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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 | |
|---|---|---|---|---|---|---|
326
Coca-Cola
KO
$354B
| – | – |
-529,355
| Closed | -$31.3M |
|
327
Loews
L
$24.3B
| – | – |
-19,093
| Closed | -$1.1M |
|
328
Liberty Global Class A
LBTYA
$3.31B
| – | – |
-117,603
| Closed | -$3.26M |
|
329
Lear
LEA
$7.19B
| – | – |
-38,816
| Closed | -$7.1M |
|
330
LKQ Corp
LKQ
$6.58B
| – | – |
-98,063
| Closed | -$5.89M |
|
|
331
Lowe's Companies
LOW
$116B
| – | – |
-255,603
| Closed | -$66.1M |
|
332
Lamb Weston
LW
$6.82B
| – | – |
-187,284
| Closed | -$11.9M |
|
333
LyondellBasell Industries
LYB
$19.5B
| – | – |
-126,425
| Closed | -$11.7M |
|
334
Medtronic
MDT
$107B
| – | – |
-219,981
| Closed | -$22.8M |
|
335
Altria Group
MO
$122B
| – | – |
-80,812
| Closed | -$3.83M |
|
336
Moderna
MRNA
$21.5B
| – | – |
-32,002
| Closed | -$8.13M |
|
337
Match Group
MTCH
$8.84B
| – | – |
-32,034
| Closed | -$4.24M |
|
338
Mettler-Toledo International
MTD
$26.8B
| – | – |
-3,370
| Closed | -$5.72M |
|
339
NiSource
NI
$22.4B
| – | – |
-700,222
| Closed | -$19.3M |
|
340
Omega Healthcare
OHI
$15.4B
| – | – |
-111,676
| Closed | -$3.3M |
|
341
Palo Alto Networks
PANW
$264B
| – | – |
-119,490
| Closed | -$11.1M |
|
|
PARA
342
DELISTED
Paramount Global Class B
PARA
| – | – |
-144,897
| Closed | -$4.37M |
|
343
PG&E
PCG
$47.8B
| – | – |
-174,981
| Closed | -$2.12M |
|
344
PENN Entertainment
PENN
$2.74B
| – | – |
-4,549
| Closed | -$236K |
|
345
Parker-Hannifin
PH
$125B
| – | – |
-83,150
| Closed | -$26.5M |
|
346
Pinnacle West Capital
PNW
$12.9B
| – | – |
-5,562
| Closed | -$393K |
|
347
Pool Corp
POOL
$6.7B
| – | – |
-54,003
| Closed | -$30.6M |
|
348
PayPal
PYPL
$49.5B
| – | – |
-38,049
| Closed | -$7.17M |
|
349
Regeneron Pharmaceuticals
REGN
$68.8B
| – | – |
-45,312
| Closed | -$28.6M |
|
350
RingCentral
RNG
$4.05B
| – | – |
-31,520
| Closed | -$5.91M |
|
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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.