WORLDQUANT MILLENNIUM ADVISORS LLC

Q2 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
325
Total value ($000)
$4,524,977
Net value change ($000)
-184,501 (-3.9%)
New positions
90
Sold out positions
107
Turnover %
39.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/17/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
AON 73,124 1593.8%
ABT 64,339 925.5%
MDT 58,867 NEW
CTSH 41,573 9491.6%
DOCU 41,136 437.0%
ISRG 40,551 NEW
IQV 35,428 266.1%
DRI 35,287 NEW
WMT 31,900 90.1%
MCK 30,845 NEW
Top Reduces (Value $000, Stocks/ETFs)
MSFT -59,302 -40.9%
SPGI -49,764 -100.0%
MRK -43,064 -100.0%
COST -34,988 -97.1%
NOW -33,470 -50.4%
ADBE -32,146 -84.4%
EQIX -30,830 -100.0%
HPE -29,839 -85.3%
OKE -29,802 -100.0%
TWTR -29,744 -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