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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 | |
|---|---|---|---|---|---|---|
51
Paycom
PAYC
$6.9B
| $22M | 0.54% |
63,506
-527
| -0.8% | -$177K |
|
52
CrowdStrike
CRWD
$207B
| $21.9M | 0.53% |
386,000
-307,604
| -44% | -$14.3M |
|
53
Verizon
VZ
$182B
| $21.6M | 0.53% |
423,661
-102,837
| -20% | -$5.45M |
|
54
Starbucks
SBUX
$120B
| $21M | 0.51% |
231,320
-237,430
| -51% | -$22.4M |
|
55
Zscaler
ZS
$24.2B
| $20.7M | 0.5% |
85,588
+82,972
| +3,172% | +$20.4M |
|
|
DOCU
56
DocuSign
DOCU
$10.1B
| $20.5M | 0.5% |
191,520
+85,446
| +81% | +$9.81M |
|
57
MetLife
MET
$60.5B
| $20.3M | 0.5% |
289,314
-234,729
| -45% | -$15.9M |
|
58
Chevron
CVX
$373B
| $20.3M | 0.49% |
124,636
-88,040
| -41% | -$12.6M |
|
59
Marriott International
MAR
$96.6B
| $20M | 0.49% |
113,878
-33,798
| -23% | -$5.62M |
|
60
SiriusXM
SIRI
$10.3B
| $19.6M | 0.48% |
296,288
-43,770
| -13% | -$2.75M |
|
61
Hartford Financial Services
HIG
$38.4B
| $19.5M | 0.47% |
+271,102
| New | +$19.1M |
|
62
Intercontinental Exchange
ICE
$79B
| $19.5M | 0.47% |
147,324
-293,797
| -67% | -$38M |
|
63
Zoetis
ZTS
$32.1B
| $19.3M | 0.47% |
+102,271
| New | +$20.2M |
|
64
Lumen
LUMN
$6.47B
| $19.2M | 0.47% |
1,703,408
-887,041
| -34% | -$10.2M |
|
65
Biogen
BIIB
$30.4B
| $18.9M | 0.46% |
89,841
+2,586
| +3% | +$562K |
|
66
Best Buy
BBY
$18B
| $18.8M | 0.46% |
207,135
+88,295
| +74% | +$8.75M |
|
67
Teleflex
TFX
$5.96B
| $18.7M | 0.45% |
52,604
-41,038
| -44% | -$13.5M |
|
68
Bath & Body Works
BBWI
$4.21B
| $18.7M | 0.45% |
+390,410
| New | +$21.1M |
|
69
Eli Lilly
LLY
$1.05T
| $18.6M | 0.45% |
64,860
+55,421
| +587% | +$14.3M |
|
70
CSX Corp
CSX
$94.3B
| $18.5M | 0.45% |
494,663
-19,105
| -4% | -$676K |
|
71
UDR
UDR
$12.9B
| $18.4M | 0.45% |
320,868
-46,995
| -13% | -$2.67M |
|
72
Philip Morris
PM
$301B
| $18.4M | 0.45% |
195,403
+174,764
| +847% | +$17.5M |
|
73
DexCom
DXCM
$29.6B
| $17.8M | 0.43% |
139,340
+29,360
| +27% | +$3.21M |
|
74
MGM Resorts International
MGM
$11.8B
| $17.8M | 0.43% |
423,768
-261,758
| -38% | -$11.3M |
|
75
Nike
NKE
$64.9B
| $17.6M | 0.43% |
130,802
-58,966
| -31% | -$8.29M |
|
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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.