WhaleCreep

Citadel Advisors LLC 13F holdings, Q3 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-09-30, filed 2016-02-08

Citadel Advisors LLC disclosed 3963 US equity positions worth $63.4bn in its Q3 2015 13F filing. Its largest position is SLB at 0.9% of the reported book, followed by VERISIGN INC 3.25% CB DUE 08/15/2037 - REGISTERED and AMZN. Versus Q2 2015 it opened 863 new positions, added to 1559, reduced 1484 and exited 660.

$63.4bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,963
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.
7.7%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
423
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 2015: 863 new, 1559 added, 1484 reduced, 660 exited

50 of 3,963
SLB SLB LIMITEDEnergy0.9%$586m8.50m+146%added
VERISIGN INC 3.25% CB DUE 08/15/2037 - REGISTERED no ticker–0.9%$567m271.23m−3.6%reduced
AMZN AMAZON COM INCConsumer Cyclical0.9%$549m1.07m+11%added
APC3EUR ANADARKO PETE CORP–0.9%$544m9.00m+29%added
GOOGLE INC no ticker–0.8%$513m803,793+59%added
WDC WESTERN DIGITAL CORP.Technology0.7%$458m5.76m+166%added
C CITIGROUP INCFinancial Services0.7%$434m8.74m+33%added
V VISA INCFinancial Services0.7%$421m6.04m−11%reduced
NXPI NXP SEMICONDUCTORS N VTechnology0.7%$420m4.82m+150%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.7%$417m7.05m+77%added
PXDEUR PIONEER NAT RES CO–0.6%$382m3.14m+32%added
LLY ELI LILLY & COHealthcare0.6%$369m4.41m+186%added
META META PLATFORMS INCCommunication Services0.6%$367m4.09m−19%reduced
CRM SALESFORCE INCTechnology0.6%$360m5.19m+16%added
DVN DEVON ENERGY CORP NEWEnergy0.6%$352m9.50m−1.5%reduced
DAL DELTA AIR LINES INCIndustrials0.6%$350m7.80m−5.1%reduced
PEP PEPSICO INCConsumer Defensive0.5%$340m3.61m+94%added
TIME WARNER CABLE INC no ticker–0.5%$337m1.88m+159%added
LRCX LAM RESEARCH CORPTechnology0.5%$332m5.08m+159%added
CMCSA COMCAST CORP NEWCommunication Services0.5%$327m5.75m+159%added
EW EDWARDS LIFESCIENCES CORPHealthcare0.5%$316m2.22m+78%added
ITW ILLINOIS TOOL WKS INCIndustrials0.5%$315m3.83m+3.2%added
TWXCHF TIME WARNER INC–0.5%$301m4.38m+117%added
PPG PPG INDS INCBasic Materials0.5%$300m3.42m−33%reduced
CTSH COGNIZANT TECHNOLOGY SOLUTIOTechnology0.5%$292m4.67m+90%added
HD HOME DEPOT INCConsumer Cyclical0.4%$277m2.40m−1.9%reduced
IVZ INVESCO LTDFinancial Services0.4%$273m8.74m−12%reduced
YAHOO INC no ticker–0.4%$271m9.38m+118%added
AVGO BROADCOM CORPTechnology0.4%$271m5.27m+21%added
ADBE ADOBE INCTechnology0.4%$264m3.21m+68%added
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$259m6.40m+5.9%added
CFG CITIZENS FINL GROUP INCFinancial Services0.4%$254m10.65m–new
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.4%$252m3.03m+25%added
AMP AMERIPRISE FINL INCFinancial Services0.4%$245m2.25m−39%reduced
VRTX VERTEX PHARMACEUTICALS INCHealthcare0.4%$245m2.35m+423%added
SBAC SBA COMMUNICATIONS CORPReal Estate0.4%$244m2.33m+60%added
NOVELLUS SYSTEMS 2.625% CB 05/15/2041- REGISTERED no ticker–0.4%$243m123.86m+54%added
AMAT APPLIED MATLS INCTechnology0.4%$239m16.30m−19%reduced
CSX CSX CORPIndustrials0.4%$237m8.82m+8.8%added
MGA MAGNA INTL INCConsumer Cyclical0.4%$236m4.92m+59%added
MICRON TECHNOLOGY 2.125% CB 02/15/2033 F-REGIST no ticker–0.4%$226m148.23m+3.5%added
IR INGERSOLL-RAND PLCIndustrials0.4%$226m4.45m−8.2%reduced
JETBLUE AIRWAYS CORPORATION 6.75% CB 10/15/2039 B no ticker–0.4%$224m42.37m0.0%held
VFC V F CORPConsumer Cyclical0.4%$224m3.28m+55%added
EQT EQT CORPORATIONEnergy0.4%$223m3.44m+15%added
JWNUSD NORDSTROM INC–0.4%$222m3.10m−36%reduced
WFC WELLS FARGO & COFinancial Services0.3%$221m4.30m+6.3%added
EIX EDISON INTLUtilities0.3%$216m3.42m+19%added
AERCAP HOLDINGS NV no ticker–0.3%$215m5.63m−18%reduced
XECEUR CIMAREX ENERGY CO–0.3%$215m2.10m−9.8%reduced

Exited since Q2 2015

660 rows
CATAMARAN CORP no ticker0.5%$322m
PALL CORP no ticker0.4%$251m
DIRECTV no ticker0.3%$206m
HOSPIRA INC no ticker0.2%$131m
RECEPTOS INC no ticker0.2%$111m
OMNICARE INC no ticker0.1%$99.5m
DIS DISNEY WALT CO0.1%$88.6m
PFG PRINCIPAL FINANCIAL GROUP IN0.1%$76.1m
MOS MOSAIC CO0.1%$71.6m
NFLX NETFLIX INC.0.09%$62.6m
TWENTY FIRST CENTY FOX INC no ticker0.08%$59.7m
CTLTEUR CATALENT INC0.07%$49.1m
EL LAUDER ESTEE COS INC0.07%$48.0m
IT GARTNER INC0.06%$39.8m
HOLOGIC STEP CB 12/15/2043-REGISTERED no ticker0.06%$39.4m
MEADOWBROOK INSURANCE GROUP 5% CB 03/15/2020-REGIS no ticker0.05%$36.2m
AYI ACUITY INC0.05%$34.7m
CAT CATERPILLAR INC0.04%$29.7m
LII LENNOX INTL INC0.04%$28.4m
SHIRE PLC no ticker0.04%$27.2m
FBIN FORTUNE BRANDS INNOVATIONS I0.04%$26.6m
RESTORATION HARDWARE HOLDINGS 0% CB 07/15/2020-144A no ticker0.04%$24.8m
BHP BHP BILLITON LIMITED0.03%$23.9m
AIR LEASE CORP 3.875% CB 12/01/2018-REGISTERED no ticker0.03%$20.6m
COLONY FINANCIAL 3.875% CB 01/15/2021-REGISTERED no ticker0.03%$20.1m
RDS/A ROYAL DUTCH SHELL PLC0.03%$19.4m
LQD ISHARES TR0.03%$19.3m
NXP SEMICONDUCTORS 1% CB 12/01/2019-144A no ticker0.03%$19.2m
AKS1EUR AK STL HLDG CORP0.03%$18.4m
ISIS PHARMACEUTICALS INC no ticker0.03%$18.0m
UNITED TECHNOLOGIES CORP 7.5% MAND 08/01/2015-REGI no ticker0.02%$17.3m
ROCK-TENN CO no ticker0.02%$17.3m
CCK CROWN HLDGS INC0.02%$16.3m
GRAFTECH INTL LTD no ticker0.02%$16.1m
PHM PULTE GROUP INC0.02%$15.3m
AAR CORP 2.25% CB 03/01/2016-REGISTERED no ticker0.02%$15.3m
GLW CORNING INC0.02%$14.4m
BABCOCK & WILCOX CO NEW no ticker0.02%$13.2m
COP CONOCOPHILLIPS0.02%$12.2m
VOD VODAFONE GROUP PLC NEW0.02%$12.2m
XLU SELECT SECTOR SPDR TR0.02%$12.2m
BP BP PLC0.02%$12.0m
EWZ ISHARES INC0.02%$11.8m
NWS NEWS CORP NEW0.02%$10.7m
ZS PHARMA INC no ticker0.01%$10.5m
MINDRAY MEDICAL INTL LTD no ticker0.01%$10.5m
NTAP NETAPP INC0.01%$10.1m
37M MRC GLOBAL INC0.01%$10.1m
ROSETTA RESOURCES INC no ticker0.01%$10.0m
ATLAS AIR WORLDWIDE HOLDINGS 2.25% CB 06/01/2022-R no ticker0.01%$9.8m

Sector mix

  • Unclassified44.7%
  • Financial Services9.9%
  • Consumer Cyclical9.5%
  • Technology7.7%
  • Healthcare6.5%
  • Industrials6.1%
  • Energy4.5%
  • Consumer Defensive3.9%
  • Communication Services2.3%
  • Basic Materials2.2%
  • Real Estate1.6%
  • Utilities1.1%

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