Stocks/Funds/CIK 1745981

WORLDQUANT MILLENNIUM ADVISORS LLC

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1745981
Assets
$25.93B
+63.4% YoY
Holdings
592
Lifetime alpha vs market
-1.24% annual
Average hold time
3.1 yr
median 2.8 yr

Quarterly history

Cum return +45% vs S&P +52% · α -7% lifetimeAUM $25.9B · peak $25.9BFlow $1.0B (+4%)2018-062019-092020-122022-032023-062024-092025-122026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-11.54%
trims when stocks drop
when a holding falls −10%+
Middle response
-12.29%
baseline attrition
Rally response
-16.10%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
AAPLApple Inc.$1.53B5.9%+14.7%7.5 yr
NVDANVIDIA Corporation$1.31B5.0%+60.9%6.0 yr
MSFTMicrosoft Corporation$1.02B3.9%-0.6%7.5 yr
AMZNAmazon.com, Inc.$633M2.4%+9.5%8.0 yr
GOOGAlphabet Inc.$600M2.3%+84.3%7.8 yr
GOOGLAlphabet Inc.$577M2.2%8.0 yr
MUMicron Technology, Inc.$523M2.0%+289.6%5.3 yr
AVGOBroadcom Inc.$440M1.7%+86.0%6.8 yr
METAMeta Platforms, Inc.$436M1.7%-0.4%7.8 yr
TSLATesla, Inc.$322M1.2%+43.4%7.8 yr
LLYEli Lilly and Company$305M1.2%+12.2%7.5 yr
APHAmphenol Corporation$294M1.1%+93.6%1.8 yr
MAMastercard Incorporated$288M1.1%-8.5%7.0 yr
XOMExxon Mobil Corporation$253M1.0%+47.6%6.5 yr
COSTCostco Wholesale Corpora$251M1.0%+5.9%7.3 yr

Portfolio composition (YoY)

Industry mix
Semiconductors11.1%+3.2pp$2.89B
Internet Content & Information6.3%+2.0pp$1.64B
Consumer Electronics5.9%+0.6pp$1.53B
Software - Infrastructure5.6%-0.4pp$1.45B
Specialty Retail3.7%+0.6pp$971M
Drug Manufacturers - General3.7%-0.1pp$956M
Financial - Credit Services3.4%-0.4pp$875M
Software - Application3.1%-1.9pp$799M
Aerospace & Defense3.0%+0.4pp$785M
Industrial - Machinery2.9%+1.4pp$743M
Country
US97.0%+1.3pp
IE0.8%-0.7pp
CH0.5%+0.1pp
GB0.5%-0.8pp
SG0.3%+0.3pp
CA0.3%+0.3pp
Unknown0.2%+0.1pp
UY0.1%+0.1pp
Top 5: 19.6% · Top 10: 28.5% · Top 25: 42.2%

Winners

TickerPrev $PnLYoY %
NVDA$518M+0.32B60.9%
GOOG$165M+0.14B84.3%
LRCX$64M+0.12B196.1%
AAPL$839M+0.12B14.7%
AVGO$115M+0.10B86.0%

Losers

TickerPrev $PnLYoY %
MA$273M-0.02B-8.5%
ADP$29M-0.01B-31.8%
ZTS$18M-0.00B-27.2%
MSFT$582M-0.00B-0.6%
META$221M-0.00B-0.4%

Top buys this quarter · 15

AAPL Apple Inc.+$294M
MSFT Microsoft Corporation+$268M
AVGO Broadcom Inc.+$213M
ZTS Zoetis Inc.+$199M
DOW Dow Inc.+$159M
WELL Welltower Inc.+$158M
COF Capital One Financial Corporat+$147M
ADP Automatic Data Processing, Inc+$144M
BKR Baker Hughes Company+$139M
DG Dollar General Corporation+$133M

Top sells this quarter · 15

NFLX Netflix, Inc.$332M
AMZN Amazon.com, Inc.$221M
PYPL PayPal Holdings, Inc.exit$203M
TGT Target Corporation$168M
GLW Corning Incorporated$157M
AMD Advanced Micro Devices, Inc.exit$155M
WMT Walmart Inc.$150M
INTC Intel Corporationexit$138M
TPR Tapestry, Inc.$132M
FTNT Fortinet, Inc.$129M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$25.93B592+17.82%+17.59%+0.23%+1.02B
2025-12-31$25.78B568+16.67%+17.72%-1.04%+1.89B
2025-09-30$23.15B499+15.05%+17.52%-2.47%+1.54B
2025-06-30$20.13B481+15.75%+14.94%+0.80%+2.66B
2025-03-31$15.87B413+7.01%+8.30%-1.29%+1.09B
2024-12-31$15.44B432+21.98%+24.89%-2.91%+1.53B
2024-09-30$13.67B431+33.89%+36.04%-2.15%+1.82B
2024-06-30$10.97B404+19.62%+24.49%-4.87%+2.72B
2024-03-31$8.11B346+25.32%+29.62%-4.30%+0.31B
2023-12-31$7.15B334+20.56%+26.18%-5.62%-0.09B
2023-09-30$6.48B346+14.28%+21.57%-7.29%+0.78B
2023-06-30$5.91B353+14.75%+19.42%-4.68%+0.15B
2023-03-31$5.40B346-8.37%-7.82%-0.55%+0.80B
2022-12-31$4.39B320+5.89%+7.56%-1.68%+0.03B
2022-09-30$4.12B314-3.12%-4.93%+1.80%+0.73B
2022-06-30$3.49B287-14.86%-16.11%+1.25%+0.00B