DOSSIER · 13F-HR · Q2 2026

Millburn Ridgefield LLC /DE/

$5.3B in tracked AUM across 39 positions as of Q2 2026.

MR
CIK 0001294571 · last filed Jun 30, 2026
Total AUM
$5.3B
as of Q2 2026
Holdings
39
positions
Whale Score
76
76
strong
Activity
no data
changes this Q
AI Analysis · Q2 2026

The closest thing to a sale in Millburn Ridgefield's book this quarter was a 5.2% trim of its Turkey ETF position — and even that holding's dollar value rose, because Turkish equities rallied faster than the shares were sold. That's the entire sell side: only 3 of 39 positions were trimmed at all, and every one of them still shows a higher reported value than three months ago. There's no stock-picking story to tell here, because there isn't a single individual equity in the $4.6 billion portfolio — every position is a broad-market, factor, or single-country exchange-traded fund (Russell 1000, S&P MidCap 400, Russell 2000, a minimum-volatility fund, emerging markets, the S&P 500 itself, and a long tail of country funds spanning Taiwan to Turkey). Assets grew 10.7% quarter over quarter, and 35 of 39 positions were scaled up roughly in step with that growth — a systematic beta overlay getting bigger, not a manager building new conviction. The one exception: the India ETF grew 30.4% in shares, roughly triple the pace of the rest of the book, the closest thing to an active decision in an otherwise mechanically-scaled portfolio.

There's also no buy-side conviction story, and that's the more important point. Every single position in this $4.6 billion filing is an exchange-traded fund — Russell 1000 (IWB, 12.6% of the book), S&P MidCap 400 (IJH, 12.0%), Russell 2000 (IWM, 8.6%), a minimum-volatility factor fund (USMV, 8.5%), emerging markets (VWO, 8.2%) and the S&P 500 itself, split across two share classes (SPY and VOO, together 10.6%). Below those broad U.S. and emerging-market sleeves sits a long tail of more than twenty single-country and factor funds — Taiwan, Japan, the UK, India, Switzerland, Brazil, Mexico, Australia, Canada, Hong Kong, Singapore, Spain, France, Malaysia, Thailand, Turkey, plus quality- and value-factor funds from iShares and Dimensional — each a small slice of the total, none coming close to rivaling the U.S. broad-market core. This isn't a portfolio built from research into individual companies; it's a global, factor-tilted beta basket, the kind of positioning a systematic manager runs as market exposure rather than as a set of views on specific businesses.

The quarter's activity reinforces that reading. Total assets grew 10.7%, from $4.2 billion to $4.6 billion, and 35 of the 39 positions were increased — but almost uniformly, in the 10-18% range of share-count growth, tracking the overall book's expansion rather than any single theme. India was the one outlier: the iShares India ETF grew 30.4% in shares, roughly triple the pace of the rest of the portfolio. If there's a single active decision buried in this quarter's filing, that's it — everything else reads as a systematic sleeve simply getting bigger alongside new capital.

Quarter at a glance — Q2 2026

Position-change comparison pending.

No quarter-over-quarter changes available.

Top 10 holdings

By portfolio weight as of Q2 2026.

#HoldingValueSharesWeight
01
IJH
ISHARES TR
$674M8.7M12.8%
02
IWB
ISHARES TR
$671M1.6M12.7%
03
IWM
ISHARES TR
$448M1.5M8.5%
04
USMV
ISHARES TR
$430M4.5M8.1%
05
VWO
VANGUARD INTL EQUITY INDEX F
$421M7.1M8.0%
06
SPY
STATE STR SPDR S&P 500 ETF T
$400M535K7.6%
07
IJR
ISHARES TR
$361M2.4M6.8%
08
VOO
VANGUARD INDEX FDS
$180M261K3.4%
09
VV
VANGUARD INDEX FDS
$157M456K3.0%
10
DFAC
DIMENSIONAL ETF TRUST
$146M3.3M2.8%

Filing history

2026Q2Jun 30
$5.3B 13.6%
39 positionsView →
2026Q1Mar 31
$4.6B 10.7%
39 positionsView →
2025Q4Dec 31
$4.2B 0.2%
39 positionsView →
2025Q3Sep 30
$4.2B 0.9%
38 positionsView →
2025Q2Jun 30
$4.2B 0.6%
38 positionsLocked
2025Q1Mar 31
$4.1B 3.3%
49 positionsLocked
2024Q4Dec 31
$4.0B 4.8%
46 positionsLocked
2024Q3Sep 30
$3.8B 1.8%
247 positionsLocked
2024Q2Jun 30
$3.7B 3.8%
184 positionsLocked
2024Q1Mar 31
$3.6B 10.6%
182 positionsLocked
2023Q4Dec 31
$3.3B 5.8%
190 positionsLocked
2023Q3Sep 30
$3.1B 5.4%
180 positionsLocked
Showing 12 of 37