100
2231418.00000000
NS
USD
106550209.50000000
0.036985950773
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787107
1831787.00000000
NS
USD
297702023.24000000
0.103339002601
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECH CORP
989207105
422845.00000000
NS
USD
223892199.05000000
0.077717968753
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SV
416515104
2823863.00000000
NS
USD
174994790.11000000
0.060744589081
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON
053611109
656049.00000000
NS
USD
137927741.76000000
0.047877791052
Long
EC
CORP
US
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
PENTAIR PLC
G7S00T104
1311580.00000000
NS
USD
88518534.20000000
0.030726754680
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
8404051.00000000
NS
USD
2679967823.39000000
0.930276518982
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
7038020.00000000
NS
USD
162719022.40000000
0.056483396706
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599105
6636246.00000000
NS
USD
207515412.42000000
0.072033221375
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
FASTENAL CO
311900104
4539203.00000000
NS
USD
236038556.00000000
0.081934239771
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
54930015FPK9KT966303
F5 NETWORKS
315616102
471580.00000000
NS
USD
88025122.80000000
0.030555480594
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
369489.00000000
NS
USD
148456985.31000000
0.051532725992
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY
629377508
1934262.00000000
NS
USD
77950758.60000000
0.027058444407
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIV
194162103
6686201.00000000
NS
USD
543922451.35000000
0.188807596950
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL C
256677105
1867122.00000000
NS
USD
404026529.58000000
0.140246606781
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE
364760108
1642940.00000000
NS
USD
55284931.00000000
0.019190630840
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAI
12769G100
1648234.00000000
NS
USD
171004277.50000000
0.059359393279
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
CONS EDISON INC
209115104
2211273.00000000
NS
USD
158592499.56000000
0.055050988724
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
9313784.00000000
NS
USD
1041374189.04000000
0.361484174206
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346105
2364287.00000000
NS
USD
226806051.91000000
0.078729431978
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC
872540109
9532319.00000000
NS
USD
642668946.98000000
0.223084704837
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1155279.00000000
NS
USD
281668572.99000000
0.097773434927
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK-N/V
579780206
1968154.00000000
NS
USD
173827361.28000000
0.060339348534
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELEC CO
291011104
4740752.00000000
NS
USD
456249972.48000000
0.158374526917
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748102
4019479.00000000
NS
USD
565460305.72000000
0.196283865887
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
5881340.00000000
NS
USD
351998199.00000000
0.122186414477
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736K101
889133.00000000
NS
USD
173958871.45000000
0.060384998642
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
44244926.00000000
NS
USD
1732631302.16000000
0.601434913652
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
5919266.00000000
NS
USD
203741135.72000000
0.070723085873
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
TESLA INC
88160R101
6091455.00000000
NS
USD
4140361963.50000000
1.437211850498
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS INC
03662Q105
688584.00000000
NS
USD
238979963.04000000
0.082955267665
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
2168125.00000000
NS
USD
189320675.00000000
0.065717422788
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
1783220.00000000
NS
USD
122632039.40000000
0.042568312101
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE CONNECTIVITY
H84989104
2610709.00000000
NS
USD
352993963.89000000
0.122532066647
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
3910487.00000000
NS
USD
945321127.38000000
0.328142017237
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDS INC
693506107
1873769.00000000
NS
USD
318109763.13000000
0.110422983632
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
4359.00000000
NC
USD
10803938.84000000
0.003750287793
N/A
DE
N/A
N
1
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
Long
S&P 500 Index
SPX
2021-09-17
923896431.16000000
USD
10803938.84000000
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC TECHNOLOGY C
23355L106
2011310.00000000
NS
USD
78320411.40000000
0.027186759126
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FED REALTY INVS
313747206
559965.00000000
NS
USD
65611099.05000000
0.022775073752
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECH
595017104
2162043.00000000
NS
USD
323744318.82000000
0.112378863404
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
PEOPLE'S UNITED
712704105
3375363.00000000
NS
USD
57853721.82000000
0.020082315345
Long
EC
CORP
US
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
XILINX INC
983919101
1942753.00000000
NS
USD
280999793.92000000
0.097541286817
Long
EC
CORP
US
N
1
N
N
N
Penn National Gaming Inc
N/A
PENN NATL GAMING
707569109
1175212.00000000
NS
USD
89891965.88000000
0.031203503405
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL-A
571903202
2110352.00000000
NS
USD
288105255.04000000
0.100007750622
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
2021151.00000000
NS
USD
161772926.04000000
0.056154985589
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
1935250.00000000
NS
USD
738878450.00000000
0.256481166086
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046109
885989.00000000
NS
USD
136805561.49000000
0.047488257287
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
CATALENT INC
148806102
1346558.00000000
NS
USD
145589850.96000000
0.050537479804
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
10853051.00000000
NS
USD
1530497252.02000000
0.531269682977
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MARKETAXESS
57060D108
300055.00000000
NS
USD
139102497.45000000
0.048285574916
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTI
29476L107
2719108.00000000
NS
USD
209371316.00000000
0.072677446842
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP - B
35137L204
1200134.00000000
NS
USD
42244716.80000000
0.014664082063
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNA
026874784
6782940.00000000
NS
USD
322867944.00000000
0.112074654185
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
CINTAS CORP
172908105
697402.00000000
NS
USD
266407564.00000000
0.092475998818
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
2286811.00000000
NS
USD
135104793.88000000
0.046897882971
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENTE
538034109
1143309.00000000
NS
USD
100142435.31000000
0.034761669640
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER
518439104
1833039.00000000
NS
USD
583053045.12000000
0.202390697553
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
REGIONS FINANCIA
7591EP100
7595213.00000000
NS
USD
153271398.34000000
0.053203915980
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
ROLLINS INC
775711104
1748245.00000000
NS
USD
59789979.00000000
0.020754433336
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
11102694.00000000
NS
USD
693252213.36000000
0.240643283174
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINL
74251V102
1997536.00000000
NS
USD
126224299.84000000
0.043815265706
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
SEAGATE TECHNOLO
G7997R103
1575468.00000000
NS
USD
138530901.24000000
0.048087161141
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
SMITH (A.O.)CORP
831865209
1061400.00000000
NS
USD
76484484.00000000
0.026549467837
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS
09857L108
324474.00000000
NS
USD
709978314.66000000
0.246449285454
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1016700.00000000
NS
USD
147736677.00000000
0.051282690936
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS
48203R104
2594946.00000000
NS
USD
70971773.10000000
0.024635883106
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B
654106103
10077836.00000000
NS
USD
1556924883.64000000
0.540443302501
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC-B
92556H206
4784121.00000000
NS
USD
216242269.20000000
0.075062507725
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC
806407102
1113133.00000000
NS
USD
82583337.27000000
0.028666515639
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432100
1079645.00000000
NS
USD
126048553.75000000
0.043754260324
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER HANNIFIN
701094104
1020066.00000000
NS
USD
313272469.26000000
0.108743851195
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS
70450Y103
9285304.00000000
NS
USD
2706480409.92000000
0.939479628247
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION
959802109
3241112.00000000
NS
USD
74448342.64000000
0.025842677822
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGH
363576109
1619458.00000000
NS
USD
226853676.64000000
0.078745963582
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473P105
3093439.00000000
NS
USD
75789255.50000000
0.026308138540
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ CORP
501889208
2195340.00000000
NS
USD
108054634.80000000
0.037508170301
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOT
67103H107
551376.00000000
NS
USD
312194604.96000000
0.108369700491
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
INCYTE CORP
45337C102
1477832.00000000
NS
USD
124330006.16000000
0.043157714180
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP-CL B
65249B208
504.00000000
NS
USD
12272.40000000
0.000004260023
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
EVEREST RE GROUP
G3223R108
317319.00000000
NS
USD
79967561.19000000
0.027758521503
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913Y100
3230575.00000000
NS
USD
252243296.00000000
0.087559265932
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
LABORATORY CP
50540R409
771484.00000000
NS
USD
212813861.40000000
0.073872431021
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN
127387108
2199665.00000000
NS
USD
300958165.30000000
0.104469282030
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC B
33616C100
1391043.00000000
NS
USD
260361518.31000000
0.090377281703
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL-RAND I
45687V106
2954010.00000000
NS
USD
144185228.10000000
0.050049903926
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
DOMINO'S PIZZA
25754A201
306879.00000000
NS
USD
143155984.71000000
0.049692630622
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGI
776696106
831890.00000000
NS
USD
391154678.00000000
0.135778500419
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR BERKLEY CORP
084423102
1107645.00000000
NS
USD
82442017.35000000
0.028617460347
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GRP
460690100
3113625.00000000
NS
USD
101161676.25000000
0.035115470870
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
7676799.00000000
NS
USD
158525899.35000000
0.055027870308
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FLEETCOR TECHNOL
339041105
658766.00000000
NS
USD
168683621.96000000
0.058553842056
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867101
2088870.00000000
NS
USD
113989635.90000000
0.039568341365
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
V7780T103
1730799.00000000
NS
USD
147602538.72000000
0.051236128551
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
877579520.52000000
NS
USD
877579520.52000000
0.304627396774
Long
STIV
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLVR & FRAG
459506101
1967124.00000000
NS
USD
293888325.60000000
0.102015183213
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137107
11231635.00000000
NS
USD
480264712.60000000
0.166710578062
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
HEWLETT PACKA
42824C109
10315708.00000000
NS
USD
150403022.64000000
0.052208238891
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
4707805.00000000
NS
USD
503217276.45000000
0.174677924168
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
6291622.00000000
NS
USD
1444053081.44000000
0.501262986108
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTI
92345Y106
1280628.00000000
NS
USD
223751324.16000000
0.077669067941
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
4901583.00000000
NS
USD
694407263.61000000
0.241044226840
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FORTINET INC
34959E109
1071108.00000000
NS
USD
255127214.52000000
0.088560338280
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TRANSDIGM GROUP
893641100
433931.00000000
NS
USD
280879196.99000000
0.097499424937
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
30672754.00000000
NS
USD
1659702718.94000000
0.576119778172
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST
665859104
1645406.00000000
NS
USD
190241841.72000000
0.066037180273
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT
171340102
1937776.00000000
NS
USD
165137270.72000000
0.057322824557
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671D857
11584341.00000000
NS
USD
429894894.51000000
0.149226092381
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
CLOROX CO
189054109
733767.00000000
NS
USD
132012020.97000000
0.045824312612
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824100
14044374.00000000
NS
USD
1628164277.82000000
0.565172082844
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE
427866108
1156721.00000000
NS
USD
201477663.78000000
0.069937384351
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
ALEXION PHARM
015351109
1746766.00000000
NS
USD
320898381.86000000
0.111390975301
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165B103
4273014.00000000
NS
USD
207326639.28000000
0.071967694014
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIE
101121101
1123757.00000000
NS
USD
128771314.63000000
0.044699391266
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC
369604103
69388496.00000000
NS
USD
933969156.16000000
0.324201495199
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822V101
3416272.00000000
NS
USD
666514667.20000000
0.231362085410
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
ENPHASE ENERGY
29355A107
1071811.00000000
NS
USD
196816653.93000000
0.068319444023
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
INVESCO LTD
G491BT108
2993559.00000000
NS
USD
80017832.07000000
0.027775971645
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VERISIGN INC
92343E102
783475.00000000
NS
USD
178389422.75000000
0.061922941675
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
ULTA BEAUTY INC
90384S303
432379.00000000
NS
USD
149503686.83000000
0.051896059402
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
4329884.00000000
NS
USD
942312654.92000000
0.327097709443
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
APA CORP
03743Q108
2988829.00000000
NS
USD
64648371.27000000
0.022440889498
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457100
8099933.00000000
NS
USD
215053221.15000000
0.074649762665
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOB
14448C104
6456523.00000000
NS
USD
313787017.80000000
0.108922462453
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HO
125269100
1694238.00000000
NS
USD
87168545.10000000
0.030258143397
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
16338210.00000000
NS
USD
1155928357.50000000
0.401248477396
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
2036525.00000000
NS
USD
209497326.75000000
0.072721187979
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL
45866F104
4448329.00000000
NS
USD
528016652.30000000
0.183286339850
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERAC
874054109
915048.00000000
NS
USD
161981796.96000000
0.056227489337
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320106
495470.00000000
NS
USD
108022369.40000000
0.037496970262
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR INC
62944T105
27047.00000000
NS
USD
134512845.10000000
0.046692404366
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
8916002.00000000
NS
USD
1274364165.86000000
0.442360184247
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
VORNADO RLTY TST
929042109
1239575.00000000
NS
USD
57850965.25000000
0.020081358478
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
36239288.00000000
NS
USD
2066364201.76000000
0.717281035908
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
7299897.00000000
NS
USD
1403770193.10000000
0.487279898396
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348106
1891850.00000000
NS
USD
515434532.50000000
0.178918805842
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLE
56585A102
5035612.00000000
NS
USD
304251677.04000000
0.105612533307
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044101
5981661.00000000
NS
USD
229157432.91000000
0.079545648692
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
INTUITIVE SURGIC
46120E602
935926.00000000
NS
USD
860714986.64000000
0.298773341462
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WO
452308109
2272072.00000000
NS
USD
507944416.32000000
0.176318819698
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
DEXCOM
252131107
764457.00000000
NS
USD
326423139.00000000
0.113308741550
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC
833034101
427305.00000000
NS
USD
95472756.15000000
0.033140720001
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
MASCO CORP
574599106
2008101.00000000
NS
USD
118297229.91000000
0.041063603184
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189T107
4593332.00000000
NS
USD
112628500.64000000
0.039095861002
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
BROADRIDGE FINL
11133T103
918814.00000000
NS
USD
148416025.42000000
0.051518507902
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978V103
3752795.00000000
NS
USD
699370876.20000000
0.242767207318
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653101
922644.00000000
NS
USD
155428608.24000000
0.053952731582
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
MID-AMERICA APAR
59522J103
905192.00000000
NS
USD
152452436.64000000
0.052919636135
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
MONSTER BEVERAGE
61174X109
2924146.00000000
NS
USD
267120737.10000000
0.092723557084
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278X109
1429360.00000000
NS
USD
134202610.40000000
0.046584714992
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATH-B
084670702
14981180.00000000
NS
USD
4163569545.60000000
1.445267719118
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
UNDER ARMO-C
904311206
1557807.00000000
NS
USD
28928475.99000000
0.010041718302
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN IN
49456B101
15392412.00000000
NS
USD
280603670.76000000
0.097403783646
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNIC
92343V104
32722993.00000000
NS
USD
1833469297.79000000
0.636438027771
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
12318933.00000000
NS
USD
1220929449.63000000
0.423811804161
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECH INC
00846U101
2398401.00000000
NS
USD
354507651.81000000
0.123057501437
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466L302
7319333.00000000
NS
USD
1787893471.91000000
0.620617643556
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
WEST PHARMACEUT
955306105
583425.00000000
NS
USD
209507917.50000000
0.072724864265
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
126000.00000000
0.000043737406
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
15804000.00000000
USD
126000.00000000
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
1249931.00000000
NS
USD
239036804.44000000
0.082974998581
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
EDWARDS LIFE
28176E108
4913726.00000000
NS
USD
508914601.82000000
0.176655592693
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830109
1933238.00000000
NS
USD
731440597.30000000
0.253899321760
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797104
1853467.00000000
NS
USD
133560832.02000000
0.046361939423
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP IN
30212P303
1117203.00000000
NS
USD
182897303.13000000
0.063487727353
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109104
2951769.00000000
NS
USD
197001063.06000000
0.068383456539
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
APTIV PLC
G6095L109
2137857.00000000
NS
USD
336349041.81000000
0.116754243482
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
5743689.00000000
NS
USD
131358167.43000000
0.045597345486
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360105
366981.00000000
NS
USD
153702652.23000000
0.053353613810
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUN-A
16119P108
1088595.00000000
NS
USD
785366862.75000000
0.272618329528
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
CABOT OIL & GAS
127097103
3158234.00000000
NS
USD
55142765.64000000
0.019141282077
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658300
6307035.00000000
NS
USD
166253442.60000000
0.057710272676
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
ACCENTURE PLC-A
G1151C101
5024283.00000000
NS
USD
1481108385.57000000
0.514125707457
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613101
2153032.00000000
NS
USD
68875493.68000000
0.023908217831
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOL
502431109
1619956.00000000
NS
USD
350153489.40000000
0.121546074689
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429109
1601569.00000000
NS
USD
73015530.71000000
0.025345316890
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030107
2208355.00000000
NS
USD
96019275.40000000
0.033330429005
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARK
12503M108
842075.00000000
NS
USD
100249028.75000000
0.034798670597
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
VERTEX PHARM
92532F100
2046225.00000000
NS
USD
412580346.75000000
0.143215827229
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
33464540.00000000
NS
USD
2110943183.20000000
0.732755393216
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
5017785.00000000
NS
USD
1346572782.60000000
0.467425403327
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002101
2365818.00000000
NS
USD
308597299.92000000
0.107120995793
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
1832203.00000000
NS
USD
182304198.50000000
0.063281847526
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PAR
00751Y106
517870.00000000
NS
USD
106235851.80000000
0.036876830214
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE
70432V102
388371.00000000
NS
USD
141161207.37000000
0.049000198980
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALDS CORP
580135101
5897933.00000000
NS
USD
1362363543.67000000
0.472906728182
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT
524660107
1052158.00000000
NS
USD
54512305.98000000
0.018922435488
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN
46284V101
2282067.00000000
NS
USD
96577075.44000000
0.033524053822
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284106
493206.00000000
NS
USD
173514802.86000000
0.060230852545
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807102
1183312.00000000
NS
USD
430051080.16000000
0.149280307899
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
10630631.00000000
NS
USD
590000020.50000000
0.204802147428
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DUPONT DE NEMOUR
26614N102
4205949.00000000
NS
USD
325582512.09000000
0.113016941227
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
COPART INC
217204106
1644878.00000000
NS
USD
216844266.74000000
0.075271474479
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
15278258.00000000
NS
USD
1600244742.92000000
0.555480590464
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427108
5670472.00000000
NS
USD
298323531.92000000
0.103554742106
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGAL
446413106
317420.00000000
NS
USD
66896265.00000000
0.023221183476
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480100
1211720.00000000
NS
USD
392851741.20000000
0.136367588853
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
4345163.00000000
NS
USD
1040927248.28000000
0.361329031114
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939U106
2492836.00000000
NS
USD
221737762.20000000
0.076970115740
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
NORWEGIAN CRUISE
G66721104
2926205.00000000
NS
USD
86059689.05000000
0.029873234766
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
11976124.00000000
NS
USD
1021683138.44000000
0.354648971989
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUB SERV ENTERP
744573106
3992090.00000000
NS
USD
238487456.60000000
0.082784307710
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
GENERAC HOLDINGS
368736104
497452.00000000
NS
USD
206517197.80000000
0.071686718848
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156109
751929.00000000
NS
USD
101826225.18000000
0.035346150604
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX LABS
45168D104
674134.00000000
NS
USD
425749327.70000000
0.147787073813
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560105
1033790.00000000
NS
USD
99357556.90000000
0.034489220863
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW CORP/DE
12514G108
1107667.00000000
NS
USD
193454041.55000000
0.067152206375
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
LINCOLN NATL CRP
534187109
1415657.00000000
NS
USD
88959885.88000000
0.030879957678
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL-B
911312106
5717044.00000000
NS
USD
1188973640.68000000
0.412719231163
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434L105
9494510.00000000
NS
USD
286639256.90000000
0.099498870018
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
3504743.00000000
NS
USD
1851240300.03000000
0.642606738439
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887109
2298730.00000000
NS
USD
559028148.70000000
0.194051120930
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS IN
89417E109
1988708.00000000
NS
USD
297729474.68000000
0.103348531607
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
DUKE REALTY CORP
264411505
2967881.00000000
NS
USD
140529165.35000000
0.048780803118
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM
459200101
7062367.00000000
NS
USD
1035272378.53000000
0.359366099880
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
11765218.00000000
NS
USD
1078752838.42000000
0.374459135892
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Receive STATE ST CORP Pay ICE LIBOR USD 1 Month +0.5
N/A
600000.00000000
NC
USD
-2820000.00000000
-0.00097888480
N/A
DE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
STATE ST CORP
Y
Receive positive return on reference instrument
2022-08-31
0.00000000
USD
0.00000000
USD
52188000.00000000
USD
-2820000.00000000
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGI
550241103
7869380.00000000
NS
USD
106944874.20000000
0.037122947680
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
6123151.00000000
NS
USD
250436875.90000000
0.086932217283
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
4613727.00000000
NS
USD
384969380.88000000
0.133631446032
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS
37940X102
2333606.00000000
NS
USD
437644469.24000000
0.151916142366
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
1929453.00000000
NS
USD
575613713.49000000
0.199808339857
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
2998740.00000000
NS
USD
173387146.80000000
0.060186540283
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE
443201108
3090596.00000000
NS
USD
106532844.12000000
0.036979922863
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY CO
25179M103
4712558.00000000
NS
USD
137559568.02000000
0.047749989747
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECH
595112103
8863999.00000000
NS
USD
753262635.02000000
0.261474237067
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354G100
651502.00000000
NS
USD
347302686.16000000
0.120556497393
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
10406117.00000000
NS
USD
868286402.48000000
0.301401548529
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC INC
69370C100
830800.00000000
NS
USD
117358808.00000000
0.040737856038
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
CHIPOTLE MEXICAN
169656105
222470.00000000
NS
USD
344904139.80000000
0.119723908531
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIO
620076307
1340787.00000000
NS
USD
290749660.95000000
0.100925682809
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCI
254709108
2409781.00000000
NS
USD
285052994.49000000
0.098948243006
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
UNIVERSAL HLTH-B
913903100
616213.00000000
NS
USD
90232069.59000000
0.031321560977
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222105
7253604.00000000
NS
USD
1032913209.60000000
0.358547179802
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RE
44107P104
5575103.00000000
NS
USD
95278510.27000000
0.033073292930
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865100
1966291.00000000
NS
USD
404996957.27000000
0.140583463845
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
4924365.00000000
NS
USD
3939984436.50000000
1.367656348125
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
2674049.00000000
NS
USD
186488177.26000000
0.064734199738
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC
902653104
2345917.00000000
NS
USD
114903014.66000000
0.039885395475
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844108
1978148.00000000
NS
USD
525020260.68000000
0.182246225584
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
478979.00000000
NS
USD
74806940.22000000
0.025967155029
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
GARMIN LTD
H2906T109
1183650.00000000
NS
USD
171203136.00000000
0.059428421493
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
23926859.00000000
NS
USD
3721583648.86000000
1.291844570575
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
4605936.00000000
NS
USD
335910912.48000000
0.116602159034
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC-A
57636Q104
6914421.00000000
NS
USD
2524385962.89000000
0.876270590127
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LI
247361702
5054995.00000000
NS
USD
218679083.70000000
0.075908380310
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
32672525.00000000
NS
USD
1479738657.25000000
0.513650244251
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
4043717.00000000
NS
USD
314398996.75000000
0.109134893977
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY
297178105
513693.00000000
NS
USD
154113036.93000000
0.053496067480
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
6080418.00000000
NS
USD
170069291.46000000
0.059034838800
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
PAYCHEX INC
704326107
2535119.00000000
NS
USD
272018268.70000000
0.094423599379
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149Y108
2295713.00000000
NS
USD
131062255.17000000
0.045494627750
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
GLOBE LIFE INC
37959E102
750136.00000000
NS
USD
71450454.00000000
0.024802043907
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
9548441.00000000
NS
USD
136447221.89000000
0.047363869631
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
G8473T100
771614.00000000
NS
USD
159183968.20000000
0.055256300662
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
59605392.00000000
NS
USD
2457530312.16000000
0.853063504769
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410345102
2750061.00000000
NS
USD
51343638.87000000
0.017822520562
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
METTLER-TOLEDO
592688105
183843.00000000
NS
USD
254685061.62000000
0.088406857161
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
1597500.00000000
0.000554527829
N/A
DE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CLOROX CO
Y
Receive positive return on reference instrument
2022-01-31
0.00000000
USD
0.00000000
USD
43380000.00000000
USD
1597500.00000000
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS IN
651229106
2990938.00000000
NS
USD
82161066.86000000
0.028519936175
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK INC
031100100
1824326.00000000
NS
USD
243547521.00000000
0.084540768760
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
LEIDOS HOLDINGS
525327102
1050059.00000000
NS
USD
106160964.90000000
0.036850835303
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
1531125.00000000
NS
USD
198433800.00000000
0.068880791441
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
189000.00000000
0.000065606109
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
23706000.00000000
USD
189000.00000000
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
4415937.00000000
NS
USD
267605782.20000000
0.092891927041
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV INC
62955J103
3083753.00000000
NS
USD
47243095.96000000
0.016399130792
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW GRAINGER INC
384802104
346287.00000000
NS
USD
151673706.00000000
0.052649321386
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
DISCOVERY INC-C
25470F302
2373176.00000000
NS
USD
68774640.48000000
0.023873209439
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
1019643.00000000
NS
USD
451416348.96000000
0.156696668540
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
KANSAS CITY SOUT
485170302
718286.00000000
NS
USD
203540703.82000000
0.070653511496
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
10920906.00000000
NS
USD
1618150642.02000000
0.561696126837
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
2143290.00000000
NS
USD
212935861.50000000
0.073914779973
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
5665142.00000000
NS
USD
388798695.46000000
0.134960686408
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558103
9913055.00000000
NS
USD
682612967.30000000
0.236950163912
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110D104
1758993.00000000
NS
USD
143920807.26000000
0.049958117563
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
CERNER CORP
156782104
2380203.00000000
NS
USD
186036666.48000000
0.064577470291
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741108
4673599.00000000
NS
USD
248121370.91000000
0.086128453931
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324P102
7459035.00000000
NS
USD
2986895975.40000000
1.036818116361
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
7723343.00000000
NS
USD
342221328.33000000
0.118792644919
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY
828806109
2596718.00000000
NS
USD
338819764.64000000
0.117611886404
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
1035055.00000000
NS
USD
151107679.45000000
0.052452840964
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
KRAFT HEINZ CO/T
500754106
5123642.00000000
NS
USD
208942120.76000000
0.072528463615
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
14627076.00000000
NS
USD
697418983.68000000
0.242089661953
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945C103
2731771.00000000
NS
USD
87170812.61000000
0.030258930500
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
ETSY INC
29786A106
1005514.00000000
NS
USD
206975001.76000000
0.071845632799
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMM CORP
78410G104
864232.00000000
NS
USD
275430738.40000000
0.095608143613
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER C
03027X100
3594095.00000000
NS
USD
970908823.30000000
0.337024076373
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
2818740.00000000
NS
USD
349523760.00000000
0.121327481590
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
MOHAWK INDS
608190104
463258.00000000
NS
USD
89033555.02000000
0.030905529877
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
5824453.00000000
NS
USD
258314490.55000000
0.089666712777
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
3227365.00000000
NS
USD
1538936726.60000000
0.534199212565
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
JACK HENRY
426281101
587754.00000000
NS
USD
96103656.54000000
0.033359719578
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773100
5561099.00000000
NS
USD
212600814.77000000
0.073798477791
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073E105
1169829.00000000
NS
USD
133933722.21000000
0.046491377912
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
20814792.00000000
NS
USD
3429028834.08000000
1.190292278667
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
AMERICAN AIRLINE
02376R102
5074529.00000000
NS
USD
107630760.09000000
0.037361033949
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS
758849103
1246999.00000000
NS
USD
79895225.93000000
0.027733412324
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211K100
1202740.00000000
NS
USD
71262345.00000000
0.024736747084
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
HUNT (JB) TRANS
445658107
660040.00000000
NS
USD
107553518.00000000
0.037334221499
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON
513272104
1156346.00000000
NS
USD
93270868.36000000
0.032376395710
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
BIO-RAD LABS-A
090572207
170373.00000000
NS
USD
109769620.17000000
0.038103479918
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
099724106
1897475.00000000
NS
USD
92103436.50000000
0.031971154110
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CARMAX INC
143130102
1290717.00000000
NS
USD
166696100.55000000
0.057863929109
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
PINNACLE WEST
723484101
890461.00000000
NS
USD
72991088.17000000
0.025336832340
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
TRACTOR SUPPLY
892356106
911845.00000000
NS
USD
169657880.70000000
0.058892028963
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
CISCO SYSTEMS
17275R102
33308518.00000000
NS
USD
1765351454.00000000
0.612792807090
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
ARISTA NETWORKS
040413106
434350.00000000
NS
USD
157369348.50000000
0.054626405749
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903109
917572.00000000
NS
USD
262443943.44000000
0.091100137845
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
615369105
1272446.00000000
NS
USD
461096257.02000000
0.160056780216
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816109
5143280.00000000
NS
USD
849824154.40000000
0.294992891034
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINAN
03076C106
915856.00000000
NS
USD
227938241.28000000
0.079122440124
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
COGNIZANT TECH-A
192446102
4168715.00000000
NS
USD
288725200.90000000
0.100222947638
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
5847727.00000000
NS
USD
698978808.31000000
0.242631111822
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS
517834107
2597056.00000000
NS
USD
136838880.64000000
0.047499823106
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759100
1664105.00000000
NS
USD
183068191.05000000
0.063547046356
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
053484101
1103354.00000000
NS
USD
230258946.26000000
0.079928008508
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
CELANESE CORP
150870103
890758.00000000
NS
USD
135038912.80000000
0.046875014181
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-A
02079K305
2375345.00000000
NS
USD
5800093667.55000000
2.013341690048
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
6332966.00000000
NS
USD
401383385.08000000
0.139329112458
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOG
00971T101
1287220.00000000
NS
USD
150089852.00000000
0.052099530387
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
1993802.00000000
NS
USD
128261282.66000000
0.044522347810
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
G5494J103
4111834.00000000
NS
USD
1188731209.40000000
0.412635077867
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SE
693475105
3358359.00000000
NS
USD
640640562.84000000
0.222380607526
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTE
552953101
3220775.00000000
NS
USD
137366053.75000000
0.047682816634
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687106
14361386.00000000
NS
USD
2524300817.22000000
0.876241034169
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN COR
751212101
380786.00000000
NS
USD
44860398.66000000
0.015572043492
Long
EC
CORP
US
N
1
N
N
N
2021-08-27
VANGUARD INSTITUTIONAL INDEX FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer