WhaleCreep

Citadel Advisors LLC 13F holdings, Q4 2015

Hedge fundSEC filingsCompare with another fundHoldings as of 2015-12-31, filed 2017-01-31

Citadel Advisors LLC disclosed 3854 US equity positions worth $55.7bn in its Q4 2015 13F filing. Its largest position is VERISIGN INC at 1.2% of the reported book, followed by GOOGL and HONGBP. Versus Q3 2015 it opened 751 new positions, added to 1329, reduced 1713 and exited 860.

$55.7bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,854
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.2%
Largest position
The largest single position as a share of the reported equity book.
7.8%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
421
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 2015: 751 new, 1329 added, 1713 reduced, 860 exited

50 of 3,854
VERISIGN INC no ticker–1.2%$665m259.73m−4.2%reduced
GOOGL ALPHABET INCCommunication Services1.1%$627m805,708–new
HONGBP HONEYWELL INTL INC–0.8%$469m4.53m+640%added
LOW LOWES COS INCConsumer Cyclical0.8%$421m5.54m+479%added
PXDEUR PIONEER NAT RES CO–0.7%$402m3.21m+2.3%added
SLB SLB LIMITEDEnergy0.7%$384m5.51m−35%reduced
ADBE ADOBE INCTechnology0.6%$349m3.72m+16%added
NOVELLUS SYS INC no ticker–0.6%$347m147.92m+19%added
NXPI NXP SEMICONDUCTORS N VTechnology0.6%$344m4.08m−15%reduced
YAHOO INC no ticker–0.6%$335m10.09m+7.5%added
C CITIGROUP INCFinancial Services0.6%$333m6.43m−26%reduced
LRCX LAM RESEARCH CORPTechnology0.6%$316m3.97m−22%reduced
PPG PPG INDS INCBasic Materials0.6%$313m3.17m−7.2%reduced
BMY BRISTOL-MYERS SQUIBB COHealthcare0.6%$312m4.54m−36%reduced
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical0.5%$292m3.59m+50694%added
AVGO BROADCOM CORPTechnology0.5%$288m4.98m−5.4%reduced
BAX BAXTER INTL INCHealthcare0.5%$288m7.55m+417%added
AMZN AMAZON COM INCConsumer Cyclical0.5%$279m412,841−62%reduced
TIME WARNER CABLE INC no ticker–0.5%$262m1.41m−25%reduced
HES HESS CORP–0.5%$257m5.30m+287%added
DAL DELTA AIR LINES INCIndustrials0.5%$255m5.03m−36%reduced
KEY KEYCORPFinancial Services0.4%$248m18.78m+165%added
DG DOLLAR GEN CORPConsumer Defensive0.4%$241m3.35m+152%added
META META PLATFORMS INCCommunication Services0.4%$240m2.29m−44%reduced
V VISA INCFinancial Services0.4%$236m3.05m−50%reduced
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$235m5.57m−13%reduced
APC3EUR ANADARKO PETE CORP–0.4%$234m4.81m−47%reduced
NWL NEWELL BRANDS INCConsumer Defensive0.4%$228m5.18m+897%added
AMT AMERICAN TOWER CORPReal Estate0.4%$227m2.53m−34%reduced
FMC TECHNOLOGIES INC no ticker–0.4%$226m7.80m+23%added
CRM SALESFORCE INCTechnology0.4%$223m2.84m−45%reduced
KEL KELLANOVA–0.4%$220m3.05m+15%added
MSFT MICROSOFT CORPTechnology0.4%$220m3.96m+74%added
HD HOME DEPOT INCConsumer Cyclical0.4%$219m1.66m−31%reduced
CXOEUR CONCHO RES INC–0.4%$217m2.34m+33%added
AMP AMERIPRISE FINL INCFinancial Services0.4%$215m2.02m−10%reduced
CBS CORP NEW no ticker–0.4%$214m4.54m+137%added
UTXZ UNITED TECHNOLOGIES CORP–0.4%$213m2.21m−4.8%reduced
MPC Marathon Petroleum CorpEnergy0.4%$212m4.09m+132%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.4%$209m2.23m−26%reduced
INTU INTUITTechnology0.4%$202m2.10m+623%added
BIIB BIOGEN INCHealthcare0.4%$198m647,371+9.4%added
JETBLUE AIRWAYS CORP no ticker–0.4%$197m42.37m0.0%held
VOYA VOYA FINANCIAL INCFinancial Services0.3%$193m5.22m+2613%added
SBAC SBA COMMUNICATIONS CORPReal Estate0.3%$192m1.83m−21%reduced
NBL2EUR NOBLE ENERGY INC–0.3%$192m5.83m−11%reduced
RTN1USD RAYTHEON CO–0.3%$189m1.52m+73%added
DVN DEVON ENERGY CORP NEWEnergy0.3%$189m5.90m−38%reduced
WEATHERFORD INTL PLC no ticker–0.3%$188m22.43m+281%added
LINKEDIN CORP no ticker–0.3%$181m806,146+222%added

Exited since Q3 2015

860 rows
GOOGLE INC no ticker0.8%$513m
CMG CHIPOTLE MEXICAN GRILL INC0.3%$196m
SYK STRYKER CORPORATION0.3%$173m
ALTERA CORP no ticker0.3%$167m
HEWLETT PACKARD CO no ticker0.3%$165m
TMUS T-MOBILE US INC0.2%$157m
PRU PRUDENTIAL FINL INC0.2%$148m
NKE NIKE INC0.2%$131m
STANDARD PAC CORP NEW no ticker0.2%$116m
FREESCALE SEMICONDUCTOR LTD no ticker0.2%$99.2m
GE GENERAL ELECTRIC CO0.1%$85.2m
ADSK AUTODESK INC0.1%$74.3m
BBY BEST BUY INC0.1%$70.1m
HUBB HUBBELL INC0.1%$67.1m
PRGO PERRIGO CO PLC0.1%$65.0m
GRAMERCY PPTY TR INC no ticker0.10%$62.9m
RYLAND GROUP INC no ticker0.10%$60.3m
ANACOR PHARMACEUTICALS 2% CB 10/15/2021-144A no ticker0.09%$60.2m
COOPER COS INC no ticker0.09%$55.3m
DOW CHEM CO no ticker0.09%$55.1m
GOOGLE INC no ticker0.08%$51.1m
CYTEC INDS INC no ticker0.08%$50.1m
MA MASTERCARD INC0.07%$47.5m
ANTHEM 2.75% CB 10/15/2042-REGISTERED no ticker0.07%$46.4m
HCC INS HLDGS INC no ticker0.06%$40.2m
FRONTIER COMMUNICATIONS CORP no ticker0.06%$37.9m
JETBLUE AIRWAYS 5.25% CB 10/15/2038 B-REGISTERED no ticker0.05%$34.2m
CTXSEUR CITRIX SYS INC0.05%$32.3m
NORTHSTAR RLTY FIN CORP no ticker0.05%$30.0m
WMT WALMART INC0.04%$27.4m
ALK ALASKA AIR GROUP INC0.04%$27.3m
GILEAD SCIENCES 1.625% CB 05/01/2016-REGISTERED no ticker0.04%$26.4m
JD JD.COM INC0.04%$25.5m
CALPINE CORP no ticker0.04%$24.4m
CHAMBERS STR PPTYS no ticker0.04%$22.9m
FITB FIFTH THIRD BANCORP0.04%$22.9m
CMRXEUR CHIMERIX INC0.03%$21.8m
SHOO MADDEN STEVEN LTD0.03%$21.3m
WRIGHT MED GROUP INC no ticker0.03%$21.3m
TXRH TEXAS ROADHOUSE INC0.03%$20.9m
WAL WESTERN ALLIANCE BANCORP0.03%$20.3m
EEM ISHARES TR0.03%$20.2m
HUN HUNTSMAN CORP0.03%$20.0m
MADISON SQUARE GARDEN CO no ticker0.03%$19.6m
SPRINGLEAF HLDGS INC no ticker0.03%$19.0m
WILLIAMS CLAYTON ENERGY INC no ticker0.03%$17.4m
INTREXON CORP no ticker0.03%$16.8m
INVESTMENT TECHNOLOGY GRP NE no ticker0.02%$15.3m
EXTERRAN HLDGS INC no ticker0.02%$15.2m
AMERICAN RESIDENTIAL PPTYS I no ticker0.02%$15.2m

Sector mix

  • Unclassified46.9%
  • Financial Services9.6%
  • Consumer Cyclical8.8%
  • Technology7.8%
  • Healthcare6.7%
  • Industrials4.5%
  • Consumer Defensive4.4%
  • Energy4.2%
  • Communication Services2.9%
  • Basic Materials2.0%
  • Real Estate1.6%
  • Utilities0.7%

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