Millburn Ridgefield Corp

Q3 2020 13F-HR/A Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
3/8/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
91
Total value ($000)
$1,346,901
Net value change ($000)
-159,396 (-10.6%)
New positions
0
Sold out positions
0
Turnover %
0.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 3/8/2021 Next filing: 3/8/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 2020
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)
MCHI 299 13.3%
LQD 230 77.7%
EEMS 222 12.2%
MBB 197 120.1%
JNK 188 73.7%
VOE 178 6.6%
iShares, Inc. 99 7.2%
TIP 95 54.6%
HYG 93 68.4%
XLP 45 50.6%
Top Reduces (Value $000, Stocks/ETFs)
IJH -24,877 -9.6%
IWM -22,434 -11.8%
IWB -21,970 -10.0%
IJR -17,845 -11.5%
VO -13,214 -13.8%
VNQ -10,311 -11.1%
VB -7,813 -10.6%
VOO -6,278 -12.5%
IWR -5,869 -9.2%
VV -5,812 -13.2%
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