WORLDQUANT MILLENNIUM ADVISORS LLC

Q4 2023 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/14/2023 Next filing: 5/15/2024 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 MILLENNIUM MANAGEMENT LLC 028-10684