WhaleCreep

Citadel Advisors LLC 13F holdings, Q3 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-09-30, filed 2017-11-09

Citadel Advisors LLC disclosed 3596 US equity positions worth $62.5bn in its Q3 2017 13F filing. Its largest position is META at 1.2% of the reported book, followed by NOVELLUS SYS INC and CRM. Versus Q2 2017 it opened 795 new positions, added to 1471, reduced 1256 and exited 789.

$62.5bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,596
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.2%
Largest position
The largest single position as a share of the reported equity book.
8.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
418
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 2017: 795 new, 1471 added, 1256 reduced, 789 exited

50 of 3,596
META META PLATFORMS INCCommunication Services1.2%$764m4.47m+42%added
NOVELLUS SYS INC no ticker–0.9%$586m106.51m−4.9%reduced
CRM SALESFORCE INCTechnology0.9%$583m6.24m−12%reduced
GS GOLDMAN SACHS GROUP INCFinancial Services0.9%$568m2.39m–new
VZ VERIZON COMMUNICATIONS INCCommunication Services0.9%$552m11.15m+89%added
VERISIGN INC no ticker–0.8%$500m160.63m−8.5%reduced
CL COLGATE PALMOLIVE COConsumer Defensive0.7%$440m6.04m+16%added
TMUS T-MOBILE US INCCommunication Services0.7%$432m7.00m+125%added
PANW PALO ALTO NETWORKS INCTechnology0.7%$420m2.92m+14%added
MCD MCDONALDS CORPConsumer Cyclical0.7%$410m2.62m−4.5%reduced
ADI ANALOG DEVICES INCTechnology0.6%$394m4.57m+467%added
V VISA INCFinancial Services0.6%$393m3.73m−59%reduced
TWENTY FIRST CENTY FOX INC no ticker–0.6%$381m14.43m+282%added
CFG CITIZENS FINL GROUP INCFinancial Services0.6%$375m9.91m+718%added
MICRON TECHNOLOGY INC no ticker–0.6%$349m96.95m+14%added
NXPI NXP SEMICONDUCTORS N VTechnology0.5%$343m3.04m+97%added
DAL DELTA AIR LINES INCIndustrials0.5%$340m7.06m−10%reduced
DLTR DOLLAR TREE INCConsumer Defensive0.5%$340m3.91m+36%added
TRV TRAVELERS COMPANIES INCFinancial Services0.5%$332m2.71m+490%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services0.5%$324m890,592+534%added
TWXCHF TIME WARNER INC–0.5%$310m3.02m+203%added
MSFT MICROSOFT CORPTechnology0.5%$295m3.96m−32%reduced
FIS FIDELITY NATL INFORMATION SVTechnology0.5%$287m3.07m+32%added
LRCX LAM RESEARCH CORPTechnology0.5%$284m1.53m+94%added
GOOGL ALPHABET INCCommunication Services0.5%$283m290,474−42%reduced
AMAT APPLIED MATLS INCTechnology0.4%$272m5.22m−52%reduced
MICROCHIP TECHNOLOGY INC no ticker–0.4%$266m152.00m+3.4%added
CME CME GROUP INCFinancial Services0.4%$262m1.93m+58%added
AABAUSD ALTABA INC–0.4%$261m3.94m+81%added
SPANSION LLC no ticker–0.4%$260m87.69m0.0%held
TSN TYSON FOODS INCConsumer Defensive0.4%$251m3.57m+767%added
PFE PFIZER INCHealthcare0.4%$247m6.93m+465%added
WDC WESTERN DIGITAL CORP.Technology0.4%$246m2.85m+2.3%added
PROOFPOINT INC no ticker–0.4%$235m105.28m−2.3%reduced
UTXZ UNITED TECHNOLOGIES CORP–0.4%$231m1.99m−29%reduced
SWK STANLEY BLACK & DECKER INCIndustrials0.4%$230m1.53m+55%added
OXY OCCIDENTAL PETE CORPEnergy0.4%$230m3.58m−18%reduced
CBS CORP NEW no ticker–0.4%$227m3.92m−44%reduced
ABT ABBOTT LABORATORIESHealthcare0.4%$222m4.16m+2506%added
AVGO BROADCOM LTDTechnology0.4%$219m904,585−59%reduced
KHC KRAFT HEINZ COConsumer Defensive0.3%$219m2.82m+27%added
TXN TEXAS INSTRS INCTechnology0.3%$217m2.43m+158%added
EXPE EXPEDIA GROUP INCConsumer Cyclical0.3%$217m1.51m−28%reduced
DVN DEVON ENERGY CORP NEWEnergy0.3%$213m5.81m−35%reduced
APD AIR PRODUCTS AND CHEMICALS IBasic Materials0.3%$212m1.41m+90%added
EOG EOG Resources IncEnergy0.3%$211m2.18m+5.6%added
BCRUSD BARD C R INC–0.3%$209m652,776+339%added
BIIB BIOGEN INCHealthcare0.3%$208m663,696−38%reduced
PGR PROGRESSIVE CORPFinancial Services0.3%$207m4.28m+10%added
DOWDUPONT INC no ticker–0.3%$206m2.97m–new

Exited since Q2 2017

789 rows
C CITIGROUP INC0.6%$327m
TAKE-TWO INTERACTIVE SOFTWAR no ticker0.4%$258m
TAL ED GROUP no ticker0.3%$147m
REYNOLDS AMERICAN INC no ticker0.2%$94.3m
KRC KILROY RLTY CORP0.1%$78.0m
TESORO CORP no ticker0.1%$74.9m
AWK AMERICAN WTR WKS CO INC NEW0.1%$66.8m
ALBANY MOLECULAR RESH INC no ticker0.1%$60.3m
MOBILEYE N V AMSTELVEEN no ticker0.1%$57.6m
COLONY STARWOOD HOMES no ticker0.10%$55.2m
KNIGHT TRANSN INC no ticker0.08%$45.2m
SPECTRANETICS CORP no ticker0.07%$42.9m
DFSEUR DISCOVER FINL SVCS0.07%$41.3m
KBR KBR INC0.07%$39.5m
KMT KENNAMETAL INC0.07%$38.4m
PANERA BREAD CO no ticker0.06%$32.0m
HALYARD HEALTH INC no ticker0.05%$31.4m
T8S TESARO INC0.05%$30.4m
WEBMD HEALTH CORP no ticker0.05%$29.6m
DOW CHEM CO no ticker0.05%$28.5m
HSN INC no ticker0.05%$26.8m
IMMUNOMEDICS INC no ticker0.04%$23.9m
WHOLE FOODS MKT INC no ticker0.04%$23.5m
BLMN BLOOMIN BRANDS INC0.04%$21.8m
AMAG AMAG PHARMACEUTICALS INC0.04%$21.4m
M/I HOMES INC no ticker0.04%$21.1m
GAIN CAP HLDGS INC no ticker0.04%$20.7m
SELECT COMFORT CORP no ticker0.04%$20.6m
IMMUNOGEN INC no ticker0.04%$20.3m
CERNCHF CERNER CORP0.03%$19.6m
XYZ BLOCK INC0.03%$19.4m
SBAC SBA COMMUNICATIONS CORP0.03%$19.2m
WEBMD HEALTH CORP no ticker0.03%$19.1m
DSW INC no ticker0.03%$18.6m
SLB SLB LIMITED0.03%$17.3m
SYY SYSCO CORP0.03%$16.8m
TWO HBRS INVT CORP no ticker0.03%$15.8m
2655787D BLUEPRINT MEDICINES CORP0.03%$14.7m
JBLU JETBLUE AIRWAYS CORP0.03%$14.4m
NUE NUCOR CORP0.02%$14.2m
IVV ISHARES TR0.02%$13.6m
INTEL CORP no ticker0.02%$13.2m
PRTA PROTHENA CORP PLC0.02%$13.2m
MOLINA HEALTHCARE INC no ticker0.02%$12.8m
FRONTIER COMMUNICATIONS CORP no ticker0.02%$11.2m
CARDTRONICS INC no ticker0.02%$10.9m
FLEXSHARES TR no ticker0.02%$10.9m
ARI APOLLO COML REAL ESTATE FIN0.02%$10.9m
NEWPARK RES INC no ticker0.02%$10.8m
ROYAL GOLD INC no ticker0.02%$10.8m

Sector mix

  • Unclassified35.9%
  • Technology11.9%
  • Financial Services9.5%
  • Consumer Cyclical8.1%
  • Industrials7.4%
  • Healthcare6.5%
  • Communication Services5.7%
  • Consumer Defensive5.1%
  • Energy3.2%
  • Basic Materials2.8%
  • Real Estate2.2%
  • Utilities1.7%

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