Worldquant Millennium Quantitative Strategies

Worldquant Millennium Advisors as of March 31, 2022

Portfolio Holdings for Worldquant Millennium Advisors

Worldquant Millennium Advisors holds 288 positions in its portfolio as reported in the March 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 5.0 $204M 1.2M 174.61
Microsoft Corporation (MSFT) 2.6 $105M 340k 308.31
Alphabet Cap Stk Cl C (GOOG) 1.8 $76M 27k 2792.98
Amazon (AMZN) 1.7 $71M 22k 3259.95
Alphabet Cap Stk Cl A (GOOGL) 1.6 $67M 24k 2781.36
Advanced Micro Devices (AMD) 1.5 $64M 581k 109.34
Abbott Laboratories (ABT) 1.5 $62M 522k 118.36
Target Corporation (TGT) 1.5 $60M 284k 212.22
Charter Communications Inc N Cl A (CHTR) 1.4 $58M 106k 545.52
Tesla Motors (TSLA) 1.3 $53M 49k 1077.61
Exxon Mobil Corporation (XOM) 1.2 $51M 611k 82.59
Synopsys (SNPS) 1.2 $50M 150k 333.27
CF Industries Holdings (CF) 1.2 $48M 466k 103.06
UnitedHealth (UNH) 1.1 $44M 87k 509.97
Wells Fargo & Company (WFC) 1.1 $44M 901k 48.46
Pfizer (PFE) 1.0 $43M 830k 51.77
Comcast Corp Cl A (CMCSA) 1.0 $42M 897k 46.82
Phillips 66 (PSX) 0.9 $38M 434k 86.39
Visa Com Cl A (V) 0.9 $37M 168k 221.77
Pepsi (PEP) 0.9 $37M 218k 167.38
Adobe Systems Incorporated (ADBE) 0.9 $35M 77k 455.62
Meta Platforms Cl A (META) 0.8 $35M 156k 222.36
Masimo Corporation (MASI) 0.8 $34M 236k 145.54
Lockheed Martin Corporation (LMT) 0.8 $34M 78k 441.40
Kroger (KR) 0.8 $31M 547k 57.37
Merck & Co (MRK) 0.7 $31M 374k 82.05
TJX Companies (TJX) 0.7 $30M 501k 60.58
Morgan Stanley Com New (MS) 0.7 $30M 342k 87.40
S&p Global (SPGI) 0.7 $28M 69k 410.18
Honeywell International (HON) 0.7 $28M 142k 194.58
Tyson Foods Cl A (TSN) 0.7 $28M 309k 89.63
Autodesk (ADSK) 0.7 $27M 127k 214.35
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.7 $27M 77k 352.91
Crown Castle Intl (CCI) 0.7 $27M 145k 184.60
First Republic Bank/san F (FRCB) 0.6 $25M 155k 162.10
United Rentals (URI) 0.6 $25M 70k 355.20
CVS Caremark Corporation (CVS) 0.6 $24M 238k 101.21
Sun Communities (SUI) 0.6 $24M 137k 175.29
Advance Auto Parts (AAP) 0.6 $24M 115k 206.96
Microchip Technology (MCHP) 0.6 $24M 315k 75.14
American Electric Power Company (AEP) 0.6 $24M 237k 99.77
Colgate-Palmolive Company (CL) 0.6 $24M 311k 75.83
Cadence Design Systems (CDNS) 0.6 $24M 143k 164.46
Hubspot (HUBS) 0.6 $23M 49k 474.93
O'reilly Automotive (ORLY) 0.6 $23M 33k 684.96
Freeport-mcmoran CL B (FCX) 0.6 $23M 455k 49.74
Datadog Cl A Com (DDOG) 0.5 $22M 148k 151.47
Cigna Corp (CI) 0.5 $22M 93k 239.61
Amgen (AMGN) 0.5 $22M 92k 241.82
General Electric Com New (GE) 0.5 $22M 241k 91.50
Paycom Software (PAYC) 0.5 $22M 64k 346.38
Crowdstrike Hldgs Cl A (CRWD) 0.5 $22M 97k 227.08
Verizon Communications (VZ) 0.5 $22M 424k 50.94
Starbucks Corporation (SBUX) 0.5 $21M 231k 90.97
Zscaler Incorporated (ZS) 0.5 $21M 86k 241.28
Docusign (DOCU) 0.5 $21M 192k 107.12
MetLife (MET) 0.5 $20M 289k 70.28
Chevron Corporation (CVX) 0.5 $20M 125k 162.83
Marriott Intl Cl A (MAR) 0.5 $20M 114k 175.75
Sirius Xm Holdings (SIRI) 0.5 $20M 3.0M 6.62
Hartford Financial Services (HIG) 0.5 $20M 271k 71.81
Intercontinental Exchange (ICE) 0.5 $20M 147k 132.12
Zoetis Cl A (ZTS) 0.5 $19M 102k 188.59
Lumen Technologies (LUMN) 0.5 $19M 1.7M 11.27
Biogen Idec (BIIB) 0.5 $19M 90k 210.61
Best Buy (BBY) 0.5 $19M 207k 90.90
Teleflex Incorporated (TFX) 0.5 $19M 53k 354.82
Bath &#38 Body Works In (BBWI) 0.5 $19M 390k 47.80
Eli Lilly & Co. (LLY) 0.5 $19M 65k 286.37
CSX Corporation (CSX) 0.5 $19M 495k 37.45
Udr (UDR) 0.4 $18M 321k 57.37
Philip Morris International (PM) 0.4 $18M 195k 93.94
Dex (DXCM) 0.4 $18M 35k 511.61
MGM Resorts International. (MGM) 0.4 $18M 424k 41.94
Nike CL B (NKE) 0.4 $18M 131k 134.56
JPMorgan Chase & Co. (JPM) 0.4 $17M 127k 136.32
Bristol Myers Squibb (BMY) 0.4 $17M 235k 73.03
Gartner (IT) 0.4 $17M 58k 297.46
CoStar (CSGP) 0.4 $17M 256k 66.61
Campbell Soup Company (CPB) 0.4 $17M 381k 44.57
Pinterest Cl A (PINS) 0.4 $17M 687k 24.61
Otis Worldwide Corp (OTIS) 0.4 $17M 217k 76.95
Willis Towers Watson SHS (WTW) 0.4 $17M 71k 236.21
Msci (MSCI) 0.4 $16M 33k 502.87
Corning Incorporated (GLW) 0.4 $16M 443k 36.91
Ss&c Technologies Holding (SSNC) 0.4 $16M 215k 75.02
Monolithic Power Systems (MPWR) 0.4 $16M 33k 485.67
Arista Networks (ANET) 0.4 $16M 114k 138.98
Sunrun (RUN) 0.4 $16M 516k 30.37
Okta Cl A (OKTA) 0.4 $16M 104k 150.96
Electronic Arts (EA) 0.4 $16M 124k 126.51
EOG Resources (EOG) 0.4 $16M 130k 119.23
Owens Corning (OC) 0.4 $15M 165k 91.50
Servicenow (NOW) 0.4 $15M 27k 556.90
Dow (DOW) 0.4 $15M 230k 63.72
Keysight Technologies (KEYS) 0.4 $14M 91k 157.97
Vistra Energy (VST) 0.4 $14M 618k 23.25
Extra Space Storage (EXR) 0.3 $14M 70k 205.60
Brown & Brown (BRO) 0.3 $14M 195k 72.27
BlackRock (BLK) 0.3 $14M 18k 764.18
Air Products & Chemicals (APD) 0.3 $14M 56k 249.91
Intuitive Surgical Com New (ISRG) 0.3 $14M 46k 301.68
Danaher Corporation (DHR) 0.3 $14M 47k 293.34
Emerson Electric (EMR) 0.3 $14M 138k 98.05
Nordson Corporation (NDSN) 0.3 $13M 59k 227.08
Eastman Chemical Company (EMN) 0.3 $13M 119k 112.06
Qualcomm (QCOM) 0.3 $13M 87k 152.82
Bunge 0.3 $13M 120k 110.81
Expedia Group Com New (EXPE) 0.3 $13M 68k 195.67
Ametek (AME) 0.3 $13M 99k 133.18
Expeditors International of Washington (EXPD) 0.3 $13M 127k 103.16
McKesson Corporation (MCK) 0.3 $13M 43k 306.14
Textron (TXT) 0.3 $13M 174k 74.38
Dentsply Sirona (XRAY) 0.3 $13M 262k 49.22
Agilent Technologies Inc C ommon (A) 0.3 $13M 97k 132.33
Capital One Financial (COF) 0.3 $13M 97k 131.29
Nasdaq Omx (NDAQ) 0.3 $13M 71k 178.20
Bank of America Corporation (BAC) 0.3 $12M 302k 41.22
Coupa Software 0.3 $12M 120k 101.63
Fidelity National Information Services (FIS) 0.3 $12M 120k 100.42
Verisign (VRSN) 0.3 $12M 54k 222.47
Public Storage (PSA) 0.3 $12M 30k 390.28
Micron Technology (MU) 0.3 $12M 151k 77.89
Horizon Therapeutics Pub L SHS 0.3 $12M 111k 105.21
Southwest Airlines (LUV) 0.3 $12M 255k 45.80
Lyft Cl A Com (LYFT) 0.3 $12M 298k 38.40
Johnson & Johnson (JNJ) 0.3 $12M 65k 177.23
Teladoc (TDOC) 0.3 $11M 159k 72.13
Kla Corp Com New (KLAC) 0.3 $11M 31k 366.08
Brown Forman Corp CL B (BF.B) 0.3 $11M 170k 67.02
Home Depot (HD) 0.3 $11M 38k 299.34
Simon Property (SPG) 0.3 $11M 86k 131.56
BorgWarner (BWA) 0.3 $11M 286k 38.90
Skyworks Solutions (SWKS) 0.3 $11M 83k 133.28
Snap Cl A (SNAP) 0.3 $11M 308k 35.99
Copart (CPRT) 0.3 $11M 87k 125.47
Snap-on Incorporated (SNA) 0.3 $11M 52k 205.49
Trane Technologies SHS (TT) 0.3 $11M 70k 152.70
Airbnb Com Cl A (ABNB) 0.3 $11M 62k 171.76
Equitable Holdings (EQH) 0.3 $11M 339k 30.91
Occidental Petroleum Corporation (OXY) 0.3 $10M 184k 56.74
Lauder Estee Cos Cl A (EL) 0.3 $10M 38k 272.33
Veeva Sys Cl A Com (VEEV) 0.3 $10M 48k 212.46
Cloudflare Cl A Com (NET) 0.2 $10M 84k 119.70
Molson Coors Beverage CL B (TAP) 0.2 $10M 187k 53.38
Workday Cl A (WDAY) 0.2 $9.9M 41k 239.46
Monster Beverage Corp (MNST) 0.2 $9.4M 118k 79.90
Us Bancorp Del Com New (USB) 0.2 $9.4M 177k 53.15
Ally Financial (ALLY) 0.2 $9.3M 213k 43.48
Fidelity National Financial Fnf Group Com (FNF) 0.2 $9.2M 189k 48.84
SEI Investments Company (SEIC) 0.2 $9.1M 151k 60.21
Global Payments (GPN) 0.2 $8.9M 65k 136.84
Allstate Corporation (ALL) 0.2 $8.9M 65k 138.50
Automatic Data Processing (ADP) 0.2 $8.9M 39k 227.54
Walt Disney Company (DIS) 0.2 $8.8M 64k 137.17
Insulet Corporation (PODD) 0.2 $8.7M 33k 266.40
TransDigm Group Incorporated (TDG) 0.2 $8.5M 13k 651.54
Dell Technologies CL C (DELL) 0.2 $8.5M 170k 50.19
Dish Network Corporation Cl A 0.2 $8.4M 265k 31.65
Linde SHS 0.2 $8.3M 26k 319.42
Cardinal Health (CAH) 0.2 $8.3M 146k 56.70
Dollar General (DG) 0.2 $8.3M 37k 222.62
McDonald's Corporation (MCD) 0.2 $8.1M 33k 247.27
Edwards Lifesciences (EW) 0.2 $8.1M 69k 117.72
Quest Diagnostics Incorporated (DGX) 0.2 $8.1M 59k 136.86
Wix SHS (WIX) 0.2 $8.0M 77k 104.46
Mongodb Cl A (MDB) 0.2 $7.9M 18k 443.58
Halliburton Company (HAL) 0.2 $7.9M 209k 37.87
Snowflake Cl A (SNOW) 0.2 $7.9M 34k 229.13
Discovery Com Ser A 0.2 $7.8M 313k 24.92
Western Union Company (WU) 0.2 $7.8M 414k 18.74
Howmet Aerospace (HWM) 0.2 $7.7M 214k 35.94
3M Company (MMM) 0.2 $7.7M 52k 148.89
MercadoLibre (MELI) 0.2 $7.5M 6.3k 1189.45
Union Pacific Corporation (UNP) 0.2 $7.5M 27k 273.20
Inmode SHS (INMD) 0.2 $7.4M 201k 36.91
Asana Cl A (ASAN) 0.2 $7.4M 184k 39.97
Dropbox Cl A (DBX) 0.2 $7.3M 314k 23.25
Align Technology (ALGN) 0.2 $7.3M 17k 436.03
Leidos Holdings (LDOS) 0.2 $7.2M 67k 108.02
DaVita (DVA) 0.2 $7.1M 63k 113.11
IPG Photonics Corporation (IPGP) 0.2 $7.1M 64k 109.75
Accenture Plc Ireland Shs Class A (ACN) 0.2 $7.0M 21k 337.22
Incyte Corporation (INCY) 0.2 $6.8M 86k 79.42
Cintas Corporation (CTAS) 0.2 $6.7M 16k 425.37
Nextera Energy (NEE) 0.2 $6.6M 78k 84.71
FleetCor Technologies 0.2 $6.5M 26k 249.04
Kinder Morgan (KMI) 0.2 $6.4M 338k 18.91
Vail Resorts (MTN) 0.2 $6.3M 24k 260.29
Sba Communications Corp Cl A (SBAC) 0.2 $6.2M 18k 344.10
Mastercard Incorporated Cl A (MA) 0.2 $6.2M 17k 357.38
MarketAxess Holdings (MKTX) 0.1 $6.0M 18k 340.17
Bentley Sys Com Cl B (BSY) 0.1 $5.9M 134k 44.18
Caterpillar (CAT) 0.1 $5.6M 25k 222.82
NVIDIA Corporation (NVDA) 0.1 $5.4M 20k 272.85
Marsh & McLennan Companies (MMC) 0.1 $5.4M 32k 170.41
Godaddy Cl A (GDDY) 0.1 $5.3M 63k 83.71
Ball Corporation (BALL) 0.1 $5.2M 58k 90.00
Waste Management (WM) 0.1 $5.2M 33k 158.51
ON Semiconductor (ON) 0.1 $5.2M 83k 62.61
Schlumberger Com Stk (SLB) 0.1 $5.1M 125k 41.31
Bio Rad Labs Cl A (BIO) 0.1 $5.1M 9.0k 563.25
Wabtec Corporation (WAB) 0.1 $5.0M 52k 96.17
Norfolk Southern (NSC) 0.1 $5.0M 17k 285.23
Synchrony Financial (SYF) 0.1 $5.0M 142k 34.81
Raytheon Technologies Corp (RTX) 0.1 $4.9M 49k 99.08
News Corp Cl A (NWSA) 0.1 $4.9M 219k 22.15
Check Point Software Tech Lt Ord (CHKP) 0.1 $4.8M 35k 138.27
stock 0.1 $4.8M 32k 148.60
Steel Dynamics (STLD) 0.1 $4.6M 55k 83.42
Roku Com Cl A (ROKU) 0.1 $4.5M 36k 125.27
Mondelez Intl Cl A (MDLZ) 0.1 $4.4M 71k 62.79
Public Service Enterprise (PEG) 0.1 $4.4M 63k 70.00
Duke Energy Corp Com New (DUK) 0.1 $4.4M 39k 111.66
Aon Shs Cl A (AON) 0.1 $4.4M 14k 325.61
Live Nation Entertainment (LYV) 0.1 $4.3M 36k 117.64
Gilead Sciences (GILD) 0.1 $4.3M 72k 59.44
Garmin SHS (GRMN) 0.1 $4.2M 36k 118.60
PNC Financial Services (PNC) 0.1 $4.2M 23k 184.44
Key (KEY) 0.1 $4.1M 184k 22.38
Interpublic Group of Companies (IPG) 0.1 $4.1M 116k 35.45
V.F. Corporation (VFC) 0.1 $4.1M 72k 56.87
Texas Instruments Incorporated (TXN) 0.1 $4.1M 22k 183.49
Cognex Corporation (CGNX) 0.1 $3.7M 49k 77.15
Twilio Cl A (TWLO) 0.1 $3.7M 22k 164.80
Camden Ppty Tr Sh Ben Int (CPT) 0.1 $3.6M 22k 166.22
Entergy Corporation (ETR) 0.1 $3.6M 31k 116.74
IDEXX Laboratories (IDXX) 0.1 $3.4M 6.2k 546.98
Cbre Group Cl A (CBRE) 0.1 $3.4M 37k 91.53
10x Genomics Cl A Com (TXG) 0.1 $3.4M 44k 76.07
Keurig Dr Pepper (KDP) 0.1 $3.2M 85k 37.90
Lennox International (LII) 0.1 $3.1M 12k 257.89
Masco Corporation (MAS) 0.1 $3.0M 59k 51.00
Nxp Semiconductors N V (NXPI) 0.1 $2.8M 15k 185.05
Western Digital (WDC) 0.1 $2.8M 56k 49.64
Teradyne (TER) 0.1 $2.7M 23k 118.24
United Parcel Service CL B (UPS) 0.1 $2.7M 13k 214.44
Prologis (PLD) 0.1 $2.7M 17k 161.47
Novavax Com New (NVAX) 0.1 $2.6M 35k 73.66
IDEX Corporation (IEX) 0.1 $2.5M 13k 191.72
Westrock (WRK) 0.1 $2.4M 52k 47.03
Entegris (ENTG) 0.1 $2.4M 18k 131.28
Melco Resorts And Entmnt Adr (MLCO) 0.1 $2.3M 306k 7.64
Invitation Homes (INVH) 0.1 $2.3M 57k 40.18
Hologic (HOLX) 0.1 $2.3M 30k 76.80
Whirlpool Corporation (WHR) 0.1 $2.2M 13k 172.74
Weyerhaeuser Co Mtn Be Com New (WY) 0.1 $2.1M 56k 37.90
Amcor Ord (AMCR) 0.1 $2.1M 188k 11.33
Blackstone Group Inc Com Cl A (BX) 0.0 $2.0M 16k 126.95
BioMarin Pharmaceutical (BMRN) 0.0 $1.9M 25k 77.09
Fastenal Company (FAST) 0.0 $1.9M 32k 59.39
Dynatrace Com New (DT) 0.0 $1.8M 39k 47.11
Alliant Energy Corporation (LNT) 0.0 $1.7M 28k 62.49
Zillow Group Cl A (ZG) 0.0 $1.7M 36k 48.24
W.R. Berkley Corporation (WRB) 0.0 $1.7M 26k 66.59
Cincinnati Financial Corporation (CINF) 0.0 $1.7M 12k 135.96
Wayfair Cl A (W) 0.0 $1.7M 15k 110.77
Chipotle Mexican Grill (CMG) 0.0 $1.6M 1.0k 1582.25
Kimberly-Clark Corporation (KMB) 0.0 $1.6M 13k 123.13
Molina Healthcare (MOH) 0.0 $1.6M 4.7k 333.55
Yum! Brands (YUM) 0.0 $1.3M 11k 118.50
Robert Half International (RHI) 0.0 $1.2M 10k 114.22
Carnival Corp Common Stock (CCL) 0.0 $1.2M 59k 20.23
Fortune Brands (FBIN) 0.0 $1.2M 16k 74.31
Grab Holdings Class A Ord (GRAB) 0.0 $1.2M 335k 3.50
Zendesk 0.0 $1.1M 8.9k 120.34
Constellation Energy (CEG) 0.0 $1.1M 19k 56.27
Zoom Video Communications In Cl A (ZM) 0.0 $1.0M 8.6k 117.21
A. O. Smith Corporation (AOS) 0.0 $1.0M 16k 63.90
Teledyne Technologies Incorporated (TDY) 0.0 $1.0M 2.1k 472.64
Epam Systems (EPAM) 0.0 $960k 3.2k 296.75
Burlington Stores (BURL) 0.0 $948k 5.2k 182.20
Royal Caribbean Cruises (RCL) 0.0 $924k 11k 83.79
Newell Rubbermaid (NWL) 0.0 $905k 42k 21.40
Xcel Energy (XEL) 0.0 $891k 12k 72.17
Assurant (AIZ) 0.0 $727k 4.0k 181.89
Wp Carey (WPC) 0.0 $715k 8.8k 80.84
Peloton Interactive Cl A Com (PTON) 0.0 $661k 25k 26.44
Mosaic (MOS) 0.0 $655k 9.8k 66.53
Citigroup Com New (C) 0.0 $572k 11k 53.44
Valero Energy Corporation (VLO) 0.0 $567k 5.6k 101.54
Host Hotels & Resorts (HST) 0.0 $532k 27k 19.44
Globe Life (GL) 0.0 $522k 5.2k 100.62
Baxter International (BAX) 0.0 $443k 5.7k 77.62
Juniper Networks (JNPR) 0.0 $426k 12k 37.14
Ford Motor Company (F) 0.0 $350k 21k 16.93
Hasbro (HAS) 0.0 $349k 4.3k 82.00
EXACT Sciences Corporation (EXAS) 0.0 $268k 3.8k 69.90