WORLDQUANT MILLENNIUM ADVISORS LLC

Q3 2022 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/15/2022 Next filing: 2/14/2023 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 MILLENNIUM MANAGEMENT LLC 028-10684