Worldquant Millennium Quantitative Strategies

Worldquant Millennium Advisors as of Sept. 30, 2021

Portfolio Holdings for Worldquant Millennium Advisors

Worldquant Millennium Advisors holds 317 positions in its portfolio as reported in the September 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 3.9 $176M 1.2M 141.50
Microsoft Corporation (MSFT) 3.6 $165M 584k 281.92
Alphabet Cap Stk Cl C (GOOG) 2.2 $99M 37k 2665.32
Amazon (AMZN) 1.8 $80M 24k 3285.03
Lowe's Companies (LOW) 1.7 $79M 389k 202.86
Alphabet Cap Stk Cl A (GOOGL) 1.7 $78M 29k 2673.53
Facebook Cl A (META) 1.7 $77M 226k 339.39
Visa Com Cl A (V) 1.5 $67M 303k 222.75
Advanced Micro Devices (AMD) 1.4 $65M 635k 102.90
Lam Research Corporation (LRCX) 1.3 $61M 107k 569.15
Coca-Cola Company (KO) 1.2 $53M 1.0M 52.47
FedEx Corporation (FDX) 1.1 $51M 234k 219.29
S&p Global (SPGI) 1.1 $49M 115k 424.89
Docusign (DOCU) 1.0 $46M 180k 257.43
Parker-Hannifin Corporation (PH) 1.0 $46M 165k 279.62
Micron Technology (MU) 1.0 $45M 633k 70.98
MetLife (MET) 0.9 $43M 703k 61.73
Wal-Mart Stores (WMT) 0.9 $43M 309k 139.38
Charter Communications Inc N Cl A (CHTR) 0.9 $43M 59k 727.55
Crowdstrike Hldgs Cl A (CRWD) 0.9 $41M 168k 245.78
Tesla Motors (TSLA) 0.9 $41M 53k 775.49
Illumina (ILMN) 0.8 $39M 95k 405.61
NVIDIA Corporation (NVDA) 0.8 $38M 181k 207.16
Occidental Petroleum Corporation (OXY) 0.8 $37M 1.3M 29.58
Aon Shs Cl A (AON) 0.8 $37M 129k 285.77
Cardinal Health (CAH) 0.8 $36M 736k 49.46
Johnson & Johnson (JNJ) 0.8 $36M 225k 161.50
Goldman Sachs (GS) 0.8 $36M 96k 378.03
Pfizer (PFE) 0.8 $36M 839k 43.01
Intercontinental Exchange (ICE) 0.8 $36M 309k 114.82
Nike CL B (NKE) 0.8 $35M 244k 145.23
UnitedHealth (UNH) 0.8 $35M 89k 390.74
Chevron Corporation (CVX) 0.7 $34M 335k 101.45
Morgan Stanley Com New (MS) 0.7 $33M 340k 97.31
Willis Towers Watson SHS (WTW) 0.7 $33M 142k 232.46
Cigna Corp (CI) 0.7 $32M 158k 200.16
Chipotle Mexican Grill (CMG) 0.7 $32M 17k 1817.50
Verizon Communications (VZ) 0.7 $31M 579k 54.01
AutoZone (AZO) 0.7 $30M 18k 1697.96
Illinois Tool Works (ITW) 0.7 $30M 146k 206.63
Paycom Software (PAYC) 0.7 $30M 61k 495.76
4068594 Enphase Energy (ENPH) 0.7 $30M 201k 149.97
Medtronic SHS (MDT) 0.6 $30M 237k 125.35
Abbott Laboratories (ABT) 0.6 $28M 239k 118.13
Cognizant Technology Solutio Cl A (CTSH) 0.6 $26M 353k 74.21
Intuitive Surgical Com New (ISRG) 0.6 $26M 26k 994.16
Activision Blizzard 0.6 $26M 330k 77.39
Linde SHS 0.6 $25M 87k 293.37
Dropbox Cl A (DBX) 0.5 $25M 843k 29.22
Moderna (MRNA) 0.5 $24M 63k 384.87
Global Payments (GPN) 0.5 $24M 152k 157.58
Uber Technologies (UBER) 0.5 $24M 529k 44.80
Novavax Com New (NVAX) 0.5 $23M 112k 207.31
Palo Alto Networks (PANW) 0.5 $23M 48k 479.01
Workday Cl A (WDAY) 0.5 $23M 93k 249.89
Monster Beverage Corp (MNST) 0.5 $23M 261k 88.83
Sirius Xm Holdings (SIRI) 0.5 $23M 3.7M 6.10
Humana (HUM) 0.5 $23M 58k 389.15
Bank of America Corporation (BAC) 0.5 $23M 531k 42.45
Lauder Estee Cos Cl A (EL) 0.5 $22M 75k 299.94
Vertex Pharmaceuticals Incorporated (VRTX) 0.5 $22M 123k 181.39
Textron (TXT) 0.5 $22M 317k 69.81
Bristol Myers Squibb (BMY) 0.5 $22M 365k 59.17
Netflix (NFLX) 0.5 $21M 35k 610.34
Iqvia Holdings (IQV) 0.5 $21M 88k 239.54
Zendesk 0.5 $21M 180k 116.39
Corning Incorporated (GLW) 0.4 $20M 558k 36.49
Domino's Pizza (DPZ) 0.4 $20M 42k 476.95
Northrop Grumman Corporation (NOC) 0.4 $20M 56k 360.16
Kroger (KR) 0.4 $20M 485k 40.43
News Corp Cl A (NWSA) 0.4 $20M 831k 23.53
Gartner (IT) 0.4 $19M 63k 303.88
Paychex (PAYX) 0.4 $19M 170k 112.45
Cummins (CMI) 0.4 $19M 85k 224.56
Sba Communications Corp Cl A (SBAC) 0.4 $19M 58k 330.57
American Electric Power Company (AEP) 0.4 $19M 234k 81.18
Marriott Intl Cl A (MAR) 0.4 $19M 128k 148.09
CF Industries Holdings (CF) 0.4 $18M 330k 55.82
Simon Property (SPG) 0.4 $18M 141k 129.97
Zscaler Incorporated (ZS) 0.4 $18M 70k 262.22
Eli Lilly & Co. (LLY) 0.4 $18M 79k 231.04
Agilent Technologies Inc C ommon (A) 0.4 $18M 116k 157.53
Lamb Weston Hldgs (LW) 0.4 $18M 295k 61.37
Datadog Cl A Com (DDOG) 0.4 $18M 127k 141.35
CSX Corporation (CSX) 0.4 $18M 599k 29.74
Mastercard Incorporated Cl A (MA) 0.4 $18M 51k 347.67
Intuit (INTU) 0.4 $18M 33k 539.51
Deere & Company (DE) 0.4 $17M 51k 335.07
At&t (T) 0.4 $17M 635k 27.01
Kla Corp Com New (KLAC) 0.4 $17M 50k 334.51
Darden Restaurants (DRI) 0.4 $17M 109k 151.47
Cerner Corporation 0.4 $17M 234k 70.52
MercadoLibre (MELI) 0.4 $16M 9.7k 1679.39
Vici Pptys (VICI) 0.4 $16M 571k 28.41
Automatic Data Processing (ADP) 0.4 $16M 81k 199.92
Fair Isaac Corporation (FICO) 0.4 $16M 41k 397.94
Accenture Plc Ireland Shs Class A (ACN) 0.4 $16M 50k 319.92
Dow (DOW) 0.3 $16M 278k 57.56
Capital One Financial (COF) 0.3 $16M 96k 161.97
Key (KEY) 0.3 $16M 719k 21.62
Servicenow (NOW) 0.3 $15M 25k 622.26
Pool Corporation (POOL) 0.3 $15M 35k 434.41
Adobe Systems Incorporated (ADBE) 0.3 $15M 27k 575.72
MGM Resorts International. (MGM) 0.3 $15M 349k 43.15
Avery Dennison Corporation (AVY) 0.3 $15M 71k 207.21
Target Corporation (TGT) 0.3 $15M 64k 228.76
Viacomcbs CL B (PARA) 0.3 $15M 368k 39.51
Altria (MO) 0.3 $14M 313k 45.52
Zoetis Cl A (ZTS) 0.3 $14M 73k 194.14
Udr (UDR) 0.3 $14M 264k 52.98
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.3 $14M 51k 272.94
Otis Worldwide Corp (OTIS) 0.3 $14M 169k 82.28
Lyft Cl A Com (LYFT) 0.3 $14M 260k 53.59
Live Nation Entertainment (LYV) 0.3 $14M 152k 91.13
NiSource (NI) 0.3 $14M 565k 24.23
Viatris (VTRS) 0.3 $14M 1.0M 13.55
Archer Daniels Midland Company (ADM) 0.3 $13M 214k 60.01
Citigroup Com New (C) 0.3 $13M 182k 70.18
Crown Castle Intl (CCI) 0.3 $13M 74k 173.32
Dupont De Nemours (DD) 0.3 $13M 187k 67.99
Colgate-Palmolive Company (CL) 0.3 $13M 168k 75.58
Starbucks Corporation (SBUX) 0.3 $13M 115k 110.31
Align Technology (ALGN) 0.3 $12M 19k 665.45
IDEXX Laboratories (IDXX) 0.3 $12M 20k 621.88
SYSCO Corporation (SYY) 0.3 $12M 157k 78.50
Ringcentral Cl A (RNG) 0.3 $12M 56k 217.51
Lear Corp Com New (LEA) 0.3 $12M 77k 156.48
Thermo Fisher Scientific (TMO) 0.3 $12M 20k 571.35
HEICO Corporation (HEI) 0.2 $11M 86k 131.87
Owens Corning (OC) 0.2 $11M 132k 85.50
Epam Systems (EPAM) 0.2 $11M 20k 570.46
Weyerhaeuser Co Mtn Be Com New (WY) 0.2 $11M 307k 35.57
Best Buy (BBY) 0.2 $11M 103k 105.71
Kraft Heinz (KHC) 0.2 $11M 294k 36.82
Cme (CME) 0.2 $11M 56k 193.38
Ally Financial (ALLY) 0.2 $11M 211k 51.05
ConocoPhillips (COP) 0.2 $11M 155k 67.77
DaVita (DVA) 0.2 $11M 90k 116.26
Autoliv (ALV) 0.2 $10M 122k 85.72
Extra Space Storage (EXR) 0.2 $10M 62k 167.99
Waters Corporation (WAT) 0.2 $10M 29k 357.29
Equitable Holdings (EQH) 0.2 $10M 337k 29.64
Eastman Chemical Company (EMN) 0.2 $10M 99k 100.74
Transunion (TRU) 0.2 $9.9M 88k 112.31
Brown & Brown (BRO) 0.2 $9.9M 178k 55.45
Advance Auto Parts (AAP) 0.2 $9.8M 47k 208.88
EOG Resources (EOG) 0.2 $9.8M 122k 80.27
Liberty Global Shs Cl A 0.2 $9.6M 321k 29.80
Chewy Cl A (CHWY) 0.2 $9.5M 140k 68.11
Wells Fargo & Company (WFC) 0.2 $9.5M 204k 46.41
Union Pacific Corporation (UNP) 0.2 $9.5M 48k 196.02
Laboratory Corp Amer Hldgs Com New (LH) 0.2 $9.4M 33k 281.45
Teradyne (TER) 0.2 $9.1M 83k 109.17
Hess (HES) 0.2 $9.0M 116k 78.11
Caterpillar (CAT) 0.2 $9.0M 47k 191.97
Check Point Software Tech Lt Ord (CHKP) 0.2 $8.8M 78k 113.03
CMS Energy Corporation (CMS) 0.2 $8.7M 145k 59.73
Incyte Corporation (INCY) 0.2 $8.6M 126k 68.78
Cognex Corporation (CGNX) 0.2 $8.4M 105k 80.22
Ss&c Technologies Holding (SSNC) 0.2 $8.3M 119k 69.40
Mondelez Intl Cl A (MDLZ) 0.2 $8.2M 141k 58.18
Fidelity National Financial Fnf Group Com (FNF) 0.2 $8.1M 179k 45.34
Doordash Cl A (DASH) 0.2 $8.1M 39k 205.99
Booking Holdings (BKNG) 0.2 $7.7M 3.2k 2373.80
Baxter International (BAX) 0.2 $7.6M 95k 80.43
D.R. Horton (DHI) 0.2 $7.6M 90k 83.97
Campbell Soup Company (CPB) 0.2 $7.6M 181k 41.81
Public Storage (PSA) 0.2 $7.5M 25k 297.10
Raytheon Technologies Corp (RTX) 0.2 $7.5M 88k 85.96
Baker Hughes Company Cl A (BKR) 0.2 $7.5M 303k 24.73
Camden Ppty Tr Sh Ben Int (CPT) 0.2 $7.4M 50k 147.46
SVB Financial (SIVBQ) 0.2 $7.4M 11k 646.84
JPMorgan Chase & Co. (JPM) 0.2 $7.3M 45k 163.69
Ross Stores (ROST) 0.2 $7.2M 66k 108.85
Corteva (CTVA) 0.2 $7.1M 169k 42.08
Kinder Morgan (KMI) 0.2 $7.1M 422k 16.73
Arch Cap Group Ord (ACGL) 0.2 $7.0M 183k 38.18
Howmet Aerospace (HWM) 0.2 $7.0M 224k 31.20
Duke Energy Corp Com New (DUK) 0.2 $7.0M 71k 97.59
Cintas Corporation (CTAS) 0.1 $6.6M 17k 380.69
Allstate Corporation (ALL) 0.1 $6.6M 52k 127.31
Bio-techne Corporation (TECH) 0.1 $6.6M 14k 484.58
ON Semiconductor (ON) 0.1 $6.6M 144k 45.77
Waste Management (WM) 0.1 $6.6M 44k 149.37
Veeva Sys Cl A Com (VEEV) 0.1 $6.5M 23k 288.18
Bio Rad Labs Cl A (BIO) 0.1 $6.5M 8.7k 745.96
BioMarin Pharmaceutical (BMRN) 0.1 $6.4M 83k 77.29
Take-Two Interactive Software (TTWO) 0.1 $6.3M 41k 154.06
Brown Forman Corp CL B (BF.B) 0.1 $6.3M 94k 67.01
BorgWarner (BWA) 0.1 $6.2M 143k 43.21
Lockheed Martin Corporation (LMT) 0.1 $6.1M 18k 345.11
TransDigm Group Incorporated (TDG) 0.1 $6.0M 9.7k 624.52
Voya Financial (VOYA) 0.1 $6.0M 98k 61.39
Gilead Sciences (GILD) 0.1 $6.0M 86k 69.85
Zimmer Holdings (ZBH) 0.1 $5.9M 40k 146.37
AES Corporation (AES) 0.1 $5.8M 253k 22.83
Nortonlifelock (GEN) 0.1 $5.8M 227k 25.30
Discover Financial Services (DFS) 0.1 $5.7M 47k 122.84
Vistra Energy (VST) 0.1 $5.7M 334k 17.10
Pulte (PHM) 0.1 $5.6M 123k 45.92
Royalty Pharma Shs Class A (RPRX) 0.1 $5.6M 155k 36.14
Clorox Company (CLX) 0.1 $5.6M 34k 165.62
Public Service Enterprise (PEG) 0.1 $5.6M 92k 60.90
Te Connectivity Reg Shs (TEL) 0.1 $5.6M 41k 137.22
Elanco Animal Health (ELAN) 0.1 $5.5M 172k 31.89
Lululemon Athletica (LULU) 0.1 $5.4M 14k 404.66
SEI Investments Company (SEIC) 0.1 $5.3M 90k 59.30
Roku Com Cl A (ROKU) 0.1 $5.1M 16k 313.37
Intel Corporation (INTC) 0.1 $5.1M 96k 53.28
Ingersoll Rand (IR) 0.1 $5.0M 100k 50.41
Moody's Corporation (MCO) 0.1 $5.0M 14k 355.08
LKQ Corporation (LKQ) 0.1 $4.9M 98k 50.32
O'reilly Automotive (ORLY) 0.1 $4.8M 7.9k 611.09
Mongodb Cl A (MDB) 0.1 $4.8M 10k 471.48
Trimble Navigation (TRMB) 0.1 $4.7M 57k 82.25
Southwest Airlines (LUV) 0.1 $4.6M 89k 51.42
DTE Energy Company (DTE) 0.1 $4.4M 39k 111.72
Edison International (EIX) 0.1 $4.3M 78k 55.46
Teledyne Technologies Incorporated (TDY) 0.1 $4.3M 9.9k 429.61
Alliant Energy Corporation (LNT) 0.1 $4.2M 76k 55.98
Dynatrace Com New (DT) 0.1 $4.0M 57k 70.98
Ametek (AME) 0.1 $4.0M 32k 124.01
Crown Holdings (CCK) 0.1 $4.0M 40k 100.77
Boston Scientific Corporation (BSX) 0.1 $3.9M 91k 43.39
Regeneron Pharmaceuticals (REGN) 0.1 $3.9M 6.4k 605.16
Chubb (CB) 0.1 $3.8M 22k 173.49
Solaredge Technologies (SEDG) 0.1 $3.7M 14k 265.20
Walgreen Boots Alliance (WBA) 0.1 $3.7M 79k 47.05
Tractor Supply Company (TSCO) 0.1 $3.7M 18k 202.63
Lumen Technologies (LUMN) 0.1 $3.7M 296k 12.39
Lennox International (LII) 0.1 $3.6M 12k 294.17
Texas Instruments Incorporated (TXN) 0.1 $3.5M 18k 192.21
Square Cl A (SQ) 0.1 $3.4M 14k 239.85
TJX Companies (TJX) 0.1 $3.3M 51k 65.97
Marathon Petroleum Corp (MPC) 0.1 $3.2M 51k 61.81
Lyondellbasell Industries N Shs - A - (LYB) 0.1 $3.1M 33k 93.86
Williams Companies (WMB) 0.1 $3.1M 118k 25.94
Everest Re Group (EG) 0.1 $3.1M 12k 250.76
Entergy Corporation (ETR) 0.1 $3.0M 31k 99.30
American Intl Group Com New (AIG) 0.1 $3.0M 55k 54.89
Mettler-Toledo International (MTD) 0.1 $3.0M 2.2k 1377.31
Steel Dynamics (STLD) 0.1 $2.8M 49k 58.48
Boston Beer Cl A (SAM) 0.1 $2.7M 5.4k 509.75
Costco Wholesale Corporation (COST) 0.1 $2.7M 6.1k 449.32
Edwards Lifesciences (EW) 0.1 $2.7M 24k 113.21
IDEX Corporation (IEX) 0.1 $2.7M 13k 206.94
Prologis (PLD) 0.1 $2.6M 20k 125.45
Amcor Ord (AMCR) 0.0 $2.1M 182k 11.59
IPG Photonics Corporation (IPGP) 0.0 $2.0M 13k 158.42
Caesars Entertainment (CZR) 0.0 $2.0M 18k 112.28
Honeywell International (HON) 0.0 $2.0M 9.2k 212.33
Newell Rubbermaid (NWL) 0.0 $1.8M 82k 22.14
Ptc (PTC) 0.0 $1.8M 15k 119.77
Altice Usa Cl A (ATUS) 0.0 $1.8M 87k 20.72
Equity Residential Sh Ben Int (EQR) 0.0 $1.8M 22k 80.93
Vail Resorts (MTN) 0.0 $1.8M 5.3k 333.97
CoStar (CSGP) 0.0 $1.7M 20k 86.04
Consolidated Edison (ED) 0.0 $1.7M 24k 72.60
McKesson Corporation (MCK) 0.0 $1.6M 8.3k 199.39
Whirlpool Corporation (WHR) 0.0 $1.5M 7.6k 203.80
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.0 $1.5M 4.2k 360.96
Iron Mountain (IRM) 0.0 $1.5M 35k 43.45
Sun Communities (SUI) 0.0 $1.4M 7.7k 185.15
Hilton Worldwide Holdings (HLT) 0.0 $1.4M 11k 132.08
Realty Income (O) 0.0 $1.3M 21k 64.85
Digital Realty Trust (DLR) 0.0 $1.3M 9.2k 144.45
Exxon Mobil Corporation (XOM) 0.0 $1.3M 22k 58.83
The Trade Desk Com Cl A (TTD) 0.0 $1.3M 19k 70.31
Royal Caribbean Cruises (RCL) 0.0 $1.3M 15k 88.97
Regency Centers Corporation (REG) 0.0 $1.3M 19k 67.31
Invitation Homes (INVH) 0.0 $1.3M 33k 38.34
Hubspot (HUBS) 0.0 $1.2M 1.8k 676.31
Melco Resorts And Entmnt Adr (MLCO) 0.0 $1.2M 117k 10.24
Carnival Corp Unit 99/99/9999 (CCL) 0.0 $1.1M 46k 25.01
Southern Company (SO) 0.0 $1.1M 18k 61.97
Paccar (PCAR) 0.0 $1.1M 14k 78.89
Essex Property Trust (ESS) 0.0 $1.1M 3.3k 319.70
Loews Corporation (L) 0.0 $1.0M 19k 53.95
Vornado Rlty Tr Sh Ben Int (VNO) 0.0 $1.0M 24k 42.02
Arista Networks (ANET) 0.0 $1.0M 2.9k 343.62
C H Robinson Worldwide Com New (CHRW) 0.0 $990k 11k 86.99
Keysight Technologies (KEYS) 0.0 $973k 5.9k 164.27
Las Vegas Sands (LVS) 0.0 $955k 26k 36.60
Wec Energy Group (WEC) 0.0 $941k 11k 88.17
Centene Corporation (CNC) 0.0 $939k 15k 62.32
Ameren Corporation (AEE) 0.0 $938k 12k 80.99
Bentley Sys Com Cl B (BSY) 0.0 $910k 15k 60.65
Eversource Energy (ES) 0.0 $891k 11k 81.74
Zillow Group Cl A (ZG) 0.0 $889k 10k 88.59
Twilio Cl A (TWLO) 0.0 $843k 2.6k 319.20
Xpo Logistics Inc equity (XPO) 0.0 $839k 11k 79.58
Rollins (ROL) 0.0 $799k 23k 35.31
Mosaic (MOS) 0.0 $784k 22k 35.72
Evergy (EVRG) 0.0 $754k 12k 62.24
Xcel Energy (XEL) 0.0 $703k 11k 62.54
Westrock (WRK) 0.0 $682k 14k 49.83
Liberty Global SHS CL C 0.0 $681k 23k 29.45
Allegion Ord Shs (ALLE) 0.0 $666k 5.0k 132.27
Wp Carey (WPC) 0.0 $646k 8.8k 73.04
PerkinElmer (RVTY) 0.0 $612k 3.5k 173.27
Atmos Energy Corporation (ATO) 0.0 $588k 6.7k 88.17
Us Bancorp Del Com New (USB) 0.0 $523k 8.8k 59.39
Danaher Corporation (DHR) 0.0 $431k 1.4k 304.38
Arthur J. Gallagher & Co. (AJG) 0.0 $410k 2.8k 148.66
FactSet Research Systems (FDS) 0.0 $404k 1.0k 394.53
Pinnacle West Capital Corporation (PNW) 0.0 $402k 5.6k 72.28
Essential Utils (WTRG) 0.0 $399k 8.7k 46.07
American Express Company (AXP) 0.0 $397k 2.4k 167.51
Coca-cola Europacific Partne SHS (CCEP) 0.0 $373k 6.8k 55.26
Qualcomm (QCOM) 0.0 $367k 2.8k 128.91
Cadence Design Systems (CDNS) 0.0 $289k 1.9k 151.23
Halliburton Company (HAL) 0.0 $256k 12k 21.63
Monolithic Power Systems (MPWR) 0.0 $255k 527.00 483.87
Norfolk Southern (NSC) 0.0 $238k 996.00 238.96
Synopsys (SNPS) 0.0 $223k 745.00 299.33
Penn National Gaming (PENN) 0.0 $219k 3.0k 72.47
Procter & Gamble Company (PG) 0.0 $202k 1.4k 139.50