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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
-3.43%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.12B
AUM Growth
+$622M
(+18%)
Cap. Flow
+$873M
Cap. Flow
% of AUM
21.21%
Top 10 Holdings %
Top 10 Hldgs %
16.04%
Holding
390
New
103
Increased
120
Reduced
85
Closed
76
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Coca-Cola
KO
|
+$51.8M |
| 2 |
Costco
COST
|
+$50.6M |
| 3 |
Sherwin-Williams
SHW
|
+$48.5M |
| 4 |
Edwards Lifesciences
EW
|
+$48M |
| 5 |
Cisco
CSCO
|
+$41.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$51.2M |
| 2 |
CF Industries
CF
|
+$42.8M |
| 3 |
PepsiCo
PEP
|
+$35.8M |
| 4 |
Danaher
DHR
|
+$31.6M |
| 5 |
Medtronic
MDT
|
+$31.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.03% |
| 2 | Healthcare | 15.49% |
| 3 | Financials | 11.62% |
| 4 | Consumer Discretionary | 11.26% |
| 5 | Industrials | 9.57% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
Parker-Hannifin
PH
$120B
| $17.9M | 0.44% |
+73,992
| New | +$20M |
|
77
Weyerhaeuser
WY
$17.7B
| $17.9M | 0.44% |
627,563
+571,157
| +1,013% | +$19.4M |
|
78
W.R. Berkley
WRB
$26.7B
| $17.7M | 0.43% |
410,547
+47,022
| +13% | +$2.04M |
|
79
Merck
MRK
$315B
| $17.7M | 0.43% |
205,085
-217,460
| -51% | -$19.4M |
|
80
Xcel Energy
XEL
$49.2B
| $17.5M | 0.43% |
274,049
+261,704
| +2,120% | +$19.1M |
|
81
EQT Corp
EQT
$31B
| $17.5M | 0.43% |
429,688
+229,810
| +115% | +$9.97M |
|
82
Charter Communications
CHTR
$16.2B
| $17.4M | 0.42% |
57,248
+6,709
| +13% | +$2.87M |
|
83
Marriott International
MAR
$96.6B
| $16.6M | 0.4% |
118,729
+20,648
| +21% | +$3.15M |
|
84
Keysight
KEYS
$54B
| $16.5M | 0.4% |
105,113
+44,659
| +74% | +$7.15M |
|
85
Fortinet
FTNT
$118B
| $16.1M | 0.39% |
+327,101
| New | +$17.7M |
|
86
Gilead Sciences
GILD
$167B
| $15.7M | 0.38% |
254,226
+177,815
| +233% | +$11.2M |
|
|
DOCU
87
DocuSign
DOCU
$10.1B
| $15.6M | 0.38% |
291,072
+40,978
| +16% | +$2.57M |
|
88
Bank of America
BAC
$430B
| $15.3M | 0.37% |
507,801
| – | – |
|
89
US Bancorp
USB
$98.4B
| $15.3M | 0.37% |
+378,670
| New | +$17.5M |
|
|
SBNY
90
DELISTED
Signature Bank
SBNY
| $15.1M | 0.37% |
100,252
+38,151
| +61% | +$6.93M |
|
91
Carlisle Companies
CSL
$14B
| $15.1M | 0.37% |
+53,966
| New | +$15.5M |
|
92
BioMarin Pharmaceuticals
BMRN
$11.5B
| $15M | 0.37% |
177,333
+92,275
| +108% | +$8.22M |
|
93
Meta Platforms (Facebook)
META
$1.64T
| $14.8M | 0.36% |
109,169
-108,390
| -50% | -$17.6M |
|
94
AutoZone
AZO
$49.7B
| $14.7M | 0.36% |
+6,842
| New | +$14.9M |
|
95
Essex Property Trust
ESS
$18.8B
| $14.1M | 0.34% |
58,360
+55,007
| +1,641% | +$14.9M |
|
96
Vail Resorts
MTN
$5.27B
| $13.9M | 0.34% |
64,569
-27,916
| -30% | -$6.35M |
|
97
Arista Networks
ANET
$212B
| $13.9M | 0.34% |
493,344
-523,168
| -51% | -$15.1M |
|
98
Generac Holdings
GNRC
$12.7B
| $13.3M | 0.32% |
+74,943
| New | +$17.2M |
|
99
Procter & Gamble
PG
$349B
| $13.2M | 0.32% |
104,684
+11,096
| +12% | +$1.58M |
|
100
IDEX
IEX
$16.6B
| $12.9M | 0.31% |
64,379
+39,903
| +163% | +$8.07M |
|
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WorldQuant Millennium Advisors's Q3 2022 Portfolio in Review
As of Q3 2022, WorldQuant Millennium Advisors held 390 positions worth $4.12B, up 18% from $3.49B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
WorldQuant Millennium Advisors deployed $873M of net new capital in Q3 2022, opening 103 new positions and adding to 120 existing holdings. Its largest new stake was Coca-Cola: 833,107 shares worth $46.7M.
By sector, the portfolio is most concentrated in Technology at 23% of assets, down from 25% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Apple, an estimated $51.2M trimmed.
- WorldQuant Millennium Advisors's largest Q3 2022 buy was Coca-Cola: 833,107 shares worth $46.7M.
- WorldQuant Millennium Advisors added most to Costco in Q3 2022, an estimated $50.6M increase.
- WorldQuant Millennium Advisors's biggest Q3 2022 reduction was Apple, cutting an estimated $51.2M.
- WorldQuant Millennium Advisors fully exited Intuit in Q3 2022, selling an estimated $26.7M.
- WorldQuant Millennium Advisors's ten largest holdings make up 16% of its $4.12B portfolio in Q3 2022.
- WorldQuant Millennium Advisors opened 103 new positions and closed 76 in Q3 2022.
- WorldQuant Millennium Advisors's portfolio value rose 18% quarter-over-quarter to $4.12B.
Based on WorldQuant Millennium Advisors's 13F filing for Q3 2022, filed 14 Nov 2022.