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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
PHM icon
101
Pultegroup
PHM
$24B
$21M 0.32%
283,105
-52,197
-16% -$4.16M
COIN icon
102
Coinbase
COIN
$41.4B
$20.6M 0.32%
274,938
+21,118
+8% +$1.78M
MO icon
103
Altria Group
MO
$124B
$20.3M 0.31%
482,814
+92,560
+24% +$4.09M
HST icon
104
Host Hotels & Resorts
HST
$16.4B
$20M 0.31%
1,247,468
-143,064
-10% -$2.38M
JKHY icon
105
Jack Henry & Associates
JKHY
$10.8B
$19M 0.29%
125,405
+86,304
+221% +$13.9M
MCO icon
106
Moody's
MCO
$89.2B
$18.8M 0.29%
+59,505
New +$20.2M
MAS icon
107
Masco
MAS
$15.9B
$18.8M 0.29%
350,810
+287,140
+451% +$16.5M
DOCU
108
DocuSign
DOCU
$10.1B
$18.3M 0.28%
436,821
-65,732
-13% -$3.22M
HLT icon
109
Hilton Worldwide
HLT
$73.1B
$18.3M 0.28%
121,998
+113,805
+1,389% +$17.2M
DBX icon
110
Dropbox
DBX
$7.14B
$18.2M 0.28%
+667,834
New +$18.2M
MSCI icon
111
MSCI
MSCI
$45.8B
$18M 0.28%
35,053
+26,757
+323% +$14.1M
TXT icon
112
Textron
TXT
$15.9B
$17.7M 0.27%
226,078
-223,209
-50% -$16.6M
NSC icon
113
Norfolk Southern
NSC
$76.4B
$17.7M 0.27%
89,673
+67,968
+313% +$14.7M
LRCX icon
114
Lam Research
LRCX
$392B
$17.2M 0.27%
+274,490
New +$18M
ED icon
115
Consolidated Edison
ED
$41.4B
$17.2M 0.27%
200,678
-74,123
-27% -$6.75M
UTHR icon
116
United Therapeutics
UTHR
$22.7B
$17.1M 0.26%
75,845
+25,186
+50% +$5.8M
RPM icon
117
RPM International
RPM
$13.4B
$17.1M 0.26%
180,221
+156,131
+648% +$15.2M
ARE icon
118
Alexandria Real Estate Equities
ARE
$8.75B
$17M 0.26%
170,119
+135,006
+384% +$15.7M
CINF icon
119
Cincinnati Financial
CINF
$28B
$16.7M 0.26%
163,239
+44,818
+38% +$4.69M
JBL icon
120
Jabil
JBL
$31.5B
$16M 0.25%
+126,275
New +$13.8M
ABNB icon
121
Airbnb
ABNB
$86.6B
$15.9M 0.25%
+116,005
New +$16M
EMR icon
122
Emerson Electric
EMR
$78.2B
$15.8M 0.24%
164,104
+60,760
+59% +$5.79M
CAT icon
123
Caterpillar
CAT
$405B
$15.8M 0.24%
57,946
-16,261
-22% -$4.41M
FHN icon
124
First Horizon
FHN
$12.2B
$15.7M 0.24%
1,423,753
-25,625
-2% -$317K
RPRX icon
125
Royalty Pharma
RPRX
$25.8B
$15.7M 0.24%
576,904
-43,362
-7% -$1.29M
3 4
5
6 7

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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.