MILLENNIUM MANAGEMENT LLC Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$43.7T

Holdings

2,929

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (2,929 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
9,581,400$2.0T4.59%Put
2
AEPAMERICAN ELEC PWR INC
5,398,604$378.4B0.87%
3
PCGPG&E CORP
4,807,777$307.3B0.70%
4
BSXBOSTON SCIENTIFIC CORP
12,993,495$303.7B0.70%Call
5
XELXCEL ENERGY INC
6,588,314$295.0B0.68%
6
AMZNAMAZON COM INC
411,621$294.6B0.67%
7
METAFACEBOOK INC
2,530,615$289.2B0.66%
8
PNWPINNACLE WEST CAP CORP
3,426,259$277.7B0.64%
9
PXDEURPIONEER NAT RES CO
1,831,054$276.9B0.63%Call
10
NEENEXTERA ENERGY INC
2,063,630$269.1B0.62%
11
PEOEXELON CORP
7,375,021$268.2B0.61%
12
CHTRCHARTER COMMUNICATIONS INC N
1,164,161$266.2B0.61%
13
PEPPEPSICO INC
2,244,156$237.7B0.54%
14
HALHALLIBURTON CO
4,860,806$220.1B0.50%
15
MPCMARATHON PETE CORP
5,718,221$217.1B0.50%
16
E M C CORP MASS
7,971,600$216.6B0.50%Put
17
DVADAVITA HEALTHCARE PARTNERS I
2,740,177$211.9B0.48%
18
AMATAPPLIED MATLS INC
8,568,662$205.4B0.47%
19
BIIBBIOGEN INC
804,978$194.7B0.45%
20
AETNA INC NEW
1,584,297$193.5B0.44%
21
TAPMOLSON COORS BREWING CO
1,841,047$186.2B0.43%Put
22
CMSCMS ENERGY CORP
3,996,985$183.3B0.42%
23
PARSLEY ENERGY INC
6,739,103$182.4B0.42%
24
SRESEMPRA ENERGY
1,548,160$176.5B0.40%
25
ENERGEN CORP
3,643,166$175.6B0.40%
26
COPCONOCOPHILLIPS
3,989,159$173.9B0.40%
27
GILDGILEAD SCIENCES INC
2,060,405$171.9B0.39%
28
CAGCONAGRA FOODS INC
3,572,027$170.8B0.39%
29
WMBWILLIAMS COS INC DEL
7,794,834$168.6B0.39%Call
30
TWXCHFTIME WARNER INC
2,265,129$166.6B0.38%
31
MRKMERCK & CO INC
2,857,660$164.6B0.38%Put
32
VVISA INC
2,219,177$164.6B0.38%
33
HDHOME DEPOT INC
1,277,830$163.2B0.37%
34
AG8AGILENT TECHNOLOGIES INC
3,524,702$156.4B0.36%
35
8CWCROWN CASTLE INTL CORP NEW
1,538,913$156.1B0.36%
36
BPBP PLC
4,384,042$155.7B0.36%Call
37
ZTSZOETIS INC
3,258,176$154.6B0.35%
38
JNJJOHNSON & JOHNSON
1,259,726$152.8B0.35%
39
KEYKEYCORP NEW
13,578,143$150.0B0.34%
40
CRMSALESFORCE COM INC
1,886,820$149.8B0.34%
41
THSTREEHOUSE FOODS INC
1,440,736$147.9B0.34%
42
EWEDWARDS LIFESCIENCES CORP
1,451,119$144.7B0.33%Put
43
KHCKRAFT HEINZ CO
1,627,312$144.0B0.33%
44
XECEURCIMAREX ENERGY CO
1,183,695$141.2B0.32%
45
DVNDEVON ENERGY CORP NEW
3,838,240$139.1B0.32%
46
ISRGINTUITIVE SURGICAL INC
209,526$138.6B0.32%
47
AAPLAPPLE INC
1,447,032$138.3B0.32%
48
WFCWELLS FARGO & CO NEW
2,911,060$137.8B0.32%
49
CYRUSONE INC
2,405,553$133.9B0.31%
50
BACVERIZON COMMUNICATIONS INC
2,389,615$133.4B0.31%
51
ZIONZIONS BANCORPORATION
5,269,758$132.4B0.30%Call
52
COLUMBIA PIPELINE GROUP INC
5,039,458$128.5B0.29%Call
53
ZAYOEURZAYO GROUP HLDGS INC
4,588,770$128.2B0.29%
54
WPX ENERGY INC
13,508,462$125.8B0.29%
55
BFHALLIANCE DATA SYSTEMS CORP
640,384$125.5B0.29%
56
CNPCENTERPOINT ENERGY INC
5,210,368$125.0B0.29%
57
PINNACLE FOODS INC DEL
2,615,154$121.1B0.28%
58
YAHOO INC
3,201,907$120.3B0.28%
59
FISFIDELITY NATL INFORMATION SV
1,608,052$118.5B0.27%
60
WCNWASTE CONNECTIONS INC
1,641,076$118.2B0.27%
61
LOWLOWES COS INC
1,457,226$115.4B0.26%
62
CVSCVS HEALTH CORP
1,203,869$115.3B0.26%Call
63
ALXNALEXION PHARMACEUTICALS INC
968,944$113.1B0.26%Call
64
RTN1USDRAYTHEON CO
821,146$111.6B0.26%
65
OLNOLIN CORP
4,449,764$110.5B0.25%Put
66
CCEPCOCA COLA EUROPEAN PARTNERS
3,090,864$110.3B0.25%Call
67
CSCOCISCO SYS INC
3,784,968$108.6B0.25%
68
GOOGLALPHABET INC
154,150$108.4B0.25%
69
NINISOURCE INC
4,084,338$108.3B0.25%
70
SPIRIT RLTY CAP INC NEW
8,397,757$107.2B0.25%
71
TJXTJX COS INC NEW
1,386,856$107.1B0.25%
72
MRO*MARATHON OIL CORP
7,064,941$106.0B0.24%Put
73
MCKMCKESSON CORP
563,183$105.1B0.24%Put
74
HPEHEWLETT PACKARD ENTERPRISE C
5,728,794$104.7B0.24%
75
EAELECTRONIC ARTS INC
1,376,614$104.3B0.24%
76
MHKMOHAWK INDS INC
536,253$101.8B0.23%
77
NBL2EURNOBLE ENERGY INC
2,829,645$101.5B0.23%
78
EXPRESS SCRIPTS HLDG CO
1,338,005$101.4B0.23%
79
AVGOBROADCOM LTD
647,437$100.6B0.23%
80
RRCRANGE RES CORP
2,324,071$100.3B0.23%
81
APDAIR PRODS & CHEMS INC
686,607$97.5B0.22%
82
GQ9SPDR GOLD TRUST
769,499$97.3B0.22%Call
83
CBS CORP NEW
1,779,615$96.9B0.22%
84
RDS/AROYAL DUTCH SHELL PLC
1,686,155$93.1B0.21%
85
SLCAU S SILICA HLDGS INC
2,683,289$92.5B0.21%
86
SYFSYNCHRONY FINL
3,612,499$91.3B0.21%
87
WHITEWAVE FOODS CO
1,939,917$91.1B0.21%
88
DISHDISH NETWORK CORP
1,711,701$89.7B0.21%
89
SYU1SYNOVUS FINL CORP
3,089,751$89.6B0.21%
90
NVDANVIDIA CORP
1,880,402$88.4B0.20%
91
BKHBLACK HILLS CORP
1,394,745$87.9B0.20%
92
ORCLORACLE CORP
2,138,087$87.5B0.20%
93
KSUEURKANSAS CITY SOUTHERN
965,898$87.0B0.20%
94
UNHUNITEDHEALTH GROUP INC
615,617$86.9B0.20%
95
ENSCO PLC
8,949,671$86.9B0.20%Call
96
INTUINTUIT
767,214$85.6B0.20%
97
UMPQUSDUMPQUA HLDGS CORP
5,533,190$85.6B0.20%
98
FDXFEDEX CORP
562,352$85.4B0.20%
99
NSCNORFOLK SOUTHERN CORP
1,000,023$85.1B0.19%
100
BAXBAXTER INTL INC
1,872,536$84.7B0.19%
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