WorldQuant Millennium Advisors Portfolio holdings
AUM
$20.1B
This Quarter Return
+5.94%
1 Year Return
+19.01%
3 Year Return
+77.73%
5 Year Return
+131.09%
10 Year Return
–
AUM
$2.61B
AUM Growth
–
Cap. Flow
+$2.61B
Cap. Flow
% of AUM
100%
Top 10 Holdings %
Top 10 Hldgs %
15.89%
Holding
266
New
266
Increased
–
Reduced
–
Closed
–
Top Buys
| 1 |
Kohl's
KSS
|
$60M |
| 2 |
MRO
Marathon Oil Corporation
MRO
|
$47.1M |
| 3 |
Ralph Lauren
RL
|
$46.6M |
| 4 |
Kroger
KR
|
$41.9M |
| 5 |
FDC
First Data Corporation
FDC
|
$40.3M |
Top Sells
No sells this quarter
Sector Composition
| 1 | Technology | 18.18% |
| 2 | Healthcare | 16.03% |
| 3 | Consumer Discretionary | 15.57% |
| 4 | Financials | 10.28% |
| 5 | Industrials | 9.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
VIAB
226
DELISTED
Viacom Inc. Class B
VIAB
| $912K | 0.04% |
+30,242
| New | +$912K |
|
227
Equity Residential
EQR
$25.3B
| $909K | 0.03% |
+14,268
| New | +$909K |
|
228
Constellation Brands
STZ
$28.5B
| $902K | 0.03% |
+4,120
| New | +$902K |
|
229
CoStar Group
CSGP
$37.9B
| $882K | 0.03% |
+2,137
| New | +$882K |
|
230
Live Nation Entertainment
LYV
$38.6B
| $820K | 0.03% |
+16,892
| New | +$820K |
|
|
ZAYO
231
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $803K | 0.03% |
+22,013
| New | +$803K |
|
232
AGNC Investment
AGNC
$10.2B
| $801K | 0.03% |
+43,074
| New | +$801K |
|
233
American Tower
AMT
$95.5B
| $778K | 0.03% |
+5,393
| New | +$778K |
|
234
Edison International
EIX
$21.6B
| $754K | 0.03% |
+11,910
| New | +$754K |
|
235
AvalonBay Communities
AVB
$27.9B
| $749K | 0.03% |
+4,357
| New | +$749K |
|
236
DTE Energy
DTE
$28.4B
| $729K | 0.03% |
+7,037
| New | +$729K |
|
237
General Dynamics
GD
$87.3B
| $724K | 0.03% |
+3,885
| New | +$724K |
|
238
CenterPoint Energy
CNP
$24.6B
| $720K | 0.03% |
+25,977
| New | +$720K |
|
239
CMS Energy
CMS
$21.4B
| $705K | 0.03% |
+14,915
| New | +$705K |
|
|
LLL
240
DELISTED
L3 Technologies, Inc.
LLL
| $684K | 0.03% |
+3,555
| New | +$684K |
|
241
TechnipFMC
FTI
$15.1B
| $651K | 0.03% |
+20,517
| New | +$651K |
|
242
Bank of New York Mellon
BK
$74.5B
| $648K | 0.02% |
+12,014
| New | +$648K |
|
243
Hershey
HSY
$37.3B
| $644K | 0.02% |
+6,921
| New | +$644K |
|
244
Ally Financial
ALLY
$12.6B
| $620K | 0.02% |
+23,598
| New | +$620K |
|
245
Pinnacle West Capital
PNW
$10.7B
| $611K | 0.02% |
+7,583
| New | +$611K |
|
246
Boston Properties
BXP
$11.5B
| $606K | 0.02% |
+4,829
| New | +$606K |
|
|
PBCT
247
DELISTED
People's United Financial Inc
PBCT
| $557K | 0.02% |
+30,812
| New | +$557K |
|
248
Brighthouse Financial
BHF
$2.7B
| $518K | 0.02% |
+12,921
| New | +$518K |
|
249
Jefferies Financial Group
JEF
$13.4B
| $505K | 0.02% |
+22,212
| New | +$505K |
|
|
VER
250
DELISTED
VEREIT, Inc.
VER
| $495K | 0.02% |
+66,534
| New | +$495K |
|