WhaleCreep

Citadel Advisors LLC 13F holdings, Q1 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-03-31, filed 2017-01-31

Citadel Advisors LLC disclosed 3273 US equity positions worth $38.8bn in its Q1 2016 13F filing. Its largest position is VERISIGN INC at 1.7% of the reported book, followed by META and HD. Versus Q4 2015 it opened 656 new positions, added to 1199, reduced 1379 and exited 1237.

$38.8bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,273
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.7%
Largest position
The largest single position as a share of the reported equity book.
9.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
368
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 2015: 656 new, 1199 added, 1379 reduced, 1237 exited

50 of 3,273
VERISIGN INC no ticker–1.7%$642m248.23m−4.4%reduced
META META PLATFORMS INCCommunication Services1.3%$510m4.47m+95%added
HD HOME DEPOT INCConsumer Cyclical0.9%$360m2.69m+62%added
V VISA INCFinancial Services0.8%$330m4.31m+41%added
YAHOO INC no ticker–0.8%$329m8.94m−11%reduced
BMY BRISTOL-MYERS SQUIBB COHealthcare0.8%$321m5.02m+11%added
GOOGL ALPHABET INCCommunication Services0.8%$300m393,778−51%reduced
HONGBP HONEYWELL INTL INC–0.7%$276m2.47m−46%reduced
SYF SYNCHRONY FINANCIALFinancial Services0.7%$267m9.31m+60%added
CMCSA COMCAST CORP NEWCommunication Services0.7%$256m4.19m+403%added
CMG CHIPOTLE MEXICAN GRILL INCConsumer Cyclical0.6%$251m533,108–new
AVGO BROADCOM LTDTechnology0.6%$247m1.60m−68%reduced
INTU INTUITTechnology0.6%$247m2.37m+13%added
PRICELINE GRP INC no ticker–0.6%$231m179,085+508%added
LOW LOWES COS INCConsumer Cyclical0.6%$231m3.04m−45%reduced
PEP PEPSICO INCConsumer Defensive0.6%$227m2.21m+30%added
DHR DANAHER CORP DELHealthcare0.6%$215m2.27m+24%added
BAX BAXTER INTL INCHealthcare0.6%$215m5.22m−31%reduced
TWXCHF TIME WARNER INC–0.5%$210m2.90m+237%added
LRCX LAM RESEARCH CORPTechnology0.5%$208m2.52m−37%reduced
JETBLUE AIRWAYS CORP no ticker–0.5%$204m47.09m+11%added
AMG AFFILIATED MANAGERS GROUPFinancial Services0.5%$198m1.22m+11%added
RTN1USD RAYTHEON CO–0.5%$195m1.59m+4.8%added
AMT TD AMERITRADE HLDG CORPReal Estate0.5%$192m1.89m−25%reduced
AAPL APPLE INCTechnology0.5%$188m1.73m+2418%added
BMRN BIOMARIN PHARMACEUTICAL INCHealthcare0.5%$181m2.19m+2890%added
VRSN VERISIGN INCTechnology0.5%$178m2.01m+35061%added
CRM SALESFORCE INCTechnology0.5%$177m2.40m−16%reduced
ISRG INTUITIVE SURGICAL INCHealthcare0.5%$175m290,642+20%added
MOLINA HEALTHCARE INC no ticker–0.4%$175m106.00m+10%added
PXDEUR PIONEER NAT RES CO–0.4%$173m1.23m−62%reduced
JARDEN CORP no ticker–0.4%$173m92.00m0.0%held
SPY SPDR S&P 500 ETF Trust–0.4%$161m781,242+5761%added
BNY BANK OF NY MELLON CORPFinancial Services0.4%$158m4.30m+45%added
NVIDIA CORP no ticker–0.4%$155m86.58m−10%reduced
TJX TJX COS INC NEWConsumer Cyclical0.4%$153m1.96m+1.4%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.4%$151m1.57m−30%reduced
HAS HASBRO INCConsumer Cyclical0.4%$150m1.88m−18%reduced
C CITIGROUP INCFinancial Services0.4%$150m3.59m−44%reduced
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$147m3.30m−41%reduced
ABT ABBOTT LABORATORIESHealthcare0.4%$146m3.50m+1845%added
NWL NEWELL BRANDS INCConsumer Defensive0.4%$144m3.25m−37%reduced
SPANSION LLC no ticker–0.4%$142m83.88m−5.3%reduced
KHC KRAFT HEINZ COConsumer Defensive0.4%$141m1.79m+229%added
ETRA E TRADE FINANCIAL CORPHealthcare0.4%$140m5.72m+86%added
SANDISK CORP no ticker–0.4%$137m86.71m+3.0%added
VMC VULCAN MATLS COBasic Materials0.3%$135m1.28m−2.8%reduced
MEAD JOHNSON NUTRITION CO no ticker–0.3%$135m1.58m−9.9%reduced
TXN TEXAS INSTRS INCTechnology0.3%$134m2.34m+5328%added
JNJ JOHNSON & JOHNSONHealthcare0.3%$132m1.22m+1397%added

Exited since Q4 2015

1,237 rows
NOVELLUS SYS INC no ticker0.6%$347m
CTRA COTERRA ENERGY INC0.3%$174m
PRECISION CASTPARTS CORP no ticker0.3%$164m
STT STATE STR CORP0.3%$164m
ZTS ZOETIS INC0.3%$145m
SEIC SEI INVESTMENTS CO0.2%$124m
BPOP POPULAR INC0.2%$116m
ARRIS GROUP INC NEW no ticker0.2%$112m
TMO THERMO FISHER SCIENTIFIC INC0.2%$111m
MYLAN NV no ticker0.2%$106m
TEL TE CONNECTIVITY LTD0.2%$105m
CHRW C H ROBINSON WORLDWIDE INC0.2%$90.7m
LIONS GATE ENTMNT CORP no ticker0.2%$89.5m
ALKS ALKERMES PLC0.1%$79.1m
PRICELINE GRP INC no ticker0.1%$75.5m
NVDA NVIDIA CORPORATION0.1%$71.9m
BEMIS INC no ticker0.1%$65.4m
FANG DIAMONDBACK ENERGY INC0.1%$64.0m
BURL BURLINGTON STORES INC0.1%$62.7m
FOREST CITY ENTERPRISES INC no ticker0.1%$58.5m
HOLOGIC INC no ticker0.1%$58.3m
TROW PRICE T ROWE GROUP INC0.1%$58.2m
OPLN OPENLANE INC0.10%$53.4m
SPLKCHF SPLUNK INC0.09%$48.7m
AXIS CAP HLDGS LTD no ticker0.09%$48.7m
PCAR PACCAR INC0.08%$46.0m
F FORD MTR CO0.07%$41.6m
SERVICENOW INC no ticker0.07%$41.3m
HRSEUR HARRIS CORP DEL0.07%$40.6m
HOLOGIC INC no ticker0.07%$40.1m
ESNT ESSENT GROUP LTD0.07%$37.4m
CDW CDW CORP0.06%$35.0m
SIRONA DENTAL SYSTEMS INC no ticker0.06%$33.7m
CBRE CBRE GROUP INC0.06%$33.7m
YUSD ALLEGHANY CORP DEL0.06%$32.9m
VCA INC no ticker0.06%$32.6m
WORKDAY INC no ticker0.06%$32.0m
PRTA PROTHENA CORP PLC0.06%$32.0m
EVEUR EATON VANCE CORP0.06%$31.5m
ST JUDE MED INC no ticker0.06%$31.2m
1987351D ACE LTD0.06%$30.8m
BRO BROWN & BROWN INC0.05%$29.0m
WLHUSD LYON WILLIAM HOMES0.05%$28.9m
WILLIS GROUP HOLDINGS PUBLIC no ticker0.05%$28.3m
EAT BRINKER INTL INC0.05%$28.1m
PREJF PARTNERRE LTD0.05%$27.1m
VYX NCR VOYIX CORPORATION0.05%$26.4m
DECK DECKERS OUTDOOR CORP0.05%$25.5m
MTDR MATADOR RES CO0.04%$24.8m
SOLARCITY CORP no ticker0.04%$24.6m

Sector mix

  • Unclassified43.9%
  • Consumer Cyclical10.0%
  • Financial Services8.7%
  • Technology8.4%
  • Healthcare8.0%
  • Consumer Defensive5.8%
  • Industrials5.0%
  • Communication Services4.0%
  • Real Estate2.0%
  • Energy1.9%
  • Basic Materials1.6%
  • 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