WhaleCreep

Citadel Advisors LLC 13F holdings, Q4 2017

Hedge fundSEC filingsCompare with another fundHoldings as of 2017-12-31, filed 2018-02-09

Citadel Advisors LLC disclosed 3819 US equity positions worth $74.6bn in its Q4 2017 13F filing. Its largest position is SPY at 1.6% of the reported book, followed by BAC and CMCSA. Versus Q3 2017 it opened 924 new positions, added to 1438, reduced 1386 and exited 701.

$74.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,819
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.6%
Largest position
The largest single position as a share of the reported equity book.
9.8%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
361
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 2017: 924 new, 1438 added, 1386 reduced, 701 exited

50 of 3,819
SPY SPDR S&P 500 ETF Trust–1.6%$1.2bn4.49m+30404%added
BAC BANK OF AMER CORPFinancial Services1.3%$959m32.50m+2093%added
CMCSA COMCAST CORP NEWCommunication Services1.1%$849m21.20m+349%added
META META PLATFORMS INCCommunication Services1.1%$793m4.50m+0.5%held
AMZN AMAZON COM INCConsumer Cyclical1.1%$786m672,155+215%added
MU MICRON TECHNOLOGY INCTechnology0.8%$615m14.97m+307%added
VERISIGN INC no ticker–0.8%$586m175.41m+9.2%added
LRCX LAM RESEARCH CORPTechnology0.7%$537m2.92m+90%added
TWENTY FIRST CENTY FOX INC no ticker–0.7%$498m14.42m−0.1%held
LOW LOWES COS INCConsumer Cyclical0.6%$479m5.16m+112%added
MRK MERCK & CO. INCHealthcare0.6%$474m8.43m+1225%added
ADSK AUTODESK INCTechnology0.6%$434m4.14m+198%added
MICRON TECHNOLOGY INC no ticker–0.6%$428m113.94m+18%added
DLTR DOLLAR TREE INCConsumer Defensive0.6%$427m3.98m+1.7%added
CRM SALESFORCE INCTechnology0.6%$424m4.15m−33%reduced
TMUS T-MOBILE US INCCommunication Services0.5%$402m6.33m−9.6%reduced
TRV TRAVELERS COMPANIES INCFinancial Services0.5%$396m2.92m+7.7%added
CELG CELGENE CORP–0.5%$387m3.71m–new
ADBE ADOBE INCTechnology0.5%$384m2.19m+167%added
ABT ABBOTT LABORATORIESHealthcare0.5%$370m6.49m+56%added
CAT CATERPILLAR INCIndustrials0.5%$370m2.35m+69%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.5%$360m5.87m+177%added
GE GENERAL ELECTRIC COIndustrials0.5%$346m19.82m+1332%added
BAX BAXTER INTL INCHealthcare0.5%$342m5.29m+223%added
AZO AUTOZONE INCConsumer Cyclical0.4%$331m465,124+739%added
CL COLGATE PALMOLIVE COConsumer Defensive0.4%$329m4.37m−28%reduced
MRO* MARATHON OIL CORP–0.4%$320m18.92m+187%added
AMAT APPLIED MATLS INCTechnology0.4%$318m6.21m+19%added
MCD MCDONALDS CORPConsumer Cyclical0.4%$308m1.79m−32%reduced
ADI ANALOG DEVICES INCTechnology0.4%$304m3.42m−25%reduced
TWXCHF TIME WARNER INC–0.4%$302m3.30m+9.3%added
AVGO BROADCOM LTDTechnology0.4%$301m1.17m+29%added
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$301m7.99m+57%added
QCOM QUALCOMM INCTechnology0.4%$298m4.66m+100%added
MICROCHIP TECHNOLOGY INC no ticker–0.4%$298m175.00m+15%added
NSC NORFOLK SOUTHERN CORPIndustrials0.4%$298m2.06m+100%added
KHC KRAFT HEINZ COConsumer Defensive0.4%$292m3.75m+33%added
DAL DELTA AIR LINES INCIndustrials0.4%$291m5.20m−26%reduced
MARVELL TECHNOLOGY GROUP LTD no ticker–0.4%$288m13.40m+333%added
CFG CITIZENS FINL GROUP INCFinancial Services0.4%$287m6.84m−31%reduced
NXPI NXP SEMICONDUCTORS N VTechnology0.4%$285m2.43m−20%reduced
NOVELLUS SYS INC no ticker–0.4%$283m51.51m−52%reduced
VZ VERIZON COMMUNICATIONS INCCommunication Services0.4%$282m5.33m−52%reduced
OXY OCCIDENTAL PETE CORPEnergy0.4%$277m3.76m+5.0%added
HAL HALLIBURTON COEnergy0.4%$271m5.54m+381%added
NFLX NETFLIX INC.Communication Services0.4%$268m1.39m+424%added
CSCO CISCO SYS INCTechnology0.4%$267m6.97m+33%added
EOG EOG Resources IncEnergy0.4%$265m2.45m+13%added
EXPE EXPEDIA GROUP INCConsumer Cyclical0.4%$263m2.20m+46%added
STZ CONSTELLATION BRANDS INCConsumer Defensive0.4%$262m1.15m+347%added

Exited since Q3 2017

701 rows
SPANSION LLC no ticker0.4%$260m
PROOFPOINT INC no ticker0.4%$235m
BCRUSD BARD C R INC0.3%$209m
DELPHI AUTOMOTIVE PLC no ticker0.2%$127m
LIBERTY INTERACTIVE LLC no ticker0.1%$86.3m
BARCLAYS BK PLC no ticker0.1%$83.3m
AGNC AGNC INVT CORP0.1%$75.0m
MICRON TECHNOLOGY INC no ticker0.1%$71.5m
GRPN GROUPON INC0.1%$69.8m
CTRA COTERRA ENERGY INC0.07%$46.5m
ARRAY BIOPHARMA INC no ticker0.06%$39.9m
RS RELIANCE INC0.06%$38.1m
ENSCO PLC no ticker0.05%$33.8m
MTDR MATADOR RES CO0.05%$32.9m
GIGAMON INC no ticker0.05%$31.3m
SPECTRUM PHARMACEUTICALS INC no ticker0.05%$30.5m
COWEN INC no ticker0.05%$30.3m
CONVERGYS CORP no ticker0.04%$27.5m
BOTTOMLINE TECH DEL INC no ticker0.04%$25.0m
ENCORE CAP GROUP INC no ticker0.04%$24.3m
TX TERNIUM SA0.04%$24.2m
ADVISORY BRD CO no ticker0.04%$23.6m
APOLLO COML REAL EST FIN INC no ticker0.04%$22.2m
CABO CABLE ONE INC0.03%$20.9m
CYPRESS SEMICONDUCTOR CORP no ticker0.03%$19.6m
ENB ENBRIDGE INC0.03%$17.4m
OLD REP INTL CORP no ticker0.03%$17.3m
LEVEL 3 COMMUNICATIONS INC no ticker0.03%$16.6m
SHAK SHAKE SHACK INC0.02%$15.4m
COACH INC no ticker0.02%$14.9m
CONSOL ENERGY INC no ticker0.02%$14.7m
JPIN J P MORGAN EXCHANGE TRADED F0.02%$14.7m
FIFTH STREET FINANCE CORP no ticker0.02%$13.9m
VSTOEUR VISTA OUTDOOR INC0.02%$13.1m
EWQ ISHARES INC0.02%$12.8m
INSM INSMED INC0.02%$12.7m
SUCAMPO PHARMACEUTICALS INC no ticker0.02%$12.4m
RYLAND GROUP INC no ticker0.02%$12.0m
HYG ISHARES TR0.02%$11.6m
SCHF SCHWAB STRATEGIC TR0.02%$11.5m
KBH KB HOME0.02%$10.6m
QUINTILES IMS HOLDINGS INC no ticker0.02%$10.2m
STARWOOD PPTY TR INC no ticker0.02%$10.0m
IEV ISHARES TR0.01%$9.0m
NEWREUR NEW RELIC INC0.01%$8.6m
DBEF DBX ETF TR0.01%$8.4m
MARRIOTT VACATIONS WRLDWDE C no ticker0.01%$8.4m
MEDIDATA SOLUTIONS INC no ticker0.01%$8.3m
PRKS UNITED PARKS & RESORTS INC0.01%$8.0m
FDT FIRST TR EXCH TRD ALPHA FD I0.01%$7.8m

Sector mix

  • Unclassified34.0%
  • Financial Services11.2%
  • Technology10.6%
  • Consumer Cyclical8.8%
  • Industrials8.6%
  • Healthcare6.5%
  • Communication Services5.8%
  • Consumer Defensive4.9%
  • Energy3.2%
  • Basic Materials2.3%
  • Utilities2.1%
  • Real Estate1.9%

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