WORLDQUANT MILLENNIUM ADVISORS LLC

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/14/2020
Form type
13F-HR
Num holdings
320
Total value ($000)
$4,111,609
Net value change ($000)
-1,112,066 (-21.3%)
New positions
45
Sold out positions
38
Turnover %
14.8%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AMZN 60,127 96.5%
ILMN 55,883 NEW
AAPL 51,919 51.3%
V 51,599 1265.6%
MSFT 43,260 58.6%
XOM 24,597 NEW
MCD 24,225 NEW
VZ 20,435 444.6%
DBX 19,821 205.7%
KLAC 19,098 NEW
Top Reduces (Value $000, Stocks/ETFs)
QCOM -48,900 -79.3%
NFLX -47,210 -100.0%
HPQ -46,825 -100.0%
LOW -46,657 -59.8%
MPC -41,752 -100.0%
DFS -32,466 -61.0%
ALXN -32,417 -64.9%
BIIB -30,113 -50.2%
SNAP -28,553 -70.2%
CF -26,483 -54.1%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type