WhaleCreep

Citadel Advisors LLC 13F holdings, Q3 2014

Hedge fundSEC filingsCompare with another fundHoldings as of 2014-09-30, filed 2015-06-26

Citadel Advisors LLC disclosed 3495 US equity positions worth $55.5bn in its Q3 2014 13F filing. Its largest position is MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGIST at 0.8% of the reported book, followed by BKR and DHR. Versus Q2 2014 it opened 614 new positions, added to 1555, reduced 1263 and exited 543.

$55.5bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,495
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
0.8%
Largest position
The largest single position as a share of the reported equity book.
7.0%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
441
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 Q2 2014: 614 new, 1555 added, 1263 reduced, 543 exited

50 of 3,495
MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGIST no ticker–0.8%$438m139.03m0.0%held
BKR BAKER HUGHES INCEnergy0.7%$415m6.38m+19%added
DHR DANAHER CORP DELHealthcare0.7%$404m5.32m+21%added
XECEUR CIMAREX ENERGY CO–0.7%$393m3.11m+39%added
AAPL APPLE INCTechnology0.7%$387m3.84m−55%reduced
ACTAVIS PLC no ticker–0.7%$378m1.57m+54%added
POWERSHARES QQQ TRUST no ticker–0.7%$373m3.77m+393%added
APC3EUR ANADARKO PETE CORP–0.7%$373m3.67m+77%added
GOOGLE INC no ticker–0.7%$364m618,345+13%added
META META PLATFORMS INCCommunication Services0.6%$360m4.56m−0.4%held
AR ANTERO RESOURCES CORPEnergy0.6%$345m6.28m+46%added
DVN DEVON ENERGY CORP NEWEnergy0.6%$332m4.87m+49%added
UNP UNION PACIFIC CORPIndustrials0.6%$318m2.93m+23%added
HAL HALLIBURTON COEnergy0.5%$304m4.71m+34%added
RL RALPH LAUREN CORPConsumer Cyclical0.5%$300m1.82m−3.6%reduced
JPM JPMORGAN CHASE & COFinancial Services0.5%$298m4.94m+442%added
MICRON TECHNOLOGY 1.625% CB 02/15/2033 E-REGIST no ticker–0.5%$294m93.82m0.0%held
KEY KEYCORPFinancial Services0.5%$293m22.01m+106%added
CXOEUR CONCHO RES INC–0.5%$285m2.27m+65%added
SALX PHARMACEUTICALS 1.5% CB 03/15/2019-REGISTERED no ticker–0.5%$277m114.69m−21%reduced
AVGO BROADCOM CORPTechnology0.5%$276m6.84m+29%added
IR INGERSOLL-RAND PLCIndustrials0.5%$268m4.76m+68%added
FITB FIFTH THIRD BANCORPFinancial Services0.5%$263m13.16m+148%added
HONGBP HONEYWELL INTL INC–0.5%$260m2.80m−7.5%reduced
YAHOO INC no ticker–0.5%$259m6.35m−22%reduced
COVIDIEN PLC no ticker–0.5%$258m2.98m+155%added
TSN TYSON FOODS INCConsumer Defensive0.5%$257m6.53m+1670%added
FDX FEDEX CORPIndustrials0.4%$245m1.52m+35%added
UTXZ UNITED TECHNOLOGIES CORP–0.4%$242m2.30m+152%added
SHIRE PLC no ticker–0.4%$242m933,401+421%added
TWXCHF TIME WARNER INC–0.4%$241m3.20m+15%added
WMB WILLIAMS COS INCEnergy0.4%$238m4.30m+6.8%added
SBAC SBA COMMUNICATIONS CORPReal Estate0.4%$230m2.07m+88%added
SIG SIGNET JEWELERS LIMITEDConsumer Cyclical0.4%$227m2.00m−14%reduced
AMG AFFILIATED MANAGERS GROUPFinancial Services0.4%$227m1.13m−8.6%reduced
LNG CHENIERE ENERGY INCEnergy0.4%$226m2.83m−4.7%reduced
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.4%$226m1.80m+30%added
APD AIR PRODUCTS AND CHEMICALS IBasic Materials0.4%$223m1.71m+148%added
ADM ARCHER DANIELS MIDLAND COConsumer Defensive0.4%$222m4.34m+8855%added
WHITING PETE CORP NEW no ticker–0.4%$221m2.85m+12%added
JWNUSD NORDSTROM INC–0.4%$220m3.21m+63%added
AFL AFLAC INCFinancial Services0.4%$219m3.75m+114%added
HES HESS CORP–0.4%$212m2.25m+62%added
OGE OGE ENERGY CORPUtilities0.4%$209m5.62m+23%added
VOYA VOYA FINANCIAL INCFinancial Services0.4%$201m5.14m+12%added
MRO* MARATHON OIL CORP–0.4%$199m5.29m+7.2%added
ALLERGAN INC no ticker–0.4%$199m1.12m+158%added
PFE PFIZER INCHealthcare0.4%$197m6.66m+105%added
GPOR GULFPORT ENERGY CORPEnergy0.4%$196m3.67m+1.5%added
DISH DISH NETWORK CORPORATION–0.4%$196m3.04m+47%added

Exited since Q2 2014

543 rows
UNITED RENTALS INC 4% CB 11/15/2015- REGISTERED CO no ticker0.5%$241m
WFRD Weatherford International Ltd0.2%$117m
AKORN 3.5% CB 06/01/2016-REGISTERED no ticker0.2%$98.9m
NORTHSTAR RLTY FIN CORP no ticker0.2%$83.5m
INTERMUNE INC no ticker0.1%$52.7m
MICROS SYS INC no ticker0.09%$50.1m
CBSH COMMERCE BANCSHARES INC0.05%$24.4m
CORE LABORATORIES N V no ticker0.04%$21.9m
VOLCANO CORP 1.75% CB 12/01/2017-REGISTERED no ticker0.04%$19.3m
CAG CONAGRA BRANDS INC0.04%$18.7m
SOLARWINDS INC no ticker0.03%$16.3m
KMT KENNAMETAL INC0.03%$15.1m
TRULIA INC no ticker0.03%$14.7m
CONCUR TECHNOLOGIES INC no ticker0.02%$12.3m
EDUCATION REALTY TRUST INC COMMON STOCK no ticker0.02%$11.4m
ZILLOW INC no ticker0.02%$11.4m
SHW SHERWIN WILLIAMS CO0.02%$10.9m
COBALT INTERNATIONAL ENERGY 3.125% CB 05/15/2024-R no ticker0.02%$10.8m
PROSPECT CAPITAL CORP 5.5% CB 08/15/2016-REGISTERE no ticker0.02%$10.5m
PEG PUBLIC SVC ENTERPRISE GROUP0.02%$9.9m
JGWPT HOLDINGS INC-A no ticker0.02%$9.8m
STONE ENERGY 1.75% CB 03/01/2017-REGISTERED no ticker0.02%$9.6m
ALTERA CORP no ticker0.02%$9.6m
TM TOYOTA MOTOR CORP0.02%$9.4m
SJM SMUCKER J M CO0.02%$9.2m
SPWRQ SUNPOWER CORP0.02%$8.3m
VINCE HLDG CORP no ticker0.02%$8.1m
NE NOBLE CORP PLC0.01%$7.6m
FISV FISERV INC0.01%$7.3m
MASTEC INC 4.25% CB 12/15/2014- REGISTERED no ticker0.01%$6.2m
AIR LEASE CORP 3.875% CB 12/01/2018-REGISTERED no ticker0.01%$6.0m
ALLIANT TECHSYSTEMS 3.0% CB 08/15/2024-REGISTERED no ticker0.01%$5.3m
MDC1USD M D C HLDGS INC0.01%$5.2m
EIGIEUR ENDURANCE INTL GROUP HLDGS I0.01%$4.6m
N2EUR NETSUITE INC0.01%$4.5m
NATIONAL GRID PLC no ticker0.01%$4.3m
KITE RLTY GROUP TR no ticker0.01%$3.7m
KPTI KARYOPHARM THERAPEUTICS INC0.01%$3.7m
EPI WISDOMTREE TR0.01%$3.3m
WU WESTERN UN CO0.01%$3.0m
WSM WILLIAMS SONOMA INC0.01%$2.8m
OKE ONEOK INC NEW0.01%$2.8m
DEMAND MEDIA INC no ticker0.01%$2.7m
SGENEUR SEATTLE GENETICS INC0.01%$2.7m
DTE DTE ENERGY CO0.0%$2.6m
KSUEUR KANSAS CITY SOUTHERN0.0%$2.5m
BURGER KING WORLDWIDE INC no ticker0.0%$2.4m
KFRC KFORCE INC0.0%$2.4m
IMPRIVATA INC no ticker0.0%$2.3m
JMEIUSD JUMEI INTL HLDG LTD0.0%$2.3m

Sector mix

  • Unclassified47.7%
  • Financial Services10.1%
  • Consumer Cyclical9.2%
  • Energy6.3%
  • Technology6.1%
  • Industrials5.4%
  • Healthcare4.9%
  • Consumer Defensive3.9%
  • Basic Materials1.9%
  • Communication Services1.9%
  • Real Estate1.5%
  • Utilities1.2%

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