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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 | |
|---|---|---|---|---|---|---|
26
Merck
MRK
$315B
| $30.7M | 0.75% |
373,704
+142,141
| +61% | +$11.2M |
|
27
TJX Companies
TJX
$171B
| $30.3M | 0.74% |
+500,672
| New | +$33.5M |
|
28
Morgan Stanley
MS
$339B
| $29.9M | 0.73% |
341,843
-95,267
| -22% | -$9.19M |
|
29
S&P Global
SPGI
$133B
| $28.2M | 0.69% |
68,762
-43,370
| -39% | -$17.7M |
|
30
Honeywell
HON
$71.3B
| $27.7M | 0.67% |
150,838
+21,295
| +16% | +$3.94M |
|
31
Tyson Foods
TSN
$20.3B
| $27.7M | 0.67% |
308,589
+245,223
| +387% | +$22.4M |
|
32
Autodesk
ADSK
$46.1B
| $27.3M | 0.67% |
+127,289
| New | +$29.3M |
|
33
Berkshire Hathaway Class B
BRK.B
$1.06T
| $27.2M | 0.66% |
77,015
-23,276
| -23% | -$7.53M |
|
34
Crown Castle
CCI
$34.6B
| $26.8M | 0.65% |
145,330
+111,299
| +327% | +$19.8M |
|
|
FRC
35
DELISTED
First Republic Bank
FRC
| $25.1M | 0.61% |
+155,069
| New | +$27.1M |
|
36
United Rentals
URI
$65.5B
| $24.7M | 0.6% |
69,667
-32,458
| -32% | -$10.6M |
|
37
CVS Health
CVS
$137B
| $24.1M | 0.59% |
237,921
-186,967
| -44% | -$19.6M |
|
38
Sun Communities
SUI
$15B
| $24M | 0.58% |
136,637
-75,082
| -35% | -$14M |
|
39
Advance Auto Parts
AAP
$3.21B
| $23.7M | 0.58% |
114,693
+98,391
| +604% | +$21.6M |
|
40
Microchip Technology
MCHP
$44B
| $23.7M | 0.58% |
+315,309
| New | +$23.7M |
|
41
American Electric Power
AEP
$71.9B
| $23.7M | 0.58% |
237,248
-29,247
| -11% | -$2.67M |
|
42
Colgate-Palmolive
CL
$74.4B
| $23.6M | 0.58% |
311,239
-35,621
| -10% | -$2.82M |
|
43
Cadence Design Systems
CDNS
$91B
| $23.5M | 0.57% |
143,171
+141,673
| +9,457% | +$21.7M |
|
44
HubSpot
HUBS
$11.5B
| $23.4M | 0.57% |
49,264
-431
| -0.9% | -$209K |
|
45
O'Reilly Automotive
ORLY
$71.3B
| $22.8M | 0.56% |
499,125
-189,945
| -28% | -$8.48M |
|
46
Freeport-McMoran
FCX
$83.9B
| $22.6M | 0.55% |
454,714
-65,213
| -13% | -$2.89M |
|
47
Datadog
DDOG
$92.1B
| $22.4M | 0.55% |
148,076
+15,381
| +12% | +$2.25M |
|
48
Cigna
CI
$74.5B
| $22.2M | 0.54% |
92,704
+78,232
| +541% | +$18.3M |
|
49
Amgen
AMGN
$198B
| $22.2M | 0.54% |
91,605
+79,561
| +661% | +$18.3M |
|
50
GE Aerospace
GE
$364B
| $22.1M | 0.54% |
387,304
+341,442
| +744% | +$20.4M |
|
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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.