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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 | |
|---|---|---|---|---|---|---|
51
L3Harris
LHX
$52.5B
| $33.6M | 0.64% |
169,604
+46,070
| +37% | +$9.24M |
|
|
MXIM
52
DELISTED
Maxim Integrated Products
MXIM
| $33.5M | 0.64% |
544,596
-38,888
| -7% | -$2.26M |
|
53
FirstEnergy
FE
$28.1B
| $33.1M | 0.63% |
680,134
-45,728
| -6% | -$2.19M |
|
|
KSU
54
DELISTED
Kansas City Southern
KSU
| $32M | 0.61% |
208,866
-122,220
| -37% | -$17.9M |
|
|
55
SS&C Technologies
SSNC
$16.8B
| $31.5M | 0.6% |
+512,366
| New | +$28.7M |
|
56
Boston Scientific
BSX
$65.4B
| $31M | 0.59% |
685,128
+100,275
| +17% | +$4.2M |
|
57
Altria Group
MO
$124B
| $30.7M | 0.59% |
614,778
-31,825
| -5% | -$1.5M |
|
58
Tyson Foods
TSN
$20.3B
| $30M | 0.57% |
329,167
+308,770
| +1,514% | +$26.6M |
|
59
SBA Communications
SBAC
$19.7B
| $29.8M | 0.57% |
123,529
+5,614
| +5% | +$1.33M |
|
60
Citigroup
C
$217B
| $29.5M | 0.56% |
369,111
-23,883
| -6% | -$1.76M |
|
61
Conagra Brands
CAG
$6.83B
| $29.4M | 0.56% |
859,122
-31,570
| -4% | -$915K |
|
62
Applied Materials
AMAT
$421B
| $29.4M | 0.56% |
481,022
+475,396
| +8,450% | +$26.7M |
|
63
Western Union
WU
$2.77B
| $29.1M | 0.56% |
1,086,433
-235,940
| -18% | -$6.12M |
|
64
CVS Health
CVS
$137B
| $29M | 0.55% |
390,108
-139,950
| -26% | -$9.83M |
|
65
Corpay
CPAY
$23.9B
| $27.9M | 0.53% |
97,087
-13,296
| -12% | -$3.92M |
|
66
Equinix
EQIX
$101B
| $27.9M | 0.53% |
47,741
+973
| +2% | +$547K |
|
|
67
ConocoPhillips
COP
$140B
| $27M | 0.52% |
415,551
-662,777
| -61% | -$39M |
|
68
Take-Two Interactive
TTWO
$43.9B
| $26.7M | 0.51% |
+217,932
| New | +$26.5M |
|
69
Nasdaq
NDAQ
$51.8B
| $26.3M | 0.5% |
737,523
-49,173
| -6% | -$1.68M |
|
70
HF Sinclair
DINO
$16B
| $26.3M | 0.5% |
517,960
-63,911
| -11% | -$3.39M |
|
71
Gilead Sciences
GILD
$167B
| $26.3M | 0.5% |
404,180
-27,158
| -6% | -$1.77M |
|
72
Alphabet (Google) Class C
GOOG
$4.22T
| $26.3M | 0.5% |
392,820
-25,280
| -6% | -$1.63M |
|
73
VeriSign
VRSN
$25.3B
| $26.2M | 0.5% |
135,945
+13,658
| +11% | +$2.57M |
|
74
Burlington
BURL
$21.7B
| $25.2M | 0.48% |
110,312
-7,303
| -6% | -$1.53M |
|
75
McKesson
MCK
$98.5B
| $25M | 0.48% |
180,485
+101,325
| +128% | +$14.3M |
|
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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.