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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 | |
|---|---|---|---|---|---|---|
276
Assurant
AIZ
$13.7B
| $727K | 0.02% |
+3,997
| New | +$655K |
|
277
W.P. Carey
WPC
$17.1B
| $715K | 0.02% |
9,031
| – | – |
|
278
Peloton Interactive
PTON
$2.63B
| $661K | 0.02% |
+25,001
| New | +$717K |
|
279
The Mosaic Company
MOS
$7.09B
| $655K | 0.02% |
9,845
-421,230
| -98% | -$21.1M |
|
280
Citigroup
C
$222B
| $572K | 0.01% |
10,703
-221,708
| -95% | -$13.7M |
|
281
Valero Energy
VLO
$89.8B
| $567K | 0.01% |
+5,584
| New | +$484K |
|
282
Host Hotels & Resorts
HST
$16.8B
| $532K | 0.01% |
+27,361
| New | +$494K |
|
283
Globe Life
GL
$13.5B
| $522K | 0.01% |
5,188
-15,640
| -75% | -$1.59M |
|
284
Baxter International
BAX
$11.6B
| $443K | 0.01% |
5,707
-57,502
| -91% | -$4.81M |
|
|
JNPR
285
DELISTED
Juniper Networks
JNPR
| $426K | 0.01% |
+11,469
| New | +$394K |
|
286
Ford
F
$57.3B
| $350K | 0.01% |
20,673
-635,159
| -97% | -$12.1M |
|
287
Hasbro
HAS
$12.6B
| $349K | 0.01% |
+4,256
| New | +$399K |
|
|
EXAS
288
DELISTED
Exact Sciences
EXAS
| $268K | 0.01% |
+3,834
| New | +$280K |
|
289
Allegion
ALLE
$13B
| – | – |
-5,035
| Closed | -$667K |
|
290
Autoliv
ALV
$8.6B
| – | – |
-136,529
| Closed | -$14.1M |
|
|
OPTU
291
Optimum Communications Inc
OPTU
$316M
| – | – |
-591,469
| Closed | -$9.57M |
|
292
Broadcom
AVGO
$1.82T
| – | – |
-97,900
| Closed | -$6.51M |
|
293
Avantor
AVTR
$7.81B
| – | – |
-121,853
| Closed | -$5.13M |
|
|
294
AutoZone
AZO
$48.3B
| – | – |
-21,145
| Closed | -$44.3M |
|
295
BILL Holdings
BILL
$4.33B
| – | – |
-4,946
| Closed | -$1.23M |
|
296
Booking.com
BKNG
$138B
| – | – |
-269,450
| Closed | -$25.9M |
|
297
Conagra Brands
CAG
$7.07B
| – | – |
-820,108
| Closed | -$28M |
|
298
Carlyle Group
CG
$16.3B
| – | – |
-61,468
| Closed | -$3.38M |
|
299
C.H. Robinson
CHRW
$22B
| – | – |
-42,378
| Closed | -$4.56M |
|
300
Clorox
CLX
$11.6B
| – | – |
-45,767
| Closed | -$7.98M |
|
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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.