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Hedge fund

Worldquant Millennium Advisors LLC

13F for June 30, 2026, filed August 14, 2026 · SEC CIK 1745981

Reported value
$29.1bn
96% in companies we cover
Positions we cover
684
Largest AAPL 5.4%
Copy, a year
+13.9%
S&P 500 +14.3%
Copy Sharpe ratio
0.63
S&P 500 0.67

How copying its 13F would have done

$10.0k$20.0k 201820192020202120222023202420252026 $30.0k$29.2k
CopyS&P 500 $10,000 copying Worldquant Millennium Advisors LLC's filed holdings in companies we cover from August 17, 2018, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −33.0% (S&P 500 −31.8%); beta 1.03; alpha −0.6% a year (t = −0.48); last 12 months +16.9% against +12.1%.

Reported value by quarter

Worldquant Millennium Advisors LLC: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).
$0 $10B $20B $30B Reported value, 2018-06-30: $2.6B Reported value, 2018-09-30: $3B Reported value, 2018-12-31: $3.4B Reported value, 2019-03-31: $4.2B Reported value, 2019-06-30: $5.3B Reported value, 2019-09-30: $5.1B Reported value, 2019-12-31: $5.2B Reported value, 2020-03-31: $4.1B Reported value, 2020-06-30: $4.3B Reported value, 2020-09-30: $4.2B Reported value, 2020-12-31: $4.6B Reported value, 2021-03-31: $4.7B Reported value, 2021-06-30: $4.5B Reported value, 2021-09-30: $4.6B Reported value, 2021-12-31: $5B Reported value, 2022-03-31: $4.1B Reported value, 2022-06-30: $3.5B Reported value, 2022-09-30: $4.1B Reported value, 2022-12-31: $4.4B Reported value, 2023-03-31: $5.4M Reported value, 2023-06-30: $5.9B Reported value, 2023-09-30: $6.5B Reported value, 2023-12-31: $7.1B Reported value, 2024-03-31: $8.1B Reported value, 2024-06-30: $11B Reported value, 2024-09-30: $13.7B Reported value, 2024-12-31: $15.4B Reported value, 2025-03-31: $15.9B Reported value, 2025-06-30: $20.1B Reported value, 2025-09-30: $23.1B Reported value, 2025-12-31: $25.8B Reported value, 2026-03-31: $25.9B Reported value, 2026-06-30: $29.1B 2018-06-30 2020-03-31 2021-12-31 2023-09-30 2026-06-30 $29.1B
View chart data
Period Reported value
2018-06-30 $2.6B
2018-09-30 $3B
2018-12-31 $3.4B
2019-03-31 $4.2B
2019-06-30 $5.3B
2019-09-30 $5.1B
2019-12-31 $5.2B
2020-03-31 $4.1B
2020-06-30 $4.3B
2020-09-30 $4.2B
2020-12-31 $4.6B
2021-03-31 $4.7B
2021-06-30 $4.5B
2021-09-30 $4.6B
2021-12-31 $5B
2022-03-31 $4.1B
2022-06-30 $3.5B
2022-09-30 $4.1B
2022-12-31 $4.4B
2023-03-31 $5.4M
2023-06-30 $5.9B
2023-09-30 $6.5B
2023-12-31 $7.1B
2024-03-31 $8.1B
2024-06-30 $11B
2024-09-30 $13.7B
2024-12-31 $15.4B
2025-03-31 $15.9B
2025-06-30 $20.1B
2025-09-30 $23.1B
2025-12-31 $25.8B
2026-03-31 $25.9B
2026-06-30 $29.1B

Latest covered holdings and moves

Covered holdings as of June 30, 2026.

CompanyShare of portfolioValueSharesChange in shares
AAPLApple Inc.5.40%$1.6bn5.44M−9.7% Reduced
NVDANVIDIA Corporation4.52%$1.3bn6.58M−12.3% Reduced
MSFTMicrosoft Corporation2.57%$748.4m2.01M−27.2% Reduced
AMZNAmazon2.49%$725.1m3.04M+0.1%
GOOGLAlphabet Inc. (Class A)2.18%$634.7m1.78M−11.5% Reduced
MUMicron Technology1.80%$524.2m454.2K−70.7% Reduced
METAMeta Platforms1.38%$400.8m711.5K−6.5% Reduced
INTUIntuit1.36%$396.0m1.52M+77937.9% Added
TSLATesla, Inc.1.23%$358.2m851.7K−1.8% Reduced
JPMJPMorgan Chase1.21%$352.7m1.08M+30.1% Added
AVGOBroadcom1.17%$340.7m901.9K−36.5% Reduced
INTCIntel1.09%$316.8m2.27MNew
ISRGIntuitive Surgical0.87%$253.3m636.8K+166.4% Added
KLACKLA Corporation0.82%$238.5m790.3K+1811.2% Added
ICEIntercontinental Exchange0.80%$233.0m1.89M+544.5% Added
CCitigroup0.76%$221.6m1.58M+76.4% Added
REGNRegeneron Pharmaceuticals0.76%$220.7m354.0K+251.6% Added
AMDAdvanced Micro Devices0.76%$220.2m379.0KNew
TXNTexas Instruments0.73%$212.0m711.4K+3.1% Added
CMICummins0.72%$211.3m296.2K−2.9% Reduced
FTNTFortinet0.72%$210.9m1.37M+39790.4% Added
RTXRTX Corporation0.72%$210.5m1.11M+32.2% Added
ABTAbbott Laboratories0.69%$201.8m2.22M+52.2% Added
MMM3M0.69%$201.8m1.25M−20.5% Reduced
MAMastercard0.69%$201.6m392.6K−31.9% Reduced
TAT&T0.69%$201.1m9.72M+18.9% Added
PEPPepsiCo0.68%$198.7m1.47M+14.9% Added
TJXTJX Companies0.67%$194.4m1.28M+34.7% Added
COSTCostco0.65%$189.6m202.7K−19.4% Reduced
TERTeradyne0.64%$187.3m387.2K+26.4% Added
RBLXRoblox Corp0.63%$184.8m3.40M+49.6% Added
LLYLilly (Eli)0.63%$183.8m153.3K−53.8% Reduced
WDCWestern Digital0.62%$179.4m280.9K+51.9% Added
GMGeneral Motors0.61%$178.3m2.31M+1.3% Added
MCKMcKesson0.61%$178.2m235.9K+55.6% Added
LRCXLam Research0.60%$174.9m403.6K−63.2% Reduced
CSCOCisco0.59%$172.4m1.47MNew
LOWLowe's0.59%$171.6m778.3K+12293.5% Added
NOCNorthrop Grumman0.59%$170.8m335.3K+140.9% Added
CMECME Group0.57%$165.7m750.4K+1134.9% Added
NTRANatera, Inc.0.55%$160.6m591.5K+65.9% Added
BACBank of America0.55%$159.7m2.80M+32.3% Added
GILDGilead Sciences0.54%$156.1m1.24M+188.1% Added
BKNGBooking Holdings0.54%$156.1m875.8K+6405.9% Added
SCHWCharles Schwab Corporation0.50%$145.4m1.58MNew
QQnity Electronics, Inc.0.49%$143.8m880.4K+252.2% Added
AMGNAmgen0.49%$142.3m393.1K+313.6% Added
FDXFedEx0.48%$141.2m450.8K+825.6% Added
APHAmphenol0.48%$140.0m793.9K−65.9% Reduced
CICigna0.47%$137.0m497.1K+123.4% Added
MDTMedtronic0.47%$135.5m1.73MNew
ROKRockwell Automation0.46%$135.2m273.1K−22.0% Reduced
AZOAutoZone0.46%$134.4m42.0K+1696.2% Added
VLOValero Energy0.46%$133.8m513.7K+30.0% Added
DOWDow Inc.0.45%$130.8m4.78M+15.8% Added
CATCaterpillar Inc.0.45%$130.5m122.6K+83.3% Added
GEGE Aerospace0.44%$129.1m345.4K+25.4% Added
CVXChevron Corporation0.44%$127.0m766.1K−29.9% Reduced
TMUST-Mobile US0.44%$126.9m756.4K+3.9% Added
AMPAmeriprise Financial0.43%$123.9m270.2K+5.8% Added
WMTWalmart0.42%$122.2m1.08M+181.2% Added
GDGeneral Dynamics0.41%$119.7m338.0K+130.5% Added
BABoeing0.40%$116.5m538.1K+4329.8% Added
BMYBristol Myers Squibb0.40%$116.2m2.02M−40.6% Reduced
ZTSZoetis0.40%$115.8m1.61M−11.4% Reduced
TEAMAtlassian Corp0.39%$114.9m1.48MNew
EMEEmcor0.39%$114.4m137.9K+69.4% Added
URIUnited Rentals0.39%$114.2m100.8K+214.2% Added
ANETArista Networks0.39%$113.9m670.5K−46.4% Reduced
KEYSKeysight Technologies0.38%$111.6m318.8KNew
EXPEExpedia Group0.38%$111.6m436.0K+23.2% Added
ADPAutomatic Data Processing0.38%$109.5m488.8K−52.8% Reduced
OXYOccidental Petroleum0.36%$106.1m2.18M+78.2% Added
PGRProgressive Corporation0.36%$103.7m474.9K−7.3% Reduced
ITWIllinois Tool Works0.35%$102.8m380.2K+0.9% Added
CPRTCopart0.34%$99.3m3.52M+339.4% Added
MSMorgan Stanley0.34%$99.0m473.6K−4.5% Reduced
JNJJohnson & Johnson0.33%$97.1m382.4K+41919.5% Added
UALUnited Airlines Holdings0.33%$96.9m712.8K+142.3% Added
XYLXylem Inc.0.33%$96.1m812.9K+12.9% Added
LVSLas Vegas Sands0.33%$96.0m2.08M+3.8% Added
CASYCasey's0.33%$95.2m119.7KNew
LHXL3Harris0.33%$95.0m326.9K+534.4% Added
AMTAmerican Tower0.33%$94.6m578.1K+316.3% Added
OTISOtis Worldwide0.32%$93.9m1.31M+116.3% Added
BEBloom Energy0.32%$91.9m303.6K+486.5% Added
CVSCVS Health0.32%$91.9m888.5K+122.5% Added
CDNSCadence Design Systems Inc0.32%$91.9m244.9K+377.6% Added
SNDKSandisk0.31%$90.7m39.9K−57.5% Reduced
CBRECBRE Group0.31%$90.6m672.9K+55.3% Added
GISGeneral Mills0.31%$90.3m2.60M+676.6% Added
GEVGE Vernova0.30%$88.2m75.1K−41.3% Reduced
KOThe Coca-Cola Company0.30%$87.8m1.08M+247.9% Added
TTTrane Technologies0.30%$86.1m175.3K+118.8% Added
FLEXFlex Ltd.0.29%$84.5m521.1K+12.5% Added
RMDResMed|0.29%$83.7m429.4K+324.4% Added
SYFSynchrony Financial0.28%$82.0m1.08M+134.9% Added
LNGCheniere Energy, Inc.0.28%$81.0m338.8K−13.4% Reduced
KRKroger0.28%$80.5m1.45M+1190.5% Added
NETCloudflare, Inc.0.28%$80.4m327.9KNew
STTState Street Corporation0.27%$78.6m463.5K+100.3% Added
STESteris0.27%$78.5m372.6KNew
CLXClorox0.27%$78.3m820.9KNew
LYVLive Nation Entertainment0.27%$78.2m427.3KNew
CTASCintas0.27%$77.9m458.1KNew
SOFISoFi Technologies, Inc.0.26%$76.3m4.25M−21.5% Reduced
LIILennox International0.26%$75.0m130.9K+81.3% Added
SPGSimon Property Group0.26%$75.0m335.3K−24.7% Reduced
WFCWells Fargo0.26%$74.5m901.9K+39.2% Added
PLTRPalantir Technologies Inc.0.25%$73.9m633.1K+289.3% Added
AAgilent Technologies0.25%$72.7m547.7K−39.2% Reduced
STXSeagate Technology0.25%$72.3m74.9K+3.6% Added
UNHUnitedHealth Group0.25%$72.1m173.4K+5.6% Added
ALLAllstate0.25%$71.5m300.6K−32.3% Reduced
CNCCentene Corporation0.24%$69.5m1.08M−43.9% Reduced
EQIXEquinix0.24%$69.3m66.5K+92.5% Added
SNOWSnowflake Inc.0.24%$69.2m271.9K−13.3% Reduced
COFCapital One0.23%$68.0m338.7K−60.7% Reduced
IRMIron Mountain0.23%$67.8m537.2K−2.0% Reduced
TGTTarget Corporation0.23%$66.8m511.4K+9362.2% Added
NEMNewmont0.23%$66.1m707.4K+41.2% Added
MPWRMonolithic Power Systems, Inc.0.22%$65.2m47.1KNew
QCOMQualcomm0.22%$63.0m341.1K+105.5% Added
ORLYO'Reilly Automotive0.21%$62.5m678.6K+110.3% Added
TROWT. Rowe Price0.21%$62.4m548.7K+20.5% Added
NTAPNetApp0.21%$61.9m400.0K−64.3% Reduced
RSGRepublic Services0.21%$60.2m282.6K−25.8% Reduced
PPLPPL Corporation0.20%$59.8m1.65M+42.6% Added
APDAir Products0.20%$58.9m200.8KNew
PEverpure0.20%$58.0m735.6K−11.9% Reduced
SPGIS&P Global0.19%$56.4m138.5K−34.5% Reduced
CHTRCharter Communications0.19%$55.9m393.1K+201.3% Added
ELVElevance Health0.19%$55.6m143.9KNew
INCYIncyte0.19%$55.2m486.8K−1.4% Reduced
AFRMAffirm Holdings, Inc.0.19%$54.7m670.8KNew
RSReliance, Inc.0.18%$53.9m144.2K+12.8% Added
GSGoldman Sachs0.18%$53.6m53.0K−1.5% Reduced
HPQHP Inc.0.18%$53.5m2.44M−40.1% Reduced
PEGPublic Service Enterprise Group0.18%$52.9m651.2K−7.1% Reduced
UHSUniversal Health Services0.18%$52.6m353.6K+1.8% Added
ADMArcher Daniels Midland0.18%$52.3m684.8K−18.4% Reduced
BKRBaker Hughes0.18%$52.3m942.3K−58.7% Reduced
MOAltria0.18%$52.0m723.1K+33.3% Added
EFXEquifax0.18%$51.8m326.4K−11.3% Reduced
TRMBTrimble Inc.0.18%$51.7m1.01M+28.2% Added
EMREmerson Electric0.17%$50.6m353.4K−47.4% Reduced
AIGAmerican International Group0.17%$50.1m672.4K+173.7% Added
GENGen Digital Inc.0.17%$50.0m2.01M+310.1% Added
SOSouthern Company0.17%$49.0m512.1K+36.0% Added
CVNACarvana0.17%$48.8m740.8KNew
CompanyBought (value)Shares
INTUIntuit$395.4m1.52M
INTCIntel$316.8m2.27M
KLACKLA Corporation$226.0m749.0K
AMDAdvanced Micro Devices$220.2m379.0K
FTNTFortinet$210.3m1.37M
ICEIntercontinental Exchange$196.9m1.60M
CSCOCisco$172.4m1.47M
LOWLowe's$170.2m772.0K
ISRGIntuitive Surgical$158.2m397.8K
REGNRegeneron Pharmaceuticals$157.9m253.3K
BKNGBooking Holdings$153.7m862.3K
CMECME Group$152.3m689.7K
SCHWCharles Schwab Corporation$145.4m1.58M
MDTMedtronic$135.5m1.73M
AZOAutoZone$126.9m39.7K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanySold (value)Shares
MUMicron Technology−$1.3bn−1.09M
LRCXLam Research−$300.3m−693.0K
MSFTMicrosoft Corporation−$279.0m−747.9K
APHAmphenol−$270.4m−1.53M
LLYLilly (Eli)−$214.1m−178.5K
AVGOBroadcom−$195.8m−518.2K
NVDANVIDIA Corporation−$185.2m−925.6K
HWMHowmet Aerospace−$181.2m−674.0K
AAPLApple Inc.−$169.8m−586.9K
WELLWelltower−$169.2m−745.3K
CLColgate-Palmolive−$147.9m−1.61M
BXBlackstone Inc.−$146.1m−1.24M
AXPAmerican Express−$145.5m−430.2K
DGDollar General−$143.6m−1.25M
NOWServiceNow−$138.2m−1.39M

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanyValue last quarterShares
EQTEQT Corporation$68.3m1.07M
VEEVVeeva Systems Inc$36.9m210.1K
FLUTFlutter Entertainment plc$32.4m318.3K
ZSZscaler, Inc.$31.8m226.8K
SYKStryker Corporation$29.9m90.9K
CNHCNH Industrial N.V.$29.8m2.71M
ENTGEntegris Inc$25.2m215.3K
EWEdwards Lifesciences$21.7m270.6K
MRSHMarsh McLennan$20.7m119.2K
MSIMotorola Solutions$17.3m39.9K
ECLEcolab$15.9m59.9K
MCOMoody's Corporation$13.6m31.1K
FISVFiserv$13.2m236.1K
BLDRBuilders Firstsource, Inc.$13.2m160.0K
CDWCDW Corporation$8.3m68.3K
DKSDick's Sporting Goods, Inc.$7.9m40.0K
TTWOTake TWO Interactive Software Inc$6.9m34.9K
GMEDGlobus Medical Inc$6.3m73.6K
ELSEquity Lifestyle Properties Inc$5.9m94.9K
DGXQuest Diagnostics$5.2m26.7K
OWLBlue OWL Capital Inc.$4.9m541.6K
IPInternational Paper$4.9m138.3K
WIXWix.com Ltd.$4.3m48.2K
DUOLDuolingo, Inc.$4.1m41.2K
TYLTyler Technologies Inc$3.9m11.3K
MHKMohawk Industries Inc$3.8m38.5K
BWABorgwarner Inc$3.6m65.8K
VRTVertiv$3.5m13.8K
WINGWingstop Inc.$3.3m21.2K
SFMSprouts Farmers Market, Inc.$3.2m41.1K
  • Technology33.1%
  • Industrials13.6%
  • Financials11.4%
  • Health Care11.4%
  • Consumer Discretionary10.1%
  • Communication Services6.6%
  • Consumer Staples5.1%
  • Energy2.3%
  • Real Estate2.2%
  • Utilities2.2%
  • Materials2.1%

Share of the value held in companies we cover, by sector.

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestAugust 17, 2018 to November 2, 2026+13.9%+14.3%0.630.67−33.0%1.03
Last three yearsNovember 3, 2023 to November 2, 2026+23.3%+21.8%1.271.16−16.1%0.96
Last yearNovember 7, 2025 to November 2, 2026+19.0%+14.2%1.300.84−7.0%0.86

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.