Worldquant Millennium Quantitative Strategies

Latest statistics and disclosures from Worldquant Millennium Advisors's latest quarterly 13F-HR filing:

Portfolio Holdings for Worldquant Millennium Advisors

Companies in the Worldquant Millennium Advisors portfolio as of the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Apple (AAPL) 3.73 602419 +74% 254.29
Amazon (AMZN) 2.98 62792 +86% 1949.72
Microsoft Corporation (MSFT) 2.85 742693 +58% 157.71
Facebook Inc cl a 1.83 451874 -5% 166.80
S&p Global 1.65 277119 -5% 245.05
Adobe Systems Incorporated (ADBE) 1.45 187644 -5% 318.24
NVIDIA Corporation (NVDA) 1.44 224917 -25% 263.60
Dollar General (DG) 1.42 385586 +15% 151.01
Illumina (ILMN) 1.36 204609 NEW 273.12
Visa (V) 1.35 345554 +1492% 161.12
Dex (DXCM) 1.21 185039 +13% 269.27
Merck & Co (MRK) 1.16 620052 +22% 76.94
Pfizer (PFE) 1.15 1.45M -2% 32.64
Intel Corporation (INTC) 1.05 797808 -2% 54.12
Cisco Systems (CSCO) 1.04 1.09M -5% 39.31
Johnson & Johnson (JNJ) 1.03 324037 +97% 131.13
eBay (EBAY) 1.00 1.37M -13% 30.06
Autodesk (ADSK) 0.98 259432 -2% 156.10
Rockwell Automation (ROK) 0.97 263107 -4% 150.91
Williams Companies (WMB) 0.94 2.73M +57% 14.15
CVS Caremark Corporation (CVS) 0.86 596057 +52% 59.33
CSX Corporation (CSX) 0.83 597299 -6% 57.30
Wal-Mart Stores (WMT) 0.83 299971 -5% 113.62
Cadence Design Systems (CDNS) 0.80 499761 -6% 66.04
Lowe's Companies (LOW) 0.76 364753 -44% 86.05
Biogen Idec (BIIB) 0.73 94520 -53% 316.38
Alphabet Inc Class A cs 0.73 25715 -8% 1161.97
Keysight Technologies 0.73 356646 -6% 83.68
Dropbox Inc-class A 0.72 1.63M +202% 18.10
IDEXX Laboratories (IDXX) 0.71 121346 -7% 242.24
L3harris Technologies Inc Com stock 0.71 161309 -4% 180.12
Applied Materials (AMAT) 0.70 626077 +30% 45.82
Equinix 0.69 45662 -4% 624.57
Monster Beverage Corp Com stock 0.69 504152 -17% 56.26
NIKE (NKE) 0.69 341099 -7% 82.74
Kroger (KR) 0.68 932500 -24% 30.12
Incyte Corporation (INCY) 0.68 379150 -3% 73.23
Comcast Corporation (CMCSA) 0.67 796914 -4% 34.38
Intercontinentalexchange 0.65 330654 +66% 80.75
Expedia 0.64 465971 +28% 56.27
Bank of America Corporation (BAC) 0.64 1.23M -5% 21.23
Advanced Micro Devices (AMD) 0.63 573617 +91% 45.48
Godaddy Inc cl a 0.63 455608 -15% 57.11
FirstEnergy (FE) 0.63 641939 -5% 40.07
Maxim Integrated Products (MXIM) 0.62 527004 -3% 48.61
Verizon Communications (VZ) 0.61 465859 +522% 53.73
Sba Communications Corp Com stock 0.60 91767 -25% 269.97
Kansas City Southern (KSU) 0.60 194647 -6% 127.18
Exxon Mobil Corporation (XOM) 0.60 647805 NEW 37.97
Fortinet (FTNT) 0.60 242393 -38% 101.17
McDonald's Corporation (MCD) 0.59 146507 NEW 165.35
Masco Corporation (MAS) 0.55 658145 -6% 34.57
Hologic (HOLX) 0.55 647949 -13% 35.10
CF Industries Holdings (CF) 0.55 827087 -19% 27.20
NASDAQ OMX (NDAQ) 0.54 232291 -5% 94.95
Alphabet Inc Class C cs 0.52 18526 -5% 1162.80
Boston Scientific Corporation (BSX) 0.52 649276 -5% 32.63
Tyson Foods (TSN) 0.51 361505 +9% 57.87
Discover Financial Services (DFS) 0.51 582218 -7% 35.67
ConAgra Foods (CAG) 0.50 698314 -18% 29.34
Ss&c Technologies Holding 0.48 453655 -11% 43.82
Robert Half International (RHI) 0.47 517098 -5% 37.75
Paypal Holdings 0.47 202885 -5% 95.74
Docusign Inc 0.47 207675 -56% 92.40
KLA-Tencor Corporation (KLAC) 0.46 132865 NEW 143.74
Verisign (VRSN) 0.46 104837 -22% 180.09
Qorvo 0.46 233867 +225% 80.63
MGM Resorts International. (MGM) 0.44 1.54M NEW 11.80
Anthem 0.44 79722 +7% 227.04
Berkshire Hathaway (BRK.B) 0.44 97919 -6% 182.83
Union Pacific Corporation (UNP) 0.43 125916 -5% 141.04
F5 Networks (FFIV) 0.43 165699 -6% 106.63
Square Inc cl a 0.43 336109 +726% 52.38
Alexion Pharmaceuticals (ALXN) 0.43 195105 -57% 89.79
Servicenow 0.42 60628 +304% 286.58
Western Digital (WDC) 0.42 410275 NEW 41.62
Texas Instruments Incorporated (TXN) 0.41 169705 -3% 99.93
Chevron Corporation (CVX) 0.40 226921 NEW 72.46
Fiserv (FISV) 0.40 171491 -5% 94.99
Western Union Company (WU) 0.40 897179 -17% 18.13
Abbvie 0.39 212707 +52% 76.19
Workday Inc cl a 0.39 121893 +46% 130.22
Align Technology (ALGN) 0.38 89949 +7% 173.95
Sirius Xm Holdings 0.38 3.15M 4.94
Altria (MO) 0.37 396562 -35% 38.67
Varian Medical Systems (VAR) 0.37 146653 -5% 102.66
Charter Communications Inc New Cl A cl a 0.36 34336 -4% 436.31
Moody's Corporation (MCO) 0.36 69589 -8% 211.50
Citigroup Inc 0.36 348603 -5% 42.12
Burlington Stores 0.36 92470 -16% 158.46
Target Corporation (TGT) 0.35 156902 -47% 92.97
McKesson Corporation (MCK) 0.34 104215 -42% 135.26
CenturyLink (CTL) 0.34 1.47M -51% 9.46
Northrop Grumman Corporation (NOC) 0.33 45520 -6% 302.55
International Flavors & Fragrances (IFF) 0.33 134465 NEW 102.08
Metropcs Communications 0.33 162858 -3% 83.90
Eastman Chemical Company (EMN) 0.33 293056 -5% 46.58
Veeva Sys Inc cl a 0.33 86337 -41% 156.38
Motorola Solutions (MSI) 0.32 99164 -8% 132.92
Bristol Myers Squibb (BMY) 0.32 236307 -5% 55.74
Westrock 0.32 464361 -6% 28.26
FleetCor Technologies (FLT) 0.32 70299 -27% 186.55
Stryker Corporation (SYK) 0.32 78505 NEW 166.49
Broadcom Ltd 0.32 54877 +3% 237.09
State Street Corporation (STT) 0.32 244196 -13% 53.27
QUALCOMM (QCOM) 0.31 189216 -72% 67.65
Kellogg Company (K) 0.31 212935 -6% 59.99
Edwards Lifesciences (EW) 0.31 67692 NEW 188.62
Dupont De Nemours Inc Com 0.31 374386 +16% 34.10
IAC/InterActive (IACI) 0.30 69132 +172% 179.24
Hewlett Packard Enterprise 0.30 1.28M -6% 9.71
Oracle Corporation (ORCL) 0.30 256098 -4% 48.33
Allstate Corporation (ALL) 0.30 134595 -4% 91.73
Snap Inc cl a 0.29 1.02M -59% 11.89
Axalta Coating Sys 0.29 683986 -11% 17.27
Neurocrine Biosciences (NBIX) 0.28 133744 +2327% 86.55
NetApp (NTAP) 0.28 276187 -49% 41.69
Take-Two Interactive Software (TTWO) 0.28 95701 -56% 118.61
Hollyfrontier Corp 0.28 462527 -10% 24.51
Estee Lauder Companies (EL) 0.27 70735 -27% 159.34
Iqvia Holdings Inc 0.27 104295 +319% 107.86
Cooper Companies (COO) 0.27 40342 -5% 275.67
Seattle Genetics (SGEN) 0.27 95648 +129% 115.38
Deere & Company (DE) 0.27 79571 -39% 138.17
PACCAR (PCAR) 0.26 177049 -3% 61.13
United Parcel Service (UPS) 0.26 115203 NEW 93.42
DISH Network (DISH) 0.26 537480 -6% 19.99
DaVita (DVA) 0.25 134740 +4% 76.06
MSCI (MSCI) 0.25 35229 -30% 288.97
Gilead Sciences (GILD) 0.25 134934 -66% 74.76
Home Depot (HD) 0.24 53732 -4% 186.70
salesforce (CRM) 0.24 69294 NEW 143.98
UnitedHealth (UNH) 0.24 39904 249.37
Best Buy (BBY) 0.24 173079 -26% 57.00
Textron (TXT) 0.24 369485 -4% 26.67
Starbucks Corporation (SBUX) 0.23 142966 -4% 65.74
Procter & Gamble Company (PG) 0.23 85090 +19% 110.00
Occidental Petroleum Corporation (OXY) 0.22 780929 +279% 11.58
ConocoPhillips (COP) 0.22 291371 -29% 30.80
Key (KEY) 0.22 864626 -7% 10.37
Kraft Heinz 0.21 356373 -66% 24.74
BioMarin Pharmaceutical (BMRN) 0.21 103435 +2% 84.50
Vertex Pharmaceuticals Incorporated (VRTX) 0.21 36127 -14% 237.94
Colgate-Palmolive Company (CL) 0.21 129348 -6% 66.36
Dollar Tree (DLTR) 0.21 115919 NEW 73.47
Charles Schwab Corporation (SCHW) 0.20 247501 -3% 33.62
Linde Plc 0.20 47485 -10% 173.00
FLIR Systems (FLIR) 0.19 245494 -5% 31.89
Advance Auto Parts (AAP) 0.19 83823 -7% 93.32
Parker-Hannifin Corporation (PH) 0.19 59699 -3% 129.73
Trimble Navigation (TRMB) 0.19 242492 -4% 31.83
Ralph Lauren Corp 0.19 114691 -11% 66.83
Booking Holdings 0.19 5691 NEW 1345.28
Manpower (MAN) 0.19 144085 -3% 52.99
Under Armour (UA) 0.19 827738 +102% 9.21
Mondelez Int 0.18 150370 -8% 50.08
Concho Resources (CXO) 0.18 175245 -6% 42.85
Entergy Corporation (ETR) 0.18 79321 -2% 93.97
Morgan Stanley (MS) 0.18 216288 -39% 34.00
Nordstrom (JWN) 0.18 478427 -14% 15.34
DTE Energy Company (DTE) 0.18 76600 +115% 94.97
Duke Energy 0.18 89627 NEW 80.88
Weyerhaeuser Company (WY) 0.17 417781 -4% 16.95
Interpublic Group of Companies (IPG) 0.17 436569 -5% 16.19
Ptc 0.17 113832 +39% 61.21
Insulet Corporation (PODD) 0.17 41646 +1380% 165.68
VMware (VMW) 0.16 55861 NEW 121.10
Lear Corporation (LEA) 0.16 83253 -3% 81.25
General Electric Company (GE) 0.16 851605 -57% 7.94
Humana (HUM) 0.16 21493 -35% 314.01
Ecolab (ECL) 0.16 42904 +219% 155.84
Transunion 0.16 100896 +2% 66.18
Dxc Technology 0.16 509257 +84% 13.05
Flextronics International Ltd Com Stk 0.16 786238 -4% 8.38
Akamai Technologies (AKAM) 0.16 70356 -39% 91.49
Walt Disney Company (DIS) 0.16 66510 NEW 96.60
Automatic Data Processing (ADP) 0.16 46913 +165% 136.68
Fifth Third Ban (FITB) 0.16 430178 -5% 14.85
Regions Financial Corporation (RF) 0.15 703024 -18% 8.97
Live Nation Entertainment (LYV) 0.15 136786 -3% 45.46
Voya Financial 0.15 152301 -12% 40.55
Eli Lilly & Co. (LLY) 0.15 44098 -8% 138.71
Pepsi (PEP) 0.15 50416 -5% 120.10
Ameriprise Financial (AMP) 0.14 58031 -4% 102.48
Waste Management (WM) 0.14 63627 -8% 92.56
Carnival Corporation (CCL) 0.14 424953 NEW 13.17
Spirit AeroSystems Holdings (SPR) 0.13 231412 -5% 23.93
Nxp Semiconductors N V 0.13 66091 -9% 82.93
D.R. Horton (DHI) 0.13 158432 -3% 34.00
Discovery Communications (DISCA) 0.13 276854 -54% 19.44
Hanesbrands (HBI) 0.13 680908 +97% 7.87
Progressive Corporation (PGR) 0.12 68587 -3% 73.83
TJX Companies (TJX) 0.12 105859 +113% 47.81
PPG Industries (PPG) 0.12 60383 +241% 83.60
Bunge Limited 0.12 122945 -3% 41.03
Sherwin-Williams Company (SHW) 0.12 10903 -16% 459.51
Continental Resources (CLR) 0.12 655454 +27% 7.64
Tesla Motors (TSLA) 0.12 9492 -3% 524.02
Wix Com Ltd shs 0.12 49106 -8% 100.82
Molson Coors Brewing Company (TAP) 0.12 125842 +41% 39.01
Acuity Brands (AYI) 0.12 56748 85.66
Unum (UNM) 0.12 322375 -13% 15.01
Regeneron Pharmaceuticals (REGN) 0.12 9820 NEW 488.29
Hd Supply 0.12 167504 -14% 28.43
Newell Rubbermaid (NWL) 0.11 336033 -47% 13.28
Crown Castle Intl 0.11 30792 -6% 144.39
Bank of New York Mellon Corporation (BK) 0.11 131985 -3% 33.68
Coca Cola European Partners shs 0.11 118277 +30% 37.53
FMC Corporation (FMC) 0.11 54321 +30% 81.68
Extra Space Storage (EXR) 0.11 45552 NEW 95.76
American Electric Power Company (AEP) 0.11 54524 -4% 79.98
3M Company (MMM) 0.11 31654 -3% 136.51
Pulte (PHM) 0.10 191702 -8% 22.32
Capital One Financial (COF) 0.10 83887 -3% 50.42
CHECK POINT SOFTWARE Technolog Com Stk 0.10 41476 NEW 100.54
Schlumberger (SLB) 0.10 308694 NEW 13.49
Xylem 0.10 63382 +6% 65.13
Prudential Financial (PRU) 0.10 77957 -13% 52.14
Hasbro (HAS) 0.10 55919 +71% 71.55
Alnylam Pharmaceuticals (ALNY) 0.10 36146 +184% 108.84
Everest Re Group Ltd. 0.09 19953 -23% 192.40
Hldgs Inc 0.09 121634 -54% 31.55
Te Connectivity Ltd for 0.09 60793 -22% 62.98
Coty Inc Cl A 0.09 740549 -7% 5.16
TransDigm Group Incorporated (TDG) 0.09 11837 NEW 320.18
SYSCO Corporation (SYY) 0.09 82303 -2% 45.62
SEI Investments Company (SEIC) 0.09 80615 +19% 46.34
Public Storage (PSA) 0.09 18725 -4% 198.61
NiSource (NI) 0.09 148490 +187% 24.97
Honeywell International (HON) 0.09 26771 -7% 133.80
Devon Energy Corporation (DVN) 0.09 512246 -25% 6.91
Iron Mountain 0.09 148488 +4% 23.80
AES Corporation (AES) 0.09 259745 -38% 13.60
American Tower Reit 0.09 16204 -12% 217.72
Church & Dwight (CHD) 0.09 54621 NEW 64.19
Danaher Corporation (DHR) 0.09 25285 NEW 138.42
Lamb Weston Hldgs 0.08 59624 -53% 57.11
Valero Energy Corporation (VLO) 0.08 74945 +6% 45.37
Emerson Electric (EMR) 0.08 70174 +34% 47.65
Whirlpool Corporation (WHR) 0.08 38565 -3% 85.80
LKQ Corporation (LKQX) 0.08 158452 +30% 20.51
Vici Pptys Inc 0.08 193222 NEW 16.64
Cerner Corporation (CERN) 0.08 50646 NEW 62.99
Public Service Enterprise (PEG) 0.07 67607 +327% 44.91
Zebra Technologies (ZBRA) 0.07 16343 NEW 183.63
Zoetis Inc Cl A 0.07 23841 -21% 117.70
Simon Property (SPG) 0.07 51043 -5% 54.86
Abbott Laboratories (ABT) 0.07 35169 NEW 78.90
Marathon Oil Corporation (MRO) 0.07 821267 +96% 3.29
Yum! Brands (YUM) 0.07 39418 -75% 68.52
BlackRock (BLK) 0.06 5991 NEW 439.99
AT&T; (T) 0.06 89294 +11% 29.15
Host Hotels & Resorts (HST) 0.06 235634 +23% 11.04
Alexandria Real Estate Equities (ARE) 0.06 18208 NEW 137.08
Cigna Corp New 0.06 13960 -64% 177.15
Delta Air Lines (DAL) 0.06 86666 -17% 28.53
Archer Daniels Midland Company (ADM) 0.06 69076 -3% 35.18
Southern Company (SO) 0.06 44614 -10% 54.13
Leggett & Platt (LEG) 0.06 87965 -7% 26.68
Domino's Pizza (DPZ) 0.06 7191 NEW 324.02
Technipfmc 0.06 344617 -6% 6.74
CenterPoint Energy (CNP) 0.06 148993 NEW 15.45
Equity Residential (EQR) 0.06 37053 +42% 61.72
Owens Corning (OC) 0.05 56364 38.80
Sabre 0.05 368778 -40% 5.93
Alliant Energy Corporation (LNT) 0.05 43897 NEW 48.29
NRG Energy (NRG) 0.05 74804 -43% 27.26
Wells Fargo & Company (WFC) 0.05 69916 +198% 28.71
AvalonBay Communities (AVB) 0.05 13181 -10% 147.18
Amcor Plc 0.05 237432 +50% 8.12
Crown Holdings (CCK) 0.04 31679 -26% 58.05
Xcel Energy (XEL) 0.04 29734 -15% 60.30
Southwest Airlines (LUV) 0.04 49963 -9% 35.61
Westlake Chemical Corporation (WLK) 0.04 45783 +35% 38.18
MetLife (MET) 0.04 55362 -3% 30.56
Kimco Realty Corporation (KIM) 0.04 174852 -10% 9.67
Truist Financial Corp equities 0.04 54693 -7% 30.84
Assurant (AIZ) 0.04 16060 -19% 104.11
Zions Bancorporation (ZION) 0.04 62223 NEW 26.76
Arch Capital Group Ltd 0.04 55818 -3% 28.47
Aon 0.04 9259 -3% 165.03
Lincoln National Corporation (LNC) 0.04 54729 -3% 26.31
SVB Financial (SIVB) 0.03 9244 -3% 151.13
Renaissance Re Holdings Ltd Cmn 0.03 9231 -32% 149.28
Tractor Supply Company (TSCO) 0.03 15049 -12% 84.52
Kimberly-Clark Corporation (KMB) 0.03 9880 -15% 127.83
Northern Trust Corporation (NTRS) 0.03 16381 -39% 75.45
Baker Hughes A Ge Company 0.03 117648 NEW 10.50
Annaly Capital Management (NLY) 0.03 243384 -40% 5.07
O'reilly Automotive Inc 0.03 4076 -87% 301.03
Air Products & Chemicals (APD) 0.03 5906 -15% 199.63
Evergy Inc 0.03 20761 -3% 55.06
Cognizant Technology Solutions (CTSH) 0.03 23061 NEW 46.49
Xpo Logistics Inc equity 0.03 21991 -50% 48.75
Costco Wholesale Corporation (COST) 0.03 3680 -15% 285.05
Goldman Sachs (GS) 0.03 6706 NEW 154.64
Alliance Data Systems Corporation (ADS) 0.02 28936 -63% 33.66
Pvh Corporation 0.02 24380 NEW 37.65
Travelers Companies (TRV) 0.02 9224 -15% 99.31
Consolidated Edison (ED) 0.02 11250 -15% 78.04
Hilton Worldwide Holdings 0.02 12688 NEW 68.25
Invesco Ltd shs 0.02 95312 NEW 9.08
Essex Property Trust (ESS) 0.02 3562 220.10
Ally Financial 0.02 52531 -73% 14.43
Liberty Global Inc Com Ser A 0.02 44382 NEW 16.52
MasterCard Incorporated (MA) 0.01 2215 -15% 241.53
Polaris Industries (PII) 0.01 10873 NEW 48.19
Dominion Resources (D) 0.01 7261 -15% 72.17
EOG Resources (EOG) 0.01 13221 -92% 35.93
Huntington Bancshares Incorporated (HBAN) 0.01 56332 -36% 8.20
Juniper Networks (JNPR) 0.01 19848 -15% 19.15
Edison International (EIX) 0.01 6742 -10% 54.73
Boston Properties (BXP) 0.01 3763 -15% 92.21
Welltower Inc Com reit 0.01 7059 -15% 45.76
Illinois Tool Works (ITW) 0.01 2127 -16% 141.98
Philip Morris International (PM) 0.01 3272 -15% 73.04
Constellation Brands (STZ) 0.01 1556 -15% 143.32
Coca-Cola Company (KO) 0.01 4821 NEW 44.18
Fluor Corporation (FLR) 0.00 26142 -96% 6.92
Macy's (M) 0.00 24993 NEW 4.92

Past Filings by Worldquant Millennium Advisors

View past SEC 13F filings by Worldquant Millennium Advisors

View all filings