Millburn Ridgefield Corp

Q2 2020 13F-HR/A Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
3/8/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
91
Total value ($000)
$1,506,297
Net value change ($000)
-166,531 (-10.0%)
New positions
19
Sold out positions
1
Turnover %
0.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 3/11/2021 Next filing: 3/8/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 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)
VOE 422 18.5%
EEMS 337 22.6%
MCHI 288 14.7%
iShares, Inc. 203 17.4%
JNK 182 249.3%
HYG 136 NEW
LQD 131 79.4%
TIP 118 210.7%
MBB 115 234.7%
EMB 114 278.0%
Top Reduces (Value $000, Stocks/ETFs)
IJH -33,466 -11.5%
IWB -25,967 -10.6%
IWM -18,399 -8.8%
IJR -17,360 -10.1%
VNQ -10,629 -10.3%
VB -7,770 -9.5%
VO -7,291 -7.1%
VWO -6,859 -12.3%
IWR -4,934 -7.2%
VOO -4,642 -8.4%
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