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 |