WhaleCreep

Citadel Advisors LLC 13F holdings, Q4 2013

Hedge fundSEC filingsCompare with another fundHoldings as of 2013-12-31, filed 2014-05-09

Citadel Advisors LLC disclosed 3053 US equity positions worth $49.3bn in its Q4 2013 13F filing. Its largest position is AAPL at 1.8% of the reported book, followed by GOOGLE INC and AMT. Versus Q3 2013 it opened 536 new positions, added to 1310, reduced 1153 and exited 404.

$49.3bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,053
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.8%
Largest position
The largest single position as a share of the reported equity book.
9.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
346
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 2013: 536 new, 1310 added, 1153 reduced, 404 exited

50 of 3,053
AAPL APPLE INCTechnology1.8%$894m1.59m+193%added
GOOGLE INC no ticker–1.6%$796m710,628+573%added
AMT TD AMERITRADE HLDG CORPReal Estate1.0%$475m11.18m+58%added
RL RALPH LAUREN CORPConsumer Cyclical0.9%$423m2.40m+107%added
EOG EOG Resources IncEnergy0.8%$407m2.43m+29%added
AMZN AMAZON COM INCConsumer Cyclical0.7%$353m885,539+53086%added
META META PLATFORMS INCCommunication Services0.7%$339m6.20m+92%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.7%$328m6.18m+119102%added
UNITED RENTALS INC 4% CB 11/15/2015- REGISTERED no ticker–0.6%$319m45.67m+8.3%added
IVZ INVESCO LTDFinancial Services0.6%$309m8.48m−14%reduced
CTRA COTERRA ENERGY INC–0.6%$306m7.90m+80%added
C CITIGROUP INCFinancial Services0.6%$279m5.35m+50%added
MICROCHIP TECHNOLOGY 2.125% CB 12/15/37 - REGISTER no ticker–0.6%$272m156.72m0.0%held
LOW LOWES COS INCConsumer Cyclical0.6%$272m5.48m+17%added
MET METLIFE INCFinancial Services0.5%$268m4.97m+247%added
KO COCA COLA COConsumer Defensive0.5%$267m6.46m+159%added
XILINX INC 3.125% CB 3/15/2037 -REGISTERED no ticker–0.5%$264m166.37m+3.1%added
ALLERGAN INC no ticker–0.5%$259m2.33m+306%added
CBS CORP NEW no ticker–0.5%$256m4.02m+91%added
GPOR GULFPORT ENERGY CORPEnergy0.5%$256m4.05m+57%added
V VISA INCFinancial Services0.5%$255m1.15m+148%added
XECEUR CIMAREX ENERGY CO–0.5%$253m2.41m+34%added
MHK MOHAWK INDS INCConsumer Cyclical0.5%$251m1.69m+75%added
SAFEWAY INC no ticker–0.5%$245m7.54m−18%reduced
DIS DISNEY WALT COCommunication Services0.5%$240m3.15m+684%added
JPM JPMORGAN CHASE & COFinancial Services0.5%$237m4.05m+19%added
EQT EQT CORPORATIONEnergy0.5%$234m2.61m−6.8%reduced
XL GROUP PLC no ticker–0.5%$233m7.33m+314%added
SUNTRUST BKS INC no ticker–0.5%$224m6.09m+300%added
ADI ANALOG DEVICES INCTechnology0.5%$223m4.37m−1.0%reduced
AMG AFFILIATED MANAGERS GROUPFinancial Services0.4%$213m979,991+5.5%added
GS GOLDMAN SACHS GROUP INCFinancial Services0.4%$212m1.20m+21267%added
AIG American International GroupFinancial Services0.4%$212m4.15m+237%added
PFE PFIZER INCHealthcare0.4%$208m6.81m+7467%added
ADSK AUTODESK INCTechnology0.4%$207m4.12m−17%reduced
APC3EUR ANADARKO PETE CORP–0.4%$206m2.60m+2.8%added
FITB FIFTH THIRD BANCORPFinancial Services0.4%$205m9.76m+1579%added
FOREST LABS INC no ticker–0.4%$203m3.38m+8.5%added
KEY KEYCORPFinancial Services0.4%$203m15.11m−9.7%reduced
SLB SLB LIMITEDEnergy0.4%$203m2.25m−16%reduced
GM General Motors CorpConsumer Cyclical0.4%$202m5.37m+6.0%added
HES HESS CORP–0.4%$195m2.35m+28%added
BRO BROWN & BROWN INCFinancial Services0.4%$193m6.16m+179%added
TROW PRICE T ROWE GROUP INCFinancial Services0.4%$191m2.28m+209%added
TIFEUR TIFFANY & CO NEW–0.4%$190m2.05m+108%added
RF REGIONS FINANCIAL CORP NEWFinancial Services0.4%$189m19.16m−23%reduced
UNP UNION PACIFIC CORPIndustrials0.4%$181m1.08m+72%added
DFSEUR DISCOVER FINL SVCS–0.4%$181m3.23m−8.3%reduced
CMCSA COMCAST CORP NEWCommunication Services0.4%$180m3.47m+586%added
DHR DANAHER CORP DELHealthcare0.4%$177m2.30m−23%reduced

Exited since Q3 2013

404 rows
VERISIGN INC 3.25% CB DUE 08/15/2037 - REGISTERED no ticker0.7%$295m
ELAN PLC no ticker0.2%$100m
INTERCONTINENTALEXCHANGE INC no ticker0.2%$86.1m
ACTAVIS INC no ticker0.2%$83.1m
GENERAL MOTORS CO 4.75% MAND 11/15/2013-REGISTERED no ticker0.1%$55.1m
VIROPHARMA INC no ticker0.1%$50.5m
ORLY OREILLY AUTOMOTIVE INC0.1%$48.9m
SAKS INC no ticker0.08%$34.5m
PIER 1 IMPORTS INC no ticker0.08%$33.9m
ENCORE CAPITAL GROUP 3% CB 11/27/2017-144A no ticker0.08%$33.6m
TYSON FOODS 3.25% CB 10/15/2013 - REGISTERED no ticker0.07%$28.6m
OPTIMER PHARMACEUTICALS INC no ticker0.06%$24.8m
RAYONIER TRS HOLDINGS 4.5% CB 8/15/2015 - REGISTER no ticker0.06%$23.7m
CINF CINCINNATI FINL CORP0.05%$20.4m
ALNY ALNYLAM PHARMACEUTICALS INC0.04%$17.5m
WARNER CHILCOTT PLC IRELAND no ticker0.04%$15.5m
CHESAPEAKE ENERGY CORP 2.5% CB 5/15/2037 - REGISTE no ticker0.04%$15.4m
MEDIVATION 2.625% CB 04/01/2017-REGISTERED no ticker0.04%$15.1m
GENERAL CABLE 0.875% CB 11/15/2013-REGISTERED no ticker0.04%$15.0m
ENVISION HEALTHCARE HLDGS IN no ticker0.03%$14.6m
LPX LOUISIANA PAC CORP0.03%$14.5m
MICRON TECHNOLOGY INC 1.875% CB 6/1/2014 - REGISTE no ticker0.03%$12.7m
FR FIRST INDL RLTY TR INC0.03%$12.0m
COLONIAL PROPERTIES TRUST CMN STK no ticker0.03%$11.9m
HILLTOP HOLDINGS INC 7.5% CB 08/15/25 - REGISTERED no ticker0.03%$11.7m
JETBLUE AIRWAYS 5.5% CONV 10/15/38 - TRANCHE A - R no ticker0.03%$10.9m
COMMONWEALTH REIT no ticker0.03%$10.8m
TV GRUPO TELEVISA S A B0.02%$10.4m
NXST NEXSTAR MEDIA GROUP INC0.02%$10.3m
TTM TECHNOLOGY 3.25% CB 05/15/2015-REGISTERED no ticker0.02%$9.4m
SSNC SS&C TECHNOLOGIES HLDGS INC0.02%$8.6m
WASHINGTON POST - CLASS B CMN STK no ticker0.02%$7.8m
NOBLE CORPORATION BAAR no ticker0.02%$7.7m
ALTISOURCE RESIDENTIAL CORP no ticker0.02%$7.4m
TOWER GROUP 5% CB 09/15/2014 -REGISTERED no ticker0.02%$7.2m
CENVEO CORPORATION 7% CB 05/15/17-REGISTERED no ticker0.02%$7.1m
STMLEUR STEMLINE THERAPEUTICS INC0.02%$7.1m
BROADSOFT INC 1.5% CB 07/01/2018-REGISTERED no ticker0.01%$6.2m
KMT KENNAMETAL INC0.01%$6.0m
ESTERLINE TECHNOLOGIES CORP no ticker0.01%$6.0m
RWT REDWOOD TRUST INC0.01%$5.4m
MAGNUM HUNTER RES CORP DEL no ticker0.01%$5.4m
REXR REXFORD INDL RLTY INC0.01%$5.1m
GNMK GENMARK DIAGNOSTICS INC0.01%$5.1m
ALCATEL - ADR no ticker0.01%$5.1m
HRC HILL-ROM HLDGS INC0.01%$4.9m
ALPHA NATURAL RESOURCES 3.75% CB 12/15/2017-REGIST no ticker0.01%$4.8m
GPK GRAPHIC PACKAGING HLDG CO0.01%$4.3m
MOLEX INC no ticker0.01%$3.9m
FIRSTMERIT CORP no ticker0.01%$3.6m

Sector mix

  • Unclassified42.5%
  • Consumer Cyclical11.7%
  • Financial Services11.6%
  • Technology7.1%
  • Industrials5.6%
  • Energy5.5%
  • Healthcare5.4%
  • Consumer Defensive3.8%
  • Communication Services2.7%
  • Real Estate2.0%
  • Utilities1.1%
  • Basic Materials1.1%

Book over time

Every quarter on file (52)
QuarterPositionsEquity book
Q2 20266,326$174bn
Q1 20265,984$141bn
Q4 20255,849$147bn
Q3 20255,853$125bn
Q2 20255,726$115bn
Q1 20255,837$102bn
Q4 20245,886$108bn
Q3 20245,676$95.8bn
Q2 20245,787$102bn
Q1 20246,011$104bn
Q4 20235,784$99.3bn
Q3 20235,787$92.5bn
Q2 20235,712$89.7bn
Q1 20235,834$91.5bn
Q4 20225,995$86.5bn
Q3 20225,785$80.3bn
Q2 20225,923$73.5bn
Q1 20226,238$86.9bn
Q4 20216,355$93.2bn
Q3 20216,306$90.3bn
Q2 20216,328$96.5bn
Q1 20216,193$95.1bn
Q4 20205,004$89.3bn
Q3 20204,592$76.0bn
Q2 20204,563$73.1bn
Q1 20204,785$65.3bn
Q4 20194,561$82.5bn
Q3 20194,602$79.6bn
Q2 20194,583$81.2bn
Q1 20194,468$74.4bn
Q4 20184,438$65.3bn
Q3 20184,218$83.1bn
Q2 20184,114$75.6bn
Q1 20183,920$66.2bn
Q4 20173,819$74.6bn
Q3 20173,596$62.5bn
Q2 20173,590$57.6bn
Q1 20173,603$56.4bn
Q4 20163,515$44.2bn
Q3 20163,511$46.6bn
Q2 20163,305$41.9bn
Q1 20163,273$38.8bn
Q4 20153,854$55.7bn
Q3 20153,963$63.4bn
Q2 20153,760$70.4bn
Q1 20153,712$66.9bn
Q4 20143,787$61.4bn
Q3 20143,495$55.5bn
Q2 20143,424$52.7bn
Q1 20143,568$50.3bn
Q4 20133,053$49.3bn
Q3 20132,921$42.0bn

Where Citadel Advisors LLC was early

2 rows
SPY STATE STR SPDR S&P 500 ETF TQ1 201415 of 2670.01%3.0%50Held at last filing, Q2 2026+299%
IVV ISHARES TRQ4 20148 of 830.03%7.6%29Held at last filing, Q2 2026+262%

Concentration and tenure

1.4%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
8.3%
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