WorldQuant Millennium Advisors Portfolio holdings
AUM
$20.1B
This Quarter Return
-0.31%
1 Year Return
+19.01%
3 Year Return
+77.73%
5 Year Return
+131.09%
10 Year Return
–
AUM
$4.57B
AUM Growth
+$4.57B
(+1%)
Cap. Flow
+$79.9M
Cap. Flow
% of AUM
1.75%
Top 10 Holdings %
Top 10 Hldgs %
20.73%
Holding
397
New
72
Increased
114
Reduced
108
Closed
80
Top Buys
| 1 |
Microsoft
MSFT
|
$75.3M |
| 2 |
Lam Research
LRCX
|
$60.1M |
| 3 |
S&P Global
SPGI
|
$48.7M |
| 4 |
Alphabet (Google) Class C
GOOG
|
$48.4M |
| 5 |
MetLife
MET
|
$43.4M |
Top Sells
| 1 |
Aon
AON
|
$56.1M |
| 2 |
Thermo Fisher Scientific
TMO
|
$53.8M |
| 3 |
Abbott
ABT
|
$44.4M |
| 4 |
Amazon
AMZN
|
$42.9M |
| 5 |
United Parcel Service
UPS
|
$36.6M |
Sector Composition
| 1 | Technology | 26.39% |
| 2 | Healthcare | 14.2% |
| 3 | Financials | 12.34% |
| 4 | Consumer Discretionary | 12.02% |
| 5 | Communication Services | 10.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Cardinal Health
CAH
$35.7B
| $36.4M | 0.8% |
735,816
+453,877
| +161% | +$22.4M |
|
27
Johnson & Johnson
JNJ
$428B
| $36.4M | 0.8% |
225,231
-96,075
| -30% | -$15.5M |
|
28
Goldman Sachs
GS
$221B
| $36.3M | 0.79% |
95,957
+11,436
| +14% | +$4.32M |
|
29
Pfizer
PFE
$142B
| $36.1M | 0.79% |
838,907
-378,992
| -31% | -$16.3M |
|
30
Intercontinental Exchange
ICE
$100B
| $35.5M | 0.78% |
309,265
-2,072
| -0.7% | -$238K |
|
31
Nike
NKE
$110B
| $35.4M | 0.77% |
243,845
+68,545
| +39% | +$9.95M |
|
32
UnitedHealth
UNH
$280B
| $34.6M | 0.76% |
88,627
-8,097
| -8% | -$3.16M |
|
33
Chevron
CVX
$326B
| $34M | 0.74% |
334,963
+19,417
| +6% | +$1.97M |
|
34
Morgan Stanley
MS
$238B
| $33.1M | 0.72% |
339,738
+332,908
| +4,874% | +$32.4M |
|
35
Willis Towers Watson
WTW
$31.8B
| $32.9M | 0.72% |
+141,504
| New | +$32.9M |
|
36
Cigna
CI
$80.3B
| $31.7M | 0.69% |
158,442
+29,080
| +22% | +$5.82M |
|
37
Chipotle Mexican Grill
CMG
$56B
| $31.5M | 0.69% |
17,321
+13,929
| +411% | +$25.3M |
|
38
Verizon
VZ
$185B
| $31.3M | 0.68% |
579,108
-68,196
| -11% | -$3.68M |
|
39
AutoZone
AZO
$69.8B
| $30.3M | 0.66% |
+17,829
| New | +$30.3M |
|
40
Illinois Tool Works
ITW
$76.4B
| $30.2M | 0.66% |
146,202
+132,266
| +949% | +$27.3M |
|
41
Paycom
PAYC
$12.4B
| $30.2M | 0.66% |
60,901
-36,128
| -37% | -$17.9M |
|
42
Enphase Energy
ENPH
$4.84B
| $30.1M | 0.66% |
200,834
+194,730
| +3,190% | +$29.2M |
|
43
Medtronic
MDT
$119B
| $29.7M | 0.65% |
236,805
-237,428
| -50% | -$29.8M |
|
|
44
Abbott
ABT
$228B
| $28.2M | 0.62% |
238,813
-376,137
| -61% | -$44.4M |
|
45
Cognizant
CTSH
$35.1B
| $26.2M | 0.57% |
352,504
-254,062
| -42% | -$18.9M |
|
46
Intuitive Surgical
ISRG
$168B
| $25.7M | 0.56% |
25,849
-18,245
| -41% | -$18.1M |
|
|
ATVI
47
DELISTED
Activision Blizzard Inc.
ATVI
| $25.5M | 0.56% |
329,891
-12,002
| -4% | -$929K |
|
48
Linde
LIN
$222B
| $25.4M | 0.56% |
86,640
+5,233
| +6% | +$1.54M |
|
49
Dropbox
DBX
$7.7B
| $24.6M | 0.54% |
843,289
-38,522
| -4% | -$1.13M |
|
50
Moderna
MRNA
$9.42B
| $24.3M | 0.53% |
63,144
-17,412
| -22% | -$6.7M |
|