WhaleCreep

Citadel Advisors LLC 13F holdings, Q2 2018

Hedge fundSEC filingsCompare with another fundHoldings as of 2018-06-30, filed 2019-08-14

Citadel Advisors LLC disclosed 4114 US equity positions worth $75.6bn in its Q2 2018 13F filing. Its largest position is GS at 1.0% of the reported book, followed by C and AMZN. Versus Q1 2018 it opened 968 new positions, added to 1744, reduced 1336 and exited 774.

$75.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,114
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.0%
Largest position
The largest single position as a share of the reported equity book.
7.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
443
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 2018: 968 new, 1744 added, 1336 reduced, 774 exited

50 of 4,114
GS GOLDMAN SACHS GROUP INCFinancial Services1.0%$744m3.37m+25%added
C CITIGROUP INCFinancial Services1.0%$720m10.76m+1830%added
AMZN AMAZON COM INCConsumer Cyclical0.9%$654m384,532+112%added
COF CAPITAL ONE FINL CORPFinancial Services0.8%$568m6.18m+45%added
V VISA INCFinancial Services0.7%$537m4.05m+203%added
AMAT APPLIED MATLS INCTechnology0.7%$501m10.84m+972%added
BAC BANK OF AMER CORPFinancial Services0.7%$494m17.51m+98%added
CFG CITIZENS FINL GROUP INCFinancial Services0.6%$473m12.15m+53%added
TMUS T-MOBILE US INCCommunication Services0.6%$470m7.87m+134%added
DR PEPPER SNAPPLE GROUP INC no ticker–0.6%$469m3.84m+521%added
KEY KEYCORPFinancial Services0.6%$452m23.11m+486%added
GE GENERAL ELECTRIC COIndustrials0.6%$451m33.10m−0.2%held
CAT CATERPILLAR INCIndustrials0.6%$449m3.31m+20%added
MU MICRON TECHNOLOGY INCTechnology0.6%$445m8.48m+199%added
META META PLATFORMS INCCommunication Services0.5%$411m2.11m−4.5%reduced
MSFT MICROSOFT CORPTechnology0.5%$403m4.08m−35%reduced
ADBE ADOBE INCTechnology0.5%$393m1.61m+9.6%added
HONGBP HONEYWELL INTL INC–0.5%$387m2.69m+68%added
AVGO BROADCOM INCTechnology0.5%$384m1.58m−53%reduced
IR INGERSOLL-RAND PLCIndustrials0.5%$384m4.28m+68%added
TJX TJX COS INC NEWConsumer Cyclical0.5%$378m3.97m−5.7%reduced
MTB M & T BK CORPFinancial Services0.5%$362m2.13m+64%added
WFC WELLS FARGO & COFinancial Services0.5%$344m6.20m+559%added
CSX CSX CORPIndustrials0.4%$335m5.25m−4.7%reduced
AXA EQUITABLE HLDGS INC no ticker–0.4%$330m16.01m–new
AETNA INC NEW no ticker–0.4%$329m1.79m+33%added
DVN DEVON ENERGY CORP NEWEnergy0.4%$329m7.48m+1107%added
NTRS NORTHERN TR CORPFinancial Services0.4%$328m3.19m+74%added
MICROCHIP TECHNOLOGY INC no ticker–0.4%$327m186.30m+9.6%added
DE DEERE & COIndustrials0.4%$323m2.31m+20%added
QSR RESTAURANT BRANDS INTL INCConsumer Cyclical0.4%$314m5.21m+12%added
MARVELL TECHNOLOGY GROUP LTD no ticker–0.4%$311m14.52m+139%added
PGR PROGRESSIVE CORPFinancial Services0.4%$307m5.19m+144%added
AMT AMERICAN TOWER CORPReal Estate0.4%$306m5.56m+901%added
KEL KELLANOVA–0.4%$305m4.36m+242%added
TTWO TAKE-TWO INTERACTIVE SOFTWARCommunication Services0.4%$302m2.55m+1618%added
NOC NORTHROP GRUMMAN CORPIndustrials0.4%$294m956,801+70%added
QCOM QUALCOMM INCTechnology0.4%$292m5.21m+70%added
TWENTY FIRST CENTY FOX INC no ticker–0.4%$291m5.86m+19%added
AEP AMERICAN ELEC PWR CO INCUtilities0.4%$288m4.16m+8.4%added
CMA COMERICA INC–0.4%$283m3.11m+4.2%added
CAG CONAGRA BRANDS INCConsumer Defensive0.4%$283m7.91m+38%added
SHW SHERWIN WILLIAMS COBasic Materials0.4%$281m689,395+310%added
GOOGL ALPHABET INCCommunication Services0.4%$270m239,515+4543%added
ELV ELEVANCE HEALTH INCHealthcare0.4%$270m1.13m+1282%added
GM General Motors CorpConsumer Cyclical0.4%$267m6.78m+67%added
TSS TOTAL SYS SVCS INC–0.3%$262m3.10m+480%added
MICHAEL KORS HLDGS LTD no ticker–0.3%$260m3.90m+170%added
VRTX VERTEX PHARMACEUTICALS INCHealthcare0.3%$259m1.53m+97%added
MRO* MARATHON OIL CORP–0.3%$256m12.29m−14%reduced

Exited since Q1 2018

774 rows
VERISIGN INC no ticker1.2%$827m
MICRON TECHNOLOGY INC no ticker0.5%$317m
TWXCHF TIME WARNER INC0.4%$236m
MONSANTO CO NEW no ticker0.3%$183m
VALIDUS HOLDINGS LTD no ticker0.2%$129m
HEALTHWAYS INC no ticker0.2%$129m
MSCC MICROSEMI CORP0.2%$122m
GREAT PLAINS ENERGY INC no ticker0.1%$97.5m
AMD ADVANCED MICRO DEVICES INC0.09%$61.6m
CSRA INC no ticker0.09%$61.0m
U S G CORP no ticker0.09%$60.5m
COMCAST HOLDINGS CORP no ticker0.09%$60.1m
AVEXIS INC no ticker0.09%$58.2m
WRUSD WESTAR ENERGY INC0.08%$52.8m
ACWI ISHARES TR0.08%$51.0m
OILUSD BARCLAYS BK PLC0.08%$50.4m
ON ASSIGNMENT INC no ticker0.07%$48.6m
BABA ALIBABA GROUP HLDG LTD0.07%$45.5m
SERVICENOW INC no ticker0.06%$42.3m
BHP BHP BILLITON LIMITED0.06%$41.0m
KEYW HLDG CORP no ticker0.06%$39.4m
CARRIAGE SVCS INC no ticker0.06%$36.9m
POWERSHARES QQQ TRUST no ticker0.06%$36.8m
INFINERA CORPORATION no ticker0.05%$34.7m
BLUE BUFFALO PET PRODS INC no ticker0.05%$32.1m
BXMT BLACKSTONE MTG TR INC0.05%$32.0m
FNB FNB CORP PA0.05%$29.9m
ORBITAL ATK INC no ticker0.04%$27.7m
LIBERTY INTERACTIVE CORP no ticker0.04%$27.3m
ISIS PHARMACEUTICALS INC DEL no ticker0.04%$23.8m
KWEB KRANESHARES TRUST0.03%$22.4m
IGI LABORATORIES INC no ticker0.03%$20.7m
VXUS VANGUARD STAR FDS0.03%$20.2m
WRIGHT MED GROUP INC no ticker0.03%$20.0m
MCDERMOTT INTL INC no ticker0.03%$18.2m
CYS INVTS INC no ticker0.03%$17.3m
DISH NETWORK CORP no ticker0.03%$17.0m
DBEF DBX ETF TR0.03%$17.0m
CREDIT SUISSE NASSAU BRH no ticker0.03%$16.8m
SCHC SCHWAB STRATEGIC TR0.02%$16.3m
ARI APOLLO COML REAL ESTATE FIN0.02%$15.8m
WABASH NATL CORP no ticker0.02%$15.8m
NOVELLUS SYS INC no ticker0.02%$15.3m
LEUCADIA NATL CORP no ticker0.02%$15.0m
LIBERTY MEDIA CORP DELAWARE no ticker0.02%$14.7m
VST VISTRA CORP0.02%$13.6m
ITB ISHARES TR0.02%$12.9m
RVTY REVVITY INC0.02%$12.6m
ICE INTERCONTINENTAL EXCHANGE IN0.02%$12.6m
2649593D BLACKHAWK NETWORK HLDGS INC0.02%$11.2m

Sector mix

  • Unclassified33.0%
  • Financial Services13.1%
  • Technology9.7%
  • Consumer Cyclical9.3%
  • Industrials8.4%
  • Healthcare7.1%
  • Communication Services4.1%
  • Consumer Defensive3.8%
  • Energy3.4%
  • Real Estate3.1%
  • Utilities2.6%
  • Basic Materials2.2%

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