SEC 13F Intelligence

Managers / Q3 2020 · view latest →

WORLDQUANT MILLENNIUM ADVISORS LLC

CIK 0001745981 · 399 PARK AVENUE, NEW YORK, NY, 10022 · (212) 841-4100

Reported Value
$4.2B
Q3 2020
Positions
329
Filings on Record
30
2019–present window
Filed
Nov 16, 2020
original filing

Summary

Worldquant Millennium Advisors LLC reported $4.2B in U.S.-listed holdings across 329 positions for Q3 2020.

Its largest position, AAPL, represents 4.0% of the portfolio.

Compared with Q2 2020, the fund opened 33 new positions and exited 38.

Portfolio Metrics

Turnover
+19.6%
vs prior filed quarter
Top-10 Concentration
+20.3%
share of reported value
Largest Position
+4.0%
Apple
New / Exited
33 / 38
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $3.4BQ4 ’18Q1 ’19: $4.2BQ2 ’19: $5.3BQ3 ’19: $5.1BQ4 ’19: $5.2BQ4 ’19Q1 ’20: $4.1BQ2 ’20: $4.3BQ3 ’20: $4.2BQ4 ’20: $4.6BQ4 ’20Q1 ’21: $4.7BQ2 ’21: $4.5BQ3 ’21: $4.6BQ4 ’21: $5.0BQ4 ’21Q1 ’22: $4.1BQ2 ’22: $3.5BQ3 ’22: $4.1BQ1 ’23: $5MQ1 ’23Q3 ’23: $6.5BQ4 ’23: $7.1BQ1 ’24: $8.1BQ2 ’24: $11.0BQ2 ’24Q3 ’24: $13.7BQ4 ’24: $15.4BQ1 ’25: $15.9BQ2 ’25: $20.1BQ2 ’25Q3 ’25: $23.1BQ4 ’25: $25.8BQ1 ’26: $25.9Bfilingsflow.com

Portfolio Composition

By security type
Common Stock: 94.5%REIT: 3.0%Other: 2.5%
  • Common Stock · 94.5% · $4.0B
  • REIT · 3.0% · $128M
  • Other · 2.5% · $106M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
LRCXEURLAM RESEARCH CORPNEW+68.0K68.0K+$23M$23M
XLNXEURXILINX INCNEW+197.5K197.5K+$21M$21M
MLB1MERCADOLIBRE INCNEW+14.3K14.3K+$16M$16M
OPTUALTICE USA INCNEW+561.3K561.3K+$15M$15M
LMTLOCKHEED MARTIN CORPNEW+36.5K36.5K+$14M$14M
EXKEXACT SCIENCES CORPNEW+136.8K136.8K+$14M$14M
ADIANALOG DEVICES INCNEW+118.2K118.2K+$14M$14M
CLXCLOROX CO DELNEW+62.7K62.7K+$13M$13M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2020

49 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1AAPLAPPLE INChistory →COM3.99%$168M1.45M
2AMZNAMAZON COM INChistory →COM3.47%$147M46.6K
3MSFTMICROSOFT CORPhistory →COM3.19%$135M639.8K
4METAFACEBOOK INChistory →CL A1.79%$75M287.8K
5VVISA INChistory →COM CL A1.51%$64M319.2K
6INTCINTEL CORPhistory →COM1.45%$61M1.18M
7GOOGLALPHABET INCCAP STK CL A · CAP STK CL C1.36%$57M39.0K
8PYPLPAYPAL HLDGS INChistory →COM1.31%$55M280.3K
9EBAEBAY INC.history →COM1.23%$52M995.7K
10SPGIS&P GLOBAL INChistory →COM1.21%$51M141.8K
11ADBEADOBE SYSTEMS INCORPORATEDhistory →COM1.19%$50M102.4K
12LOWLOWES COS INChistory →COM1.15%$49M292.4K
13ATVIEURACTIVISION BLIZZARD INChistory →COM1.14%$48M596.3K
14AMDADVANCED MICRO DEVICES INChistory →COM1.10%$46M566.9K
15MRKMERCK & CO. INChistory →COM1.10%$46M558.6K
16FDXFEDEX CORPhistory →COM1.05%$44M176.8K
17PFEPFIZER INChistory →COM1.03%$43M1.18M
18CSXCSX CORPhistory →COM0.92%$39M497.4K
19WMTWALMART INChistory →COM0.88%$37M265.4K
20WDAYWORKDAY INChistory →CL A0.86%$36M169.2K
21BMYBRISTOL-MYERS SQUIBB COhistory →COM0.82%$35M575.2K
22JNJJOHNSON & JOHNSONhistory →COM0.77%$33M219.4K
23MASMASCO CORPhistory →COM0.77%$33M591.0K
24DC4DEXCOM INChistory →COM0.76%$32M77.4K
25CRMSALESFORCE COM INChistory →COM0.76%$32M126.8K
26EQIXEQUINIX INChistory →COM0.74%$31M41.3K
27ICEINTERCONTINENTAL EXCHANGE INhistory →COM0.71%$30M299.5K
28HO1HOLOGIC INChistory →COM0.70%$29M443.0K
29AMATAPPLIED MATLS INChistory →COM0.70%$29M494.0K
30KSUEURKANSAS CITY SOUTHERNhistory →COM NEW0.68%$28M157.6K
31NKENIKE INChistory →CL B0.66%$28M221.8K
32SBACSBA COMMUNICATIONS CORP NEWhistory →CL A0.63%$27M83.9K
33PAYXPAYCHEX INChistory →COM0.62%$26M329.5K
34AVTRAVANTOR INChistory →COM0.62%$26M1.16M
35VRTXVERTEX PHARMACEUTICALS INChistory →COM0.61%$26M95.3K
36FISVFISERV INChistory →COM0.61%$26M250.8K
37BACVERIZON COMMUNICATIONS INChistory →COM0.59%$25M419.8K
38CHTRCHARTER COMMUNICATIONS INC Nhistory →CL A0.59%$25M39.6K
39LHXL3HARRIS TECHNOLOGIES INChistory →COM0.58%$25M145.2K
40OKEONEOK INC NEWhistory →COM0.57%$24M921.6K
41ELVANTHEM INChistory →COM0.56%$24M88.3K
42CCL1EURCARNIVAL CORPhistory →UNIT 99/99/99990.56%$24M1.55M
43PGPROCTER AND GAMBLE COhistory →COM0.54%$23M163.1K
44NOWSERVICENOW INChistory →COM0.54%$23M46.6K
45UNPUNION PAC CORPhistory →COM0.53%$23M114.6K
46LRCXEURLAM RESEARCH CORPhistory →COM0.53%$23M68.0K
47CTSHCOGNIZANT TECHNOLOGY SOLUTIOhistory →CL A0.52%$22M316.2K
48DBXDROPBOX INChistory →CL A0.51%$22M1.13M
49ADSKAUTODESK INChistory →COM0.51%$22M93.5K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$25.9B593May 15, 202613F-HRchanges · EDGAR ↗
Q4 2025$25.8B568Feb 17, 202613F-HRchanges · EDGAR ↗
Q3 2025$23.1B500Nov 14, 202513F-HRchanges · EDGAR ↗
Q2 2025$20.1B481Aug 14, 202513F-HRchanges · EDGAR ↗
Q1 2025$15.9B413May 15, 202513F-HRchanges · EDGAR ↗
Q4 2024$15.4B432Feb 14, 202513F-HRchanges · EDGAR ↗
Q3 2024$13.7B431Nov 14, 202413F-HRchanges · EDGAR ↗
Q2 2024$11.0B404Aug 14, 202413F-HRchanges · EDGAR ↗
Q1 2024$8.1B346May 15, 202413F-HRchanges · EDGAR ↗
Q4 2023$7.1B334Feb 14, 202413F-HRchanges · EDGAR ↗
Q3 2023$6.5B346Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023Under review353Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$5M346May 15, 202313F-HRchanges · EDGAR ↗
Q4 2022Under review320Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$4.1B314Nov 14, 202213F-HRchanges · EDGAR ↗
Q2 2022$3.5B287Aug 15, 202213F-HRchanges · EDGAR ↗
Q1 2022$4.1B288May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$5.0B304Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$4.6B317Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$4.5B325Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$4.7B342May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$4.6B346Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$4.2B329Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$4.3B334Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$4.1B320May 14, 202013F-HRchanges · EDGAR ↗
Q4 2019$5.2B313Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$5.1B300Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$5.3B301Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$4.2B301May 14, 201913F-HRchanges · EDGAR ↗
Q4 2018$3.4B308Feb 14, 201913F-HRchanges · EDGAR ↗

Other Included Managers

This filing reports holdings on behalf of 1 additional manager.

  • MILLENNIUM MANAGEMENT LLC028-10684

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.