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WorldQuant Millennium Advisors

WorldQuant Millennium Advisors Portfolio holdings

AUM $25.9B
1-Year Est. Return 22.07%
This Fund
S&P 500
This Quarter Est. Return
-3.51%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$6.48B
AUM Growth
+$569M
Cap. Flow
+$886M
Cap. Flow %
13.69%
Top 10 Hldgs %
21.04%
Holding
437
New
84
Increased
144
Reduced
107
Closed
91

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$91.2M
2
NFLX icon
Netflix
NFLX
+$85.4M
3
ELV icon
Elevance Health
ELV
+$52.2M
4
PH icon
Parker-Hannifin
PH
+$47.4M
5
LLY icon
Eli Lilly
LLY
+$45.1M

Top Sells

Rank Stock Value
1
FTNT icon
Fortinet
FTNT
+$65M
2
CVS icon
CVS Health
CVS
+$48M
3
CMG icon
Chipotle Mexican Grill
CMG
+$44.7M
4
PAYC icon
Paycom
PAYC
+$41.5M
5
PYPL icon
PayPal
PYPL
+$41.2M

Sector Composition

Rank Sector Weight
1 Technology 26.31%
2 Healthcare 14.83%
3 Consumer Discretionary 10.47%
4 Financials 10.32%
5 Industrials 8.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KO icon
26
Coca-Cola
KO
$351B
$49M 0.76%
875,492
+179,457
+26% +$10.8M
TRV icon
27
Travelers Companies
TRV
$78.5B
$48.2M 0.74%
295,147
+180,411
+157% +$30.1M
VRTX icon
28
Vertex Pharmaceuticals
VRTX
$123B
$48.1M 0.74%
138,310
-2,355
-2% -$824K
XEL icon
29
Xcel Energy
XEL
$49.2B
$46.7M 0.72%
815,908
+171,602
+27% +$10.3M
ABBV icon
30
AbbVie
ABBV
$450B
$45.9M 0.71%
308,254
+3,849
+1% +$565K
V icon
31
Visa
V
$682B
$45.7M 0.71%
198,866
+70,845
+55% +$17M
MRSH
32
Marsh
MRSH
$87.8B
$45.6M 0.7%
239,503
+231,888
+3,045% +$44.4M
QCOM icon
33
Qualcomm
QCOM
$181B
$44.7M 0.69%
402,568
+19,911
+5% +$2.31M
VLO icon
34
Valero Energy
VLO
$91.9B
$44.5M 0.69%
314,315
+240,918
+328% +$31.6M
HD icon
35
Home Depot
HD
$338B
$44.3M 0.68%
146,730
+84,583
+136% +$27.2M
HOLX
36
DELISTED
Hologic
HOLX
$44.2M 0.68%
637,179
+505,927
+385% +$38.2M
KEYS icon
37
Keysight
KEYS
$54B
$43.1M 0.66%
325,402
+77,497
+31% +$11.5M
BKNG icon
38
Booking.com
BKNG
$141B
$42.3M 0.65%
+343,250
New +$41.6M
INCY icon
39
Incyte
INCY
$23.4B
$41.9M 0.65%
726,063
+347,123
+92% +$21.9M
MU icon
40
Micron Technology
MU
$959B
$41.9M 0.65%
615,863
+549,619
+830% +$36.8M
BRK.B icon
41
Berkshire Hathaway Class B
BRK.B
$1.06T
$41M 0.63%
117,075
+24,002
+26% +$8.52M
MTD icon
42
Mettler-Toledo International
MTD
$26.5B
$40.9M 0.63%
36,906
+30,349
+463% +$37.2M
WY icon
43
Weyerhaeuser
WY
$17.7B
$39.7M 0.61%
1,294,271
+1,165,437
+905% +$38.4M
CLX icon
44
Clorox
CLX
$11.6B
$39.6M 0.61%
302,069
+195,094
+182% +$29.6M
PAYX icon
45
Paychex
PAYX
$40.7B
$38.6M 0.6%
334,428
+42,961
+15% +$5.18M
ADBE icon
46
Adobe
ADBE
$94.3B
$38.2M 0.59%
74,892
+49,017
+189% +$25.7M
FOXA icon
47
Fox Class A
FOXA
$24.2B
$38.1M 0.59%
1,221,665
+306,225
+33% +$10.1M
MCD icon
48
McDonald's
MCD
$190B
$37.9M 0.59%
144,024
+50,852
+55% +$14.5M
VZ icon
49
Verizon
VZ
$182B
$37.5M 0.58%
1,156,211
+717,517
+164% +$24.2M
ETR icon
50
Entergy
ETR
$52.8B
$37.2M 0.57%
804,424
+110,098
+16% +$5.37M
1
2
3 4 5

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WorldQuant Millennium Advisors's Q3 2023 Portfolio in Review

As of Q3 2023, WorldQuant Millennium Advisors held 437 positions worth $6.48B, up 9.6% from $5.91B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

WorldQuant Millennium Advisors deployed $886M of net new capital in Q3 2023, opening 84 new positions and adding to 144 existing holdings. Its largest new stake was Netflix: 2,014,620 shares worth $76.1M.

By sector, the portfolio is most concentrated in Technology at 26% of assets, down from 29% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was Paycom, an estimated $41.5M trimmed.

  • WorldQuant Millennium Advisors's largest Q3 2023 buy was Netflix: 2,014,620 shares worth $76.1M.
  • WorldQuant Millennium Advisors added most to Microsoft in Q3 2023, an estimated $91.2M increase.
  • WorldQuant Millennium Advisors's biggest Q3 2023 reduction was Paycom, cutting an estimated $41.5M.
  • WorldQuant Millennium Advisors fully exited Fortinet in Q3 2023, selling an estimated $65M.
  • WorldQuant Millennium Advisors's ten largest holdings make up 21% of its $6.48B portfolio in Q3 2023.
  • WorldQuant Millennium Advisors opened 84 new positions and closed 91 in Q3 2023.
  • WorldQuant Millennium Advisors's portfolio value rose 9.6% quarter-over-quarter to $6.48B.

Based on WorldQuant Millennium Advisors's 13F filing for Q3 2023, filed 14 Nov 2023.