WM
Worldquant Millennium Advisors LLC SEC 13F Holdings (Q2 2026) — Top Position: APPLE INC
Worldquant Millennium Advisors LLCCIK: 0001745981
Diversified strategyMomentum followerHigh-turnover trader
Total reported value
$29.1B
Reporting period: 2026-06-30 · Number of holdings: 702
WORLDQUANT MILLENNIUM ADVISORS LLC disclosed 702 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $29.1B and a quarterly turnover rate of 64.0%.
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Personality snowflake
- Concentration
- 4.49
- Portfolio Stability
- 63.98
- Momentum
- 100
- Sector conviction
- 50.45
- Diversification
- 100
- Sizing Uniformity
- 73.75
Worldquant Millennium Advisors LLC's disclosed holdings carry a Herfindahl concentration index of 0.011 — mathematically equivalent to about 89 equally-sized positions, well below its 702 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 2.62), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govAdd INTU
+77937.9% $395.1M
Trim MSFT
-27.2% -$271.1M
New buy INTC
New buy AMD
Add FTNT
+39790.4% $210.6M
Trim APH
-65.9% -$154.1M
Holdings Map
New buyAddUnchangedTrim
Institutional Game-State Analysis
Core Intent
The latest filing shows an active rotation within tech and tech-adjacent names: MSFT was cut from 3.93% to 2.57%, while the book added or initiated INTU, INTC, AMD, FTNT, ICE, KLAC and CSCO. With 702 positions, an HHI of 0.011 and turnover near 64%, this is a highly diversified, fast-trading, momentum-tilted book; these weight moves are explicitly flagged as active decisions, not market drift.
Macro & Fundamentals
The visible footprint is consistent with a broadening of technology exposure away from mega-cap software and toward semis, semi-cap equipment, networking, cybersecurity, and exchange/data infrastructure. Combined with a momentum tilt of +5.6 percentage points and an IT sleeve around 32%, the pattern may simply reflect a systematic chase of relative strength in hardware/semiconductor supply chains, but the data is too limited to call it a confirmed macro theme.
Blind Spots / Risks
The largest single risk not visible in the headline moves is scale: even the biggest addition here is only ~1.36 points of weight in a 702-name book. The true tail exposure is likely the aggregate momentum factor — a score of 100 and a tilt of +5.6 points — which could inflict broad drawdowns in a crowded-trade unwind without showing up in any individual name.
Produced with AI assistance from this institution's Form 13F data on SEC EDGAR. Historical only; not a personalized investment recommendation — the original filing is linked below. View the original 2026-06-30 Form 13F filing on SEC.gov
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Top 10 holdings by weight
Full holdings list this quarter
Showing top 200 holdings (of 702 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | AAPL | Apple Inc | Stock-Tech | 5.40% | -0.50% | -9.74% | |
| 2 | NVDA | Nvidia CORP | Stock-Tech | 4.52% | -0.53% | -12.34% | |
| 3 | MSFT | Microsoft CORP | Stock-Tech | 2.57% | -1.36% | -27.15% | |
| 4 | AMZN | Amazon.com Inc | Stock-Consumer Disc | 2.49% | +0.05% | +0.10% | |
| 5 | GOOG | Alphabet Inc-cl C | Stock-Comm Services | 2.27% | -0.04% | -10.48% | |
| 6 | GOOGL | Alphabet Inc-cl A | Stock-Comm Services | 2.18% | -0.04% | -11.46% | |
| 7 | MU | Micron Technology Inc | Stock-Tech | 1.80% | -0.22% | -70.68% | |
| 8 | META | Meta Platforms Inc-class A | Stock-Comm Services | 1.38% | -0.30% | -6.55% | |
| 9 | INTU | Intuit Inc | Stock-Tech | 1.36% | +1.36% | +77937.86% | |
| 10 | TSLA | Tesla Inc | Stock-Consumer Disc | 1.23% | -0.01% | -1.81% | |
| 11 | JPM | Jpmorgan Chase & Co | Stock-Financials | 1.21% | +0.27% | +30.07% | |
| 12 | AVGO | Broadcom Inc | Stock-Tech | 1.17% | -0.52% | -36.49% | |
| 13 | INTC | Intel CORP | Stock-Tech | 1.09% | +1.09% | NEW | |
| 14 | XOM | Exxon Mobil CORP | Stock-Energy | 0.89% | -0.09% | +27.23% | |
| 15 | ISRG | Intuitive Surgical Inc | Stock-Healthcare | 0.87% | +0.45% | +166.40% | |
| 16 | KLAC | Kla CORP | Stock-Tech | 0.82% | +0.59% | +1811.15% | |
| 17 | ICE | Intercontinental Exchange In | Stock-Financials | 0.80% | +0.62% | +544.45% | |
| 18 | C | Citigroup Inc | Stock-Financials | 0.76% | +0.37% | +76.36% | |
| 19 | REGN | Regeneron Pharmaceuticals | Stock-Healthcare | 0.76% | +0.46% | +251.62% | |
| 20 | AMD | Advanced Micro Devices | Stock-Tech | 0.76% | +0.76% | NEW | |
| 21 | TXN | Texas Instruments Inc | Stock-Tech | 0.73% | +0.21% | +3.06% | |
| 22 | CMI | Cummins Inc | Stock-Industrials | 0.73% | +0.10% | -2.91% | |
| 23 | FTNT | Fortinet Inc | Stock-Tech | 0.72% | +0.72% | +39790.44% | |
| 24 | RTX | Rtx CORP | Stock-Industrials | 0.72% | +0.10% | +32.19% | |
| 25 | ABT | Abbott Laboratories | Stock-Healthcare | 0.69% | +0.11% | +52.23% | |
| 26 | MMM | 3m Co | Stock-Industrials | 0.69% | -0.19% | -20.51% | |
| 27 | MA | Mastercard Inc - A | Stock-Financials | 0.69% | -0.42% | -31.90% | |
| 28 | T | At&t Inc | Stock-Comm Services | 0.69% | -0.22% | +18.90% | |
| 29 | PEP | Pepsico Inc | Stock-Consumer Staples | 0.68% | -0.08% | +14.86% | |
| 30 | TJX | Tjx Companies Inc | Stock-Consumer Disc | 0.67% | +0.08% | +34.67% | |
| 31 | COST | Costco Wholesale CORP | Stock-Consumer Staples | 0.65% | -0.32% | -19.41% | |
| 32 | BRK-B | Berkshire Hathaway Inc-cl B | Stock-Other | 0.65% | +0.04% | +13.67% | |
| 33 | TER | Teradyne Inc | Stock-Tech | 0.64% | +0.29% | +26.45% | |
| 34 | RBLX | Roblox CORP -class A | Stock-Comm Services | 0.63% | +0.13% | +49.58% | |
| 35 | LLY | Eli Lilly & Co | Stock-Healthcare | 0.63% | -0.55% | -53.81% | |
| 36 | WDC | Western Digital CORP | Stock-Tech | 0.62% | +0.43% | +51.88% | |
| 37 | GM | General Motors Co | Stock-Consumer Disc | 0.61% | -0.05% | +1.33% | |
| 38 | MCK | Mckesson CORP | Stock-Healthcare | 0.61% | +0.10% | +55.61% | |
| 39 | LRCX | Lam Research CORP | Stock-Tech | 0.60% | -0.30% | -63.19% | |
| 40 | CSCO | Cisco Systems Inc | Stock-Tech | 0.59% | +0.59% | NEW | |
| 41 | LOW | Lowe's Cos Inc | Stock-Consumer Disc | 0.59% | +0.58% | +12293.47% | |
| 42 | NOC | Northrop Grumman CORP | Stock-Industrials | 0.59% | +0.22% | +140.91% | |
| 43 | CME | Cme Group Inc | Stock-Financials | 0.57% | +0.50% | +1134.85% | |
| 44 | NTRA | Natera Inc | Stock-Healthcare | 0.55% | +0.28% | +65.93% | |
| 45 | BAC | Bank Of America CORP | Stock-Financials | 0.55% | +0.15% | +32.33% | |
| 46 | GILD | Gilead Sciences Inc | Stock-Healthcare | 0.54% | +0.31% | +188.06% | |
| 47 | BKNG | Booking Holdings Inc | Stock-Consumer Disc | 0.54% | +0.32% | +6405.92% | |
| 48 | SCHW | Schwab (charles) CORP | Stock-Financials | 0.50% | +0.50% | NEW | |
| 49 | Q | Qnity Electronics Inc | Stock-Tech | 0.49% | +0.38% | +252.18% | |
| 50 | AMGN | Amgen Inc | Stock-Healthcare | 0.49% | +0.36% | +313.65% |
1–50 of 200
Portfolio Performance
Performance for Q3 2026
+4.1%
Performance Last 4 Quarters
+26.5%
- Stdev
- +13.5%
- Beta
- +1.01
- Alpha
- +1%
- Max Drawdown
- -7.4%
- Annualized Perf
- +22.4%
- Batting Avg vs S&P
- +58.3%
- Sortino
- +3.28
- Stutzer
- +0.46
- Treynor
- +0.21
- Sterling
- +1.41
- Calmar
- +3.03
- Information Ratio
- +0.4
- Tracking Error
- +3.2%
- Stdev Down
- +6.5%
- Winning Months %
- +72.2%
- Losing Months %
- +27.8%
- Best 12 Months
- +35.2%
- Worst 12 Months
- +8.2%
- Efficiency Ratio
- +0.68
- Sharpe
- +1.58
- Stdev Sectors
- +8.4%
- Skewness
- -0.01
- Kurtosis
- -0.3
- Upside Potential
- +4.81
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 702 | $29.1B | 64 | ||
| 2026 Q1 | 593 | $25.9B | 62 | ||
| 2025 Q4 | 568 | $25.8B | 63 | ||
| 2025 Q3 | 500 | $23.1B | 93 | ||
| 2025 Q2 | 481 | $20.1B | 0 | ||
| 2025 Q1 | 413 | $15.9B | 100 | ||
| 2024 Q4 | 432 | $15.4B | 0 | ||
| 2024 Q3 | 431 | $13.7B | 0 | ||
| 2024 Q2 | 404 | $11.0B | 0 | ||
| 2024 Q1 | 346 | $8.1B | 0 | ||
| 2023 Q4 | 334 | $7.1B | 0 | ||
| 2023 Q3 | 346 | $6.5B | 0 | ||
| 2023 Q2 | 353 | $5.9B | 0 | ||
| 2023 Q1 | 346 | $5.4B | 0 | ||
| 2022 Q4 | 320 | $4.4B | 0 | ||
| 2022 Q3 | 314 | $4.1B | 0 | ||
| 2022 Q2 | 287 | $3.5B | 0 | ||
| 2022 Q1 | 288 | $4.1B | 0 | ||
| 2021 Q4 | 304 | $5.0B | 0 | ||
| 2021 Q3 | 317 | $4.6B | 0 | ||
| 2021 Q2 | 325 | $4.5B | 83 | ||
| 2021 Q1 | 342 | $4.7B | 38 | ||
| 2020 Q4 | 346 | $4.6B | 42 | ||
| 2020 Q3 | 329 | $4.2B | 42 | ||
| 2020 Q2 | 334 | $4.3B | 40 | ||
| 2020 Q1 | 320 | $4.1B | 57 | ||
| 2019 Q4 | 313 | $5.2B | 37 | ||
| 2019 Q3 | 300 | $5.1B | 48 | ||
| 2019 Q2 | 301 | $5.3B | 44 | ||
| 2019 Q1 | 301 | $4.2B | 51 | ||
| 2018 Q4 | 308 | $3.4B | 44 | ||
| 2018 Q3 | 285 | $3.0B | 35 | ||
| 2018 Q2 | 266 | $2.6B | 0 |
Holding changes this quarter
Worldquant Millennium Advisors LLC's most significant position changes for 2026-06-30: New buy: Intel CORP (INTC); New buy: Advanced Micro Devices (AMD); New buy: Cisco Systems Inc (CSCO); New buy: Schwab (charles) CORP (SCHW); New buy: Medtronic plc (MDT).
Showing top 200 changes by size (of 790 total)
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | INTU | Intuit Inc | +1.4% | +77937.86% | Add |
| 2 | INTC | Intel CORP | +1.1% | NEW | New buy |
| 3 | AMD | Advanced Micro Devices | +0.8% | NEW | New buy |
| 4 | FTNT | Fortinet Inc | +0.7% | +39790.44% | Add |
| 5 | ICE | Intercontinental Exchange In | +0.6% | +544.45% | Add |
| 6 | KLAC | Kla CORP | +0.6% | +1811.15% | Add |
| 7 | CSCO | Cisco Systems Inc | +0.6% | NEW | New buy |
| 8 | LOW | Lowe's Cos Inc | +0.6% | +12293.47% | Add |
| 9 | CME | Cme Group Inc | +0.5% | +1134.85% | Add |
| 10 | SCHW | Schwab (charles) CORP | +0.5% | NEW | New buy |
| 11 | REGN | Regeneron Pharmaceuticals | +0.5% | +251.62% | Add |
| 12 | MDT | Medtronic plc | +0.5% | NEW | New buy |
| 13 | ISRG | Intuitive Surgical Inc | +0.5% | +166.40% | Add |
| 14 | WDC | Western Digital CORP | +0.4% | +51.88% | Add |
| 15 | AZO | Autozone Inc | +0.4% | +1696.20% | Add |
| 16 | FDX | Fedex CORP | +0.4% | +825.64% | Add |
| 17 | TEAM | Atlassian Corp-cl A | +0.4% | NEW | New buy |
| 18 | BA | Boeing Co/the | +0.4% | +4329.76% | Add |
| 19 | Q | Qnity Electronics Inc | +0.4% | +252.18% | Add |
| 20 | KEYS | Keysight Technologies In | +0.4% | NEW | New buy |
| 21 | C | Citigroup Inc | +0.4% | +76.36% | Add |
| 22 | AMGN | Amgen Inc | +0.4% | +313.65% | Add |
| 23 | JNJ | Johnson & Johnson | +0.3% | +41919.45% | Add |
| 24 | CASY | Casey's General Stores Inc | +0.3% | NEW | New buy |
| 25 | BKNG | Booking Holdings Inc | +0.3% | +6405.92% | Add |
| 26 | GILD | Gilead Sciences Inc | +0.3% | +188.06% | Add |
| 27 | URI | United Rentals Inc | +0.3% | +214.21% | Add |
| 28 | TER | Teradyne Inc | +0.3% | +26.45% | Add |
| 29 | BE | Bloom Energy Corp- A | +0.3% | +486.48% | Add |
| 30 | NTRA | Natera Inc | +0.3% | +65.93% | Add |
| 31 | NET | Cloudflare Inc - Class A | +0.3% | NEW | New buy |
| 32 | JPM | Jpmorgan Chase & Co | +0.3% | +30.07% | Add |
| 33 | CAT | Caterpillar Inc | +0.3% | +83.28% | Add |
| 34 | STE | STERIS plc | +0.3% | NEW | New buy |
| 35 | CLX | Clorox Company | +0.3% | NEW | New buy |
| 36 | LYV | Live Nation Entertainment In | +0.3% | NEW | New buy |
| 37 | CTAS | Cintas CORP | +0.3% | NEW | New buy |
| 38 | CDNS | Cadence Design Sys Inc | +0.3% | +377.62% | Add |
| 39 | GIS | General Mills Inc | +0.3% | +676.63% | Add |
| 40 | LHX | L3harris Technologies Inc | +0.3% | +534.41% | Add |
| 41 | KR | Kroger Co | +0.3% | +1190.45% | Add |
| 42 | CI | THE Cigna Group | +0.2% | +123.37% | Add |
| 43 | WMT | Walmart Inc | +0.2% | +181.22% | Add |
| 44 | CPRT | Copart Inc | +0.2% | +339.35% | Add |
| 45 | AMT | American Tower CORP | +0.2% | +316.27% | Add |
| 46 | UAL | United Airlines Holdings Inc | +0.2% | +142.32% | Add |
| 47 | TGT | Target CORP | +0.2% | +9362.18% | Add |
| 48 | NOC | Northrop Grumman CORP | +0.2% | +140.91% | Add |
| 49 | GD | General Dynamics CORP | +0.2% | +130.50% | Add |
| 50 | MPWR | Monolithic Power Systems Inc | +0.2% | NEW | New buy |
1–50 of 200
Filing History
FAQ
What is Worldquant Millennium Advisors LLC and what type of investor is it?
Worldquant Millennium Advisors LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $29.1B, spread across 702 disclosed positions.
What are Worldquant Millennium Advisors LLC's largest equity positions?
Based on the latest 13F filing, Worldquant Millennium Advisors LLC's top holdings by market value are:
1. Apple Inc (AAPL) — $1.6B (5.4%)
2. Nvidia CORP (NVDA) — $1.3B (4.5%)
3. Microsoft CORP (MSFT) — $748.4M (2.6%)
4. Amazon.com Inc (AMZN) — $725.1M (2.5%)
5. Alphabet Inc-cl C (GOOG) — $661.8M (2.3%)
What changes did Worldquant Millennium Advisors LLC make in its most recent portfolio filing?
In the latest reported quarter, Worldquant Millennium Advisors LLC made 200 notable position adjustments: 31 new positions were initiated, 77 existing holdings were added to, 83 positions were partially reduced, and 9 were completely exited. The largest of these moves: New buy: Intel CORP (INTC); New buy: Advanced Micro Devices (AMD); New buy: Cisco Systems Inc (CSCO); New buy: Schwab (charles) CORP (SCHW); New buy: Medtronic plc (MDT)
What sectors does Worldquant Millennium Advisors LLC focus on?
Worldquant Millennium Advisors LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Information Technology: 32.4%
• Industrials: 12.6%
• Financials: 11.0%
• Health Care: 11.0%
• Consumer Discretionary: 10.4%
• Communication Services: 8.9%
Investment Profile
Worldquant Millennium Advisors LLC returned an annualized 22.4% over the trailing 36 months — outperforming the S&P 500 by 1.0 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 1.01 (roughly in line with the market) and a 58% quarterly batting average against the index.
Its portfolio is broadly diversified and fast-trading, with 32.4% of the portfolio concentrated in Information Technology.
Its turnover score has risen from 0 to 64 over the past 4 quarters — a shift toward more active trading.
It has added to its AAPL position over the past two quarters (+$250.5M, now $1.6B), while trimming NFLX over the same stretch (-$366.6M, still holding $2.1M).
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Developer Access
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