WORLDQUANT MILLENNIUM ADVISORS LLC

Q1 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2022
Date filed
5/16/2022
Form type
13F-HR
Num holdings
288
Total value ($000)
$4,102,934
Net value change ($000)
-928,362 (-18.5%)
New positions
71
Sold out positions
87
Turnover %
37.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2022 Next filing: 8/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
XOM 44,963 817.5%
PEP 36,550 NEW
MASI 34,358 NEW
CF 32,395 207.9%
TJX 30,331 NEW
ABT 29,508 91.4%
ADSK 27,284 NEW
LMT 25,455 286.9%
CHTR 25,406 77.8%
FRCB 25,137 NEW
Top Reduces (Value $000, Stocks/ETFs)
MSFT -71,936 -40.7%
LOW -66,068 -100.0%
NVDA -49,763 -90.1%
AZO -44,328 -100.0%
ICE -40,868 -67.7%
V -40,621 -52.2%
UBER -37,310 -100.0%
WMT -37,003 -100.0%
TXN -35,832 -89.8%
SBUX -33,787 -61.6%
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