WhaleCreep

Citadel Advisors LLC 13F holdings, Q3 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-09-30, filed 2017-01-31

Citadel Advisors LLC disclosed 3511 US equity positions worth $46.6bn in its Q3 2016 13F filing. Its largest position is SPY at 2.0% of the reported book, followed by GOOGL and CMCSA. Versus Q2 2016 it opened 1028 new positions, added to 1272, reduced 1151 and exited 822.

$46.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,511
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.0%
Largest position
The largest single position as a share of the reported equity book.
10.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
334
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 2016: 1028 new, 1272 added, 1151 reduced, 822 exited

50 of 3,511
SPY SPDR S&P 500 ETF Trust–2.0%$921m4.26m+415%added
GOOGL ALPHABET INCCommunication Services1.1%$511m635,345–new
CMCSA COMCAST CORP NEWCommunication Services1.0%$487m7.34m+13%added
AVGO BROADCOM LTDTechnology1.0%$482m2.80m−8.7%reduced
VERISIGN INC no ticker–1.0%$454m198.23m−20%reduced
AMZN AMAZON COM INCConsumer Cyclical0.9%$440m525,690−2.2%reduced
META META PLATFORMS INCCommunication Services0.8%$385m3.00m−34%reduced
NOVELLUS SYS INC no ticker–0.8%$376m135.03m–new
MU MICRON TECHNOLOGY INCTechnology0.8%$371m20.86m+1140%added
PXDEUR PIONEER NAT RES CO–0.8%$368m1.98m+13%added
APC3EUR ANADARKO PETE CORP–0.8%$363m5.73m+1971%added
V VISA INCFinancial Services0.7%$327m3.95m−9.3%reduced
TWXCHF TIME WARNER INC–0.7%$309m3.88m+100%added
BAX BAXTER INTL INCHealthcare0.6%$298m6.25m+34%added
AAPL APPLE INCTechnology0.6%$290m2.56m−12%reduced
XECEUR CIMAREX ENERGY CO–0.6%$270m2.01m+205%added
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.6%$265m2.41m+5.8%added
HPE HEWLETT PACKARD ENTERPRISE CTechnology0.6%$263m11.56m+190%added
NXPI NXP SEMICONDUCTORS N VTechnology0.6%$260m2.54m+605%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.5%$255m1.67m+2546%added
BIIB BIOGEN INCHealthcare0.5%$253m807,540−41%reduced
RHT1EUR RED HAT INC–0.5%$246m3.05m+2147%added
SBAC SBA COMMUNICATIONS CORPReal Estate0.5%$244m2.18m+615%added
ORLY OREILLY AUTOMOTIVE INCConsumer Cyclical0.5%$240m857,478+418%added
MA MASTERCARD INCFinancial Services0.5%$240m2.35m+5029%added
HRL HORMEL FOODS CORPConsumer Defensive0.5%$228m6.02m+35%added
NOW SERVICENOW INCTechnology0.5%$218m2.75m−9.4%reduced
ETRA E TRADE FINANCIAL CORPHealthcare0.5%$214m7.36m+55%added
EW EDWARDS LIFESCIENCES CORPHealthcare0.5%$213m1.77m+436%added
AMAT APPLIED MATLS INCTechnology0.5%$213m7.07m+120%added
SUNTRUST BKS INC no ticker–0.4%$207m4.72m+61%added
SPANSION LLC no ticker–0.4%$203m86.44m+1.8%added
MRK MERCK & CO. INCHealthcare0.4%$201m3.22m–new
AME AMETEK INCIndustrials0.4%$199m4.16m+322%added
BKR BAKER HUGHES INCEnergy0.4%$195m3.86m+8.8%added
MHK MOHAWK INDS INCConsumer Cyclical0.4%$195m972,109+277%added
PGR PROGRESSIVE CORPFinancial Services0.4%$193m6.13m+92%added
TAKE-TWO INTERACTIVE SOFTWAR no ticker–0.4%$193m81.78m–new
AMG AFFILIATED MANAGERS GROUPFinancial Services0.4%$192m1.33m−24%reduced
SYF SYNCHRONY FINANCIALFinancial Services0.4%$192m6.87m+168%added
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical0.4%$192m1.82m−24%reduced
YUM YUM BRANDS INCConsumer Cyclical0.4%$192m2.11m+547%added
COMPUTER SCIENCES CORP no ticker–0.4%$192m3.68m+79%added
JETBLUE AIRWAYS CORP no ticker–0.4%$188m53.31m+10%added
CANADIAN PAC RY LTD no ticker–0.4%$185m1.21m+140%added
CTSH COGNIZANT TECHNOLOGY SOLUTIOTechnology0.4%$183m3.85m+1703%added
BAC BANK OF AMER CORPFinancial Services0.4%$181m11.54m+116%added
POWERSHARES QQQ TRUST no ticker–0.4%$180m1.52m+172%added
BCRUSD BARD C R INC–0.4%$179m796,454+35%added
UNP UNION PACIFIC CORPIndustrials0.4%$178m1.83m+147%added

Exited since Q2 2016

822 rows
NVIDIA CORP no ticker0.5%$214m
LMT LOCKHEED MARTIN CORP0.4%$163m
VMWEUR VMWARE INC0.3%$125m
SBUX STARBUCKS CORP0.3%$114m
MEDIVATION INC no ticker0.2%$81.8m
DIS DISNEY WALT CO0.2%$75.6m
LIBERTY INTERACTIVE LLC no ticker0.2%$71.6m
PRICELINE GRP INC no ticker0.2%$64.3m
IWM ISHARES TR0.1%$60.5m
XL GROUP PLC no ticker0.1%$58.4m
E M C CORP MASS no ticker0.1%$56.9m
BARCLAYS BK PLC no ticker0.1%$47.9m
JBL JABIL INC0.1%$46.0m
HAIN HAIN CELESTIAL GROUP INC0.09%$38.2m
ALKS ALKERMES PLC0.09%$37.9m
PNC PNC FINL SVCS GROUP INC0.09%$35.7m
OCLARO INC no ticker0.08%$34.6m
ALLEGHENY TECHNOLOGIES INC no ticker0.07%$29.2m
ELECTRONIC ARTS INC no ticker0.07%$27.9m
IWN ISHARES TR0.07%$27.9m
RUDOLPH TECHNOLOGIES INC no ticker0.07%$27.3m
VAC MARRIOTT VACATIONS WORLDWIDE0.06%$25.4m
MEMORIAL RESOURCE DEV CORP no ticker0.06%$24.1m
C CITIGROUP INC0.05%$23.0m
EWY ISHARES INC0.05%$22.9m
RACKSPACE HOSTING INC no ticker0.05%$22.3m
TESLA MTRS INC no ticker0.05%$22.1m
BBBYEUR BED BATH & BEYOND INC0.05%$22.0m
REG REGENCY CTRS CORP0.05%$20.6m
IWF ISHARES TR0.05%$20.5m
HERTZ GLOBAL HOLDINGS INC no ticker0.04%$18.2m
AMBA AMBARELLA INC0.04%$17.4m
CEMEX SAB DE CV no ticker0.04%$16.2m
INTC INTEL CORP0.04%$15.7m
HEARTWARE INTL INC no ticker0.04%$15.3m
DE DEERE & CO0.03%$14.7m
NORTEL NETWORKS CORP NEW no ticker0.03%$14.5m
VXF VANGUARD INDEX FDS0.03%$14.1m
AVID TECHNOLOGY INC no ticker0.03%$13.6m
BGC PARTNERS INC no ticker0.03%$13.4m
CHRW C H ROBINSON WORLDWIDE INC0.03%$13.3m
ALB ALBEMARLE CORP0.03%$13.2m
RYDEX ETF TRUST no ticker0.03%$12.5m
HEI HEICO CORP NEW0.03%$12.4m
QIHOO 360 TECHNOLOGY CO LTD no ticker0.03%$11.9m
GREATBATCH INC no ticker0.03%$11.5m
WCC WESCO INTL INC0.03%$10.9m
EURONET WORLDWIDE INC no ticker0.03%$10.9m
FMC FMC CORP0.03%$10.6m
SENSATA TECHNOLOGIES HLDG NV no ticker0.03%$10.5m

Sector mix

  • Unclassified43.6%
  • Technology10.6%
  • Consumer Cyclical9.2%
  • Financial Services7.1%
  • Healthcare6.9%
  • Industrials5.7%
  • Consumer Defensive5.1%
  • Communication Services5.0%
  • Energy2.7%
  • Real Estate2.2%
  • Basic Materials1.6%
  • Utilities0.5%

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