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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
+9.35%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$5.03B
AUM Growth
+$460M
(+10%)
Cap. Flow
+$141M
Cap. Flow
% of AUM
2.8%
Top 10 Holdings %
Top 10 Hldgs %
18.7%
Holding
396
New
79
Increased
112
Reduced
103
Closed
92
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Synopsys
SNPS
|
+$40.9M |
| 2 |
Sun Communities
SUI
|
+$40.2M |
| 3 |
Starbucks
SBUX
|
+$39.9M |
| 4 |
CVS Health
CVS
|
+$39.3M |
| 5 |
Texas Instruments
TXN
|
+$37.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lam Research
LRCX
|
+$60.8M |
| 2 |
FedEx
FDX
|
+$51.3M |
| 3 |
Advanced Micro Devices
AMD
|
+$46.1M |
| 4 |
Illumina
ILMN
|
+$38.6M |
| 5 |
Occidental Petroleum
OXY
|
+$34.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 26.01% |
| 2 | Healthcare | 13.65% |
| 3 | Consumer Discretionary | 13.07% |
| 4 | Financials | 12.09% |
| 5 | Communication Services | 9.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Electronic Arts
EA
$52.4B
| $238K | ﹤0.01% |
+1,803
| New | +$243K |
|
302
PENN Entertainment
PENN
$2.74B
| $236K | ﹤0.01% |
4,549
+1,527
| +51% | +$92.6K |
|
303
Skyworks Solutions
SWKS
$9.06B
| $230K | ﹤0.01% |
+1,481
| New | +$237K |
|
304
Expeditors International
EXPD
$22.9B
| $216K | ﹤0.01% |
+1,607
| New | +$201K |
|
305
Arch Capital
ACGL
$36.1B
| – | – |
-183,236
| Closed | -$7M |
|
306
Archer Daniels Midland
ADM
$41.4B
| – | – |
-213,804
| Closed | -$12.8M |
|
307
Automatic Data Processing
ADP
$100B
| – | – |
-80,946
| Closed | -$16.2M |
|
308
Ameren
AEE
$31.5B
| – | – |
-11,582
| Closed | -$938K |
|
309
AES
AES
$10.6B
| – | – |
-252,562
| Closed | -$5.77M |
|
310
American International
AIG
$41.9B
| – | – |
-55,253
| Closed | -$3.03M |
|
311
Arthur J. Gallagher & Co
AJG
$63.7B
| – | – |
-2,758
| Closed | -$410K |
|
312
Atmos Energy
ATO
$29.9B
| – | – |
-6,669
| Closed | -$588K |
|
313
Avery Dennison
AVY
$12.3B
| – | – |
-70,997
| Closed | -$14.7M |
|
314
American Express
AXP
$223B
| – | – |
-2,370
| Closed | -$397K |
|
315
Baker Hughes
BKR
$56.8B
| – | – |
-302,519
| Closed | -$7.48M |
|
316
Boston Scientific
BSX
$65.8B
| – | – |
-90,550
| Closed | -$3.93M |
|
317
Chubb
CB
$140B
| – | – |
-21,776
| Closed | -$3.78M |
|
318
Coca-Cola Europacific Partners
CCEP
$46.5B
| – | – |
-6,750
| Closed | -$373K |
|
319
Crown Holdings
CCK
$12.8B
| – | – |
-39,634
| Closed | -$3.99M |
|
320
Chewy
CHWY
$8.54B
| – | – |
-139,793
| Closed | -$9.52M |
|
321
CME Group
CME
$92.2B
| – | – |
-55,792
| Closed | -$10.8M |
|
322
CMS Energy
CMS
$23.1B
| – | – |
-145,091
| Closed | -$8.67M |
|
323
Centene
CNC
$31.3B
| – | – |
-15,067
| Closed | -$939K |
|
324
Cintas
CTAS
$82.4B
| – | – |
-69,716
| Closed | -$6.63M |
|
325
Cognizant
CTSH
$21.5B
| – | – |
-352,504
| Closed | -$26.2M |
|
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WorldQuant Millennium Advisors's Q4 2021 Portfolio in Review
As of Q4 2021, WorldQuant Millennium Advisors held 396 positions worth $5.03B, up 10% from $4.57B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
WorldQuant Millennium Advisors's Q4 2021 filing shows 79 new, 112 increased, 103 reduced and 92 closed positions. Its largest new stake was CVS Health: 424,888 shares worth $43.8M. The largest sale was Lam Research, an estimated $60.8M.
By sector, the portfolio is most concentrated in Technology at 26% of assets, down from 26% a quarter earlier, followed by Healthcare and Consumer Discretionary.
- WorldQuant Millennium Advisors's largest Q4 2021 buy was CVS Health: 424,888 shares worth $43.8M.
- WorldQuant Millennium Advisors added most to Synopsys in Q4 2021, an estimated $40.9M increase.
- WorldQuant Millennium Advisors's biggest Q4 2021 reduction was Advanced Micro Devices, cutting an estimated $46.1M.
- WorldQuant Millennium Advisors fully exited Lam Research in Q4 2021, selling an estimated $60.8M.
- WorldQuant Millennium Advisors's ten largest holdings make up 19% of its $5.03B portfolio in Q4 2021.
- WorldQuant Millennium Advisors opened 79 new positions and closed 92 in Q4 2021.
- WorldQuant Millennium Advisors's portfolio value rose 10% quarter-over-quarter to $5.03B.
Based on WorldQuant Millennium Advisors's 13F filing for Q4 2021, filed 14 Feb 2022.