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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
+10.4%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$5.22B
AUM Growth
+$80.7M
(+1.6%)
Cap. Flow
-$379M
Cap. Flow
% of AUM
-7.25%
Top 10 Holdings %
Top 10 Hldgs %
14.4%
Holding
332
New
32
Increased
54
Reduced
227
Closed
19
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$47.2M |
| 2 |
Intel
INTC
|
+$35.3M |
| 3 |
Kroger
KR
|
+$32.3M |
| 4 |
DexCom
DXCM
|
+$30.9M |
| 5 |
SS&C Technologies
SSNC
|
+$28.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Zoetis
ZTS
|
+$47.8M |
| 2 |
Starbucks
SBUX
|
+$46.9M |
| 3 |
ConocoPhillips
COP
|
+$39M |
| 4 |
Broadcom
AVGO
|
+$38.7M |
| 5 |
Centene
CNC
|
+$37.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.19% |
| 2 | Healthcare | 13.28% |
| 3 | Financials | 11.87% |
| 4 | Consumer Discretionary | 10.93% |
| 5 | Industrials | 9.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Crown Holdings
CCK
$12.8B
| $3.12M | 0.06% |
+42,947
| New | +$3.06M |
|
252
AvalonBay Communities
AVB
$27.1B
| $3.09M | 0.06% |
14,742
-740
| -5% | -$159K |
|
253
TJX Companies
TJX
$170B
| $3.03M | 0.06% |
+49,561
| New | +$2.93M |
|
254
Automatic Data Processing
ADP
$100B
| $3.02M | 0.06% |
17,688
-1,263
| -7% | -$209K |
|
255
Southwest Airlines
LUV
$22.1B
| $3M | 0.06% |
55,512
-9,462
| -15% | -$525K |
|
256
MetLife
MET
$61B
| $2.92M | 0.06% |
57,210
-4,085
| -7% | -$197K |
|
257
Northern Trust
NTRS
$22.2B
| $2.89M | 0.06% |
27,239
+7,989
| +42% | +$818K |
|
|
XLNX
258
DELISTED
Xilinx Inc
XLNX
| $2.88M | 0.06% |
29,401
-82,784
| -74% | -$7.78M |
|
259
Agilent Technologies
A
$39.1B
| $2.79M | 0.05% |
32,729
-413,968
| -93% | -$32.6M |
|
260
Hershey
HSY
$35.4B
| $2.74M | 0.05% |
18,657
-1,240
| -6% | -$184K |
|
261
RenaissanceRe
RNR
$13.7B
| $2.68M | 0.05% |
13,667
+858
| +7% | +$163K |
|
262
Assurant
AIZ
$13.7B
| $2.6M | 0.05% |
19,869
-707
| -3% | -$91K |
|
263
Ecolab
ECL
$75.6B
| $2.59M | 0.05% |
+13,408
| New | +$2.55M |
|
|
XYZ
264
Block Inc
XYZ
$45.9B
| $2.54M | 0.05% |
+40,688
| New | +$2.6M |
|
265
Arch Capital
ACGL
$36.1B
| $2.47M | 0.05% |
57,681
-4,119
| -7% | -$171K |
|
266
Affiliated Managers Group
AMG
$9.46B
| $2.43M | 0.05% |
28,647
-2,626
| -8% | -$215K |
|
|
SIVB
267
DELISTED
SVB Financial Group
SIVB
| $2.4M | 0.05% |
9,552
-2,175
| -19% | -$495K |
|
268
Westlake Corp
WLK
$9.46B
| $2.37M | 0.05% |
33,809
+14,703
| +77% | +$988K |
|
269
PPG Industries
PPG
$25.9B
| $2.36M | 0.05% |
17,671
-629
| -3% | -$79.7K |
|
270
Xcel Energy
XEL
$51B
| $2.24M | 0.04% |
35,252
-1,255
| -3% | -$78.5K |
|
271
Equity Residential
EQR
$25.4B
| $2.1M | 0.04% |
25,952
-1,638
| -6% | -$139K |
|
272
Aon
AON
$77.3B
| $1.99M | 0.04% |
9,568
-683
| -7% | -$135K |
|
273
Amcor
AMCR
$20.6B
| $1.71M | 0.03% |
31,609
-1,878
| -6% | -$94.1K |
|
274
Air Products & Chemicals
APD
$66.3B
| $1.65M | 0.03% |
7,002
-250
| -3% | -$56.4K |
|
275
Jazz Pharmaceuticals
JAZZ
$15.9B
| $1.63M | 0.03% |
10,942
-781
| -7% | -$106K |
|
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WorldQuant Millennium Advisors's Q4 2019 Portfolio in Review
As of Q4 2019, WorldQuant Millennium Advisors held 332 positions worth $5.22B, up 1.6% from $5.14B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
WorldQuant Millennium Advisors withdrew a net $379M in Q4 2019, closing 19 positions and reducing 227 holdings. Its most notable exit was Domino's, an estimated $28.8M position sold in full.
By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 20% a quarter earlier, followed by Healthcare and Financials.
Against the trend, WorldQuant Millennium Advisors opened a new position in DexCom worth $35.6M.
- WorldQuant Millennium Advisors's largest Q4 2019 buy was DexCom: 650,928 shares worth $35.6M.
- WorldQuant Millennium Advisors added most to Pfizer in Q4 2019, an estimated $47.2M increase.
- WorldQuant Millennium Advisors's biggest Q4 2019 reduction was Zoetis, cutting an estimated $47.8M.
- WorldQuant Millennium Advisors fully exited Domino's in Q4 2019, selling an estimated $28.8M.
- WorldQuant Millennium Advisors's ten largest holdings make up 14% of its $5.22B portfolio in Q4 2019.
- WorldQuant Millennium Advisors opened 32 new positions and closed 19 in Q4 2019.
- WorldQuant Millennium Advisors's portfolio value rose 1.6% quarter-over-quarter to $5.22B.
Based on WorldQuant Millennium Advisors's 13F filing for Q4 2019, filed 14 Feb 2020.