WhaleCreep

Citadel Advisors LLC 13F holdings, Q2 2019

Hedge fundSEC filingsCompare with another fundHoldings as of 2019-06-30, filed 2020-02-14

Citadel Advisors LLC disclosed 4583 US equity positions worth $81.2bn in its Q2 2019 13F filing. Its largest position is META at 1.1% of the reported book, followed by UTXZ and ADBE. Versus Q1 2019 it opened 922 new positions, added to 1888, reduced 1694 and exited 807.

$81.2bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,583
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.
6.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
502
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 2019: 922 new, 1888 added, 1694 reduced, 807 exited

50 of 4,583
META META PLATFORMS INCCommunication Services1.1%$901m4.67m−12%reduced
UTXZ UNITED TECHNOLOGIES CORP–0.8%$684m5.25m+97%added
ADBE ADOBE INCTechnology0.8%$624m2.12m+14%added
RHT1EUR RED HAT INC–0.7%$541m2.88m+23%added
NFLX NETFLIX INC.Communication Services0.6%$513m1.40m+384%added
AVGO BROADCOM INCTechnology0.6%$492m1.71m+100%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$467m246,690+310%added
CELG CELGENE CORP–0.6%$466m5.04m+305%added
C CITIGROUP INCFinancial Services0.6%$466m6.65m+796%added
GS GOLDMAN SACHS GROUP INCFinancial Services0.6%$460m2.25m+7.3%added
AABAUSD ALTABA INC–0.6%$456m6.58m+275%added
PM PHILIP MORRIS INTL INCConsumer Defensive0.5%$422m5.37m+6.6%added
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical0.5%$421m2.48m+72%added
LOW LOWES COS INCConsumer Cyclical0.5%$396m3.92m+30%added
OPTU OPTIMUM COMMUNICATIONS INCCommunication Services0.5%$385m15.82m−16%reduced
FIS FIDELITY NATL INFORMATION SVTechnology0.5%$384m3.13m+17%added
AME AMETEK INCIndustrials0.5%$383m4.21m−8.5%reduced
PNC PNC FINL SVCS GROUP INCFinancial Services0.5%$378m2.76m−21%reduced
AEP AMERICAN ELEC PWR CO INCUtilities0.5%$375m4.26m+25%added
SLB SLB LIMITEDEnergy0.5%$373m9.39m+570%added
MSFT MICROSOFT CORPTechnology0.4%$365m2.73m+324%added
COP CONOCOPHILLIPSEnergy0.4%$364m5.97m+144%added
KMB KIMBERLY-CLARK CORPConsumer Defensive0.4%$358m2.68m+91%added
APC3EUR ANADARKO PETE CORP–0.4%$355m5.03m+53%added
MCD MCDONALDS CORPConsumer Cyclical0.4%$339m1.63m−33%reduced
CTSH COGNIZANT TECHNOLOGY SOLUTIOTechnology0.4%$332m5.24m+252%added
KO COCA COLA COConsumer Defensive0.4%$330m6.48m+88%added
UBER UBER TECHNOLOGIES INCTechnology0.4%$328m7.08m–new
MICROCHIP TECHNOLOGY INC no ticker–0.4%$326m186.15m+3.0%added
TRU TRANSUNIONFinancial Services0.4%$324m4.41m+124%added
WP WORLDPAY INC–0.4%$317m2.59m−39%reduced
SWK STANLEY BLACK & DECKER INCIndustrials0.4%$313m2.16m+15%added
PPG PPG INDS INCBasic Materials0.4%$312m2.68m+118%added
TMUS T-MOBILE US INCCommunication Services0.4%$308m4.15m−12%reduced
AAPL APPLE INCTechnology0.4%$305m1.54m+146%added
UNP UNION PACIFIC CORPIndustrials0.4%$304m1.80m+627%added
ALLERGAN PLC no ticker–0.4%$302m1.80m+544%added
IR INGERSOLL-RAND PLCIndustrials0.4%$288m2.28m+57%added
FITB FIFTH THIRD BANCORPFinancial Services0.4%$285m10.20m−27%reduced
WFC WELLS FARGO & COFinancial Services0.3%$280m5.92m+382%added
GIS GENERAL MILLS INCConsumer Defensive0.3%$278m5.30m+810%added
NSC NORFOLK SOUTHERN CORPIndustrials0.3%$277m1.39m+53%added
ADI ANALOG DEVICES INCTechnology0.3%$276m2.45m+2.9%added
CME CME GROUP INCFinancial Services0.3%$266m1.37m+11%added
DIS DISNEY WALT COCommunication Services0.3%$262m1.87m−52%reduced
ZAYOEUR ZAYO GROUP HLDGS INC–0.3%$261m7.93m+1.5%added
NXPI NXP SEMICONDUCTORS N VTechnology0.3%$260m2.67m−51%reduced
BSX BOSTON SCIENTIFIC CORPHealthcare0.3%$256m5.95m+590%added
FDC FIRST DATA CORP NEW–0.3%$250m9.25m+68%added
CXOEUR CONCHO RES INC–0.3%$249m2.42m−0.5%held

Exited since Q1 2019

807 rows
ULTIMATE SOFTWARE GROUP INC no ticker0.5%$349m
TRANSCANADA CORP no ticker0.2%$163m
AAP ADVANCE AUTO PARTS INC0.2%$144m
51JOB INC no ticker0.1%$109m
ILLUMINA INC no ticker0.1%$108m
PALO ALTO NETWORKS INC no ticker0.1%$79.6m
PANW PALO ALTO NETWORKS INC0.1%$75.2m
PROS HOLDINGS INC no ticker0.10%$72.4m
ARRIS INTL INC no ticker0.10%$72.2m
NOC NORTHROP GRUMMAN CORP0.09%$67.9m
CITRIX SYS INC no ticker0.08%$62.7m
DSW INC no ticker0.08%$61.6m
DOWDUPONT INC no ticker0.08%$57.2m
RENEWABLE ENERGY GROUP INC no ticker0.07%$53.3m
VXUS VANGUARD STAR FDS0.07%$50.8m
STARWOOD WAYPOINT RESIDENTL no ticker0.07%$48.6m
VEA VANGUARD TAX-MANAGED FDS0.06%$44.4m
IEMG ISHARES INC0.06%$44.2m
SPDW SPDR INDEX SHS FDS0.06%$43.9m
ACWX ISHARES TR0.06%$41.8m
GLW CORNING INC0.05%$40.1m
COCA-COLA EUROPACIFIC PARTNE no ticker0.05%$36.0m
WEN The Wendy's Co0.05%$34.2m
FAST FASTENAL CO0.04%$32.1m
EZCORP INC no ticker0.04%$31.1m
EFAV ISHARES TR0.04%$29.2m
HN9 HANESBRANDS INC0.03%$23.1m
FXI ISHARES TR0.03%$22.7m
VGK VANGUARD INTL EQUITY INDEX F0.03%$22.5m
SEE1GBP SEALED AIR CORP NEW0.03%$22.4m
ADM ARCHER DANIELS MIDLAND CO0.03%$22.1m
BLMN BLOOMIN BRANDS INC0.03%$22.0m
QUIDEL CORP no ticker0.03%$21.4m
EPP ISHARES INC0.03%$21.4m
ICE INTERCONTINENTAL EXCHANGE IN0.03%$21.4m
GEM GOLDMAN SACHS ETF TR0.03%$21.3m
ACWV ISHARES INC0.03%$20.5m
FNDF SCHWAB STRATEGIC TR0.03%$19.8m
ELLIE MAE INC no ticker0.03%$19.6m
NEW MTN FIN CORP no ticker0.03%$18.9m
ASHR DBX ETF TR0.03%$18.8m
DOWDUPONT INC no ticker0.02%$17.7m
WHR WHIRLPOOL CORP0.02%$17.7m
AON AON PLC0.02%$17.6m
IXC ISHARES TR0.02%$17.4m
ENDOLOGIX INC no ticker0.02%$17.3m
AAXJ ISHARES TR0.02%$16.9m
VOO VANGUARD INDEX FDS0.02%$16.2m
FATE FATE THERAPEUTICS INC0.02%$15.3m
SMH VANECK ETF TRUST0.02%$14.9m

Sector mix

  • Unclassified33.1%
  • Technology11.5%
  • Financial Services11.2%
  • Consumer Cyclical9.0%
  • Healthcare7.4%
  • Industrials6.4%
  • Communication Services4.7%
  • Consumer Defensive4.3%
  • Energy3.6%
  • Utilities3.4%
  • Real Estate3.0%
  • Basic Materials2.3%

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