WORLDQUANT MILLENNIUM ADVISORS LLC

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
329
Total value ($000)
$4,220,507
Net value change ($000)
-124,879 (-2.9%)
New positions
33
Sold out positions
37
Turnover %
13.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 2020
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 41,048 38.9%
PYPL 33,208 150.8%
FDX 30,355 215.0%
LRCX 22,568 NEW
XLNX 20,586 NEW
CRM 19,934 166.9%
CCL 19,678 506.9%
AVTR 19,141 272.7%
COST 17,945 2431.6%
OKE 17,602 277.6%
Top Reduces (Value $000, Stocks/ETFs)
DG -43,647 -78.7%
DLTR -33,507 -85.9%
MAXIM INTEGRATED PRODUCTS INC -29,515 -100.0%
CSCO -29,503 -71.1%
NVDA -29,404 -100.0%
MCD -25,484 -100.0%
CMCSA -24,183 -88.4%
OXY -21,419 -100.0%
ADBE -20,928 -29.4%
AAPL -19,997 -10.6%
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