WhaleCreep

Citadel Advisors LLC 13F holdings, Q1 2018

Hedge fundSEC filingsCompare with another fundHoldings as of 2018-03-31, filed 2019-02-14

Citadel Advisors LLC disclosed 3920 US equity positions worth $66.2bn in its Q1 2018 13F filing. Its largest position is SPY at 1.5% of the reported book, followed by NXPI and VERISIGN INC. Versus Q4 2017 it opened 884 new positions, added to 1446, reduced 1530 and exited 783.

$66.2bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
3,920
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.
9.8%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
370
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 Q4 2017: 884 new, 1446 added, 1530 reduced, 783 exited

50 of 3,920
SPY SPDR S&P 500 ETF Trust–1.5%$990m3.76m−16%reduced
NXPI NXP SEMICONDUCTORS N VTechnology1.4%$917m7.84m+222%added
VERISIGN INC no ticker–1.2%$827m239.70m+37%added
AVGO BROADCOM LTDTechnology1.2%$802m3.40m+191%added
GS GOLDMAN SACHS GROUP INCFinancial Services1.0%$681m2.70m+354%added
MSFT MICROSOFT CORPTechnology0.9%$576m6.31m+262%added
GE GENERAL ELECTRIC COIndustrials0.7%$447m33.16m+67%added
VZ VERIZON COMMUNICATIONS INCCommunication Services0.6%$411m8.60m+61%added
COF CAPITAL ONE FINL CORPFinancial Services0.6%$409m4.27m+68%added
CAT CATERPILLAR INCIndustrials0.6%$406m2.75m+17%added
UTXZ UNITED TECHNOLOGIES CORP–0.6%$397m3.15m+506%added
ALL ALLSTATE CORPFinancial Services0.5%$363m3.83m+494%added
META META PLATFORMS INCCommunication Services0.5%$354m2.22m−51%reduced
TJX TJX COS INC NEWConsumer Cyclical0.5%$344m4.21m+1691%added
ADSK AUTODESK INCTechnology0.5%$341m2.71m−34%reduced
LRCX LAM RESEARCH CORPTechnology0.5%$341m1.68m−43%reduced
CFG CITIZENS FINL GROUP INCFinancial Services0.5%$333m7.93m+16%added
MRK MERCK & CO. INCHealthcare0.5%$330m6.06m−28%reduced
ADBE ADOBE INCTechnology0.5%$318m1.47m−33%reduced
MDLZ MONDELEZ INTL INCConsumer Defensive0.5%$318m7.62m+48%added
MICRON TECHNOLOGY INC no ticker–0.5%$317m66.40m−42%reduced
ADI ANALOG DEVICES INCTechnology0.5%$309m3.39m−0.8%reduced
CSX CSX CORPIndustrials0.5%$307m5.51m+69%added
GILD GILEAD SCIENCES INCHealthcare0.5%$303m4.01m+82%added
MICROCHIP TECHNOLOGY INC no ticker–0.5%$301m170.00m−2.9%reduced
BAX BAXTER INTL INCHealthcare0.5%$298m4.59m−13%reduced
DE DEERE & COIndustrials0.4%$298m1.92m+52%added
CSCO CISCO SYS INCTechnology0.4%$289m6.75m−3.2%reduced
CMA COMERICA INC–0.4%$287m2.99m+48%added
EQIX EQUINIX INCReal Estate0.4%$286m683,264+94%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.4%$277m4.38m−25%reduced
PRU PRUDENTIAL FINL INCFinancial Services0.4%$273m2.63m+71%added
APC3EUR ANADARKO PETE CORP–0.4%$265m4.39m−9.4%reduced
BAC BANK OF AMER CORPFinancial Services0.4%$265m8.85m−73%reduced
QSR RESTAURANT BRANDS INTL INCConsumer Cyclical0.4%$264m4.64m+134%added
AEP AMERICAN ELEC PWR CO INCUtilities0.4%$263m3.84m+46%added
JPM JPMORGAN CHASE & COFinancial Services0.4%$263m2.39m+6.5%added
AMZN AMAZON COM INCConsumer Cyclical0.4%$263m181,382−73%reduced
MOLINA HEALTHCARE INC no ticker–0.4%$261m129.75m+17%added
PM PHILIP MORRIS INTL INCConsumer Defensive0.4%$255m2.56m+5068%added
FDC FIRST DATA CORP NEW–0.4%$244m15.26m+130%added
MTB M & T BK CORPFinancial Services0.4%$239m1.30m+29%added
ABT ABBOTT LABORATORIESHealthcare0.4%$237m3.96m−39%reduced
XL GROUP LTD no ticker–0.4%$237m4.28m+11398%added
TWXCHF TIME WARNER INC–0.4%$236m2.50m−24%reduced
HONGBP HONEYWELL INTL INC–0.3%$231m1.60m+819%added
MRO* MARATHON OIL CORP–0.3%$230m14.24m−25%reduced
DLTR DOLLAR TREE INCConsumer Defensive0.3%$229m2.41m−39%reduced
AETNA INC NEW no ticker–0.3%$229m1.35m+35%added
EMR Emerson Electric Inc.Industrials0.3%$219m3.21m+1.8%added

Exited since Q4 2017

783 rows
PRICELINE GRP INC no ticker0.2%$152m
PRICELINE GRP INC no ticker0.2%$134m
MSM MSC INDL DIRECT INC0.2%$123m
SNI SCRIPPS NETWORKS INTERACT IN0.1%$94.2m
TRCO TRIBUNE MEDIA CO0.1%$78.5m
SBUX STARBUCKS CORP0.09%$64.8m
SALESFORCE COM INC no ticker0.09%$63.6m
CALPINE CORP no ticker0.08%$62.4m
TLT ISHARES TR0.07%$49.9m
EEM ISHARES TR0.06%$48.4m
BROADSOFT INC no ticker0.06%$41.9m
TMK TORCHMARK CORP0.05%$40.5m
BROADSOFT INC no ticker0.05%$34.9m
TWENTY FIRST CENTY FOX INC no ticker0.05%$33.6m
LIVE NATION ENTERTAINMENT IN no ticker0.04%$32.3m
TCF FINL CORP no ticker0.04%$28.4m
DY DYCOM INDS INC0.03%$23.1m
LIBERTY INTERACTIVE CORP no ticker0.03%$22.9m
SUCAMPO PHARMACEUTICALS INC no ticker0.03%$22.3m
IWD ISHARES TR0.03%$21.8m
FND FLOOR & DECOR HLDGS INC0.03%$20.5m
ABLYNX NV no ticker0.03%$20.3m
ERIEUR ELDORADO RESORTS INC0.03%$20.3m
ANTERO MIDSTREAM GP LP no ticker0.03%$19.4m
SPIRIT RLTY CAP INC NEW no ticker0.02%$18.3m
OM ASSET MGMT PLC no ticker0.02%$18.2m
EFG ISHARES TR0.02%$17.0m
UNITED STATES NATL GAS FUND no ticker0.02%$13.6m
FLUIDIGM CORP DEL no ticker0.02%$13.3m
GREENBRIER COS INC no ticker0.02%$12.7m
FNDF SCHWAB STRATEGIC TR0.02%$12.5m
2613715D K2M GROUP HLDGS INC0.02%$11.8m
TIME1EUR TIME INC NEW0.02%$11.4m
SYNHEUR INC RESH HLDGS INC0.01%$11.0m
CINF CINCINNATI FINL CORP0.01%$10.6m
BOLDEUR AUDENTES THERAPEUTICS INC0.01%$10.6m
JUNO THERAPEUTICS INC no ticker0.01%$10.3m
GSV CAP CORP no ticker0.01%$10.1m
VANTIV INC no ticker0.01%$10.0m
EWI ISHARES INC0.01%$10.0m
EFV ISHARES TR0.01%$9.6m
EWG ISHARES INC0.01%$9.1m
CTRIP COM INTL LTD no ticker0.01%$9.0m
SHIP FINANCE INTERNATIONAL L no ticker0.01%$8.6m
HEALTHSOUTH CORP no ticker0.01%$8.6m
PAYX PAYCHEX INC0.01%$8.5m
CTRIP COM INTL LTD no ticker0.01%$8.4m
AMN AMN HEALTHCARE SERVICES INC0.01%$8.2m
EWU ISHARES TR0.01%$8.0m
ACCURAY INC no ticker0.01%$7.9m

Sector mix

  • Unclassified36.0%
  • Technology11.5%
  • Financial Services10.8%
  • Consumer Cyclical8.9%
  • Industrials8.6%
  • Healthcare6.7%
  • Consumer Defensive4.1%
  • Communication Services3.3%
  • Energy3.0%
  • Utilities2.4%
  • Basic Materials2.4%
  • Real Estate2.3%

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