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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
+12.66%
1 Year Est. Return
+22.07%
3 Year Est. Return
+73.68%
5 Year Est. Return
+81.85%
10 Year Est. Return
–
AUM
$7.15B
AUM Growth
+$668M
Cap. Flow
-$39.5M
Cap. Flow %
-0.55%
Top 10 Hldgs %
22.31%
Holding
423
New
77
Increased
115
Reduced
132
Closed
89

Top Buys

Rank Stock Value
1
CI icon
Cigna
CI
+$93.1M
2
HUM icon
Humana
HUM
+$84M
3
SBUX icon
Starbucks
SBUX
+$79.5M
4
INTC icon
Intel
INTC
+$66.8M
5
MU icon
Micron Technology
MU
+$66.1M

Top Sells

Rank Stock Value
1
NFLX icon
Netflix
NFLX
+$68.5M
2
NKE icon
Nike
NKE
+$65.2M
3
CRM icon
Salesforce
CRM
+$60M
4
KLAC icon
KLA
KLAC
+$56.4M
5
CVX icon
Chevron
CVX
+$53.7M

Sector Composition

Rank Sector Weight
1 Technology 28.51%
2 Healthcare 14.42%
3 Consumer Discretionary 11.51%
4 Financials 11.09%
5 Industrials 7.93%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMAT icon
26
Applied Materials
AMAT
$421B
$60M 0.84%
370,107
+130,990
+55% +$19.2M
HOLX
27
DELISTED
Hologic
HOLX
$59.9M 0.84%
838,751
+201,572
+32% +$14M
KO icon
28
Coca-Cola
KO
$351B
$57.8M 0.81%
981,131
+105,639
+12% +$6M
MTD icon
29
Mettler-Toledo International
MTD
$26.5B
$57.4M 0.8%
47,317
+10,411
+28% +$11.3M
GOOG icon
30
Alphabet (Google) Class C
GOOG
$4.22T
$56.5M 0.79%
401,233
-267,842
-40% -$36.3M
KMB icon
31
Kimberly-Clark
KMB
$36B
$53.8M 0.75%
442,530
+353,971
+400% +$42.8M
TRV icon
32
Travelers Companies
TRV
$78.5B
$52.2M 0.73%
274,064
-21,083
-7% -$3.65M
DIS icon
33
Walt Disney
DIS
$170B
$50.3M 0.7%
556,931
+403,025
+262% +$35.5M
HSY icon
34
Hershey
HSY
$34.8B
$50.1M 0.7%
268,542
+198,559
+284% +$37.6M
XEL icon
35
Xcel Energy
XEL
$49.2B
$50M 0.7%
807,195
-8,713
-1% -$523K
SHW icon
36
Sherwin-Williams
SHW
$81.7B
$49.3M 0.69%
158,031
-101,343
-39% -$27.3M
HPQ icon
37
HP
HPQ
$22.7B
$47.8M 0.67%
1,589,720
+465,971
+41% +$13.1M
WY icon
38
Weyerhaeuser
WY
$17.7B
$45.9M 0.64%
1,320,441
+26,170
+2% +$814K
ODFL icon
39
Old Dominion Freight Line
ODFL
$48.6B
$45.8M 0.64%
226,112
+219,380
+3,259% +$43.5M
WDC icon
40
Western Digital
WDC
$164B
$45.7M 0.64%
1,155,627
+789,615
+216% +$27.6M
ETR icon
41
Entergy
ETR
$52.8B
$45M 0.63%
890,110
+85,686
+11% +$4.18M
IT icon
42
Gartner
IT
$9.39B
$44.6M 0.62%
98,848
+86,612
+708% +$34.6M
FANG icon
43
Diamondback Energy
FANG
$55B
$44.3M 0.62%
+285,350
New +$44.7M
A icon
44
Agilent Technologies
A
$37.1B
$43.9M 0.61%
315,836
+253,310
+405% +$30.1M
LVS icon
45
Las Vegas Sands
LVS
$30.1B
$43.6M 0.61%
+886,777
New +$41.9M
AMP icon
46
Ameriprise Financial
AMP
$47.5B
$43.4M 0.61%
114,209
+19,616
+21% +$6.73M
PPG icon
47
PPG Industries
PPG
$26.2B
$42.7M 0.6%
285,192
-182,205
-39% -$24.7M
TJX icon
48
TJX Companies
TJX
$171B
$42.6M 0.6%
+453,830
New +$40.7M
JBL icon
49
Jabil
JBL
$31.5B
$42.5M 0.6%
333,911
+207,636
+164% +$26.4M
PGR icon
50
Progressive
PGR
$121B
$42.4M 0.59%
+266,382
New +$41.7M
1
2
3 4 5

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WorldQuant Millennium Advisors's Q4 2023 Portfolio in Review

As of Q4 2023, WorldQuant Millennium Advisors held 423 positions worth $7.15B, up 10% from $6.48B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

WorldQuant Millennium Advisors's Q4 2023 filing shows 77 new, 115 increased, 132 reduced and 89 closed positions. Its largest new stake was Intel: 1,644,692 shares worth $82.6M. The largest sale was Netflix, an estimated $68.5M.

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

  • WorldQuant Millennium Advisors's largest Q4 2023 buy was Intel: 1,644,692 shares worth $82.6M.
  • WorldQuant Millennium Advisors added most to Cigna in Q4 2023, an estimated $93.1M increase.
  • WorldQuant Millennium Advisors's biggest Q4 2023 reduction was Netflix, cutting an estimated $68.5M.
  • WorldQuant Millennium Advisors fully exited KLA in Q4 2023, selling an estimated $56.4M.
  • WorldQuant Millennium Advisors's ten largest holdings make up 22% of its $7.15B portfolio in Q4 2023.
  • WorldQuant Millennium Advisors opened 77 new positions and closed 89 in Q4 2023.
  • WorldQuant Millennium Advisors's portfolio value rose 10% quarter-over-quarter to $7.15B.

Based on WorldQuant Millennium Advisors's 13F filing for Q4 2023, filed 14 Feb 2024.