Worldquant Millennium Quantitative Strategies

Worldquant Millennium Advisors as of June 30, 2022

Portfolio Holdings for Worldquant Millennium Advisors

Worldquant Millennium Advisors holds 287 positions in its portfolio as reported in the June 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 4.5 $157M 1.1M 136.72
Microsoft Corporation (MSFT) 2.4 $83M 324k 256.83
Abbott Laboratories (ABT) 2.0 $68M 627k 108.65
Alphabet Cap Stk Cl C (GOOG) 1.5 $52M 24k 2187.44
CF Industries Holdings (CF) 1.4 $47M 552k 85.73
Alphabet Cap Stk Cl A (GOOGL) 1.3 $46M 21k 2179.28
Pepsi (PEP) 1.3 $44M 264k 166.66
Amazon (AMZN) 1.2 $42M 398k 106.21
Microchip Technology (MCHP) 1.2 $42M 722k 58.08
Kroger (KR) 1.2 $41M 862k 47.33
Visa Com Cl A (V) 1.1 $39M 198k 196.89
Merck & Co (MRK) 1.1 $39M 423k 91.17
Accenture Plc Ireland Shs Class A (ACN) 1.0 $37M 131k 277.65
Meta Platforms Cl A (META) 1.0 $35M 218k 161.25
Tesla Motors (TSLA) 1.0 $35M 52k 673.41
JPMorgan Chase & Co. (JPM) 0.9 $33M 293k 112.61
Johnson & Johnson (JNJ) 0.9 $33M 183k 177.51
Linde SHS 0.9 $33M 113k 287.53
Medtronic SHS (MDT) 0.9 $33M 362k 89.75
UnitedHealth (UNH) 0.9 $32M 63k 513.63
Host Hotels & Resorts (HST) 0.9 $31M 2.0M 15.68
Eli Lilly & Co. (LLY) 0.9 $31M 95k 324.23
Danaher Corporation (DHR) 0.9 $30M 120k 253.52
Adobe Systems Incorporated (ADBE) 0.8 $29M 79k 366.05
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.8 $29M 74k 385.47
Marathon Petroleum Corp (MPC) 0.8 $29M 348k 82.21
Crown Castle Intl (CCI) 0.8 $28M 167k 168.38
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.8 $27M 99k 273.02
Intercontinental Exchange (ICE) 0.8 $27M 286k 94.04
Cardinal Health (CAH) 0.8 $27M 512k 52.27
Intuit (INTU) 0.8 $27M 69k 385.44
Wells Fargo & Company (WFC) 0.8 $27M 680k 39.17
Morgan Stanley Com New (MS) 0.7 $26M 342k 76.06
General Dynamics Corporation (GD) 0.7 $26M 117k 221.25
Keurig Dr Pepper (KDP) 0.7 $26M 726k 35.39
Centene Corporation (CNC) 0.7 $26M 302k 84.61
Autodesk (ADSK) 0.7 $25M 144k 171.96
Oracle Corporation (ORCL) 0.7 $25M 351k 69.87
Arista Networks (ANET) 0.7 $24M 254k 93.74
Charter Communications Inc N Cl A (CHTR) 0.7 $24M 51k 468.53
Bath &#38 Body Works In (BBWI) 0.7 $23M 867k 26.92
ConAgra Foods (CAG) 0.6 $23M 657k 34.24
Phillips 66 (PSX) 0.6 $22M 272k 81.99
Comcast Corp Cl A (CMCSA) 0.6 $22M 568k 39.24
Dell Technologies CL C (DELL) 0.6 $22M 478k 46.21
Lowe's Companies (LOW) 0.6 $22M 124k 174.67
CVS Caremark Corporation (CVS) 0.6 $21M 231k 92.66
Advance Auto Parts (AAP) 0.6 $21M 122k 173.09
T. Rowe Price (TROW) 0.6 $21M 183k 113.61
Best Buy (BBY) 0.6 $21M 317k 65.19
NVIDIA Corporation (NVDA) 0.6 $20M 135k 151.59
Vail Resorts (MTN) 0.6 $20M 93k 218.05
Lumen Technologies (LUMN) 0.6 $20M 1.8M 10.91
Palo Alto Networks (PANW) 0.6 $20M 41k 493.95
Crowdstrike Hldgs Cl A (CRWD) 0.6 $20M 118k 168.56
First Republic Bank/san F (FRCB) 0.6 $20M 137k 144.20
Intuitive Surgical Com New (ISRG) 0.6 $20M 98k 200.71
Exxon Mobil Corporation (XOM) 0.6 $19M 225k 85.64
Aon Shs Cl A (AON) 0.6 $19M 71k 269.68
United Parcel Service CL B (UPS) 0.5 $19M 104k 182.54
Zillow Group Cl C Cap Stk (Z) 0.5 $19M 597k 31.75
Paycom Software (PAYC) 0.5 $19M 67k 280.13
Gartner (IT) 0.5 $19M 77k 241.83
Biogen Idec (BIIB) 0.5 $18M 90k 203.94
Automatic Data Processing (ADP) 0.5 $18M 87k 210.04
Chevron Corporation (CVX) 0.5 $18M 125k 144.78
Darden Restaurants (DRI) 0.5 $18M 160k 113.12
Broadcom (AVGO) 0.5 $18M 37k 485.81
Cisco Systems (CSCO) 0.5 $18M 412k 42.64
Home Depot (HD) 0.5 $18M 64k 274.28
Colgate-Palmolive Company (CL) 0.5 $17M 215k 80.14
American Express Company (AXP) 0.5 $17M 121k 138.62
W.R. Berkley Corporation (WRB) 0.5 $17M 242k 68.26
Medical Properties Trust (MPW) 0.5 $16M 1.1M 15.27
Horizon Therapeutics Pub L SHS 0.5 $16M 203k 79.76
Bank of America Corporation (BAC) 0.5 $16M 508k 31.13
Campbell Soup Company (CPB) 0.4 $16M 326k 48.05
4068594 Enphase Energy (ENPH) 0.4 $16M 80k 195.24
Freeport-mcmoran CL B (FCX) 0.4 $16M 532k 29.26
Netflix (NFLX) 0.4 $16M 89k 174.87
CoStar (CSGP) 0.4 $16M 256k 60.41
Valero Energy Corporation (VLO) 0.4 $15M 142k 106.28
Amgen (AMGN) 0.4 $15M 62k 243.30
Otis Worldwide Corp (OTIS) 0.4 $15M 206k 70.67
Datadog Cl A Com (DDOG) 0.4 $15M 153k 95.24
Walt Disney Company (DIS) 0.4 $15M 154k 94.40
CSX Corporation (CSX) 0.4 $14M 495k 29.06
Docusign (DOCU) 0.4 $14M 250k 57.38
Mondelez Intl Cl A (MDLZ) 0.4 $14M 230k 62.09
PNC Financial Services (PNC) 0.4 $14M 88k 157.78
Snap-on Incorporated (SNA) 0.4 $14M 70k 197.03
AmerisourceBergen (COR) 0.4 $14M 98k 141.48
Public Service Enterprise (PEG) 0.4 $14M 218k 63.28
Synchrony Financial (SYF) 0.4 $14M 489k 27.62
Procter & Gamble Company (PG) 0.4 $14M 94k 143.79
Costco Wholesale Corporation (COST) 0.4 $13M 28k 479.28
Marriott Intl Cl A (MAR) 0.4 $13M 98k 136.01
Dollar Tree (DLTR) 0.4 $13M 85k 155.85
Micron Technology (MU) 0.4 $13M 238k 55.28
Cadence Design Systems (CDNS) 0.4 $13M 86k 150.04
Monolithic Power Systems (MPWR) 0.4 $13M 33k 384.03
MGM Resorts International. (MGM) 0.4 $13M 434k 28.95
Simon Property (SPG) 0.3 $12M 128k 94.92
Bunge 0.3 $12M 132k 90.69
Brown Forman Corp CL B (BF.B) 0.3 $12M 170k 70.16
Constellation Brands Cl A (STZ) 0.3 $12M 51k 233.07
Dish Network Corporation Cl A 0.3 $12M 650k 17.93
Signature Bank (SBNY) 0.3 $11M 62k 179.21
Williams Companies (WMB) 0.3 $11M 354k 31.21
Ametek (AME) 0.3 $11M 99k 109.89
NetApp (NTAP) 0.3 $11M 166k 65.24
IPG Photonics Corporation (IPGP) 0.3 $11M 113k 94.13
Raytheon Technologies Corp (RTX) 0.3 $11M 110k 96.11
Sba Communications Corp Cl A (SBAC) 0.3 $11M 33k 320.06
Expedia Group Com New (EXPE) 0.3 $10M 110k 94.83
Incyte Corporation (INCY) 0.3 $10M 136k 75.97
Textron (TXT) 0.3 $10M 163k 61.07
3M Company (MMM) 0.3 $9.7M 75k 129.41
Nasdaq Omx (NDAQ) 0.3 $9.6M 63k 152.54
Hartford Financial Services (HIG) 0.3 $9.6M 146k 65.43
Equitable Holdings (EQH) 0.3 $9.5M 366k 26.07
Corning Incorporated (GLW) 0.3 $9.5M 302k 31.51
Pioneer Natural Resources (PXD) 0.3 $9.5M 43k 223.09
Zillow Group Cl A (ZG) 0.3 $8.9M 281k 31.81
Howmet Aerospace (HWM) 0.3 $8.9M 283k 31.45
Nordson Corporation (NDSN) 0.3 $8.9M 44k 202.44
Union Pacific Corporation (UNP) 0.3 $8.8M 41k 213.29
Teladoc (TDOC) 0.2 $8.7M 263k 33.21
American Electric Power Company (AEP) 0.2 $8.6M 90k 95.94
Charles Schwab Corporation (SCHW) 0.2 $8.5M 135k 63.18
General Motors Company (GM) 0.2 $8.4M 266k 31.76
Keysight Technologies (KEYS) 0.2 $8.3M 61k 137.86
TJX Companies (TJX) 0.2 $8.3M 149k 55.85
Southwest Airlines (LUV) 0.2 $8.3M 229k 36.12
Chewy Cl A (CHWY) 0.2 $8.2M 237k 34.72
BorgWarner (BWA) 0.2 $8.0M 241k 33.37
Zoetis Cl A (ZTS) 0.2 $8.0M 47k 171.89
SEI Investments Company (SEIC) 0.2 $7.9M 146k 54.02
V.F. Corporation (VFC) 0.2 $7.8M 176k 44.17
Truist Financial Corp equities (TFC) 0.2 $7.8M 164k 47.43
Dex (DXCM) 0.2 $7.7M 103k 74.53
Amphenol Corp Cl A (APH) 0.2 $7.7M 119k 64.38
FedEx Corporation (FDX) 0.2 $7.6M 34k 226.71
Udr (UDR) 0.2 $7.4M 161k 46.04
Novavax Com New (NVAX) 0.2 $7.3M 143k 51.43
Welltower Inc Com reit (WELL) 0.2 $7.3M 89k 82.35
Zscaler Incorporated (ZS) 0.2 $7.3M 49k 149.51
Cbre Group Cl A (CBRE) 0.2 $7.3M 99k 73.61
Nortonlifelock (GEN) 0.2 $7.3M 331k 21.96
Verisign (VRSN) 0.2 $7.2M 43k 167.34
TransDigm Group Incorporated (TDG) 0.2 $7.2M 13k 536.66
Nxp Semiconductors N V (NXPI) 0.2 $7.1M 48k 148.02
Molina Healthcare (MOH) 0.2 $7.1M 25k 279.62
BioMarin Pharmaceutical (BMRN) 0.2 $7.0M 85k 82.87
Occidental Petroleum Corporation (OXY) 0.2 $7.0M 119k 58.88
EQT Corporation (EQT) 0.2 $6.9M 200k 34.40
Paypal Holdings (PYPL) 0.2 $6.9M 98k 69.84
Cintas Corporation (CTAS) 0.2 $6.7M 18k 373.56
Chipotle Mexican Grill (CMG) 0.2 $6.7M 5.1k 1307.16
Nextera Energy (NEE) 0.2 $6.6M 86k 77.47
Allstate Corporation (ALL) 0.2 $6.6M 52k 126.73
Halliburton Company (HAL) 0.2 $6.6M 210k 31.36
Airbnb Com Cl A (ABNB) 0.2 $6.5M 73k 89.08
Dow (DOW) 0.2 $6.4M 125k 51.61
Synopsys (SNPS) 0.2 $6.4M 21k 303.68
Skyworks Solutions (SWKS) 0.2 $6.2M 67k 92.64
Robert Half International (RHI) 0.2 $6.1M 82k 74.89
Cdw (CDW) 0.2 $6.1M 39k 157.55
ON Semiconductor (ON) 0.2 $6.0M 119k 50.31
Knight-swift Transn Hldgs In Cl A (KNX) 0.2 $5.9M 128k 46.29
Expeditors International of Washington (EXPD) 0.2 $5.8M 60k 97.46
Asana Cl A (ASAN) 0.2 $5.7M 325k 17.58
Nike CL B (NKE) 0.2 $5.7M 56k 102.19
Carrier Global Corporation (CARR) 0.2 $5.6M 158k 35.66
Ally Financial (ALLY) 0.2 $5.6M 167k 33.51
Msci (MSCI) 0.2 $5.6M 14k 412.12
Equifax (EFX) 0.2 $5.5M 30k 182.80
MarketAxess Holdings (MKTX) 0.2 $5.4M 21k 256.02
Willis Towers Watson SHS (WTW) 0.2 $5.4M 28k 197.39
Align Technology (ALGN) 0.2 $5.4M 23k 236.66
Avery Dennison Corporation (AVY) 0.2 $5.4M 33k 161.86
Wabtec Corporation (WAB) 0.2 $5.3M 65k 82.08
Edwards Lifesciences (EW) 0.2 $5.3M 56k 95.09
Fiverr Intl Ord Shs (FVRR) 0.1 $5.2M 151k 34.39
Albemarle Corporation (ALB) 0.1 $5.1M 25k 208.98
Sempra Energy (SRE) 0.1 $5.1M 34k 150.28
Waste Management (WM) 0.1 $5.0M 33k 152.98
Cloudflare Cl A Com (NET) 0.1 $4.9M 113k 43.75
Marsh & McLennan Companies (MMC) 0.1 $4.9M 32k 155.24
A. O. Smith Corporation (AOS) 0.1 $4.8M 88k 54.68
Eastman Chemical Company (EMN) 0.1 $4.8M 54k 89.78
Lennox International (LII) 0.1 $4.7M 23k 206.58
Gilead Sciences (GILD) 0.1 $4.7M 76k 61.81
Electronic Arts (EA) 0.1 $4.6M 38k 121.65
Viatris (VTRS) 0.1 $4.6M 437k 10.47
Mosaic (MOS) 0.1 $4.5M 96k 47.23
Qualcomm (QCOM) 0.1 $4.5M 35k 127.73
Bentley Sys Com Cl B (BSY) 0.1 $4.5M 135k 33.30
Copart (CPRT) 0.1 $4.5M 41k 108.65
American Intl Group Com New (AIG) 0.1 $4.5M 88k 51.13
IDEX Corporation (IEX) 0.1 $4.4M 25k 181.65
McKesson Corporation (MCK) 0.1 $4.4M 14k 326.22
Clarivate Ord Shs (CLVT) 0.1 $4.4M 317k 13.86
Coupa Software 0.1 $4.4M 77k 57.10
Zoominfo Technologies Common Stock (ZI) 0.1 $4.3M 129k 33.24
Veeva Sys Cl A Com (VEEV) 0.1 $4.1M 21k 198.02
Take-Two Interactive Software (TTWO) 0.1 $4.1M 33k 122.52
Etsy (ETSY) 0.1 $4.0M 55k 73.21
Futu Hldgs Spon Ads Cl A (FUTU) 0.1 $4.0M 76k 52.21
Norfolk Southern (NSC) 0.1 $3.9M 17k 227.26
United Rentals (URI) 0.1 $3.9M 16k 242.91
Dynatrace Com New (DT) 0.1 $3.8M 97k 39.44
Applied Materials (AMAT) 0.1 $3.8M 42k 90.99
Lennar Corp Cl A (LEN) 0.1 $3.7M 52k 70.57
Cable One (CABO) 0.1 $3.6M 2.8k 1289.23
Workday Cl A (WDAY) 0.1 $3.6M 26k 139.58
Elanco Animal Health (ELAN) 0.1 $3.5M 177k 19.63
Entergy Corporation (ETR) 0.1 $3.4M 31k 112.65
Ringcentral Cl A (RNG) 0.1 $3.3M 64k 52.26
Masco Corporation (MAS) 0.1 $3.3M 66k 50.59
Marvell Technology (MRVL) 0.1 $3.3M 75k 43.52
Cognex Corporation (CGNX) 0.1 $3.3M 77k 42.52
Fastenal Company (FAST) 0.1 $3.3M 65k 49.92
Sunrun (RUN) 0.1 $3.2M 139k 23.36
Clorox Company (CLX) 0.1 $3.2M 23k 140.96
Mid-America Apartment (MAA) 0.1 $3.2M 18k 174.66
Key (KEY) 0.1 $3.2M 184k 17.23
MercadoLibre (MELI) 0.1 $3.1M 4.8k 636.78
Amcor Ord (AMCR) 0.1 $3.0M 245k 12.43
Whirlpool Corporation (WHR) 0.1 $2.9M 19k 154.85
Humana (HUM) 0.1 $2.9M 6.2k 468.04
Hologic (HOLX) 0.1 $2.9M 41k 69.29
Bristol Myers Squibb (BMY) 0.1 $2.8M 37k 76.99
BlackRock (BLK) 0.1 $2.8M 4.6k 609.04
Teledyne Technologies Incorporated (TDY) 0.1 $2.7M 7.2k 375.07
Sirius Xm Holdings (SIRI) 0.1 $2.7M 438k 6.13
MetLife (MET) 0.1 $2.6M 42k 62.79
Westrock (WRK) 0.1 $2.6M 65k 39.84
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $2.5M 8.7k 281.84
Duke Energy Corp Com New (DUK) 0.1 $2.4M 23k 107.21
The Trade Desk Com Cl A (TTD) 0.1 $2.4M 58k 41.89
Agnc Invt Corp Com reit (AGNC) 0.1 $2.4M 215k 11.07
HEICO Corporation (HEI) 0.1 $2.4M 18k 131.12
Inmode SHS (INMD) 0.1 $2.3M 102k 22.41
Fox Corp Cl A Com (FOXA) 0.1 $2.3M 71k 32.17
Hubspot (HUBS) 0.1 $2.2M 7.4k 300.67
Ingersoll Rand (IR) 0.1 $2.0M 48k 42.09
Fortune Brands (FBIN) 0.1 $2.0M 33k 59.89
Paramount Global Class B Com (PARA) 0.1 $1.9M 77k 24.68
Mongodb Cl A (MDB) 0.1 $1.9M 7.2k 259.46
Weyerhaeuser Co Mtn Be Com New (WY) 0.1 $1.9M 56k 33.12
Alexandria Real Estate Equities (ARE) 0.1 $1.8M 13k 145.06
General Electric Com New (GE) 0.0 $1.7M 27k 63.67
DaVita (DVA) 0.0 $1.7M 21k 79.94
Invitation Homes (INVH) 0.0 $1.6M 46k 35.58
Dentsply Sirona (XRAY) 0.0 $1.5M 43k 35.72
Owens Corning (OC) 0.0 $1.4M 19k 74.30
Wec Energy Group (WEC) 0.0 $1.4M 14k 100.65
Fidelity National Financial Fnf Group Com (FNF) 0.0 $1.3M 35k 36.95
Targa Res Corp (TRGP) 0.0 $1.3M 21k 59.67
Zimmer Holdings (ZBH) 0.0 $1.2M 11k 105.04
Steel Dynamics (STLD) 0.0 $1.2M 18k 66.12
Texas Instruments Incorporated (TXN) 0.0 $1.1M 7.4k 153.60
Smucker J M Com New (SJM) 0.0 $1.1M 8.7k 127.98
Capital One Financial (COF) 0.0 $1.1M 10k 104.22
Lyft Cl A Com (LYFT) 0.0 $1.1M 81k 13.28
Match Group (MTCH) 0.0 $977k 14k 69.67
Trane Technologies SHS (TT) 0.0 $977k 7.5k 129.92
Novocure Ord Shs (NVCR) 0.0 $968k 14k 69.51
Epam Systems (EPAM) 0.0 $954k 3.2k 294.90
Booz Allen Hamilton Hldg Cor Cl A (BAH) 0.0 $943k 10k 90.35
Essex Property Trust (ESS) 0.0 $877k 3.4k 261.56
Xcel Energy (XEL) 0.0 $874k 12k 70.80
Uber Technologies (UBER) 0.0 $853k 42k 20.47
Warner Bros Discovery Com Ser A (WBD) 0.0 $850k 63k 13.41
Cheniere Energy Com New (LNG) 0.0 $763k 5.7k 133.11
Okta Cl A (OKTA) 0.0 $604k 6.7k 90.45
Ss&c Technologies Holding (SSNC) 0.0 $602k 10k 58.02
Carnival Corp Common Stock (CCL) 0.0 $596k 69k 8.64
Amer (UHAL) 0.0 $527k 1.1k 478.66
Royal Caribbean Cruises (RCL) 0.0 $385k 11k 34.91
Zendesk 0.0 $374k 5.0k 74.12
Hasbro (HAS) 0.0 $348k 4.3k 81.77
Citigroup Com New (C) 0.0 $343k 7.5k 46.01
Masimo Corporation (MASI) 0.0 $233k 1.8k 130.75
Peloton Interactive Cl A Com (PTON) 0.0 $230k 25k 9.20
Kimberly-Clark Corporation (KMB) 0.0 $212k 1.6k 134.95