Worldquant Millennium Quantitative Strategies

Worldquant Millennium Advisors as of Sept. 30, 2019

Portfolio Holdings for Worldquant Millennium Advisors

Worldquant Millennium Advisors holds 300 positions in its portfolio as reported in the September 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Facebook Inc cl a (META) 1.8 $91M 509k 178.08
Apple (AAPL) 1.6 $82M 367k 223.97
Lowe's Companies (LOW) 1.5 $77M 702k 109.96
S&p Global (SPGI) 1.5 $77M 313k 244.98
eBay (EBAY) 1.4 $73M 1.9M 38.98
Microsoft Corporation (MSFT) 1.4 $69M 499k 139.03
Target Corporation (TGT) 1.2 $64M 603k 106.91
Starbucks Corporation (SBUX) 1.2 $62M 700k 88.42
ConocoPhillips (COP) 1.2 $61M 1.1M 56.98
Amazon (AMZN) 1.2 $61M 35k 1735.90
Adobe Systems Incorporated (ADBE) 1.1 $59M 212k 276.25
Qualcomm (QCOM) 1.1 $57M 745k 76.28
NVIDIA Corporation (NVDA) 1.1 $56M 320k 174.07
Discover Financial Services (DFS) 1.1 $55M 675k 81.09
Monster Beverage Corp (MNST) 1.1 $55M 939k 58.06
CenturyLink 1.0 $53M 4.2M 12.48
Zoetis Inc Cl A (ZTS) 1.0 $52M 415k 124.59
Snap Inc cl a (SNAP) 1.0 $52M 3.3M 15.80
Cisco Systems (CSCO) 1.0 $51M 1.0M 49.41
Keysight Technologies (KEYS) 1.0 $51M 519k 97.25
Broadcom (AVGO) 1.0 $50M 181k 276.07
CF Industries Holdings (CF) 1.0 $50M 1.0M 49.20
Alexion Pharmaceuticals 1.0 $49M 505k 97.94
Rockwell Automation (ROK) 0.9 $49M 296k 164.80
IDEXX Laboratories (IDXX) 0.9 $48M 176k 271.93
Merck & Co (MRK) 0.9 $46M 541k 84.18
Alphabet Inc Class A cs (GOOGL) 0.9 $46M 37k 1221.14
Kansas City Southern 0.9 $44M 331k 133.01
Biogen Idec (BIIB) 0.8 $44M 187k 232.82
Deere & Company (DE) 0.8 $42M 247k 168.68
Align Technology (ALGN) 0.8 $41M 227k 180.92
Bank of America Corporation (BAC) 0.8 $41M 1.4M 29.17
Wal-Mart Stores (WMT) 0.8 $40M 339k 118.68
Abbvie (ABBV) 0.8 $40M 530k 75.72
Cadence Design Systems (CDNS) 0.7 $38M 572k 66.08
Bristol Myers Squibb (BMY) 0.7 $38M 742k 50.71
Nike (NKE) 0.7 $37M 395k 93.92
FirstEnergy (FE) 0.7 $35M 726k 48.23
Centene Corporation (CNC) 0.7 $35M 804k 43.26
Las Vegas Sands (LVS) 0.7 $34M 594k 57.76
Agilent Technologies Inc C ommon (A) 0.7 $34M 447k 76.63
Maxim Integrated Products 0.7 $34M 584k 57.91
Williams Companies (WMB) 0.7 $34M 1.4M 24.06
Comcast Corporation (CMCSA) 0.7 $33M 741k 45.08
CVS Caremark Corporation (CVS) 0.7 $33M 530k 63.07
Incyte Corporation (INCY) 0.6 $33M 439k 74.23
Yum! Brands (YUM) 0.6 $33M 287k 113.43
Robert Half International (RHI) 0.6 $32M 582k 55.66
NetApp (NTAP) 0.6 $32M 604k 52.51
Fortinet (FTNT) 0.6 $32M 417k 76.76
FleetCor Technologies 0.6 $32M 110k 286.77
Hp (HPQ) 0.6 $32M 1.7M 18.92
Masco Corporation (MAS) 0.6 $31M 754k 41.68
Hollyfrontier Corp 0.6 $31M 582k 53.64
Kraft Heinz (KHC) 0.6 $32M 1.1M 27.93
Western Union Company (WU) 0.6 $31M 1.3M 23.17
Vertex Pharmaceuticals Incorporated (VRTX) 0.6 $31M 180k 169.42
Continental Resources 0.6 $30M 980k 30.79
Estee Lauder Companies (EL) 0.6 $30M 152k 198.94
Domino's Pizza (DPZ) 0.6 $29M 118k 244.59
Godaddy Inc cl a (GDDY) 0.6 $29M 435k 65.98
Humana (HUM) 0.6 $28M 111k 255.66
Sba Communications Corp (SBAC) 0.6 $28M 118k 241.15
Akamai Technologies (AKAM) 0.5 $27M 297k 91.38
Gilead Sciences (GILD) 0.5 $27M 431k 63.38
ConAgra Foods (CAG) 0.5 $27M 891k 30.68
Citigroup (C) 0.5 $27M 393k 69.08
CSX Corporation (CSX) 0.5 $27M 385k 69.27
Dollar General (DG) 0.5 $27M 168k 158.94
Equinix (EQIX) 0.5 $27M 47k 576.78
Nasdaq Omx (NDAQ) 0.5 $26M 262k 99.35
Altria (MO) 0.5 $26M 647k 40.90
F5 Networks (FFIV) 0.5 $27M 189k 140.42
Alphabet Inc Class C cs (GOOG) 0.5 $26M 21k 1218.99
L3harris Technologies (LHX) 0.5 $26M 124k 208.64
Nordstrom (JWN) 0.5 $25M 743k 33.67
Hldgs (UAL) 0.5 $25M 283k 88.41
Eastman Chemical Company (EMN) 0.5 $24M 331k 73.83
Dupont De Nemours (DD) 0.5 $25M 343k 71.31
General Electric Company 0.5 $24M 2.7M 8.94
Texas Instruments Incorporated (TXN) 0.5 $24M 189k 129.24
Veeva Sys Inc cl a (VEEV) 0.5 $24M 157k 152.68
Devon Energy Corporation (DVN) 0.5 $24M 992k 24.06
Boston Scientific Corporation (BSX) 0.5 $24M 585k 40.69
DISH Network 0.5 $23M 687k 34.07
Advance Auto Parts (AAP) 0.5 $23M 142k 165.40
Burlington Stores (BURL) 0.5 $24M 118k 199.81
Paypal Holdings (PYPL) 0.5 $24M 229k 103.59
Berkshire Hathaway (BRK.B) 0.5 $23M 110k 208.01
Autodesk (ADSK) 0.5 $23M 157k 147.69
Verisign (VRSN) 0.5 $23M 122k 188.63
Johnson & Johnson (JNJ) 0.4 $23M 175k 129.38
Synchrony Financial (SYF) 0.4 $22M 648k 34.09
Abiomed 0.4 $21M 119k 177.88
Spirit AeroSystems Holdings (SPR) 0.4 $21M 260k 82.24
Hologic (HOLX) 0.4 $21M 407k 50.49
Best Buy (BBY) 0.4 $20M 296k 68.99
Motorola Solutions (MSI) 0.4 $20M 119k 170.40
Hewlett Packard Enterprise (HPE) 0.4 $20M 1.3M 15.17
Fiserv (FI) 0.4 $20M 194k 103.59
Textron (TXT) 0.4 $20M 415k 48.96
Varian Medical Systems 0.4 $20M 165k 119.09
Nxp Semiconductors N V (NXPI) 0.4 $20M 178k 109.12
Intercontinental Exchange (ICE) 0.4 $20M 213k 92.27
Westrock (WRK) 0.4 $19M 531k 36.45
Manpower (MAN) 0.4 $19M 227k 84.24
Union Pacific Corporation (UNP) 0.4 $19M 115k 161.97
MercadoLibre (MELI) 0.4 $18M 33k 551.23
State Street Corporation (STT) 0.3 $18M 306k 59.19
Key (KEY) 0.3 $18M 996k 17.84
Expedia (EXPE) 0.3 $18M 132k 134.40
Altice Usa Inc cl a (ATUS) 0.3 $18M 629k 28.68
Netflix (NFLX) 0.3 $18M 66k 267.61
Marvell Technology Group 0.3 $18M 707k 24.97
Discovery Communications 0.3 $17M 639k 26.63
Marathon Petroleum Corp (MPC) 0.3 $17M 282k 60.75
Allstate Corporation (ALL) 0.3 $16M 151k 108.68
Alliance Data Systems Corporation (BFH) 0.3 $16M 123k 128.13
Oracle Corporation (ORCL) 0.3 $16M 286k 55.03
Charter Communications Inc New Cl A cl a (CHTR) 0.3 $16M 38k 412.10
Cabot Oil & Gas Corporation (CTRA) 0.3 $15M 871k 17.57
Okta Inc cl a (OKTA) 0.3 $16M 158k 98.46
Workday Inc cl a (WDAY) 0.3 $15M 89k 169.95
Sabre (SABR) 0.3 $15M 660k 22.39
Moody's Corporation (MCO) 0.3 $14M 70k 204.82
CarMax (KMX) 0.3 $14M 161k 88.00
Citrix Systems 0.3 $15M 150k 96.51
Newell Rubbermaid (NWL) 0.3 $14M 770k 18.72
Regions Financial Corporation (RF) 0.3 $15M 917k 15.82
Ford Motor Company (F) 0.3 $15M 1.6M 9.16
Kellogg Company (K) 0.3 $14M 221k 64.35
FLIR Systems 0.3 $15M 278k 52.59
Metropcs Communications (TMUS) 0.3 $14M 180k 78.77
Sirius Xm Holdings (SIRI) 0.3 $14M 2.3M 6.25
EOG Resources (EOG) 0.3 $14M 190k 74.22
Paccar (PCAR) 0.3 $14M 196k 70.01
Axalta Coating Sys (AXTA) 0.3 $14M 460k 30.15
Plains Gp Holdings Lp-cl A (PAGP) 0.3 $14M 654k 21.23
Morgan Stanley (MS) 0.3 $13M 314k 42.67
Cooper Companies 0.3 $14M 46k 296.99
Fifth Third Ban (FITB) 0.3 $13M 486k 27.38
Dxc Technology (DXC) 0.3 $13M 454k 29.50
Occidental Petroleum Corporation (OXY) 0.2 $13M 289k 44.47
Weyerhaeuser Company (WY) 0.2 $13M 466k 27.70
Ralph Lauren Corp (RL) 0.2 $13M 137k 95.47
Parker-Hannifin Corporation (PH) 0.2 $12M 66k 180.60
Charles Schwab Corporation (SCHW) 0.2 $12M 276k 41.83
Voya Financial (VOYA) 0.2 $11M 206k 54.44
Linde 0.2 $11M 57k 193.71
Lear Corporation (LEA) 0.2 $11M 92k 117.89
Xilinx 0.2 $11M 112k 95.90
Interpublic Group of Companies (IPG) 0.2 $11M 491k 21.56
McKesson Corporation (MCK) 0.2 $11M 79k 136.66
Colgate-Palmolive Company (CL) 0.2 $11M 147k 73.50
Msci (MSCI) 0.2 $11M 49k 217.73
UnitedHealth (UNH) 0.2 $10M 47k 217.31
Entergy Corporation (ETR) 0.2 $10M 87k 117.36
Lamb Weston Hldgs (LW) 0.2 $10M 138k 72.71
Ameriprise Financial (AMP) 0.2 $9.6M 65k 147.09
Intel Corporation (INTC) 0.2 $9.8M 190k 51.53
Pepsi (PEP) 0.2 $9.8M 71k 137.09
Mondelez Int (MDLZ) 0.2 $9.7M 175k 55.32
Palo Alto Networks (PANW) 0.2 $9.7M 48k 203.82
Procter & Gamble Company (PG) 0.2 $9.4M 76k 124.38
D.R. Horton (DHI) 0.2 $9.2M 175k 52.70
Johnson Controls International Plc equity (JCI) 0.2 $9.0M 205k 43.89
Technipfmc (FTI) 0.2 $9.4M 388k 24.14
Prudential Financial (PRU) 0.2 $8.6M 96k 89.95
Live Nation Entertainment (LYV) 0.2 $9.0M 136k 66.34
Under Armour (UAA) 0.2 $8.7M 438k 19.94
Acuity Brands (AYI) 0.2 $8.8M 66k 134.78
Arista Networks (ANET) 0.2 $8.9M 37k 238.89
Docusign (DOCU) 0.2 $8.6M 140k 61.92
Waste Management (WM) 0.2 $8.4M 73k 114.99
BioMarin Pharmaceutical (BMRN) 0.2 $8.1M 120k 67.40
Pfizer (PFE) 0.2 $8.2M 229k 35.93
Pulte (PHM) 0.2 $8.2M 223k 36.55
DaVita (DVA) 0.2 $8.5M 148k 57.07
Unum (UNM) 0.2 $8.0M 269k 29.72
Capital One Financial (COF) 0.2 $8.5M 93k 90.97
Simon Property (SPG) 0.2 $8.1M 52k 155.63
General Motors Company (GM) 0.2 $8.4M 223k 37.48
Hd Supply 0.2 $8.2M 210k 39.17
Bunge 0.1 $7.7M 136k 56.62
Darden Restaurants (DRI) 0.1 $7.7M 65k 118.21
Te Connectivity Ltd for (TEL) 0.1 $7.8M 84k 93.17
SYSCO Corporation (SYY) 0.1 $7.2M 90k 79.39
Everest Re Group (EG) 0.1 $7.4M 28k 266.06
Ally Financial (ALLY) 0.1 $7.1M 215k 33.16
AES Corporation (AES) 0.1 $6.9M 422k 16.34
Whirlpool Corporation (WHR) 0.1 $6.8M 43k 158.34
Marathon Oil Corporation (MRO) 0.1 $6.8M 550k 12.27
Eli Lilly & Co. (LLY) 0.1 $6.0M 54k 111.82
American Electric Power Company (AEP) 0.1 $6.4M 68k 93.69
Delta Air Lines (DAL) 0.1 $6.4M 111k 57.60
Cigna Corp (CI) 0.1 $6.4M 42k 151.77
Progressive Corporation (PGR) 0.1 $5.9M 76k 77.24
Northrop Grumman Corporation (NOC) 0.1 $5.7M 15k 374.74
Molson Coors Brewing Company (TAP) 0.1 $5.5M 95k 57.50
Public Storage (PSA) 0.1 $5.1M 21k 245.24
Honeywell International (HON) 0.1 $5.1M 30k 169.20
Southern Company (SO) 0.1 $5.0M 81k 61.77
FMC Corporation (FMC) 0.1 $5.1M 58k 87.67
Skyworks Solutions (SWKS) 0.1 $5.1M 65k 79.24
Xylem (XYL) 0.1 $5.0M 63k 79.61
Iron Mountain (IRM) 0.1 $4.9M 152k 32.39
Annaly Capital Management 0.1 $4.6M 528k 8.80
SEI Investments Company (SEIC) 0.1 $4.6M 78k 59.24
Verizon Communications (VZ) 0.1 $4.8M 80k 60.35
Flextronics International Ltd Com Stk (FLEX) 0.1 $4.5M 434k 10.46
DTE Energy Company (DTE) 0.1 $4.5M 34k 132.95
Crown Castle Intl (CCI) 0.1 $4.9M 35k 138.99
Hasbro (HAS) 0.1 $4.1M 35k 118.68
CBS Corporation 0.1 $3.9M 97k 40.36
LKQ Corporation (LKQ) 0.1 $4.1M 130k 31.44
Leggett & Platt (LEG) 0.1 $4.2M 102k 40.93
Visa (V) 0.1 $3.9M 23k 172.00
Kimco Realty Corporation (KIM) 0.1 $4.4M 209k 20.88
American Tower Reit (AMT) 0.1 $4.3M 19k 221.12
Servicenow (NOW) 0.1 $4.1M 16k 253.83
Transunion (TRU) 0.1 $4.0M 49k 81.09
Iqvia Holdings (IQV) 0.1 $4.0M 27k 149.38
Owens Corning (OC) 0.1 $3.8M 61k 63.19
Lincoln National Corporation (LNC) 0.1 $3.5M 57k 60.32
Host Hotels & Resorts (HST) 0.1 $3.5M 202k 17.29
Emerson Electric (EMR) 0.1 $3.8M 57k 66.86
Fluor Corporation (FLR) 0.1 $3.4M 179k 19.13
Southwest Airlines (LUV) 0.1 $3.5M 65k 54.01
Xpo Logistics Inc equity (XPO) 0.1 $3.4M 47k 71.57
Coca Cola European Partners (CCEP) 0.1 $3.4M 61k 55.45
Baker Hughes A Ge Company (BKR) 0.1 $3.7M 161k 23.19
Archer Daniels Midland Company (ADM) 0.1 $3.1M 77k 41.06
At&t (T) 0.1 $3.0M 79k 37.84
Sherwin-Williams Company (SHW) 0.1 $3.3M 6.1k 549.87
Automatic Data Processing (ADP) 0.1 $3.1M 19k 161.42
BB&T Corporation 0.1 $3.3M 62k 53.36
Hershey Company (HSY) 0.1 $3.1M 20k 154.95
AvalonBay Communities (AVB) 0.1 $3.3M 16k 215.28
CoStar (CSGP) 0.1 $3.2M 5.3k 593.09
Edison International (EIX) 0.1 $3.2M 43k 75.40
MetLife (MET) 0.1 $2.9M 61k 47.15
Renaissance Re Holdings Ltd Cmn (RNR) 0.1 $2.5M 13k 193.38
Assurant (AIZ) 0.1 $2.6M 21k 125.78
Affiliated Managers (AMG) 0.1 $2.6M 31k 83.33
Microchip Technology (MCHP) 0.1 $2.7M 29k 92.90
SVB Financial (SIVBQ) 0.1 $2.5M 12k 208.92
Equity Residential (EQR) 0.1 $2.4M 28k 86.23
Xcel Energy (XEL) 0.1 $2.4M 37k 64.86
Arch Capital Group (ACGL) 0.1 $2.6M 62k 41.97
Celanese Corporation (CE) 0.1 $2.5M 21k 122.27
Tesla Motors (TSLA) 0.1 $2.5M 11k 240.84
Leidos Holdings (LDOS) 0.1 $2.7M 31k 85.87
CMS Energy Corporation (CMS) 0.0 $2.2M 34k 63.92
PPG Industries (PPG) 0.0 $2.2M 18k 118.47
Pioneer Natural Resources (PXD) 0.0 $1.9M 15k 125.76
Aon 0.0 $2.0M 10k 193.54
Commscope Hldg (COMM) 0.0 $2.0M 172k 11.76
Corteva (CTVA) 0.0 $2.0M 73k 27.99
Huntington Bancshares Incorporated (HBAN) 0.0 $1.3M 92k 14.26
Northern Trust Corporation (NTRS) 0.0 $1.8M 19k 93.30
Costco Wholesale Corporation (COST) 0.0 $1.3M 4.5k 287.90
Consolidated Edison (ED) 0.0 $1.3M 14k 94.41
Kimberly-Clark Corporation (KMB) 0.0 $1.7M 12k 142.04
Travelers Companies (TRV) 0.0 $1.6M 11k 148.65
Tyson Foods (TSN) 0.0 $1.8M 20k 86.14
Air Products & Chemicals (APD) 0.0 $1.6M 7.3k 221.73
NiSource (NI) 0.0 $1.6M 54k 29.92
Jazz Pharmaceuticals (JAZZ) 0.0 $1.5M 12k 128.12
Wix (WIX) 0.0 $1.3M 11k 116.73
Chemours (CC) 0.0 $1.8M 120k 14.94
Evergy (EVRG) 0.0 $1.5M 23k 66.52
Amcor (AMCR) 0.0 $1.6M 167k 9.75
Cit 0.0 $1.3M 28k 45.30
Wells Fargo & Company (WFC) 0.0 $1.2M 24k 50.41
Public Service Enterprise (PEG) 0.0 $927k 15k 62.03
Essex Property Trust (ESS) 0.0 $1.2M 3.6k 326.47
Westlake Chemical Corporation (WLK) 0.0 $1.3M 19k 65.48
Welltower Inc Com reit (WELL) 0.0 $785k 8.7k 90.57
Fox Corp (FOXA) 0.0 $1.2M 38k 31.53
NRG Energy (NRG) 0.0 $602k 15k 39.59
MasterCard Incorporated (MA) 0.0 $738k 2.7k 271.32
Republic Services (RSG) 0.0 $422k 4.9k 86.42
Ameren Corporation (AEE) 0.0 $442k 5.5k 80.04
Dominion Resources (D) 0.0 $722k 8.9k 80.99
Cincinnati Financial Corporation (CINF) 0.0 $320k 2.8k 116.36
Kroger (KR) 0.0 $342k 13k 25.76
Illinois Tool Works (ITW) 0.0 $464k 3.0k 156.28
Vornado Realty Trust (VNO) 0.0 $375k 5.9k 63.55
Dover Corporation (DOV) 0.0 $346k 3.5k 99.54
PPL Corporation (PPL) 0.0 $409k 13k 31.45
Applied Materials (AMAT) 0.0 $280k 5.6k 49.77
Juniper Networks (JNPR) 0.0 $603k 24k 24.75
Lam Research Corporation (LRCX) 0.0 $286k 1.2k 231.02
Boston Properties (BXP) 0.0 $599k 4.6k 129.63
Pinnacle West Capital Corporation (PNW) 0.0 $356k 3.7k 96.82
Industries N shs - a - (LYB) 0.0 $473k 5.3k 89.46
Cbre Group Inc Cl A (CBRE) 0.0 $269k 5.1k 52.92
Arconic 0.0 $541k 21k 25.96
Exxon Mobil Corporation (XOM) 0.0 $207k 2.9k 70.43
Dentsply Sirona (XRAY) 0.0 $237k 4.5k 53.21