WhaleCreep

Citadel Advisors LLC 13F holdings, Q4 2016

Hedge fundSEC filingsCompare with another fundHoldings as of 2016-12-31, filed 2017-02-10

Citadel Advisors LLC disclosed 3515 US equity positions worth $44.2bn in its Q4 2016 13F filing. Its largest position is SPY at 2.2% of the reported book, followed by GOOGL and V. Versus Q3 2016 it opened 909 new positions, added to 1255, reduced 1287 and exited 905.

$44.2bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,515
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.2%
Largest position
The largest single position as a share of the reported equity book.
11.6%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
298
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 2016: 909 new, 1255 added, 1287 reduced, 905 exited

50 of 3,515
SPY SPDR S&P 500 ETF Trust–2.2%$971m4.35m+2.0%added
GOOGL ALPHABET INCCommunication Services1.5%$681m858,992+35%added
V VISA INCFinancial Services1.4%$617m7.91m+100%added
CMCSA COMCAST CORP NEWCommunication Services1.0%$452m6.54m−11%reduced
VERISIGN INC no ticker–1.0%$441m198.23m0.0%held
CRM SALESFORCE INCTechnology0.9%$418m6.10m+180%added
SHW SHERWIN WILLIAMS COBasic Materials0.9%$405m1.51m+19963%added
COST COSTCO WHOLESALE CORPORATIONConsumer Defensive0.9%$393m2.46m+47%added
AVGO BROADCOM LTDTechnology0.9%$391m2.21m−21%reduced
NOVELLUS SYS INC no ticker–0.8%$355m114.03m−16%reduced
TMUS T-MOBILE US INCCommunication Services0.8%$338m5.87m+62%added
CELG CELGENE CORP–0.7%$330m2.85m+134%added
AMAT APPLIED MATLS INCTechnology0.7%$327m10.15m+44%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services0.7%$302m1.05m+2622%added
BCRUSD BARD C R INC–0.7%$301m1.34m+68%added
PGR PROGRESSIVE CORPFinancial Services0.6%$280m7.88m+29%added
DAL DELTA AIR LINES INCIndustrials0.6%$266m5.40m+475%added
DVN DEVON ENERGY CORP NEWEnergy0.6%$263m5.77m+88%added
AAPL APPLE INCTechnology0.6%$263m2.27m−12%reduced
XECEUR CIMAREX ENERGY CO–0.6%$262m1.93m−4.1%reduced
TAP MOLSON COORS BEVERAGE COConsumer Defensive0.6%$254m2.61m+7.9%added
BALL BALL CORPConsumer Cyclical0.6%$254m3.38m+188%added
DIS DISNEY WALT COCommunication Services0.5%$236m2.27m–new
APC3EUR ANADARKO PETE CORP–0.5%$228m3.27m−43%reduced
CBS CORP NEW no ticker–0.5%$222m3.49m+575%added
INCY INCYTE CORPHealthcare0.5%$221m2.20m+287%added
SBNY SIGNATURE BK NEW YORK N YFinancial Services0.5%$217m1.45m+7.1%added
ALK ALASKA AIR GROUP INCIndustrials0.5%$217m2.44m+1521%added
NFLX NETFLIX INC.Communication Services0.5%$215m1.74m+1051%added
TWXCHF TIME WARNER INC–0.5%$213m2.20m−43%reduced
KR KROGER COConsumer Defensive0.5%$207m6.01m+905%added
HAL HALLIBURTON COEnergy0.5%$203m3.75m+547%added
NOW SERVICENOW INCTechnology0.5%$199m2.68m−2.8%reduced
SYF SYNCHRONY FINANCIALFinancial Services0.4%$194m5.36m−22%reduced
SPANSION LLC no ticker–0.4%$194m86.44m0.0%held
TSCO TRACTOR SUPPLY COConsumer Cyclical0.4%$193m2.55m+36%added
ALLERGAN PLC no ticker–0.4%$188m896,376+2976%added
AZO AUTOZONE INCConsumer Cyclical0.4%$181m228,958+4608%added
GOOG ALPHABET INCCommunication Services0.4%$178m230,134+17698%added
TAKE-TWO INTERACTIVE SOFTWAR no ticker–0.4%$173m75.81m+7.1%added
TJX TJX COS INC NEWConsumer Cyclical0.4%$173m2.30m+19941%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.4%$173m7.98m+65%added
PH PARKER-HANNIFIN CORPIndustrials0.4%$172m1.23m+501%added
EL LAUDER ESTEE COS INCConsumer Defensive0.4%$171m2.23m+290%added
LOW LOWES COS INCConsumer Cyclical0.4%$169m2.38m+449%added
RSP PERMIAN INC no ticker–0.4%$166m3.71m+1408%added
BIIB BIOGEN INCHealthcare0.4%$165m581,732−28%reduced
DHR DANAHER CORP DELHealthcare0.4%$163m2.09m+1762%added
ADBE ADOBE INCTechnology0.4%$163m1.58m+83%added
FTV FORTIVE CORPTechnology0.4%$162m3.03m−13%reduced

Exited since Q3 2016

905 rows
AMZN AMAZON COM INC0.9%$440m
META META PLATFORMS INC0.8%$385m
TAKE-TWO INTERACTIVE SOFTWAR no ticker0.4%$193m
JETBLUE AIRWAYS CORP no ticker0.4%$188m
LIONS GATE ENTMNT CORP no ticker0.2%$88.4m
DISCAUSD DISCOVERY INC0.2%$84.3m
PALO ALTO NETWORKS INC no ticker0.2%$73.2m
TRULIA INC no ticker0.1%$69.1m
IVZ INVESCO LTD0.1%$64.2m
SAVEEUR SPIRIT AIRLS INC0.1%$58.0m
COLFAX CORP no ticker0.1%$56.4m
INTEGRA LIFESCIENCES HLDGS C no ticker0.1%$55.0m
BA BOEING CO0.1%$54.1m
FISV FISERV INC0.1%$49.3m
EWW ISHARES INC0.1%$49.2m
WABASH NATL CORP no ticker0.1%$48.8m
AMSGEUR AMSURG CORP0.1%$46.6m
INCONTACT INC no ticker0.09%$44.0m
INTERACTIVE INTELLIGENCE GRO no ticker0.09%$40.4m
MEDICINES CO no ticker0.08%$38.8m
WWD WOODWARD INC0.08%$36.2m
BURL BURLINGTON STORES INC0.08%$36.0m
CNI CANADIAN NATL RY CO0.07%$30.8m
FOSL FOSSIL GROUP INC0.06%$30.0m
LIBERTY INTERACTIVE CORP no ticker0.06%$29.6m
FIAT CHRYSLER AUTOMOBILES N no ticker0.06%$28.4m
WORKDAY INC no ticker0.06%$28.3m
OMC OMNICOM GROUP INC0.06%$26.4m
WELL WELLTOWER INC0.06%$26.1m
KO COCA COLA CO0.06%$25.7m
DU PONT E I DE NEMOURS & CO no ticker0.05%$25.5m
VERIFONE SYS INC no ticker0.05%$24.5m
INFOBLOX INC no ticker0.05%$23.2m
DFODQ DEAN FOODS CO NEW0.05%$23.0m
ISHARES no ticker0.05%$22.8m
DEPOMED INC no ticker0.05%$21.4m
BARCLAYS BK PLC no ticker0.04%$20.3m
XEL XCEL ENERGY INC0.04%$20.0m
SINA CORP no ticker0.04%$19.8m
HEADWATERS INC no ticker0.04%$19.2m
ON SEMICONDUCTOR CORP no ticker0.04%$19.1m
T8S TESARO INC0.04%$18.2m
ATR APTARGROUP INC0.04%$17.7m
INTEL CORP no ticker0.04%$17.3m
LIFELOCK INC no ticker0.03%$15.8m
PII POLARIS INC0.03%$15.7m
HURON CONSULTING GROUP INC no ticker0.03%$15.6m
AJG GALLAGHER ARTHUR J & CO0.03%$15.6m
RIO RIO TINTO PLC0.03%$15.0m
AMERICAN CAPITAL AGENCY CORP no ticker0.03%$14.8m

Sector mix

  • Unclassified41.3%
  • Technology9.1%
  • Consumer Cyclical8.8%
  • Financial Services8.7%
  • Communication Services6.7%
  • Healthcare6.0%
  • Industrials5.9%
  • Consumer Defensive5.3%
  • Energy3.6%
  • Basic Materials2.2%
  • Real Estate1.7%
  • Utilities0.8%

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