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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
-17.99%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.11B
AUM Growth
-$1.11B
(-21%)
Cap. Flow
+$61.2M
Cap. Flow
% of AUM
1.49%
Top 10 Holdings %
Top 10 Hldgs %
20.06%
Holding
358
New
45
Increased
68
Reduced
207
Closed
38
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$75.8M |
| 2 |
Visa
V
|
+$61M |
| 3 |
Illumina
ILMN
|
+$58.8M |
| 4 |
Amazon
AMZN
|
+$56.3M |
| 5 |
Microsoft
MSFT
|
+$45.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Netflix
NFLX
|
+$47.2M |
| 2 |
HP
HPQ
|
+$46.8M |
| 3 |
Qualcomm
QCOM
|
+$41.8M |
| 4 |
Marathon Petroleum
MPC
|
+$41.8M |
| 5 |
Biogen
BIIB
|
+$32.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 26.73% |
| 2 | Healthcare | 16.45% |
| 3 | Consumer Discretionary | 10.97% |
| 4 | Financials | 10.94% |
| 5 | Consumer Staples | 8.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Kimco Realty
KIM
$17.6B
| $1.69M | 0.04% |
174,852
-21,579
| -11% | -$371K |
|
277
Truist Financial
TFC
$63.2B
| $1.69M | 0.04% |
54,693
-4,310
| -7% | -$204K |
|
278
Assurant
AIZ
$13.7B
| $1.67M | 0.04% |
16,060
-3,809
| -19% | -$470K |
|
279
Zions Bancorporation
ZION
$10.1B
| $1.67M | 0.04% |
+62,223
| New | +$2.56M |
|
280
Arch Capital
ACGL
$36.1B
| $1.59M | 0.04% |
55,818
-1,863
| -3% | -$75.5K |
|
281
Aon
AON
$77.3B
| $1.53M | 0.04% |
9,259
-309
| -3% | -$63.3K |
|
282
Lincoln National
LNC
$7.91B
| $1.44M | 0.04% |
54,729
-1,827
| -3% | -$86.7K |
|
|
SIVB
283
DELISTED
SVB Financial Group
SIVB
| $1.4M | 0.03% |
9,244
-308
| -3% | -$67.8K |
|
284
RenaissanceRe
RNR
$13.7B
| $1.38M | 0.03% |
9,231
-4,436
| -32% | -$789K |
|
285
Tractor Supply
TSCO
$16.3B
| $1.27M | 0.03% |
75,245
-11,205
| -13% | -$201K |
|
286
Kimberly-Clark
KMB
$36.4B
| $1.26M | 0.03% |
9,880
-1,833
| -16% | -$254K |
|
287
Northern Trust
NTRS
$22.2B
| $1.24M | 0.03% |
16,381
-10,858
| -40% | -$996K |
|
288
Baker Hughes
BKR
$56.8B
| $1.24M | 0.03% |
+117,648
| New | +$2.21M |
|
289
Annaly Capital Management
NLY
$16.9B
| $1.23M | 0.03% |
60,846
-40,625
| -40% | -$1.43M |
|
290
O'Reilly Automotive
ORLY
$72.4B
| $1.23M | 0.03% |
61,140
-426,150
| -87% | -$10.9M |
|
291
Air Products & Chemicals
APD
$66.3B
| $1.18M | 0.03% |
5,906
-1,096
| -16% | -$250K |
|
292
Evergy
EVRG
$20.1B
| $1.14M | 0.03% |
20,761
-693
| -3% | -$45.5K |
|
293
Cognizant
CTSH
$21.5B
| $1.07M | 0.03% |
+23,061
| New | +$1.37M |
|
294
XPO
XPO
$25B
| $1.07M | 0.03% |
63,585
-64,137
| -50% | -$1.71M |
|
295
Costco
COST
$415B
| $1.05M | 0.03% |
3,680
-683
| -16% | -$207K |
|
296
Goldman Sachs
GS
$313B
| $1.04M | 0.03% |
+6,706
| New | +$1.42M |
|
297
Bread Financial
BFH
$4.21B
| $974K | 0.02% |
36,257
-62,134
| -63% | -$4.23M |
|
298
PVH
PVH
$3.71B
| $918K | 0.02% |
+24,380
| New | +$1.86M |
|
299
Travelers Companies
TRV
$80.8B
| $916K | 0.02% |
9,224
-1,712
| -16% | -$213K |
|
300
Consolidated Edison
ED
$41.6B
| $878K | 0.02% |
11,250
-2,087
| -16% | -$183K |
|
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WorldQuant Millennium Advisors's Q1 2020 Portfolio in Review
As of Q1 2020, WorldQuant Millennium Advisors held 358 positions worth $4.11B, down 21% from $5.22B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
WorldQuant Millennium Advisors's Q1 2020 filing shows 45 new, 68 increased, 207 reduced and 38 closed positions. Its largest new stake was Illumina: 210,338 shares worth $55.9M. The largest sale was Netflix, an estimated $47.2M.
By sector, the portfolio is most concentrated in Technology at 27% of assets, up from 23% a quarter earlier, followed by Healthcare and Consumer Discretionary.
- WorldQuant Millennium Advisors's largest Q1 2020 buy was Illumina: 210,338 shares worth $55.9M.
- WorldQuant Millennium Advisors added most to Apple in Q1 2020, an estimated $75.8M increase.
- WorldQuant Millennium Advisors's biggest Q1 2020 reduction was Qualcomm, cutting an estimated $41.8M.
- WorldQuant Millennium Advisors fully exited Netflix in Q1 2020, selling an estimated $47.2M.
- WorldQuant Millennium Advisors's ten largest holdings make up 20% of its $4.11B portfolio in Q1 2020.
- WorldQuant Millennium Advisors opened 45 new positions and closed 38 in Q1 2020.
- WorldQuant Millennium Advisors's portfolio value fell 21% quarter-over-quarter to $4.11B.
Based on WorldQuant Millennium Advisors's 13F filing for Q1 2020, filed 14 May 2020.