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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 | |
|---|---|---|---|---|---|---|
176
Prudential Financial
PRU
$41.7B
| $8.43M | 0.16% |
89,887
-6,089
| -6% | -$559K |
|
177
TransUnion
TRU
$14.8B
| $8.41M | 0.16% |
98,226
+49,282
| +101% | +$4.1M |
|
178
AES
AES
$10.6B
| $8.36M | 0.16% |
420,149
-1,958
| -0.5% | -$35K |
|
179
Qorvo
QRVO
$7.63B
| $8.34M | 0.16% |
+71,768
| New | +$6.94M |
|
180
Pultegroup
PHM
$24.5B
| $8.13M | 0.16% |
209,572
-13,436
| -6% | -$522K |
|
181
Cigna
CI
$76.6B
| $8.08M | 0.15% |
39,496
-2,429
| -6% | -$445K |
|
182
Simon Property Group
SPG
$74.5B
| $8.05M | 0.15% |
54,019
+2,005
| +4% | +$301K |
|
183
Waste Management
WM
$95.9B
| $7.91M | 0.15% |
69,444
-3,929
| -5% | -$444K |
|
184
TechnipFMC
FTI
$30.6B
| $7.91M | 0.15% |
495,755
-25,489
| -5% | -$395K |
|
|
HDS
185
DELISTED
HD Supply Holdings, Inc.
HDS
| $7.88M | 0.15% |
195,961
-13,993
| -7% | -$556K |
|
186
Johnson Controls International
JCI
$87.5B
| $7.8M | 0.15% |
191,699
-13,688
| -7% | -$578K |
|
187
Arista Networks
ANET
$219B
| $7.77M | 0.15% |
611,120
+13,632
| +2% | +$179K |
|
|
CTRA
188
DELISTED
Coterra Energy
CTRA
| $7.73M | 0.15% |
443,920
-426,721
| -49% | -$7.41M |
|
189
Ford
F
$57.3B
| $7.73M | 0.15% |
830,897
-769,056
| -48% | -$6.91M |
|
190
Acuity Brands
AYI
$9.88B
| $7.73M | 0.15% |
55,987
-9,600
| -15% | -$1.23M |
|
191
General Motors
GM
$74.7B
| $7.69M | 0.15% |
210,019
-12,832
| -6% | -$466K |
|
192
Sherwin-Williams
SHW
$78.3B
| $7.62M | 0.15% |
39,159
+20,931
| +115% | +$3.99M |
|
193
TE Connectivity
TEL
$58.8B
| $7.53M | 0.14% |
78,563
-5,313
| -6% | -$492K |
|
194
PepsiCo
PEP
$186B
| $7.33M | 0.14% |
53,610
-17,732
| -25% | -$2.41M |
|
195
Bunge Global
BG
$23.6B
| $7.31M | 0.14% |
127,049
-9,072
| -7% | -$502K |
|
196
Sysco
SYY
$39.7B
| $7.21M | 0.14% |
84,288
-5,874
| -7% | -$476K |
|
197
Everest Group
EG
$15.2B
| $7.17M | 0.14% |
25,913
-1,851
| -7% | -$488K |
|
|
198
Centene
CNC
$31.3B
| $7.13M | 0.14% |
113,386
-690,634
| -86% | -$37.5M |
|
|
BNY
199
Bank of New York Mellon
BNY
$108B
| $6.87M | 0.13% |
+136,401
| New | +$6.51M |
|
200
Darden Restaurants
DRI
$22.5B
| $6.62M | 0.13% |
60,712
-4,174
| -6% | -$474K |
|
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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.