Worldquant Millennium Quantitative Strategies

Latest statistics and disclosures from Worldquant Millennium Advisors's latest quarterly 13F-HR filing:

Companies in the Worldquant Millennium Advisors portfolio as of June 2019 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Bristol Myers Squibb (BMY) 2.12 2.45M +52% 45.35
QUALCOMM (QCOM) 2.12 1.47M -21% 76.07
Amazon (AMZN) 1.76 48751 1893.62
Monster Beverage Corp Com stock 1.61 1.32M +124% 63.83
Vertex Pharmaceuticals Incorporated (VRTX) 1.60 458226 +16% 183.38
ConocoPhillips (COP) 1.52 1.31M +329% 61.00
eBay (EBAY) 1.45 1.92M +32% 39.50
Facebook Inc cl a 1.44 392429 +37% 193.00
Align Technology (ALGN) 1.42 272722 +101% 273.70
S&p Global 1.40 322480 +18% 227.79
Broadcom Ltd 1.28 234407 +283% 287.86
IDEXX Laboratories (IDXX) 1.23 234033 +4% 275.33
Adobe Systems Incorporated (ADBE) 1.21 215080 +18% 294.65
Las Vegas Sands (LVS) 1.20 1.06M +18% 59.09
Starbucks Corporation (SBUX) 1.17 734048 -17% 83.83
MercadoLibre (MELI) 1.15 98420 NEW 611.77
Kansas City Southern (KSU) 1.11 478530 +18% 121.82
Apple (AAPL) 1.08 286861 +29% 197.92
Discover Financial Services (DFS) 1.01 686540 +19% 77.59
General Electric Company (GE) 1.00 5.02M +22% 10.50
Centene Corporation (CNC) 0.99 990516 +655% 52.44
Activision Blizzard (ATVI) 0.98 1.10M -19% 47.20
Akamai Technologies (AKAM) 0.97 635554 -7% 80.14
Estee Lauder Companies (EL) 0.96 275037 -2% 183.11
Rockwell Automation (ROK) 0.96 308781 +18% 163.83
Nxp Semiconductors N V 0.93 499998 +64% 97.61
Zoetis Inc Cl A 0.92 424021 +18% 113.49
CenturyLink (CTL) 0.91 4.08M +38% 11.76
Keysight Technologies 0.91 529767 +336% 89.81
Merck & Co (MRK) 0.88 550841 -6% 83.85
Advance Auto Parts (AAP) 0.87 296476 -24% 154.14
Occidental Petroleum Corporation (OXY) 0.86 893082 +88% 50.28
ON Semiconductor (ONNN) 0.85 2.20M +33% 20.21
DISH Network (DISH) 0.84 1.15M 38.41
Continental Resources (CLR) 0.82 1.02M +190% 42.09
Bank of America Corporation (BAC) 0.79 1.42M +19% 29.00
Incyte Corporation (INCY) 0.79 485435 +14% 84.96
Alphabet Inc Class A cs 0.78 37955 +18% 1082.81
Cadence Design Systems (CDNS) 0.77 570740 +18% 70.81
Gilead Sciences (GILD) 0.77 596448 +19% 67.56
Kraft Heinz 0.74 1.26M +238% 31.04
Dxc Technology 0.73 692805 NEW 55.15
Target Corporation (TGT) 0.70 423020 NEW 86.61
NetApp (NTAP) 0.69 589880 +94% 61.70
Maxim Integrated Products (MXIM) 0.69 601591 +18% 59.82
Hp 0.67 1.70M +19% 20.79
Wal-Mart Stores (WMT) 0.65 310026 +19% 110.49
Agilent Technologies Inc C ommon 0.65 455435 +18% 74.67
ABIOMED (ABMD) 0.65 130444 +459% 260.49
Robert Half International (RHI) 0.64 593376 +18% 57.01
CF Industries Holdings (CF) 0.64 717836 -12% 46.71
Yum! Brands (YUM) 0.63 300268 +19% 110.67
Fortinet (FTNT) 0.62 425587 +18% 76.83
Under Armour (UA) 0.61 1.27M +79% 25.35
FleetCor Technologies (FLT) 0.61 113808 +5% 280.85
Comcast Corporation (CMCSA) 0.60 747330 +19% 42.28
FirstEnergy (FE) 0.60 741384 +19% 42.81
Best Buy (BBY) 0.60 449636 +261% 69.73
CVS Caremark Corporation (CVS) 0.60 579780 +11493% 54.49
Nordstrom (JWN) 0.59 971277 +19% 31.86
Kinder Morgan Inc. 0.59 1.48M +19% 20.88
CSX Corporation (CSX) 0.58 392971 +358% 77.37
Citrix Systems (CTXS) 0.58 312446 +18% 98.14
Masco Corporation (MAS) 0.57 763100 +18% 39.24
Humana (HUM) 0.57 112551 +26% 265.30
Biogen Idec (BIIB) 0.56 125228 +56% 233.87
Manpower (MAN) 0.55 298573 +9% 96.60
F5 Networks (FFIV) 0.53 190987 +18% 145.63
Citigroup Inc 0.53 399084 +19% 70.03
Sba Communications Corp Com stock 0.52 120423 +17% 224.84
Western Union Company (WU) 0.51 1.35M +18% 19.89
Hollyfrontier Corp 0.51 583950 +57% 46.28
Eastman Chemical Company (EMN) 0.50 335579 +19% 77.83
Motorola Solutions (MSI) 0.50 158785 +18% 166.73
NASDAQ OMX (NDAQ) 0.49 267496 +17% 96.17
Boston Scientific Corporation (BSX) 0.49 593244 -29% 42.98
Hldgs Inc 0.48 286779 +18% 87.55
Corning Incorporated (GLW) 0.47 736031 +8% 33.23
Johnson & Johnson (JNJ) 0.47 177065 +19% 139.28
Verisign (VRSN) 0.47 116801 +18% 209.16
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.46 70285 NEW 346.89
Twitter 0.46 696290 -11% 34.90
Square Inc cl a 0.46 335157 NEW 72.53
Berkshire Hathaway (BRK.B) 0.45 110674 +19% 213.17
Alphabet Inc Class C cs 0.45 21971 +18% 1080.92
Devon Energy Corporation (DVN) 0.44 815877 +273% 28.52
Varian Medical Systems (VAR) 0.44 169088 +17% 136.13
Textron (TXT) 0.43 426483 +18% 53.04
Synchrony Financial 0.43 658064 +19% 34.67
Electronic Arts (ERTS) 0.42 218571 NEW 101.26
Texas Instruments Incorporated (TXN) 0.42 191216 +18% 114.76
Celanese Corporation (CE) 0.42 203043 +17% 107.80
Intel Corporation (INTC) 0.41 452038 -64% 47.87
Discovery Communications (DISCA) 0.41 705648 +89% 30.70
Hewlett Packard Enterprise 0.39 1.37M +83% 14.95
Hologic (HOLX) 0.38 412387 +18% 48.02
Spirit AeroSystems Holdings (SPR) 0.38 245863 +17% 81.37
Godaddy Inc cl a 0.38 287217 +56% 70.15
Westrock 0.38 544289 +18% 36.47
Dupont De Nemours Inc Com 0.38 265574 NEW 75.07
Mosaic Co New 0.37 770483 -45% 25.03
Abbvie 0.37 269705 +20% 72.72
State Street Corporation (STT) 0.36 332766 +18% 56.06
Intercontinentalexchange 0.36 219578 +17% 85.94
Kohl's Corporation (KSS) 0.35 390741 -23% 47.55
Lululemon Athletica Inc 0.35 101632 NEW 180.21
Key (KEY) 0.34 1.01M +19% 17.75
Expedia 0.34 134870 -8% 133.03
Alliance Data Systems Corporation (ADS) 0.33 124806 +17% 140.13
Ralph Lauren Corp 0.32 148746 +18% 113.59
Sabre 0.32 761816 +12% 22.20
Plains Gp Holdings Lp-cl A 0.32 673767 +3% 24.97
Cabot Oil & Gas Corporation (COG) 0.31 708491 NEW 22.96
Regions Financial Corporation (RF) 0.30 1.04M +19% 14.94
Cooper Companies (COO) 0.30 46974 +16% 336.89
Allstate Corporation (ALL) 0.30 154868 +18% 101.69
Altria (MO) 0.30 337263 +20% 47.35
FLIR Systems (FLIR) 0.29 283542 +17% 54.10
Marathon Oil Corporation (MRO) 0.29 1.09M -22% 14.21
Charter Communications Inc New Cl A cl a 0.29 38387 +17% 395.19
Via (VIA.B) 0.28 486928 +16% 29.87
PACCAR (PCAR) 0.28 202107 +17% 71.66
Moody's Corporation (MCO) 0.27 71549 +19% 195.31
IAC/InterActive (IACI) 0.27 65273 -58% 217.53
NVIDIA Corporation (NVDA) 0.27 86937 NEW 164.23
DaVita (DVA) 0.26 238776 -8% 56.26
Fifth Third Ban (FITB) 0.26 492699 +19% 27.90
Metropcs Communications 0.26 185907 +17% 74.14
Lear Corporation (LEA) 0.25 95036 +17% 139.27
Goodyear Tire & Rubber Company (GT) 0.25 843285 +18% 15.30
Weyerhaeuser Company (WY) 0.25 490058 +17% 26.34
O'reilly Automotive Inc 0.25 36011 -56% 369.33
Sirius Xm Holdings 0.25 2.38M +17% 5.58
Prudential Financial (PRU) 0.24 125000 +19% 101.00
Alexion Pharmaceuticals (ALXN) 0.24 95334 NEW 130.98
Newell Rubbermaid (NWL) 0.23 789643 +18% 15.42
Palo Alto Networks 0.23 58166 +487% 203.76
BioMarin Pharmaceutical (BMRN) 0.22 132105 +17% 85.65
UnitedHealth (UNH) 0.22 48136 +18% 244.02
Kellogg Company (K) 0.22 216423 +19% 53.57
MSCI (MSCI) 0.22 48711 +17% 238.80
Linde Plc 0.22 57095 +18% 200.81
Interpublic Group of Companies (IPG) 0.21 499593 +18% 22.59
Pepsi (PEP) 0.21 82653 +19% 131.13
EOG Resources (EOG) 0.21 116629 +18% 93.16
Colgate-Palmolive Company (CL) 0.20 142881 +19% 71.67
Parker-Hannifin Corporation (PH) 0.20 60889 +17% 170.01
Voya Financial 0.20 190882 +17% 55.30
Technipfmc 0.20 411139 +1420% 25.94
Pfizer (PFE) 0.19 234900 +70% 43.32
Simon Property (SPG) 0.19 60949 +18% 159.76
Ameriprise Financial (AMP) 0.18 66358 +17% 145.17
Entergy Corporation (ETR) 0.18 89374 +18% 102.93
Acuity Brands (AYI) 0.18 68783 +17% 137.91
General Motors Company (GM) 0.17 231008 +18% 38.53
Hd Supply 0.17 216469 +17% 40.28
Johnson Controls International Plc equity 0.17 211761 NEW 41.31
Lamb Weston Hldgs 0.17 142260 +15% 63.36
Waste Management (WM) 0.16 73108 +20% 115.36
AES Corporation (AES) 0.16 508704 +17% 16.76
Capital One Financial (COF) 0.16 95356 +17% 90.74
Procter & Gamble Company (PG) 0.16 76811 -2% 109.65
Live Nation Entertainment (LYV) 0.16 128208 +17% 66.25
Skyworks Solutions (SWKS) 0.16 107029 +17% 77.27
Te Connectivity Ltd for 0.16 89286 +17% 95.78
Bunge Limited 0.15 140345 +18% 55.71
Darden Restaurants (DRI) 0.15 65762 +14% 121.73
Ford Motor Company (F) 0.15 766563 NEW 10.23
Pulte (PHM) 0.14 224218 +42% 31.62
Mondelez Int 0.14 134135 +19% 53.90
Everest Re Group Ltd. 0.13 28625 +17% 247.20
Workday Inc cl a 0.13 33466 NEW 205.58
Cigna Corp New 0.13 44455 +18% 157.55
Whirlpool Corporation (WHR) 0.12 44061 +14% 142.37
Honeywell International (HON) 0.12 36294 +20% 174.60
American Electric Power Company (AEP) 0.12 69864 +17% 88.01
Axalta Coating Sys 0.12 205868 NEW 29.77
Public Storage (PSA) 0.11 24037 +18% 238.17
FMC Corporation (FMC) 0.11 71800 +18% 82.95
Molson Coors Brewing Company (TAP) 0.10 97422 +15% 56.00
Marathon Petroleum Corp 0.10 97811 -68% 55.88
Xylem 0.10 63779 +17% 83.63
Hasbro (HAS) 0.09 44881 +16% 105.68
Microsoft Corporation (MSFT) 0.09 35208 +51% 133.95
Annaly Capital Management (NLY) 0.09 543918 +20% 9.13
Progressive Corporation (PGR) 0.09 60762 +17% 79.93
CBS Corporation (CBS) 0.09 96663 +19% 49.89
Northrop Grumman Corporation (NOC) 0.09 14297 +25% 323.14
Emerson Electric (EMR) 0.09 70370 +18% 66.72
Unum (UNM) 0.09 144258 +16% 33.55
Southern Company (SO) 0.09 84101 +20% 55.28
Servicenow 0.09 16539 -31% 274.56
Commscope Hldg 0.09 283834 15.73
Crown Castle Intl 0.09 35468 +18% 130.34
Iron Mountain 0.09 158436 +17% 31.30
Equinix 0.09 9402 +18% 504.25
SEI Investments Company (SEIC) 0.08 74289 +17% 56.11
Affiliated Managers (AMG) 0.08 46341 +17% 92.14
Leggett & Platt (LEG) 0.08 104678 38.37
NIKE (NKE) 0.08 50270 -61% 83.95
Dow Inc 0.08 89747 NEW 49.31
Host Hotels & Resorts (HST) 0.07 193246 +15% 18.22
LKQ Corporation (LKQX) 0.07 136585 +17% 26.61
Visa (V) 0.07 21613 +24% 173.55
Southwest Airlines (LUV) 0.07 68096 +18% 50.78
Xpo Logistics Inc equity 0.07 65129 -90% 57.81
American Tower Reit 0.07 17978 +21% 204.47
Chemours 0.07 149594 +17% 24.00
Baker Hughes A Ge Company 0.07 158202 +161% 24.63
Archer Daniels Midland Company (ADM) 0.06 78852 +17% 40.80
SYSCO Corporation (SYY) 0.06 48230 +18% 70.72
BB&T; Corporation (BBT) 0.06 61777 +19% 49.13
AvalonBay Communities (AVB) 0.06 15192 +21% 203.20
DTE Energy Company (DTE) 0.06 26449 +22% 127.87
MetLife (MET) 0.06 63197 +17% 49.67
Kimco Realty Corporation (KIM) 0.06 183309 +17% 18.48
Owens Corning (OC) 0.05 42861 +17% 58.21
Renaissance Re Holdings Ltd Cmn 0.05 13714 +17% 177.99
Assurant (AIZ) 0.05 26349 +18% 106.38
Northern Trust Corporation (NTRS) 0.05 26474 +18% 90.01
Consolidated Edison (ED) 0.05 28954 +21% 87.69
Arch Capital Group Ltd 0.05 63718 +17% 37.09
Oracle Corporation (ORCL) 0.05 42969 +17% 56.97
Edison International (EIX) 0.05 41774 +24% 67.41
Westlake Chemical Corporation (WLK) 0.05 38602 +17% 69.45
Tesla Motors (TSLA) 0.05 10835 +17% 223.44
Alkermes Plc 0.05 114369 +114% 22.54
CMS Energy Corporation (CMS) 0.04 33891 +16% 57.92
AT&T; (T) 0.04 69267 +26% 33.51
PPG Industries (PPG) 0.04 17307 +24% 116.72
Sherwin-Williams Company (SHW) 0.04 4855 +17% 458.29
Travelers Companies (TRV) 0.04 13274 +25% 149.54
Equity Residential (EQR) 0.04 26465 +18% 75.91
Hershey Company (HSY) 0.04 13720 +18% 134.04
Xcel Energy (XEL) 0.04 34525 +25% 59.49
CIT (CIT) 0.03 28907 +17% 52.55
Lincoln National Corporation (LNC) 0.03 23267 +17% 64.47
Kimberly-Clark Corporation (KMB) 0.03 11472 +25% 133.28
Mattel (MAT) 0.03 150113 +14% 11.21
Air Products & Chemicals (APD) 0.03 6858 +24% 226.31
NiSource (NI) 0.03 50573 +19% 28.81
Flextronics International Ltd Com Stk 0.03 145668 +17% 9.57
Boston Properties (BXP) 0.03 11828 +19% 129.02
Pinnacle West Capital Corporation (PNW) 0.03 14867 +9% 94.10
Jazz Pharmaceuticals 0.03 12087 +14% 142.55
Evergy Inc 0.03 25063 +9% 60.17
Fox Corp 0.03 41027 NEW 36.63
Huntington Bancshares Incorporated (HBAN) 0.02 87394 13.82
U.S. Ban (USB) 0.02 16228 +25% 52.38
People's United Financial (PBCT) 0.02 49483 +8% 16.77
Costco Wholesale Corporation (COST) 0.02 4273 +24% 264.22
Cisco Systems (CSCO) 0.02 19835 +25% 54.75
Wells Fargo & Company (WFC) 0.02 22926 +26% 47.33
Dover Corporation (DOV) 0.02 12269 +10% 100.17
Public Service Enterprise (PEG) 0.02 16110 +25% 58.85
J.M. Smucker Company (SJM) 0.02 7215 +17% 115.18
Invesco Ltd shs 0.02 46474 +6% 20.46
CenterPoint Energy (CNP) 0.02 40119 +17% 28.64
Essex Property Trust (ESS) 0.02 3444 +25% 291.81
Cbre Group Inc Cl A 0.02 20511 +18% 51.29
Cdw 0.02 8226 +17% 110.99
Ally Financial 0.02 36444 +17% 30.98
Fnf 0.02 25756 +17% 40.30
Wayfair 0.02 7304 NEW 145.95
Vareit, Inc reits 0.02 98486 +17% 9.01
Waste Connections Inc Com stock 0.02 9657 +17% 95.58
Agnc Invt Corp Com reit 0.02 66523 +17% 16.82
Brighthouse Finl Inc Com 0.02 31162 +17% 36.68
Steris Plc Ord equities 0.02 7758 NEW 148.88
Loews Corporation (L) 0.01 13163 +17% 54.70
Crown Holdings (CCK) 0.01 8835 +17% 61.12
NRG Energy (NRG) 0.01 9844 -10% 35.15
MasterCard Incorporated (MA) 0.01 2572 +25% 264.39
Total System Services (TSS) 0.01 2754 -98% 128.18
Republic Services (RSG) 0.01 3095 NEW 86.59
Eli Lilly & Co. (LLY) 0.01 3462 -56% 110.92
Ameren Corporation (AEE) 0.01 5222 +24% 75.07
Dominion Resources (D) 0.01 8431 +24% 77.33
3M Company (MMM) 0.01 1560 +25% 173.08
Trimble Navigation (TRMB) 0.01 13471 +17% 45.13
Boeing Company (BA) 0.01 857 -93% 364.06
Cincinnati Financial Corporation (CINF) 0.01 2600 +2% 103.85
Alleghany Corporation (Y) 0.01 531 +17% 681.73
Illinois Tool Works (ITW) 0.01 2808 +25% 150.64
Vornado Realty Trust (VNO) 0.01 5580 +5% 64.16
CoStar (CSGP) 0.01 1196 -57% 554.35
Juniper Networks (JNPR) 0.01 23046 -47% 26.64
Cheniere Energy (LNG) 0.01 6124 +17% 68.42
Federal Realty Inv. Trust (FRT) 0.01 3313 -3% 128.89
Industries N shs - a - 0.01 6491 +24% 86.12
Phillips 66 0.01 3902 +17% 93.54
L Brands 0.01 28909 NEW 26.12
News 0.01 23412 +4% 13.50
Welltower Inc Com reit 0.01 8196 +24% 81.50
Coca Cola European Partners shs 0.01 13623 +17% 56.52
Arconic Inc Com stock 0.01 19711 25.82
Athene Holding Ltd Cl A 0.01 15825 +17% 43.03
Brookfield Property Reit Inc cl a 0.01 20246 +17% 18.87
Fox Corporation 0.01 19836 NEW 36.55
Exxon Mobil Corporation (XOM) 0.00 2779 NEW 76.65
CarMax (KMX) 0.00 2618 NEW 86.71
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Past 13F-HR SEC Filings by Worldquant Millennium Advisors

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