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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
-0.31%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.57B
AUM Growth
+$46.1M
(+1%)
Cap. Flow
+$100M
Cap. Flow
% of AUM
2.19%
Top 10 Holdings %
Top 10 Hldgs %
20.73%
Holding
397
New
72
Increased
114
Reduced
108
Closed
80
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$77.7M |
| 2 |
Lam Research
LRCX
|
+$64.2M |
| 3 |
FedEx
FDX
|
+$52.9M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$50.1M |
| 5 |
S&P Global
SPGI
|
+$49.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Aon
AON
|
+$52.8M |
| 2 |
Thermo Fisher Scientific
TMO
|
+$51.7M |
| 3 |
Abbott
ABT
|
+$46.2M |
| 4 |
Amazon
AMZN
|
+$45M |
| 5 |
United Parcel Service
UPS
|
+$36.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 26.39% |
| 2 | Healthcare | 14.2% |
| 3 | Financials | 12.34% |
| 4 | Consumer Discretionary | 12.02% |
| 5 | Communication Services | 10.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
Royalty Pharma
RPRX
$26.1B
| $5.6M | 0.12% |
154,992
+39,763
| +35% | +$1.55M |
|
202
Clorox
CLX
$11.6B
| $5.6M | 0.12% |
33,807
-18,023
| -35% | -$3.1M |
|
203
Public Service Enterprise Group
PEG
$39.8B
| $5.57M | 0.12% |
91,479
| – | – |
|
204
TE Connectivity
TEL
$58.8B
| $5.56M | 0.12% |
40,498
| – | – |
|
205
Elanco Animal Health
ELAN
$12.4B
| $5.49M | 0.12% |
172,270
-545,398
| -76% | -$18.3M |
|
206
lululemon athletica
LULU
$13B
| $5.45M | 0.12% |
13,463
-28,670
| -68% | -$11.5M |
|
207
SEI Investments
SEIC
$11.9B
| $5.32M | 0.12% |
89,762
+15,272
| +21% | +$932K |
|
208
Roku
ROKU
$21.1B
| $5.15M | 0.11% |
16,428
-82,882
| -83% | -$31.2M |
|
209
Intel
INTC
$466B
| $5.1M | 0.11% |
95,803
-25,293
| -21% | -$1.37M |
|
210
Ingersoll Rand
IR
$33B
| $5.03M | 0.11% |
+99,695
| New | +$5.07M |
|
211
Moody's
MCO
$81.7B
| $4.99M | 0.11% |
+14,056
| New | +$5.3M |
|
212
LKQ Corp
LKQ
$6.58B
| $4.93M | 0.11% |
98,063
+21,504
| +28% | +$1.09M |
|
213
O'Reilly Automotive
ORLY
$72.4B
| $4.82M | 0.11% |
118,215
-52,125
| -31% | -$2.09M |
|
214
MongoDB
MDB
$24B
| $4.76M | 0.1% |
+10,098
| New | +$4.07M |
|
215
Trimble
TRMB
$12.3B
| $4.67M | 0.1% |
56,743
-113,304
| -67% | -$9.95M |
|
216
Southwest Airlines
LUV
$22.1B
| $4.58M | 0.1% |
89,140
-154,883
| -63% | -$7.82M |
|
217
DTE Energy
DTE
$31.1B
| $4.39M | 0.1% |
39,312
-39,975
| -50% | -$4.69M |
|
218
Edison International
EIX
$30.7B
| $4.35M | 0.1% |
78,410
| – | – |
|
219
Teledyne Technologies
TDY
$30.4B
| $4.26M | 0.09% |
9,916
-51,236
| -84% | -$22.6M |
|
220
Alliant Energy
LNT
$19.4B
| $4.22M | 0.09% |
75,459
| – | – |
|
221
Dynatrace
DT
$12.1B
| $4.03M | 0.09% |
56,779
+11,880
| +26% | +$779K |
|
222
Ametek
AME
$55.5B
| $4M | 0.09% |
32,280
+29,793
| +1,198% | +$4M |
|
223
Crown Holdings
CCK
$12.8B
| $3.99M | 0.09% |
+39,634
| New | +$4.16M |
|
224
Boston Scientific
BSX
$65.8B
| $3.93M | 0.09% |
+90,550
| New | +$4.01M |
|
225
Regeneron Pharmaceuticals
REGN
$68.8B
| $3.89M | 0.09% |
+6,433
| New | +$3.99M |
|
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WorldQuant Millennium Advisors's Q3 2021 Portfolio in Review
As of Q3 2021, WorldQuant Millennium Advisors held 397 positions worth $4.57B, up 1% from $4.52B the previous quarter. Its ten largest holdings account for 21% of the portfolio.
WorldQuant Millennium Advisors's Q3 2021 filing shows 72 new, 114 increased, 108 reduced and 80 closed positions. Its largest new stake was S&P Global: 114,644 shares worth $48.7M. The largest sale was Aon, an estimated $52.8M.
By sector, the portfolio is most concentrated in Technology at 26% of assets, up from 24% a quarter earlier, followed by Healthcare and Financials.
- WorldQuant Millennium Advisors's largest Q3 2021 buy was S&P Global: 114,644 shares worth $48.7M.
- WorldQuant Millennium Advisors added most to Microsoft in Q3 2021, an estimated $77.7M increase.
- WorldQuant Millennium Advisors's biggest Q3 2021 reduction was Aon, cutting an estimated $52.8M.
- WorldQuant Millennium Advisors fully exited United Parcel Service in Q3 2021, selling an estimated $36.6M.
- WorldQuant Millennium Advisors's ten largest holdings make up 21% of its $4.57B portfolio in Q3 2021.
- WorldQuant Millennium Advisors opened 72 new positions and closed 80 in Q3 2021.
- WorldQuant Millennium Advisors's portfolio value rose 1% quarter-over-quarter to $4.57B.
Based on WorldQuant Millennium Advisors's 13F filing for Q3 2021, filed 15 Nov 2021.