Worldquant Millennium Quantitative Strategies

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

Companies in the Worldquant Millennium Advisors portfolio as of December 2019 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Apple (AAPL) 1.94 344867 -6% 293.65
Facebook Inc cl a 1.88 478001 -6% 205.25
S&p Global 1.53 293513 -6% 273.05
Lowe's Companies (LOW) 1.49 651666 -7% 119.76
Microsoft Corporation (MSFT) 1.41 468423 -6% 157.70
NVIDIA Corporation (NVDA) 1.36 302963 -5% 235.30
Adobe Systems Incorporated (ADBE) 1.26 198884 -6% 329.81
Amazon (AMZN) 1.19 33715 -4% 1847.84
QUALCOMM (QCOM) 1.18 699307 -6% 88.23
Biogen Idec (BIIB) 1.15 202263 +7% 296.73
Pfizer (PFE) 1.11 1.48M +549% 39.18
eBay (EBAY) 1.10 1.58M -15% 36.11
Rockwell Automation (ROK) 1.07 276556 -6% 202.67
Cisco Systems (CSCO) 1.06 1.15M +11% 47.96
Discover Financial Services (DFS) 1.02 627610 -7% 84.82
Dollar General (DG) 0.99 333070 +98% 155.98
Alexion Pharmaceuticals (ALXN) 0.96 461719 -8% 108.15
Autodesk (ADSK) 0.94 266287 +69% 183.46
Intel Corporation (INTC) 0.94 820300 +331% 59.85
CF Industries Holdings (CF) 0.94 1.03M 47.74
Netflix (NFLX) 0.90 145902 +120% 323.57
Hp 0.90 2.28M +35% 20.55
CSX Corporation (CSX) 0.89 641441 +66% 72.36
Bank of America Corporation (BAC) 0.88 1.31M -6% 35.22
Merck & Co (MRK) 0.88 507870 -6% 90.95
Fortinet (FTNT) 0.80 391387 -6% 106.76
Marathon Petroleum Corp 0.80 692984 +145% 60.25
Williams Companies (WMB) 0.79 1.73M +21% 23.72
Snap Inc cl a 0.78 2.49M -23% 16.33
CenturyLink (CTL) 0.77 3.04M -27% 13.21
Hologic (HOLX) 0.75 745405 +83% 52.21
Expedia 0.75 363534 +175% 108.14
Keysight Technologies 0.75 381780 -26% 102.63
Monster Beverage Corp Com stock 0.74 611068 -34% 63.55
Wal-Mart Stores (WMT) 0.73 318800 -5% 118.84
Target Corporation (TGT) 0.73 296849 -50% 128.21
Comcast Corporation (CMCSA) 0.72 838768 +13% 44.97
NIKE (NKE) 0.72 369669 -6% 101.31
Alphabet Inc Class A cs 0.72 28101 -24% 1339.38
Cadence Design Systems (CDNS) 0.71 537288 -6% 69.36
Godaddy Inc cl a 0.70 536145 +23% 67.92
Kroger (KR) 0.68 1.23M +9165% 28.99
Dex (DXCM) 0.68 162732 NEW 218.74
Docusign Inc 0.68 481702 +245% 74.11
IDEXX Laboratories (IDXX) 0.66 131040 -25% 261.13
Robert Half International (RHI) 0.66 546095 -6% 63.15
Incyte Corporation (INCY) 0.65 391583 -10% 87.32
NetApp (NTAP) 0.65 548644 -9% 62.25
Masco Corporation (MAS) 0.65 702667 -6% 47.99
Kraft Heinz 0.65 1.06M -6% 32.13
Maxim Integrated Products (MXIM) 0.64 544596 -6% 61.51
L3harris Technologies Inc Com stock 0.64 169604 +37% 197.87
FirstEnergy (FE) 0.63 680134 -6% 48.60
Kansas City Southern (KSU) 0.61 208866 -36% 153.16
Ss&c Technologies Holding 0.60 512366 NEW 61.40
Boston Scientific Corporation (BSX) 0.59 685128 +17% 45.22
Altria (MO) 0.59 614778 -4% 49.91
Tyson Foods (TSN) 0.57 329167 +1513% 91.04
Sba Communications Corp Com stock 0.57 123529 +4% 240.99
Western Union Company (WU) 0.56 1.09M -17% 26.78
ConAgra Foods (CAG) 0.56 859122 -3% 34.24
Applied Materials (AMAT) 0.56 481022 +8449% 61.04
Citigroup Inc 0.56 369111 -6% 79.89
CVS Caremark Corporation (CVS) 0.55 390108 -26% 74.29
FleetCor Technologies (FLT) 0.53 97087 -12% 287.72
Equinix 0.53 47741 +2% 583.69
ConocoPhillips (COP) 0.52 415551 -61% 65.03
Take-Two Interactive Software (TTWO) 0.51 217932 NEW 122.43
NASDAQ OMX (NDAQ) 0.50 245841 -6% 107.10
Verisign (VRSN) 0.50 135945 +11% 192.68
Gilead Sciences (GILD) 0.50 404180 -6% 64.98
Hollyfrontier Corp 0.50 517960 -10% 50.71
Alphabet Inc Class C cs 0.50 19641 -6% 1337.00
McKesson Corporation (MCK) 0.48 180485 +128% 138.32
Burlington Stores 0.48 110312 -6% 228.03
Eastman Chemical Company (EMN) 0.47 310959 -6% 79.26
F5 Networks (FFIV) 0.47 177237 -5% 139.65
Johnson & Johnson (JNJ) 0.46 163885 -6% 145.87
Union Pacific Corporation (UNP) 0.46 133927 +16% 180.79
Berkshire Hathaway (BRK.B) 0.45 104203 -5% 226.50
Align Technology (ALGN) 0.45 83457 -63% 279.04
Hldgs Inc 0.45 265818 -6% 88.09
Axalta Coating Sys 0.45 773550 +68% 30.40
Nordstrom (JWN) 0.44 561974 -24% 40.93
Sirius Xm Holdings 0.44 3.20M +38% 7.15
Paypal Holdings 0.44 214560 -6% 108.17
State Street Corporation (STT) 0.43 281449 -7% 79.10
Deere & Company (DE) 0.43 131134 -46% 173.26
Texas Instruments Incorporated (TXN) 0.43 176544 -6% 128.29
Anthem 0.43 74422 NEW 302.03
General Electric Company (GE) 0.42 1.98M -26% 11.16
Varian Medical Systems (VAR) 0.42 154556 -6% 142.01
Westrock 0.41 497863 -6% 42.91
Hewlett Packard Enterprise 0.41 1.36M 15.86
Fiserv (FISV) 0.40 181811 -6% 115.63
Veeva Sys Inc cl a 0.40 146915 -6% 140.66
Dupont De Nemours Inc Com 0.40 322686 -5% 64.20
Best Buy (BBY) 0.39 234290 -20% 87.80
DISH Network (DISH) 0.39 577673 -15% 35.47
Estee Lauder Companies (EL) 0.39 97950 -35% 206.54
Discovery Communications (DISCA) 0.38 613483 -3% 32.74
Key (KEY) 0.36 935754 -6% 20.24
Moody's Corporation (MCO) 0.35 76123 +8% 237.41
Morgan Stanley (MS) 0.35 359385 +14% 51.12
Intercontinentalexchange 0.35 198774 -6% 92.55
Devon Energy Corporation (DVN) 0.34 690527 -30% 25.97
Continental Resources (CLR) 0.34 514591 -47% 34.30
Spirit AeroSystems Holdings (SPR) 0.34 244765 -5% 72.88
Textron (TXT) 0.33 388591 -6% 44.60
Motorola Solutions (MSI) 0.33 107791 -9% 161.14
Charter Communications Inc New Cl A cl a 0.33 35925 -6% 485.07
Northrop Grumman Corporation (NOC) 0.32 48913 +223% 343.98
Concho Resources (CXO) 0.32 188203 NEW 87.57
Broadcom Ltd 0.32 53178 -70% 316.01
Bristol Myers Squibb (BMY) 0.31 250341 -66% 64.19
Yum! Brands (YUM) 0.31 158546 -44% 100.73
Allstate Corporation (ALL) 0.30 141326 -6% 112.45
Fluor Corporation (FLR) 0.30 832065 +363% 18.88
Kellogg Company (K) 0.30 228062 +3% 69.16
EOG Resources (EOG) 0.29 178475 -6% 83.76
Ralph Lauren Corp 0.29 129667 -5% 117.22
Regions Financial Corporation (RF) 0.28 862566 -5% 17.16
Manpower (MAN) 0.28 148895 -34% 97.10
Advance Auto Parts (AAP) 0.28 90377 -36% 160.16
PACCAR (PCAR) 0.28 182959 -6% 79.10
Fifth Third Ban (FITB) 0.27 457254 -5% 30.74
Oracle Corporation (ORCL) 0.27 267579 -6% 52.98
O'reilly Automotive Inc 0.27 32486 NEW 438.25
Cooper Companies (COO) 0.26 42682 -6% 321.28
FLIR Systems (FLIR) 0.26 260814 -6% 52.07
Advanced Micro Devices (AMD) 0.26 299997 NEW 45.86
Workday Inc cl a 0.26 83032 -6% 164.45
Sabre 0.26 615534 -6% 22.44
CarMax (KMX) 0.25 148394 -7% 87.67
Weyerhaeuser Company (WY) 0.25 435893 -6% 30.20
Starbucks Corporation (SBUX) 0.25 149524 -78% 87.92
MSCI (MSCI) 0.25 50618 +3% 258.19
Metropcs Communications 0.25 168294 -6% 78.42
Home Depot (HD) 0.24 56327 NEW 218.39
Parker-Hannifin Corporation (PH) 0.24 61682 -6% 205.81
Abbvie 0.24 139561 -73% 88.54
Lear Corporation (LEA) 0.23 86032 -6% 137.20
Charles Schwab Corporation (SCHW) 0.23 257532 -6% 47.56
Newell Rubbermaid (NWL) 0.23 638676 -17% 19.22
Humana (HUM) 0.23 33409 -69% 366.52
UnitedHealth (UNH) 0.22 39930 -15% 293.99
Plains Gp Holdings Lp-cl A 0.22 609934 -6% 18.95
Linde Plc 0.22 53264 -6% 212.90
Unum (UNM) 0.21 371990 +38% 29.16
Lamb Weston Hldgs 0.21 128782 -6% 86.03
Trimble Navigation (TRMB) 0.20 254635 NEW 41.69
Interpublic Group of Companies (IPG) 0.20 460739 -6% 23.10
Flextronics International Ltd Com Stk 0.20 825980 +90% 12.62
Voya Financial 0.20 174607 -15% 60.98
Dxc Technology 0.20 275828 -39% 37.59
Ameriprise Financial (AMP) 0.19 60857 -6% 166.59
Akamai Technologies (AKAM) 0.19 116135 -60% 86.38
Las Vegas Sands (LVS) 0.19 145015 -75% 69.04
Live Nation Entertainment (LYV) 0.19 141352 +4% 71.47
Entergy Corporation (ETR) 0.19 81483 -6% 119.80
E TRADE Financial Corporation (ETFC) 0.18 211627 NEW 45.37
Vertex Pharmaceuticals Incorporated (VRTX) 0.18 42197 -76% 218.95
DaVita (DVA) 0.18 128621 -13% 75.03
Colgate-Palmolive Company (CL) 0.18 138773 -5% 68.84
Nxp Semiconductors N V 0.18 72984 -59% 127.26
Dropbox Inc-class A 0.18 538011 NEW 17.91
Capital One Financial (COF) 0.17 86862 -6% 102.91
Procter & Gamble Company (PG) 0.17 70910 -6% 124.90
D.R. Horton (DHI) 0.17 163720 -6% 52.75
Alliance Data Systems Corporation (ADS) 0.17 78524 -36% 112.19
Under Armour (UA) 0.17 409705 -6% 21.60
Mondelez Int 0.17 164613 -6% 55.08
Coty Inc Cl A 0.17 797830 NEW 11.25
BioMarin Pharmaceutical (BMRN) 0.16 100676 -16% 84.55
AES Corporation (AES) 0.16 420149 19.90
Pulte (PHM) 0.16 209572 -6% 38.80
Occidental Petroleum Corporation (OXY) 0.16 205599 -28% 41.21
Prudential Financial (PRU) 0.16 89887 -6% 93.74
Qorvo 0.16 71768 NEW 116.24
Transunion 0.16 98226 +100% 85.61
Cabot Oil & Gas Corporation (COG) 0.15 443920 -49% 17.41
Waste Management (WM) 0.15 69444 -5% 113.96
Sherwin-Williams Company (SHW) 0.15 13053 +114% 583.54
Ford Motor Company (F) 0.15 830897 -48% 9.30
Acuity Brands (AYI) 0.15 55987 -14% 138.00
Simon Property (SPG) 0.15 54019 +3% 148.97
General Motors Company (GM) 0.15 210019 -5% 36.60
Hd Supply 0.15 195961 -6% 40.22
Arista Networks 0.15 38195 +2% 203.40
Johnson Controls International Plc equity 0.15 191699 -6% 40.71
Technipfmc 0.15 368865 -4% 21.44
Cigna Corp New 0.15 39496 -5% 204.50
Bunge Limited 0.14 127049 -6% 57.55
SYSCO Corporation (SYY) 0.14 84288 -6% 85.54
Everest Re Group Ltd. 0.14 25913 -6% 276.85
Pepsi (PEP) 0.14 53610 -24% 136.67
Centene Corporation (CNC) 0.14 113386 -85% 62.87
Te Connectivity Ltd for 0.14 78563 -6% 95.83
Bank of New York Mellon Corporation (BK) 0.13 136401 NEW 50.33
Darden Restaurants (DRI) 0.13 60712 -6% 109.01
Valero Energy Corporation (VLO) 0.13 70586 NEW 93.64
Wix Com Ltd shs 0.13 53430 +376% 122.38
IAC/InterActive (IACI) 0.12 25360 NEW 249.09
Eli Lilly & Co. (LLY) 0.12 47994 -11% 131.43
Delta Air Lines (DAL) 0.12 105328 -5% 58.48
Ptc 0.12 81542 NEW 74.89
Ally Financial 0.12 200391 -6% 30.56
3M Company (MMM) 0.11 32710 NEW 176.43
Whirlpool Corporation (WHR) 0.11 39853 -6% 147.54
Marathon Oil Corporation (MRO) 0.11 417635 -24% 13.58
NRG Energy (NRG) 0.10 131917 +767% 39.75
Progressive Corporation (PGR) 0.10 71128 -6% 72.39
Hanesbrands (HBI) 0.10 345015 NEW 14.85
Honeywell International (HON) 0.10 29075 -3% 176.99
American Electric Power Company (AEP) 0.10 57249 -16% 94.52
Seattle Genetics (SGEN) 0.09 41704 NEW 114.26
Leggett & Platt (LEG) 0.09 94760 -6% 50.83
Molson Coors Brewing Company (TAP) 0.09 88953 -6% 53.90
Verizon Communications (VZ) 0.09 74860 -6% 61.39
DTE Energy Company (DTE) 0.09 35537 +4% 129.86
Xylem 0.09 59788 -5% 78.80
Crown Castle Intl 0.09 32861 -6% 142.14
Iron Mountain 0.09 141726 -6% 31.87
Coca Cola European Partners shs 0.09 90518 +49% 50.88
Altice Usa Inc cl a 0.09 172246 -72% 27.34
SEI Investments Company (SEIC) 0.08 67632 -13% 65.49
LKQ Corporation (LKQX) 0.08 121523 -6% 35.70
Public Storage (PSA) 0.08 19657 -6% 212.95
Emerson Electric (EMR) 0.08 52187 -8% 76.26
Visa (V) 0.08 21699 -5% 187.89
FMC Corporation (FMC) 0.08 41590 -28% 99.83
Kimco Realty Corporation (KIM) 0.08 196431 -5% 20.71
Tesla Motors (TSLA) 0.08 9809 -6% 418.29
American Tower Reit 0.08 18521 -4% 229.79
Servicenow 0.08 14972 -6% 282.33
Zoetis Inc Cl A 0.08 30503 -92% 132.35
Hasbro (HAS) 0.07 32672 -5% 105.60
Owens Corning (OC) 0.07 56719 -6% 65.13
Annaly Capital Management (NLY) 0.07 405884 -23% 9.42
Host Hotels & Resorts (HST) 0.07 190646 -5% 18.55
Lam Research Corporation (LRCX) 0.07 12951 +946% 292.41
Xpo Logistics Inc equity 0.07 44173 -6% 79.71
Iqvia Holdings Inc 0.07 24880 -6% 154.50
Crown Holdings (CCK) 0.06 42947 NEW 72.53
Lincoln National Corporation (LNC) 0.06 56556 59.00
Northern Trust Corporation (NTRS) 0.06 27239 +41% 106.24
Archer Daniels Midland Company (ADM) 0.06 71382 -6% 46.36
AT&T; (T) 0.06 80130 39.07
Automatic Data Processing (ADP) 0.06 17688 -6% 170.51
Xilinx (XLNX) 0.06 29401 -73% 97.79
TJX Companies (TJX) 0.06 49561 NEW 61.06
Southern Company (SO) 0.06 49978 -38% 63.71
AvalonBay Communities (AVB) 0.06 14742 -4% 209.67
Southwest Airlines (LUV) 0.06 55512 -14% 53.99
MetLife (MET) 0.06 57210 -6% 50.97
Leidos Holdings 0.06 33226 +6% 97.88
Okta Inc cl a 0.06 28307 -82% 115.38
Truist Financial Corp equities 0.06 59003 NEW 56.32
Renaissance Re Holdings Ltd Cmn 0.05 13667 +6% 196.02
Assurant (AIZ) 0.05 19869 -3% 131.06
Affiliated Managers (AMG) 0.05 28647 -8% 84.76
Ecolab (ECL) 0.05 13408 NEW 193.02
PPG Industries (PPG) 0.05 17671 -3% 133.50
SVB Financial (SIVB) 0.05 9552 -18% 251.05
Agilent Technologies Inc C ommon 0.05 32729 -92% 85.31
Hershey Company (HSY) 0.05 18657 -6% 146.97
Arch Capital Group Ltd 0.05 57681 -6% 42.89
Westlake Chemical Corporation (WLK) 0.05 33809 +76% 70.16
Square Inc cl a 0.05 40688 NEW 62.55
Equity Residential (EQR) 0.04 25952 -5% 80.92
Xcel Energy (XEL) 0.04 35252 -3% 63.49
Aon 0.04 9568 -6% 208.30
Huntington Bancshares Incorporated (HBAN) 0.03 89233 -3% 15.08
Tractor Supply Company (TSCO) 0.03 17290 NEW 93.46
Kimberly-Clark Corporation (KMB) 0.03 11713 -3% 137.54
Travelers Companies (TRV) 0.03 10936 136.98
Air Products & Chemicals (APD) 0.03 7002 -3% 234.93
NiSource (NI) 0.03 51637 -3% 27.85
Alnylam Pharmaceuticals (ALNY) 0.03 12722 NEW 115.15
Tripadvisor 0.03 43537 NEW 30.39
Jazz Pharmaceuticals 0.03 10942 -6% 149.24
Paycom Software 0.03 5225 NEW 264.69
Evergy Inc 0.03 21454 -6% 65.07
Amcor Plc 0.03 158045 -5% 10.84
CIT (CIT) 0.02 26169 -6% 45.63
MasterCard Incorporated (MA) 0.02 2626 -3% 298.55
Costco Wholesale Corporation (COST) 0.02 4363 -3% 293.83
Consolidated Edison (ED) 0.02 13337 -3% 90.50
Wells Fargo & Company (WFC) 0.02 23408 -3% 53.79
Public Service Enterprise (PEG) 0.02 15823 +5% 59.03
Essex Property Trust (ESS) 0.02 3516 -3% 300.91
CMS Energy Corporation (CMS) 0.01 12095 -64% 62.84
Republic Services (RSG) 0.01 4715 -3% 89.71
Ameren Corporation (AEE) 0.01 5332 -3% 76.71
Dominion Resources (D) 0.01 8609 -3% 82.82
Cincinnati Financial Corporation (CINF) 0.01 2655 -3% 105.08
Philip Morris International (PM) 0.01 3880 NEW 85.05
Illinois Tool Works (ITW) 0.01 2541 -14% 179.46
Vornado Realty Trust (VNO) 0.01 5698 -3% 66.51
Dover Corporation (DOV) 0.01 3006 -13% 115.10
PPL Corporation (PPL) 0.01 7646 -41% 35.84
Constellation Brands (STZ) 0.01 1845 NEW 189.70
Juniper Networks (JNPR) 0.01 23531 -3% 24.65
Edison International (EIX) 0.01 7501 -82% 75.46
Neurocrine Biosciences (NBIX) 0.01 5510 NEW 107.44
Boston Properties (BXP) 0.01 4462 -3% 137.83
Pinnacle West Capital Corporation (PNW) 0.01 3551 -3% 89.83
Insulet Corporation (PODD) 0.01 2813 NEW 171.35
Industries N shs - a - 0.01 3176 -39% 94.46
Cbre Group Inc Cl A 0.01 4909 -3% 61.32
Welltower Inc Com reit 0.01 8369 -3% 81.73
Arconic Inc Com stock 0.01 20126 -3% 30.76
Dentsply Sirona 0.00 4301 -3% 56.50

Past 13F-HR SEC Filings by Worldquant Millennium Advisors

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