WORLDQUANT MILLENNIUM ADVISORS LLC

Q4 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
334
Total value ($000)
$7,145,060
Net value change ($000)
+668,372 (10.3%)
New positions
78
Sold out positions
90
Turnover %
22.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2023 Next filing: 5/15/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 2023
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)
CI 95,391 18032.3%
MU 86,578 206.6%
INTC 82,646 NEW
SBUX 78,679 1621.9%
HUM 76,125 232.6%
META 73,449 302.5%
LMT 66,360 281.2%
MA 60,647 196.7%
XOM 58,136 401.1%
AMZN 49,450 32.0%
Top Reduces (Value $000, Stocks/ETFs)
CVX -62,427 -76.3%
NKE -57,431 -91.8%
KLAC -56,374 -100.0%
NFLX -54,361 -71.5%
CRM -53,174 -95.4%
PH -48,024 -93.7%
FDX -45,730 -63.5%
ELV -45,443 -76.4%
ADP -44,961 -77.2%
CLX -39,589 -100.0%
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