WORLDQUANT MILLENNIUM ADVISORS LLC
Long book
$25.93B
Q1 2026
Positions
593
Top-10 weight
28%
concentration
Last quarter
+14.4%
SPY +14.8%
Turnover
36%
of book per quarter
Strategy in plain words
auto-generated from filingsWORLDQUANT MILLENNIUM ADVISORS LLC is an institutional manager, running a $25.93B US long book across 593 positions.
The portfolio is moderately concentrated (top 10 ≈ 28% of the book). The portfolio is actively managed, with meaningful quarterly turnover. Current anchor positions: APPLE INC, NVIDIA CORP, MICROSOFT CORP, AMAZON.COM INC, ALPHABET INC-CL C.
Over the last 9 quarters its long book ran on average 0.4pp per quarter behind the S&P 500, beating the index in 3 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.
Implied long-book return vs S&P 500
methodology: positions priced quarterly, no shorts/options Fund long book S&P 500
Q1 2024
+1.6%
Q2 2024
+7.4%
Q3 2024
+1.3%
Q4 2024
-3.7%
Q1 2025
+9.1%
Q2 2025
+6.9%
Q3 2025
+2.6%
Q4 2025
-2.8%
Q1 2026
+14.4%
Sector allocation
Technology 38%
Industrials 13%
Financials 10%
Healthcare 10%
Consumer discretionary 9%
Services media 4%
Energy 4%
Utilities 3%
Long book by quarter
What does WORLDQUANT MILLENNIUM own?
Q1 2026 13F| Company | Sector | Shares | Value | % of book | Change |
|---|---|---|---|---|---|
| AAPL APPLE INC | Technology | 6.0M | $1.53B | 5.9% | +23.8% |
| NVDA NVIDIA CORP | Technology | 7.5M | $1.31B | 5.0% | +3.9% |
| MSFT MICROSOFT CORP | Technology | 2.8M | $1.02B | 3.9% | +35.6% |
| AMZN AMAZON.COM INC | Consumer discretionary | 3.0M | $633.0M | 2.4% | -25.9% |
| GOOG ALPHABET INC-CL C | Technology | 2.1M | $600.3M | 2.3% | +21.3% |
| GOOGL ALPHABET INC-CL A | Technology | 2.0M | $576.8M | 2.2% | +17.7% |
| MU MICRON TECHNOLOGY INC | Technology | 1.5M | $523.3M | 2.0% | +7.4% |
| AVGO BROADCOM INC | Technology | 1.4M | $439.5M | 1.7% | +93.8% |
| META META PLATFORMS INC-CLASS A | Technology | 761.3K | $435.6M | 1.7% | +9.6% |
| TSLA TESLA INC | Industrials | 867.3K | $322.4M | 1.2% | +4.6% |
| LLY ELI LILLY & CO | Healthcare | 331.8K | $305.2M | 1.2% | +44.8% |
| APH AMPHENOL CORP-CL A | Technology | 2.3M | $294.1M | 1.1% | +38.8% |
| MA MASTERCARD INC - A | Services media | 576.5K | $288.1M | 1.1% | -16.8% |
| XOM EXXON MOBIL CORP | Energy | 1.5M | $253.0M | 1.0% | -3.8% |
| COST COSTCO WHOLESALE CORP | Consumer discretionary | 251.5K | $250.6M | 1.0% | -32.8% |
| JPM JPMORGAN CHASE & CO | Financials | 828.5K | $243.7M | 0.9% | +14.1% |
| T AT&T INC | Communications | 8.2M | $236.9M | 0.9% | +23.8% |
| LRCX LAM RESEARCH CORP | Industrials | 1.1M | $234.3M | 0.9% | +95.0% |
| MMM 3M CO | Healthcare | 1.6M | $227.7M | 0.9% | +112.4% |
| CVX CHEVRON CORP | Energy | 1.1M | $226.0M | 0.9% | -12.8% |
| ZTS ZOETIS INC | Healthcare | 1.8M | $215.0M | 0.8% | +1214.0% |
| ADP AUTOMATIC DATA PROCESSING | Technology | 1.0M | $210.3M | 0.8% | +218.3% |
| BMY BRISTOL-MYERS SQUIBB CO | Healthcare | 3.4M | $205.7M | 0.8% | +56.3% |
| PEP PEPSICO INC | Consumer staples | 1.3M | $198.4M | 0.8% | +171.7% |
| DOW DOW INC | Materials | 4.1M | $172.0M | 0.7% | +1182.0% |
| GM GENERAL MOTORS CO | Industrials | 2.3M | $170.1M | 0.7% | +144.8% |
| HWM HOWMET AEROSPACE INC | Industrials | 736.2K | $169.7M | 0.7% | +170.5% |
| CMI CUMMINS INC | Industrials | 305.1K | $164.2M | 0.6% | +102.6% |
| RTX RTX CORP | Industrials | 839.3K | $161.9M | 0.6% | +13.6% |
| BX BLACKSTONE INC | Financials | 1.4M | $160.4M | 0.6% | +473.6% |
| BRK/B BERKSHIRE HATHAWAY INC-CL B | Financials | 332.7K | $159.4M | 0.6% | +10.8% |
| AXP AMERICAN EXPRESS CO | Financials | 526.0K | $159.1M | 0.6% | +268.0% |
| COF CAPITAL ONE FINANCIAL CORP | Financials | 861.2K | $157.1M | 0.6% | +1428.7% |
| CL COLGATE-PALMOLIVE CO | Other | 1.8M | $155.5M | 0.6% | +200.4% |
| ANET ARISTA NETWORKS INC | Technology | 1.3M | $153.6M | 0.6% | +207.1% |
| TMUS T-MOBILE US INC | Communications | 727.9K | $152.9M | 0.6% | -24.1% |
| TJX TJX COMPANIES INC | Consumer discretionary | 952.7K | $152.1M | 0.6% | +55.4% |
| DG DOLLAR GENERAL CORP | Consumer discretionary | 1.3M | $151.3M | 0.6% | +748.8% |
| NOW SERVICENOW INC | Technology | 1.4M | $150.8M | 0.6% | +634.7% |
| ABT ABBOTT LABORATORIES | Healthcare | 1.5M | $150.0M | 0.6% | +354.7% |
| LMT LOCKHEED MARTIN CORP | Industrials | 246.1K | $148.7M | 0.6% | -42.1% |
| V VISA INC-CLASS A SHARES | Services media | 488.1K | $147.5M | 0.6% | -42.3% |
| BSX BOSTON SCIENTIFIC CORP | Healthcare | 2.3M | $142.7M | 0.6% | -32.9% |
| BKR BAKER HUGHES CO | Industrials | 2.3M | $139.4M | 0.5% | +17312.8% |
| DPZ DOMINO'S PIZZA INC | Consumer discretionary | 381.0K | $136.7M | 0.5% | +59.7% |
| TXN TEXAS INSTRUMENTS INC | Technology | 690.2K | $134.0M | 0.5% | +1153.7% |
| DLTR DOLLAR TREE INC | Consumer discretionary | 1.2M | $133.1M | 0.5% | +100.4% |
| MCK MCKESSON CORP | Consumer discretionary | 151.6K | $131.2M | 0.5% | +15.0% |
| TTD TRADE DESK INC/THE -CLASS A | Technology | 5.7M | $129.2M | 0.5% | +177.2% |
| RBLX ROBLOX CORP -CLASS A | Technology | 2.3M | $128.5M | 0.5% | +5.3% |
13F filing history
| Period | Form | Filed | Entries | Reported value | Flags | Source |
|---|---|---|---|---|---|---|
| Q1 2026 | 13F-HR | May 15, 2026 | 593 | $25.93B | canonical | SEC ↗ |
| Q4 2025 | 13F-HR | Feb 17, 2026 | 568 | $25.78B | canonical | SEC ↗ |
| Q3 2025 | 13F-HR | Nov 14, 2025 | 500 | $23.15B | canonical | SEC ↗ |
| Q2 2025 | 13F-HR | Aug 14, 2025 | 481 | $20.13B | canonical | SEC ↗ |
| Q1 2025 | 13F-HR | May 15, 2025 | 413 | $15.87B | canonical | SEC ↗ |
| Q4 2024 | 13F-HR | Feb 14, 2025 | 432 | $15.44B | canonical | SEC ↗ |
| Q3 2024 | 13F-HR | Nov 14, 2024 | 431 | $13.67B | canonical | SEC ↗ |
| Q2 2024 | 13F-HR | Aug 14, 2024 | 404 | $10.97B | canonical | SEC ↗ |
| Q1 2024 | 13F-HR | May 15, 2024 | 346 | $8.11B | canonical | SEC ↗ |
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