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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
+10.4%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$5.22B
AUM Growth
+$80.7M
(+1.6%)
Cap. Flow
-$379M
Cap. Flow
% of AUM
-7.25%
Top 10 Holdings %
Top 10 Hldgs %
14.4%
Holding
332
New
32
Increased
54
Reduced
227
Closed
19
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$47.2M |
| 2 |
Intel
INTC
|
+$35.3M |
| 3 |
Kroger
KR
|
+$32.3M |
| 4 |
DexCom
DXCM
|
+$30.9M |
| 5 |
SS&C Technologies
SSNC
|
+$28.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Zoetis
ZTS
|
+$47.8M |
| 2 |
Starbucks
SBUX
|
+$46.9M |
| 3 |
ConocoPhillips
COP
|
+$39M |
| 4 |
Broadcom
AVGO
|
+$38.7M |
| 5 |
Centene
CNC
|
+$37.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.19% |
| 2 | Healthcare | 13.28% |
| 3 | Financials | 11.87% |
| 4 | Consumer Discretionary | 10.93% |
| 5 | Industrials | 9.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Fortinet
FTNT
$118B
| $41.8M | 0.8% |
1,956,935
-130,080
| -6% | -$2.45M |
|
27
Marathon Petroleum
MPC
$91.3B
| $41.8M | 0.8% |
692,984
+411,244
| +146% | +$25.7M |
|
28
Williams Companies
WMB
$89.7B
| $41.1M | 0.79% |
1,731,101
+309,714
| +22% | +$7.09M |
|
29
Snap
SNAP
$7.62B
| $40.7M | 0.78% |
2,490,307
-784,663
| -24% | -$11.5M |
|
30
Lumen
LUMN
$6.47B
| $40.1M | 0.77% |
3,038,422
-1,179,555
| -28% | -$15.8M |
|
31
Expedia Group
EXPE
$32.3B
| $39.3M | 0.75% |
363,534
+231,500
| +175% | +$27.2M |
|
32
Keysight
KEYS
$54B
| $39.2M | 0.75% |
381,780
-137,043
| -26% | -$14M |
|
|
HOLX
33
DELISTED
Hologic
HOLX
| $38.9M | 0.75% |
745,405
+338,217
| +83% | +$16.8M |
|
34
Monster Beverage
MNST
$95.4B
| $38.8M | 0.74% |
1,222,136
-655,070
| -35% | -$19.2M |
|
35
Target
TGT
$63.4B
| $38.1M | 0.73% |
296,849
-305,715
| -51% | -$35.9M |
|
36
Walmart Inc
WMT
$909B
| $37.9M | 0.73% |
956,400
-60,918
| -6% | -$2.42M |
|
37
Comcast
CMCSA
$85B
| $37.7M | 0.72% |
838,768
+97,980
| +13% | +$4.36M |
|
38
Alphabet (Google) Class A
GOOGL
$4.23T
| $37.6M | 0.72% |
562,020
-184,840
| -25% | -$11.9M |
|
39
Nike
NKE
$64.9B
| $37.5M | 0.72% |
369,669
-25,021
| -6% | -$2.36M |
|
40
Cadence Design Systems
CDNS
$91B
| $37.3M | 0.71% |
537,288
-34,957
| -6% | -$2.34M |
|
41
GoDaddy
GDDY
$12.5B
| $36.4M | 0.7% |
536,145
+101,436
| +23% | +$6.71M |
|
|
DOCU
42
DocuSign
DOCU
$10.1B
| $35.7M | 0.68% |
481,702
+342,100
| +245% | +$23.5M |
|
|
43
Kroger
KR
$36B
| $35.7M | 0.68% |
1,230,120
+1,216,844
| +9,166% | +$32.3M |
|
|
44
DexCom
DXCM
$29.6B
| $35.6M | 0.68% |
+650,928
| New | +$30.9M |
|
45
Robert Half
RHI
$4.28B
| $34.5M | 0.66% |
546,095
-36,174
| -6% | -$2.1M |
|
46
Idexx Laboratories
IDXX
$44.8B
| $34.2M | 0.66% |
131,040
-45,327
| -26% | -$11.9M |
|
47
Incyte
INCY
$23.4B
| $34.2M | 0.65% |
391,583
-47,025
| -11% | -$4.02M |
|
48
NetApp
NTAP
$32.1B
| $34.2M | 0.65% |
548,644
-55,604
| -9% | -$3.24M |
|
49
Kraft Heinz
KHC
$30.7B
| $33.9M | 0.65% |
1,056,164
-73,385
| -6% | -$2.22M |
|
50
Masco
MAS
$15.9B
| $33.7M | 0.65% |
702,667
-51,621
| -7% | -$2.35M |
|
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WorldQuant Millennium Advisors's Q4 2019 Portfolio in Review
As of Q4 2019, WorldQuant Millennium Advisors held 332 positions worth $5.22B, up 1.6% from $5.14B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
WorldQuant Millennium Advisors withdrew a net $379M in Q4 2019, closing 19 positions and reducing 227 holdings. Its most notable exit was Domino's, an estimated $28.8M position sold in full.
By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 20% a quarter earlier, followed by Healthcare and Financials.
Against the trend, WorldQuant Millennium Advisors opened a new position in DexCom worth $35.6M.
- WorldQuant Millennium Advisors's largest Q4 2019 buy was DexCom: 650,928 shares worth $35.6M.
- WorldQuant Millennium Advisors added most to Pfizer in Q4 2019, an estimated $47.2M increase.
- WorldQuant Millennium Advisors's biggest Q4 2019 reduction was Zoetis, cutting an estimated $47.8M.
- WorldQuant Millennium Advisors fully exited Domino's in Q4 2019, selling an estimated $28.8M.
- WorldQuant Millennium Advisors's ten largest holdings make up 14% of its $5.22B portfolio in Q4 2019.
- WorldQuant Millennium Advisors opened 32 new positions and closed 19 in Q4 2019.
- WorldQuant Millennium Advisors's portfolio value rose 1.6% quarter-over-quarter to $5.22B.
Based on WorldQuant Millennium Advisors's 13F filing for Q4 2019, filed 14 Feb 2020.