Worldquant Millennium Quantitative Strategies

Worldquant Millennium Quantitative Strategies as of June 30, 2018

Portfolio Holdings for Worldquant Millennium Quantitative Strategies

Worldquant Millennium Quantitative Strategies holds 266 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Kohl's Corporation (KSS) 2.3 $60M 823k 72.90
Marathon Oil Corporation (MRO) 1.8 $47M 2.3M 20.86
Ralph Lauren Corp (RL) 1.8 $47M 371k 125.72
Kroger (KR) 1.6 $42M 1.5M 28.45
First Data 1.6 $40M 1.9M 20.93
Bristol Myers Squibb (BMY) 1.5 $38M 691k 55.34
Facebook Inc cl a (META) 1.4 $38M 194k 194.32
Ross Stores (ROST) 1.3 $34M 406k 84.75
S&p Global (SPGI) 1.3 $34M 169k 203.89
eBay (EBAY) 1.3 $34M 926k 36.26
Qualcomm (QCOM) 1.2 $32M 573k 56.12
Boston Scientific Corporation (BSX) 1.2 $32M 966k 32.70
IDEXX Laboratories (IDXX) 1.2 $31M 144k 217.94
Micron Technology (MU) 1.1 $30M 573k 52.44
Continental Resources 1.1 $29M 453k 64.76
F5 Networks (FFIV) 1.1 $29M 170k 172.45
Vertex Pharmaceuticals Incorporated (VRTX) 1.1 $29M 171k 169.96
Advanced Micro Devices (AMD) 1.1 $29M 1.9M 14.99
Kansas City Southern 1.1 $29M 270k 105.96
Adobe Systems Incorporated (ADBE) 1.1 $28M 115k 243.81
Estee Lauder Companies (EL) 1.1 $28M 192k 142.69
Mosaic (MOS) 1.1 $28M 979k 28.05
Alphabet Inc Class A cs (GOOGL) 1.0 $27M 24k 1129.20
Discover Financial Services (DFS) 1.0 $26M 365k 70.41
Palo Alto Networks (PANW) 1.0 $26M 125k 205.47
Marathon Petroleum Corp (MPC) 1.0 $26M 365k 70.16
NetApp (NTAP) 1.0 $25M 318k 78.53
Nordstrom (JWN) 0.9 $25M 477k 51.78
Total System Services 0.9 $24M 280k 84.52
Merck & Co (MRK) 0.9 $24M 390k 60.70
Western Digital (WDC) 0.9 $23M 300k 77.41
Electronic Arts (EA) 0.9 $22M 159k 141.02
Maxim Integrated Products 0.8 $22M 378k 58.66
FleetCor Technologies 0.8 $22M 106k 210.65
Amazon (AMZN) 0.8 $22M 13k 1699.81
Boeing Company (BA) 0.8 $22M 64k 335.50
Bank of America Corporation (BAC) 0.8 $21M 749k 28.19
Abbvie (ABBV) 0.8 $21M 227k 92.65
Hp (HPQ) 0.8 $21M 935k 22.69
Halliburton Company (HAL) 0.8 $21M 456k 45.06
Zoetis Inc Cl A (ZTS) 0.8 $21M 240k 85.19
Biogen Idec (BIIB) 0.8 $20M 69k 290.24
Eastman Chemical Company (EMN) 0.8 $20M 196k 99.96
Anadarko Petroleum Corporation 0.7 $19M 256k 73.25
FirstEnergy (FE) 0.7 $19M 518k 35.91
Juniper Networks (JNPR) 0.7 $18M 668k 27.42
Humana (HUM) 0.7 $18M 59k 297.63
FedEx Corporation (FDX) 0.7 $17M 76k 227.06
Wal-Mart Stores (WMT) 0.7 $17M 202k 85.65
Tiffany & Co. 0.6 $17M 126k 131.60
Citrix Systems 0.6 $16M 153k 104.84
CVS Caremark Corporation (CVS) 0.6 $16M 250k 64.35
Agilent Technologies Inc C ommon (A) 0.6 $16M 258k 61.84
Textron (TXT) 0.6 $16M 240k 65.91
Masco Corporation (MAS) 0.6 $16M 418k 37.42
Western Union Company (WU) 0.6 $15M 760k 20.33
KLA-Tencor Corporation (KLAC) 0.6 $15M 149k 102.53
Alliance Data Systems Corporation (BFH) 0.6 $15M 65k 233.19
Walgreen Boots Alliance (WBA) 0.6 $15M 252k 60.02
Macy's (M) 0.6 $15M 396k 37.43
Hollyfrontier Corp 0.6 $15M 215k 68.43
stock 0.6 $15M 147k 99.11
Best Buy (BBY) 0.6 $14M 192k 74.58
Citigroup (C) 0.5 $14M 209k 66.92
Servicenow (NOW) 0.5 $14M 82k 172.47
Worldpay Ord 0.5 $14M 174k 81.78
Nasdaq Omx (NDAQ) 0.5 $14M 151k 91.27
D.R. Horton (DHI) 0.5 $14M 339k 41.00
Regeneron Pharmaceuticals (REGN) 0.5 $14M 39k 344.98
ConocoPhillips (COP) 0.5 $14M 194k 69.62
BioMarin Pharmaceutical (BMRN) 0.5 $13M 140k 94.20
Fortinet (FTNT) 0.5 $13M 209k 62.43
Walt Disney Company (DIS) 0.5 $13M 122k 104.81
Carnival Corporation (CCL) 0.5 $13M 220k 57.31
DaVita (DVA) 0.5 $12M 179k 69.44
Valero Energy Corporation (VLO) 0.5 $12M 112k 110.83
Sba Communications Corp (SBAC) 0.5 $12M 75k 165.12
Comcast Corporation (CMCSA) 0.5 $12M 373k 32.81
DISH Network 0.5 $12M 362k 33.61
Spirit AeroSystems Holdings (SPR) 0.5 $12M 144k 85.91
Veeva Sys Inc cl a (VEEV) 0.5 $12M 160k 76.86
Tyson Foods (TSN) 0.5 $12M 175k 68.85
Cadence Design Systems (CDNS) 0.5 $12M 280k 43.31
Varian Medical Systems 0.5 $12M 107k 113.72
Arista Networks (ANET) 0.5 $12M 47k 257.48
Domino's Pizza (DPZ) 0.5 $12M 41k 282.18
Synchrony Financial (SYF) 0.5 $12M 348k 33.38
Bunge 0.4 $12M 165k 69.71
Yum! Brands (YUM) 0.4 $12M 148k 78.22
L Brands 0.4 $11M 308k 36.88
Lear Corporation (LEA) 0.4 $11M 61k 185.81
Johnson & Johnson (JNJ) 0.4 $11M 92k 121.35
VMware 0.4 $11M 76k 146.97
Motorola Solutions (MSI) 0.4 $11M 95k 116.37
Intercontinental Exchange (ICE) 0.4 $11M 142k 73.55
Sirius Xm Holdings (SIRI) 0.4 $10M 1.5M 6.77
Plains Gp Holdings Lp-cl A (PAGP) 0.4 $10M 432k 23.91
Key (KEY) 0.4 $10M 512k 19.54
Regions Financial Corporation (RF) 0.4 $9.4M 528k 17.78
Newfield Exploration 0.4 $9.3M 307k 30.25
Cognizant Technology Solutions (CTSH) 0.3 $9.2M 116k 78.99
Berkshire Hathaway (BRK.B) 0.3 $9.2M 49k 186.65
Altria (MO) 0.3 $9.0M 159k 56.79
Eli Lilly & Co. (LLY) 0.3 $9.0M 105k 85.33
Hologic (HOLX) 0.3 $8.5M 214k 39.75
Paccar (PCAR) 0.3 $8.6M 139k 61.96
Freeport-McMoRan Copper & Gold (FCX) 0.3 $8.3M 481k 17.26
FLIR Systems 0.3 $8.3M 161k 51.97
Michael Kors Holdings 0.3 $8.3M 125k 66.60
Mondelez Int (MDLZ) 0.3 $8.2M 201k 41.00
Cardinal Health (CAH) 0.3 $8.1M 165k 48.83
Allstate Corporation (ALL) 0.3 $8.0M 87k 91.27
Skyworks Solutions (SWKS) 0.3 $8.1M 84k 96.65
Verisign (VRSN) 0.3 $7.8M 57k 137.42
Weyerhaeuser Company (WY) 0.3 $7.9M 218k 36.46
EOG Resources (EOG) 0.3 $7.8M 63k 124.43
Kellogg Company (K) 0.3 $7.8M 111k 69.87
Sabre (SABR) 0.3 $7.8M 317k 24.64
Dowdupont 0.3 $7.8M 119k 65.92
Pfizer (PFE) 0.3 $7.5M 208k 36.28
Las Vegas Sands (LVS) 0.3 $7.7M 100k 76.36
Texas Instruments Incorporated (TXN) 0.3 $7.4M 68k 110.25
Acuity Brands (AYI) 0.3 $7.6M 65k 115.86
Celgene Corporation 0.3 $7.6M 96k 79.42
General Electric Company 0.3 $7.3M 538k 13.61
Molson Coors Brewing Company (TAP) 0.3 $7.3M 107k 68.04
Cooper Companies 0.3 $7.2M 31k 235.44
Metropcs Communications (TMUS) 0.3 $7.2M 120k 59.75
Williams Companies (WMB) 0.3 $7.0M 258k 27.11
Fifth Third Ban (FITB) 0.3 $7.1M 249k 28.70
Toll Brothers (TOL) 0.3 $7.0M 188k 36.99
Noble Energy 0.3 $6.7M 190k 35.28
Symantec Corporation 0.3 $6.9M 334k 20.65
PPG Industries (PPG) 0.2 $6.5M 63k 103.73
Cintas Corporation (CTAS) 0.2 $6.5M 35k 185.07
Prudential Financial (PRU) 0.2 $6.6M 71k 93.52
ConAgra Foods (CAG) 0.2 $6.6M 184k 35.73
CF Industries Holdings (CF) 0.2 $6.6M 148k 44.40
Lam Research Corporation (LRCX) 0.2 $6.6M 38k 172.86
Centene Corporation (CNC) 0.2 $6.6M 54k 123.21
UnitedHealth (UNH) 0.2 $6.3M 26k 245.33
Hd Supply 0.2 $6.3M 147k 42.89
Broadcom (AVGO) 0.2 $5.9M 24k 242.66
General Motors Company (GM) 0.2 $5.7M 144k 39.40
Voya Financial (VOYA) 0.2 $5.8M 124k 47.00
Capital One Financial (COF) 0.2 $5.4M 59k 91.91
Simon Property (SPG) 0.2 $5.5M 32k 170.19
Perrigo Company (PRGO) 0.2 $5.5M 76k 72.91
Hewlett Packard Enterprise (HPE) 0.2 $5.4M 371k 14.61
Ameriprise Financial (AMP) 0.2 $5.3M 38k 139.88
Deere & Company (DE) 0.2 $5.3M 38k 139.80
Msci (MSCI) 0.2 $5.1M 31k 165.43
Discovery Communications 0.2 $5.3M 191k 27.50
O'reilly Automotive (ORLY) 0.2 $5.2M 19k 273.59
Gap (GPS) 0.2 $5.0M 155k 32.39
Affiliated Managers (AMG) 0.2 $4.5M 30k 148.67
Moody's Corporation (MCO) 0.2 $4.5M 26k 170.57
Colgate-Palmolive Company (CL) 0.2 $4.4M 67k 64.81
Entergy Corporation (ETR) 0.2 $4.3M 54k 80.80
Everest Re Group (EG) 0.2 $4.2M 18k 230.48
Pepsi (PEP) 0.2 $4.2M 39k 108.88
TJX Companies (TJX) 0.2 $4.3M 45k 95.17
AutoZone (AZO) 0.2 $4.2M 6.2k 670.96
Wynn Resorts (WYNN) 0.2 $4.2M 25k 167.35
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.2 $4.1M 18k 233.46
Procter & Gamble Company (PG) 0.1 $3.9M 50k 78.05
Manpower (MAN) 0.1 $3.8M 44k 86.06
Pvh Corporation (PVH) 0.1 $3.9M 26k 149.71
Leggett & Platt (LEG) 0.1 $3.7M 83k 44.64
Annaly Capital Management 0.1 $3.3M 317k 10.29
Cabot Oil & Gas Corporation (CTRA) 0.1 $3.3M 139k 23.80
AES Corporation (AES) 0.1 $3.5M 259k 13.41
Pulte (PHM) 0.1 $3.4M 119k 28.75
United Rentals (URI) 0.1 $3.4M 23k 147.64
General Mills (GIS) 0.1 $3.3M 75k 44.26
Flextronics International Ltd Com Stk (FLEX) 0.1 $3.3M 234k 14.11
Iron Mountain (IRM) 0.1 $3.3M 95k 35.01
Darden Restaurants (DRI) 0.1 $3.2M 30k 107.08
Whirlpool Corporation (WHR) 0.1 $3.1M 22k 146.21
AGCO Corporation (AGCO) 0.1 $3.2M 54k 60.72
FMC Corporation (FMC) 0.1 $3.0M 34k 89.20
Expedia (EXPE) 0.1 $3.1M 26k 120.20
SEI Investments Company (SEIC) 0.1 $2.7M 44k 62.52
LKQ Corporation (LKQ) 0.1 $2.9M 90k 31.90
Public Storage (PSA) 0.1 $2.8M 12k 226.89
Emerson Electric (EMR) 0.1 $2.8M 40k 69.13
American Electric Power Company (AEP) 0.1 $2.8M 40k 69.24
Incyte Corporation (INCY) 0.1 $2.7M 40k 67.00
Edwards Lifesciences (EW) 0.1 $2.5M 17k 145.57
J.M. Smucker Company (SJM) 0.1 $2.6M 24k 107.50
Waste Management (WM) 0.1 $2.4M 29k 81.35
Hanesbrands (HBI) 0.1 $2.3M 107k 22.02
Raytheon Company 0.1 $2.4M 12k 193.20
Honeywell International (HON) 0.1 $2.3M 16k 144.08
Hasbro (HAS) 0.1 $2.0M 22k 92.33
CBS Corporation 0.1 $2.2M 39k 56.22
Host Hotels & Resorts (HST) 0.1 $2.0M 95k 21.07
Kinder Morgan (KMI) 0.1 $2.1M 118k 17.67
Xylem (XYL) 0.1 $2.0M 30k 67.40
Equinix (EQIX) 0.1 $2.2M 5.1k 429.98
Owens Corning (OC) 0.1 $1.8M 28k 63.38
Abbott Laboratories (ABT) 0.1 $1.8M 29k 60.98
PG&E Corporation (PCG) 0.1 $1.9M 46k 42.55
Southern Company (SO) 0.1 $1.9M 41k 46.30
Southwest Airlines (LUV) 0.1 $1.8M 36k 50.88
MetLife (MET) 0.1 $1.8M 41k 43.60
Crown Castle Intl (CCI) 0.1 $1.9M 18k 107.80
Wec Energy Group (WEC) 0.1 $1.9M 29k 64.64
State Street Corporation (STT) 0.1 $1.6M 17k 93.08
Northern Trust Corporation (NTRS) 0.1 $1.6M 15k 102.90
Teva Pharmaceutical Industries (TEVA) 0.1 $1.6M 65k 24.32
Unum (UNM) 0.1 $1.6M 44k 36.98
Kimco Realty Corporation (KIM) 0.1 $1.5M 85k 16.99
Baker Hughes A Ge Company (BKR) 0.1 $1.5M 46k 33.02
Costco Wholesale Corporation (COST) 0.1 $1.2M 5.8k 208.95
Consolidated Edison (ED) 0.1 $1.3M 17k 77.99
Morgan Stanley (MS) 0.1 $1.4M 30k 47.41
BB&T Corporation 0.1 $1.4M 28k 50.43
Robert Half International (RHI) 0.1 $1.3M 20k 65.11
Cit 0.0 $944k 19k 50.43
Renaissance Re Holdings Ltd Cmn (RNR) 0.0 $1.1M 8.9k 120.27
Lincoln National Corporation (LNC) 0.0 $938k 15k 62.26
Air Products & Chemicals (APD) 0.0 $1.0M 6.5k 155.68
Arch Capital Group (ACGL) 0.0 $1.1M 41k 26.47
Fortive (FTV) 0.0 $1.0M 13k 77.09
CMS Energy Corporation (CMS) 0.0 $705k 15k 47.27
Via 0.0 $912k 30k 30.16
Equity Residential (EQR) 0.0 $909k 14k 63.71
General Dynamics Corporation (GD) 0.0 $724k 3.9k 186.36
Live Nation Entertainment (LYV) 0.0 $820k 17k 48.54
AvalonBay Communities (AVB) 0.0 $749k 4.4k 171.91
CoStar (CSGP) 0.0 $882k 2.1k 412.73
Constellation Brands (STZ) 0.0 $902k 4.1k 218.93
Edison International (EIX) 0.0 $754k 12k 63.31
CenterPoint Energy (CNP) 0.0 $720k 26k 27.72
DTE Energy Company (DTE) 0.0 $729k 7.0k 103.60
American Tower Reit (AMT) 0.0 $778k 5.4k 144.26
Zayo Group Hldgs 0.0 $803k 22k 36.48
Agnc Invt Corp Com reit (AGNC) 0.0 $801k 43k 18.60
L3 Technologies 0.0 $684k 3.6k 192.41
Loews Corporation (L) 0.0 $411k 8.5k 48.22
U.S. Bancorp (USB) 0.0 $492k 9.8k 50.05
Assurant (AIZ) 0.0 $462k 4.5k 103.59
Bank of New York Mellon Corporation (BK) 0.0 $648k 12k 53.94
People's United Financial 0.0 $557k 31k 18.08
Hershey Company (HSY) 0.0 $644k 6.9k 93.05
Dover Corporation (DOV) 0.0 $426k 5.8k 73.25
Boston Properties (BXP) 0.0 $606k 4.8k 125.49
Pinnacle West Capital Corporation (PNW) 0.0 $611k 7.6k 80.57
Cbre Group Inc Cl A (CBRE) 0.0 $485k 10k 47.70
Ally Financial (ALLY) 0.0 $620k 24k 26.27
Chemours (CC) 0.0 $488k 11k 44.35
Vareit, Inc reits 0.0 $495k 67k 7.44
Waste Connections (WCN) 0.0 $471k 6.3k 75.32
Athene Holding Ltd Cl A 0.0 $449k 10k 43.82
Technipfmc (FTI) 0.0 $651k 21k 31.73
Brighthouse Finl (BHF) 0.0 $518k 13k 40.09
Sensata Technolo (ST) 0.0 $463k 9.7k 47.57
Jefferies Finl Group (JEF) 0.0 $505k 22k 22.74
New York Community Ban (NYCB) 0.0 $381k 35k 11.03
Cheniere Energy (LNG) 0.0 $259k 4.0k 65.29
United Therapeutics Corporation (UTHR) 0.0 $347k 3.1k 113.25
Federal Realty Inv. Trust 0.0 $330k 2.6k 126.68
Phillips 66 (PSX) 0.0 $284k 2.5k 112.39
News (NWSA) 0.0 $225k 15k 15.50
Coca Cola European Partners (CCEP) 0.0 $358k 8.8k 40.58