WhaleCreep

Citadel Advisors LLC 13F holdings, Q4 2014

Hedge fundSEC filingsCompare with another fundHoldings as of 2014-12-31, filed 2015-11-09

Citadel Advisors LLC disclosed 3787 US equity positions worth $61.4bn in its Q4 2014 13F filing. Its largest position is SPY at 2.0% of the reported book, followed by C and DVN. Versus Q3 2014 it opened 749 new positions, added to 1628, reduced 1357 and exited 457.

$61.4bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,787
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.0%
Largest position
The largest single position as a share of the reported equity book.
8.5%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
408
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 2014: 749 new, 1628 added, 1357 reduced, 457 exited

50 of 3,787
SPY SPDR S&P 500 ETF Trust–2.0%$1.2bn5.92m+699%added
C CITIGROUP INCFinancial Services0.9%$566m10.46m+206%added
DVN DEVON ENERGY CORP NEWEnergy0.9%$529m8.64m+78%added
UTXZ UNITED TECHNOLOGIES CORP–0.9%$525m4.56m+99%added
MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGIST no ticker–0.7%$459m143.33m+3.1%added
KEY KEYCORPFinancial Services0.7%$420m30.19m+37%added
META META PLATFORMS INCCommunication Services0.7%$409m5.24m+15%added
APC3EUR ANADARKO PETE CORP–0.7%$406m4.92m+34%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$359m1.16m+4544%added
VOYA VOYA FINANCIAL INCFinancial Services0.6%$351m8.27m+61%added
JWNUSD NORDSTROM INC–0.5%$336m4.23m+31%added
XL GROUP PLC no ticker–0.5%$335m9.73m+592%added
AVGO BROADCOM CORPTechnology0.5%$332m7.66m+12%added
PPG PPG INDS INCBasic Materials0.5%$331m1.43m+524%added
TJX TJX COS INC NEWConsumer Cyclical0.5%$330m4.82m+76%added
WHR WHIRLPOOL CORPConsumer Cyclical0.5%$314m1.62m+73%added
MICRON TECHNOLOGY 1.625% CB 02/15/2033 E-REGIST no ticker–0.5%$303m94.82m+1.1%added
POWERSHARES QQQ TRUST no ticker–0.5%$291m2.82m−25%reduced
IR INGERSOLL-RAND PLCIndustrials0.5%$285m4.49m−5.8%reduced
DHR DANAHER CORP DELHealthcare0.5%$279m3.26m−39%reduced
SIG SIGNET JEWELERS LIMITEDConsumer Cyclical0.4%$264m2.01m+0.6%added
EXMOC EXXON MOBIL CORP–0.4%$261m2.82m+150%added
ENDO INTL PLC no ticker–0.4%$259m3.59m+53%added
LOW LOWES COS INCConsumer Cyclical0.4%$258m3.75m+71%added
YAHOO INC no ticker–0.4%$256m5.08m−20%reduced
MHK MOHAWK INDS INCConsumer Cyclical0.4%$253m1.63m+34%added
SBAC SBA COMMUNICATIONS CORPReal Estate0.4%$249m2.25m+8.5%added
OGE OGE ENERGY CORPUtilities0.4%$245m6.92m+23%added
AMAT APPLIED MATLS INCTechnology0.4%$244m9.80m+16%added
GOOGLE INC no ticker–0.4%$234m440,334−29%reduced
CSCO CISCO SYS INCTechnology0.4%$233m8.36m+211%added
LNG CHENIERE ENERGY INCEnergy0.4%$230m3.27m+15%added
CXOEUR CONCHO RES INC–0.4%$229m2.30m+1.2%added
CANADIAN PAC RY LTD no ticker–0.4%$225m1.17m+50%added
PG PROCTER & GAMBLE COConsumer Defensive0.4%$224m2.46m+50%added
TSN TYSON FOODS INCConsumer Defensive0.4%$223m5.56m−15%reduced
BKR BAKER HUGHES INCEnergy0.4%$221m3.93m−38%reduced
MCD MCDONALDS CORPConsumer Cyclical0.4%$217m2.32m+72%added
ITW ILLINOIS TOOL WKS INCIndustrials0.3%$211m2.23m+20%added
AAPL APPLE INCTechnology0.3%$208m1.89m−51%reduced
CAREFUSION CORP no ticker–0.3%$208m3.51m+272%added
SALX PHARMACEUTICALS 1.5% CB 03/15/2019-REGISTERED no ticker–0.3%$206m112.69m−1.7%reduced
TRW AUTOMOTIVE HLDGS CORP no ticker–0.3%$206m2.00m+3468%added
IVZ INVESCO LTDFinancial Services0.3%$203m5.14m+76%added
FDX FEDEX CORPIndustrials0.3%$202m1.16m−23%reduced
SIGMA ALDRICH CORP no ticker–0.3%$202m1.47m–new
MSFT MICROSOFT CORPTechnology0.3%$202m4.34m+266%added
GPOR GULFPORT ENERGY CORPEnergy0.3%$199m4.77m+30%added
CHD CHURCH & DWIGHT CO INCConsumer Defensive0.3%$194m2.46m+10%added
BURL BURLINGTON STORES INCConsumer Cyclical0.3%$193m4.08m+38%added

Exited since Q3 2014

457 rows
COVIDIEN PLC no ticker0.5%$258m
WELLPOINT INC no ticker0.3%$170m
ATHLON ENERGY INC no ticker0.2%$115m
MAS MASCO CORP0.2%$114m
TIM HORTONS INC no ticker0.2%$95.1m
GT ADVANCED TECHNOLOGIES 3% CB 10/01/2017-REGISTER no ticker0.2%$94.7m
TESLA MOTORS 1.5% CB 06/01/2018-REGISTERED no ticker0.1%$73.7m
CROWN CASTLE INTL CORP no ticker0.1%$65.4m
ROCKWOOD HLDGS INC no ticker0.1%$63.8m
PCAR PACCAR INC0.1%$62.6m
UNITED THERAPEUTICS CORP 1% CB 09/15/2016- REGISTE no ticker0.1%$62.1m
ISIS PHARMACEUTICALS 2.75% CB 10/01/2019-REGISTERE no ticker0.1%$59.4m
EL LAUDER ESTEE COS INC0.10%$54.5m
PLATINUM UNDERWRITER HLDGS L no ticker0.09%$50.7m
LMT LOCKHEED MARTIN CORP0.09%$49.0m
WELLPOINT 2.75% CB 10/15/2042-REGISTERED no ticker0.07%$41.5m
MOVE 2.75% CB 09/01/2018-REGISTERED no ticker0.07%$41.1m
CHART INDUSTRIES 2% CB 08/01/2018-REGISTERED no ticker0.07%$40.6m
JETBLUE AIRWAYS CORPORATION 6.75% CB 10/15/2039 A no ticker0.06%$34.9m
NEW RESIDENTIAL INVT CORP no ticker0.06%$34.4m
WALGREEN CO no ticker0.06%$33.3m
WY WEYERHAEUSER CO0.06%$33.2m
VALIDUS HOLDINGS LTD no ticker0.06%$31.5m
CLECO CORP NEW no ticker0.05%$29.7m
US STEEL CORP 2.75% CB 04/01/2019-REGISTERED no ticker0.05%$29.5m
BANCORPSOUTH INC no ticker0.05%$26.6m
KODIAK OIL & GAS CORP no ticker0.05%$26.3m
ABBNY ABB LTD0.05%$26.1m
ALCOA 5.375% MAND 10/01/2017-REGISTERED no ticker0.05%$25.0m
CONCUR TECHNOLOGIES 0.5% CB 06/15/2018-REGISTERED no ticker0.04%$22.8m
TECHNE CORP no ticker0.04%$21.1m
TW TELECOM INC no ticker0.04%$20.8m
AVANIR PHARMACEUTICALS INC no ticker0.04%$20.2m
STEWART INFO SVCS 6% CB 10/15/2014-REGISTERED no ticker0.03%$18.2m
TYCO INTERNATIONAL LTD no ticker0.03%$15.9m
INLAND REAL ESTATE CORP 5% CB 11/15/2029-REGISTERE no ticker0.03%$15.1m
MGM MIRAGE 4.25% CB 04/15/2015-REGISTERED no ticker0.03%$13.9m
MEDIA GEN INC no ticker0.02%$13.6m
GT ADVANCED TECHNOLOGIES INC no ticker0.02%$12.7m
ALTRA HOLDINGS 2.75% CB 03/01/2031-REGISTERED no ticker0.02%$11.5m
TYL TYLER TECHNOLOGIES INC0.02%$11.3m
SENSATA TECHNOLOGIES HLDG NV no ticker0.02%$11.3m
SYNCHRONOSS TECHNOLOGIES 0.75% CB 08/15/2019-REGIS no ticker0.02%$11.1m
ENDOLOGIX 2.25% CB 12/15/2018-REGISTERED no ticker0.02%$10.7m
OIS OIL STS INTL INC0.02%$10.6m
WEBMD HEALTH CORP 2.5% CB 01/15/2018-REGISTERED no ticker0.02%$10.1m
BXUSD BLACKSTONE GROUP L P0.02%$9.7m
CAL DIVE INTERNATIONAL 5% CB 7/15/2017-REGISTERED no ticker0.02%$9.0m
XLB SELECT SECTOR SPDR TR0.02%$8.4m
SKM SK TELECOM LTD0.02%$8.3m

Sector mix

  • Unclassified47.1%
  • Consumer Cyclical10.0%
  • Financial Services9.1%
  • Technology6.5%
  • Industrials6.4%
  • Healthcare4.9%
  • Energy4.2%
  • Consumer Defensive4.1%
  • Basic Materials2.7%
  • Communication Services2.4%
  • 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