WORLDQUANT MILLENNIUM ADVISORS LLC

Q4 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
304
Total value ($000)
$5,031,296
Net value change ($000)
+460,199 (10.1%)
New positions
79
Sold out positions
92
Turnover %
31.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/15/2021 Next filing: 5/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SNPS 44,752 20068.2%
CVS 43,831 NEW
SUI 43,031 3021.8%
SBUX 42,200 334.1%
QCOM 40,431 11016.6%
TXN 36,397 1042.6%
URI 33,935 NEW
PSX 31,823 NEW
HUBS 31,540 2593.8%
TFX 30,760 NEW
Top Reduces (Value $000, Stocks/ETFs)
LRCX -60,774 -100.0%
FDX -51,254 -100.0%
ILMN -38,561 -100.0%
OXY -32,873 -88.0%
ITW -30,210 -100.0%
DOCU -30,186 -65.1%
CI -28,391 -89.5%
GS -28,282 -78.0%
AON -27,857 -75.6%
CTSH -26,159 -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