WhaleCreep

Millennium Management LLC 13F holdings, Q4 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-12-31, filed 2017-02-14

Millennium Management LLC disclosed 3070 US equity positions worth $46.1bn in its Q4 2016 13F filing. Its largest position is PCG at 0.9% of the reported book, followed by AEP and APC3EUR. Versus Q3 2016 it opened 755 new positions, added to 1188, reduced 1110 and exited 667.

$46.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,070
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.
6.7%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
527
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 Q3 2016: 755 new, 1188 added, 1110 reduced, 667 exited

50 of 3,070
PCG PG&E CORPUtilities0.9%$429m7.05m+11%added
AEP AMERICAN ELEC PWR CO INCUtilities0.9%$397m6.30m+81%added
APC3EUR ANADARKO PETE CORP–0.7%$336m4.82m+29%added
BNY BANK OF NY MELLON CORPFinancial Services0.7%$306m6.45m+188%added
CMS CMS ENERGY CORPUtilities0.6%$281m6.76m−9.2%reduced
PNW PINNACLE WEST CAP CORPUtilities0.6%$280m3.59m+3.4%added
MRK MERCK & CO. INCHealthcare0.6%$278m4.72m−13%reduced
BAC BANK OF AMER CORPFinancial Services0.6%$274m12.39m−11%reduced
DVN DEVON ENERGY CORP NEWEnergy0.5%$251m5.49m−22%reduced
DIS DISNEY WALT COCommunication Services0.5%$236m2.26m+156%added
ENERGEN CORP no ticker–0.5%$223m3.87m+11%added
MU MICRON TECHNOLOGY INCTechnology0.5%$220m10.06m+30%added
NEE NEXTERA ENERGY INCUtilities0.5%$211m1.76m+258%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.5%$209m3.57m+71%added
QEP QEP RESOURCES INC–0.4%$206m11.16m+235%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.4%$205m2.11m+71%added
XEL XCEL ENERGY INCUtilities0.4%$204m5.02m+35%added
WMB WILLIAMS COS INCEnergy0.4%$204m6.54m−8.1%reduced
LOW LOWES COS INCConsumer Cyclical0.4%$203m2.86m+941%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.4%$200m1.25m+202%added
PE1EUR PARSLEY ENERGY INC–0.4%$197m5.59m+51%added
KEL KELLANOVA–0.4%$189m2.57m+34%added
MPC Marathon Petroleum CorpEnergy0.4%$180m3.57m−30%reduced
DAL DELTA AIR LINES INCIndustrials0.4%$179m3.64m+106%added
A AGILENT TECHNOLOGIES INCHealthcare0.4%$179m3.93m+17%added
V VISA INCFinancial Services0.4%$179m2.29m+19%added
AMAT APPLIED MATLS INCTechnology0.4%$177m5.47m−36%reduced
TGT TARGET CORPConsumer Defensive0.4%$175m2.42m–new
CMCSA COMCAST CORP NEWCommunication Services0.4%$173m2.50m+377%added
GREAT PLAINS ENERGY INC no ticker–0.4%$172m6.30m−25%reduced
TJX TJX COS INC NEWConsumer Cyclical0.4%$172m2.29m+10%added
OXY OCCIDENTAL PETE CORPEnergy0.4%$171m2.40m+113%added
VCA INC no ticker–0.4%$164m2.39m+71%added
GOOGL ALPHABET INCCommunication Services0.4%$163m206,280−43%reduced
SBUX STARBUCKS CORPConsumer Cyclical0.4%$163m2.93m+331%added
MS MORGAN STANLEYFinancial Services0.3%$160m3.78m+483%added
PPL PPL CORPUtilities0.3%$158m4.65m+4.3%added
KHC KRAFT HEINZ COConsumer Defensive0.3%$158m1.81m+139%added
CAG CONAGRA BRANDS INCConsumer Defensive0.3%$155m3.92m+17%added
WHITING PETE CORP NEW no ticker–0.3%$151m12.52m+22%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.3%$150m6.93m−26%reduced
SLCAUSD U S SILICA HLDGS INC–0.3%$150m2.64m+18%added
NI NISOURCE INCUtilities0.3%$149m6.73m+11%added
MCD MCDONALDS CORPConsumer Cyclical0.3%$144m1.19m+18%added
ETRA E TRADE FINANCIAL CORPHealthcare0.3%$141m4.08m+30%added
GDXJ VANECK ETF TRUST–0.3%$139m4.41m+334%added
MXIM MAXIM INTEGRATED PRODS INC–0.3%$139m3.59m−10%reduced
BIIB BIOGEN INCHealthcare0.3%$138m487,510−16%reduced
STZ CONSTELLATION BRANDS INCConsumer Defensive0.3%$133m866,028+113%added
SYU1 SYNOVUS FINL CORP–0.3%$131m3.19m−2.1%reduced

Exited since Q3 2016

667 rows
PG PROCTER & GAMBLE CO12.3%$6.5bn
CSCO CISCO SYS INC0.3%$140m
WMT WALMART INC0.3%$133m
INTC INTEL CORP0.2%$130m
STX SEAGATE TECHNOLOGY PLC0.2%$100m
SEMGUSD SEMGROUP CORP0.2%$98.9m
AXP AMERICAN EXPRESS CO0.2%$88.8m
POST PPTYS INC no ticker0.2%$85.1m
SYK STRYKER CORPORATION0.1%$67.3m
CHKEUR CHESAPEAKE ENERGY CORP0.1%$60.8m
RHT1EUR RED HAT INC0.1%$58.1m
AZN ASTRAZENECA PLC0.1%$55.6m
TCBI TEXAS CAP BANCSHARES INC0.09%$48.6m
PFE PFIZER INC0.09%$46.8m
NTRS NORTHERN TR CORP0.09%$46.2m
BLUEBIRD BIO INC no ticker0.08%$44.3m
SO SOUTHERN CO0.08%$43.8m
DTE DTE ENERGY CO0.08%$42.6m
PCAR PACCAR INC0.07%$38.9m
CORRECTIONS CORP AMER NEW no ticker0.07%$38.3m
MMM 3M CO0.07%$38.1m
LMEUR LEGG MASON INC0.07%$36.6m
N2EUR NETSUITE INC0.07%$35.6m
CTAS CINTAS CORP0.07%$34.5m
SLB SLB LIMITED0.06%$34.0m
WDAY WORKDAY INC0.06%$33.7m
INTERVAL LEISURE GROUP INC no ticker0.06%$33.3m
AMSGEUR AMSURG CORP0.06%$32.7m
T86 TRI POINTE HOMES INC0.06%$31.8m
NKE NIKE INC0.06%$31.7m
IMS HEALTH HLDGS INC no ticker0.06%$31.5m
DLR DIGITAL RLTY TR INC0.06%$31.4m
BMRN BIOMARIN PHARMACEUTICAL INC0.06%$31.2m
MIDD MIDDLEBY CORP0.06%$30.0m
PLAINS GP HLDGS L P no ticker0.05%$28.7m
SCHW SCHWAB CHARLES CORP0.05%$27.3m
ACH ACCENDRA HEALTH INC0.05%$26.7m
EL LAUDER ESTEE COS INC0.05%$26.6m
BFH BREAD FINANCIAL HOLDINGS INC0.05%$26.2m
BGS B & G FOODS INC0.05%$26.2m
SNYDERS-LANCE INC no ticker0.05%$25.3m
UTHR UNITED THERAPEUTICS CORP DEL0.05%$25.2m
ACCUSD AMERICAN CAMPUS CMNTYS INC0.05%$24.5m
CABELAS INC no ticker0.05%$24.5m
FLO FLOWERS FOODS INC0.05%$23.9m
CSOD CORNERSTONE ONDEMAND INC0.04%$23.6m
HST HOST HOTELS & RESORTS INC0.04%$22.8m
LINKEDIN CORP no ticker0.04%$22.7m
NVS NOVARTIS AG0.04%$22.6m
KMX CARMAX INC0.04%$21.8m

Sector mix

  • Unclassified33.4%
  • Financial Services9.8%
  • Healthcare9.0%
  • Industrials7.9%
  • Technology7.4%
  • Consumer Cyclical6.8%
  • Utilities6.3%
  • Consumer Defensive5.1%
  • Energy5.0%
  • Real Estate3.9%
  • Communication Services2.8%
  • Basic Materials2.4%

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