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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
+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 | |
|---|---|---|---|---|---|---|
301
AGNC Investment
AGNC
$12.3B
| – | – |
-66,523
| Closed | -$1.12M |
|
302
Alkermes
ALKS
$8.82B
| – | – |
-114,369
| Closed | -$2.58M |
|
303
Boeing
BA
$165B
| – | – |
-857
| Closed | -$312K |
|
304
Bath & Body Works
BBWI
$4.01B
| – | – |
-35,760
| Closed | -$755K |
|
305
Brighthouse Financial
BHF
$3.63B
| – | – |
-31,162
| Closed | -$1.14M |
|
306
Crown Holdings
CCK
$12.8B
| – | – |
-8,835
| Closed | -$540K |
|
307
CDW
CDW
$17.1B
| – | – |
-8,226
| Closed | -$913K |
|
308
CenterPoint Energy
CNP
$29.1B
| – | – |
-40,119
| Closed | -$1.15M |
|
309
Dow Inc
DOW
$21.6B
| – | – |
-89,747
| Closed | -$4.42M |
|
310
Electronic Arts
EA
$52.4B
| – | – |
-218,571
| Closed | -$22.1M |
|
311
Fidelity National Financial
FNF
$13.9B
| – | – |
-26,786
| Closed | -$1.04M |
|
312
Fox Class B
FOX
$20.7B
| – | – |
-19,836
| Closed | -$725K |
|
313
Federal Realty Investment Trust
FRT
$10.9B
| – | – |
-3,313
| Closed | -$427K |
|
314
Corning
GLW
$126B
| – | – |
-736,031
| Closed | -$24.5M |
|
315
Goodyear
GT
$2.07B
| – | – |
-843,285
| Closed | -$12.9M |
|
|
PPLI
316
People Inc
PPLI
$3.1B
| – | – |
-365,229
| Closed | -$14.2M |
|
317
Invesco
IVZ
$13.3B
| – | – |
-46,474
| Closed | -$951K |
|
318
Kinder Morgan
KMI
$73.1B
| – | – |
-1,481,248
| Closed | -$30.9M |
|
319
Kohl's
KSS
$2.03B
| – | – |
-390,741
| Closed | -$18.6M |
|
320
Loews
L
$24.3B
| – | – |
-13,163
| Closed | -$720K |
|
321
Cheniere Energy
LNG
$56.5B
| – | – |
-6,124
| Closed | -$419K |
|
322
lululemon athletica
LULU
$13B
| – | – |
-101,632
| Closed | -$18.3M |
|
323
Mattel
MAT
$4.17B
| – | – |
-150,113
| Closed | -$1.68M |
|
324
3M
MMM
$89B
| – | – |
-1,866
| Closed | -$270K |
|
325
The Mosaic Company
MOS
$7.09B
| – | – |
-770,483
| Closed | -$19.3M |
|
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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.