WORLDQUANT MILLENNIUM ADVISORS LLC

Q4 2022 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/14/2022 Next filing: 5/15/2023 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 MILLENNIUM MANAGEMENT LLC 028-10684