WhaleCreep

Millennium Management LLC 13F holdings, Q1 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-03-31, filed 2016-05-16

Millennium Management LLC disclosed 2964 US equity positions worth $36.5bn in its Q1 2016 13F filing. Its largest position is YAHOO INC at 1.0% of the reported book, followed by PCG and DISH. Versus Q4 2015 it opened 533 new positions, added to 1023, reduced 1369 and exited 715.

$36.5bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,964
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.0%
Largest position
The largest single position as a share of the reported equity book.
7.2%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
488
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 Q4 2015: 533 new, 1023 added, 1369 reduced, 715 exited

50 of 2,964
YAHOO INC no ticker–1.0%$358m9.73m+29%added
PCG PG&E CORPUtilities0.9%$322m5.39m+40%added
DISH DISH NETWORK CORPORATION–0.8%$302m6.53m+7.6%added
PNW PINNACLE WEST CAP CORPUtilities0.8%$279m3.71m−4.3%reduced
MRK MERCK & CO. INCHealthcare0.7%$241m4.56m+11%added
PEP PEPSICO INCConsumer Defensive0.7%$239m2.34m+220%added
META META PLATFORMS INCCommunication Services0.6%$233m2.05m−41%reduced
AEP AMERICAN ELEC PWR CO INCUtilities0.6%$230m3.46m−44%reduced
BIIB BIOGEN INCHealthcare0.6%$216m830,983−21%reduced
NEE NEXTERA ENERGY INCUtilities0.6%$210m1.77m−56%reduced
FIS FIDELITY NATL INFORMATION SVTechnology0.6%$208m3.29m+239%added
EXPE EXPEDIA GROUP INCConsumer Cyclical0.6%$204m1.90m+11%added
SRE SEMPRAUtilities0.5%$192m1.84m+21%added
T AT&T INCCommunication Services0.5%$191m4.87m+424%added
LEVEL 3 COMMUNICATIONS INC no ticker–0.5%$187m3.54m−39%reduced
KHC KRAFT HEINZ COConsumer Defensive0.5%$181m2.30m+33%added
APC3EUR ANADARKO PETE CORP–0.5%$180m3.87m+5765%added
GOOGL ALPHABET INCCommunication Services0.5%$178m233,970−18%reduced
MSFT MICROSOFT CORPTechnology0.5%$176m3.18m+42%added
COP CONOCOPHILLIPSEnergy0.5%$174m4.32m–new
RTN1USD RAYTHEON CO–0.5%$173m1.41m+59%added
V VISA INCFinancial Services0.5%$171m2.24m+39%added
AAPL APPLE INCTechnology0.5%$168m1.54m−30%reduced
WRUSD WESTAR ENERGY INC–0.4%$161m3.25m+0.8%added
LUV Southwest Airlines Co.Industrials0.4%$157m3.49m+73%added
PXDEUR PIONEER NAT RES CO–0.4%$155m1.10m−49%reduced
AMGN AMGEN INCHealthcare0.4%$154m1.03m−31%reduced
KMB KIMBERLY-CLARK CORPConsumer Defensive0.4%$152m1.13m+6.8%added
ADBE ADOBE INCTechnology0.4%$150m1.60m+298%added
TWXCHF TIME WARNER INC–0.4%$149m2.06m+63%added
PPL PPL CORPUtilities0.4%$146m3.84m−64%reduced
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$146m3.27m−37%reduced
KEY KEYCORPFinancial Services0.4%$143m12.97m−34%reduced
NBL2EUR NOBLE ENERGY INC–0.4%$141m4.48m−50%reduced
PE1EUR PARSLEY ENERGY INC–0.4%$141m6.23m−13%reduced
DVN DEVON ENERGY CORP NEWEnergy0.4%$137m5.01m+187%added
MCD MCDONALDS CORPConsumer Cyclical0.4%$135m1.07m−47%reduced
SYF SYNCHRONY FINANCIALFinancial Services0.4%$130m4.55m−30%reduced
NXPI NXP SEMICONDUCTORS N VTechnology0.4%$129m1.59m+80%added
ZTS ZOETIS INCHealthcare0.3%$121m2.73m+31%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.3%$121m1.26m−0.2%held
BSX BOSTON SCIENTIFIC CORPHealthcare0.3%$120m6.37m+5.1%added
TTWO TAKE-TWO INTERACTIVE SOFTWARCommunication Services0.3%$117m3.10m+214%added
MRO* MARATHON OIL CORP–0.3%$115m10.34m–new
XEL XCEL ENERGY INCUtilities0.3%$114m2.72m+1611%added
HD HOME DEPOT INCConsumer Cyclical0.3%$113m843,191+358%added
ENERGEN CORP no ticker–0.3%$111m3.04m+91%added
HO1 HOLOGIC INC–0.3%$111m3.20m+153%added
HES HESS CORP–0.3%$110m2.10m+1039%added
MO ALTRIA GROUP INCConsumer Defensive0.3%$110m1.75m−32%reduced

Exited since Q4 2015

715 rows
WMT WALMART INC0.3%$142m
AMZN AMAZON COM INC0.2%$105m
OII OCEANEERING INTL INC0.2%$86.1m
18614USD GOLDCORP INC NEW0.2%$81.1m
PSX PHILLIPS 660.2%$74.9m
PRECISION CASTPARTS CORP no ticker0.2%$74.0m
ADI ANALOG DEVICES INC0.1%$65.3m
KEURIG GREEN MTN INC no ticker0.1%$65.2m
INTC INTEL CORP0.1%$65.0m
BXP BXP INC0.1%$63.6m
OIS OIL STS INTL INC0.1%$60.6m
AVAGO TECHNOLOGIES LTD no ticker0.1%$58.0m
ARRIS GROUP INC NEW no ticker0.1%$49.4m
TIFEUR TIFFANY & CO NEW0.1%$48.9m
DOW CHEM CO no ticker0.10%$43.4m
IP INTERNATIONAL PAPER CO0.09%$41.5m
BIOMED REALTY TRUST INC no ticker0.09%$39.9m
LIBERTY GLOBAL PLC no ticker0.09%$39.6m
MNST MONSTER BEVERAGE CORP NEW0.09%$39.5m
SWN1EUR SOUTHWESTERN ENERGY CO0.09%$38.4m
AYI ACUITY INC0.08%$36.2m
DYAX CORP no ticker0.08%$35.6m
LIFEPOINT HEALTH INC no ticker0.08%$35.6m
OGE OGE ENERGY CORP0.08%$34.8m
GIS GENERAL MILLS INC0.07%$31.9m
RENAISSANCERE HLDGS LTD no ticker0.07%$31.7m
FIVE FIVE BELOW INC0.07%$31.6m
BCRUSD BARD C R INC0.07%$30.4m
HUDSON PAC PPTYS INC no ticker0.07%$29.8m
CTSH COGNIZANT TECHNOLOGY SOLUTIO0.06%$26.4m
ALDR1EUR ALDER BIOPHARMACEUTICALS INC0.06%$26.1m
ACM AECOM0.06%$25.9m
PMC-SIERRA INC no ticker0.06%$25.6m
NWL NEWELL BRANDS INC0.06%$24.8m
JAHEUR JARDEN CORP0.05%$24.0m
KRC KILROY RLTY CORP0.05%$22.3m
CITUSD CIT GROUP INC0.05%$21.5m
ET ENERGY TRANSFER LP0.05%$20.8m
FPRX FIVE PRIME THERAPEUTICS INC0.05%$20.4m
FOREST CITY ENTERPRISES INC no ticker0.05%$20.4m
SAM BOSTON BEER INC0.04%$19.1m
NUTRI SYS INC NEW no ticker0.04%$19.0m
UFS DOMTAR CORP0.04%$18.6m
ABG ASBURY AUTOMOTIVE GROUP INC0.04%$18.4m
HUM HUMANA INC0.04%$17.7m
WDAY WORKDAY INC0.04%$17.4m
NVS NOVARTIS AG0.04%$17.1m
IMPERVA INC no ticker0.04%$16.8m
ENVUSD ENVESTNET INC0.04%$16.1m
DCI DONALDSON INC0.04%$15.7m

Sector mix

  • Unclassified40.4%
  • Healthcare9.1%
  • Technology7.4%
  • Consumer Cyclical7.1%
  • Financial Services7.1%
  • Utilities6.3%
  • Consumer Defensive4.9%
  • Industrials4.5%
  • Real Estate3.9%
  • Energy3.7%
  • Communication Services3.6%
  • Basic Materials1.9%

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