WhaleCreep

Citadel Advisors LLC 13F holdings, Q2 2014

Hedge fundSEC filingsCompare with another fundHoldings as of 2014-06-30, filed 2015-06-26

Citadel Advisors LLC disclosed 3424 US equity positions worth $52.7bn in its Q2 2014 13F filing. Its largest position is AAPL at 1.5% of the reported book, followed by SPY and MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGISTERED. Versus Q1 2014 it opened 567 new positions, added to 1363, reduced 1428 and exited 711.

$52.7bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,424
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.5%
Largest position
The largest single position as a share of the reported equity book.
8.2%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
394
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 Q1 2014: 567 new, 1363 added, 1428 reduced, 711 exited

50 of 3,424
AAPL APPLE INCTechnology1.5%$797m8.57m+2100%added
SPY SPDR S&P 500 ETF Trust–1.3%$712m3.64m+29611%added
MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGISTERED no ticker–0.8%$422m139.03m+23%added
BKR BAKER HUGHES INCEnergy0.8%$400m5.37m+242%added
DHR DANAHER CORP DELHealthcare0.7%$348m4.42m+86%added
C CITIGROUP INCFinancial Services0.7%$347m7.36m−26%reduced
IVZ INVESCO LTDFinancial Services0.6%$336m8.89m+8.1%added
XECEUR CIMAREX ENERGY CO–0.6%$321m2.23m+29%added
GOOGLE INC no ticker–0.6%$319m546,164+47%added
META META PLATFORMS INCCommunication Services0.6%$308m4.58m+13%added
RL RALPH LAUREN CORPConsumer Cyclical0.6%$304m1.89m−24%reduced
YAHOO INC no ticker–0.5%$286m8.13m+40%added
SALX PHARMACEUTICALS 1.5% CB 03/15/2019-REGISTERED no ticker–0.5%$284m144.69m+44%added
MICRON TECHNOLOGY 1.625% CB 02/15/2033 E-REGISTERED no ticker–0.5%$283m93.82m0.0%held
AR ANTERO RESOURCES CORPEnergy0.5%$282m4.30m+64%added
HONGBP HONEYWELL INTL INC–0.5%$281m3.02m+20%added
NBR NABORS INDUSTRIES LTDEnergy0.5%$268m9.12m+257%added
AAL AMERICAN AIRLINES GROUP INCIndustrials0.5%$260m6.05m+32%added
DVN DEVON ENERGY CORP NEWEnergy0.5%$260m3.27m+98%added
SIG SIGNET JEWELERS LIMITEDConsumer Cyclical0.5%$257m2.32m−22%reduced
FMC TECHNOLOGIES INC no ticker–0.5%$256m4.19m+58%added
AMG AFFILIATED MANAGERS GROUPFinancial Services0.5%$255m1.24m−26%reduced
HD HOME DEPOT INCConsumer Cyclical0.5%$251m3.10m+79%added
HAL HALLIBURTON COEnergy0.5%$250m3.52m−27%reduced
MCK MCKESSON CORPHealthcare0.5%$250m1.34m+766%added
UNITED RENTALS INC 4% CB 11/15/2015- REGISTERED CO no ticker–0.5%$241m25.67m0.0%held
UNP UNION PACIFIC CORPIndustrials0.5%$238m2.39m+93%added
WMB WILLIAMS COS INCEnergy0.4%$234m4.02m+3687%added
SBUX STARBUCKS CORPConsumer Cyclical0.4%$233m3.02m+421%added
GPOR GULFPORT ENERGY CORPEnergy0.4%$227m3.62m+52%added
ACTAVIS PLC no ticker–0.4%$227m1.02m−6.0%reduced
APC3EUR ANADARKO PETE CORP–0.4%$227m2.07m+18%added
V VISA INCFinancial Services0.4%$226m1.07m+43%added
MSFT MICROSOFT CORPTechnology0.4%$226m5.41m+117%added
LIBERTY INTERACTIVE CORP no ticker–0.4%$214m2.89m+212%added
LNG CHENIERE ENERGY INCEnergy0.4%$213m2.97m+39%added
PEP PEPSICO INCConsumer Defensive0.4%$212m2.38m+468%added
RICEEUR RICE ENERGY INC–0.4%$212m6.95m+44%added
PRU PRUDENTIAL FINL INCFinancial Services0.4%$208m2.34m+101%added
INTU INTUITTechnology0.4%$204m2.54m−10%reduced
WHITING PETE CORP NEW no ticker–0.4%$204m2.54m+33%added
PRICELINE GRP INC no ticker–0.4%$199m165,761+19%added
CXOEUR CONCHO RES INC–0.4%$199m1.38m+67%added
MRO* MARATHON OIL CORP–0.4%$197m4.94m+235%added
AVGO BROADCOM CORPTechnology0.4%$196m5.29m+1098%added
TWXCHF TIME WARNER INC–0.4%$196m2.79m+513%added
STT STATE STR CORPFinancial Services0.4%$195m2.90m−8.0%reduced
STARWOOD HOTELS&RESORTS WRLD no ticker–0.4%$194m2.41m+224%added
MEAD JOHNSON NUTRITION CO no ticker–0.4%$190m2.04m−10%reduced
GE GENERAL ELECTRIC COIndustrials0.4%$190m7.21m+170%added

Exited since Q1 2014

711 rows
ING U S INC no ticker0.4%$211m
LSI CORPORATION no ticker0.4%$189m
WFC WELLS FARGO & CO0.4%$180m
ENDO PHARMACEUTICAL 1.75% CB 4/15/15 - REGISTERED no ticker0.2%$118m
ALLIANCE DATA SYSTEMS CORP 4.75% CB 05/15/2014-REG no ticker0.2%$110m
SYNOVUS FINL CORP no ticker0.2%$96.4m
BEAM INC no ticker0.2%$96.1m
ACCURAY 3.5% CB 02/01/2018-REGISTERED no ticker0.1%$67.0m
COMCAST INTO SPRINT2% EXCH 10/15/29 - REGISTERED no ticker0.1%$63.7m
EQUINIX INC 4.75% CB 06/15/2016-REGISTERED no ticker0.1%$62.8m
CONTINENTAL AIRLINES INC 4.5% CB 1/15/2015-REGISTERED no ticker0.08%$38.8m
ROCK-TENN CO no ticker0.07%$35.0m
THERAVANCE 2.125% CB 01/15/2023-REGISTERED no ticker0.06%$28.9m
OIEUR OWENS ILL INC0.05%$27.0m
BROOKFIELD PROPERTY PARTRS L no ticker0.05%$26.6m
ARTHROCARE CORP no ticker0.05%$25.5m
PANDORA MEDIA INC no ticker0.05%$25.3m
GATX GATX CORP0.05%$23.8m
CIGNA CORPORATION no ticker0.05%$23.3m
CHEMED CORP 1.875% CB 5/15/2014 - REGISTERED no ticker0.04%$22.3m
WWEUSD WORLD WRESTLING ENTMT INC0.04%$22.3m
VECTOR GROUP 2.5% CB 01/15/2019-REGISTERED no ticker0.04%$21.2m
AGCO CORP 1.25% CB 12/15/2036-REGISTERED no ticker0.04%$20.6m
NUANEUR NUANCE COMMUNICATIONS INC0.04%$18.7m
NATIONSTAR MTG HLDGS INC no ticker0.04%$18.5m
DOLLAR FINANCIAL CORP 2.875% CB 6/30/2027 - REGIST no ticker0.04%$18.3m
AVBC AVALONBAY CMNTYS INC0.04%$18.1m
EMERITUS CORP no ticker0.03%$16.7m
GILEAD SCIENCES 1.625% CB 05/01/2016-REGISTERED no ticker0.03%$15.6m
AURICO GOLD 3.5% CB 10/01/2016-REGISTERED no ticker0.03%$14.7m
NVR NVR INC0.03%$14.4m
CUBIST PHARMACEUTICALS 2.5% CB 11/01/2017-REGISTER no ticker0.03%$12.8m
LXKEUR LEXMARK INTL INC0.03%$12.8m
MAA MID-AMER APT CMNTYS INC0.03%$12.8m
CACI INTL INC 2.125% CB 05/01/2014 - REGISTERED no ticker0.02%$12.5m
ARES CAPITAL 5.125% CB 06/01/2016-REGISTERED no ticker0.02%$11.3m
ASML ASML HLDG NV0.02%$10.3m
HITTITE MICROWAVE CORP no ticker0.02%$10.2m
WINDSTREAM HLDGS INC no ticker0.02%$9.3m
SOLAZYME 6% CB 02/01/2018-REGISTERED no ticker0.02%$9.2m
MBTGBP MOBILE TELESYSTEMS PJSC0.02%$9.1m
BF/B BROWN FORMAN CORP0.02%$9.1m
STONE ENERGY CORP no ticker0.02%$8.3m
PSX PHILLIPS 660.02%$8.1m
DBD DIEBOLD NIXDORF INC0.02%$8.0m
INTEGRA LIFESCIENCES CORP 1.625% CB 12/15/2016-REG no ticker0.02%$7.9m
CN4 CONNS INC0.01%$7.2m
EXELIXIS 4.25% CB 8/15/2019-REGISTERED no ticker0.01%$7.1m
ARES CAPITAL CORP 4.75% CB 01/15/2018-REGISTERED no ticker0.01%$6.8m
STARWOOD PROPERTY TRUST 4.55% CB 03/01/2018-REGIST no ticker0.01%$6.7m

Sector mix

  • Unclassified47.7%
  • Financial Services9.9%
  • Consumer Cyclical9.1%
  • Technology7.0%
  • Industrials6.3%
  • Energy6.0%
  • Healthcare5.0%
  • Consumer Defensive2.9%
  • Communication Services1.9%
  • Basic Materials1.6%
  • Utilities1.3%
  • Real Estate1.2%

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