We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
101
Air Products & Chemicals
APD
$65.8B
| $14M | 0.34% |
55,847
+3,012
| +6% | +$774K |
|
102
Intuitive Surgical
ISRG
$122B
| $13.8M | 0.34% |
45,608
-43,826
| -49% | -$12.8M |
|
103
Danaher
DHR
$144B
| $13.8M | 0.34% |
52,890
+51,865
| +5,060% | +$13M |
|
104
Emerson Electric
EMR
$78.2B
| $13.5M | 0.33% |
138,148
-190,011
| -58% | -$18M |
|
105
Nordson
NDSN
$16.1B
| $13.4M | 0.33% |
59,031
+20,356
| +53% | +$4.68M |
|
106
Eastman Chemical
EMN
$7.84B
| $13.3M | 0.32% |
118,796
+17,220
| +17% | +$2.02M |
|
107
Qualcomm
QCOM
$181B
| $13.3M | 0.32% |
86,939
-136,162
| -61% | -$22.8M |
|
108
Bunge Global
BG
$23.1B
| $13.3M | 0.32% |
+119,668
| New | +$12.3M |
|
109
Expedia Group
EXPE
$32.3B
| $13.2M | 0.32% |
67,501
+36,045
| +115% | +$6.74M |
|
110
Ametek
AME
$54.3B
| $13.2M | 0.32% |
98,853
-12,615
| -11% | -$1.69M |
|
111
Expeditors International
EXPD
$23.9B
| $13.1M | 0.32% |
126,765
+125,158
| +7,788% | +$13.8M |
|
112
McKesson
MCK
$98.5B
| $13M | 0.32% |
+42,579
| New | +$11.6M |
|
113
Textron
TXT
$15.9B
| $12.9M | 0.32% |
173,753
-149,689
| -46% | -$10.8M |
|
114
Dentsply Sirona
XRAY
$2.81B
| $12.9M | 0.31% |
+262,323
| New | +$13.9M |
|
115
Agilent Technologies
A
$37.1B
| $12.8M | 0.31% |
96,982
-160,289
| -62% | -$22.1M |
|
116
Capital One
COF
$128B
| $12.7M | 0.31% |
97,046
-45,935
| -32% | -$6.7M |
|
117
Nasdaq
NDAQ
$51.8B
| $12.7M | 0.31% |
+213,009
| New | +$12.6M |
|
118
Bank of America
BAC
$430B
| $12.4M | 0.3% |
301,649
-161,984
| -35% | -$7.31M |
|
|
COUP
119
DELISTED
Coupa Software Incorporated
COUP
| $12.2M | 0.3% |
120,350
+47,392
| +65% | +$5.74M |
|
120
Fidelity National Information Services
FIS
$21.7B
| $12M | 0.29% |
119,601
-151,813
| -56% | -$15.9M |
|
121
VeriSign
VRSN
$25.3B
| $12M | 0.29% |
+53,968
| New | +$11.8M |
|
122
Public Storage
PSA
$55.8B
| $11.8M | 0.29% |
30,324
-29,812
| -50% | -$10.8M |
|
123
Micron Technology
MU
$959B
| $11.8M | 0.29% |
150,865
-154,349
| -51% | -$13.2M |
|
|
HZNP
124
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $11.7M | 0.28% |
110,999
-56,522
| -34% | -$5.51M |
|
125
Southwest Airlines
LUV
$23.5B
| $11.7M | 0.28% |
254,751
+165,611
| +186% | +$7.28M |
|
Similar funds
TCIIS
UIM
VAI
KK
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.