MILLENNIUM MANAGEMENT LLC

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/14/2020
Form type
13F-HR
Num holdings
3,772
Total value ($000)
$44,501,721
Net value change ($000)
-35,426,379 (-44.3%)
New positions
564
Sold out positions
893
Turnover %
27.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2020 Next filing: 8/14/2020 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)
CREDIT SUISSE AG NASSAU BRH 188,616 948.0%
Allergan plc 148,711 27.7%
IGSB 135,985 1681.9%
DHR 132,821 NEW
PG 100,438 107.7%
TIFFANY & CO 99,422 175.4%
BARCLAYS BANK PLC 84,013 732.1%
IVV 69,551 661.1%
SHEL 68,901 458.9%
BAX 66,896 122.3%
Top Reduces (Value $000, Stocks/ETFs)
SPY -4,109,809 -99.3%
BABA -367,832 -77.2%
WFC -365,067 -85.2%
MSFT -364,723 -77.6%
BAC -286,863 -75.2%
META -262,150 -58.2%
AEP -251,132 -85.2%
AAPL -250,243 -60.9%
AEE -233,305 -92.0%
HD -226,915 -94.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 19,466,114 (43.7% of total reported value)
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