WhaleCreep

Citadel Advisors LLC 13F holdings, Q1 2014

Hedge fundSEC filingsCompare with another fundHoldings as of 2014-03-31, filed 2015-06-26

Citadel Advisors LLC disclosed 3568 US equity positions worth $50.3bn in its Q1 2014 13F filing. Its largest position is C at 0.9% of the reported book, followed by GOOGLE INC and RL. Versus Q4 2013 it opened 920 new positions, added to 1458, reduced 1128 and exited 405.

$50.3bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,568
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.
6.6%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
469
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 Q4 2013: 920 new, 1458 added, 1128 reduced, 405 exited

50 of 3,568
C CITIGROUP INCFinancial Services0.9%$472m9.92m+85%added
GOOGLE INC no ticker–0.8%$413m370,750−48%reduced
RL RALPH LAUREN CORPConsumer Cyclical0.8%$400m2.49m+3.9%added
AMG AFFILIATED MANAGERS GROUPFinancial Services0.7%$338m1.69m+72%added
SIG SIGNET JEWELERS LIMITEDConsumer Cyclical0.6%$313m2.96m+9322%added
IVZ INVESCO LTDFinancial Services0.6%$304m8.23m−3.0%reduced
HAL HALLIBURTON COEnergy0.6%$285m4.84m+63%added
DISH DISH NETWORK CORPORATION–0.5%$271m4.36m+65%added
MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGIST no ticker–0.5%$253m113.03m–new
SWN1EUR SOUTHWESTERN ENERGY CO–0.5%$252m5.48m+294%added
LOW LOWES COS INCConsumer Cyclical0.5%$248m5.07m−7.5%reduced
XL GROUP PLC no ticker–0.5%$244m7.80m+6.3%added
META META PLATFORMS INCCommunication Services0.5%$243m4.04m−35%reduced
MET METLIFE INCFinancial Services0.5%$242m4.58m−7.9%reduced
AMT AMERICAN TOWER CORPReal Estate0.5%$240m4.13m−63%reduced
VZ VERIZON COMMUNICATIONS INCCommunication Services0.5%$237m4.99m+445%added
HONGBP HONEYWELL INTL INC–0.5%$234m2.52m+2501%added
UNP UNION PACIFIC CORPIndustrials0.5%$232m1.24m+15%added
ACTAVIS PLC no ticker–0.4%$223m1.08m+109%added
EOG EOG Resources IncEnergy0.4%$220m1.12m−54%reduced
INTU INTUITTechnology0.4%$220m2.83m+181%added
STT STATE STR CORPFinancial Services0.4%$219m3.15m+150%added
UNITED RENTALS INC 4% CB 11/15/2015- REGISTERED no ticker–0.4%$219m25.67m−44%reduced
UTXZ UNITED TECHNOLOGIES CORP–0.4%$216m1.85m+1216%added
ING U S INC no ticker–0.4%$211m5.82m+171%added
AAPL APPLE INCTechnology0.4%$209m389,640−76%reduced
YAHOO INC no ticker–0.4%$209m5.81m+129%added
MICRON TECHNOLOGY 1.625% CB 02/15/2033 E-REGIST no ticker–0.4%$208m93.82m–new
XECEUR CIMAREX ENERGY CO–0.4%$206m1.73m−28%reduced
JAHEUR JARDEN CORP–0.4%$201m3.36m+24%added
SUNTRUST BKS INC no ticker–0.4%$197m4.96m−19%reduced
CMCSA COMCAST CORP NEWCommunication Services0.4%$196m3.91m+13%added
LSI CORPORATION no ticker–0.4%$189m17.08m+10%added
MEAD JOHNSON NUTRITION CO no ticker–0.4%$188m2.27m+114%added
LVS LAS VEGAS SANDS CORPConsumer Cyclical0.4%$186m2.30m+780%added
SLB SLB LIMITEDEnergy0.4%$186m1.91m−15%reduced
HILLSHIRE BRANDS CO no ticker–0.4%$186m4.99m+153%added
KEY KEYCORPFinancial Services0.4%$185m12.98m−14%reduced
WFC WELLS FARGO & COFinancial Services0.4%$180m3.62m+23%added
TIFEUR TIFFANY & CO NEW–0.4%$179m2.08m+1.4%added
AVAGO TECHNOLOGIES LTD no ticker–0.4%$179m2.77m+5.2%added
DHR DANAHER CORP DELHealthcare0.4%$178m2.38m+3.5%added
RF MICRODEVICES INC no ticker–0.4%$177m22.51m+142%added
IR INGERSOLL-RAND PLCIndustrials0.4%$176m3.08m+110%added
VLO VALERO ENERGY CORPEnergy0.3%$172m3.25m+53%added
BRO BROWN & BROWN INCFinancial Services0.3%$171m5.57m−9.5%reduced
EQT EQT CORPORATIONEnergy0.3%$171m1.77m−32%reduced
BMY BRISTOL-MYERS SQUIBB COHealthcare0.3%$170m3.28m−47%reduced
GPOR GULFPORT ENERGY CORPEnergy0.3%$170m2.39m−41%reduced
SALX PHARMACEUTICALS 1.5% CB 03/15/2019-REGISTERED no ticker–0.3%$170m100.50m+1042%added

Exited since Q4 2013

405 rows
MICROCHIP TECHNOLOGY 2.125% CB 12/15/37 - REGISTER no ticker0.6%$272m
XILINX INC 3.125% CB 3/15/2037 -REGISTERED no ticker0.5%$264m
VODAFONE GROUP PLC - SPON ADR 1:10 no ticker0.3%$126m
EXMOC EXXON MOBIL CORP0.2%$121m
LIONS GATE ENTERTAINMENT 3.625% CB 03/15/2025- REGISTERED no ticker0.2%$93.3m
FIFTH & PAC COS INC no ticker0.1%$62.5m
SANDISK CORP 1.5% CB 08/15/2017-REGISTERED no ticker0.1%$59.0m
AK STEEL HOLDING CORP 5% CB 11/15/2019-REGISTERED no ticker0.1%$57.7m
MICRON TECHNOLOGY 3.125% CB 05/01/2032 D-REGISTERED no ticker0.1%$52.7m
MMM 3M CO0.09%$44.4m
ACCURAY 3.5% CB 02/01/2018-144A no ticker0.09%$43.6m
ARCHER DANIELS MIDLAND 0.875% CB 2/15/2014 - REGIS no ticker0.09%$42.1m
BROOKFIELD OFFICE PPTYS INC no ticker0.08%$40.7m
ENDO HEALTH SOLUTIONS INC no ticker0.08%$39.0m
AAR CORP 1.625% CB 03/01/2014-REGISTERED no ticker0.07%$35.0m
STEWART ENTERPRISES 3.125% 07/15/2014 -REGISTERED no ticker0.06%$31.8m
ENPRO 3.9375% CB 10/15/2015-REGISTERED no ticker0.06%$28.2m
FOSTER WHEELER AG no ticker0.05%$26.9m
GRFS GRIFOLS S A0.05%$26.8m
DOLLAR FINANCIAL CORP 3% CB 04/01/2028- REGISTERED no ticker0.05%$25.2m
NAVISTAR INTERNATIONAL CORP 3% CB 10/15/2014-REGIS no ticker0.05%$25.1m
MICRON TECHNOLOGY 2.375% CB 05/01/2032 C-REGISTERED no ticker0.05%$23.2m
OREXIGEN THERAPEUTICS 2.75% CB 12/15/2020-144A no ticker0.04%$19.5m
MOLINA HEALTHCARE INC 3.75% CB 10/01/2014 - REGIST no ticker0.04%$18.4m
NEXTERA ENERGY INC 5.889% MAND 09/01/2015-REGISTER no ticker0.03%$17.0m
FAF FIRST AMERN FINL CORP0.03%$15.8m
GREEN PLAINS RENEWABLE ENERGY 5.75% CB 11/01/2015- no ticker0.03%$15.3m
APARTMENT INVT & MGMT CO no ticker0.03%$15.0m
ICLR ICON PLC0.03%$14.9m
TWTRUSD TWITTER INC0.03%$14.1m
CSX CSX CORP0.03%$14.0m
TILE INTERFACE INC0.03%$13.9m
WELLPOINT 2.75% CB 10/15/2042-REGISTERED no ticker0.03%$13.6m
ALBANY MOLECULAR RESEARCH 2.25% CB 11/15/2018-144A no ticker0.03%$13.0m
EXR EXTRA SPACE STORAGE INC0.03%$13.0m
COVANTA 3.25% CB 06/01/2014 - REGISTERED no ticker0.03%$13.0m
MO ALTRIA GROUP INC0.02%$12.1m
TELEFLEX INC 3.875% CB 08/01/2017-REGISTERED no ticker0.02%$11.8m
PNR PENTAIR LTD0.02%$11.6m
CROWN CASTLE INTERNATIONAL 4.5% MAND 11/01/2016-RE no ticker0.02%$11.0m
PDL BIOPHARMA 3.75% CB 05/01/2015-REGISTERED no ticker0.02%$10.4m
WTI W & T OFFSHORE INC0.02%$10.2m
CHESAPEAKE ENERGY CORP 2.5% CB 5/15/2037 - REGISTE no ticker0.02%$9.6m
STONE ENERGY 1.75% CB 03/01/2017-REGISTERED no ticker0.02%$9.4m
EPL OIL & GAS INC no ticker0.02%$9.2m
RPAIUSD RETAIL PPTYS AMER INC0.02%$9.0m
YINGLI GREEN ENERGY HOLD-ADR no ticker0.02%$8.7m
AANUSD AARONS INC0.02%$8.5m
GREEN MTN COFFEE ROASTE INC CMN STK no ticker0.02%$8.4m
MONTPELIER RE HOLDINGS LTD no ticker0.02%$8.4m

Sector mix

  • Unclassified46.5%
  • Financial Services11.1%
  • Consumer Cyclical10.4%
  • Technology6.0%
  • Industrials5.8%
  • Energy4.9%
  • Healthcare4.6%
  • Consumer Defensive3.0%
  • Communication Services2.8%
  • Real Estate1.6%
  • Basic Materials1.6%
  • Utilities1.6%

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