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WorldQuant Millennium Advisors

WorldQuant Millennium Advisors Portfolio holdings

AUM $25.9B
1-Year Est. Return 22.07%
This Fund
S&P 500
This Quarter Est. Return
+9.35%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$5.03B
AUM Growth
+$460M
Cap. Flow
+$141M
Cap. Flow %
2.8%
Top 10 Hldgs %
18.7%
Holding
396
New
79
Increased
112
Reduced
103
Closed
92

Top Buys

Rank Stock Value
1
SNPS icon
Synopsys
SNPS
+$40.9M
2
SUI icon
Sun Communities
SUI
+$40.2M
3
SBUX icon
Starbucks
SBUX
+$39.9M
4
CVS icon
CVS Health
CVS
+$39.3M
5
TXN icon
Texas Instruments
TXN
+$37.1M

Top Sells

Rank Stock Value
1
LRCX icon
Lam Research
LRCX
+$60.8M
2
FDX icon
FedEx
FDX
+$51.3M
3
AMD icon
Advanced Micro Devices
AMD
+$46.1M
4
ILMN icon
Illumina
ILMN
+$38.6M
5
OXY icon
Occidental Petroleum
OXY
+$34.8M

Sector Composition

Rank Sector Weight
1 Technology 26.01%
2 Healthcare 13.65%
3 Consumer Discretionary 13.07%
4 Financials 12.09%
5 Communication Services 9.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DASH icon
101
DoorDash
DASH
$80.2B
$18M 0.36%
120,741
+81,608
+209% +$15.5M
MRK icon
102
Merck
MRK
$315B
$17.7M 0.35%
+231,563
New +$18.4M
JPM icon
103
JPMorgan Chase
JPM
$907B
$17.6M 0.35%
111,031
+66,405
+149% +$10.9M
OTIS icon
104
Otis Worldwide
OTIS
$28.2B
$17.4M 0.35%
199,872
+30,565
+18% +$2.56M
ACN icon
105
Accenture
ACN
$87.9B
$17.2M 0.34%
41,510
-8,506
-17% -$3.1M
MOS icon
106
The Mosaic Company
MOS
$7.03B
$16.9M 0.34%
431,075
+409,127
+1,864% +$15.7M
VST icon
107
Vistra
VST
$52.4B
$16.7M 0.33%
732,843
+398,410
+119% +$7.99M
AME icon
108
Ametek
AME
$54.3B
$16.4M 0.33%
111,468
+79,188
+245% +$10.8M
EOG icon
109
EOG Resources
EOG
$74.5B
$16.3M 0.32%
183,252
+61,219
+50% +$5.5M
DOCU
110
DocuSign
DOCU
$10.1B
$16.2M 0.32%
106,074
-73,943
-41% -$16.9M
TWTR
111
DELISTED
Twitter, Inc.
TWTR
$16.1M 0.32%
+373,461
New +$19.4M
HD icon
112
Home Depot
HD
$338B
$16.1M 0.32%
+38,806
New +$14.8M
ZEN
113
DELISTED
ZENDESK INC
ZEN
$16.1M 0.32%
154,323
-25,809
-14% -$2.77M
APD icon
114
Air Products & Chemicals
APD
$65.8B
$16.1M 0.32%
+52,835
New +$15.5M
TDG icon
115
TransDigm Group
TDG
$67.9B
$16.1M 0.32%
25,231
+15,550
+161% +$9.74M
BWA icon
116
BorgWarner
BWA
$12.8B
$15.8M 0.31%
398,349
+235,812
+145% +$9.47M
CF icon
117
CF Industries
CF
$18.7B
$15.6M 0.31%
220,154
-109,566
-33% -$6.86M
UPS icon
118
United Parcel Service
UPS
$100B
$15.3M 0.3%
+71,410
New +$14.5M
EL icon
119
Estee Lauder
EL
$29.7B
$15.2M 0.3%
41,021
-33,615
-45% -$11.4M
VEEV icon
120
Veeva Systems
VEEV
$31.7B
$14.9M 0.3%
58,492
+35,822
+158% +$10.4M
DXCM icon
121
DexCom
DXCM
$29.6B
$14.8M 0.29%
+109,980
New +$15.8M
ANET icon
122
Arista Networks
ANET
$212B
$14.6M 0.29%
404,920
+358,264
+768% +$10.7M
DHI icon
123
D.R. Horton
DHI
$42.4B
$14.2M 0.28%
130,621
+40,337
+45% +$3.88M
ALV icon
124
Autoliv
ALV
$9B
$14.1M 0.28%
136,529
+14,843
+12% +$1.46M
C icon
125
Citigroup
C
$217B
$14M 0.28%
232,411
+50,549
+28% +$3.36M
3 4
5
6 7

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WorldQuant Millennium Advisors's Q4 2021 Portfolio in Review

As of Q4 2021, WorldQuant Millennium Advisors held 396 positions worth $5.03B, up 10% from $4.57B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

WorldQuant Millennium Advisors's Q4 2021 filing shows 79 new, 112 increased, 103 reduced and 92 closed positions. Its largest new stake was CVS Health: 424,888 shares worth $43.8M. The largest sale was Lam Research, an estimated $60.8M.

By sector, the portfolio is most concentrated in Technology at 26% of assets, down from 26% a quarter earlier, followed by Healthcare and Consumer Discretionary.

  • WorldQuant Millennium Advisors's largest Q4 2021 buy was CVS Health: 424,888 shares worth $43.8M.
  • WorldQuant Millennium Advisors added most to Synopsys in Q4 2021, an estimated $40.9M increase.
  • WorldQuant Millennium Advisors's biggest Q4 2021 reduction was Advanced Micro Devices, cutting an estimated $46.1M.
  • WorldQuant Millennium Advisors fully exited Lam Research in Q4 2021, selling an estimated $60.8M.
  • WorldQuant Millennium Advisors's ten largest holdings make up 19% of its $5.03B portfolio in Q4 2021.
  • WorldQuant Millennium Advisors opened 79 new positions and closed 92 in Q4 2021.
  • WorldQuant Millennium Advisors's portfolio value rose 10% quarter-over-quarter to $5.03B.

Based on WorldQuant Millennium Advisors's 13F filing for Q4 2021, filed 14 Feb 2022.