WorldQuant Millennium Advisors Portfolio holdings
AUM
$20.1B
This Quarter Return
-3.43%
1 Year Return
+19.01%
3 Year Return
+77.73%
5 Year Return
+131.09%
10 Year Return
–
AUM
$4.12B
AUM Growth
+$4.12B
(+18%)
Cap. Flow
+$842M
Cap. Flow
% of AUM
20.46%
Top 10 Holdings %
Top 10 Hldgs %
16.04%
Holding
390
New
103
Increased
123
Reduced
82
Closed
76
Top Buys
| 1 |
Coca-Cola
KO
|
$46.7M |
| 2 |
Costco
COST
|
$46M |
| 3 |
Sherwin-Williams
SHW
|
$41.9M |
| 4 |
Edwards Lifesciences
EW
|
$41.2M |
| 5 |
Humana
HUM
|
$38M |
Top Sells
| 1 |
Apple
AAPL
|
$45.1M |
| 2 |
CF Industries
CF
|
$42.2M |
| 3 |
PepsiCo
PEP
|
$33.9M |
| 4 |
Danaher
DHR
|
$29.5M |
| 5 |
Medtronic
MDT
|
$28M |
Sector Composition
| 1 | Technology | 23.06% |
| 2 | Healthcare | 15.49% |
| 3 | Financials | 11.58% |
| 4 | Consumer Discretionary | 11.26% |
| 5 | Industrials | 9.57% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Apple
AAPL
$3.45T
| $114M | 2.76% | 822,224 -326,221 | -28% | -$45.1M |
|
2
Microsoft
MSFT
$3.77T
| $102M | 2.47% | 437,161 +112,953 | +35% | +$26.3M |
|
3
Johnson & Johnson
JNJ
$427B
| $64.7M | 1.57% | 396,176 +212,916 | +116% | +$34.8M |
|
|
4
Costco
COST
$418B
| $59.2M | 1.44% | 125,329 +97,364 | +348% | +$46M |
|
5
Abbott
ABT
$231B
| $55.7M | 1.35% | 575,801 -51,210 | -8% | -$4.96M |
|
6
Amazon
AMZN
$2.44T
| $55M | 1.34% | 487,101 +88,887 | +22% | +$10M |
|
7
Cisco
CSCO
$274B
| $53.6M | 1.3% | 1,339,386 +927,195 | +225% | +$37.1M |
|
8
Accenture
ACN
$162B
| $52.5M | 1.27% | 203,898 +72,584 | +55% | +$18.7M |
|
9
Automatic Data Processing
ADP
$123B
| $52M | 1.26% | 229,701 +143,045 | +165% | +$32.4M |
|
10
Marathon Petroleum
MPC
$54.6B
| $51.9M | 1.26% | 522,442 +174,278 | +50% | +$17.3M |
|
11
Kroger
KR
$44.9B
| $49.7M | 1.21% | 1,134,960 +272,628 | +32% | +$11.9M |
|
12
CVS Health
CVS
$92.8B
| $49.4M | 1.2% | 517,875 +287,395 | +125% | +$27.4M |
|
13
Valero Energy
VLO
$47.2B
| $49M | 1.19% | 458,131 +316,195 | +223% | +$33.8M |
|
14
Lowe's Companies
LOW
$145B
| $47.8M | 1.16% | 254,272 +129,842 | +104% | +$24.4M |
|
|
15
Coca-Cola
KO
$297B
| $46.7M | 1.13% | +833,107 | New | +$46.7M |
|
16
Host Hotels & Resorts
HST
$11.8B
| $46.6M | 1.13% | 2,931,405 +948,917 | +48% | +$15.1M |
|
|
17
Edwards Lifesciences
EW
$47.8B
| $45.8M | 1.11% | 554,681 +499,104 | +898% | +$41.2M |
|
18
Cintas
CTAS
$84.6B
| $44.4M | 1.08% | 114,300 +96,375 | +538% | +$37.4M |
|
19
Home Depot
HD
$405B
| $44M | 1.07% | 159,334 +95,475 | +150% | +$26.3M |
|
|
20
Sherwin-Williams
SHW
$91.2B
| $41.9M | 1.02% | +204,544 | New | +$41.9M |
|
|
21
Humana
HUM
$36.5B
| $41M | 1% | 84,439 +78,275 | +1,270% | +$38M |
|
22
Monolithic Power Systems
MPWR
$40B
| $40.7M | 0.99% | 112,042 +78,886 | +238% | +$28.7M |
|
23
Tesla
TSLA
$1.08T
| $40.3M | 0.98% | 151,787 +99,807 | +192% | +$26.5M |
|
24
Broadcom
AVGO
$1.4T
| $39.8M | 0.97% | 89,735 +52,922 | +144% | +$23.5M |
|
25
Comcast
CMCSA
$125B
| $39.3M | 0.95% | 1,338,242 +770,413 | +136% | +$22.6M |
|