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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
| 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
| 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
| 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 | |
|---|---|---|---|---|---|---|
|
1
Apple
AAPL
$4.9T
| $114M | 2.76% |
822,224
-326,221
| -28% | -$51.2M |
|
2
Microsoft
MSFT
$2.93T
| $102M | 2.47% |
437,161
+112,953
| +35% | +$29.8M |
|
3
Johnson & Johnson
JNJ
$609B
| $64.7M | 1.57% |
396,176
+212,916
| +116% | +$36M |
|
|
4
Costco
COST
$417B
| $59.2M | 1.44% |
125,329
+97,364
| +348% | +$50.6M |
|
5
Abbott
ABT
$175B
| $55.7M | 1.35% |
575,801
-51,210
| -8% | -$5.46M |
|
6
Amazon
AMZN
$2.66T
| $55M | 1.34% |
487,101
+88,887
| +22% | +$11.2M |
|
|
7
Cisco
CSCO
$441B
| $53.6M | 1.3% |
1,339,386
+927,195
| +225% | +$41.1M |
|
8
Accenture
ACN
$87.9B
| $52.5M | 1.27% |
203,898
+72,584
| +55% | +$21M |
|
9
Automatic Data Processing
ADP
$102B
| $52M | 1.26% |
229,701
+143,045
| +165% | +$33.7M |
|
10
Marathon Petroleum
MPC
$91.3B
| $51.9M | 1.26% |
522,442
+174,278
| +50% | +$16.3M |
|
11
Kroger
KR
$36B
| $49.7M | 1.21% |
1,134,960
+272,628
| +32% | +$13M |
|
12
CVS Health
CVS
$137B
| $49.4M | 1.2% |
517,875
+287,395
| +125% | +$28.4M |
|
13
Valero Energy
VLO
$91.9B
| $49M | 1.19% |
458,131
+316,195
| +223% | +$34.8M |
|
14
Lowe's Companies
LOW
$117B
| $47.8M | 1.16% |
254,272
+129,842
| +104% | +$25.3M |
|
|
15
Coca-Cola
KO
$351B
| $46.7M | 1.13% |
+833,107
| New | +$51.8M |
|
16
Host Hotels & Resorts
HST
$16.4B
| $46.6M | 1.13% |
2,931,405
+948,917
| +48% | +$16.5M |
|
|
17
Edwards Lifesciences
EW
$49.4B
| $45.8M | 1.11% |
554,681
+499,104
| +898% | +$48M |
|
18
Cintas
CTAS
$81.8B
| $44.4M | 1.08% |
457,200
+385,500
| +538% | +$39.4M |
|
19
Home Depot
HD
$338B
| $44M | 1.07% |
159,334
+95,475
| +150% | +$28.2M |
|
|
20
Sherwin-Williams
SHW
$81.7B
| $41.9M | 1.02% |
+204,544
| New | +$48.5M |
|
21
Humana
HUM
$48B
| $41M | 1% |
84,439
+78,275
| +1,270% | +$38.1M |
|
22
Monolithic Power Systems
MPWR
$64.5B
| $40.7M | 0.99% |
112,042
+78,886
| +238% | +$35.1M |
|
23
Tesla
TSLA
$1.43T
| $40.3M | 0.98% |
151,787
-4,153
| -3% | -$1.16M |
|
24
Broadcom
AVGO
$1.76T
| $39.8M | 0.97% |
897,350
+529,220
| +144% | +$27M |
|
25
Comcast
CMCSA
$85B
| $39.3M | 0.95% |
1,338,242
+770,413
| +136% | +$28.8M |
|
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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.