MILLENNIUM MANAGEMENT LLC

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
4,381
Total value ($000)
$81,216,142
Net value change ($000)
+8,236,814 (11.3%)
New positions
736
Sold out positions
559
Turnover %
14.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2020 Next filing: 2/16/2021 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)
MOMENTA PHARMACEUTICALS INC 238,154 1060.3%
TSLA 210,011 613.1%
VARIAN MEDICAL SYSTEMS INC 209,663 6517.3%
META 193,229 156.3%
AMZN 184,250 77.1%
TD AMERITRADE HOLDING CORP 180,808 301.4%
MSFT 171,591 107.5%
IMMUNOMEDICS INC 166,384 246.5%
HSY 158,746 247.5%
QGEN 157,549 195.4%
Top Reduces (Value $000, Stocks/ETFs)
INTC -267,375 -79.3%
JPM -264,466 -78.1%
MTCH -192,589 -100.0%
MA -189,252 -94.4%
TECH DATA CORP -186,390 -100.0%
HON -170,789 -93.4%
DG -151,427 -64.6%
YUM -130,641 -69.2%
PCG -129,569 -93.9%
LHX -122,593 -79.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 37,860,765 (46.6% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type