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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 | |
|---|---|---|---|---|---|---|
76
JPMorgan Chase
JPM
$907B
| $17.3M | 0.42% |
126,618
+15,587
| +14% | +$2.3M |
|
77
Bristol-Myers Squibb
BMY
$124B
| $17.2M | 0.42% |
235,276
-338,325
| -59% | -$22.7M |
|
78
Gartner
IT
$9.39B
| $17.2M | 0.42% |
57,668
-13,990
| -20% | -$4.05M |
|
79
CoStar Group
CSGP
$12.2B
| $17M | 0.42% |
255,874
+139,214
| +119% | +$9.24M |
|
80
Campbell Soup
CPB
$6.58B
| $17M | 0.41% |
381,297
+254,619
| +201% | +$11.3M |
|
81
Pinterest
PINS
$13B
| $16.9M | 0.41% |
687,218
+98,708
| +17% | +$2.7M |
|
82
Otis Worldwide
OTIS
$28.2B
| $16.7M | 0.41% |
216,920
+17,048
| +9% | +$1.36M |
|
83
Willis Towers Watson
WTW
$27.7B
| $16.7M | 0.41% |
70,656
-5,447
| -7% | -$1.25M |
|
84
MSCI
MSCI
$45.8B
| $16.4M | 0.4% |
32,565
+21,526
| +195% | +$11.2M |
|
85
Corning
GLW
$133B
| $16.4M | 0.4% |
443,010
+155,984
| +54% | +$6.09M |
|
86
SS&C Technologies
SSNC
$16.8B
| $16.1M | 0.39% |
215,175
-35,691
| -14% | -$2.79M |
|
87
Monolithic Power Systems
MPWR
$64.5B
| $16.1M | 0.39% |
33,156
+27,277
| +464% | +$11.9M |
|
88
Arista Networks
ANET
$212B
| $15.8M | 0.39% |
455,684
+50,764
| +13% | +$1.6M |
|
89
Sunrun
RUN
$2.83B
| $15.7M | 0.38% |
+515,755
| New | +$14.4M |
|
90
Okta
OKTA
$26B
| $15.6M | 0.38% |
+103,502
| New | +$18.6M |
|
91
Electronic Arts
EA
$52.4B
| $15.6M | 0.38% |
123,451
+121,648
| +6,747% | +$15.8M |
|
92
EOG Resources
EOG
$74.5B
| $15.5M | 0.38% |
130,013
-53,239
| -29% | -$5.93M |
|
93
Owens Corning
OC
$11.6B
| $15.1M | 0.37% |
165,188
-121,479
| -42% | -$11.2M |
|
94
ServiceNow
NOW
$106B
| $14.8M | 0.36% |
132,430
+51,915
| +64% | +$5.82M |
|
95
Dow Inc
DOW
$21.6B
| $14.7M | 0.36% |
230,330
-439,251
| -66% | -$26.5M |
|
96
Keysight
KEYS
$54B
| $14.4M | 0.35% |
+91,012
| New | +$15.2M |
|
97
Vistra
VST
$52.4B
| $14.4M | 0.35% |
618,203
-114,640
| -16% | -$2.54M |
|
98
Extra Space Storage
EXR
$31.3B
| $14.3M | 0.35% |
69,518
-26,120
| -27% | -$5.19M |
|
99
Brown & Brown
BRO
$23.5B
| $14.1M | 0.34% |
194,791
-175,621
| -47% | -$11.8M |
|
100
Blackrock
BLK
$166B
| $14M | 0.34% |
+18,383
| New | +$14.4M |
|
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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.