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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
+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
(+10%)
Cap. Flow
-$39.5M
Cap. Flow
% of AUM
-0.55%
Top 10 Holdings %
Top 10 Hldgs %
22.31%
Holding
423
New
77
Increased
115
Reduced
132
Closed
89
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cigna
CI
|
+$93.1M |
| 2 |
Humana
HUM
|
+$84M |
| 3 |
Starbucks
SBUX
|
+$79.5M |
| 4 |
Intel
INTC
|
+$66.8M |
| 5 |
Micron Technology
MU
|
+$66.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Netflix
NFLX
|
+$68.5M |
| 2 |
Nike
NKE
|
+$65.2M |
| 3 |
Salesforce
CRM
|
+$60M |
| 4 |
KLA
KLAC
|
+$56.4M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
A.O. Smith
AOS
$8.11B
| $27.7M | 0.39% |
336,551
-14,558
| -4% | -$1.07M |
|
77
Tyson Foods
TSN
$20.3B
| $27.5M | 0.39% |
511,756
+395,555
| +340% | +$19.2M |
|
78
Carlyle Group
CG
$16.6B
| $26.6M | 0.37% |
652,889
+491,495
| +305% | +$16.2M |
|
79
Eli Lilly
LLY
$1.05T
| $26.6M | 0.37% |
45,549
-52,428
| -54% | -$30.6M |
|
80
Nasdaq
NDAQ
$51.8B
| $26.4M | 0.37% |
454,224
-163,364
| -26% | -$8.61M |
|
81
FedEx
FDX
$74.7B
| $26.3M | 0.37% |
103,794
-167,938
| -62% | -$42.7M |
|
82
Boston Properties
BXP
$11.1B
| $26M | 0.36% |
370,355
+256,689
| +226% | +$15.2M |
|
83
Fox Class A
FOXA
$24.2B
| $26M | 0.36% |
874,624
-347,041
| -28% | -$10.5M |
|
84
Deere & Co
DE
$161B
| $25.5M | 0.36% |
63,669
+28,821
| +83% | +$10.9M |
|
85
RPM International
RPM
$13.4B
| $25.2M | 0.35% |
225,681
+45,460
| +25% | +$4.59M |
|
86
Constellation Brands
STZ
$22.7B
| $25.1M | 0.35% |
103,620
-19,459
| -16% | -$4.63M |
|
87
Goldman Sachs
GS
$314B
| $24.5M | 0.34% |
63,591
-47,629
| -43% | -$15.9M |
|
88
Healthpeak Properties
DOC
$15.5B
| $24.5M | 0.34% |
1,236,150
-289,409
| -19% | -$5.09M |
|
89
General Mills
GIS
$20.3B
| $24.4M | 0.34% |
375,046
-196,317
| -34% | -$12.7M |
|
90
Snowflake
SNOW
$93.2B
| $24.2M | 0.34% |
+121,575
| New | +$20.6M |
|
91
Textron
TXT
$15.9B
| $24.1M | 0.34% |
299,141
+73,063
| +32% | +$5.67M |
|
92
First Solar
FSLR
$22.8B
| $24M | 0.34% |
+139,546
| New | +$21.3M |
|
93
Manhattan Associates
MANH
$9.66B
| $23.4M | 0.33% |
108,870
-9,556
| -8% | -$2.02M |
|
94
Skyworks Solutions
SWKS
$8.93B
| $22.8M | 0.32% |
202,675
+196,790
| +3,344% | +$19.3M |
|
95
Archer Daniels Midland
ADM
$41.4B
| $22.7M | 0.32% |
314,609
+141,565
| +82% | +$10.4M |
|
96
Procter & Gamble
PG
$349B
| $22.7M | 0.32% |
154,838
+54,357
| +54% | +$8.05M |
|
97
Roku
ROKU
$21.4B
| $22.5M | 0.32% |
+245,790
| New | +$20.6M |
|
98
Cencora
COR
$59.9B
| $21.8M | 0.31% |
106,258
-80,918
| -43% | -$15.8M |
|
|
99
Netflix
NFLX
$290B
| $21.7M | 0.3% |
445,930
-1,568,690
| -78% | -$68.5M |
|
100
Valero Energy
VLO
$91.9B
| $21.7M | 0.3% |
166,973
-147,342
| -47% | -$18.7M |
|
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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.