WORLDQUANT MILLENNIUM ADVISORS LLC Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$5.2B

Holdings

313

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (313 positions)

#StockSharesValue% PortfolioType
201
VLOVALERO ENERGY CORP NEW
70,586$6.6B126.54%
202
WIXWIX COM LTD
53,430$6.5B125.18%
203
IACIEURIAC INTERACTIVECORP
25,360$6.3B120.93%
204
LLYLILLY ELI & CO
47,994$6.3B120.76%
205
DALDELTA AIR LINES INC DEL
105,328$6.2B117.92%
206
ALLYALLY FINL INC
200,391$6.1B117.24%
207
PTCPTC INC
81,542$6.1B116.91%
208
WHRWHIRLPOOL CORP
39,853$5.9B112.56%
209
MMM3M CO
32,710$5.8B110.48%
210
MRO*MARATHON OIL CORP
417,635$5.7B108.56%
211
AEPAMERICAN ELEC PWR CO INC
57,249$5.4B103.59%
212
NRANRG ENERGY INC
131,917$5.2B100.39%
213
PGRPROGRESSIVE CORP OHIO
71,128$5.1B98.57%
214
HONHONEYWELL INTL INC
29,075$5.1B98.51%
215
HN9HANESBRANDS INC
345,015$5.1B98.07%
216
LEGLEGGETT & PLATT INC
94,760$4.8B92.21%
217
TAPMOLSON COORS BREWING CO
88,953$4.8B91.79%
218
SGENEURSEATTLE GENETICS INC
41,704$4.8B91.22%
219
XYLXYLEM INC
59,788$4.7B90.19%
220
OPTUALTICE USA INC
172,246$4.7B90.15%
221
8CWCROWN CASTLE INTL CORP NEW
32,861$4.7B89.42%
222
DTEDTE ENERGY CO
35,537$4.6B88.35%
223
CCEPCOCA COLA EUROPEAN PARTNERS
90,518$4.6B88.18%
224
BACVERIZON COMMUNICATIONS INC
74,860$4.6B87.98%
225
IRMIRON MTN INC NEW
141,726$4.5B86.47%
226
SEICSEI INVESTMENTS CO
67,632$4.4B84.79%
227
LKQ1LKQ CORP
121,523$4.3B83.04%
228
AMTAMERICAN TOWER CORP NEW
18,521$4.3B81.48%
229
NOWSERVICENOW INC
14,972$4.2B80.92%
230
PSAPUBLIC STORAGE
19,657$4.2B80.14%
231
FMCF M C CORP
41,590$4.2B79.48%
232
TSLATESLA INC
9,809$4.1B78.55%
233
VVISA INC
21,699$4.1B78.05%
234
KIMKIMCO RLTY CORP
196,431$4.1B77.88%
235
ZTSZOETIS INC
30,503$4.0B77.28%
236
EMREMERSON ELEC CO
52,187$4.0B76.19%
237
IQVIQVIA HLDGS INC
24,880$3.8B73.59%
238
NLYEURANNALY CAP MGMT INC
405,884$3.8B73.19%
239
LRCXEURLAM RESEARCH CORP
12,951$3.8B72.50%
240
OCOWENS CORNING NEW
56,719$3.7B70.72%
241
HSTHOST HOTELS & RESORTS INC
190,646$3.5B67.69%
242
XPOXPO LOGISTICS INC
44,173$3.5B67.40%
243
HASHASBRO INC
32,672$3.5B66.05%
244
LNCLINCOLN NATL CORP IND
56,556$3.3B63.88%
245
TFCTRUIST FINL CORP
59,003$3.3B63.61%
246
ADMARCHER DANIELS MIDLAND CO
71,382$3.3B63.35%
247
OKTAOKTA INC
28,307$3.3B62.52%
248
LDOSLEIDOS HLDGS INC
33,226$3.3B62.26%
249
SOSOUTHERN CO
49,978$3.2B60.95%
250
TAT&T INC
80,130$3.1B59.94%
251
CCKCROWN HOLDINGS INC
42,947$3.1B59.63%
252
AVBAVALONBAY CMNTYS INC
14,742$3.1B59.17%
253
TJXTJX COS INC NEW
49,561$3.0B57.93%
254
ADPAUTOMATIC DATA PROCESSING IN
17,688$3.0B57.74%
255
LUVSOUTHWEST AIRLS CO
55,512$3.0B57.37%
256
METMETLIFE INC
57,210$2.9B55.82%
257
NTRSNORTHERN TR CORP
27,239$2.9B55.40%
258
XLNXEURXILINX INC
29,401$2.9B55.04%
259
AG8AGILENT TECHNOLOGIES INC
32,729$2.8B53.45%
260
HSYHERSHEY CO
18,657$2.7B52.49%
261
RNRRENAISSANCERE HOLDINGS LTD
13,667$2.7B51.29%
262
AIZASSURANT INC
19,869$2.6B49.85%
263
ECLECOLAB INC
13,408$2.6B49.54%
264
XYZSQUARE INC
40,688$2.5B48.72%
265
ACGLARCH CAP GROUP LTD
57,681$2.5B47.36%
266
AMGAFFILIATED MANAGERS GROUP IN
28,647$2.4B46.48%
267
SIVBEURSVB FINL GROUP
9,552$2.4B45.91%
268
UEOWESTLAKE CHEM CORP
33,809$2.4B45.41%
269
PPGPPG INDS INC
17,671$2.4B45.16%
270
XELXCEL ENERGY INC
35,252$2.2B42.84%
271
EQREQUITY RESIDENTIAL
25,952$2.1B40.20%
272
AONAON PLC
9,568$2.0B38.15%
273
AMCRAMCOR PLC
158,045$1.7B32.79%
274
APDAIR PRODS & CHEMS INC
7,002$1.6B31.49%
275
JAZZJAZZ PHARMACEUTICALS PLC
10,942$1.6B31.26%
276
TSCOTRACTOR SUPPLY CO
17,290$1.6B30.94%
277
KMBKIMBERLY CLARK CORP
11,713$1.6B30.84%
278
TRVTRAVELERS COMPANIES INC
10,936$1.5B28.68%
279
ALNYALNYLAM PHARMACEUTICALS INC
12,722$1.5B28.05%
280
NINISOURCE INC
51,637$1.4B27.53%
281
EVRGEVERGY INC
21,454$1.4B26.72%
282
PAYCPAYCOM SOFTWARE INC
5,225$1.4B26.48%
283
HBANHUNTINGTON BANCSHARES INC
89,233$1.3B25.77%
284
TRIPTRIPADVISOR INC
43,537$1.3B25.33%
285
COSTCOSTCO WHSL CORP NEW
4,363$1.3B24.54%
286
WFCWELLS FARGO CO NEW
23,408$1.3B24.10%
287
EDCONSOLIDATED EDISON INC
13,337$1.2B23.11%
288
CITUSDCIT GROUP INC
26,169$1.2B22.86%
289
ESSESSEX PPTY TR INC
3,516$1.1B20.25%
290
PEGPUBLIC SVC ENTERPRISE GRP IN
15,823$934.0M17.88%
291
MAMASTERCARD INC
2,626$784.0M15.01%
292
CMSCMS ENERGY CORP
12,095$760.0M14.55%
293
DDOMINION ENERGY INC
8,609$713.0M13.65%
294
WELLWELLTOWER INC
8,369$684.0M13.09%
295
ARNCCHFARCONIC INC
20,126$619.0M11.85%
296
BXPBOSTON PROPERTIES INC
4,462$615.0M11.77%
297
NBIXNEUROCRINE BIOSCIENCES INC
5,510$592.0M11.33%
298
JNPJUNIPER NETWORKS INC
23,531$580.0M11.10%
299
EIXEDISON INTL
7,501$566.0M10.84%
300
PODDINSULET CORP
2,813$482.0M9.23%
PreviousPage 3 of 4Next