WORLDQUANT MILLENNIUM ADVISORS LLC

Q3 2021 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

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