WORLDQUANT MILLENNIUM ADVISORS LLC Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$4.3T

Holdings

334

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (334 positions)

#StockSharesValue% PortfolioType
201
PEPPEPSICO INC
42,952$5.7B0.13%
202
ORLYOREILLY AUTOMOTIVE INC
13,335$5.6B0.13%
203
LYVLIVE NATION ENTERTAINMENT IN
126,394$5.6B0.13%
204
WMWASTE MGMT INC DEL
52,420$5.6B0.13%
205
DRIDARDEN RESTAURANTS INC
72,611$5.5B0.13%
206
PPGPPG INDS INC
51,880$5.5B0.13%
207
TWLOTWILIO INC
24,806$5.4B0.13%
208
CATCATERPILLAR INC DEL
42,571$5.4B0.12%
209
HDSUSDHD SUPPLY HLDGS INC
154,779$5.4B0.12%
210
AESAES CORP
366,998$5.3B0.12%
211
SRPTSAREPTA THERAPEUTICS INC
32,485$5.2B0.12%
212
NINISOURCE INC
228,093$5.2B0.12%
213
HN9HANESBRANDS INC
457,984$5.2B0.12%
214
IFFINTERNATIONAL FLAVORS&FRAGRA
42,178$5.2B0.12%
215
HDHOME DEPOT INC
20,361$5.1B0.12%
216
CHDCHURCH & DWIGHT INC
65,632$5.1B0.12%
217
BKBANK NEW YORK MELLON CORP
131,126$5.1B0.12%
218
AYIACUITY BRANDS INC
52,436$5.0B0.12%
219
DHRDANAHER CORPORATION
28,152$5.0B0.11%
220
MRO*MARATHON OIL CORP
798,398$4.9B0.11%
221
PXDEURPIONEER NAT RES CO
49,473$4.8B0.11%
222
CERNCHFCERNER CORP
70,147$4.8B0.11%
223
MAMASTERCARD INCORPORATED
16,136$4.8B0.11%
224
PGRPROGRESSIVE CORP OHIO
59,263$4.7B0.11%
225
VFCV F CORP
77,829$4.7B0.11%
226
KOCOCA COLA CO
104,922$4.7B0.11%
227
BUNGE LIMITED
113,604$4.7B0.11%
228
REGNREGENERON PHARMACEUTICALS
7,459$4.7B0.11%
229
WMBWILLIAMS COS INC
243,484$4.6B0.11%
230
WHRWHIRLPOOL CORP
35,635$4.6B0.11%
231
TELTE CONNECTIVITY LTD
56,174$4.6B0.11%
232
MMM3M CO
29,249$4.6B0.11%
233
ZBRAZEBRA TECHNOLOGIES CORPORATI
17,599$4.5B0.10%
234
PEGPUBLIC SVC ENTERPRISE GRP IN
90,969$4.5B0.10%
235
8CWCROWN CASTLE INTL CORP NEW
26,654$4.5B0.10%
236
NNNNATIONAL RETAIL PROPERTIES I
125,014$4.4B0.10%
237
IVZINVESCO LTD
402,173$4.3B0.10%
238
NXPINXP SEMICONDUCTORS N V
36,556$4.2B0.10%
239
4I1PHILIP MORRIS INTL INC
58,737$4.1B0.09%
240
SEICSEI INVTS CO
74,490$4.1B0.09%
241
OMCOMNICOM GROUP INC
73,964$4.0B0.09%
242
SLBSCHLUMBERGER LTD
219,069$4.0B0.09%
243
CPTCAMDEN PPTY TR
44,085$4.0B0.09%
244
COTYCOTY INC
889,620$4.0B0.09%
245
VLOVALERO ENERGY CORP
67,409$4.0B0.09%
246
EXREXTRA SPACE STORAGE INC
42,092$3.9B0.09%
247
AEPAMERICAN ELEC PWR CO INC
48,819$3.9B0.09%
248
CCLCARNIVAL CORP
236,413$3.9B0.09%
249
LKQ1LKQ CORP
146,414$3.8B0.09%
250
TAPMOLSON COORS BEVERAGE CO
111,050$3.8B0.09%
251
REEVEREST RE GROUP LTD
18,437$3.8B0.09%
252
PRUPRUDENTIAL FINL INC
62,424$3.8B0.09%
253
SIVBEURSVB FINANCIAL GROUP
17,291$3.7B0.09%
254
FNFFIDELITY NATIONAL FINANCIAL
117,366$3.6B0.08%
255
FMCF M C CORP
35,575$3.5B0.08%
256
LWLAMB WESTON HLDGS INC
55,094$3.5B0.08%
257
VICIVICI PPTYS INC
174,008$3.5B0.08%
258
XYLXYLEM INC
54,024$3.5B0.08%
259
SPGSIMON PPTY GROUP INC NEW
49,791$3.4B0.08%
260
EMREMERSON ELEC CO
54,014$3.4B0.08%
261
BKRBAKER HUGHES COMPANY
215,040$3.3B0.08%
262
CNPCENTERPOINT ENERGY INC
174,245$3.3B0.07%
263
HONHONEYWELL INTL INC
22,302$3.2B0.07%
264
PSAPUBLIC STORAGE
16,773$3.2B0.07%
265
AONAON PLC
16,439$3.2B0.07%
266
LNTALLIANT ENERGY CORP
65,080$3.1B0.07%
267
BLKCHFBLACKROCK INC
5,536$3.0B0.07%
268
DOCUDOCUSIGN INC
17,444$3.0B0.07%
269
OCOWENS CORNING NEW
52,082$2.9B0.07%
270
LEGLEGGETT & PLATT INC
81,282$2.9B0.07%
271
CMSCMS ENERGY CORP
48,710$2.8B0.07%
272
ABTABBOTT LABS
30,687$2.8B0.06%
273
HASHASBRO INC
36,797$2.8B0.06%
274
ACGLARCH CAP GROUP LTD
95,901$2.7B0.06%
275
AREALEXANDRIA REAL ESTATE EQ IN
16,825$2.7B0.06%
276
DPZDOMINOS PIZZA INC
7,272$2.7B0.06%
277
AWNADVANCE AUTO PARTS INC
18,260$2.6B0.06%
278
FLSFLOWSERVE CORP
90,102$2.6B0.06%
279
ZTSZOETIS INC
18,483$2.5B0.06%
280
DXCDXC TECHNOLOGY CO
150,441$2.5B0.06%
281
ADMARCHER DANIELS MIDLAND CO
61,620$2.5B0.06%
282
ZIONZIONS BANCORPORATION N A
72,287$2.5B0.06%
283
IRMIRON MTN INC NEW
94,029$2.5B0.06%
284
CICIGNA CORP NEW
12,899$2.4B0.06%
285
HSTHOST HOTELS & RESORTS INC
209,303$2.3B0.05%
286
OTISOTIS WORLDWIDE CORP
38,514$2.2B0.05%
287
CCEPCOCA COLA EUROPEAN PARTNERS
57,661$2.2B0.05%
288
HOGHARLEY DAVIDSON INC
91,475$2.2B0.05%
289
NEMNEWMONT CORP
35,023$2.2B0.05%
290
IEXIDEX CORP
12,941$2.0B0.05%
291
COFCAPITAL ONE FINL CORP
31,892$2.0B0.05%
292
FTITECHNIPFMC PLC
285,025$1.9B0.04%
293
CCKCROWN HLDGS INC
29,272$1.9B0.04%
294
DISCAUSDDISCOVERY INC
88,134$1.9B0.04%
295
TAT&T INC
59,054$1.8B0.04%
296
TFCTRUIST FINL CORP
46,263$1.7B0.04%
297
FASTFASTENAL CO
39,594$1.7B0.04%
298
HSYHERSHEY CO
13,046$1.7B0.04%
299
CARRCARRIER GLOBAL CORPORATION
75,659$1.7B0.04%
300
UEOWESTLAKE CHEM CORP
30,972$1.7B0.04%
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