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Livermore
Livermore
ZHEN

Worldquant Millennium Advisors LLC

SEC CIK
0001745981
Latest filing
Aug 14, 2026

The latest 13F from Worldquant Millennium Advisors LLC covers Q2 2026 (filed Aug 14, 2026): 702 long positions worth $29.1B. The top 10 holdings make up 25.2% of the portfolio, and the largest is Apple Inc. (AAPL) at 5.4%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
195
Est. +$3.13B
Added
244
Est. +$6.36B
Reduced
258
Est. −$9.45B
Sold out
86
Est. −$607.7M

Top 5 holdings

Share of this quarter's portfolio value

  1. AAPLApple Inc.
    5.4%$1.57BHistory
  2. NVDANVIDIA Corp
    4.5%$1.32BHistory
  3. MSFTMicrosoft Corp
    2.6%$748.4MHistory
  4. AMZNAmazon Com Inc
    2.5%$725.1MHistory
  5. GOOGAlphabet Inc.
    2.3%$661.8MHistory

Biggest buys

New and added positions, by estimated amount bought

  1. INTUIntuit Inc.
    +$395.4MAddedHistory
  2. INTCIntel Corp
    +$316.8MNewHistory
  3. AMDAdvanced Micro Devices Inc
    +$220.2MNewHistory
  4. FTNTFortinet, Inc.
    +$210.3MAddedHistory
  5. ICEIntercontinental Exchange, Inc.
    +$196.9MAddedHistory

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. INTUIntuit Inc.
    +1.36 pp<0.1% → 1.4%History
  2. INTCIntel Corp
    +1.09 pp0.0% → 1.1%History
  3. AMDAdvanced Micro Devices Inc
    +0.76 pp0.0% → 0.8%History
  4. FTNTFortinet, Inc.
    +0.72 pp<0.1% → 0.7%History
  5. ICEIntercontinental Exchange, Inc.
    +0.62 pp0.2% → 0.8%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. MUMicron Technology Inc
    −$1.26BReducedHistory
  2. LRCXLam Research Corp
    −$300.3MReducedHistory
  3. MSFTMicrosoft Corp
    −$279.0MReducedHistory
  4. APHAmphenol Corp
    −$270.4MReducedHistory
  5. LLYEli Lilly & Co
    −$214.1MReducedHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. MSFTMicrosoft Corp
    −1.36 pp3.9% → 2.6%History
  2. APHAmphenol Corp
    −0.65 pp1.1% → 0.5%History
  3. HWMHowmet Aerospace Inc.
    −0.60 pp0.7% → 0.1%History
  4. DGDollar General Corp
    −0.57 pp0.6% → <0.1%History
  5. WELLWelltower Inc.
    −0.57 pp0.7% → 0.1%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$29.1B
+$3.19B (+12.3%) vs. prior quarter
Positions
702
+109 vs. prior quarter
Top 10 concentration
25.2%
Top 10 as share of value
Turnover
34.5%
Q2 2026, one quarter
Average holding period
9.0 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $29.1B (Q2 2026)

Q1 2021: $4.71BQ2 2021: $4.52BQ3 2021: $4.57BQ4 2021: $5.03BQ1 2022: $4.10BQ2 2022: $3.49BQ3 2022: $4.12BQ4 2022: $4.39BQ1 2023: $5.40BQ2 2023: $5.91BQ3 2023: $6.48BQ4 2023: $7.15BQ1 2024: $8.11BQ2 2024: $11.0BQ3 2024: $13.7BQ4 2024: $15.4BQ1 2025: $15.9BQ2 2025: $20.1BQ3 2025: $23.1BQ4 2025: $25.8BQ1 2026: $25.9BQ2 2026: $29.1B
Q1 2021Q2 2026
13F filings of Worldquant Millennium Advisors LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 14, 2026702$29.1BAAPLNVDAMSFTvs. Q1 2026SEC
Q1 2026May 15, 2026593$25.9BAAPLNVDAMSFTvs. Q4 2025SEC
Q4 2025Feb 17, 2026568$25.8BNVDAAAPLMSFTvs. Q3 2025SEC
Q3 2025Nov 14, 2025500$23.1BAAPLNVDAMSFTvs. Q2 2025SEC
Q2 2025Aug 14, 2025481$20.1BNVDAAAPLMSFTvs. Q1 2025SEC
Q1 2025May 15, 2025413$15.9BAAPLMSFTNVDAvs. Q4 2024SEC
Q4 2024Feb 14, 2025432$15.4BNVDAAAPLMSFTvs. Q3 2024SEC
Q3 2024Nov 14, 2024431$13.7BAAPLMSFTNVDAvs. Q2 2024SEC
Q2 2024Aug 14, 2024404$11.0BAAPLNVDAMSFTvs. Q1 2024SEC
Q1 2024May 15, 2024346$8.11BAAPLNVDAMSFTvs. Q4 2023SEC
Q4 2023Feb 14, 2024334$7.15BMSFTAAPLNVDAvs. Q3 2023SEC
Q3 2023Nov 14, 2023346$6.48BAAPLMSFTNVDAvs. Q2 2023SEC
Q2 2023Aug 14, 2023353$5.91BAAPLNVDAMSFTvs. Q1 2023SEC
Q1 2023May 15, 2023346$5.40BAAPLAMZNMSFTvs. Q4 2022SEC
Q4 2022Feb 14, 2023320$4.39BAAPLEWADBEvs. Q3 2022SEC
Q3 2022Nov 14, 2022314$4.12BAAPLMSFTJNJvs. Q2 2022SEC
Q2 2022Aug 15, 2022287$3.49BAAPLMSFTABTvs. Q1 2022SEC
Q1 2022May 16, 2022288$4.10BAAPLMSFTGOOGvs. Q4 2021SEC
Q4 2021Feb 14, 2022304$5.03BAAPLMSFTGOOGvs. Q3 2021SEC
Q3 2021Nov 15, 2021317$4.57BAAPLMSFTGOOGvs. Q2 2021SEC
Q2 2021Aug 16, 2021325$4.52BAAPLAMZNMETAvs. Q1 2021SEC
Q1 2021May 17, 2021342$4.71BAAPLMSFTMETA–SEC