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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
-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 | |
|---|---|---|---|---|---|---|
201
SLB Ltd
SLB
$77.8B
| $5.15M | 0.13% |
124,637
-197,387
| -61% | -$7.74M |
|
202
Bio-Rad Laboratories Class A
BIO
$8.42B
| $5.08M | 0.12% |
9,012
+1,512
| +20% | +$911K |
|
203
Wabtec
WAB
$51.1B
| $4.96M | 0.12% |
+51,555
| New | +$4.78M |
|
204
Norfolk Southern
NSC
$78.8B
| $4.96M | 0.12% |
17,372
-4,237
| -20% | -$1.17M |
|
205
Synchrony
SYF
$23.7B
| $4.95M | 0.12% |
+142,210
| New | +$5.95M |
|
206
RTX Corp
RTX
$287B
| $4.86M | 0.12% |
49,092
-7,550
| -13% | -$716K |
|
207
News Corp Class A
NWSA
$14.5B
| $4.85M | 0.12% |
219,014
-218,970
| -50% | -$4.84M |
|
208
Check Point Software Technologies
CHKP
$13.3B
| $4.79M | 0.12% |
34,656
+17,709
| +104% | +$2.31M |
|
|
SPLK
209
DELISTED
Splunk Inc
SPLK
| $4.79M | 0.12% |
+32,207
| New | +$3.94M |
|
210
Steel Dynamics
STLD
$35.6B
| $4.56M | 0.11% |
54,660
-77,139
| -59% | -$5.2M |
|
211
Roku
ROKU
$21.1B
| $4.45M | 0.11% |
+35,554
| New | +$5.22M |
|
212
Mondelez International
MDLZ
$77.7B
| $4.43M | 0.11% |
+70,510
| New | +$4.59M |
|
213
Public Service Enterprise Group
PEG
$39.8B
| $4.41M | 0.11% |
63,056
-3,650
| -5% | -$242K |
|
214
Duke Energy
DUK
$102B
| $4.4M | 0.11% |
+39,432
| New | +$4.1M |
|
215
Aon
AON
$77.3B
| $4.39M | 0.11% |
13,470
-16,495
| -55% | -$4.8M |
|
216
Live Nation Entertainment
LYV
$41.2B
| $4.29M | 0.1% |
36,424
-37,333
| -51% | -$4.26M |
|
217
Gilead Sciences
GILD
$161B
| $4.27M | 0.1% |
71,832
-11,616
| -14% | -$743K |
|
|
GRMN
218
Garmin
GRMN
$46.9B
| $4.22M | 0.1% |
35,583
-62,543
| -64% | -$7.53M |
|
219
PNC Financial Services
PNC
$100B
| $4.21M | 0.1% |
+22,815
| New | +$4.61M |
|
220
KeyCorp
KEY
$24.3B
| $4.12M | 0.1% |
183,945
| – | – |
|
|
IPG
221
DELISTED
Interpublic Group of Companies
IPG
| $4.11M | 0.1% |
+115,838
| New | +$4.17M |
|
222
VF Corp
VFC
$6.68B
| $4.07M | 0.1% |
+71,641
| New | +$4.44M |
|
223
Texas Instruments
TXN
$255B
| $4.06M | 0.1% |
22,105
-189,536
| -90% | -$33.4M |
|
224
Cognex
CGNX
$10.3B
| $3.75M | 0.09% |
48,566
-17,930
| -27% | -$1.23M |
|
225
Twilio
TWLO
$29.1B
| $3.68M | 0.09% |
+22,312
| New | +$4.07M |
|
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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.