Worldquant Millennium Quantitative Strategies
Latest statistics and disclosures from Worldquant Millennium Advisors's latest quarterly 13F-HR filing:
- Top 5 stock holdings are AAPL, AMZN, MSFT, Facebook Inc cl a, S&p Global, and represent 13.04% of Worldquant Millennium Advisors's stock portfolio.
- Added to shares of these 10 stocks: AAPL (+$65.49M), AMZN (+$56.69M), ILMN (+$55.88M), V (+$52.18M), MSFT (+$43.26M), XOM (+$24.60M), MCD (+$24.23M), VZ (+$21.01M), JNJ (+$21.00M), Dropbox Inc-class A (+$19.72M).
- Started 45 new stock positions in Booking Holdings, XOM, REGN, DPZ, KO, BLK, ILMN, SYK, DIS, KLAC.
- Reduced shares in these 10 stocks: NFLX (-$47.21M), Hp (-$46.83M), , QCOM (-$34.51M), BIIB (-$34.09M), Docusign Inc (-$25.32M), LOW (-$24.69M), ALXN (-$23.94M), NVDA (-$20.57M), GILD (-$20.13M).
- Sold out of its positions in AMG, Agilent Technologies Inc C ommon, Altice Usa Inc cl a, AEE, Arconic Inc Com stock, Arista Networks, Cbre Group Inc Cl A, CIT, CMS, COG.
- Worldquant Millennium Advisors was a net seller of stock by $13.59M.
- Worldquant Millennium Advisors has $4.11B in assets under management (AUM), dropping by -21.29%.
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 |
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Past Filings by Worldquant Millennium Advisors
View past SEC 13F filings by Worldquant Millennium Advisors
- Worldquant Millennium Advisors 2019 Q4 filed Feb. 14, 2020
- Worldquant Millennium Advisors 2019 Q3 filed Nov. 14, 2019
- Worldquant Millennium Advisors 2019 Q2 filed Aug. 14, 2019
- Worldquant Millennium Quantitative Strategies 2019 Q1 filed May 14, 2019
- Worldquant Millennium Quantitative Strategies 2018 Q4 filed Feb. 14, 2019
- Worldquant Millennium Quantitative Strategies 2018 Q3 filed Nov. 14, 2018
- Worldquant Millennium Quantitative Strategies 2018 Q2 filed Aug. 14, 2018