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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
+28.05%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.35B
AUM Growth
+$234M
(+5.7%)
Cap. Flow
-$723M
Cap. Flow
% of AUM
-16.65%
Top 10 Holdings %
Top 10 Hldgs %
20.33%
Holding
369
New
49
Increased
62
Reduced
223
Closed
35
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ATVI
Activision Blizzard
ATVI
|
+$49.9M |
| 2 |
Dollar Tree
DLTR
|
+$25.4M |
| 3 |
Paychex
PAYX
|
+$23.8M |
| 4 |
Cognizant
CTSH
|
+$20.2M |
| 5 |
Vertex Pharmaceuticals
VRTX
|
+$15.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$59.2M |
| 2 |
Illumina
ILMN
|
+$55.9M |
| 3 |
DexCom
DXCM
|
+$52.1M |
| 4 |
NVIDIA
NVDA
|
+$47.7M |
| 5 |
Williams Companies
WMB
|
+$46.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 28.85% |
| 2 | Healthcare | 13.04% |
| 3 | Financials | 11.75% |
| 4 | Consumer Discretionary | 11.25% |
| 5 | Industrials | 8.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
American Water Works
AWK
$26.1B
| $1.58M | 0.04% |
+12,303
| New | +$1.53M |
|
302
Marriott International
MAR
$96.8B
| $1.49M | 0.03% |
+17,323
| New | +$1.5M |
|
303
RenaissanceRe
RNR
$13.7B
| $1.46M | 0.03% |
8,529
-702
| -8% | -$115K |
|
304
Equity Residential
EQR
$25.8B
| $1.45M | 0.03% |
24,605
-12,448
| -34% | -$771K |
|
305
Teladoc Health
TDOC
$1.74B
| $1.38M | 0.03% |
+7,211
| New | +$1.26M |
|
306
Amcor
AMCR
$20B
| $1.36M | 0.03% |
26,700
-20,786
| -44% | -$970K |
|
307
Northern Trust
NTRS
$33.8B
| $1.36M | 0.03% |
17,128
+747
| +5% | +$59.2K |
|
308
Morgan Stanley
MS
$332B
| $1.35M | 0.03% |
27,950
-188,338
| -87% | -$7.91M |
|
309
Boston Properties
BXP
$10.8B
| $1.3M | 0.03% |
14,413
+10,650
| +283% | +$966K |
|
310
Xcel Energy
XEL
$49.1B
| $1.23M | 0.03% |
19,664
-10,070
| -34% | -$635K |
|
311
Bread Financial
BFH
$4.02B
| $1.21M | 0.03% |
33,501
-2,756
| -8% | -$98K |
|
312
Newell Brands
NWL
$2.18B
| $1.2M | 0.03% |
75,779
-260,254
| -77% | -$3.57M |
|
313
The Mosaic Company
MOS
$7.12B
| $1.16M | 0.03% |
+92,782
| New | +$1.11M |
|
314
Assurant
AIZ
$13.6B
| $1.1M | 0.03% |
10,621
-5,439
| -34% | -$563K |
|
315
Burlington
BURL
$22.2B
| $960K | 0.02% |
4,874
-87,596
| -95% | -$16.5M |
|
316
Air Products & Chemicals
APD
$66.1B
| $943K | 0.02% |
3,906
-2,000
| -34% | -$457K |
|
317
Kimberly-Clark
KMB
$36B
| $924K | 0.02% |
6,534
-3,346
| -34% | -$462K |
|
318
Southern Company
SO
$106B
| $873K | 0.02% |
16,838
-27,776
| -62% | -$1.54M |
|
319
Travelers Companies
TRV
$78.4B
| $847K | 0.02% |
7,425
-1,799
| -20% | -$190K |
|
320
Moderna
MRNA
$23.6B
| $813K | 0.02% |
+12,669
| New | +$694K |
|
321
AvalonBay Communities
AVB
$27.3B
| $753K | 0.02% |
4,867
-8,314
| -63% | -$1.32M |
|
322
Costco
COST
$415B
| $738K | 0.02% |
2,434
-1,246
| -34% | -$379K |
|
323
Essex Property Trust
ESS
$18.9B
| $540K | 0.01% |
2,355
-1,207
| -34% | -$289K |
|
324
Consolidated Edison
ED
$40.9B
| $535K | 0.01% |
7,440
-3,810
| -34% | -$293K |
|
325
Dominion Energy
D
$61.9B
| $390K | 0.01% |
4,802
-2,459
| -34% | -$197K |
|
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WorldQuant Millennium Advisors's Q2 2020 Portfolio in Review
As of Q2 2020, WorldQuant Millennium Advisors held 369 positions worth $4.35B, up 5.7% from $4.11B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
WorldQuant Millennium Advisors withdrew a net $723M in Q2 2020, closing 35 positions and reducing 223 holdings. Its most notable exit was Illumina, an estimated $55.9M position sold in full.
By sector, the portfolio is most concentrated in Technology at 29% of assets, up from 27% a quarter earlier, followed by Healthcare and Financials.
Against the trend, WorldQuant Millennium Advisors opened a new position in Activision Blizzard worth $54.3M.
- WorldQuant Millennium Advisors's largest Q2 2020 buy was Activision Blizzard: 715,236 shares worth $54.3M.
- WorldQuant Millennium Advisors added most to Dollar Tree in Q2 2020, an estimated $25.4M increase.
- WorldQuant Millennium Advisors's biggest Q2 2020 reduction was Amazon, cutting an estimated $59.2M.
- WorldQuant Millennium Advisors fully exited Illumina in Q2 2020, selling an estimated $55.9M.
- WorldQuant Millennium Advisors's ten largest holdings make up 20% of its $4.35B portfolio in Q2 2020.
- WorldQuant Millennium Advisors opened 49 new positions and closed 35 in Q2 2020.
- WorldQuant Millennium Advisors's portfolio value rose 5.7% quarter-over-quarter to $4.35B.
Based on WorldQuant Millennium Advisors's 13F filing for Q2 2020, filed 14 Aug 2020.