WORLDQUANT MILLENNIUM ADVISORS LLC

Q1 2022 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 2/14/2022 Next filing: 8/15/2022 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 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.
Filter:
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