WORLDQUANT MILLENNIUM ADVISORS LLC

Q3 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
314
Total value ($000)
$4,115,159
Net value change ($000)
+621,742 (17.8%)
New positions
103
Sold out positions
76
Turnover %
30.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
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)
KO 46,671 NEW
COST 45,786 341.6%
SHW 41,880 NEW
EW 40,548 767.2%
HUM 38,084 1320.1%
CTAS 37,674 562.6%
CSCO 35,999 204.8%
VLO 33,866 224.5%
ADP 33,755 185.5%
JNJ 32,189 99.0%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -43,384 -27.6%
CF -36,407 -77.0%
PEP -34,810 -79.1%
MDT -31,264 -96.2%
DHR -28,959 -95.4%
INTU -26,717 -100.0%
MS -26,001 -100.0%
KDP -25,318 -98.6%
ORCL -24,552 -100.0%
WFC -24,283 -91.1%
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