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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
+28.05%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.35B
AUM Growth
+$234M
(+5.7%)
Cap. Flow
-$723M
Cap. Flow
% of AUM
-16.65%
Top 10 Holdings %
Top 10 Hldgs %
20.33%
Holding
369
New
49
Increased
62
Reduced
223
Closed
35
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ATVI
Activision Blizzard
ATVI
|
+$49.9M |
| 2 |
Dollar Tree
DLTR
|
+$25.4M |
| 3 |
Paychex
PAYX
|
+$23.8M |
| 4 |
Cognizant
CTSH
|
+$20.2M |
| 5 |
Vertex Pharmaceuticals
VRTX
|
+$15.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$59.2M |
| 2 |
Illumina
ILMN
|
+$55.9M |
| 3 |
DexCom
DXCM
|
+$52.1M |
| 4 |
NVIDIA
NVDA
|
+$47.7M |
| 5 |
Williams Companies
WMB
|
+$46.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 28.85% |
| 2 | Healthcare | 13.04% |
| 3 | Financials | 11.75% |
| 4 | Consumer Discretionary | 11.25% |
| 5 | Industrials | 8.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
PepsiCo
PEP
$186B
| $5.68M | 0.13% |
42,952
-7,464
| -15% | -$984K |
|
202
O'Reilly Automotive
ORLY
$72.4B
| $5.62M | 0.13% |
200,025
+138,885
| +227% | +$3.63M |
|
203
Live Nation Entertainment
LYV
$41.2B
| $5.6M | 0.13% |
126,394
-10,392
| -8% | -$456K |
|
204
Waste Management
WM
$95.9B
| $5.55M | 0.13% |
52,420
-11,207
| -18% | -$1.13M |
|
205
Darden Restaurants
DRI
$22.5B
| $5.5M | 0.13% |
+72,611
| New | +$5.15M |
|
206
PPG Industries
PPG
$25.9B
| $5.5M | 0.13% |
51,880
-8,503
| -14% | -$819K |
|
207
Twilio
TWLO
$29.1B
| $5.44M | 0.13% |
+24,806
| New | +$3.98M |
|
208
Caterpillar
CAT
$409B
| $5.38M | 0.12% |
+42,571
| New | +$5.05M |
|
|
HDS
209
DELISTED
HD Supply Holdings, Inc.
HDS
| $5.36M | 0.12% |
154,779
-12,725
| -8% | -$395K |
|
210
AES
AES
$10.6B
| $5.32M | 0.12% |
366,998
+107,253
| +41% | +$1.41M |
|
211
Sarepta Therapeutics
SRPT
$1.66B
| $5.21M | 0.12% |
+32,485
| New | +$4.42M |
|
212
NiSource
NI
$22.4B
| $5.19M | 0.12% |
228,093
+79,603
| +54% | +$1.92M |
|
|
HBI
213
DELISTED
Hanesbrands
HBI
| $5.17M | 0.12% |
457,984
-222,924
| -33% | -$2.23M |
|
214
International Flavors & Fragrances
IFF
$19.4B
| $5.17M | 0.12% |
42,178
-92,287
| -69% | -$11.7M |
|
215
Home Depot
HD
$332B
| $5.1M | 0.12% |
20,361
-33,371
| -62% | -$7.64M |
|
216
Church & Dwight Co
CHD
$23.1B
| $5.07M | 0.12% |
65,632
+11,011
| +20% | +$801K |
|
|
BNY
217
Bank of New York Mellon
BNY
$108B
| $5.07M | 0.12% |
131,126
-859
| -0.7% | -$31.4K |
|
218
Acuity Brands
AYI
$9.88B
| $5.02M | 0.12% |
52,436
-4,312
| -8% | -$379K |
|
219
Danaher
DHR
$135B
| $4.98M | 0.11% |
31,755
+3,234
| +11% | +$464K |
|
|
MRO
220
DELISTED
Marathon Oil Corporation
MRO
| $4.89M | 0.11% |
798,398
-22,869
| -3% | -$126K |
|
|
PXD
221
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.83M | 0.11% |
+49,473
| New | +$4.36M |
|
|
CERN
222
DELISTED
Cerner Corp
CERN
| $4.81M | 0.11% |
70,147
+19,501
| +39% | +$1.34M |
|
223
Mastercard
MA
$477B
| $4.77M | 0.11% |
16,136
+13,921
| +628% | +$3.92M |
|
224
Progressive
PGR
$124B
| $4.75M | 0.11% |
59,263
-9,324
| -14% | -$728K |
|
225
VF Corp
VFC
$6.68B
| $4.74M | 0.11% |
+77,829
| New | +$4.53M |
|
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WorldQuant Millennium Advisors's Q2 2020 Portfolio in Review
As of Q2 2020, WorldQuant Millennium Advisors held 369 positions worth $4.35B, up 5.7% from $4.11B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
WorldQuant Millennium Advisors withdrew a net $723M in Q2 2020, closing 35 positions and reducing 223 holdings. Its most notable exit was Illumina, an estimated $55.9M position sold in full.
By sector, the portfolio is most concentrated in Technology at 29% of assets, up from 27% a quarter earlier, followed by Healthcare and Financials.
Against the trend, WorldQuant Millennium Advisors opened a new position in Activision Blizzard worth $54.3M.
- WorldQuant Millennium Advisors's largest Q2 2020 buy was Activision Blizzard: 715,236 shares worth $54.3M.
- WorldQuant Millennium Advisors added most to Dollar Tree in Q2 2020, an estimated $25.4M increase.
- WorldQuant Millennium Advisors's biggest Q2 2020 reduction was Amazon, cutting an estimated $59.2M.
- WorldQuant Millennium Advisors fully exited Illumina in Q2 2020, selling an estimated $55.9M.
- WorldQuant Millennium Advisors's ten largest holdings make up 20% of its $4.35B portfolio in Q2 2020.
- WorldQuant Millennium Advisors opened 49 new positions and closed 35 in Q2 2020.
- WorldQuant Millennium Advisors's portfolio value rose 5.7% quarter-over-quarter to $4.35B.
Based on WorldQuant Millennium Advisors's 13F filing for Q2 2020, filed 14 Aug 2020.