WhaleCreep

Citadel Advisors LLC 13F holdings, Q2 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-06-30, filed 2017-01-31

Citadel Advisors LLC disclosed 3305 US equity positions worth $41.9bn in its Q2 2016 13F filing. Its largest position is VERISIGN INC at 1.5% of the reported book, followed by META and AVGO. Versus Q1 2016 it opened 954 new positions, added to 1123, reduced 1172 and exited 922.

$41.9bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,305
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.5%
Largest position
The largest single position as a share of the reported equity book.
9.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
351
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 2016: 954 new, 1123 added, 1172 reduced, 922 exited

50 of 3,305
VERISIGN INC no ticker–1.5%$627m248.23m0.0%held
META META PLATFORMS INCCommunication Services1.2%$523m4.57m+2.3%added
AVGO BROADCOM LTDTechnology1.1%$476m3.06m+91%added
CMCSA COMCAST CORP NEWCommunication Services1.0%$422m6.47m+55%added
FIS FIDELITY NATL INFORMATION SVTechnology0.9%$387m5.25m+4470%added
AMZN AMAZON COM INCConsumer Cyclical0.9%$385m537,717+600%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.8%$343m14.69m+1574%added
BIIB BIOGEN INCHealthcare0.8%$328m1.36m+301%added
V VISA INCFinancial Services0.8%$323m4.35m+1.0%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services0.8%$322m1.41m–new
BMY BRISTOL-MYERS SQUIBB COHealthcare0.8%$317m4.31m−14%reduced
AAPL APPLE INCTechnology0.7%$279m2.92m+69%added
PXDEUR PIONEER NAT RES CO–0.6%$264m1.75m+42%added
AMG AFFILIATED MANAGERS GROUPFinancial Services0.6%$246m1.75m+43%added
JNJ JOHNSON & JOHNSONHealthcare0.6%$241m1.99m+63%added
SWKS SKYWORKS SOLUTIONS INCTechnology0.6%$235m3.72m+348%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.6%$231m2.28m+45%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.5%$230m1.42m+1082%added
DLTR DOLLAR TREE INCConsumer Defensive0.5%$228m2.42m+52%added
ATVIEUR ACTIVISION BLIZZARD INC–0.5%$223m5.63m+627%added
GE GENERAL ELECTRIC COIndustrials0.5%$222m7.04m+1647%added
DFSEUR DISCOVER FINL SVCS–0.5%$219m4.09m+690%added
ADI ANALOG DEVICES INCTechnology0.5%$218m3.86m+819%added
NVIDIA CORP no ticker–0.5%$214m91.58m+5.8%added
BAX BAXTER INTL INCHealthcare0.5%$211m4.67m−11%reduced
LRCX LAM RESEARCH CORPTechnology0.5%$204m2.43m−3.6%reduced
NOW SERVICENOW INCTechnology0.5%$202m3.04m+1208%added
MSFT MICROSOFT CORPTechnology0.5%$202m3.95m+479%added
UTXZ UNITED TECHNOLOGIES CORP–0.5%$196m1.91m+105%added
CCI CROWN CASTLE INCReal Estate0.5%$195m1.93m+1046%added
GM General Motors CorpConsumer Cyclical0.5%$191m6.75m+855%added
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical0.5%$190m2.39m+23820%added
COR CENCORA INCHealthcare0.4%$183m2.31m+8740%added
UAL UNITED AIRLINES HLDGS INCIndustrials0.4%$176m4.30m–new
SPANSION LLC no ticker–0.4%$174m84.94m+1.3%added
SPY SPDR S&P 500 ETF Trust–0.4%$173m826,398+5.8%added
EA ELECTRONIC ARTS INCCommunication Services0.4%$173m2.28m+484%added
JETBLUE AIRWAYS CORP no ticker–0.4%$164m48.36m+2.7%added
ALXN ALEXION PHARMACEUTICALS INC–0.4%$164m1.40m+2473%added
LMT LOCKHEED MARTIN CORPIndustrials0.4%$163m658,383–new
HRL HORMEL FOODS CORPConsumer Defensive0.4%$163m4.46m+8388%added
BNY BANK OF NY MELLON CORPFinancial Services0.4%$162m4.17m−3.0%reduced
TSCO TRACTOR SUPPLY COConsumer Cyclical0.4%$162m1.78m+22%added
BKR BAKER HUGHES INCEnergy0.4%$160m3.55m+91%added
TJX TJX COS INC NEWConsumer Cyclical0.4%$160m2.08m+6.0%added
GT GOODYEAR TIRE & RUBR COConsumer Cyclical0.4%$159m6.19m+196%added
YAHOO INC no ticker–0.4%$158m4.20m−53%reduced
GWW WW GRAINGER INCIndustrials0.4%$156m687,063+372%added
PXGBX PRAXAIR INC–0.4%$151m1.34m+427%added
BALL BALL CORPConsumer Cyclical0.4%$150m2.08m–new

Exited since Q1 2016

922 rows
GOOGL ALPHABET INC0.8%$300m
JARDEN CORP no ticker0.4%$173m
SANDISK CORP no ticker0.4%$137m
TAKE-TWO INTERACTIVE SOFTWAR no ticker0.3%$125m
MCGRAW HILL FINL INC no ticker0.3%$109m
NCLH NORWEGIAN CRUISE LINE HLDGS0.2%$86.8m
CHARTER COMMUNICATIONS INC D no ticker0.2%$82.5m
AFFYMETRIX INC no ticker0.2%$81.8m
JARDEN CORP no ticker0.2%$62.4m
BLK BLACKROCK INC0.2%$60.1m
TLT ISHARES TR0.1%$51.3m
PPG PPG INDS INC0.1%$49.5m
LIBERTY GLOBAL PLC no ticker0.1%$48.7m
ALNY ALNYLAM PHARMACEUTICALS INC0.1%$45.9m
JBHT HUNT J B TRANS SVCS INC0.1%$40.0m
LUV Southwest Airlines Co.0.10%$37.9m
MICROCHIP TECHNOLOGY INC no ticker0.10%$37.3m
CVLT COMMVAULT SYSTEMS INC0.09%$33.1m
IEF ISHARES TR0.08%$32.0m
ANACOR PHARMACEUTICALS INC no ticker0.08%$31.9m
MERRIMACK PHARMACEUTICALS IN no ticker0.08%$29.6m
GRA1EUR GRACE W R & CO DEL NEW0.07%$28.6m
WEX WEX INC0.07%$28.4m
RMD RESMED INC0.07%$28.1m
SRE SEMPRA0.07%$25.9m
LIBERTY MEDIA CORP DELAWARE no ticker0.07%$25.9m
GILEAD SCIENCES INC no ticker0.06%$24.4m
SIXEUR SIX FLAGS ENTMT CORP NEW0.06%$24.1m
RARE ULTRAGENYX PHARMACEUTICAL IN0.06%$24.1m
CCK CROWN HLDGS INC0.06%$23.9m
CBS CORP NEW no ticker0.06%$23.3m
TIME WARNER CABLE INC no ticker0.06%$22.5m
GWRUSD GENESEE & WYO INC0.06%$21.8m
COPA HOLDINGS SA no ticker0.06%$21.4m
BOTTOMLINE TECH DEL INC no ticker0.05%$19.7m
EFG ISHARES TR0.05%$18.8m
ALLERGAN PLC no ticker0.05%$18.3m
CLX CLOROX CO DEL0.05%$18.2m
SHV ISHARES TR0.05%$17.6m
ANACOR PHARMACEUTICALS INC no ticker0.04%$16.8m
OVERSEAS SHIPHOLDING GROUP I no ticker0.04%$16.4m
IART INTEGRA LIFESCIENCES HLDGS C0.04%$15.9m
ANET ARISTA NETWORKS INC0.04%$15.6m
PII POLARIS INC0.04%$14.9m
BA BOEING CO0.04%$14.3m
SBH SALLY BEAUTY HLDGS INC0.04%$14.1m
SYNA SYNAPTICS INC0.04%$14.0m
COLONY CAP INC no ticker0.03%$13.5m
DOEUR DIAMOND OFFSHORE DRILLING IN0.03%$13.5m
FLR FLUOR CORP0.03%$13.0m

Sector mix

  • Unclassified41.4%
  • Technology9.8%
  • Consumer Cyclical9.5%
  • Healthcare7.8%
  • Financial Services7.7%
  • Industrials6.5%
  • Consumer Defensive5.8%
  • Communication Services5.0%
  • Real Estate2.0%
  • Basic Materials1.9%
  • Energy1.9%
  • Utilities0.6%

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