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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 | |
|---|---|---|---|---|---|---|
101
Warner Bros
WBD
$67.4B
| $20.1M | 0.38% |
613,483
-25,061
| -4% | -$755K |
|
102
KeyCorp
KEY
$25.4B
| $18.9M | 0.36% |
935,754
-59,866
| -6% | -$1.13M |
|
103
Intercontinental Exchange
ICE
$79B
| $18.4M | 0.35% |
198,774
-14,195
| -7% | -$1.32M |
|
104
Morgan Stanley
MS
$339B
| $18.4M | 0.35% |
359,385
+45,576
| +15% | +$2.16M |
|
105
Moody's
MCO
$89.2B
| $18.1M | 0.35% |
76,123
+6,076
| +9% | +$1.35M |
|
106
Devon Energy
DVN
$50.6B
| $17.9M | 0.34% |
690,527
-301,838
| -30% | -$6.8M |
|
|
SPR
107
DELISTED
Spirit AeroSystems
SPR
| $17.8M | 0.34% |
244,765
-14,738
| -6% | -$1.22M |
|
|
CLR
108
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $17.6M | 0.34% |
514,591
-465,261
| -47% | -$14.4M |
|
109
Charter Communications
CHTR
$16.2B
| $17.4M | 0.33% |
35,925
-2,442
| -6% | -$1.12M |
|
110
Motorola Solutions
MSI
$68.6B
| $17.4M | 0.33% |
107,791
-11,631
| -10% | -$1.92M |
|
111
Textron
TXT
$15.9B
| $17.3M | 0.33% |
388,591
-25,860
| -6% | -$1.2M |
|
112
Northrop Grumman
NOC
$74.1B
| $16.8M | 0.32% |
48,913
+33,796
| +224% | +$11.9M |
|
|
113
Broadcom
AVGO
$1.76T
| $16.8M | 0.32% |
531,780
-1,276,170
| -71% | -$38.7M |
|
|
CXO
114
DELISTED
CONCHO RESOURCES INC.
CXO
| $16.5M | 0.32% |
+188,203
| New | +$13.6M |
|
115
Bristol-Myers Squibb
BMY
$124B
| $16.1M | 0.31% |
250,341
-491,937
| -66% | -$28.2M |
|
116
Yum! Brands
YUM
$40.8B
| $16M | 0.31% |
158,546
-127,988
| -45% | -$13.3M |
|
117
Allstate
ALL
$64.3B
| $15.9M | 0.3% |
141,326
-9,434
| -6% | -$1.03M |
|
|
K
118
DELISTED
Kellanova
K
| $15.8M | 0.3% |
242,886
+7,907
| +3% | +$479K |
|
119
Fluor
FLR
$6.85B
| $15.7M | 0.3% |
832,065
+652,633
| +364% | +$11.9M |
|
120
Ralph Lauren
RL
$22.6B
| $15.2M | 0.29% |
129,667
-7,556
| -6% | -$796K |
|
121
EOG Resources
EOG
$74.5B
| $14.9M | 0.29% |
178,475
-11,906
| -6% | -$872K |
|
122
Regions Financial
RF
$27B
| $14.8M | 0.28% |
862,566
-54,296
| -6% | -$894K |
|
123
Advance Auto Parts
AAP
$3.21B
| $14.5M | 0.28% |
90,377
-51,344
| -36% | -$8.23M |
|
124
PACCAR
PCAR
$66.4B
| $14.5M | 0.28% |
274,439
-19,597
| -7% | -$1.01M |
|
125
ManpowerGroup
MAN
$2.43B
| $14.5M | 0.28% |
148,895
-78,138
| -34% | -$7.15M |
|
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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.