WORLDQUANT MILLENNIUM ADVISORS LLC

Q1 2020 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 MILLENNIUM MANAGEMENT LLC 028-10684