WORLDQUANT MILLENNIUM ADVISORS LLC

Q3 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
317
Total value ($000)
$4,571,097
Net value change ($000)
+46,120 (1.0%)
New positions
72
Sold out positions
80
Turnover %
24.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 78,742 91.7%
LRCX 60,017 7928.3%
GOOGL 51,474 107.4%
SPGI 48,711 NEW
MET 43,383 NEW
MU 40,246 865.3%
FDX 39,640 341.3%
CHTR 35,430 480.3%
OXY 35,217 1639.5%
WTW 32,894 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -48,699 -37.8%
TMO -46,165 -80.0%
ABT -43,080 -60.4%
AON -40,849 -52.6%
ROKU -40,460 -88.7%
UPS -36,643 -100.0%
META -31,028 -28.8%
SPLUNK INC -30,506 -100.0%
MCK -29,199 -94.7%
MDT -29,183 -49.6%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type