WORLDQUANT MILLENNIUM ADVISORS LLC

Q3 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
346
Total value ($000)
$6,476,688
Net value change ($000)
+569,487 (9.6%)
New positions
84
Sold out positions
91
Turnover %
26.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
NFLX 76,072 NEW
MSFT 74,465 42.7%
ELV 49,892 522.0%
LLY 47,682 964.4%
PH 45,917 860.2%
MRSH 44,145 3082.8%
BKNG 42,343 NEW
WFC 38,200 218.8%
MU 37,716 902.1%
SHW 36,762 125.1%
Top Reduces (Value $000, Stocks/ETFs)
FTNT -65,047 -100.0%
CVS -47,970 -100.0%
PAYC -45,984 -83.2%
CMG -44,654 -100.0%
PYPL -42,343 -97.4%
ORCL -38,714 -79.9%
MCK -37,376 -100.0%
PCAR -36,498 -92.9%
COP -34,680 -96.5%
EA -34,501 -98.8%
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