Millburn Ridgefield Corp

Q1 2020 13F-HR/A Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
3/11/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
73
Total value ($000)
$1,672,828
Net value change ($000)
-901,471 (-35.0%)
New positions
4
Sold out positions
0
Turnover %
10.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/30/2020 Next filing: 3/8/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
IJR 171,992 NEW
INDA 247 32.1%
XLB 38 NEW
AGG 15 NEW
XLU 14 NEW
Top Reduces (Value $000, Stocks/ETFs)
IWM -308,118 -59.6%
IJH -146,716 -33.5%
IWB -140,610 -36.4%
VB -118,450 -59.2%
VO -60,676 -37.0%
VNQ -52,950 -33.9%
IWR -42,488 -38.3%
VV -28,649 -37.4%
VWO -23,954 -30.0%
VOO -23,737 -30.2%
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