WhaleCreep

Millennium Management LLC 13F holdings, Q3 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-09-30, filed 2015-11-16

Millennium Management LLC disclosed 3199 US equity positions worth $46.8bn in its Q3 2015 13F filing. Its largest position is DOW CHEM CO at 3.3% of the reported book, followed by CMCSA and AMZN. Versus Q2 2015 it opened 725 new positions, added to 1297, reduced 1144 and exited 569.

$46.8bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,199
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
3.3%
Largest position
The largest single position as a share of the reported equity book.
9.8%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
329
Effective positions
1 / HHI of portfolio weights: the number of equal-weight positions the book behaves like.
52
Quarters on file since Q3 2013
Quarters for which this manager's 13F holdings are on record.

Holdings

Against Q2 2015: 725 new, 1297 added, 1144 reduced, 569 exited

50 of 3,199
DOW CHEM CO no ticker–3.3%$1.6bn36.69m+1225%added
CMCSA COMCAST CORP NEWCommunication Services0.9%$440m7.73m+4615%added
AMZN AMAZON COM INCConsumer Cyclical0.9%$418m817,356+47%added
PPL PPL CORPUtilities0.8%$372m11.32m+4.0%added
NBL2EUR NOBLE ENERGY INC–0.8%$371m12.29m+41%added
AEP AMERICAN ELEC PWR CO INCUtilities0.7%$338m5.95m−12%reduced
SLB SLB LIMITEDEnergy0.6%$288m4.18m+903%added
DISH DISH NETWORK CORPORATION–0.6%$278m4.76m+38%added
AEE AMEREN CORPUtilities0.6%$264m6.25m−11%reduced
HFCUSD HOLLYFRONTIER CORP–0.6%$264m5.41m−7.1%reduced
DTE DTE ENERGY COUtilities0.6%$263m3.27m−6.0%reduced
MCD MCDONALDS CORPConsumer Cyclical0.5%$249m2.53m−7.8%reduced
META META PLATFORMS INCCommunication Services0.5%$240m2.67m−29%reduced
QCOM QUALCOMM INCTechnology0.5%$236m4.38m+697%added
OXY OCCIDENTAL PETE CORPEnergy0.5%$234m3.53m+4.5%added
EQT EQT CORPORATIONEnergy0.5%$231m3.57m+16%added
GOOGLE INC no ticker–0.5%$231m362,103+628%added
NEE NEXTERA ENERGY INCUtilities0.5%$227m2.33m−39%reduced
ES EVERSOURCE ENERGYUtilities0.5%$221m4.37m+1143%added
LEVEL 3 COMMUNICATIONS INC no ticker–0.5%$221m5.05m+32%added
DVN DEVON ENERGY CORP NEWEnergy0.5%$217m5.85m+131%added
AMGN AMGEN INCHealthcare0.5%$217m1.57m+214%added
EXPE EXPEDIA GROUP INCConsumer Cyclical0.4%$207m1.76m−7.8%reduced
EXC EXELON CORPUtilities0.4%$199m6.70m−11%reduced
MSFT MICROSOFT CORPTechnology0.4%$199m4.49m+155%added
VIAB VIACOM INC NEW–0.4%$195m4.51m+1991%added
V VISA INCFinancial Services0.4%$192m2.75m+37%added
BIIB BIOGEN INCHealthcare0.4%$182m624,834−32%reduced
CSCO CISCO SYS INCTechnology0.4%$182m6.94m+89%added
XEL XCEL ENERGY INCUtilities0.4%$177m4.99m−4.3%reduced
YAHOO INC no ticker–0.4%$173m6.00m+72%added
CVS CVS HEALTH CORPHealthcare0.4%$173m1.80m+39%added
TWXCHF TIME WARNER INC–0.4%$171m2.49m−12%reduced
HIG HARTFORD INSURANCE GROUP INCFinancial Services0.4%$170m3.72m−14%reduced
KMB KIMBERLY-CLARK CORPConsumer Defensive0.4%$168m1.54m+51%added
EW EDWARDS LIFESCIENCES CORPHealthcare0.4%$168m1.18m−5.2%reduced
ENERGEN CORP no ticker–0.4%$165m3.31m−3.5%reduced
SBAC SBA COMMUNICATIONS CORPReal Estate0.4%$165m1.57m+42%added
VRTX VERTEX PHARMACEUTICALS INCHealthcare0.4%$164m1.58m+284%added
CAG CONAGRA BRANDS INCConsumer Defensive0.3%$162m3.99m+654%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.3%$161m9.80m+124%added
FMC TECHNOLOGIES INC no ticker–0.3%$157m5.08m−5.5%reduced
LOW LOWES COS INCConsumer Cyclical0.3%$157m2.28m+99%added
XECEUR CIMAREX ENERGY CO–0.3%$156m1.52m+152%added
TMUS T-MOBILE US INCCommunication Services0.3%$155m3.88m+6.6%added
ENCANA CORP no ticker–0.3%$150m23.26m+61%added
SRE SEMPRAUtilities0.3%$148m1.53m−56%reduced
PXDEUR PIONEER NAT RES CO–0.3%$148m1.22m+41%added
NRG NRG ENERGY INCUtilities0.3%$148m9.98m+4.9%added
ANACOR PHARMACEUTICALS INC no ticker–0.3%$140m1.19m+61%added

Exited since Q2 2015

569 rows
PEP PEPSICO INC0.4%$173m
DHR DANAHER CORP DEL0.2%$113m
VTR VENTAS INC0.2%$108m
ROCK-TENN CO no ticker0.2%$108m
ADSK AUTODESK INC0.2%$90.4m
KRAFT FOODS GROUP INC no ticker0.2%$88.4m
SEMGUSD SEMGROUP CORP0.2%$77.6m
DIS DISNEY WALT CO0.1%$69.9m
NBR NABORS INDUSTRIES LTD0.1%$66.3m
MADISON SQUARE GARDEN CO no ticker0.1%$57.1m
VRSK VERISK ANALYTICS INC0.1%$56.3m
EQIX EQUINIX INC0.1%$48.4m
GPC GENUINE PARTS CO0.10%$46.9m
BRK/B BERKSHIRE HATHAWAY INC DEL0.10%$46.9m
CVX CHEVRON CORPORATION0.09%$41.0m
PLD PROLOGIS INC.0.08%$38.7m
RRC RANGE RES CORP0.08%$38.6m
HEALTH CARE REIT INC no ticker0.08%$37.3m
PALL CORP no ticker0.07%$35.8m
FMSA HLDGS INC no ticker0.07%$35.4m
CX CEMEX SAB DE CV0.07%$34.9m
HSY HERSHEY CO0.07%$33.8m
DIRECTV no ticker0.07%$33.2m
EL LAUDER ESTEE COS INC0.07%$32.9m
AVOLON HLDGS LTD no ticker0.07%$32.5m
CATAMARAN CORP no ticker0.07%$31.3m
ADP AUTOMATIC DATA PROCESSING IN0.06%$30.9m
CSL CARLISLE COS INC0.06%$29.0m
MRSH MARSH & MCLENNAN COS INC0.06%$28.8m
ZS PHARMA INC no ticker0.06%$28.2m
OMNICARE INC no ticker0.06%$27.3m
PBR PETROLEO BRASILEIRO S A0.05%$25.2m
HBAN HUNTINGTON BANCSHARES INC0.05%$25.0m
GRAMERCY PPTY TR INC no ticker0.05%$23.9m
HRTX HERON THERAPEUTICS INC0.05%$23.7m
IBM INTERNATIONAL BUSINESS MACHS0.05%$23.2m
ANN INC no ticker0.05%$23.0m
KMI KINDER MORGAN INC DEL0.05%$22.8m
TRCO TRIBUNE MEDIA CO0.05%$22.2m
OSK OSHKOSH CORP0.04%$21.5m
HOSPIRA INC no ticker0.04%$21.3m
MARVELL TECHNOLOGY GROUP LTD no ticker0.04%$21.0m
HEDJ WISDOMTREE TR0.04%$20.0m
BLK BLACKROCK INC0.04%$19.6m
WHOLE FOODS MKT INC no ticker0.04%$19.4m
EIX EDISON INTL0.04%$19.3m
ALV AUTOLIV INC0.04%$19.1m
CMS CMS ENERGY CORP0.04%$19.1m
HRL HORMEL FOODS CORP0.04%$19.1m
CLW CLEARWATER PAPER CORP0.04%$18.9m

Sector mix

  • Unclassified43.6%
  • Healthcare8.1%
  • Consumer Cyclical7.5%
  • Utilities6.4%
  • Financial Services6.0%
  • Technology5.7%
  • Industrials5.4%
  • Energy4.6%
  • Real Estate3.9%
  • Communication Services3.3%
  • Consumer Defensive3.3%
  • Basic Materials2.2%

Book over time

Every quarter on file (52)
QuarterPositionsEquity book
Q2 20263,805$148bn
Q1 20263,823$134bn
Q4 20254,028$139bn
Q3 20253,946$127bn
Q2 20253,889$112bn
Q1 20253,868$103bn
Q4 20243,979$116bn
Q3 20243,993$115bn
Q2 20243,862$121bn
Q1 20244,041$118bn
Q4 20233,986$106bn
Q3 20234,073$96.2bn
Q2 20234,135$94.4bn
Q1 20234,430$86.2bn
Q4 20224,696$90.0bn
Q3 20225,055$80.9bn
Q2 20225,013$76.7bn
Q1 20225,071$81.4bn
Q4 20215,097$90.9bn
Q3 20215,042$75.6bn
Q2 20214,931$78.1bn
Q1 20214,408$71.4bn
Q4 20204,028$77.7bn
Q3 20203,548$43.4bn
Q2 20203,374$41.9bn
Q1 20203,086$25.0bn
Q4 20193,410$56.2bn
Q3 20193,445$47.7bn
Q2 20193,432$53.6bn
Q1 20193,388$56.5bn
Q4 20183,302$58.6bn
Q3 20183,447$73.2bn
Q2 20183,368$71.5bn
Q1 20183,343$71.0bn
Q4 20173,514$69.2bn
Q3 20173,192$61.2bn
Q2 20173,154$51.9bn
Q1 20173,199$51.7bn
Q4 20163,070$46.1bn
Q3 20162,982$52.8bn
Q2 20162,886$40.1bn
Q1 20162,964$36.5bn
Q4 20153,146$44.3bn
Q3 20153,199$46.8bn
Q2 20153,043$48.1bn
Q1 20153,012$49.6bn
Q4 20143,195$43.0bn
Q3 20142,871$35.3bn
Q2 20142,758$32.5bn
Q1 20142,622$30.5bn
Q4 20132,619$25.1bn
Q3 20132,512$22.1bn

Where Millennium Management LLC was early

1 row
FTV FORTIVE CORPQ3 201610 of 1510.03%2.0%36Held at last filing, Q2 2026+90%

Concentration and tenure

1.6%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
7.8%
Median top 10 weight, all quarters
The ten largest positions together, as a share of the reported equity book.
Diversified
Style, by median largest position
3
Median completed holding, quarters