Worldquant Millennium Quantitative Strategies

Worldquant Millennium Quantitative Strategies as of Sept. 30, 2018

Portfolio Holdings for Worldquant Millennium Quantitative Strategies

Worldquant Millennium Quantitative Strategies holds 285 positions in its portfolio as reported in the September 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Kohl's Corporation (KSS) 2.1 $64M 857k 74.55
Kroger (KR) 2.1 $63M 2.2M 29.11
Estee Lauder Companies (EL) 1.9 $55M 380k 145.32
Vertex Pharmaceuticals Incorporated (VRTX) 1.7 $52M 267k 192.74
First Data 1.6 $47M 1.9M 24.47
Ralph Lauren Corp (RL) 1.6 $46M 338k 137.55
Qualcomm (QCOM) 1.4 $43M 598k 72.03
Amazon (AMZN) 1.3 $40M 20k 2002.99
Continental Resources 1.3 $39M 574k 68.28
Boston Scientific Corporation (BSX) 1.3 $39M 1000k 38.50
IDEXX Laboratories (IDXX) 1.2 $37M 149k 249.66
IAC/InterActive 1.2 $37M 169k 216.72
Bristol Myers Squibb (BMY) 1.2 $35M 565k 62.08
F5 Networks (FFIV) 1.2 $35M 176k 199.42
S&p Global (SPGI) 1.1 $34M 175k 195.39
Marathon Oil Corporation (MRO) 1.1 $33M 1.4M 23.28
Adobe Systems Incorporated (ADBE) 1.1 $32M 119k 269.95
Nordstrom (JWN) 1.1 $32M 535k 59.81
Kansas City Southern 1.1 $32M 280k 113.28
Mosaic (MOS) 1.1 $32M 978k 32.48
Micron Technology (MU) 1.0 $30M 666k 45.23
Alphabet Inc Class A cs (GOOGL) 1.0 $30M 24k 1207.06
Discover Financial Services (DFS) 1.0 $29M 379k 76.45
Merck & Co (MRK) 1.0 $29M 407k 70.94
NetApp (NTAP) 0.9 $28M 331k 85.89
Las Vegas Sands (LVS) 0.9 $28M 479k 59.33
Rockwell Automation (ROK) 0.9 $27M 144k 187.52
Advanced Micro Devices (AMD) 0.9 $27M 861k 30.89
Palo Alto Networks (PANW) 0.9 $27M 119k 225.26
Biogen Idec (BIIB) 0.8 $25M 71k 353.31
Hp (HPQ) 0.8 $25M 973k 25.77
Boeing Company (BA) 0.8 $25M 67k 371.90
Incyte Corporation (INCY) 0.8 $24M 345k 69.08
Bank of America Corporation (BAC) 0.8 $23M 778k 29.46
eBay (EBAY) 0.8 $23M 698k 33.02
Zoetis Inc Cl A (ZTS) 0.8 $23M 249k 91.56
Abbvie (ABBV) 0.8 $23M 238k 94.58
Maxim Integrated Products 0.7 $22M 394k 56.39
Advance Auto Parts (AAP) 0.7 $22M 131k 168.33
Manpower (MAN) 0.7 $22M 255k 85.96
Marathon Petroleum Corp (MPC) 0.7 $22M 272k 79.97
CVS Caremark Corporation (CVS) 0.7 $21M 261k 78.72
Humana (HUM) 0.7 $21M 61k 338.53
FirstEnergy (FE) 0.7 $20M 536k 37.17
Fortinet (FTNT) 0.7 $20M 217k 92.27
Wal-Mart Stores (WMT) 0.7 $20M 210k 93.91
Ross Stores (ROST) 0.7 $20M 199k 99.10
DISH Network 0.7 $20M 549k 35.76
Eastman Chemical Company (EMN) 0.7 $19M 203k 95.72
FleetCor Technologies (FLT) 0.7 $19M 85k 227.83
Cardinal Health (CAH) 0.6 $19M 353k 54.00
Halliburton Company (HAL) 0.6 $19M 474k 40.53
FedEx Corporation (FDX) 0.6 $19M 78k 240.78
Agilent Technologies Inc C ommon (A) 0.6 $19M 267k 70.54
Textron (TXT) 0.6 $18M 249k 71.47
Veeva Sys Inc cl a (VEEV) 0.6 $18M 166k 108.87
Citrix Systems 0.6 $18M 159k 111.16
Hollyfrontier Corp 0.6 $18M 251k 69.90
BioMarin Pharmaceutical (BMRN) 0.6 $17M 179k 96.97
Symantec Corporation 0.6 $17M 817k 21.28
Alliance Data Systems Corporation (BFH) 0.6 $17M 70k 236.17
Servicenow (NOW) 0.6 $17M 85k 195.63
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.6 $17M 58k 282.12
Total System Services 0.5 $16M 160k 98.74
Best Buy (BBY) 0.5 $16M 199k 79.36
Masco Corporation (MAS) 0.5 $16M 433k 36.60
KLA-Tencor Corporation (KLAC) 0.5 $16M 155k 101.71
General Electric Company 0.5 $15M 1.4M 11.29
ConocoPhillips (COP) 0.5 $16M 202k 77.40
Citigroup (C) 0.5 $16M 218k 71.74
Worldpay Ord 0.5 $16M 153k 101.27
Spirit AeroSystems Holdings (SPR) 0.5 $15M 165k 91.67
Western Union Company (WU) 0.5 $15M 786k 19.06
Walt Disney Company (DIS) 0.5 $15M 127k 116.94
Lowe's Companies (LOW) 0.5 $15M 129k 114.82
D.R. Horton (DHI) 0.5 $15M 353k 42.18
Carnival Corporation (CCL) 0.5 $15M 229k 63.77
Intel Corporation (INTC) 0.5 $14M 304k 47.29
Yum! Brands (YUM) 0.5 $14M 153k 90.91
Hldgs (UAL) 0.5 $14M 156k 89.06
Comcast Corporation (CMCSA) 0.5 $14M 389k 35.41
Freeport-McMoRan Copper & Gold (FCX) 0.5 $14M 990k 13.92
Sabre (SABR) 0.5 $14M 525k 26.08
Nasdaq Omx (NDAQ) 0.5 $13M 156k 85.80
Red Hat 0.5 $13M 99k 136.28
Johnson & Johnson (JNJ) 0.4 $13M 96k 138.17
Electronic Arts (EA) 0.4 $13M 110k 120.49
DaVita (DVA) 0.4 $13M 185k 71.63
Cadence Design Systems (CDNS) 0.4 $13M 289k 45.32
Valero Energy Corporation (VLO) 0.4 $13M 116k 113.75
Anadarko Petroleum Corporation 0.4 $13M 193k 67.41
Motorola Solutions (MSI) 0.4 $13M 99k 130.14
Arista Networks (ANET) 0.4 $13M 48k 265.87
Newfield Exploration 0.4 $13M 434k 28.83
Sba Communications Corp (SBAC) 0.4 $13M 78k 160.63
Varian Medical Systems 0.4 $12M 110k 111.93
Plains Gp Holdings Lp-cl A (PAGP) 0.4 $12M 501k 24.53
Godaddy Inc cl a (GDDY) 0.4 $12M 144k 83.39
Eli Lilly & Co. (LLY) 0.4 $12M 109k 107.31
Synchrony Financial (SYF) 0.4 $11M 363k 31.08
Berkshire Hathaway (BRK.B) 0.4 $11M 51k 214.12
Bunge 0.4 $11M 162k 68.71
Intercontinental Exchange (ICE) 0.4 $11M 147k 74.89
Tyson Foods (TSN) 0.4 $11M 181k 59.53
Key (KEY) 0.4 $11M 534k 19.89
Expedia (EXPE) 0.4 $11M 83k 130.48
Celanese Corporation (CE) 0.3 $10M 90k 114.00
Verisign (VRSN) 0.3 $10M 63k 160.12
Regions Financial Corporation (RF) 0.3 $10M 550k 18.35
FLIR Systems 0.3 $10M 166k 61.47
Sirius Xm Holdings (SIRI) 0.3 $10M 1.6M 6.32
Altria (MO) 0.3 $9.9M 165k 60.31
Paccar (PCAR) 0.3 $9.8M 144k 68.19
Pfizer (PFE) 0.3 $9.5M 217k 44.07
Cognizant Technology Solutions (CTSH) 0.3 $9.3M 120k 77.15
Lear Corporation (LEA) 0.3 $9.1M 63k 145.00
Weyerhaeuser Company (WY) 0.3 $9.3M 287k 32.27
Hologic (HOLX) 0.3 $9.1M 221k 40.98
Allstate Corporation (ALL) 0.3 $8.9M 91k 98.70
Michael Kors Holdings 0.3 $8.9M 129k 68.56
Mondelez Int (MDLZ) 0.3 $9.0M 209k 42.96
H&R Block (HRB) 0.3 $8.8M 340k 25.75
Juniper Networks (JNPR) 0.3 $8.8M 293k 29.97
Metropcs Communications (TMUS) 0.3 $8.7M 125k 70.18
Occidental Petroleum Corporation (OXY) 0.3 $8.3M 101k 82.17
EOG Resources (EOG) 0.3 $8.3M 65k 127.58
CF Industries Holdings (CF) 0.3 $8.4M 155k 54.44
Cooper Companies (COO) 0.3 $7.9M 29k 277.15
Kellogg Company (K) 0.3 $8.1M 116k 70.02
Dowdupont 0.3 $7.9M 124k 64.31
Teva Pharmaceutical Industries (TEVA) 0.3 $7.7M 358k 21.54
Kraft Heinz (KHC) 0.3 $7.8M 142k 55.11
Texas Instruments Incorporated (TXN) 0.2 $7.5M 70k 107.29
Prudential Financial (PRU) 0.2 $7.5M 74k 101.32
PPG Industries (PPG) 0.2 $7.1M 65k 109.13
UnitedHealth (UNH) 0.2 $7.1M 27k 266.04
Fifth Third Ban (FITB) 0.2 $7.2M 259k 27.92
Acuity Brands (AYI) 0.2 $7.2M 46k 157.20
Western Digital (WDC) 0.2 $6.7M 115k 58.54
Cintas Corporation (CTAS) 0.2 $6.8M 34k 197.81
O'reilly Automotive (ORLY) 0.2 $6.9M 20k 347.35
Toll Brothers (TOL) 0.2 $6.4M 195k 33.03
ConAgra Foods (CAG) 0.2 $6.5M 191k 33.97
Centene Corporation (CNC) 0.2 $6.5M 45k 144.77
Darden Restaurants (DRI) 0.2 $6.4M 58k 111.19
Discovery Communications 0.2 $6.3M 198k 32.00
Hd Supply 0.2 $6.2M 145k 42.79
Voya Financial (VOYA) 0.2 $6.4M 128k 49.67
Hewlett Packard Enterprise (HPE) 0.2 $6.3M 383k 16.31
Ameriprise Financial (AMP) 0.2 $5.8M 40k 147.66
Deere & Company (DE) 0.2 $5.9M 39k 150.33
Lam Research Corporation (LRCX) 0.2 $6.0M 40k 151.70
Simon Property (SPG) 0.2 $6.0M 34k 176.74
Capital One Financial (COF) 0.2 $5.8M 61k 94.94
Gap (GPS) 0.2 $5.8M 201k 28.85
Msci (MSCI) 0.2 $5.7M 32k 177.40
TJX Companies (TJX) 0.2 $5.2M 47k 112.03
AutoZone (AZO) 0.2 $5.0M 6.4k 775.74
Skyworks Solutions (SWKS) 0.2 $4.9M 54k 90.72
General Motors Company (GM) 0.2 $5.1M 150k 33.67
Colgate-Palmolive Company (CL) 0.2 $4.7M 70k 66.96
Moody's Corporation (MCO) 0.1 $4.5M 27k 167.21
Everest Re Group (EG) 0.1 $4.3M 19k 228.50
Pepsi (PEP) 0.1 $4.5M 40k 111.81
Entergy Corporation (ETR) 0.1 $4.5M 55k 81.14
Affiliated Managers (AMG) 0.1 $4.2M 31k 136.73
Cabot Oil & Gas Corporation (CTRA) 0.1 $4.2M 187k 22.52
Procter & Gamble Company (PG) 0.1 $4.3M 52k 83.23
AES Corporation (AES) 0.1 $3.8M 268k 14.00
Leggett & Platt (LEG) 0.1 $3.8M 86k 43.78
Molson Coors Brewing Company (TAP) 0.1 $3.7M 61k 61.50
United Rentals (URI) 0.1 $3.9M 24k 163.59
Pvh Corporation (PVH) 0.1 $3.9M 27k 144.40
Chemours (CC) 0.1 $3.9M 99k 39.44
Whirlpool Corporation (WHR) 0.1 $3.4M 29k 118.76
Illumina (ILMN) 0.1 $3.7M 10k 367.06
Flextronics International Ltd Com Stk (FLEX) 0.1 $3.5M 268k 13.12
Kinder Morgan (KMI) 0.1 $3.5M 199k 17.73
Iron Mountain (IRM) 0.1 $3.4M 100k 34.52
Alphabet Inc Class C cs (GOOG) 0.1 $3.5M 3.0k 1193.36
Annaly Capital Management 0.1 $3.4M 335k 10.23
Emerson Electric (EMR) 0.1 $3.2M 42k 76.57
Unum (UNM) 0.1 $3.2M 83k 39.07
AGCO Corporation (AGCO) 0.1 $3.4M 55k 60.79
General Mills (GIS) 0.1 $3.3M 77k 42.92
SEI Investments Company (SEIC) 0.1 $3.0M 50k 61.10
Pulte (PHM) 0.1 $3.1M 124k 24.77
Edwards Lifesciences (EW) 0.1 $3.1M 18k 174.12
LKQ Corporation (LKQ) 0.1 $2.9M 92k 31.67
Xilinx 0.1 $3.1M 38k 80.16
American Electric Power Company (AEP) 0.1 $2.9M 42k 70.89
FMC Corporation (FMC) 0.1 $3.0M 35k 87.18
Progressive Corporation (PGR) 0.1 $2.7M 37k 71.03
Waste Management (WM) 0.1 $2.7M 30k 90.35
Archer Daniels Midland Company (ADM) 0.1 $2.7M 53k 50.28
Raytheon Company 0.1 $2.7M 13k 206.62
Honeywell International (HON) 0.1 $2.8M 17k 166.40
Nxp Semiconductors N V (NXPI) 0.1 $2.6M 30k 85.51
Hasbro (HAS) 0.1 $2.4M 23k 105.14
CBS Corporation 0.1 $2.3M 41k 57.46
Public Storage (PSA) 0.1 $2.5M 13k 201.65
Southwest Airlines (LUV) 0.1 $2.3M 37k 62.44
Xylem (XYL) 0.1 $2.5M 31k 79.88
stock (SPLK) 0.1 $2.4M 20k 120.90
Equinix (EQIX) 0.1 $2.3M 5.2k 432.80
Abbott Laboratories (ABT) 0.1 $2.2M 30k 73.37
Host Hotels & Resorts (HST) 0.1 $2.1M 99k 21.10
Philip Morris International (PM) 0.1 $2.0M 25k 81.53
PG&E Corporation (PCG) 0.1 $2.2M 47k 46.01
J.M. Smucker Company (SJM) 0.1 $2.1M 21k 102.59
MetLife (MET) 0.1 $2.0M 42k 46.72
Tesla Motors (TSLA) 0.1 $2.0M 7.5k 264.79
Crown Castle Intl (CCI) 0.1 $2.0M 18k 111.34
Wec Energy Group (WEC) 0.1 $2.0M 30k 66.75
Southern Company (SO) 0.1 $1.8M 42k 43.61
Keysight Technologies (KEYS) 0.1 $1.7M 25k 66.30
Owens Corning (OC) 0.1 $1.6M 29k 54.26
State Street Corporation (STT) 0.1 $1.5M 17k 83.78
Northern Trust Corporation (NTRS) 0.1 $1.6M 16k 102.14
Mattel (MAT) 0.1 $1.5M 95k 15.70
Morgan Stanley (MS) 0.1 $1.4M 31k 46.57
BB&T Corporation 0.1 $1.4M 29k 48.53
Oracle Corporation (ORCL) 0.1 $1.5M 29k 51.55
Robert Half International (RHI) 0.1 $1.5M 21k 70.39
Kimco Realty Corporation (KIM) 0.1 $1.5M 88k 16.74
Baker Hughes A Ge Company (BKR) 0.1 $1.6M 48k 33.84
Renaissance Re Holdings Ltd Cmn (RNR) 0.0 $1.2M 9.2k 133.54
Lincoln National Corporation (LNC) 0.0 $1.1M 16k 67.68
Via 0.0 $1.1M 31k 33.75
Consolidated Edison (ED) 0.0 $1.3M 17k 76.19
Air Products & Chemicals (APD) 0.0 $1.1M 6.7k 167.04
Arch Capital Group (ACGL) 0.0 $1.3M 43k 29.80
Fortive (FTV) 0.0 $1.1M 14k 84.22
Cit 0.0 $999k 19k 51.59
CMS Energy Corporation (CMS) 0.0 $755k 15k 49.01
Equity Residential (EQR) 0.0 $978k 15k 66.25
General Dynamics Corporation (GD) 0.0 $823k 4.0k 204.73
Live Nation Entertainment (LYV) 0.0 $952k 18k 54.47
AvalonBay Communities (AVB) 0.0 $817k 4.5k 181.23
CoStar (CSGP) 0.0 $930k 2.2k 420.62
Edison International (EIX) 0.0 $834k 12k 67.68
Abiomed 0.0 $837k 1.9k 449.76
DTE Energy Company (DTE) 0.0 $795k 7.3k 109.19
American Tower Reit (AMT) 0.0 $811k 5.6k 145.34
Zayo Group Hldgs 0.0 $791k 23k 34.73
Agnc Invt Corp Com reit (AGNC) 0.0 $830k 45k 18.62
L3 Technologies 0.0 $782k 3.7k 212.62
Brighthouse Finl (BHF) 0.0 $924k 21k 44.26
Evergy (EVRG) 0.0 $896k 16k 54.92
U.S. Bancorp (USB) 0.0 $537k 10k 52.79
Assurant (AIZ) 0.0 $498k 4.6k 107.91
Bank of New York Mellon Corporation (BK) 0.0 $634k 12k 51.01
People's United Financial 0.0 $546k 32k 17.13
Franklin Resources (BEN) 0.0 $653k 22k 30.41
CenturyLink 0.0 $590k 28k 21.21
Macy's (M) 0.0 $678k 20k 34.74
Hershey Company (HSY) 0.0 $730k 7.2k 101.94
Dover Corporation (DOV) 0.0 $533k 6.0k 88.58
Invesco (IVZ) 0.0 $711k 31k 22.89
CenterPoint Energy (CNP) 0.0 $743k 27k 27.64
Boston Properties (BXP) 0.0 $615k 5.0k 123.10
Pinnacle West Capital Corporation (PNW) 0.0 $621k 7.8k 79.15
Cbre Group Inc Cl A (CBRE) 0.0 $464k 11k 44.11
Ally Financial (ALLY) 0.0 $646k 24k 26.46
Fnf (FNF) 0.0 $680k 17k 39.33
Vareit, Inc reits 0.0 $500k 69k 7.26
Waste Connections (WCN) 0.0 $516k 6.5k 79.75
Athene Holding Ltd Cl A 0.0 $548k 11k 51.69
Technipfmc (FTI) 0.0 $663k 21k 31.23
Sensata Technolo (ST) 0.0 $477k 9.6k 49.55
Jefferies Finl Group (JEF) 0.0 $529k 24k 21.94
Loews Corporation (L) 0.0 $443k 8.8k 50.24
Crown Holdings (CCK) 0.0 $284k 5.9k 47.98
Trimble Navigation (TRMB) 0.0 $392k 9.0k 43.43
Akamai Technologies (AKAM) 0.0 $307k 4.2k 73.04
Alleghany Corporation 0.0 $232k 355.00 653.52
New York Community Ban (NYCB) 0.0 $371k 36k 10.38
Constellation Brands (STZ) 0.0 $415k 1.9k 215.58
Celgene Corporation 0.0 $302k 3.4k 89.38
Cheniere Energy (LNG) 0.0 $285k 4.1k 69.43
United Therapeutics Corporation (UTHR) 0.0 $422k 3.3k 127.76
Federal Realty Inv. Trust 0.0 $341k 2.7k 126.53
Phillips 66 (PSX) 0.0 $295k 2.6k 112.85
News (NWSA) 0.0 $198k 15k 13.18
Coca Cola European Partners (CCEP) 0.0 $415k 9.1k 45.47