WORLDQUANT MILLENNIUM ADVISORS LLC Q1 2020 Filing

Filed May 14, 2020

Portfolio Value

$4.1T

Holdings

320

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (320 positions)

#StockSharesValue% PortfolioType
201
AYIACUITY BRANDS INC
56,748$4.9B0.12%
202
UNMUNUM GROUP
322,375$4.8B0.12%
203
REGNREGENERON PHARMACEUTICALS
9,820$4.8B0.12%
204
HDSUSDHD SUPPLY HLDGS INC
167,504$4.8B0.12%
205
NWLNEWELL BRANDS INC
336,033$4.5B0.11%
206
8CWCROWN CASTLE INTL CORP NEW
30,792$4.4B0.11%
207
BKBANK NEW YORK MELLON CORP
131,985$4.4B0.11%
208
CCEPCOCA COLA EUROPEAN PARTNERS
118,277$4.4B0.11%
209
FMCF M C CORP
54,321$4.4B0.11%
210
EXREXTRA SPACE STORAGE INC
45,552$4.4B0.11%
211
AEPAMERICAN ELEC PWR CO INC
54,524$4.4B0.11%
212
MMM3M CO
31,654$4.3B0.11%
213
PHMPULTE GROUP INC
191,702$4.3B0.10%
214
COFCAPITAL ONE FINL CORP
83,887$4.2B0.10%
215
CHKPCHECK POINT SOFTWARE TECH LT
41,476$4.2B0.10%
216
SLBSCHLUMBERGER LTD
308,694$4.2B0.10%
217
XYLXYLEM INC
63,382$4.1B0.10%
218
PRUPRUDENTIAL FINL INC
77,957$4.1B0.10%
219
HASHASBRO INC
55,919$4.0B0.10%
220
ALNYALNYLAM PHARMACEUTICALS INC
36,146$3.9B0.10%
221
REEVEREST RE GROUP LTD
19,953$3.8B0.09%
222
UALUNITED AIRLS HLDGS INC
121,634$3.8B0.09%
223
TELTE CONNECTIVITY LTD
60,793$3.8B0.09%
224
COTYCOTY INC
740,549$3.8B0.09%
225
T7DTRANSDIGM GROUP INC
11,837$3.8B0.09%
226
SYYSYSCO CORP
82,303$3.8B0.09%
227
SEICSEI INVESTMENTS CO
80,615$3.7B0.09%
228
PSAPUBLIC STORAGE
18,725$3.7B0.09%
229
NINISOURCE INC
148,490$3.7B0.09%
230
HONHONEYWELL INTL INC
26,771$3.6B0.09%
231
DVNDEVON ENERGY CORP NEW
512,246$3.5B0.09%
232
IRMIRON MTN INC NEW
148,488$3.5B0.09%
233
AESAES CORP
259,745$3.5B0.09%
234
AMTAMERICAN TOWER CORP NEW
16,204$3.5B0.09%
235
CHDCHURCH & DWIGHT INC
54,621$3.5B0.09%
236
DHRDANAHER CORPORATION
25,285$3.5B0.09%
237
LWLAMB WESTON HLDGS INC
59,624$3.4B0.08%
238
VLOVALERO ENERGY CORP
74,945$3.4B0.08%
239
EMREMERSON ELEC CO
70,174$3.3B0.08%
240
WHRWHIRLPOOL CORP
38,565$3.3B0.08%
241
LKQ1LKQ CORP
158,452$3.3B0.08%
242
VICIVICI PPTYS INC
193,222$3.2B0.08%
243
CERNCHFCERNER CORP
50,646$3.2B0.08%
244
PEGPUBLIC SVC ENTERPRISE GRP IN
67,607$3.0B0.07%
245
ZBRAZEBRA TECHNOLOGIES CORP
16,343$3.0B0.07%
246
ZTSZOETIS INC
23,841$2.8B0.07%
247
SPGSIMON PPTY GROUP INC NEW
51,043$2.8B0.07%
248
ABTABBOTT LABS
35,169$2.8B0.07%
249
MRO*MARATHON OIL CORP
821,267$2.7B0.07%
250
YUMYUM BRANDS INC
39,418$2.7B0.07%
251
BLKCHFBLACKROCK INC
5,991$2.6B0.06%
252
TAT&T INC
89,294$2.6B0.06%
253
HSTHOST HOTELS & RESORTS INC
235,634$2.6B0.06%
254
AREALEXANDRIA REAL ESTATE EQ IN
18,208$2.5B0.06%
255
DALDELTA AIR LINES INC DEL
86,666$2.5B0.06%
256
CICIGNA CORP NEW
13,960$2.5B0.06%
257
ADMARCHER DANIELS MIDLAND CO
69,076$2.4B0.06%
258
SOSOUTHERN CO
44,614$2.4B0.06%
259
LEGLEGGETT & PLATT INC
87,965$2.3B0.06%
260
DPZDOMINOS PIZZA INC
7,191$2.3B0.06%
261
FTITECHNIPFMC PLC
344,617$2.3B0.06%
262
CNPCENTERPOINT ENERGY INC
148,993$2.3B0.06%
263
EQREQUITY RESIDENTIAL
37,053$2.3B0.06%
264
OCOWENS CORNING NEW
56,364$2.2B0.05%
265
SABRSABRE CORP
368,778$2.2B0.05%
266
LNTALLIANT ENERGY CORP
43,897$2.1B0.05%
267
NRANRG ENERGY INC
74,804$2.0B0.05%
268
WFCWELLS FARGO CO NEW
69,916$2.0B0.05%
269
AVBAVALONBAY CMNTYS INC
13,181$1.9B0.05%
270
AMCRAMCOR PLC
237,432$1.9B0.05%
271
CCKCROWN HLDGS INC
31,679$1.8B0.04%
272
XELXCEL ENERGY INC
29,734$1.8B0.04%
273
LUVSOUTHWEST AIRLS CO
49,963$1.8B0.04%
274
UEOWESTLAKE CHEM CORP
45,783$1.7B0.04%
275
METMETLIFE INC
55,362$1.7B0.04%
276
KIMKIMCO RLTY CORP
174,852$1.7B0.04%
277
TFCTRUIST FINL CORP
54,693$1.7B0.04%
278
AIZASSURANT INC
16,060$1.7B0.04%
279
ZIONZIONS BANCORPORATION N A
62,223$1.7B0.04%
280
ACGLARCH CAP GROUP LTD
55,818$1.6B0.04%
281
AONAON PLC
9,259$1.5B0.04%
282
LNCLINCOLN NATL CORP IND
54,729$1.4B0.04%
283
SIVBEURSVB FINANCIAL GROUP
9,244$1.4B0.03%
284
RNRRENAISSANCERE HOLDINGS LTD
9,231$1.4B0.03%
285
TSCOTRACTOR SUPPLY CO
15,049$1.3B0.03%
286
KMBKIMBERLY CLARK CORP
9,880$1.3B0.03%
287
NTRSNORTHERN TR CORP
16,381$1.2B0.03%
288
BKRBAKER HUGHES COMPANY
117,648$1.2B0.03%
289
NLYEURANNALY CAPITAL MANAGEMENT IN
243,384$1.2B0.03%
290
ORLYO REILLY AUTOMOTIVE INC NEW
4,076$1.2B0.03%
291
APDAIR PRODS & CHEMS INC
5,906$1.2B0.03%
292
EVRGEVERGY INC
20,761$1.1B0.03%
293
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
23,061$1.1B0.03%
294
XPOXPO LOGISTICS INC
21,991$1.1B0.03%
295
COSTCOSTCO WHSL CORP NEW
3,680$1.0B0.03%
296
GSGOLDMAN SACHS GROUP INC
6,706$1.0B0.03%
297
BFHALLIANCE DATA SYSTEMS CORP
28,936$974.0M0.02%
298
PVHPVH CORPORATION
24,380$918.0M0.02%
299
TRVTRAVELERS COMPANIES INC
9,224$916.0M0.02%
300
EDCONSOLIDATED EDISON INC
11,250$878.0M0.02%
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