WORLDQUANT MILLENNIUM ADVISORS LLC

Q4 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
346
Total value ($000)
$4,573,822
Net value change ($000)
+353,315 (8.4%)
New positions
37
Sold out positions
20
Turnover %
11.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/16/2020 Next filing: 5/17/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
PINS 64,628 NEW
MU 47,617 NEW
SNAP 30,606 NEW
ZS 28,247 NEW
GE 26,978 506.5%
WFC 25,093 279.5%
FCX 21,279 495.8%
TMO 20,892 NEW
TSLA 19,940 94.8%
WBA 19,210 NEW
Top Reduces (Value $000, Stocks/ETFs)
INTC -52,434 -85.8%
PYPL -44,882 -81.3%
AMD -36,880 -79.4%
AMZN -35,842 -24.4%
PFE -34,908 -80.6%
CRM -31,878 -100.0%
WDAY -30,164 -82.9%
DXCM -25,539 -80.1%
EBAY -22,775 -43.9%
CTSH -21,491 -97.9%
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