Worldquant Millennium Quantitative Strategies

Worldquant Millennium Advisors as of Dec. 31, 2022

Portfolio Holdings for Worldquant Millennium Advisors

Worldquant Millennium Advisors holds 320 positions in its portfolio as reported in the December 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 2.8 $123M 944k 129.93
Edwards Lifesciences (EW) 1.7 $75M 1.0M 74.61
Adobe Systems Incorporated (ADBE) 1.7 $73M 217k 336.53
Microsoft Corporation (MSFT) 1.6 $72M 302k 239.82
UnitedHealth (UNH) 1.6 $70M 132k 530.18
Lam Research Corporation (LRCX) 1.5 $68M 162k 420.30
Amazon (AMZN) 1.4 $62M 738k 84.00
Exxon Mobil Corporation (XOM) 1.3 $57M 515k 110.30
Marathon Petroleum Corp (MPC) 1.2 $55M 470k 116.39
CVS Caremark Corporation (CVS) 1.2 $53M 568k 93.19
Sherwin-Williams Company (SHW) 1.2 $52M 220k 237.33
Johnson & Johnson (JNJ) 1.2 $52M 294k 176.65
Colgate-Palmolive Company (CL) 1.2 $51M 642k 78.79
Visa Com Cl A (V) 1.1 $50M 241k 207.76
Lowe's Companies (LOW) 1.1 $49M 248k 199.24
Paypal Holdings (PYPL) 1.1 $49M 681k 71.22
Humana (HUM) 1.1 $48M 93k 512.19
Coca-Cola Company (KO) 1.0 $43M 671k 63.61
Cme (CME) 0.9 $41M 244k 168.16
Union Pacific Corporation (UNP) 0.9 $41M 196k 207.07
Fortinet (FTNT) 0.9 $40M 824k 48.89
Autodesk (ADSK) 0.9 $39M 207k 186.87
4068594 Enphase Energy (ENPH) 0.9 $38M 142k 264.96
Cisco Systems (CSCO) 0.8 $37M 775k 47.64
Paccar (PCAR) 0.8 $35M 354k 98.97
Docusign (DOCU) 0.8 $35M 629k 55.42
Us Bancorp Del Com New (USB) 0.7 $33M 750k 43.61
Cognizant Technology Solutio Cl A (CTSH) 0.7 $33M 571k 57.19
Verizon Communications (VZ) 0.7 $33M 827k 39.40
Yum! Brands (YUM) 0.7 $32M 251k 128.08
Lockheed Martin Corporation (LMT) 0.7 $32M 65k 486.49
Cintas Corporation (CTAS) 0.7 $31M 69k 451.62
Newmont Mining Corporation (NEM) 0.7 $31M 647k 47.20
Best Buy (BBY) 0.7 $30M 376k 80.21
Neurocrine Biosciences (NBIX) 0.7 $30M 251k 119.44
Hartford Financial Services (HIG) 0.7 $29M 383k 75.83
salesforce (CRM) 0.7 $29M 217k 132.59
Advance Auto Parts (AAP) 0.7 $29M 195k 147.03
Deere & Company (DE) 0.7 $29M 67k 428.76
Chevron Corporation (CVX) 0.6 $28M 157k 179.49
Fox Corp Cl A Com (FOXA) 0.6 $28M 923k 30.37
Walt Disney Company (DIS) 0.6 $28M 320k 86.88
Pfizer (PFE) 0.6 $28M 537k 51.24
Linde SHS 0.6 $27M 84k 326.18
Hewlett Packard Enterprise (HPE) 0.6 $27M 1.7M 15.96
Broadcom (AVGO) 0.6 $26M 47k 559.14
Eli Lilly & Co. (LLY) 0.6 $26M 72k 365.84
Crown Castle Intl (CCI) 0.6 $26M 194k 135.64
3M Company (MMM) 0.6 $26M 216k 119.92
Vertex Pharmaceuticals Incorporated (VRTX) 0.6 $26M 88k 288.78
Kroger (KR) 0.6 $25M 567k 44.58
Comcast Corp Cl A (CMCSA) 0.6 $25M 721k 34.97
Zoetis Cl A (ZTS) 0.6 $25M 170k 146.55
Airbnb Com Cl A (ABNB) 0.6 $25M 291k 85.50
Molina Healthcare (MOH) 0.6 $25M 75k 330.22
Chubb (CB) 0.6 $25M 112k 220.60
Alphabet Cap Stk Cl C (GOOG) 0.6 $25M 276k 88.73
Accenture Plc Ireland Shs Class A (ACN) 0.6 $24M 91k 266.84
Gilead Sciences (GILD) 0.5 $24M 281k 85.85
Tyson Foods Cl A (TSN) 0.5 $24M 379k 62.25
Kimberly-Clark Corporation (KMB) 0.5 $24M 173k 135.75
Palo Alto Networks (PANW) 0.5 $23M 167k 139.54
Lincoln National Corporation (LNC) 0.5 $23M 755k 30.72
Dex (DXCM) 0.5 $23M 204k 113.24
Chipotle Mexican Grill (CMG) 0.5 $23M 16k 1387.51
Skyworks Solutions (SWKS) 0.5 $22M 243k 91.13
Xcel Energy (XEL) 0.5 $22M 312k 70.11
Alphabet Cap Stk Cl A (GOOGL) 0.5 $22M 244k 88.23
Medtronic SHS (MDT) 0.5 $22M 277k 77.72
Automatic Data Processing (ADP) 0.5 $21M 88k 238.87
Sba Communications Corp Cl A (SBAC) 0.5 $21M 74k 280.32
Host Hotels & Resorts (HST) 0.5 $21M 1.3M 16.05
Keysight Technologies (KEYS) 0.5 $20M 119k 171.07
Teradyne (TER) 0.5 $20M 233k 87.35
Intuitive Surgical Com New (ISRG) 0.5 $20M 77k 265.35
ConAgra Foods (CAG) 0.5 $20M 521k 38.70
Nasdaq Omx (NDAQ) 0.5 $20M 328k 61.35
stock 0.5 $20M 231k 86.09
Weyerhaeuser Co Mtn Be Com New (WY) 0.5 $20M 640k 31.00
Textron (TXT) 0.4 $20M 278k 70.80
General Motors Company (GM) 0.4 $20M 581k 33.64
Johnson Ctls Intl SHS (JCI) 0.4 $19M 301k 64.00
Progressive Corporation (PGR) 0.4 $19M 147k 129.71
Altria (MO) 0.4 $19M 415k 45.71
Nxp Semiconductors N V (NXPI) 0.4 $19M 118k 158.03
Abbott Laboratories (ABT) 0.4 $19M 169k 109.79
Domino's Pizza (DPZ) 0.4 $18M 53k 346.41
Tesla Motors (TSLA) 0.4 $18M 146k 123.18
McDonald's Corporation (MCD) 0.4 $18M 67k 263.53
Expedia Group Com New (EXPE) 0.4 $18M 200k 87.60
Costco Wholesale Corporation (COST) 0.4 $18M 38k 456.49
McKesson Corporation (MCK) 0.4 $17M 46k 375.12
Baxter International (BAX) 0.4 $17M 335k 50.97
Rollins (ROL) 0.4 $17M 462k 36.54
Essex Property Trust (ESS) 0.4 $17M 79k 211.92
Arista Networks (ANET) 0.4 $17M 137k 121.35
Centene Corporation (CNC) 0.4 $17M 201k 82.01
Medical Properties Trust (MPW) 0.4 $16M 1.5M 11.14
Block Cl A (SQ) 0.4 $16M 256k 62.84
Boeing Company (BA) 0.4 $16M 84k 190.49
Westrock (WRK) 0.4 $16M 453k 35.16
Meta Platforms Cl A (META) 0.4 $16M 132k 120.34
Wix SHS (WIX) 0.4 $16M 203k 76.83
Synopsys (SNPS) 0.4 $16M 49k 319.29
Albemarle Corporation (ALB) 0.4 $15M 71k 216.86
Danaher Corporation (DHR) 0.3 $15M 58k 265.42
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.3 $15M 49k 308.89
Pepsi (PEP) 0.3 $15M 83k 180.66
Marvell Technology (MRVL) 0.3 $15M 403k 37.04
Discover Financial Services (DFS) 0.3 $15M 151k 97.83
Illinois Tool Works (ITW) 0.3 $15M 66k 220.30
Live Nation Entertainment (LYV) 0.3 $15M 208k 69.74
Nike CL B (NKE) 0.3 $15M 124k 117.01
Biogen Idec (BIIB) 0.3 $14M 52k 276.92
Bank of America Corporation (BAC) 0.3 $14M 435k 33.12
Valero Energy Corporation (VLO) 0.3 $14M 113k 126.86
Ecolab (ECL) 0.3 $14M 98k 145.56
Wells Fargo & Company (WFC) 0.3 $14M 329k 41.29
Mongodb Cl A (MDB) 0.3 $14M 69k 196.84
General Dynamics Corporation (GD) 0.3 $14M 54k 248.11
JPMorgan Chase & Co. (JPM) 0.3 $13M 99k 134.10
Carlisle Companies (CSL) 0.3 $13M 56k 235.65
Monolithic Power Systems (MPWR) 0.3 $13M 36k 353.60
Carlyle Group (CG) 0.3 $13M 429k 29.84
Msci (MSCI) 0.3 $13M 28k 465.17
Schlumberger Com Stk (SLB) 0.3 $12M 231k 53.46
Kellogg Company (K) 0.3 $12M 173k 71.24
Marriott Intl Cl A (MAR) 0.3 $12M 81k 148.89
Generac Holdings (GNRC) 0.3 $12M 118k 100.66
Key (KEY) 0.3 $12M 681k 17.42
Paramount Global Class B Com (PARA) 0.3 $12M 688k 16.88
Mondelez Intl Cl A (MDLZ) 0.3 $11M 171k 66.65
Evergy (EVRG) 0.3 $11M 179k 62.93
Datadog Cl A Com (DDOG) 0.3 $11M 153k 73.50
Fidelity National Information Services (FIS) 0.3 $11M 162k 67.85
Tradeweb Mkts Cl A (TW) 0.2 $11M 165k 64.93
Microchip Technology (MCHP) 0.2 $11M 152k 70.25
Cadence Design Systems (CDNS) 0.2 $11M 65k 160.64
American Express Company (AXP) 0.2 $10M 69k 147.75
T. Rowe Price (TROW) 0.2 $10M 94k 109.06
Bio Rad Labs Cl A (BIO) 0.2 $10M 24k 420.48
Hf Sinclair Corp (DINO) 0.2 $10M 192k 51.89
Simon Property (SPG) 0.2 $9.9M 84k 117.48
EQT Corporation (EQT) 0.2 $9.9M 292k 33.83
MercadoLibre (MELI) 0.2 $9.9M 12k 846.26
Intercontinental Exchange (ICE) 0.2 $9.8M 95k 102.59
Bank of New York Mellon Corporation (BK) 0.2 $9.8M 215k 45.52
Guidewire Software (GWRE) 0.2 $9.8M 156k 62.56
Nextera Energy (NEE) 0.2 $9.8M 117k 83.60
Transunion (TRU) 0.2 $9.1M 161k 56.75
Charter Communications Inc N Cl A (CHTR) 0.2 $8.9M 26k 339.10
Halliburton Company (HAL) 0.2 $8.9M 226k 39.35
Rockwell Automation (ROK) 0.2 $8.8M 34k 257.58
Whirlpool Corporation (WHR) 0.2 $8.8M 62k 141.47
Lennox International (LII) 0.2 $8.7M 36k 239.23
eBay (EBAY) 0.2 $8.5M 204k 41.47
Ross Stores (ROST) 0.2 $8.4M 72k 116.06
Wal-Mart Stores (WMT) 0.2 $8.3M 59k 141.78
W.R. Berkley Corporation (WRB) 0.2 $8.3M 115k 72.57
Teladoc (TDOC) 0.2 $8.2M 347k 23.65
Regions Financial Corporation (RF) 0.2 $8.1M 375k 21.56
Leidos Holdings (LDOS) 0.2 $7.9M 75k 105.18
Applied Materials (AMAT) 0.2 $7.9M 81k 97.38
Trane Technologies SHS (TT) 0.2 $7.8M 47k 168.10
RPM International (RPM) 0.2 $7.8M 80k 97.45
Mosaic (MOS) 0.2 $7.7M 176k 43.87
First Republic Bank/san F (FRCB) 0.2 $7.7M 64k 121.90
Workday Cl A (WDAY) 0.2 $7.7M 46k 167.34
Dish Network Corporation Cl A 0.2 $7.6M 543k 14.04
CSX Corporation (CSX) 0.2 $7.6M 245k 30.98
W.W. Grainger (GWW) 0.2 $7.6M 14k 556.27
Paycom Software (PAYC) 0.2 $7.4M 24k 310.30
Entergy Corporation (ETR) 0.2 $7.4M 66k 112.50
Cabot Oil & Gas Corporation (CTRA) 0.2 $7.4M 300k 24.57
ConocoPhillips (COP) 0.2 $7.4M 63k 117.99
Lamb Weston Hldgs (LW) 0.2 $7.3M 82k 89.36
Ball Corporation (BALL) 0.2 $7.3M 143k 51.14
Charles Schwab Corporation (SCHW) 0.2 $7.3M 88k 83.26
General Electric Com New (GE) 0.2 $7.1M 85k 83.79
Dropbox Cl A (DBX) 0.2 $7.1M 317k 22.38
American Electric Power Company (AEP) 0.2 $7.0M 74k 94.95
MetLife (MET) 0.2 $7.0M 96k 72.37
Alexandria Real Estate Equities (ARE) 0.2 $6.9M 48k 145.67
Assurant (AIZ) 0.2 $6.9M 55k 125.07
L3harris Technologies (LHX) 0.2 $6.8M 33k 208.20
Mid-America Apartment (MAA) 0.2 $6.8M 43k 156.98
Zimmer Holdings (ZBH) 0.2 $6.8M 53k 127.50
Hess (HES) 0.2 $6.8M 48k 141.82
DTE Energy Company (DTE) 0.2 $6.7M 57k 117.54
Fastenal Company (FAST) 0.2 $6.6M 140k 47.32
AutoZone (AZO) 0.1 $6.5M 2.6k 2466.26
First Ctzns Bancshares Inc N Cl A (FCNCA) 0.1 $6.4M 8.4k 758.35
Incyte Corporation (INCY) 0.1 $6.4M 80k 80.33
Coca-cola Europacific Partne SHS (CCEP) 0.1 $6.1M 110k 55.32
Liberty Global SHS CL C 0.1 $6.0M 310k 19.43
Veeva Sys Cl A Com (VEEV) 0.1 $5.9M 37k 161.37
Hilton Worldwide Holdings (HLT) 0.1 $5.9M 47k 126.35
Waste Management (WM) 0.1 $5.6M 36k 156.88
United Rentals (URI) 0.1 $5.6M 16k 355.39
Steel Dynamics (STLD) 0.1 $5.5M 56k 97.70
West Pharmaceutical Services (WST) 0.1 $5.5M 23k 235.34
Vistra Energy (VST) 0.1 $5.4M 234k 23.20
Bristol Myers Squibb (BMY) 0.1 $5.4M 75k 71.95
Campbell Soup Company (CPB) 0.1 $5.4M 95k 56.75
Dupont De Nemours (DD) 0.1 $5.4M 78k 68.63
Lumen Technologies (LUMN) 0.1 $5.3M 1.0M 5.22
Amgen (AMGN) 0.1 $5.2M 20k 262.65
Vici Pptys (VICI) 0.1 $4.8M 149k 32.40
J.B. Hunt Transport Services (JBHT) 0.1 $4.7M 27k 174.36
Te Connectivity SHS (TEL) 0.1 $4.7M 41k 114.80
Kla Corp Com New (KLAC) 0.1 $4.6M 12k 377.07
Lpl Financial Holdings (LPLA) 0.1 $4.4M 21k 216.16
C H Robinson Worldwide Com New (CHRW) 0.1 $4.4M 48k 91.56
Truist Financial Corp equities (TFC) 0.1 $4.3M 99k 43.03
Northern Trust Corporation (NTRS) 0.1 $4.1M 46k 88.48
Southern Company (SO) 0.1 $3.8M 53k 71.40
IDEX Corporation (IEX) 0.1 $3.8M 17k 228.33
Robert Half International (RHI) 0.1 $3.7M 50k 73.83
Cbre Group Cl A (CBRE) 0.1 $3.7M 48k 76.95
Waters Corporation (WAT) 0.1 $3.6M 11k 342.60
Lennar Corp Cl A (LEN) 0.1 $3.6M 40k 90.50
Huntington Bancshares Incorporated (HBAN) 0.1 $3.5M 247k 14.10
Dell Technologies CL C (DELL) 0.1 $3.4M 85k 40.22
Cloudflare Cl A Com (NET) 0.1 $3.3M 74k 45.21
Futu Hldgs Spon Ads Cl A (FUTU) 0.1 $3.3M 82k 40.65
Caesars Entertainment (CZR) 0.1 $3.3M 80k 41.60
AvalonBay Communities (AVB) 0.1 $3.3M 21k 161.52
Honeywell International (HON) 0.1 $3.3M 15k 214.30
Principal Financial (PFG) 0.1 $3.2M 39k 83.91
O'reilly Automotive (ORLY) 0.1 $3.2M 3.8k 843.94
Stanley Black & Decker (SWK) 0.1 $3.1M 42k 75.12
Atmos Energy Corporation (ATO) 0.1 $3.1M 28k 112.07
Lyft Cl A Com (LYFT) 0.1 $3.1M 280k 11.02
Brown & Brown (BRO) 0.1 $3.1M 54k 56.97
Juniper Networks (JNPR) 0.1 $3.1M 96k 31.96
Agilent Technologies Inc C ommon (A) 0.1 $3.1M 20k 149.66
Unity Software (U) 0.1 $3.0M 106k 28.59
Iqvia Holdings (IQV) 0.1 $3.0M 15k 204.88
AES Corporation (AES) 0.1 $3.0M 104k 28.76
Caterpillar (CAT) 0.1 $2.9M 12k 239.55
PNC Financial Services (PNC) 0.1 $2.9M 19k 157.94
Williams Companies (WMB) 0.1 $2.9M 88k 32.90
Allstate Corporation (ALL) 0.1 $2.9M 21k 135.59
ON Semiconductor (ON) 0.1 $2.8M 45k 62.36
Zscaler Incorporated (ZS) 0.1 $2.7M 25k 111.89
Franklin Resources (BEN) 0.1 $2.7M 104k 26.38
Old Dominion Freight Line (ODFL) 0.1 $2.7M 9.5k 283.81
Invitation Homes (INVH) 0.1 $2.7M 90k 29.64
Gartner (IT) 0.1 $2.6M 7.7k 336.19
Cardinal Health (CAH) 0.1 $2.5M 33k 76.86
Akamai Technologies (AKAM) 0.1 $2.4M 29k 84.31
AmerisourceBergen (COR) 0.1 $2.4M 15k 165.68
Toast Cl A (TOST) 0.1 $2.4M 133k 18.03
BioMarin Pharmaceutical (BMRN) 0.1 $2.4M 23k 103.49
Global Payments (GPN) 0.1 $2.3M 24k 99.31
Ringcentral Cl A (RNG) 0.1 $2.2M 62k 35.40
PerkinElmer (RVTY) 0.0 $2.2M 16k 140.20
TransDigm Group Incorporated (TDG) 0.0 $2.0M 3.3k 629.54
Amer (UHAL) 0.0 $2.0M 33k 60.19
Hasbro (HAS) 0.0 $2.0M 32k 61.01
Liberty Global Shs Cl A 0.0 $1.9M 101k 18.93
Verisign (VRSN) 0.0 $1.9M 9.3k 205.47
Mastercard Incorporated Cl A (MA) 0.0 $1.9M 5.5k 347.82
Lear Corp Com New (LEA) 0.0 $1.9M 15k 124.04
Elanco Animal Health (ELAN) 0.0 $1.9M 155k 12.22
Delta Air Lines Inc Del Com New (DAL) 0.0 $1.9M 57k 32.86
Snap Cl A (SNAP) 0.0 $1.9M 209k 8.95
Northrop Grumman Corporation (NOC) 0.0 $1.9M 3.4k 545.67
Kinder Morgan (KMI) 0.0 $1.8M 102k 18.08
Avantor (AVTR) 0.0 $1.8M 87k 21.09
Cooper Cos Com New 0.0 $1.8M 5.5k 330.74
United Parcel Service CL B (UPS) 0.0 $1.8M 10k 173.88
Boston Properties (BXP) 0.0 $1.8M 26k 67.60
Aptiv SHS (APTV) 0.0 $1.7M 19k 93.15
Brown Forman Corp CL B (BF.B) 0.0 $1.7M 26k 65.66
Ameren Corporation (AEE) 0.0 $1.7M 19k 88.92
Raymond James Financial (RJF) 0.0 $1.7M 16k 106.85
The Trade Desk Com Cl A (TTD) 0.0 $1.6M 37k 44.83
Cleveland-cliffs (CLF) 0.0 $1.6M 100k 16.11
Republic Services (RSG) 0.0 $1.6M 12k 128.97
Apa Corporation (APA) 0.0 $1.5M 32k 46.69
NetApp (NTAP) 0.0 $1.3M 22k 60.04
Constellation Energy (CEG) 0.0 $1.3M 15k 86.23
EXACT Sciences Corporation (EXAS) 0.0 $1.2M 25k 49.52
Uber Technologies (UBER) 0.0 $1.2M 50k 24.74
Signature Bank (SBNY) 0.0 $1.2M 10k 115.18
Travelers Companies (TRV) 0.0 $1.1M 5.9k 187.52
Dollar General (DG) 0.0 $1.1M 4.3k 246.20
Liberty Media Corp Del Com A Siriusxm 0.0 $1.1M 27k 39.30
Epam Systems (EPAM) 0.0 $1.1M 3.2k 327.67
Dominion Resources (D) 0.0 $1.1M 17k 61.32
Avery Dennison Corporation (AVY) 0.0 $956k 5.3k 180.96
Starbucks Corporation (SBUX) 0.0 $910k 9.2k 99.20
Sealed Air (SEE) 0.0 $847k 17k 49.88
Cincinnati Financial Corporation (CINF) 0.0 $833k 8.1k 102.35
Duke Energy Corp Com New (DUK) 0.0 $787k 7.6k 103.04
AFLAC Incorporated (AFL) 0.0 $753k 11k 71.97
Sirius Xm Holdings (SIRI) 0.0 $753k 129k 5.84
Fox Corp Cl B Com (FOX) 0.0 $743k 26k 28.46
Webster Financial Corporation (WBS) 0.0 $740k 16k 47.31
Etsy (ETSY) 0.0 $712k 5.9k 119.78
Hp (HPQ) 0.0 $684k 26k 26.85
NiSource (NI) 0.0 $637k 23k 27.43
Aon Shs Cl A (AON) 0.0 $632k 2.1k 300.10
Carnival Corp Common Stock (CCL) 0.0 $618k 77k 8.06
American Financial (AFG) 0.0 $609k 4.4k 137.22
Royal Caribbean Cruises (RCL) 0.0 $584k 12k 49.45
Nordson Corporation (NDSN) 0.0 $550k 2.3k 237.58
Thermo Fisher Scientific (TMO) 0.0 $519k 943.00 550.37
Owens Corning (OC) 0.0 $517k 6.1k 85.31
Healthcare Rlty Tr Cl A Com (HR) 0.0 $499k 26k 19.27
DaVita (DVA) 0.0 $494k 6.6k 74.69
HEICO Corporation (HEI) 0.0 $437k 2.8k 153.49
Ferguson SHS (FERG) 0.0 $375k 3.0k 126.86
Cognex Corporation (CGNX) 0.0 $358k 7.6k 47.11
Marathon Oil Corporation (MRO) 0.0 $296k 11k 27.05
Sun Communities (SUI) 0.0 $283k 2.0k 143.00
Snap-on Incorporated (SNA) 0.0 $244k 1.1k 228.25
MarketAxess Holdings (MKTX) 0.0 $217k 777.00 279.28
Newell Rubbermaid (NWL) 0.0 $170k 13k 13.08