WORLDQUANT MILLENNIUM ADVISORS LLC
Institutional investor · Portfolio as of Q3 2022
Top Holdings314 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
APPLE INC | 822,224 | $113.6M | 2.8% | $98.71 | +37.32% | 15 qtrssince 2019-Q1 | Decreased 0 |
MICROSOFT CORP | 437,161 | $101.8M | 2.5% | $208.65 | +10.86% | 15 qtrssince 2019-Q1 | Increased 66 |
JOHNSON & JOHNSON | 396,176 | $64.7M | 1.6% | $148.13 | +0.73% | 15 qtrssince 2019-Q1 | Increased 75 |
COSTCO WHOLESALE CORP | 125,329 | $59.2M | 1.4% | $451.78 | -0.29% | 2 qtrssince 2022-Q2 | Increased 75 |
ABBOTT LABORATORIES | 575,801 | $55.7M | 1.4% | $104.94 | -15.01% | 11 qtrssince 2020-Q1 | Decreased 0 |
AMAZON.COM INC | 487,101 | $55M | 1.3% | $110.32 | +4.06% | 15 qtrssince 2019-Q1 | Increased 56 |
CISCO SYSTEMS INC | 1.3M | $53.6M | 1.3% | $36.41 | -1.71% | 2 qtrssince 2022-Q2 | Increased 75 |
ACCENTURE PLC-CL A | 203,898 | $52.5M | 1.3% | $252.43 | -5.03% | 8 qtrssince 2020-Q4 | Increased 65 |
AUTOMATIC DATA PROCESSING | 229,701 | $52M | 1.3% | $204.04 | +1.65% | 3 qtrssince 2022-Q1 | Increased 75 |
MARATHON PETROLEUM CORP | 522,442 | $51.9M | 1.3% | $82.74 | +11.04% | 2 qtrssince 2022-Q2 | Increased 64 |
KROGER CO | 1.1M | $49.7M | 1.2% | $36.17 | +10.58% | 13 qtrssince 2019-Q3 | Increased 59 |
CVS HEALTH CORPORATION | 517,875 | $49.4M | 1.2% | $84.96 | -2.78% | 4 qtrssince 2021-Q4 | Increased 74 |
VALERO ENERGY CORP | 458,131 | $49M | 1.2% | $94.88 | +0.50% | 3 qtrssince 2022-Q1 | Increased 74 |
LOWE'S COS INC | 254,272 | $47.8M | 1.2% | $166.95 | +3.82% | 2 qtrssince 2022-Q2 | Increased 74 |
COCA-COLA CO/THE | 833,107 | $46.7M | 1.1% | $51.33 | 0.00% | 1 qtr | New 67 |
HOST HOTELS & RESORTS INC | 2.9M | $46.6M | 1.1% | $13.14 | +0.63% | 3 qtrssince 2022-Q1 | Increased 63 |
EDWARDS LIFESCIENCES CORP | 554,681 | $45.8M | 1.1% | $88.10 | -4.85% | 5 qtrssince 2021-Q3 | Increased 74 |
CINTAS CORP | 114,300 | $44.4M | 1.1% | $94.65 | -1.16% | 3 qtrssince 2022-Q1 | Increased 74 |
HOME DEPOT INC | 159,334 | $44M | 1.1% | $282.54 | -9.27% | 4 qtrssince 2021-Q4 | Increased 74 |
SHERWIN-WILLIAMS CO/THE | 204,544 | $41.9M | 1.0% | $201.78 | 0.00% | 1 qtr | New 67 |
WORLDQUANT MILLENNIUM ADVISORS LLC manages $4.1B across 314 positions as of Q3 2022. Top holdings: AAPL (2.8%), MSFT (2.5%), JNJ (1.6%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 1.5/5.0.
Active quarter - 103 new positions, 76 exits, 123 increased. Top move: JNJ (INCREASED, conviction 75). Portfolio: $4.1B across 314 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
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Position Outcomes
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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer