WhaleCreep

Citadel Advisors LLC 13F holdings, Q1 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-03-31, filed 2015-11-09

Citadel Advisors LLC disclosed 3712 US equity positions worth $66.9bn in its Q1 2015 13F filing. Its largest position is DVN at 0.9% of the reported book, followed by DG and AMZN. Versus Q4 2014 it opened 605 new positions, added to 1540, reduced 1506 and exited 680.

$66.9bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,712
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.
6.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
483
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 2014: 605 new, 1540 added, 1506 reduced, 680 exited

50 of 3,712
DVN DEVON ENERGY CORP NEWEnergy0.9%$581m9.64m+12%added
DG DOLLAR GEN CORPConsumer Defensive0.8%$543m7.21m+193%added
AMZN AMAZON COM INCConsumer Cyclical0.7%$465m1.25m+8.1%added
APC3EUR ANADARKO PETE CORP–0.7%$436m5.27m+6.9%added
AAPL APPLE INCTechnology0.6%$406m3.27m+73%added
V VISA INCFinancial Services0.6%$393m6.01m+1544%added
CANADIAN PAC RY LTD no ticker–0.6%$370m2.03m+74%added
NEWFIELD EXPL CO no ticker–0.5%$363m10.34m+107%added
WHITING PETE CORP NEW no ticker–0.5%$363m11.74m+378%added
CXOEUR CONCHO RES INC–0.5%$362m3.12m+36%added
MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGIST no ticker–0.5%$360m143.33m0.0%held
TGT TARGET CORPConsumer Defensive0.5%$359m4.37m+799%added
JWNUSD NORDSTROM INC–0.5%$335m4.17m−1.5%reduced
UTXZ UNITED TECHNOLOGIES CORP–0.5%$334m2.85m−38%reduced
SIG SIGNET JEWELERS LIMITEDConsumer Cyclical0.5%$329m2.37m+18%added
MCD MCDONALDS CORPConsumer Cyclical0.5%$326m3.35m+45%added
AVGO BROADCOM CORPTechnology0.5%$318m7.35m−4.1%reduced
C CITIGROUP INCFinancial Services0.5%$318m6.17m−41%reduced
PPG PPG INDS INCBasic Materials0.5%$315m1.39m−2.7%reduced
MS MORGAN STANLEYFinancial Services0.5%$312m8.73m+3456%added
CBS CORP NEW no ticker–0.5%$303m5.00m+598%added
IVZ INVESCO LTDFinancial Services0.5%$302m7.61m+48%added
GD GENERAL DYNAMICS CORPIndustrials0.5%$301m2.22m+113%added
XL GROUP PLC no ticker–0.4%$294m8.00m−18%reduced
PRU PRUDENTIAL FINL INCFinancial Services0.4%$290m3.61m+74%added
ETN EATON CORP PLCIndustrials0.4%$287m4.22m+174%added
LNG CHENIERE ENERGY INCEnergy0.4%$283m3.65m+12%added
WDC WESTERN DIGITAL CORP.Technology0.4%$279m3.07m+133%added
LEN LENNAR CORPConsumer Cyclical0.4%$279m5.39m+350%added
MICRON TECHNOLOGY 1.625% CB 02/15/2033 E-REGIST no ticker–0.4%$277m111.14m+17%added
GOOGLE INC no ticker–0.4%$276m497,996+13%added
XECEUR CIMAREX ENERGY CO–0.4%$274m2.38m+51%added
VOYA VOYA FINANCIAL INCFinancial Services0.4%$274m6.34m−23%reduced
MU MICRON TECHNOLOGY INCTechnology0.4%$269m9.91m+182%added
TRW AUTOMOTIVE HLDGS CORP no ticker–0.4%$268m2.56m+28%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.4%$267m4.14m+358%added
SALX PHARMACEUTICALS 1.5% CB 03/15/2019-REGISTERED no ticker–0.4%$260m97.69m−13%reduced
DHR DANAHER CORP DELHealthcare0.4%$259m3.05m−6.5%reduced
NBL2EUR NOBLE ENERGY INC–0.4%$255m5.22m+2358%added
CFG CITIZENS FINL GROUP INCFinancial Services0.4%$255m10.55m+112%added
MHK MOHAWK INDS INCConsumer Cyclical0.4%$254m1.37m−16%reduced
OGE OGE ENERGY CORPUtilities0.4%$252m7.99m+16%added
DHI D R HORTON INCConsumer Cyclical0.4%$249m8.74m+132%added
IR INGERSOLL-RAND PLCIndustrials0.4%$243m3.56m−21%reduced
DLTR DOLLAR TREE INCConsumer Defensive0.4%$238m2.93m+33%added
BKR BAKER HUGHES INCEnergy0.3%$233m3.66m−6.9%reduced
NXPI NXP SEMICONDUCTORS N VTechnology0.3%$223m2.22m+181%added
SERVUSD SERVICEMASTER GLOBAL HLDGS I–0.3%$223m6.59m+100%added
BDX BECTON DICKINSON & COHealthcare0.3%$218m1.52m+164%added
EOG EOG Resources IncEnergy0.3%$211m2.31m+145%added

Exited since Q4 2014

680 rows
CAREFUSION CORP no ticker0.3%$208m
HSY HERSHEY CO0.3%$175m
ALLERGAN INC no ticker0.2%$151m
ELV ELEVANCE HEALTH INC0.2%$139m
AUXILIUM PHARMACEUTICALS 1.5% CB 07/15/2018-REGIST no ticker0.2%$116m
SPANSION INC no ticker0.2%$113m
VZ VERIZON COMMUNICATIONS INC0.1%$89.6m
WRIGHT MEDICAL GROUP 2% CB 08/15/2017-REGISTERED no ticker0.1%$81.9m
GAP GAP INC0.10%$59.5m
SANDISK 0.5% CB 10/15/2020-REGISTERED no ticker0.08%$50.6m
PETSMART INC no ticker0.08%$50.2m
RF MICRODEVICES INC no ticker0.08%$50.1m
GOOGLE INC no ticker0.08%$46.3m
FOREST CITY ENTERPRISES 3.625% CB 08/15/2020-REGIS no ticker0.07%$44.6m
COST COSTCO WHOLESALE CORPORATION0.07%$40.5m
TLT ISHARES TR0.07%$40.1m
DRQEUR DRIL-QUIP INC0.06%$39.7m
FOREST CITY ENTERPRISES 5% CB 10/15/2016-REGISTERE no ticker0.06%$39.0m
HAWAIIAN HOLDINGS 5% CB 03/15/2016-REGISTERED no ticker0.06%$38.2m
C&J ENERGY SVCS INC no ticker0.06%$37.4m
GRAMERCY PPTY TR INC no ticker0.06%$36.7m
SIRONA DENTAL SYSTEMS INC no ticker0.05%$31.3m
SUNPOWER CORP 4.5% CB 03/15/2015-REGISTERED no ticker0.05%$29.4m
FXCM 2.25% CB 06/15/2018-REGISTERED no ticker0.05%$28.2m
JNJ JOHNSON & JOHNSON0.04%$25.9m
WDR WADDELL & REED FINL INC0.04%$24.1m
STARWOOD PROPERTY TRUST 4% CB 01/15/2019-REGISTERED no ticker0.04%$22.0m
ROYAL GOLD 2.875% CB 06/15/2019-REGISTERED no ticker0.04%$21.7m
MANH MANHATTAN ASSOCIATES INC0.04%$21.5m
IVV ISHARES TR0.03%$21.0m
AMTRUST FINANCIAL SERVICES 5.5% CB 12/15/2021-REGI no ticker0.03%$20.7m
VNO VORNADO RLTY TR0.03%$20.5m
PZZA PAPA JOHNS INTL INC0.03%$20.2m
THORATEC CORP no ticker0.03%$18.5m
VRSK VERISK ANALYTICS INC0.03%$17.9m
PACWUSD PACWEST BANCORP DEL0.03%$17.7m
FREESCALE SEMICONDUCTOR LTD no ticker0.03%$17.2m
HELIX ENERGY SOLUTIONS 3.25% CB 03/15/2032- REGIS no ticker0.03%$16.7m
SUNPOWER CORP 0.75% CB 06/01/2018-REGISTERED no ticker0.02%$14.7m
FOREST CITY ENTERPRISES 4.25% CB 08/15/2018-REGIST no ticker0.02%$14.4m
XLI SELECT SECTOR SPDR TR0.02%$13.5m
GOLDEN STAR RESOURCES 5% CB 06/01/2017- REGISTERED no ticker0.02%$13.1m
CHIQUITA BRANDS INTERNATIONAL 4.25% CB 08/15/2016 no ticker0.02%$12.3m
CUBIST PHARMACEUTICALS 1.875% CB 09/01/2020-REGIST no ticker0.02%$12.3m
T-MOBILE US 5.5% MAND 12/15/2017-REGISTERED no ticker0.02%$11.8m
DEALERTRACK TECHNOLOGIES INC no ticker0.02%$11.1m
HOLOGIC 2% CB 03/01/2042-REGISTERED no ticker0.02%$11.1m
KIM KIMCO RLTY CORP0.02%$10.7m
TYSON FOODS 4.75% MAND 07/15/2017-REGISTERED no ticker0.02%$10.1m
MMS MAXIMUS INC0.02%$9.4m

Sector mix

  • Unclassified46.6%
  • Consumer Cyclical9.9%
  • Financial Services9.2%
  • Industrials6.9%
  • Technology6.6%
  • Healthcare5.3%
  • Energy4.4%
  • Consumer Defensive4.4%
  • Basic Materials2.4%
  • Communication Services1.7%
  • Real Estate1.3%
  • 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