WhaleCreep

Citadel Advisors LLC 13F holdings, Q3 2018

Hedge fundSEC filingsCompare with another fundHoldings as of 2018-09-30, filed 2019-05-15

Citadel Advisors LLC disclosed 4218 US equity positions worth $83.1bn in its Q3 2018 13F filing. Its largest position is MS at 1.1% of the reported book, followed by V and T. Versus Q2 2018 it opened 855 new positions, added to 1691, reduced 1609 and exited 751.

$83.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,218
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.1%
Largest position
The largest single position as a share of the reported equity book.
7.7%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
438
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 2018: 855 new, 1691 added, 1609 reduced, 751 exited

50 of 4,218
MS MORGAN STANLEYFinancial Services1.1%$920m19.75m+481%added
V VISA INCFinancial Services0.9%$745m4.96m+22%added
T AT&T INCCommunication Services0.9%$717m21.36m+318%added
META META PLATFORMS INCCommunication Services0.8%$704m4.28m+102%added
AETNA INC NEW no ticker–0.8%$675m3.33m+85%added
LOW LOWES COS INCConsumer Cyclical0.7%$603m5.25m+240%added
NFLX NETFLIX INC.Communication Services0.6%$527m1.41m+684%added
C CITIGROUP INCFinancial Services0.6%$519m7.23m−33%reduced
LMT LOCKHEED MARTIN CORPIndustrials0.6%$497m1.44m+664%added
TWENTY FIRST CENTY FOX INC no ticker–0.6%$488m10.53m+80%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$486m242,879−37%reduced
QQQ INVESCO QQQ TR–0.6%$470m2.53m+194%added
MARVELL TECHNOLOGY GROUP LTD no ticker–0.5%$457m23.66m+63%added
PNC PNC FINL SVCS GROUP INCFinancial Services0.5%$449m3.30m+1779%added
INTC INTEL CORPTechnology0.5%$445m9.40m+939%added
PGR PROGRESSIVE CORPFinancial Services0.5%$444m6.26m+20%added
MCHP MICROCHIP TECHNOLOGY INC.Technology0.5%$436m5.52m+3089%added
COF CAPITAL ONE FINL CORPFinancial Services0.5%$435m4.58m−26%reduced
CFG CITIZENS FINL GROUP INCFinancial Services0.5%$432m11.20m−7.8%reduced
BAC BANK OF AMER CORPFinancial Services0.5%$431m14.64m−16%reduced
TMUS T-MOBILE US INCCommunication Services0.5%$428m6.10m−22%reduced
RCL ROYAL CARIBBEAN CRUISES LTDConsumer Cyclical0.5%$417m3.21m+86%added
MRO* MARATHON OIL CORP–0.5%$411m17.66m+44%added
MSFT MICROSOFT CORPTechnology0.5%$399m3.49m−15%reduced
MTB M & T BK CORPFinancial Services0.5%$394m2.40m+13%added
FDC FIRST DATA CORP NEW–0.5%$391m15.99m+122%added
WFC WELLS FARGO & COFinancial Services0.4%$369m7.02m+13%added
MRK MERCK & CO. INCHealthcare0.4%$366m5.16m+59%added
AAP ADVANCE AUTO PARTS INCConsumer Cyclical0.4%$365m2.17m+176%added
KHC KRAFT HEINZ COConsumer Defensive0.4%$364m6.61m+98%added
SPY SPDR S&P 500 ETF Trust–0.4%$363m1.25m+397%added
ETRA E TRADE FINANCIAL CORPHealthcare0.4%$357m6.81m+170%added
GE GENERAL ELECTRIC COIndustrials0.4%$355m31.44m−5.0%reduced
MCD MCDONALDS CORPConsumer Cyclical0.4%$352m2.11m+452%added
CRM SALESFORCE INCTechnology0.4%$348m2.19m+75%added
HONGBP HONEYWELL INTL INC–0.4%$332m1.99m−26%reduced
IR INGERSOLL-RAND PLCIndustrials0.4%$316m3.09m−28%reduced
WP WORLDPAY INC–0.4%$315m3.11m+20%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.4%$314m8.17m+19%added
UNP UNION PACIFIC CORPIndustrials0.4%$314m1.93m+51%added
MICROCHIP TECHNOLOGY INC no ticker–0.4%$310m204.30m+9.7%added
AVGO BROADCOM INCTechnology0.4%$306m1.24m−22%reduced
ADBE ADOBE INCTechnology0.4%$305m1.13m−30%reduced
AEP AMERICAN ELEC PWR CO INCUtilities0.4%$302m4.27m+2.6%added
FANG DIAMONDBACK ENERGY INCEnergy0.4%$292m2.16m+84%added
TJX TJX COS INC NEWConsumer Cyclical0.3%$285m2.54m−36%reduced
TSS TOTAL SYS SVCS INC–0.3%$281m2.84m−8.3%reduced
QCOM QUALCOMM INCTechnology0.3%$278m3.86m−26%reduced
OPTU OPTIMUM COMMUNICATIONS INCCommunication Services0.3%$278m15.32m+119%added
QSR RESTAURANT BRANDS INTL INCConsumer Cyclical0.3%$272m4.59m−12%reduced

Exited since Q2 2018

751 rows
DR PEPPER SNAPPLE GROUP INC no ticker0.6%$469m
MERCADOLIBRE INC no ticker0.2%$162m
GGP INC no ticker0.2%$129m
CHD CHURCH & DWIGHT CO INC0.2%$128m
BKNG BOOKING HOLDINGS INC0.2%$123m
SGENEUR SEATTLE GENETICS INC0.1%$88.5m
IEMG ISHARES INC0.10%$74.4m
XL GROUP LTD no ticker0.09%$65.7m
EFA ISHARES TR0.07%$56.5m
WORKDAY INC no ticker0.06%$48.3m
BLACKSTONE MTG TR INC no ticker0.06%$43.6m
VCSH VANGUARD SCOTTSDALE FDS0.05%$41.5m
ECL ECOLAB INC0.05%$40.2m
BKH BLACK HILLS CORP0.05%$38.6m
KLX INC no ticker0.04%$33.5m
MEDIDATA SOLUTIONS INC no ticker0.04%$33.3m
JAZZ US HLDGS INC no ticker0.04%$30.5m
VALEANT PHARMACEUTICALS INTL no ticker0.04%$28.6m
SCHF SCHWAB STRATEGIC TR0.04%$27.5m
ALON USA ENERGY INC no ticker0.03%$24.5m
B2GOLD CORP no ticker0.03%$24.5m
PROSHARES TR II no ticker0.03%$24.4m
HII HUNTINGTON INGALLS INDS INC0.03%$23.9m
SQUARE INC no ticker0.03%$23.7m
MKC MCCORMICK & CO INC0.03%$22.9m
M Macy's, Inc0.03%$22.4m
ENVUSD ENVESTNET INC0.03%$21.6m
ANDEAVOR no ticker0.03%$20.3m
GLD SPDR GOLD TRUST0.03%$19.7m
TRIANGLE CAP CORP no ticker0.03%$19.1m
RAMBUS INC DEL no ticker0.02%$18.0m
CRZOEUR CARRIZO OIL & GAS INC0.02%$17.8m
BHF BRIGHTHOUSE FINL INC0.02%$15.4m
ARBOR RLTY TR INC no ticker0.02%$14.9m
EURONET WORLDWIDE INC no ticker0.02%$14.1m
IGIB ISHARES TR0.02%$13.8m
MCDERMOTT INTL INC no ticker0.02%$13.5m
HRG GROUP INC no ticker0.02%$13.0m
AAXJ ISHARES TR0.02%$12.1m
DXJ WISDOMTREE TR0.02%$12.0m
NEVRO CORP no ticker0.02%$12.0m
RIO RIO TINTO PLC0.02%$11.9m
WAYFAIR INC no ticker0.02%$11.6m
COLONY CAP INC no ticker0.02%$11.4m
DCT INDUSTRIAL TRUST INC no ticker0.02%$11.4m
CFR CULLEN FROST BANKERS INC0.01%$10.9m
EW EDWARDS LIFESCIENCES CORP0.01%$10.5m
PEG PUBLIC SVC ENTERPRISE GROUP0.01%$10.4m
IRIDIUM COMMUNICATIONS INC no ticker0.01%$10.0m
RSP PERMIAN INC no ticker0.01%$10.0m

Sector mix

  • Unclassified33.6%
  • Financial Services12.8%
  • Consumer Cyclical9.3%
  • Technology8.8%
  • Healthcare8.3%
  • Industrials7.1%
  • Communication Services5.3%
  • Consumer Defensive3.7%
  • Real Estate3.4%
  • Energy3.0%
  • Utilities2.7%
  • Basic Materials2.1%

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