WORLDQUANT MILLENNIUM ADVISORS LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$5.1B

Holdings

300

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (300 positions)

#StockSharesValue% PortfolioType
201
AWMSKYWORKS SOLUTIONS INC
64,662$5.1B99.63%
202
HONHONEYWELL INTL INC
30,237$5.1B99.48%
203
FMCF M C CORP
58,124$5.1B99.09%
204
XYLXYLEM INC
63,410$5.0B98.15%
205
SOSOUTHERN CO
80,655$5.0B96.87%
206
IRMIRON MTN INC NEW
151,847$4.9B95.63%
207
8CWCROWN CASTLE INTL CORP NEW
35,133$4.9B94.94%
208
BACVERIZON COMMUNICATIONS INC
79,703$4.8B93.53%
209
NLYEURANNALY CAP MGMT INC
527,547$4.6B90.26%
210
SEICSEI INVESTMENTS CO
77,763$4.6B89.58%
211
FLEXFLEX LTD
433,775$4.5B88.26%
212
DTEDTE ENERGY CO
34,021$4.5B87.94%
213
KIMKIMCO RLTY CORP
208,548$4.4B84.66%
214
AMTAMERICAN TOWER CORP NEW
19,374$4.3B83.30%
215
LEGLEGGETT & PLATT INC
101,527$4.2B80.81%
216
HASHASBRO INC
34,596$4.1B79.84%
217
LKQ1LKQ CORP
130,201$4.1B79.60%
218
NOWSERVICENOW INC
16,042$4.1B79.18%
219
IQVIQVIA HLDGS INC
26,657$4.0B77.43%
220
TRUTRANSUNION
48,944$4.0B77.17%
221
VVISA INC
22,854$3.9B76.43%
222
CBS CORP NEW
96,892$3.9B76.05%
223
OCOWENS CORNING NEW
60,769$3.8B74.66%
224
EMREMERSON ELEC CO
57,151$3.8B74.30%
225
BKRBAKER HUGHES A GE CO
160,860$3.7B72.55%
226
LUVSOUTHWEST AIRLS CO
64,974$3.5B68.23%
227
HSTHOST HOTELS & RESORTS INC
202,210$3.5B67.98%
228
LNCLINCOLN NATL CORP IND
57,296$3.5B67.20%
229
FLRFLUOR CORP NEW
179,432$3.4B66.73%
230
XPOXPO LOGISTICS INC
47,327$3.4B65.86%
231
CCEPCOCA COLA EUROPEAN PARTNERS
60,542$3.4B65.27%
232
SHWSHERWIN WILLIAMS CO
6,076$3.3B64.96%
233
AVBAVALONBAY CMNTYS INC
15,482$3.3B64.81%
234
BBTUSDBB&T CORP
61,596$3.3B63.91%
235
EIXEDISON INTL
42,694$3.2B62.59%
236
CSGPCOSTAR GROUP INC
5,323$3.2B61.38%
237
ADMARCHER DANIELS MIDLAND CO
76,479$3.1B61.05%
238
HSYHERSHEY CO
19,897$3.1B59.95%
239
ADPAUTOMATIC DATA PROCESSING IN
18,951$3.1B59.48%
240
TAT&T INC
78,623$3.0B57.85%
241
METMETLIFE INC
61,295$2.9B56.19%
242
MCHPMICROCHIP TECHNOLOGY INC
29,011$2.7B52.40%
243
LDOSLEIDOS HLDGS INC
31,115$2.7B51.95%
244
AMGAFFILIATED MANAGERS GROUP IN
31,273$2.6B50.67%
245
ACGLARCH CAP GROUP LTD
61,800$2.6B50.44%
246
AIZASSURANT INC
20,576$2.6B50.32%
247
TSLATESLA INC
10,509$2.5B49.21%
248
CECELANESE CORP DEL
20,667$2.5B49.13%
249
RNRRENAISSANCERE HOLDINGS LTD
12,809$2.5B48.16%
250
SIVBEURSVB FINL GROUP
11,727$2.5B47.64%
251
EQREQUITY RESIDENTIAL
27,590$2.4B46.26%
252
XELXCEL ENERGY INC
36,507$2.4B46.04%
253
CMSCMS ENERGY CORP
34,042$2.2B42.31%
254
PPGPPG INDS INC
18,300$2.2B42.15%
255
CTVACORTEVA INC
72,854$2.0B39.65%
256
VISNCOMMSCOPE HLDG CO INC
171,832$2.0B39.28%
257
AONAON PLC
10,251$2.0B38.58%
258
PXDEURPIONEER NAT RES CO
14,878$1.9B36.38%
259
NTRSNORTHERN TR CORP
19,250$1.8B34.92%
260
CCCHEMOURS CO
119,905$1.8B34.82%
261
TSNTYSON FOODS INC
20,397$1.8B34.16%
262
KMBKIMBERLY CLARK CORP
12,130$1.7B33.50%
263
AMCRAMCOR PLC
167,436$1.6B31.73%
264
TRVTRAVELERS COMPANIES INC
10,945$1.6B31.64%
265
APDAIR PRODS & CHEMS INC
7,252$1.6B31.27%
266
NINISOURCE INC
53,476$1.6B31.11%
267
EVRGEVERGY INC
22,986$1.5B29.73%
268
JAZZJAZZ PHARMACEUTICALS PLC
11,723$1.5B29.20%
269
HBANHUNTINGTON BANCSHARES INC
92,410$1.3B25.63%
270
WIXWIX COM LTD
11,214$1.3B25.45%
271
EDCONSOLIDATED EDISON INC
13,812$1.3B25.35%
272
COSTCOSTCO WHSL CORP NEW
4,519$1.3B25.30%
273
CITUSDCIT GROUP INC
28,037$1.3B24.69%
274
UEOWESTLAKE CHEM CORP
19,106$1.3B24.32%
275
WFCWELLS FARGO CO NEW
24,242$1.2B23.76%
276
FOXAFOX CORP
38,055$1.2B23.33%
277
ESSESSEX PPTY TR INC
3,642$1.2B23.12%
278
PEGPUBLIC SVC ENTERPRISE GRP IN
14,944$927.0M18.02%
279
WELLWELLTOWER INC
8,667$785.0M15.26%
280
MAMASTERCARD INC
2,720$738.0M14.35%
281
DDOMINION ENERGY INC
8,915$722.0M14.04%
282
JNPJUNIPER NETWORKS INC
24,368$603.0M11.72%
283
NRANRG ENERGY INC
15,205$602.0M11.71%
284
BXPBOSTON PROPERTIES INC
4,621$599.0M11.65%
285
ARNCCHFARCONIC INC
20,842$541.0M10.52%
286
LYBLYONDELLBASELL INDUSTRIES N
5,287$473.0M9.20%
287
ITWILLINOIS TOOL WKS INC
2,969$464.0M9.02%
288
AEEAMEREN CORP
5,522$442.0M8.59%
289
RSGREPUBLIC SVCS INC
4,883$422.0M8.21%
290
PPLPPL CORP
13,006$409.0M7.95%
291
VNOVORNADO RLTY TR
5,901$375.0M7.29%
292
PNWPINNACLE WEST CAP CORP
3,677$356.0M6.92%
293
DOVDOVER CORP
3,476$346.0M6.73%
294
KRKROGER CO
13,276$342.0M6.65%
295
CINFCINCINNATI FINL CORP
2,750$320.0M6.22%
296
LRCXEURLAM RESEARCH CORP
1,238$286.0M5.56%
297
AMATAPPLIED MATLS INC
5,626$280.0M5.44%
298
CBRECBRE GROUP INC
5,083$269.0M5.23%
299
XRAYDENTSPLY SIRONA INC
4,454$237.0M4.61%
300
XOMEXXON MOBIL CORP
2,939$207.0M4.02%
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