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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
-5.13%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.1B
AUM Growth
-$928M
(-18%)
Cap. Flow
-$677M
Cap. Flow
% of AUM
-16.49%
Top 10 Holdings %
Top 10 Hldgs %
19.99%
Holding
375
New
71
Increased
86
Reduced
123
Closed
87
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
MASI
Masimo
MASI
|
+$45.3M |
| 2 |
ExxonMobil
XOM
|
+$40.5M |
| 3 |
PepsiCo
PEP
|
+$36.7M |
| 4 |
Abbott
ABT
|
+$36.3M |
| 5 |
Advanced Micro Devices
AMD
|
+$34.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$66.1M |
| 2 |
Microsoft
MSFT
|
+$55.8M |
| 3 |
AutoZone
AZO
|
+$44.3M |
| 4 |
NVIDIA
NVDA
|
+$42.1M |
| 5 |
Visa
V
|
+$41.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 26.06% |
| 2 | Healthcare | 14.41% |
| 3 | Financials | 10.93% |
| 4 | Communication Services | 10.39% |
| 5 | Consumer Discretionary | 10% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Camden Property Trust
CPT
$11.3B
| $3.57M | 0.09% |
21,490
| – | – |
|
227
Entergy
ETR
$54.1B
| $3.57M | 0.09% |
61,128
| – | – |
|
228
Idexx Laboratories
IDXX
$42.9B
| $3.42M | 0.08% |
6,247
-9,874
| -61% | -$5.19M |
|
229
CBRE Group
CBRE
$40.8B
| $3.4M | 0.08% |
37,125
+1,835
| +5% | +$179K |
|
230
10x Genomics
TXG
$5.87B
| $3.35M | 0.08% |
+44,090
| New | +$3.86M |
|
231
Keurig Dr Pepper
KDP
$40.4B
| $3.21M | 0.08% |
84,610
-18,011
| -18% | -$683K |
|
232
Lennox International
LII
$18.8B
| $3.09M | 0.08% |
11,982
-9,970
| -45% | -$2.74M |
|
233
Masco
MAS
$16B
| $3.01M | 0.07% |
+59,055
| New | +$3.51M |
|
234
NXP Semiconductors
NXPI
$68B
| $2.8M | 0.07% |
+15,147
| New | +$2.99M |
|
235
Western Digital
WDC
$179B
| $2.78M | 0.07% |
74,116
+39,963
| +117% | +$1.64M |
|
236
Teradyne
TER
$54.8B
| $2.74M | 0.07% |
23,198
-164,597
| -88% | -$20.8M |
|
237
United Parcel Service
UPS
$97.6B
| $2.72M | 0.07% |
12,703
-58,707
| -82% | -$12.5M |
|
238
Prologis
PLD
$138B
| $2.67M | 0.07% |
16,517
| – | – |
|
239
Novavax
NVAX
$1.23B
| $2.57M | 0.06% |
+34,892
| New | +$3.11M |
|
240
IDEX
IEX
$16.5B
| $2.48M | 0.06% |
12,941
| – | – |
|
|
WRK
241
DELISTED
WestRock Company
WRK
| $2.43M | 0.06% |
51,738
-243,496
| -82% | -$11.1M |
|
242
Entegris
ENTG
$19.7B
| $2.36M | 0.06% |
+18,007
| New | +$2.32M |
|
243
Melco Resorts & Entertainment
MLCO
$2.1B
| $2.33M | 0.06% |
305,468
+264,798
| +651% | +$2.55M |
|
244
Invitation Homes
INVH
$17.7B
| $2.29M | 0.06% |
57,097
| – | – |
|
|
HOLX
245
DELISTED
Hologic
HOLX
| $2.27M | 0.06% |
+29,543
| New | +$2.12M |
|
246
Whirlpool
WHR
$2.42B
| $2.19M | 0.05% |
+12,701
| New | +$2.57M |
|
247
Weyerhaeuser
WY
$17.3B
| $2.14M | 0.05% |
56,406
-78,306
| -58% | -$3.1M |
|
248
Amcor
AMCR
$20.6B
| $2.13M | 0.05% |
37,687
-52,217
| -58% | -$3.05M |
|
249
Blackstone
BX
$104B
| $2.03M | 0.05% |
+15,999
| New | +$1.95M |
|
250
BioMarin Pharmaceuticals
BMRN
$11.5B
| $1.91M | 0.05% |
24,827
-35,024
| -59% | -$2.93M |
|
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WorldQuant Millennium Advisors's Q1 2022 Portfolio in Review
As of Q1 2022, WorldQuant Millennium Advisors held 375 positions worth $4.1B, down 18% from $5.03B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
WorldQuant Millennium Advisors withdrew a net $677M in Q1 2022, closing 87 positions and reducing 123 holdings. Its most notable exit was Lowe's Companies, an estimated $66.1M position sold in full.
By sector, the portfolio is most concentrated in Technology at 26% of assets, up from 26% a quarter earlier, followed by Healthcare and Financials.
Against the trend, WorldQuant Millennium Advisors opened a new position in Masimo worth $34.4M.
- WorldQuant Millennium Advisors's largest Q1 2022 buy was Masimo: 236,073 shares worth $34.4M.
- WorldQuant Millennium Advisors added most to ExxonMobil in Q1 2022, an estimated $40.5M increase.
- WorldQuant Millennium Advisors's biggest Q1 2022 reduction was Microsoft, cutting an estimated $55.8M.
- WorldQuant Millennium Advisors fully exited Lowe's Companies in Q1 2022, selling an estimated $66.1M.
- WorldQuant Millennium Advisors's ten largest holdings make up 20% of its $4.1B portfolio in Q1 2022.
- WorldQuant Millennium Advisors opened 71 new positions and closed 87 in Q1 2022.
- WorldQuant Millennium Advisors's portfolio value fell 18% quarter-over-quarter to $4.1B.
Based on WorldQuant Millennium Advisors's 13F filing for Q1 2022, filed 16 May 2022.