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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
+7.25%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.39B
AUM Growth
+$275M
(+6.7%)
Cap. Flow
+$68.7M
Cap. Flow
% of AUM
1.56%
Top 10 Holdings %
Top 10 Hldgs %
16.11%
Holding
414
New
100
Increased
112
Reduced
99
Closed
94
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PayPal
PYPL
|
+$54.5M |
| 2 |
Adobe
ADBE
|
+$45.8M |
| 3 |
Lam Research
LRCX
|
+$37.2M |
| 4 |
UnitedHealth
UNH
|
+$36.2M |
| 5 |
Edwards Lifesciences
EW
|
+$34.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Home Depot
HD
|
+$44M |
| 2 |
Valero Energy
VLO
|
+$43.3M |
| 3 |
Costco
COST
|
+$42.5M |
| 4 |
Abbott
ABT
|
+$42.1M |
| 5 |
Automatic Data Processing
ADP
|
+$34.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.98% |
| 2 | Healthcare | 16.53% |
| 3 | Financials | 12.42% |
| 4 | Consumer Discretionary | 10.84% |
| 5 | Industrials | 9.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Netflix
NFLX
$285B
| – | – |
-272,490
| Closed | -$6.42M |
|
377
Annaly Capital Management
NLY
$16.6B
| – | – |
-655,301
| Closed | -$11.2M |
|
378
NRG Energy
NRG
$27.6B
| – | – |
-6,932
| Closed | -$265K |
|
379
Okta
OKTA
$25.8B
| – | – |
-14,717
| Closed | -$837K |
|
380
Otis Worldwide
OTIS
$28.2B
| – | – |
-14,179
| Closed | -$905K |
|
381
Paychex
PAYX
$41B
| – | – |
-65,425
| Closed | -$7.34M |
|
382
Public Service Enterprise Group
PEG
$38.8B
| – | – |
-228,517
| Closed | -$12.8M |
|
383
Procter & Gamble
PG
$347B
| – | – |
-104,684
| Closed | -$13.2M |
|
384
Parker-Hannifin
PH
$120B
| – | – |
-73,992
| Closed | -$17.9M |
|
385
Pool Corp
POOL
$7.33B
| – | – |
-7,025
| Closed | -$2.23M |
|
386
Phillips 66
PSX
$83.7B
| – | – |
-66,763
| Closed | -$5.39M |
|
387
Peloton Interactive
PTON
$2.82B
| – | – |
-25,001
| Closed | -$173K |
|
388
SEI Investments
SEIC
$12B
| – | – |
-14,688
| Closed | -$720K |
|
389
Snowflake
SNOW
$95.1B
| – | – |
-21,344
| Closed | -$3.63M |
|
390
Sempra
SRE
$59.3B
| – | – |
-67,282
| Closed | -$5.04M |
|
391
Constellation Brands
STZ
$22.9B
| – | – |
-21,127
| Closed | -$4.85M |
|
392
Synchrony
SYF
$24.7B
| – | – |
-250,418
| Closed | -$7.06M |
|
393
Sysco
SYY
$38.6B
| – | – |
-29,420
| Closed | -$2.08M |
|
394
Teledyne Technologies
TDY
$29B
| – | – |
-4,291
| Closed | -$1.45M |
|
395
Bio-Techne
TECH
$11.2B
| – | – |
-23,824
| Closed | -$1.69M |
|
396
Tractor Supply
TSCO
$15.9B
| – | – |
-19,230
| Closed | -$715K |
|
397
Texas Instruments
TXN
$259B
| – | – |
-47,193
| Closed | -$7.3M |
|
398
UDR
UDR
$12.9B
| – | – |
-39,402
| Closed | -$1.64M |
|
399
Ulta Beauty
ULTA
$21B
| – | – |
-29,012
| Closed | -$11.6M |
|
400
Viatris
VTRS
$19.8B
| – | – |
-638,098
| Closed | -$5.44M |
|
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WorldQuant Millennium Advisors's Q4 2022 Portfolio in Review
As of Q4 2022, WorldQuant Millennium Advisors held 414 positions worth $4.39B, up 6.7% from $4.12B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
WorldQuant Millennium Advisors's Q4 2022 filing shows 100 new, 112 increased, 99 reduced and 94 closed positions. Its largest new stake was PayPal: 680,558 shares worth $48.5M. The largest sale was Home Depot, an estimated $44M.
By sector, the portfolio is most concentrated in Technology at 24% of assets, up from 23% a quarter earlier, followed by Healthcare and Financials.
- WorldQuant Millennium Advisors's largest Q4 2022 buy was PayPal: 680,558 shares worth $48.5M.
- WorldQuant Millennium Advisors added most to Adobe in Q4 2022, an estimated $45.8M increase.
- WorldQuant Millennium Advisors's biggest Q4 2022 reduction was Valero Energy, cutting an estimated $43.3M.
- WorldQuant Millennium Advisors fully exited Home Depot in Q4 2022, selling an estimated $44M.
- WorldQuant Millennium Advisors's ten largest holdings make up 16% of its $4.39B portfolio in Q4 2022.
- WorldQuant Millennium Advisors opened 100 new positions and closed 94 in Q4 2022.
- WorldQuant Millennium Advisors's portfolio value rose 6.7% quarter-over-quarter to $4.39B.
Based on WorldQuant Millennium Advisors's 13F filing for Q4 2022, filed 14 Feb 2023.