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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
-3.43%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$4.12B
AUM Growth
+$622M
(+18%)
Cap. Flow
+$873M
Cap. Flow
% of AUM
21.21%
Top 10 Holdings %
Top 10 Hldgs %
16.04%
Holding
390
New
103
Increased
120
Reduced
85
Closed
76
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Coca-Cola
KO
|
+$51.8M |
| 2 |
Costco
COST
|
+$50.6M |
| 3 |
Sherwin-Williams
SHW
|
+$48.5M |
| 4 |
Edwards Lifesciences
EW
|
+$48M |
| 5 |
Cisco
CSCO
|
+$41.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$51.2M |
| 2 |
CF Industries
CF
|
+$42.8M |
| 3 |
PepsiCo
PEP
|
+$35.8M |
| 4 |
Danaher
DHR
|
+$31.6M |
| 5 |
Medtronic
MDT
|
+$31.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.03% |
| 2 | Healthcare | 15.49% |
| 3 | Financials | 11.62% |
| 4 | Consumer Discretionary | 11.26% |
| 5 | Industrials | 9.57% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
Constellation Brands
STZ
$22.2B
| $4.85M | 0.12% |
21,127
-29,794
| -59% | -$7.26M |
|
202
Cooper Companies
COO
$13.7B
| $4.76M | 0.12% |
+72,196
| New | +$5.53M |
|
203
Owens Corning
OC
$11.5B
| $4.69M | 0.11% |
59,649
+40,415
| +210% | +$3.4M |
|
|
XYZ
204
Block Inc
XYZ
$45.9B
| $4.69M | 0.11% |
+85,251
| New | +$6.04M |
|
|
DAY
205
DELISTED
Dayforce
DAY
| $4.67M | 0.11% |
+83,614
| New | +$4.88M |
|
206
Cognex
CGNX
$10.3B
| $4.64M | 0.11% |
112,041
+35,121
| +46% | +$1.59M |
|
207
WIX.com
WIX
$2.15B
| $4.56M | 0.11% |
+58,257
| New | +$4.02M |
|
208
KeyCorp
KEY
$24.3B
| $4.54M | 0.11% |
283,461
+99,516
| +54% | +$1.78M |
|
209
Zillow
Z
$7.04B
| $4.38M | 0.11% |
152,940
-444,453
| -74% | -$15.4M |
|
210
Align Technology
ALGN
$12B
| $4.34M | 0.11% |
20,936
-1,729
| -8% | -$445K |
|
211
Truist Financial
TFC
$63.2B
| $4.31M | 0.1% |
98,895
-64,557
| -39% | -$3.11M |
|
212
Corpay
CPAY
$24.2B
| $4.29M | 0.1% |
+24,378
| New | +$5.22M |
|
213
General Motors
GM
$74.7B
| $4.26M | 0.1% |
132,767
-132,991
| -50% | -$4.88M |
|
214
Applied Materials
AMAT
$426B
| $4.2M | 0.1% |
51,269
+9,692
| +23% | +$935K |
|
215
Alnylam Pharmaceuticals
ALNY
$36.3B
| $4.09M | 0.1% |
+20,426
| New | +$3.9M |
|
216
Northern Trust
NTRS
$22.2B
| $4.05M | 0.1% |
+47,383
| New | +$4.57M |
|
217
Liberty Global Class C
LBTYK
$3.25B
| $4.04M | 0.1% |
+245,145
| New | +$5.2M |
|
218
A.O. Smith
AOS
$8.38B
| $4M | 0.1% |
82,357
-5,831
| -7% | -$335K |
|
219
CBRE Group
CBRE
$40.8B
| $3.98M | 0.1% |
59,001
-39,924
| -40% | -$3.16M |
|
220
Eversource Energy
ES
$28.2B
| $3.91M | 0.1% |
+50,149
| New | +$4.42M |
|
221
Idexx Laboratories
IDXX
$42.9B
| $3.88M | 0.09% |
+11,907
| New | +$4.37M |
|
222
Masco
MAS
$16B
| $3.82M | 0.09% |
81,871
+15,836
| +24% | +$824K |
|
223
Wayfair
W
$11.1B
| $3.82M | 0.09% |
+117,304
| New | +$6.2M |
|
224
Steel Dynamics
STLD
$35.6B
| $3.8M | 0.09% |
53,561
+35,685
| +200% | +$2.7M |
|
225
Carrier Global
CARR
$57.2B
| $3.73M | 0.09% |
104,894
-53,372
| -34% | -$2.1M |
|
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WorldQuant Millennium Advisors's Q3 2022 Portfolio in Review
As of Q3 2022, WorldQuant Millennium Advisors held 390 positions worth $4.12B, up 18% from $3.49B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
WorldQuant Millennium Advisors deployed $873M of net new capital in Q3 2022, opening 103 new positions and adding to 120 existing holdings. Its largest new stake was Coca-Cola: 833,107 shares worth $46.7M.
By sector, the portfolio is most concentrated in Technology at 23% of assets, down from 25% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Apple, an estimated $51.2M trimmed.
- WorldQuant Millennium Advisors's largest Q3 2022 buy was Coca-Cola: 833,107 shares worth $46.7M.
- WorldQuant Millennium Advisors added most to Costco in Q3 2022, an estimated $50.6M increase.
- WorldQuant Millennium Advisors's biggest Q3 2022 reduction was Apple, cutting an estimated $51.2M.
- WorldQuant Millennium Advisors fully exited Intuit in Q3 2022, selling an estimated $26.7M.
- WorldQuant Millennium Advisors's ten largest holdings make up 16% of its $4.12B portfolio in Q3 2022.
- WorldQuant Millennium Advisors opened 103 new positions and closed 76 in Q3 2022.
- WorldQuant Millennium Advisors's portfolio value rose 18% quarter-over-quarter to $4.12B.
Based on WorldQuant Millennium Advisors's 13F filing for Q3 2022, filed 14 Nov 2022.