WhaleCreep

Millennium Management LLC 13F holdings, Q2 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-06-30, filed 2016-08-15

Millennium Management LLC disclosed 2886 US equity positions worth $40.1bn in its Q2 2016 13F filing. Its largest position is AEP at 0.9% of the reported book, followed by PCG and BSX. Versus Q1 2016 it opened 642 new positions, added to 1122, reduced 1083 and exited 720.

$40.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
2,886
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
0.9%
Largest position
The largest single position as a share of the reported equity book.
7.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
476
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 Q1 2016: 642 new, 1122 added, 1083 reduced, 720 exited

50 of 2,886
AEP AMERICAN ELEC PWR CO INCUtilities0.9%$378m5.40m+56%added
PCG PG&E CORPUtilities0.8%$307m4.81m−11%reduced
BSX BOSTON SCIENTIFIC CORPHealthcare0.7%$299m12.79m+101%added
XEL XCEL ENERGY INCUtilities0.7%$295m6.59m+143%added
AMZN AMAZON COM INCConsumer Cyclical0.7%$295m411,621–new
META META PLATFORMS INCCommunication Services0.7%$289m2.53m+24%added
PNW PINNACLE WEST CAP CORPUtilities0.7%$278m3.43m−7.8%reduced
NEE NEXTERA ENERGY INCUtilities0.7%$269m2.06m+16%added
EXC EXELON CORPUtilities0.7%$268m7.38m+332%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services0.7%$266m1.16m–new
PXDEUR PIONEER NAT RES CO–0.6%$238m1.57m+43%added
PEP PEPSICO INCConsumer Defensive0.6%$238m2.24m−4.0%reduced
HAL HALLIBURTON COEnergy0.5%$220m4.86m+2550%added
MPC Marathon Petroleum CorpEnergy0.5%$217m5.72m+198%added
DVA DAVITA INCHealthcare0.5%$212m2.74m+125%added
AMAT APPLIED MATLS INCTechnology0.5%$205m8.57m+108%added
BIIB BIOGEN INCHealthcare0.5%$195m804,978−3.1%reduced
AETNA INC NEW no ticker–0.5%$193m1.58m+1864%added
CMS CMS ENERGY CORPUtilities0.5%$183m4.00m+85%added
PE1EUR PARSLEY ENERGY INC–0.5%$182m6.74m+8.2%added
E M C CORP MASS no ticker–0.4%$179m6.60m+128%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.4%$178m1.76m+39%added
SRE SEMPRAUtilities0.4%$177m1.55m−16%reduced
ENERGEN CORP no ticker–0.4%$176m3.64m+20%added
COP CONOCOPHILLIPSEnergy0.4%$174m3.99m−7.7%reduced
GILD GILEAD SCIENCES INCHealthcare0.4%$172m2.06m+176%added
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$171m3.57m+9.2%added
TWXCHF TIME WARNER INC–0.4%$167m2.27m+10%added
V VISA INCFinancial Services0.4%$165m2.22m−0.9%reduced
HD HOME DEPOT INCConsumer Cyclical0.4%$163m1.28m+52%added
WMB WILLIAMS COS INCEnergy0.4%$162m7.49m–new
A AGILENT TECHNOLOGIES INCHealthcare0.4%$156m3.52m+56%added
CCI CROWN CASTLE INCReal Estate0.4%$156m1.54m+47%added
ZTS ZOETIS INCHealthcare0.4%$155m3.26m+19%added
JNJ JOHNSON & JOHNSONHealthcare0.4%$153m1.26m+168%added
KEY KEYCORPFinancial Services0.4%$150m13.58m+4.7%added
CRM SALESFORCE INCTechnology0.4%$150m1.89m+152%added
THS TREEHOUSE FOODS INC–0.4%$148m1.44m+55%added
KHC KRAFT HEINZ COConsumer Defensive0.4%$144m1.63m−29%reduced
MRK MERCK & CO. INCHealthcare0.4%$142m2.46m−46%reduced
XECEUR CIMAREX ENERGY CO–0.4%$141m1.18m+1378%added
DVN DEVON ENERGY CORP NEWEnergy0.3%$139m3.84m−23%reduced
ISRG INTUITIVE SURGICAL INCHealthcare0.3%$139m209,526+44%added
AAPL APPLE INCTechnology0.3%$138m1.45m−5.9%reduced
WFC WELLS FARGO & COFinancial Services0.3%$138m2.91m+8795%added
CONE1EUR CYRUSONE INC–0.3%$134m2.41m+7.4%added
VZ VERIZON COMMUNICATIONS INCCommunication Services0.3%$133m2.39m–new
ZION ZIONS BANCORPORATION NATL ASFinancial Services0.3%$129m5.14m+110%added
ZAYOEUR ZAYO GROUP HLDGS INC–0.3%$128m4.59m+44%added
WPXUSD WPX ENERGY INC–0.3%$126m13.51m+48%added

Exited since Q1 2016

720 rows
TIME WARNER CABLE INC no ticker0.3%$108m
NEWFIELD EXPL CO no ticker0.3%$106m
AEE AMEREN CORP0.3%$93.9m
CTRPUSD CTRIP COM INTL LTD0.2%$82.4m
CERNCHF CERNER CORP0.2%$66.3m
SABR SABRE CORP0.2%$64.6m
CPT CAMDEN PPTY TR0.2%$58.9m
NTES NETEASE COM INC0.1%$54.3m
COCA COLA ENTERPRISES INC NE no ticker0.1%$51.5m
KLAC KLA CORP0.1%$50.5m
OASEUR OASIS PETE INC NEW0.1%$49.1m
PRICELINE GRP INC no ticker0.1%$48.9m
AIRGAS INC no ticker0.1%$48.9m
COACH INC no ticker0.1%$44.8m
IONS IONIS PHARMACEUTICALS INC0.1%$43.7m
SPY SPDR S&P 500 ETF Trust0.1%$41.5m
DIS DISNEY WALT CO0.1%$40.6m
CVX CHEVRON CORPORATION0.1%$40.1m
MEMORIAL RESOURCE DEV CORP no ticker0.1%$38.9m
JCPCHF PENNEY J C INC0.1%$38.9m
SPG SIMON PPTY GROUP INC NEW0.1%$36.7m
PANDORA MEDIA INC no ticker0.10%$35.7m
VLO VALERO ENERGY CORP0.09%$34.5m
MCGRAW HILL FINL INC no ticker0.09%$32.8m
LBEUR L BRANDS INC0.08%$30.2m
CHARTER COMMUNICATIONS INC D no ticker0.08%$30.1m
BAXALTA INC no ticker0.08%$29.5m
EIX EDISON INTL0.08%$29.1m
HSY HERSHEY CO0.08%$28.0m
CAMERON INTERNATIONAL CORP no ticker0.07%$26.6m
ROWAN COMPANIES PLC no ticker0.07%$26.5m
DOCUSD PHYSICIANS RLTY TR0.07%$26.5m
MICHAEL KORS HLDGS LTD no ticker0.07%$26.1m
MIKUSD MICHAELS COS INC0.07%$26.1m
TS TENARIS S A0.07%$25.4m
IRM IRON MTN INC DEL0.07%$25.3m
ALKS ALKERMES PLC0.07%$25.1m
HARMAN INTL INDS INC no ticker0.07%$24.9m
WERN WERNER ENTERPRISES INC0.07%$24.9m
STAPLES INC no ticker0.07%$24.5m
NOK NOKIA CORP0.07%$24.3m
GWRUSD GENESEE & WYO INC0.07%$23.8m
TWTRUSD TWITTER INC0.06%$23.5m
DHI D R HORTON INC0.06%$22.8m
ORLY OREILLY AUTOMOTIVE INC0.06%$22.6m
SNDK SANDISK CORP0.06%$21.6m
VIPS VIPSHOP HOLDINGS LIMITED0.06%$21.5m
CNI CANADIAN NATL RY CO0.06%$21.2m
WBA WALGREENS BOOTS ALLIANCE INC0.06%$20.8m
XBI SPDR SERIES TRUST0.06%$20.6m

Sector mix

  • Unclassified36.0%
  • Healthcare10.4%
  • Financial Services7.8%
  • Utilities7.3%
  • Consumer Cyclical6.9%
  • Technology6.4%
  • Industrials5.8%
  • Consumer Defensive4.9%
  • Energy4.6%
  • Communication Services3.5%
  • Real Estate3.3%
  • Basic Materials3.0%

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