Millburn Ridgefield Corp

Q4 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2023
Date filed
2/6/2024
Form type
13F-HR
Num holdings
190
Total value ($000)
$3,264,383
Net value change ($000)
+180,403 (5.8%)
New positions
16
Sold out positions
6
Turnover %
1.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/2/2023 Next filing: 4/26/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SPY 66,522 37.8%
IWB 23,491 6.1%
EMB 19,967 NEW
USMV 19,849 7.7%
IJH 17,273 4.4%
VWO 14,112 6.1%
DFIC 6,876 22.3%
DFAC 6,593 8.5%
DFAE 5,980 18.4%
GDXJ 3,758 NEW
Top Reduces (Value $000, Stocks/ETFs)
IWM -10,251 -3.7%
INDA -4,665 -4.6%
IJR -4,238 -2.1%
XLB -3,076 -26.0%
EWU -2,931 -5.5%
TIP -2,885 -100.0%
VNQ -2,673 -3.2%
XLI -2,290 -51.2%
IQLT -1,557 -3.1%
EWT -1,534 -3.2%
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