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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
+0.02%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$5.14B
AUM Growth
-$108M
(-2.1%)
Cap. Flow
-$28.3M
Cap. Flow
% of AUM
-0.55%
Top 10 Holdings %
Top 10 Hldgs %
13.96%
Holding
346
New
45
Increased
86
Reduced
169
Closed
46
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$74.1M |
| 2 |
Microsoft
MSFT
|
+$63.8M |
| 3 |
Cisco
CSCO
|
+$52.7M |
| 4 |
Snap
SNAP
|
+$52.4M |
| 5 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$46.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bristol-Myers Squibb
BMY
|
+$80.4M |
| 2 |
Qualcomm
QCOM
|
+$54.2M |
| 3 |
ATVI
Activision Blizzard
ATVI
|
+$51.7M |
| 4 |
Vertex Pharmaceuticals
VRTX
|
+$49.2M |
| 5 |
ON Semiconductor
ON
|
+$44.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.43% |
| 2 | Healthcare | 14.93% |
| 3 | Consumer Discretionary | 13.07% |
| 4 | Financials | 11.69% |
| 5 | Industrials | 9.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
Colgate-Palmolive
CL
$73.4B
| $10.8M | 0.21% |
147,258
+4,377
| +3% | +$318K |
|
152
McKesson
MCK
$97.4B
| $10.8M | 0.21% |
+79,160
| New | +$11.2M |
|
|
XLNX
153
DELISTED
Xilinx Inc
XLNX
| $10.8M | 0.21% |
+112,185
| New | +$12.3M |
|
154
MSCI
MSCI
$45.5B
| $10.7M | 0.21% |
48,959
+248
| +0.5% | +$57.4K |
|
|
IPG
155
DELISTED
Interpublic Group of Companies
IPG
| $10.6M | 0.21% |
490,963
-8,630
| -2% | -$186K |
|
156
UnitedHealth
UNH
$382B
| $10.3M | 0.2% |
47,408
-728
| -2% | -$176K |
|
157
Entergy
ETR
$53.3B
| $10.2M | 0.2% |
174,240
-4,508
| -3% | -$247K |
|
158
Lamb Weston
LW
$6.32B
| $10M | 0.2% |
137,978
-4,282
| -3% | -$294K |
|
159
Intel
INTC
$492B
| $9.81M | 0.19% |
190,302
-261,736
| -58% | -$12.9M |
|
160
PepsiCo
PEP
$186B
| $9.78M | 0.19% |
71,342
-11,311
| -14% | -$1.5M |
|
161
Palo Alto Networks
PANW
$293B
| $9.74M | 0.19% |
286,866
-62,130
| -18% | -$2.2M |
|
162
Mondelez International
MDLZ
$77.2B
| $9.69M | 0.19% |
175,158
+41,023
| +31% | +$2.24M |
|
163
Ameriprise Financial
AMP
$47.1B
| $9.55M | 0.19% |
64,954
-1,404
| -2% | -$197K |
|
164
Procter & Gamble
PG
$348B
| $9.39M | 0.18% |
75,504
-1,307
| -2% | -$154K |
|
165
TechnipFMC
FTI
$29B
| $9.36M | 0.18% |
521,244
-31,327
| -6% | -$584K |
|
166
D.R. Horton
DHI
$41.3B
| $9.24M | 0.18% |
+175,411
| New | +$8.37M |
|
167
Johnson Controls International
JCI
$85.6B
| $9.01M | 0.18% |
205,387
-6,374
| -3% | -$270K |
|
168
Live Nation Entertainment
LYV
$42B
| $8.99M | 0.17% |
135,583
+7,375
| +6% | +$516K |
|
169
Arista Networks
ANET
$215B
| $8.92M | 0.17% |
+597,488
| New | +$9.25M |
|
170
Acuity Brands
AYI
$9.92B
| $8.84M | 0.17% |
65,587
-3,196
| -5% | -$416K |
|
171
Under Armour
UAA
$3.09B
| $8.73M | 0.17% |
437,959
-830,215
| -65% | -$18.3M |
|
|
DOCU
172
DocuSign
DOCU
$9.86B
| $8.64M | 0.17% |
+139,602
| New | +$7.31M |
|
173
Prudential Financial
PRU
$41.1B
| $8.63M | 0.17% |
95,976
-29,024
| -23% | -$2.63M |
|
174
DaVita
DVA
$15.2B
| $8.46M | 0.16% |
148,222
-90,554
| -38% | -$5.26M |
|
175
Capital One
COF
$128B
| $8.45M | 0.16% |
92,894
-2,462
| -3% | -$221K |
|
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WorldQuant Millennium Advisors's Q3 2019 Portfolio in Review
As of Q3 2019, WorldQuant Millennium Advisors held 346 positions worth $5.14B, down 2.1% from $5.25B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
WorldQuant Millennium Advisors's Q3 2019 filing shows 45 new, 86 increased, 169 reduced and 46 closed positions. Its largest new stake was Lowe's Companies: 701,451 shares worth $77.1M. The largest sale was Bristol-Myers Squibb, an estimated $80.4M.
By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 21% a quarter earlier, followed by Healthcare and Consumer Discretionary.
- WorldQuant Millennium Advisors's largest Q3 2019 buy was Lowe's Companies: 701,451 shares worth $77.1M.
- WorldQuant Millennium Advisors added most to Microsoft in Q3 2019, an estimated $63.8M increase.
- WorldQuant Millennium Advisors's biggest Q3 2019 reduction was Bristol-Myers Squibb, cutting an estimated $80.4M.
- WorldQuant Millennium Advisors fully exited Activision Blizzard in Q3 2019, selling an estimated $51.7M.
- WorldQuant Millennium Advisors's ten largest holdings make up 14% of its $5.14B portfolio in Q3 2019.
- WorldQuant Millennium Advisors opened 45 new positions and closed 46 in Q3 2019.
- WorldQuant Millennium Advisors's portfolio value fell 2.1% quarter-over-quarter to $5.14B.
Based on WorldQuant Millennium Advisors's 13F filing for Q3 2019, filed 14 Nov 2019.