WORLDQUANT MILLENNIUM ADVISORS LLC

Q2 2021 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/17/2021 Next filing: 11/15/2021 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 MILLENNIUM MANAGEMENT LLC 028-10684