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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
-3.43%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.12B
AUM Growth
+$622M
(+18%)
Cap. Flow
+$873M
Cap. Flow
% of AUM
21.21%
Top 10 Holdings %
Top 10 Hldgs %
16.04%
Holding
390
New
103
Increased
120
Reduced
85
Closed
76
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Coca-Cola
KO
|
+$51.8M |
| 2 |
Costco
COST
|
+$50.6M |
| 3 |
Sherwin-Williams
SHW
|
+$48.5M |
| 4 |
Edwards Lifesciences
EW
|
+$48M |
| 5 |
Cisco
CSCO
|
+$41.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$51.2M |
| 2 |
CF Industries
CF
|
+$42.8M |
| 3 |
PepsiCo
PEP
|
+$35.8M |
| 4 |
Danaher
DHR
|
+$31.6M |
| 5 |
Medtronic
MDT
|
+$31.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.03% |
| 2 | Healthcare | 15.49% |
| 3 | Financials | 11.62% |
| 4 | Consumer Discretionary | 11.26% |
| 5 | Industrials | 9.57% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
276
Danaher
DHR
$135B
| $1.4M | 0.03% |
6,133
-128,963
| -95% | -$31.6M |
|
277
Affirm
AFRM
$23.5B
| $1.38M | 0.03% |
+73,698
| New | +$1.93M |
|
278
Mastercard
MA
$477B
| $1.38M | 0.03% |
+4,853
| New | +$1.61M |
|
279
D.R. Horton
DHI
$41B
| $1.29M | 0.03% |
+19,094
| New | +$1.4M |
|
280
Expeditors International
EXPD
$22.9B
| $1.28M | 0.03% |
14,484
-45,327
| -76% | -$4.54M |
|
281
Equitable Holdings
EQH
$13.1B
| $1.26M | 0.03% |
47,938
-317,549
| -87% | -$9.03M |
|
|
282
Medtronic
MDT
$107B
| $1.24M | 0.03% |
15,379
-346,810
| -96% | -$31.2M |
|
|
GRMN
283
Garmin
GRMN
$46.9B
| $1.19M | 0.03% |
+14,754
| New | +$1.39M |
|
284
EPAM Systems
EPAM
$4.69B
| $1.17M | 0.03% |
3,235
| – | – |
|
285
Allegion
ALLE
$13B
| $1.06M | 0.03% |
+11,843
| New | +$1.17M |
|
286
Textron
TXT
$16.6B
| $1.05M | 0.03% |
18,037
-145,066
| -89% | -$9.2M |
|
287
KLA
KLAC
$275B
| $986K | 0.02% |
+32,580
| New | +$1.13M |
|
288
Boston Properties
BXP
$11B
| $963K | 0.02% |
+12,841
| New | +$1.09M |
|
289
Regions Financial
RF
$26.3B
| $942K | 0.02% |
+46,933
| New | +$991K |
|
290
Becton Dickinson
BDX
$43.1B
| $931K | 0.02% |
+4,179
| New | +$1.04M |
|
|
WBA
291
DELISTED
Walgreens Boots Alliance
WBA
| $912K | 0.02% |
+29,057
| New | +$1.08M |
|
292
Otis Worldwide
OTIS
$27.4B
| $905K | 0.02% |
14,179
-191,799
| -93% | -$14M |
|
293
Ameren
AEE
$31.5B
| $882K | 0.02% |
+10,946
| New | +$999K |
|
294
Essential Utilities
WTRG
$11.2B
| $868K | 0.02% |
+20,969
| New | +$1.02M |
|
295
Okta
OKTA
$24.1B
| $837K | 0.02% |
14,717
+8,039
| +120% | +$692K |
|
296
Citizens Financial Group
CFG
$30.4B
| $741K | 0.02% |
+21,559
| New | +$798K |
|
297
SEI Investments
SEIC
$11.9B
| $720K | 0.02% |
14,688
-131,719
| -90% | -$7.19M |
|
298
Tractor Supply
TSCO
$16.3B
| $715K | 0.02% |
+19,230
| New | +$749K |
|
299
Duke Energy
DUK
$102B
| $710K | 0.02% |
7,638
-15,131
| -66% | -$1.63M |
|
300
Leidos
LDOS
$14.1B
| $571K | 0.01% |
+6,530
| New | +$638K |
|
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WorldQuant Millennium Advisors's Q3 2022 Portfolio in Review
As of Q3 2022, WorldQuant Millennium Advisors held 390 positions worth $4.12B, up 18% from $3.49B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
WorldQuant Millennium Advisors deployed $873M of net new capital in Q3 2022, opening 103 new positions and adding to 120 existing holdings. Its largest new stake was Coca-Cola: 833,107 shares worth $46.7M.
By sector, the portfolio is most concentrated in Technology at 23% of assets, down from 25% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Apple, an estimated $51.2M trimmed.
- WorldQuant Millennium Advisors's largest Q3 2022 buy was Coca-Cola: 833,107 shares worth $46.7M.
- WorldQuant Millennium Advisors added most to Costco in Q3 2022, an estimated $50.6M increase.
- WorldQuant Millennium Advisors's biggest Q3 2022 reduction was Apple, cutting an estimated $51.2M.
- WorldQuant Millennium Advisors fully exited Intuit in Q3 2022, selling an estimated $26.7M.
- WorldQuant Millennium Advisors's ten largest holdings make up 16% of its $4.12B portfolio in Q3 2022.
- WorldQuant Millennium Advisors opened 103 new positions and closed 76 in Q3 2022.
- WorldQuant Millennium Advisors's portfolio value rose 18% quarter-over-quarter to $4.12B.
Based on WorldQuant Millennium Advisors's 13F filing for Q3 2022, filed 14 Nov 2022.