We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
276
Fox Class A
FOXA
$23.2B
| $1.2M | 0.02% |
38,055
-2,972
| -7% | -$103K |
|
277
Essex Property Trust
ESS
$18.9B
| $1.19M | 0.02% |
3,642
+198
| +6% | +$61.9K |
|
278
Public Service Enterprise Group
PEG
$39.8B
| $927K | 0.02% |
14,944
-1,166
| -7% | -$69.6K |
|
279
Welltower
WELL
$178B
| $785K | 0.02% |
8,667
+471
| +6% | +$41K |
|
280
Mastercard
MA
$477B
| $738K | 0.01% |
2,720
+148
| +6% | +$40.8K |
|
281
Dominion Energy
D
$62.5B
| $722K | 0.01% |
8,915
+484
| +6% | +$37.4K |
|
|
JNPR
282
DELISTED
Juniper Networks
JNPR
| $603K | 0.01% |
24,368
+1,322
| +6% | +$33.2K |
|
283
NRG Energy
NRG
$29.8B
| $602K | 0.01% |
15,205
+5,361
| +54% | +$194K |
|
284
Boston Properties
BXP
$11B
| $599K | 0.01% |
4,621
-7,207
| -61% | -$936K |
|
285
Howmet Aerospace
HWM
$116B
| $541K | 0.01% |
27,178
+1,475
| +6% | +$29.1K |
|
286
LyondellBasell Industries
LYB
$19.5B
| $473K | 0.01% |
5,287
-1,204
| -19% | -$98.2K |
|
287
Illinois Tool Works
ITW
$81.4B
| $464K | 0.01% |
2,969
+161
| +6% | +$24.4K |
|
288
Ameren
AEE
$31.5B
| $442K | 0.01% |
5,522
+300
| +6% | +$23K |
|
289
Republic Services
RSG
$66.7B
| $422K | 0.01% |
4,883
+1,788
| +58% | +$157K |
|
|
PPL
290
PPL Corp
PPL
$27.3B
| $409K | 0.01% |
+13,006
| New | +$393K |
|
291
Vornado Realty Trust
VNO
$7.47B
| $375K | 0.01% |
5,901
+321
| +6% | +$20.2K |
|
292
Pinnacle West Capital
PNW
$12.9B
| $356K | 0.01% |
3,677
-11,190
| -75% | -$1.05M |
|
293
Dover
DOV
$27.2B
| $346K | 0.01% |
3,476
-8,793
| -72% | -$843K |
|
294
Kroger
KR
$34.8B
| $342K | 0.01% |
+13,276
| New | +$309K |
|
295
Cincinnati Financial
CINF
$28.3B
| $320K | 0.01% |
2,750
+150
| +6% | +$16.5K |
|
296
Lam Research
LRCX
$382B
| $286K | 0.01% |
+12,380
| New | +$260K |
|
297
Applied Materials
AMAT
$426B
| $280K | 0.01% |
+5,626
| New | +$272K |
|
298
CBRE Group
CBRE
$40.8B
| $269K | 0.01% |
5,083
-15,428
| -75% | -$811K |
|
299
Dentsply Sirona
XRAY
$2.59B
| $237K | ﹤0.01% |
+4,454
| New | +$239K |
|
300
ExxonMobil
XOM
$651B
| $207K | ﹤0.01% |
2,939
+160
| +6% | +$11.6K |
|
Similar funds
TCIIS
UIM
VAI
KK
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.