WhaleCreep

Citadel Advisors LLC 13F holdings, Q2 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-06-30, filed 2017-08-11

Citadel Advisors LLC disclosed 3590 US equity positions worth $57.6bn in its Q2 2017 13F filing. Its largest position is V at 1.5% of the reported book, followed by CRM and MU. Versus Q1 2017 it opened 875 new positions, added to 1345, reduced 1290 and exited 888.

$57.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,590
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.
9.2%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
377
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 2017: 875 new, 1345 added, 1290 reduced, 888 exited

50 of 3,590
V VISA INCFinancial Services1.5%$857m9.14m−2.3%reduced
CRM SALESFORCE INCTechnology1.1%$613m7.07m+7.0%added
MU MICRON TECHNOLOGY INCTechnology0.9%$545m18.24m+43%added
AVGO BROADCOM LTDTechnology0.9%$511m2.19m+178%added
VERISIGN INC no ticker–0.8%$479m175.63m−11%reduced
META META PLATFORMS INCCommunication Services0.8%$474m3.14m−27%reduced
NOVELLUS SYS INC no ticker–0.8%$470m112.03m−1.8%reduced
GOOGL ALPHABET INCCommunication Services0.8%$463m497,734+74%added
AMAT APPLIED MATLS INCTechnology0.8%$454m10.98m+288%added
CBS CORP NEW no ticker–0.8%$443m6.95m+0.2%held
DAL DELTA AIR LINES INCIndustrials0.7%$422m7.85m+117%added
MCD MCDONALDS CORPConsumer Cyclical0.7%$420m2.74m−38%reduced
MSFT MICROSOFT CORPTechnology0.7%$402m5.83m−30%reduced
CL COLGATE PALMOLIVE COConsumer Defensive0.7%$385m5.20m+20%added
UTXZ UNITED TECHNOLOGIES CORP–0.6%$343m2.81m+7.2%added
PANW PALO ALTO NETWORKS INCTechnology0.6%$341m2.55m+30%added
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical0.6%$329m2.33m−14%reduced
C CITIGROUP INCFinancial Services0.6%$327m4.89m+302%added
EXPE EXPEDIA GROUP INCConsumer Cyclical0.5%$313m2.10m+234%added
MDLZ MONDELEZ INTL INCConsumer Defensive0.5%$312m7.23m+148%added
BA BOEING COIndustrials0.5%$291m1.47m+2458%added
BIIB BIOGEN INCHealthcare0.5%$289m1.07m+35%added
LEA LEAR CORPConsumer Cyclical0.5%$285m2.01m+175%added
DVN DEVON ENERGY CORP NEWEnergy0.5%$285m8.91m+61%added
ABBV ABBVIE INCHealthcare0.5%$266m3.67m+38%added
COF CAPITAL ONE FINL CORPFinancial Services0.5%$264m3.20m+13790%added
VZ VERIZON COMMUNICATIONS INCCommunication Services0.5%$264m5.91m+76%added
OXY OCCIDENTAL PETE CORPEnergy0.5%$262m4.37m+2469%added
TAKE-TWO INTERACTIVE SOFTWAR no ticker–0.4%$258m75.81m0.0%held
WDC WESTERN DIGITAL CORP.Technology0.4%$247m2.79m−13%reduced
ETRA E TRADE FINANCIAL CORPHealthcare0.4%$246m6.46m+20%added
EW EDWARDS LIFESCIENCES CORPHealthcare0.4%$244m2.06m+74%added
PROOFPOINT INC no ticker–0.4%$240m107.78m+9.2%added
SPANSION LLC no ticker–0.4%$235m87.69m0.0%held
MICRON TECHNOLOGY INC no ticker–0.4%$235m85.31m+29%added
CAT CATERPILLAR INCIndustrials0.4%$230m2.14m+26%added
GOOG ALPHABET INCCommunication Services0.4%$225m248,086+47%added
CMCSA COMCAST CORP NEWCommunication Services0.4%$225m5.77m+4123%added
MICROCHIP TECHNOLOGY INC no ticker–0.4%$220m147.00m+5.0%added
VMC VULCAN MATLS COBasic Materials0.4%$211m1.67m+180%added
VRTX VERTEX PHARMACEUTICALS INCHealthcare0.4%$209m1.63m+58%added
LBEUR L BRANDS INC–0.4%$205m3.80m+196%added
AMZN AMAZON COM INCConsumer Cyclical0.4%$204m210,489+600%added
LULU LULULEMON ATHLETICA INCConsumer Cyclical0.4%$203m3.40m+131%added
DLTR DOLLAR TREE INCConsumer Defensive0.3%$201m2.87m−2.9%reduced
FIS FIDELITY NATL INFORMATION SVTechnology0.3%$198m2.32m+1247%added
KSUEUR KANSAS CITY SOUTHERN–0.3%$196m1.88m+114%added
ARCH CAP GROUP LTD no ticker–0.3%$195m2.09m+1388%added
ATVIEUR ACTIVISION BLIZZARD INC–0.3%$192m3.33m−50%reduced
KHC KRAFT HEINZ COConsumer Defensive0.3%$190m2.21m+13%added

Exited since Q1 2017

888 rows
DIS DISNEY WALT CO1.0%$570m
POWERSHARES QQQ TRUST no ticker0.4%$246m
CITUSD CIT GROUP INC0.3%$187m
YAHOO INC no ticker0.2%$110m
PANDORA MEDIA INC no ticker0.2%$94.2m
COMPUTER SCIENCES CORP no ticker0.2%$87.3m
FIDELITY NATIONAL FINANCIAL no ticker0.1%$69.2m
TD TORONTO DOMINION BK ONT0.1%$62.0m
CF CF Industries Holdings Inc0.10%$55.6m
EEM ISHARES TR0.09%$49.1m
GS GOLDMAN SACHS GROUP INC0.08%$47.3m
MGA MAGNA INTL INC0.07%$38.9m
SENSATA TECHNOLOGIES HLDG NV no ticker0.07%$37.1m
TASER INTL INC no ticker0.06%$36.3m
AKRXEUR AKORN INC0.06%$36.3m
VALSPAR CORP no ticker0.06%$34.3m
ADVANCEPIERRE FOODS HLDGS IN no ticker0.06%$34.1m
LIBERTY INTERACTIVE CORP no ticker0.06%$33.1m
XLE SELECT SECTOR SPDR TR0.06%$32.7m
NOC NORTHROP GRUMMAN CORP0.06%$32.4m
STILLWATER MNG CO no ticker0.06%$32.0m
NUVASIVE INC no ticker0.05%$29.1m
PRIVATEBANCORP INC no ticker0.05%$27.4m
MEDICINES CO no ticker0.05%$26.9m
MICHAEL KORS HLDGS LTD no ticker0.05%$26.8m
WHR WHIRLPOOL CORP0.04%$24.9m
MAA MID-AMER APT CMNTYS INC0.04%$24.0m
GREEN PLAINS INC no ticker0.04%$23.3m
IART INTEGRA LIFESCIENCES HLDGS C0.04%$22.7m
VISN VISTANCE NETWORKS INC0.04%$22.4m
VSTOEUR VISTA OUTDOOR INC0.04%$21.5m
TLT ISHARES TR0.04%$20.9m
6PM PARAMOUNT GROUP INC0.04%$20.3m
MINT PIMCO ETF TR0.03%$19.6m
KMX CARMAX INC0.03%$18.8m
TXMD THERAPEUTICSMD INC0.03%$18.6m
ALKS ALKERMES PLC0.03%$18.3m
QLYS QUALYS INC0.03%$18.0m
MEAD JOHNSON NUTRITION CO no ticker0.03%$17.7m
CNC CENTENE CORP DEL0.03%$16.2m
TRINSEO S A no ticker0.03%$15.7m
HEADWATERS INC no ticker0.03%$15.2m
PII POLARIS INC0.03%$15.1m
IEMG ISHARES INC0.03%$15.0m
TOTL SSGA ACTIVE ETF TR0.02%$13.5m
SEE1GBP SEALED AIR CORP NEW0.02%$12.8m
WILLIAMS CLAYTON ENERGY INC no ticker0.02%$12.7m
XEROX CORP no ticker0.02%$12.6m
HOLOGIC INC no ticker0.02%$12.4m
SYTUSD SYNGENTA AG0.02%$12.1m

Sector mix

  • Unclassified38.1%
  • Technology11.6%
  • Financial Services8.4%
  • Consumer Cyclical8.4%
  • Industrials6.6%
  • Healthcare6.4%
  • Consumer Defensive5.1%
  • Communication Services4.7%
  • Energy3.6%
  • Basic Materials2.7%
  • Real Estate2.7%
  • Utilities1.6%

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