WORLDQUANT MILLENNIUM ADVISORS LLC

Q4 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2022
Date filed
2/14/2023
Form type
13F-HR
Num holdings
320
Total value ($000)
$4,390,307
Net value change ($000)
+275,148 (6.7%)
New positions
100
Sold out positions
94
Turnover %
26.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2022 Next filing: 5/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
ADBE 52,750 259.3%
PYPL 48,469 NEW
LRCX 41,290 154.8%
UNH 37,780 117.8%
XOM 36,528 180.1%
YUM 32,115 NEW
LMT 31,296 10030.8%
CL 31,282 162.0%
UNP 30,336 297.1%
CME 30,334 282.3%
Top Reduces (Value $000, Stocks/ETFs)
HD -43,967 -100.0%
COST -41,711 -70.5%
ABT -37,140 -66.7%
VLO -34,574 -70.6%
ZS -31,615 -92.0%
ADP -30,879 -59.4%
MSFT -29,381 -28.9%
TDG -29,218 -93.5%
ICE -29,059 -74.8%
ACN -28,128 -53.6%
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