Worldquant Millennium Quantitative Strategies

Worldquant Millennium Quantitative Strategies as of Dec. 31, 2018

Portfolio Holdings for Worldquant Millennium Quantitative Strategies

Worldquant Millennium Quantitative Strategies holds 308 positions in its portfolio as reported in the December 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Qualcomm (QCOM) 1.8 $61M 1.1M 56.91
Vertex Pharmaceuticals Incorporated (VRTX) 1.7 $59M 354k 165.71
Amazon (AMZN) 1.7 $57M 38k 1501.98
Comcast Corporation (CMCSA) 1.7 $57M 1.7M 34.05
Intel Corporation (INTC) 1.5 $52M 1.1M 46.93
Starbucks Corporation (SBUX) 1.5 $51M 792k 64.40
Advance Auto Parts (AAP) 1.4 $48M 307k 157.46
Celgene Corporation 1.4 $46M 724k 64.09
Las Vegas Sands (LVS) 1.3 $45M 863k 52.05
Estee Lauder Companies (EL) 1.3 $42M 326k 130.10
Bristol Myers Squibb (BMY) 1.2 $41M 788k 51.98
Merck & Co (MRK) 1.2 $41M 533k 76.41
S&p Global (SPGI) 1.2 $40M 237k 169.94
First Data 1.1 $39M 2.3M 16.91
Mosaic (MOS) 1.1 $37M 1.3M 29.21
IDEXX Laboratories (IDXX) 1.1 $37M 199k 186.02
Adobe Systems Incorporated (ADBE) 1.1 $37M 162k 226.24
Akamai Technologies (AKAM) 1.1 $36M 582k 61.08
Rockwell Automation (ROK) 1.1 $36M 236k 150.48
Palo Alto Networks (PANW) 1.1 $36M 189k 188.35
Kansas City Southern 1.0 $35M 367k 95.45
Boston Scientific Corporation (BSX) 1.0 $34M 973k 35.34
Kohl's Corporation (KSS) 1.0 $34M 508k 66.34
Alphabet Inc Class A cs (GOOGL) 1.0 $34M 32k 1044.95
Nordstrom (JWN) 1.0 $34M 718k 46.61
CF Industries Holdings (CF) 0.9 $32M 726k 43.51
Discover Financial Services (DFS) 0.9 $30M 509k 58.98
Lowe's Companies (LOW) 0.9 $30M 326k 92.36
Boeing Company (BA) 0.9 $29M 91k 322.49
IAC/InterActive 0.8 $28M 154k 183.04
Zoetis Inc Cl A (ZTS) 0.8 $28M 326k 85.54
DISH Network 0.8 $27M 1.1M 24.97
Biogen Idec (BIIB) 0.8 $27M 91k 300.92
Bank of America Corporation (BAC) 0.8 $26M 1.0M 24.64
FirstEnergy (FE) 0.8 $26M 696k 37.55
Wal-Mart Stores (WMT) 0.8 $26M 276k 93.15
Incyte Corporation (INCY) 0.8 $26M 404k 63.59
eBay (EBAY) 0.8 $26M 919k 28.07
Maxim Integrated Products 0.7 $25M 492k 50.85
Hp (HPQ) 0.7 $25M 1.2M 20.46
Agilent Technologies Inc C ommon (A) 0.7 $24M 350k 67.46
Humana (HUM) 0.7 $23M 80k 286.47
Fortinet (FTNT) 0.7 $23M 327k 70.43
Citrix Systems 0.7 $23M 222k 102.46
CVS Caremark Corporation (CVS) 0.7 $23M 347k 65.52
Occidental Petroleum Corporation (OXY) 0.7 $23M 368k 61.38
Robert Half International (RHI) 0.7 $23M 395k 57.20
F5 Networks (FFIV) 0.7 $23M 140k 162.03
Tyson Foods (TSN) 0.7 $22M 420k 53.40
Marathon Petroleum Corp (MPC) 0.6 $22M 369k 59.01
Manpower (MAN) 0.6 $21M 329k 64.80
Freeport-McMoRan Copper & Gold (FCX) 0.6 $20M 2.0M 10.31
Yum! Brands (YUM) 0.6 $20M 213k 91.92
FleetCor Technologies 0.6 $20M 105k 185.72
Veeva Sys Inc cl a (VEEV) 0.6 $19M 217k 89.32
Eastman Chemical Company (EMN) 0.6 $19M 261k 73.11
Walt Disney Company (DIS) 0.6 $19M 170k 109.65
Continental Resources 0.6 $19M 466k 40.19
Marathon Oil Corporation (MRO) 0.6 $18M 1.3M 14.34
O'reilly Automotive (ORLY) 0.6 $19M 54k 344.34
Abbvie (ABBV) 0.6 $19M 201k 92.19
KLA-Tencor Corporation (KLAC) 0.5 $18M 205k 89.49
Total System Services 0.5 $18M 221k 81.29
Cadence Design Systems (CDNS) 0.5 $18M 412k 43.48
Kroger (KR) 0.5 $18M 654k 27.50
Western Union Company (WU) 0.5 $18M 1.0M 17.06
Hldgs (UAL) 0.5 $18M 212k 83.73
FedEx Corporation (FDX) 0.5 $17M 106k 161.33
Nasdaq Omx (NDAQ) 0.5 $17M 205k 81.57
Johnson & Johnson (JNJ) 0.5 $17M 130k 129.05
Masco Corporation (MAS) 0.5 $17M 577k 29.24
ConocoPhillips (COP) 0.5 $17M 271k 62.35
Alphabet Inc Class C cs (GOOG) 0.5 $17M 16k 1035.58
Eli Lilly & Co. (LLY) 0.5 $17M 144k 115.72
D.R. Horton (DHI) 0.5 $16M 473k 34.66
State Street Corporation (STT) 0.5 $16M 251k 63.07
Cardinal Health (CAH) 0.5 $16M 355k 44.60
NetApp (NTAP) 0.5 $16M 266k 59.67
Nike (NKE) 0.5 $16M 216k 74.14
Nxp Semiconductors N V (NXPI) 0.5 $16M 219k 73.28
Hollyfrontier Corp 0.5 $16M 313k 51.12
Sba Communications Corp (SBAC) 0.5 $16M 98k 161.89
Electronic Arts (EA) 0.5 $16M 198k 78.91
Varian Medical Systems 0.5 $16M 139k 113.31
Berkshire Hathaway (BRK.B) 0.5 $15M 75k 204.18
Celanese Corporation (CE) 0.5 $15M 167k 89.97
Citigroup (C) 0.5 $15M 294k 52.06
Carnival Corporation (CCL) 0.4 $15M 300k 49.30
Advanced Micro Devices (AMD) 0.4 $15M 805k 18.46
Textron (TXT) 0.4 $15M 326k 45.99
Spirit AeroSystems Holdings (SPR) 0.4 $15M 204k 72.09
Texas Instruments Incorporated (TXN) 0.4 $15M 154k 94.50
Expedia (EXPE) 0.4 $15M 129k 112.65
Alliance Data Systems Corporation (BFH) 0.4 $14M 94k 150.08
Servicenow (NOW) 0.4 $14M 80k 178.05
Sabre (SABR) 0.4 $14M 653k 21.64
Intercontinental Exchange (ICE) 0.4 $14M 183k 75.33
Monster Beverage Corp (MNST) 0.4 $14M 283k 49.22
Motorola Solutions (MSI) 0.4 $13M 115k 115.04
Arista Networks (ANET) 0.4 $13M 61k 210.70
BioMarin Pharmaceutical (BMRN) 0.4 $13M 147k 85.15
Hologic (HOLX) 0.4 $12M 302k 41.10
Verisign (VRSN) 0.4 $13M 85k 148.29
DaVita (DVA) 0.4 $12M 240k 51.46
Kinder Morgan (KMI) 0.4 $12M 805k 15.38
Plains Gp Holdings Lp-cl A (PAGP) 0.4 $13M 630k 20.10
Micron Technology (MU) 0.4 $12M 382k 31.73
Godaddy Inc cl a (GDDY) 0.3 $12M 179k 65.62
Westrock (WRK) 0.3 $12M 315k 37.76
Altria (MO) 0.3 $12M 233k 49.39
Synchrony Financial (SYF) 0.3 $11M 488k 23.46
Anadarko Petroleum Corporation 0.3 $11M 254k 43.84
Ralph Lauren Corp (RL) 0.3 $11M 109k 103.46
Sirius Xm Holdings (SIRI) 0.3 $11M 2.0M 5.71
Key (KEY) 0.3 $11M 729k 14.78
Mondelez Int (MDLZ) 0.3 $11M 270k 40.03
Paccar (PCAR) 0.3 $11M 186k 57.14
ON Semiconductor (ON) 0.3 $11M 633k 16.51
Cognizant Technology Solutions (CTSH) 0.3 $10M 159k 63.48
Regions Financial Corporation (RF) 0.3 $10M 752k 13.38
CenturyLink 0.3 $10M 665k 15.15
Allstate Corporation (ALL) 0.3 $9.8M 118k 82.63
PG&E Corporation (PCG) 0.3 $9.9M 418k 23.75
Metropcs Communications (TMUS) 0.3 $9.8M 155k 63.61
Lear Corporation (LEA) 0.3 $9.6M 78k 122.86
Cooper Companies 0.3 $9.4M 37k 254.49
FLIR Systems 0.3 $9.5M 218k 43.54
Pfizer (PFE) 0.3 $9.1M 209k 43.65
Kellogg Company (K) 0.3 $9.0M 157k 57.01
UnitedHealth (UNH) 0.3 $8.9M 36k 249.12
Facebook Inc cl a (META) 0.3 $8.9M 68k 131.09
Lamb Weston Hldgs (LW) 0.3 $8.7M 118k 73.56
Fifth Third Ban (FITB) 0.2 $8.4M 355k 23.53
Hewlett Packard Enterprise (HPE) 0.2 $8.5M 646k 13.21
Charter Communications Inc New Cl A cl a (CHTR) 0.2 $8.6M 30k 284.96
Weyerhaeuser Company (WY) 0.2 $8.2M 377k 21.86
Toll Brothers (TOL) 0.2 $7.9M 241k 32.93
Kraft Heinz (KHC) 0.2 $8.0M 185k 43.04
H&R Block (HRB) 0.2 $7.7M 302k 25.37
Interpublic Group of Companies (IPG) 0.2 $7.7M 373k 20.63
EOG Resources (EOG) 0.2 $7.6M 87k 87.21
Prudential Financial (PRU) 0.2 $7.9M 96k 81.55
Simon Property (SPG) 0.2 $7.6M 45k 167.98
Moody's Corporation (MCO) 0.2 $7.1M 51k 140.05
Ross Stores (ROST) 0.2 $7.2M 87k 83.20
Newell Rubbermaid (NWL) 0.2 $7.1M 384k 18.59
Parker-Hannifin Corporation (PH) 0.2 $7.2M 48k 149.15
Chipotle Mexican Grill (CMG) 0.2 $7.1M 16k 431.76
AutoZone (AZO) 0.2 $6.7M 8.0k 838.29
Centene Corporation (CNC) 0.2 $6.8M 59k 115.30
Hd Supply 0.2 $6.7M 180k 37.52
Pepsi (PEP) 0.2 $6.3M 57k 110.48
Procter & Gamble Company (PG) 0.2 $6.4M 69k 91.92
Acuity Brands (AYI) 0.2 $6.6M 57k 114.96
General Motors Company (GM) 0.2 $6.3M 188k 33.45
Tripadvisor (TRIP) 0.2 $6.6M 122k 53.94
Michael Kors Holdings 0.2 $6.4M 169k 37.92
Voya Financial (VOYA) 0.2 $6.4M 159k 40.14
Bunge 0.2 $6.1M 114k 53.44
Discovery Communications 0.2 $6.2M 250k 24.74
Entergy Corporation (ETR) 0.2 $6.1M 71k 86.07
Capital One Financial (COF) 0.2 $5.8M 77k 75.59
Colgate-Palmolive Company (CL) 0.2 $5.9M 99k 59.52
Msci (MSCI) 0.2 $5.9M 40k 147.43
Ameriprise Financial (AMP) 0.2 $5.3M 51k 104.36
AES Corporation (AES) 0.2 $5.3M 368k 14.46
Darden Restaurants (DRI) 0.2 $5.3M 53k 99.86
ConAgra Foods (CAG) 0.2 $5.3M 248k 21.36
Te Connectivity Ltd for (TEL) 0.2 $5.6M 74k 75.63
Xpo Logistics Inc equity (XPO) 0.2 $5.5M 97k 57.04
Everest Re Group (EG) 0.1 $5.1M 24k 217.75
Deere & Company (DE) 0.1 $5.2M 35k 149.16
Cintas Corporation (CTAS) 0.1 $4.9M 29k 167.99
Skyworks Solutions (SWKS) 0.1 $5.1M 77k 67.02
Via 0.1 $4.3M 166k 25.70
Molson Coors Brewing Company (TAP) 0.1 $4.4M 78k 56.16
Annaly Capital Management 0.1 $4.2M 427k 9.82
CSX Corporation (CSX) 0.1 $4.1M 67k 62.14
Waste Management (WM) 0.1 $4.1M 47k 89.00
Pulte (PHM) 0.1 $4.0M 153k 25.99
Leggett & Platt (LEG) 0.1 $3.9M 109k 35.84
Xilinx 0.1 $4.1M 48k 85.18
American Electric Power Company (AEP) 0.1 $4.0M 54k 74.74
Illumina (ILMN) 0.1 $4.0M 13k 299.94
Iron Mountain (IRM) 0.1 $4.1M 127k 32.41
Affiliated Managers (AMG) 0.1 $3.8M 39k 97.45
Whirlpool Corporation (WHR) 0.1 $3.9M 36k 106.88
AGCO Corporation (AGCO) 0.1 $3.8M 69k 55.67
General Mills (GIS) 0.1 $3.9M 99k 38.94
FMC Corporation (FMC) 0.1 $3.8M 51k 73.96
Commscope Hldg (COMM) 0.1 $3.6M 218k 16.39
Zayo Group Hldgs 0.1 $3.8M 166k 22.84
Public Storage (PSA) 0.1 $3.5M 17k 202.40
Emerson Electric (EMR) 0.1 $3.3M 55k 59.75
Unum (UNM) 0.1 $3.2M 110k 29.38
Honeywell International (HON) 0.1 $3.2M 25k 132.10
Pvh Corporation (PVH) 0.1 $3.3M 36k 92.94
Chemours (CC) 0.1 $3.5M 123k 28.22
Valero Energy Corporation (VLO) 0.1 $2.9M 39k 74.98
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $2.9M 12k 244.82
Tesla Motors (TSLA) 0.1 $3.0M 9.0k 332.85
Xylem (XYL) 0.1 $3.0M 44k 66.72
Keysight Technologies (KEYS) 0.1 $3.1M 50k 62.09
Hasbro (HAS) 0.1 $2.6M 32k 81.27
Progressive Corporation (PGR) 0.1 $2.9M 47k 60.32
SEI Investments Company (SEIC) 0.1 $2.9M 62k 46.20
Archer Daniels Midland Company (ADM) 0.1 $2.7M 66k 40.97
CBS Corporation 0.1 $2.7M 62k 43.72
LKQ Corporation (LKQ) 0.1 $2.7M 114k 23.73
Raytheon Company 0.1 $2.6M 17k 153.34
Southern Company (SO) 0.1 $2.7M 63k 43.92
Abiomed 0.1 $2.7M 8.4k 324.99
stock 0.1 $2.6M 25k 104.87
Crown Castle Intl (CCI) 0.1 $2.8M 25k 108.62
Wec Energy Group (WEC) 0.1 $2.8M 40k 69.26
Host Hotels & Resorts (HST) 0.1 $2.3M 140k 16.67
Equinix (EQIX) 0.1 $2.5M 7.0k 352.61
Consolidated Edison (ED) 0.1 $2.0M 26k 76.47
Philip Morris International (PM) 0.1 $2.1M 31k 66.76
Pioneer Natural Resources (PXD) 0.1 $2.1M 16k 131.53
Flextronics International Ltd Com Stk (FLEX) 0.1 $2.0M 260k 7.61
Southwest Airlines (LUV) 0.1 $2.1M 46k 46.48
MetLife (MET) 0.1 $2.2M 53k 41.05
Kimco Realty Corporation (KIM) 0.1 $1.9M 128k 14.65
Owens Corning (OC) 0.1 $1.6M 36k 43.99
Renaissance Re Holdings Ltd Cmn (RNR) 0.1 $1.5M 11k 133.72
Northern Trust Corporation (NTRS) 0.1 $1.7M 20k 83.61
Sherwin-Williams Company (SHW) 0.1 $1.6M 4.0k 393.56
Air Products & Chemicals (APD) 0.1 $1.7M 11k 160.02
BB&T Corporation 0.1 $1.8M 42k 43.33
Halliburton Company (HAL) 0.1 $1.7M 64k 26.57
Gap (GPS) 0.1 $1.5M 60k 25.75
Live Nation Entertainment (LYV) 0.1 $1.8M 37k 49.24
Oracle Corporation (ORCL) 0.1 $1.6M 36k 45.14
DTE Energy Company (DTE) 0.1 $1.6M 14k 110.27
American Tower Reit (AMT) 0.1 $1.6M 10k 158.22
Mattel (MAT) 0.0 $1.2M 122k 9.99
Morgan Stanley (MS) 0.0 $1.5M 38k 39.64
Equity Residential (EQR) 0.0 $1.3M 20k 66.00
AvalonBay Communities (AVB) 0.0 $1.4M 8.3k 174.02
Arch Capital Group (ACGL) 0.0 $1.4M 53k 26.72
Edison International (EIX) 0.0 $1.3M 23k 56.78
Coty Inc Cl A (COTY) 0.0 $1.2M 190k 6.56
Baker Hughes A Ge Company (BKR) 0.0 $1.3M 59k 21.51
Cit 0.0 $919k 24k 38.26
CMS Energy Corporation (CMS) 0.0 $1.1M 23k 49.65
Microsoft Corporation (MSFT) 0.0 $975k 9.6k 101.59
Assurant (AIZ) 0.0 $1.1M 13k 89.45
Lincoln National Corporation (LNC) 0.0 $992k 19k 51.31
Northrop Grumman Corporation (NOC) 0.0 $1.2M 4.7k 244.89
Goodyear Tire & Rubber Company (GT) 0.0 $889k 44k 20.40
Nextera Energy (NEE) 0.0 $892k 5.1k 173.78
Hershey Company (HSY) 0.0 $1.1M 9.9k 107.21
Visa (V) 0.0 $942k 7.1k 131.90
CoStar (CSGP) 0.0 $925k 2.7k 337.35
CenterPoint Energy (CNP) 0.0 $941k 33k 28.22
Boston Properties (BXP) 0.0 $858k 7.6k 112.52
Pinnacle West Capital Corporation (PNW) 0.0 $958k 11k 85.22
Agnc Invt Corp Com reit (AGNC) 0.0 $970k 55k 17.55
Evergy (EVRG) 0.0 $1.2M 21k 56.75
U.S. Bancorp (USB) 0.0 $577k 13k 45.73
People's United Financial 0.0 $599k 42k 14.42
At&t (T) 0.0 $635k 22k 28.54
Franklin Resources (BEN) 0.0 $790k 27k 29.65
PPG Industries (PPG) 0.0 $582k 5.7k 102.18
Travelers Companies (TRV) 0.0 $520k 4.3k 119.68
Apple (AAPL) 0.0 $803k 5.1k 157.70
Dover Corporation (DOV) 0.0 $630k 8.9k 70.94
Xcel Energy (XEL) 0.0 $556k 11k 49.26
J.M. Smucker Company (SJM) 0.0 $561k 6.0k 93.56
Invesco (IVZ) 0.0 $672k 40k 16.73
Intuit (INTU) 0.0 $531k 2.7k 196.89
Westlake Chemical Corporation (WLK) 0.0 $519k 7.8k 66.13
Cbre Group Inc Cl A (CBRE) 0.0 $586k 15k 40.02
Ally Financial (ALLY) 0.0 $686k 30k 22.65
Fnf (FNF) 0.0 $673k 21k 31.44
Vareit, Inc reits 0.0 $585k 82k 7.15
Waste Connections (WCN) 0.0 $596k 8.0k 74.27
Coca Cola European Partners (CCEP) 0.0 $519k 11k 45.84
Athene Holding Ltd Cl A 0.0 $524k 13k 39.84
Technipfmc (FTI) 0.0 $516k 26k 19.60
Brighthouse Finl (BHF) 0.0 $789k 26k 30.47
Booking Holdings (BKNG) 0.0 $656k 381.00 1721.78
Sensata Technolo (ST) 0.0 $558k 13k 44.82
Jefferies Finl Group (JEF) 0.0 $533k 31k 17.36
Loews Corporation (L) 0.0 $498k 11k 45.53
Huntington Bancshares Incorporated (HBAN) 0.0 $421k 35k 11.93
Crown Holdings (CCK) 0.0 $305k 7.3k 41.54
Costco Wholesale Corporation (COST) 0.0 $288k 1.4k 203.39
Cisco Systems (CSCO) 0.0 $281k 6.5k 43.34
Kimberly-Clark Corporation (KMB) 0.0 $426k 3.7k 113.90
Trimble Navigation (TRMB) 0.0 $368k 11k 32.87
Wells Fargo & Company (WFC) 0.0 $344k 7.5k 46.08
Verizon Communications (VZ) 0.0 $327k 5.8k 56.14
NiSource (NI) 0.0 $440k 17k 25.33
Alleghany Corporation 0.0 $275k 441.00 623.58
New York Community Ban (NYCB) 0.0 $417k 44k 9.41
Public Service Enterprise (PEG) 0.0 $274k 5.3k 52.11
Axis Capital Holdings (AXS) 0.0 $203k 3.9k 51.72
Constellation Brands (STZ) 0.0 $384k 2.4k 160.80
Juniper Networks (JNPR) 0.0 $489k 18k 26.91
Essex Property Trust (ESS) 0.0 $276k 1.1k 245.12
Cheniere Energy (LNG) 0.0 $301k 5.1k 59.15
United Therapeutics Corporation (UTHR) 0.0 $446k 4.1k 108.83
Federal Realty Inv. Trust 0.0 $395k 3.3k 118.16
Phillips 66 (PSX) 0.0 $279k 3.2k 86.03
News (NWSA) 0.0 $227k 20k 11.34
Brookfield Property Reit Inc cl a 0.0 $271k 17k 16.11