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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
-3.51%
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
(+9.6%)
Cap. Flow
+$886M
Cap. Flow
% of AUM
13.69%
Top 10 Holdings %
Top 10 Hldgs %
21.04%
Holding
437
New
84
Increased
144
Reduced
107
Closed
91
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$91.2M |
| 2 |
Netflix
NFLX
|
+$85.4M |
| 3 |
Elevance Health
ELV
|
+$52.2M |
| 4 |
Parker-Hannifin
PH
|
+$47.4M |
| 5 |
Eli Lilly
LLY
|
+$45.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Fortinet
FTNT
|
+$65M |
| 2 |
CVS Health
CVS
|
+$48M |
| 3 |
Chipotle Mexican Grill
CMG
|
+$44.7M |
| 4 |
Paycom
PAYC
|
+$41.5M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
Teradyne
TER
$50.5B
| $30M | 0.46% |
298,624
+17,167
| +6% | +$1.81M |
|
77
AutoZone
AZO
$49.7B
| $29.9M | 0.46% |
+11,775
| New | +$29.5M |
|
78
T-Mobile US
TMUS
$208B
| $29.7M | 0.46% |
212,256
+195,788
| +1,189% | +$27.1M |
|
79
CME Group
CME
$88.5B
| $29.3M | 0.45% |
146,429
+85,629
| +141% | +$17M |
|
80
HP
HPQ
$22.7B
| $28.9M | 0.45% |
+1,123,749
| New | +$34.5M |
|
81
Molson Coors Class B
TAP
$7.68B
| $28.8M | 0.44% |
452,281
+177,175
| +64% | +$11.5M |
|
82
Cardinal Health
CAH
$53.5B
| $28.7M | 0.44% |
330,296
+227,032
| +220% | +$20.5M |
|
83
Healthpeak Properties
DOC
$15.5B
| $28M | 0.43% |
1,525,559
+426,951
| +39% | +$8.77M |
|
84
Marathon Petroleum
MPC
$91.3B
| $27.2M | 0.42% |
+179,851
| New | +$25.1M |
|
85
Lear
LEA
$7.1B
| $26.5M | 0.41% |
197,666
+1,927
| +1% | +$279K |
|
86
W.R. Berkley
WRB
$26.7B
| $26.3M | 0.41% |
620,492
-299,626
| -33% | -$12.4M |
|
87
UGI
UGI
$7.85B
| $26.2M | 0.4% |
1,137,193
+909,534
| +400% | +$22.6M |
|
88
Atlassian
TEAM
$23.7B
| $26.1M | 0.4% |
129,730
+77,726
| +149% | +$14.8M |
|
89
Devon Energy
DVN
$50.6B
| $25.5M | 0.39% |
+534,031
| New | +$26.9M |
|
90
Booz Allen Hamilton
BAH
$7.82B
| $24.9M | 0.38% |
227,542
+140,103
| +160% | +$16.1M |
|
91
Meta Platforms (Facebook)
META
$1.64T
| $24.3M | 0.37% |
80,888
-119,389
| -60% | -$36M |
|
92
Lockheed Martin
LMT
$117B
| $23.6M | 0.36% |
57,697
-5,002
| -8% | -$2.22M |
|
93
Manhattan Associates
MANH
$9.66B
| $23.4M | 0.36% |
+118,426
| New | +$23.1M |
|
94
Boeing
BA
$169B
| $23.3M | 0.36% |
121,767
+120,505
| +9,549% | +$26.4M |
|
95
A.O. Smith
AOS
$8.11B
| $23.2M | 0.36% |
351,109
+55,222
| +19% | +$3.92M |
|
96
Freeport-McMoran
FCX
$83.9B
| $22.7M | 0.35% |
609,219
-39,512
| -6% | -$1.59M |
|
97
Martin Marietta Materials
MLM
$33.8B
| $22.5M | 0.35% |
+54,699
| New | +$24.2M |
|
98
Thermo Fisher Scientific
TMO
$198B
| $21.8M | 0.34% |
+43,162
| New | +$23M |
|
|
PXD
99
DELISTED
Pioneer Natural Resource Co.
PXD
| $21.7M | 0.34% |
94,674
+80,611
| +573% | +$18.3M |
|
100
DaVita
DVA
$15.2B
| $21.2M | 0.33% |
223,853
+73,072
| +48% | +$7.45M |
|
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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.