Worldquant Millennium Quantitative Strategies

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

Companies in the Worldquant Millennium Quantitative Strategies portfolio as of March 2019 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
QUALCOMM (QCOM) 2.51 1.86M +73% 57.03
Amazon (AMZN) 2.06 48885 +28% 1780.75
Bristol Myers Squibb (BMY) 1.82 1.61M +103% 47.71
Vertex Pharmaceuticals Incorporated (VRTX) 1.72 394285 +11% 183.95
Intel Corporation (INTC) 1.61 1.26M +14% 53.70
Advance Auto Parts (AAP) 1.58 390871 +27% 170.53
Starbucks Corporation (SBUX) 1.57 892779 +12% 74.34
Activision Blizzard (ATVI) 1.46 1.36M NEW 45.53
S&p Global 1.35 271259 +14% 210.55
Las Vegas Sands (LVS) 1.30 896004 +3% 60.96
eBay (EBAY) 1.28 1.45M +57% 37.14
IDEXX Laboratories (IDXX) 1.19 223607 +12% 223.60
Akamai Technologies (AKAM) 1.17 685596 +17% 71.71
Merck & Co (MRK) 1.16 586619 +10% 83.17
Adobe Systems Incorporated (ADBE) 1.15 181480 +12% 266.49
Facebook Inc cl a 1.13 285634 +322% 166.69
Estee Lauder Companies (EL) 1.11 281626 -13% 165.55
Kansas City Southern (KSU) 1.11 404966 +10% 115.98
Rockwell Automation (ROK) 1.08 260144 +10% 175.46
Apple (AAPL) 1.00 221859 +4257% 189.95
Discover Financial Services (DFS) 0.97 576796 +13% 71.16
General Electric Company (GE) 0.97 4.09M NEW 9.99
Anadarko Petroleum Corporation (APC) 0.93 858414 +237% 45.48
Mosaic Co New 0.92 1.42M +11% 27.31
Align Technology (ALGN) 0.91 135541 NEW 284.33
Xpo Logistics Inc equity 0.90 704609 +627% 53.74
Alphabet Inc Class A cs 0.89 32060 1176.89
DISH Network (DISH) 0.88 1.18M +7% 31.69
Incyte Corporation (INCY) 0.86 422819 +4% 86.01
Nordstrom (JWN) 0.86 813464 +13% 44.38
Zoetis Inc Cl A 0.86 358392 +9% 100.67
CenturyLink (CTL) 0.84 2.94M +342% 11.99
Kohl's Corporation (KSS) 0.83 510958 68.77
ON Semiconductor (ONNN) 0.81 1.65M +160% 20.57
IAC/InterActive (IACI) 0.79 158080 +2% 210.11
CF Industries Holdings (CF) 0.79 817197 +12% 40.88
Bank of America Corporation (BAC) 0.78 1.20M +13% 27.59
Boston Scientific Corporation (BSX) 0.77 844726 -13% 38.38
Gilead Sciences (GILD) 0.77 498799 NEW 65.01
Robert Half International (RHI) 0.77 500308 +26% 65.16
O'reilly Automotive Inc 0.77 83185 +54% 388.30
Monster Beverage Corp Com stock 0.76 588424 +108% 54.58
Illumina (ILMN) 0.75 101451 +663% 310.69
Occidental Petroleum Corporation (OXY) 0.74 473870 +28% 66.20
Cadence Design Systems (CDNS) 0.73 481976 +16% 63.51
Agilent Technologies Inc C ommon 0.73 384748 +9% 80.38
Fortinet (FTNT) 0.72 360285 +10% 83.97
Hp 0.66 1.42M +17% 19.43
Tyson Foods (TSN) 0.64 391232 -6% 69.43
Maxim Integrated Products (MXIM) 0.64 508643 +3% 53.17
Nxp Semiconductors N V 0.64 304038 +39% 88.39
FleetCor Technologies (FLT) 0.63 107523 +2% 246.59
Citrix Systems (CTXS) 0.62 264115 +18% 99.66
FirstEnergy (FE) 0.61 622803 -10% 41.61
Take-Two Interactive Software (TTWO) 0.61 271694 NEW 94.37
Twitter 0.61 787659 NEW 32.88
Wal-Mart Stores (WMT) 0.60 259627 -5% 97.53
Masco Corporation (MAS) 0.60 646040 +11% 39.31
Yum! Brands (YUM) 0.60 251546 +18% 99.81
F5 Networks (FFIV) 0.60 161520 +15% 156.93
Comcast Corporation (CMCSA) 0.59 626243 -62% 39.98
KLA-Tencor Corporation (KLAC) 0.59 208821 119.41
Kinder Morgan Inc. 0.59 1.24M +53% 20.01
Total System Services (TSS) 0.58 258617 +16% 95.01
Marathon Oil Corporation (MRO) 0.56 1.41M +9% 16.71
Humana (HUM) 0.56 88834 +10% 266.00
Corning Incorporated (GLW) 0.53 676030 NEW 33.10
Manpower (MAN) 0.53 271816 -17% 82.69
Eastman Chemical Company (EMN) 0.51 281966 +8% 75.88
Alphabet Inc Class C cs 0.51 18504 +14% 1173.31
Western Union Company (WU) 0.50 1.14M +10% 18.47
NetApp (NTAP) 0.50 303051 +14% 69.34
Johnson & Johnson (JNJ) 0.49 148411 +14% 139.79
Varian Medical Systems (VAR) 0.49 144498 +4% 141.72
Citigroup Inc 0.49 334666 +13% 62.22
Sba Communications Corp Com stock 0.49 102489 +4% 199.66
ConocoPhillips (COP) 0.48 305040 +12% 66.74
NASDAQ OMX (NDAQ) 0.47 226854 +10% 87.49
Spirit AeroSystems Holdings (SPR) 0.46 209761 +2% 91.53
Hldgs Inc 0.46 241819 +14% 79.78
Biogen Idec (BIIB) 0.45 79833 -12% 236.38
State Street Corporation (STT) 0.44 279877 +11% 65.81
Berkshire Hathaway (BRK.B) 0.44 92581 +24% 200.89
Alliance Data Systems Corporation (ADS) 0.44 105896 +12% 174.98
Motorola Solutions (MSI) 0.44 133516 +16% 140.42
Marathon Petroleum Corp 0.44 311000 -15% 59.85
Broadcom Ltd 0.44 61086 NEW 300.71
Textron (TXT) 0.43 359163 +10% 50.66
Hollyfrontier Corp 0.43 370831 +18% 49.27
Abbvie 0.43 224174 +11% 80.59
Verisign (VRSN) 0.42 98412 +15% 181.56
Expedia 0.42 148149 +15% 119.00
Synchrony Financial 0.42 552231 +13% 31.90
Westrock 0.42 458454 +45% 38.35
Texas Instruments Incorporated (TXN) 0.41 161735 +5% 106.07
Carnival Corporation (CCL) 0.40 328900 +9% 50.72
Hologic (HOLX) 0.40 348841 +15% 48.40
Celanese Corporation (CE) 0.40 172184 +3% 98.61
Plains Gp Holdings Lp-cl A 0.39 653568 +3% 24.92
Altria (MO) 0.38 279180 +19% 57.43
Ralph Lauren Corp 0.38 125007 +15% 129.68
Continental Resources (CLR) 0.37 350377 -24% 44.77
Under Armour (UA) 0.35 707980 NEW 21.14
Arista Networks 0.35 46508 -23% 314.46
DaVita (DVA) 0.34 261840 +8% 54.29
Intercontinentalexchange 0.34 187335 +2% 76.14
Sabre 0.34 674346 +3% 21.39
Godaddy Inc cl a 0.33 183706 +2% 75.19
Cognizant Technology Solutions (CTSH) 0.31 178286 +11% 72.45
Goodyear Tire & Rubber Company (GT) 0.31 713337 +1537% 18.15
Key (KEY) 0.31 842340 +15% 15.75
Regions Financial Corporation (RF) 0.29 869726 +15% 14.15
Allstate Corporation (ALL) 0.29 130479 +10% 94.18
Kraft Heinz 0.29 370952 +100% 32.65
Via (VIA.B) 0.28 418051 +152% 28.07
Cooper Companies (COO) 0.28 40157 +8% 296.16
PACCAR (PCAR) 0.28 172430 -7% 68.14
Tripadvisor 0.28 227040 +86% 51.45
Booking Holdings 0.28 6709 +1660% 1744.97
FLIR Systems (FLIR) 0.27 240927 +10% 47.58
Sirius Xm Holdings 0.27 2.03M +2% 5.67
Hewlett Packard Enterprise 0.27 746923 +15% 15.43
Charter Communications Inc New Cl A cl a 0.27 32571 +7% 346.90
Lear Corporation (LEA) 0.26 80631 +3% 135.70
Moody's Corporation (MCO) 0.26 60091 +19% 181.09
NIKE (NKE) 0.26 129304 -40% 84.21
Weyerhaeuser Company (WY) 0.26 415680 +10% 26.34
Metropcs Communications 0.26 158609 +2% 69.10
Fifth Third Ban (FITB) 0.25 411841 +16% 25.22
Kellogg Company (K) 0.25 180586 +14% 57.38
Keysight Technologies 0.25 121403 +145% 87.20
BioMarin Pharmaceutical (BMRN) 0.24 112707 -23% 88.83
Newell Rubbermaid (NWL) 0.24 665662 +73% 15.34
UnitedHealth (UNH) 0.24 40600 +13% 247.27
Discovery Communications (DISCA) 0.24 372157 +49% 27.02
Prudential Financial (PRU) 0.23 104968 +9% 91.88
EOG Resources (EOG) 0.22 98474 +12% 95.18
Simon Property (SPG) 0.22 51410 +13% 182.20
Lamb Weston Hldgs 0.22 123058 +3% 74.94
Best Buy (BBY) 0.21 124298 NEW 71.06
Interpublic Group of Companies (IPG) 0.21 421848 +13% 21.01
Parker-Hannifin Corporation (PH) 0.21 51691 +7% 171.62
Pepsi (PEP) 0.20 69219 +21% 122.55
Procter & Gamble Company (PG) 0.20 79136 +13% 104.05
MSCI (MSCI) 0.20 41502 +3% 198.83
Linde Plc 0.20 48074 NEW 175.94
AES Corporation (AES) 0.19 433433 +17% 18.08
Colgate-Palmolive Company (CL) 0.19 119649 +20% 68.54
Hd Supply 0.19 184684 +2% 43.35
Voya Financial 0.19 162853 +2% 49.96
Skyworks Solutions (SWKS) 0.18 91186 +19% 82.48
Ameriprise Financial (AMP) 0.17 56255 +9% 128.10
Entergy Corporation (ETR) 0.17 75293 +5% 95.63
Acuity Brands (AYI) 0.17 58683 +2% 120.02
Centene Corporation (CNC) 0.17 131191 +122% 53.10
General Motors Company (GM) 0.17 195014 +3% 37.10
Veeva Sys Inc cl a 0.17 55929 -74% 126.86
Devon Energy Corporation (DVN) 0.16 218521 NEW 31.56
Darden Restaurants (DRI) 0.16 57247 +7% 121.47
Capital One Financial (COF) 0.16 81106 +5% 81.70
Live Nation Entertainment (LYV) 0.16 109382 +192% 63.54
ABIOMED (ABMD) 0.16 23303 +177% 285.59
CSX Corporation (CSX) 0.15 85694 +28% 74.82
Waste Management (WM) 0.15 60768 +30% 103.90
Bunge Limited 0.15 118616 +4% 53.07
Xilinx (XLNX) 0.15 50533 +5% 126.79
Te Connectivity Ltd for 0.15 76218 +3% 80.76
Commscope Hldg 0.15 281482 +29% 21.73
Pfizer (PFE) 0.14 137370 -34% 42.47
Servicenow 0.14 24046 -70% 246.49
Cigna Corp New 0.14 37469 NEW 160.83
Everest Re Group Ltd. 0.13 24422 +3% 215.95
Mondelez Int 0.13 112542 -58% 49.92
Zayo Group Hldgs 0.13 198324 +19% 28.42
Molson Coors Brewing Company (TAP) 0.12 84118 +7% 59.65
Whirlpool Corporation (WHR) 0.12 38344 +5% 132.90
American Electric Power Company (AEP) 0.12 59238 +10% 83.75
Annaly Capital Management (NLY) 0.11 451967 +5% 9.99
Boeing Company (BA) 0.11 12245 -86% 381.38
Honeywell International (HON) 0.11 30227 +23% 158.93
FMC Corporation (FMC) 0.11 60747 +19% 76.83
Iron Mountain 0.11 134335 +5% 35.46
Chemours 0.11 127628 +3% 37.16
Affiliated Managers (AMG) 0.10 39537 +2% 107.11
Pulte (PHM) 0.10 157270 +2% 27.96
Leggett & Platt (LEG) 0.10 103072 -5% 42.22
Public Storage (PSA) 0.10 20211 +17% 217.80
Emerson Electric (EMR) 0.10 59605 +9% 68.47
Unum (UNM) 0.10 123803 +12% 33.83
Xylem 0.10 54148 +21% 79.04
Progressive Corporation (PGR) 0.09 51682 +9% 72.09
CBS Corporation (CBS) 0.09 80562 +29% 47.53
Southern Company (SO) 0.09 69744 +11% 51.67
Crown Castle Intl 0.09 29811 +17% 128.01
Equinix 0.09 7937 +13% 453.19
Hasbro (HAS) 0.08 38460 +20% 85.02
SEI Investments Company (SEIC) 0.08 63381 +2% 52.26
Host Hotels & Resorts (HST) 0.08 167617 +20% 18.90
LKQ Corporation (LKQX) 0.08 116530 +2% 28.38
Raytheon Company (RTN) 0.08 18179 +8% 182.08
Microsoft Corporation (MSFT) 0.07 23252 +142% 117.93
Archer Daniels Midland Company (ADM) 0.07 67274 +2% 43.14
Northrop Grumman Corporation (NOC) 0.07 11385 +142% 269.57
Southwest Airlines (LUV) 0.07 57413 +25% 51.90
Kimco Realty Corporation (KIM) 0.07 155724 +22% 18.50
American Tower Reit 0.07 14792 +46% 197.07
stock 0.07 25248 +2% 124.60
SYSCO Corporation (SYY) 0.06 40749 NEW 66.75
BB&T; Corporation (BBT) 0.06 51687 +24% 46.53
Visa (V) 0.06 17291 +142% 156.21
AvalonBay Communities (AVB) 0.06 12457 +49% 200.69
DTE Energy Company (DTE) 0.06 21645 +53% 124.74
Tesla Motors (TSLA) 0.06 9244 +2% 279.86
Palo Alto Networks 0.06 9907 -94% 242.86
Assurant (AIZ) 0.05 22320 +78% 94.89
Northern Trust Corporation (NTRS) 0.05 22420 +9% 90.41
Consolidated Edison (ED) 0.05 23922 -7% 84.82
H&R; Block (HRB) 0.05 79620 -73% 23.94
Gap (GPS) 0.05 75704 +25% 26.18
Oracle Corporation (ORCL) 0.05 36660 +2% 53.71
Edison International (EIX) 0.05 33632 +48% 61.91
MetLife (MET) 0.05 53917 +2% 42.57
Westlake Chemical Corporation (WLK) 0.05 32934 +319% 67.86
Alkermes Plc 0.05 53272 NEW 36.49
Owens Corning (OC) 0.04 36567 +2% 47.12
CMS Energy Corporation (CMS) 0.04 29094 +26% 55.54
Renaissance Re Holdings Ltd Cmn 0.04 11701 +2% 143.49
AT&T; (T) 0.04 54544 +145% 31.35
Mattel (MAT) 0.04 131175 +7% 13.00
PPG Industries (PPG) 0.04 13861 +143% 112.83
Sherwin-Williams Company (SHW) 0.04 4142 +2% 430.71
Equity Residential (EQR) 0.04 22325 +12% 75.34
Hess (HES) 0.04 28051 NEW 60.25
Xcel Energy (XEL) 0.04 27431 +143% 56.21
Arch Capital Group Ltd 0.04 54362 +2% 32.32
Jazz Pharmaceuticals 0.04 10571 NEW 142.94
Baker Hughes A Ge Company 0.04 60484 +2% 27.73
Huntington Bancshares Incorporated (HBAN) 0.03 86013 +143% 12.68
CIT (CIT) 0.03 24663 +2% 47.97
Lincoln National Corporation (LNC) 0.03 19850 +2% 58.69
Kimberly-Clark Corporation (KMB) 0.03 9105 +143% 123.89
Travelers Companies (TRV) 0.03 10544 +142% 137.14
NiSource (NI) 0.03 42406 +144% 28.65
Cintas Corporation (CTAS) 0.03 6003 -79% 202.07
Hershey Company (HSY) 0.03 11543 +16% 114.79
CoStar (CSGP) 0.03 2815 +2% 466.43
Juniper Networks (JNPR) 0.03 44140 +142% 26.46
Flextronics International Ltd Com Stk 0.03 124278 -52% 10.00
Boston Properties (BXP) 0.03 9859 +29% 133.89
Pinnacle West Capital Corporation (PNW) 0.03 13633 +21% 95.58
Evergy Inc 0.03 22917 +10% 58.04
People's United Financial (PBCT) 0.02 45419 +9% 16.45
Costco Wholesale Corporation (COST) 0.02 3419 +141% 242.18
Eli Lilly & Co. (LLY) 0.02 7922 -94% 129.77
Cisco Systems (CSCO) 0.02 15868 +144% 54.01
Wells Fargo & Company (WFC) 0.02 18169 +143% 48.32
Air Products & Chemicals (APD) 0.02 5487 -48% 191.00
Dover Corporation (DOV) 0.02 11083 +24% 93.84
Public Service Enterprise (PEG) 0.02 12888 +145% 59.44
J.M. Smucker Company (SJM) 0.02 6155 +2% 116.49
Invesco Ltd shs 0.02 43486 +8% 19.32
CenterPoint Energy (CNP) 0.02 34228 +2% 30.71
Essex Property Trust (ESS) 0.02 2755 +144% 289.29
Cbre Group Inc Cl A 0.02 17243 +17% 49.47
Cdw 0.02 7018 NEW 96.32
Ally Financial 0.02 31093 +2% 27.50
Fnf 0.02 21974 +2% 36.54
Vareit, Inc reits 0.02 84025 +2% 8.37
Waste Connections Inc Com stock 0.02 8239 +2% 88.60
Agnc Invt Corp Com reit 0.02 56755 +2% 18.01
Technipfmc 0.02 27034 +2% 23.53
Brighthouse Finl Inc Com 0.02 26586 +2% 36.30
Dell Technologies Inc 0.02 11863 NEW 58.67
Loews Corporation (L) 0.01 11230 +2% 47.91
Crown Holdings (CCK) 0.01 7538 +2% 54.52
NRG Energy (NRG) 0.01 10955 NEW 42.45
MasterCard Incorporated (MA) 0.01 2057 NEW 235.29
U.S. Ban (USB) 0.01 12953 +2% 48.17
Ameren Corporation (AEE) 0.01 4187 NEW 73.56
Dominion Resources (D) 0.01 6745 NEW 76.65
3M Company (MMM) 0.01 1248 NEW 207.53
Trimble Navigation (TRMB) 0.01 11493 +2% 40.37
Verizon Communications (VZ) 0.01 8743 +50% 59.13
Cincinnati Financial Corporation (CINF) 0.01 2543 NEW 85.73
CVS Caremark Corporation (CVS) 0.01 5001 -98% 53.99
Nextera Energy Inc C om 0.01 1829 -64% 193.55
Alleghany Corporation (Y) 0.01 453 +2% 611.48
Illinois Tool Works (ITW) 0.01 2246 NEW 143.37
Vornado Realty Trust (VNO) 0.01 5286 NEW 67.35
Wynn Resorts (WYNN) 0.01 2426 NEW 119.13
Cheniere Energy (LNG) 0.01 5225 +2% 68.33
United Therapeutics Corporation (UTHR) 0.01 4298 +4% 117.26
Federal Realty Inv. Trust (FRT) 0.01 3432 +2% 137.82
Industries N shs - a - 0.01 5193 NEW 84.15
Phillips 66 0.01 3329 +2% 95.22
News 0.01 22477 +12% 12.46
Welltower Inc Com reit 0.01 6557 NEW 77.63
Coca Cola European Partners shs 0.01 11623 +2% 51.71
Arconic Inc Com stock 0.01 19719 NEW 19.12
Athene Holding Ltd Cl A 0.01 13501 +2% 40.81
Brookfield Property Reit Inc cl a 0.01 17273 +2% 20.49

Past 13F-HR SEC Filings by Worldquant Millennium Quantitative Strategies

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