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WorldQuant Millennium Advisors Portfolio holdings
AUM
$25.9B
1-Year Est. Return
22.07%
This Fund
S&P 500
This Quarter
Est. Return
+0.02%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$5.14B
AUM Growth
-$108M
(-2.1%)
Cap. Flow
-$28.3M
Cap. Flow
% of AUM
-0.55%
Top 10 Holdings %
Top 10 Hldgs %
13.96%
Holding
346
New
45
Increased
86
Reduced
169
Closed
46
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$74.1M |
| 2 |
Microsoft
MSFT
|
+$63.8M |
| 3 |
Cisco
CSCO
|
+$52.7M |
| 4 |
Snap
SNAP
|
+$52.4M |
| 5 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$46.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bristol-Myers Squibb
BMY
|
+$80.4M |
| 2 |
Qualcomm
QCOM
|
+$54.2M |
| 3 |
ATVI
Activision Blizzard
ATVI
|
+$51.7M |
| 4 |
Vertex Pharmaceuticals
VRTX
|
+$49.2M |
| 5 |
ON Semiconductor
ON
|
+$44.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.43% |
| 2 | Healthcare | 14.93% |
| 3 | Consumer Discretionary | 13.07% |
| 4 | Financials | 11.69% |
| 5 | Industrials | 9.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Southwest Airlines
LUV
$22.1B
| $3.51M | 0.07% |
64,974
-3,122
| -5% | -$163K |
|
227
Host Hotels & Resorts
HST
$16.8B
| $3.5M | 0.07% |
202,210
+8,964
| +5% | +$153K |
|
228
Lincoln National
LNC
$7.91B
| $3.46M | 0.07% |
57,296
+34,029
| +146% | +$2.04M |
|
229
Fluor
FLR
$7.29B
| $3.43M | 0.07% |
+179,432
| New | +$4.28M |
|
230
XPO
XPO
$25B
| $3.39M | 0.07% |
136,841
-51,473
| -27% | -$1.19M |
|
231
Coca-Cola Europacific Partners
CCEP
$46.5B
| $3.36M | 0.07% |
60,542
+46,919
| +344% | +$2.62M |
|
232
Sherwin-Williams
SHW
$78.3B
| $3.34M | 0.07% |
18,228
+3,663
| +25% | +$623K |
|
233
AvalonBay Communities
AVB
$27.1B
| $3.33M | 0.06% |
15,482
+290
| +2% | +$60.6K |
|
234
Truist Financial
TFC
$63.2B
| $3.29M | 0.06% |
61,596
-181
| -0.3% | -$8.97K |
|
235
Edison International
EIX
$30.7B
| $3.22M | 0.06% |
42,694
+920
| +2% | +$66.2K |
|
236
CoStar Group
CSGP
$11.3B
| $3.16M | 0.06% |
53,230
+41,270
| +345% | +$2.47M |
|
237
Archer Daniels Midland
ADM
$41.4B
| $3.14M | 0.06% |
76,479
-2,373
| -3% | -$94.5K |
|
238
Hershey
HSY
$35.4B
| $3.08M | 0.06% |
19,897
+6,177
| +45% | +$933K |
|
239
Automatic Data Processing
ADP
$100B
| $3.06M | 0.06% |
+18,951
| New | +$3.13M |
|
240
AT&T
T
$165B
| $2.98M | 0.06% |
104,097
+12,387
| +14% | +$328K |
|
241
MetLife
MET
$61B
| $2.89M | 0.06% |
61,295
-1,902
| -3% | -$90.7K |
|
242
Microchip Technology
MCHP
$42.8B
| $2.69M | 0.05% |
+58,022
| New | +$2.63M |
|
243
Leidos
LDOS
$14.1B
| $2.67M | 0.05% |
+31,115
| New | +$2.61M |
|
244
Affiliated Managers Group
AMG
$9.46B
| $2.61M | 0.05% |
31,273
-15,068
| -33% | -$1.26M |
|
245
Arch Capital
ACGL
$36.1B
| $2.59M | 0.05% |
61,800
-1,918
| -3% | -$75.6K |
|
246
Assurant
AIZ
$13.7B
| $2.59M | 0.05% |
20,576
-5,773
| -22% | -$685K |
|
247
Tesla
TSLA
$1.24T
| $2.53M | 0.05% |
157,635
-4,890
| -3% | -$76.6K |
|
248
Celanese
CE
$5.09B
| $2.53M | 0.05% |
20,667
-182,376
| -90% | -$20.5M |
|
249
RenaissanceRe
RNR
$13.7B
| $2.48M | 0.05% |
12,809
-905
| -7% | -$168K |
|
|
SIVB
250
DELISTED
SVB Financial Group
SIVB
| $2.45M | 0.05% |
+11,727
| New | +$2.46M |
|
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WorldQuant Millennium Advisors's Q3 2019 Portfolio in Review
As of Q3 2019, WorldQuant Millennium Advisors held 346 positions worth $5.14B, down 2.1% from $5.25B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
WorldQuant Millennium Advisors's Q3 2019 filing shows 45 new, 86 increased, 169 reduced and 46 closed positions. Its largest new stake was Lowe's Companies: 701,451 shares worth $77.1M. The largest sale was Bristol-Myers Squibb, an estimated $80.4M.
By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 21% a quarter earlier, followed by Healthcare and Consumer Discretionary.
- WorldQuant Millennium Advisors's largest Q3 2019 buy was Lowe's Companies: 701,451 shares worth $77.1M.
- WorldQuant Millennium Advisors added most to Microsoft in Q3 2019, an estimated $63.8M increase.
- WorldQuant Millennium Advisors's biggest Q3 2019 reduction was Bristol-Myers Squibb, cutting an estimated $80.4M.
- WorldQuant Millennium Advisors fully exited Activision Blizzard in Q3 2019, selling an estimated $51.7M.
- WorldQuant Millennium Advisors's ten largest holdings make up 14% of its $5.14B portfolio in Q3 2019.
- WorldQuant Millennium Advisors opened 45 new positions and closed 46 in Q3 2019.
- WorldQuant Millennium Advisors's portfolio value fell 2.1% quarter-over-quarter to $5.14B.
Based on WorldQuant Millennium Advisors's 13F filing for Q3 2019, filed 14 Nov 2019.