WhaleCreep

Citadel Advisors LLC 13F holdings, Q2 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-06-30, filed 2016-02-05

Citadel Advisors LLC disclosed 3760 US equity positions worth $70.4bn in its Q2 2015 13F filing. Its largest position is PPG at 0.8% of the reported book, followed by DVN and CANADIAN PAC RY LTD. Versus Q1 2015 it opened 752 new positions, added to 1369, reduced 1576 and exited 704.

$70.4bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,760
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.
7.1%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
446
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 2015: 752 new, 1369 added, 1576 reduced, 704 exited

50 of 3,760
PPG PPG INDS INCBasic Materials0.8%$587m5.11m+267%added
DVN DEVON ENERGY CORP NEWEnergy0.8%$573m9.64m0.0%held
CANADIAN PAC RY LTD no ticker–0.8%$557m3.48m+71%added
APC3EUR ANADARKO PETE CORP–0.8%$545m6.98m+33%added
VERISIGN INC 3.25% CB DUE 08/15/2037 - REGISTERED no ticker–0.7%$518m281.23m–new
EOG EOG Resources IncEnergy0.7%$471m5.38m+133%added
AMP AMERIPRISE FINL INCFinancial Services0.6%$457m3.66m+669%added
V VISA INCFinancial Services0.6%$455m6.77m+13%added
META META PLATFORMS INCCommunication Services0.6%$435m5.07m+175%added
1987351D ACE LTD–0.6%$432m4.25m+62004%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$420m966,650−23%reduced
AMAT APPLIED MATLS INCTechnology0.5%$387m20.13m+154%added
IVZ INVESCO LTDFinancial Services0.5%$372m9.92m+30%added
C CITIGROUP INCFinancial Services0.5%$364m6.59m+6.7%added
WHITING PETE CORP NEW no ticker–0.5%$362m10.76m−8.3%reduced
JWNUSD NORDSTROM INC–0.5%$361m4.85m+16%added
HAL HALLIBURTON COEnergy0.5%$357m8.29m+294%added
ITW ILLINOIS TOOL WKS INCIndustrials0.5%$341m3.71m+90%added
DAL DELTA AIR LINES INCIndustrials0.5%$337m8.21m+227%added
GPOR GULFPORT ENERGY CORPEnergy0.5%$333m8.26m+86%added
PXDEUR PIONEER NAT RES CO–0.5%$330m2.38m+110%added
IR INGERSOLL-RAND PLCIndustrials0.5%$327m4.85m+36%added
STARWOOD HOTELS&RESORTS WRLD no ticker–0.5%$326m4.02m+80%added
CATAMARAN CORP no ticker–0.5%$322m5.27m+327%added
HEWLETT PACKARD CO no ticker–0.4%$316m10.54m+149%added
AERCAP HOLDINGS NV no ticker–0.4%$315m6.88m+52%added
CRM SALESFORCE INCTechnology0.4%$312m4.48m+1495%added
FIS FIDELITY NATL INFORMATION SVTechnology0.4%$310m5.02m+135%added
SLB SLB LIMITEDEnergy0.4%$298m3.46m+352%added
FMC TECHNOLOGIES INC no ticker–0.4%$297m7.16m+58%added
PII POLARIS INCConsumer Cyclical0.4%$295m1.99m+468%added
HLT HILTON WORLDWIDE HLDGS INCConsumer Cyclical0.4%$289m10.47m+167%added
NEWFIELD EXPL CO no ticker–0.4%$285m7.90m−24%reduced
GOOGLE INC no ticker–0.4%$273m504,643+1.3%added
HD HOME DEPOT INCConsumer Cyclical0.4%$272m2.45m+148%added
CXOEUR CONCHO RES INC–0.4%$269m2.36m−24%reduced
CSX CSX CORPIndustrials0.4%$265m8.11m+216%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.4%$265m3.98m−4.0%reduced
BCRUSD BARD C R INC–0.4%$264m1.55m+916%added
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$264m6.04m+72%added
MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGIST no ticker–0.4%$258m143.18m−0.1%held
XECEUR CIMAREX ENERGY CO–0.4%$257m2.33m−2.1%reduced
WBA WALGREENS BOOTS ALLIANCE INC–0.4%$257m3.04m+468%added
AMT TD AMERITRADE HLDG CORPReal Estate0.4%$254m3.48m+484%added
SERVUSD SERVICEMASTER GLOBAL HLDGS I–0.4%$254m7.01m+6.4%added
SWK STANLEY BLACK & DECKER INCIndustrials0.4%$253m2.41m+915%added
PALL CORP no ticker–0.4%$251m2.01m+10250%added
RICEEUR RICE ENERGY INC–0.4%$248m11.88m+26%added
AVAGO TECHNOLOGIES LTD no ticker–0.3%$243m1.83m+39%added
EQT EQT CORPORATIONEnergy0.3%$243m2.98m+64%added

Exited since Q1 2015

704 rows
TRW AUTOMOTIVE HLDGS CORP no ticker0.4%$268m
SALX PHARMACEUTICALS 1.5% CB 03/15/2019-REGISTERED no ticker0.4%$260m
CFG CITIZENS FINL GROUP INC0.4%$255m
SIGMA ALDRICH CORP no ticker0.3%$203m
ACTAVIS PLC no ticker0.3%$185m
CSCO CISCO SYS INC0.2%$146m
JPM JPMORGAN CHASE & CO0.2%$144m
SALIX PHARMACEUTICALS 2.75% CB 05/15/2015-REGISTERED no ticker0.1%$79.4m
ANN INC no ticker0.10%$65.5m
EXELIS INC no ticker0.09%$60.9m
ACTAVIS 5.5% MAND 03/01/2018-REGISTERED no ticker0.07%$46.4m
8L8C LIBERTY BROADBAND CORP0.06%$42.5m
RADIAN GROUP INC 3% CB 11/15/2017 -REGISTERED no ticker0.06%$41.2m
OXY OCCIDENTAL PETE CORP0.05%$36.4m
TMK TORCHMARK CORP0.05%$34.9m
EAT BRINKER INTL INC0.05%$34.4m
AKX ANSYS INC0.05%$30.9m
CYTEC INDS INC no ticker0.05%$30.8m
IWB ISHARES TR0.05%$30.5m
IYR ISHARES TR0.04%$30.1m
ARCH CAP GROUP LTD no ticker0.04%$27.2m
SOUTHWESTERN ENERGY 6.25% MAND 01/15/2018-REGISTER no ticker0.04%$25.2m
ICONIX BRAND GROUP 2.5% CB 06/01/2016-REGISTERED no ticker0.04%$24.8m
CLX CLOROX CO DEL0.04%$24.4m
MEDIVATION 2.625% CB 04/01/2017-REGISTERED no ticker0.04%$23.8m
HEARTWARE INTERNATIONAL 3.5% CB 12/15/2017-REGISTE no ticker0.03%$21.7m
DCH DAUCH CORP0.03%$20.8m
BJRI BJS RESTAURANTS INC0.03%$18.7m
BSX BOSTON SCIENTIFIC CORP0.03%$18.6m
MTD METTLER TOLEDO INTERNATIONAL0.03%$16.8m
IPG INTERPUBLIC GROUP COS INC0.02%$15.9m
BLACKHAWK NETWORK HLDGS INC no ticker0.02%$15.2m
CINF CINCINNATI FINL CORP0.02%$13.3m
GS GOLDMAN SACHS GROUP INC0.02%$12.7m
EMULEX CORP 1.75% CB 11/15/2018-REGISTERED no ticker0.02%$12.6m
EURONAV NV ANTWERPEN no ticker0.02%$12.4m
TEREX CORPORATION 4% CB 06/01/2015-REGISTERED no ticker0.02%$12.4m
PROSPECT CAPITAL 5.75% CB 03/15/2018-REGISTERED no ticker0.02%$12.1m
CEPHEID 1.25% CB 02/01/2021-REGISTERED no ticker0.02%$12.0m
XHB SPDR SERIES TRUST0.02%$11.9m
CTLEUR CENTURYLINK INC0.02%$11.9m
CORNERSTONE ONDEMAND 1.5% CB 07/01/2018-REGISTERED no ticker0.02%$11.7m
CMS CMS ENERGY CORP0.02%$11.4m
WEB.COM GROUP INC 1% CB 08/15/2018-REGISTERED no ticker0.02%$11.1m
BBD BANCO BRADESCO S A0.02%$11.0m
VSTOEUR VISTA OUTDOOR INC0.02%$10.6m
KRC KILROY RLTY CORP0.02%$10.5m
BANK OF THE OZARKS no ticker0.02%$10.0m
POST POST HLDGS INC0.01%$9.4m
CSGP COSTAR GROUP INC0.01%$9.1m

Sector mix

  • Unclassified47.2%
  • Consumer Cyclical8.9%
  • Financial Services8.9%
  • Industrials7.2%
  • Technology6.7%
  • Energy5.3%
  • Healthcare4.6%
  • Consumer Defensive3.7%
  • Basic Materials3.0%
  • Communication Services2.0%
  • Real Estate1.4%
  • 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