WORLDQUANT MILLENNIUM ADVISORS LLC
Filing Date
Global Rank
#147
/ 8,232
▲ 19
Top Industry
Semiconductors
9.7%
3Y Alpha vs SPY
-1.8%
Period ended 2 months ago
Filed May 15, 2026 · 30d
25 quarters · since Mar 2020
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+68.6%
SPY
+76.3%
Annualised alpha
-1.8%
Max drawdown
−18.0%
Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.
Portfolio Concentration
587 positions · as of Mar 31, 2026 · Δ vs Dec 31, 2025Top Position
6.0%
+0.7 pts
Top 5
20.0%
−0.3 pts
Top 10
28.0%
−0.3 pts
HHI
136
Diversified+1
Portfolio Trend
25 quarters · across all stocks
Sector Breakdown
As of Mar 31, 2026| Sector | % Portfolio | Value |
|---|---|---|
| Technology | 32.5% | $8,222,580,930 |
| Financial Services | 11.5% | $2,911,045,503 |
| Industrials | 10.9% | $2,753,297,141 |
| Healthcare | 10.4% | $2,628,783,429 |
| Consumer Cyclical | 9.7% | $2,444,365,253 |
| Communication Services | 7.6% | $1,931,623,823 |
| Consumer Defensive | 5.5% | $1,402,211,393 |
| Energy | 5.1% | $1,284,823,190 |
| Basic Materials | 2.5% | $643,317,247 |
| Real Estate | 2.3% | $586,517,224 |
| Utilities | 1.9% | $484,558,918 |
| Unclassified | 0.1% | $13,329,493 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| DOW | Dow Inc. | +3,806,561 | 4,128,609 | $171,956,564 | |
| TTD | Trade Desk, Inc. | +3,640,456 | 5,695,191 | $129,223,883 | |
| SOFI | SoFi Technologies, Inc. | +3,483,945 | 5,418,013 | $86,038,046 | |
| CMG | Chipotle Mexican Grill Inc | +2,859,388 | 3,801,388 | $121,682,429 | |
| BKR | Baker Hughes Co | +2,270,052 | 2,283,164 | $139,387,162 | |
| F | Ford Motor Co | +1,929,290 | 3,027,048 | $34,932,133 | |
| ZTS | Zoetis Inc. | +1,680,057 | 1,818,443 | $214,958,147 | |
| WMB | Williams Companies, Inc. | +1,621,840 | 1,660,902 | $120,880,447 | |
| T | At&T Inc. | +1,571,641 | 8,170,576 | $236,864,998 | |
| DD | DuPont de Nemours, Inc. | +1,357,573 | 1,379,041 | $63,160,077 | |
| GM | General Motors Co | +1,350,234 | 2,282,579 | $170,052,135 | |
| NOW | ServiceNow, Inc. | +1,245,720 | 1,442,003 | $150,761,413 | |
| BMY | Bristol Myers Squibb Co | +1,222,514 | 3,392,094 | $205,730,501 | |
| CL | Colgate Palmolive Co | +1,217,261 | 1,824,576 | $155,508,612 | |
| OXY | Occidental Petroleum Corp /De/ | +1,204,852 | 1,225,765 | $79,674,725 | |
| AAPL | Apple Inc. | +1,158,222 | 6,026,560 | $1,529,480,662 | |
| BX | Blackstone Inc. | +1,151,992 | 1,395,240 | $160,438,647 | |
| ABT | Abbott Laboratories | +1,139,680 | 1,460,961 | $149,996,865 | |
| DG | Dollar General Corp | +1,123,902 | 1,274,005 | $151,262,613 | |
| TOST | Toast, Inc. | +998,791 | 3,938,703 | $104,415,016 | |
| ANET | Arista Networks, Inc. | +843,491 | 1,250,844 | $153,578,626 | |
| MMM | 3M Co | +829,607 | 1,567,698 | $227,676,780 | |
| PEP | Pepsico Inc | +807,223 | 1,277,320 | $198,355,022 | |
| COF | Capital One Financial Corp | +804,899 | 861,238 | $157,115,648 | |
| WELL | Welltower Inc. | +799,103 | 863,293 | $170,681,659 | |
| No positions match the current search. | |||||
Trimmed
Positions the filer reduced
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| NFLX | Netflix Inc | −3,450,840 | 481,928 | $46,337,377 | |
| FISV | Fiserv Inc | −2,549,780 | 236,063 | $13,172,315 | |
| FTNT | Fortinet, Inc. | −1,578,925 | 3,441 | $281,198 | |
| TGT | Target Corp | −1,389,611 | 5,405 | $655,086 | |
| WMT | Walmart Inc. | −1,205,786 | 383,680 | $47,683,750 | |
| LYB | LyondellBasell Industries N.V. | −1,166,004 | 473,259 | $38,125,745 | |
| GLW | Corning Inc /Ny | −1,156,767 | 365,480 | $49,694,315 | |
| BSX | Boston Scientific Corp | −1,112,856 | 2,274,140 | $142,702,285 | |
| AMZN | Amazon Com Inc | −1,061,220 | 3,039,391 | $633,013,963 | |
| TPR | Tapestry, Inc. | −932,340 | 7,677 | $1,083,301 | |
| EL | Estee Lauder Companies Inc | −877,179 | 7,649 | $548,968 | |
| EXC | Exelon Corp | −774,486 | 914,995 | $44,853,054 | |
| MRSH | Marsh & Mclennan Companies, Inc. | −773,762 | 119,171 | $20,670,209 | |
| IBKR | Interactive Brokers Group, Inc. | −751,019 | 359,995 | $24,144,864 | |
| SNAP | Snap Inc | −713,207 | 1,495,710 | $6,880,266 | |
| KR | Kroger Co | −663,847 | 112,281 | $8,124,653 | |
| ACGL | Arch Capital Group Ltd. | −656,338 | 239,466 | $22,986,341 | |
| MO | Altria Group, Inc. | −639,759 | 542,469 | $35,797,529 | |
| DELL | Dell Technologies Inc. | −597,829 | 90,747 | $14,894,305 | |
| CNH | CNH Industrial N.V. | −575,250 | 2,709,079 | $29,799,869 | |
| UNP | Union Pacific Corp | −506,095 | 65,719 | $15,944,743 | |
| NRG | Nrg Energy, Inc. | −500,849 | 1,728 | $252,529 | |
| ES | Eversource Energy | −488,560 | 291,574 | $20,200,246 | |
| BAC | Bank Of America Corp /De/ | −486,910 | 2,118,660 | $103,284,675 | |
| VST | Vistra Corp. | −476,820 | 3,176 | $477,448 | |
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarter
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| VZ | Verizon Communications Inc | 1,826,644 | $91,697,528 | |
| TER | Teradyne, Inc | 306,227 | $90,784,056 | |
| ACN | Accenture plc | 445,732 | $88,384,198 | |
| ADM | Archer-Daniels-Midland Co | 839,571 | $61,028,415 | |
| KLAC | Kla Corp | 41,354 | $60,890,043 | |
| CTVA | Corteva, Inc. | 696,103 | $58,270,782 | |
| IDXX | Idexx Laboratories Inc /De | 98,355 | $55,264,690 | |
| P | Everpure, Inc. | 834,793 | $49,286,178 | |
| SNOW | Snowflake Inc. | 313,501 | $47,282,220 | |
| UNH | Unitedhealth Group Inc | 164,216 | $44,435,207 | |
| EXE | EXPAND ENERGY Corp | 385,934 | $42,367,834 | |
| MDB | MongoDB, Inc. | 170,124 | $41,641,251 | |
| HSY | Hershey Co | 191,201 | $39,748,775 | |
| EXPD | Expeditors International Of Washington Inc | 265,528 | $38,031,575 | |
| VEEV | Veeva Systems Inc | 210,086 | $36,903,706 | |
| EQIX | Equinix Inc | 34,540 | $33,857,489 | |
| CRH | Crh Public Ltd Co | 316,754 | $33,297,180 | |
| NUE | Nucor Corp | 192,141 | $32,491,043 | |
| FLUT | Flutter Entertainment plc | 318,267 | $32,447,320 | |
| ZS | Zscaler, Inc. | 226,781 | $31,815,106 | |
| SYF | Synchrony Financial | 459,198 | $31,234,647 | |
| ORLY | O Reilly Automotive Inc | 322,677 | $29,786,313 | |
| STT | State Street Corp | 231,432 | $29,290,033 | |
| HUM | Humana Inc | 165,118 | $28,629,810 | |
| CHTR | Charter Communications, Inc. /Mo/ | 130,488 | $28,169,749 | |
| No positions match the current search. | ||||
Sold Out
Positions the filer fully exited
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| PYPL | PayPal Holdings, Inc. | 4,479,661 | $261,522,609 | |
| AMD | Advanced Micro Devices Inc | 763,958 | $163,609,245 | |
| INTC | Intel Corp | 3,119,928 | $115,125,343 | |
| CB | Chubb Ltd | 300,295 | $93,728,075 | |
| HPE | Hewlett Packard Enterprise Co | 3,632,514 | $87,252,986 | |
| MRVL | Marvell Technology, Inc. | 942,608 | $80,102,827 | |
| CTAS | Cintas Corp | 417,115 | $78,446,818 | |
| PSA | Public Storage | 259,181 | $67,257,469 | |
| ABNB | Airbnb, Inc. | 468,254 | $63,551,432 | |
| TEAM | Atlassian Corp | 332,180 | $53,859,665 | |
| ODFL | Old Dominion Freight Line, Inc. | 337,792 | $52,965,785 | |
| CAH | Cardinal Health Inc | 251,199 | $51,621,394 | |
| VRTX | Vertex Pharmaceuticals Inc / Ma | 108,002 | $48,963,786 | |
| ETN | Eaton Corp plc | 153,654 | $48,940,335 | |
| CF | CF Industries Holdings, Inc. | 608,667 | $47,074,305 | |
| TSCO | Tractor Supply Co /De/ | 878,260 | $43,921,782 | |
| PAYX | Paychex Inc | 383,853 | $43,060,629 | |
| WSM | Williams Sonoma Inc | 236,178 | $42,179,029 | |
| CVNA | Carvana Co. | 97,913 | $41,321,244 | |
| JBL | Jabil Inc | 164,705 | $37,556,034 | |
| CRM | Salesforce, Inc. | 140,612 | $37,249,524 | |
| UBER | Uber Technologies, Inc | 420,497 | $34,358,809 | |
| RJF | Raymond James Financial Inc | 213,220 | $34,240,999 | |
| HCA | HCA Healthcare, Inc. | 71,215 | $33,247,434 | |
| PM | Philip Morris International Inc. | 186,871 | $29,974,108 | |
| No positions match the current search. | ||||
32 positions ·
$484,558,918 total
· Utilities only
· as of Mar 31, 2026
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| PEG |
Public Service Enterprise Group Inc
Utilities
|
Added | 701,304 | $56,770,558 | 11.72% | |
| EXC |
Exelon Corp
Utilities
|
Reduced | 914,995 | $44,853,054 | 9.26% | |
| PPL |
PPL Corp
Utilities
|
Added | 1,154,000 | $44,082,800 | 9.10% | |
| CNP |
Centerpoint Energy Inc
Utilities
|
Reduced | 1,018,533 | $43,959,884 | 9.07% | |
| SO |
Southern Co
Utilities
|
Added | 376,631 | $36,352,424 | 7.50% | |
| DUK |
Duke Energy CORP
Utilities
|
Reduced | 229,238 | $30,016,423 | 6.19% | |
| ED |
Consolidated Edison Inc
Utilities
|
Reduced | 263,093 | $29,776,865 | 6.15% | |
| AEE |
Ameren Corp
Utilities
|
Reduced | 189,177 | $20,794,335 | 4.29% | |
| ES |
Eversource Energy
Utilities
|
Reduced | 291,574 | $20,200,246 | 4.17% | |
| DTE |
Dte Energy Co
Utilities
|
Reduced | 133,558 | $19,528,850 | 4.03% | |
| PCG |
PG&E Corp
Utilities
|
Added | 1,061,879 | $18,657,214 | 3.85% | |
| AEP |
American Electric Power Co Inc
Utilities
|
Reduced | 127,611 | $16,727,249 | 3.45% | |
| NI |
Nisource Inc.
Utilities
|
Reduced | 319,362 | $14,901,430 | 3.08% | |
| CMS |
Cms Energy Corp
Utilities
|
Reduced | 169,222 | $13,128,242 | 2.71% | |
| ATO |
Atmos Energy Corp
Utilities
|
Added | 68,088 | $12,577,215 | 2.60% | |
| XEL |
Xcel Energy Inc
Utilities
|
Added | 140,191 | $11,136,773 | 2.30% | |
| AWK |
American Water Works Company, Inc.
Utilities
|
Added | 61,659 | $8,391,173 | 1.73% | |
| EIX |
Edison International
Utilities
|
Reduced | 110,640 | $8,096,635 | 1.67% | |
| PNW |
Pinnacle West Capital Corp
Utilities
|
Reduced | 72,175 | $7,271,631 | 1.50% | |
| EVRG |
Evergy, Inc.
Utilities
|
Added | 85,395 | $6,995,558 | 1.44% | |
| SRE |
Sempra
Utilities
|
Added | 64,118 | $6,230,346 | 1.29% | |
| IDA |
Idacorp Inc
Utilities
|
Added | 21,547 | $3,080,574 | 0.64% | |
| WEC |
Wec Energy Group, Inc.
Utilities
|
Added | 22,214 | $2,571,714 | 0.53% | |
| NEE |
Nextera Energy Inc
Utilities
|
Added | 20,946 | $1,945,464 | 0.40% | |
| OGE |
Oge Energy Corp.
Utilities
|
Added | 29,681 | $1,423,500 | 0.29% | |
| BEPC |
Brookfield Renewable Corp
Utilities
|
Reduced | 32,240 | $1,284,119 | 0.27% | |
| D |
Dominion Energy, Inc
Utilities
|
Added | 19,563 | $1,209,384 | 0.25% | |
| CEG |
Constellation Energy Corp
Utilities
|
Added | 3,026 | $845,010 | 0.17% | |
| FE |
Firstenergy Corp
Utilities
|
NEW | 10,933 | $553,865 | 0.11% | |
| VST |
Vistra Corp.
Utilities
|
Reduced | 3,176 | $477,448 | 0.10% | |
| ETR |
Entergy Corp /De/
Utilities
|
Added | 4,151 | $466,406 | 0.10% | |
| NRG |
Nrg Energy, Inc.
Utilities
|
Reduced | 1,728 | $252,529 | 0.05% |