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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 | |
|---|---|---|---|---|---|---|
301
Cummins
CMI
$91.7B
| – | – |
-49,497
| Closed | -$10.8M |
|
302
ConocoPhillips
COP
$147B
| – | – |
-147,672
| Closed | -$10.7M |
|
303
Cencora
COR
$60.3B
| – | – |
-32,313
| Closed | -$4.29M |
|
304
Costco
COST
$415B
| – | – |
-22,816
| Closed | -$13M |
|
305
Corteva
CTVA
$59.7B
| – | – |
-101,208
| Closed | -$4.79M |
|
306
DoorDash
DASH
$75.3B
| – | – |
-120,741
| Closed | -$18M |
|
307
Deere & Co
DE
$170B
| – | – |
-92,933
| Closed | -$31.9M |
|
|
DFS
308
DELISTED
Discover Financial Services
DFS
| – | – |
-75,526
| Closed | -$8.73M |
|
309
D.R. Horton
DHI
$41B
| – | – |
-130,621
| Closed | -$14.2M |
|
310
Devon Energy
DVN
$51.9B
| – | – |
-137,967
| Closed | -$6.08M |
|
311
eBay
EBAY
$48.6B
| – | – |
-204,732
| Closed | -$13.6M |
|
312
Elevance Health
ELV
$81.9B
| – | – |
-59,630
| Closed | -$27.6M |
|
313
Enphase Energy
ENPH
$4.84B
| – | – |
-63,033
| Closed | -$11.5M |
|
314
F5
FFIV
$22.1B
| – | – |
-49,288
| Closed | -$12.1M |
|
315
Fair Isaac
FICO
$28.7B
| – | – |
-62,725
| Closed | -$27.2M |
|
316
Fox Class A
FOXA
$23.2B
| – | – |
-18,285
| Closed | -$675K |
|
317
Fiverr
FVRR
$376M
| – | – |
-30,302
| Closed | -$3.44M |
|
318
Goldman Sachs
GS
$313B
| – | – |
-20,893
| Closed | -$7.99M |
|
319
HEICO Corp
HEI
$48.9B
| – | – |
-49,720
| Closed | -$7.17M |
|
320
Hilton Worldwide
HLT
$74B
| – | – |
-3,454
| Closed | -$539K |
|
321
Intel
INTC
$466B
| – | – |
-115,763
| Closed | -$5.96M |
|
322
Intuit
INTU
$81.1B
| – | – |
-15,486
| Closed | -$9.96M |
|
323
IQVIA
IQV
$34.7B
| – | – |
-22,986
| Closed | -$6.49M |
|
324
Invesco
IVZ
$13.3B
| – | – |
-346,862
| Closed | -$7.99M |
|
325
Jack Henry & Associates
JKHY
$10.7B
| – | – |
-17,935
| Closed | -$3M |
|
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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.