WhaleCreep

Citadel Advisors LLC 13F holdings, Q3 2019

Hedge fundSEC filingsCompare with another fundHoldings as of 2019-09-30, filed 2019-11-14

Citadel Advisors LLC disclosed 4602 US equity positions worth $79.6bn in its Q3 2019 13F filing. Its largest position is UTXZ at 0.9% of the reported book, followed by CELG and META. Versus Q2 2019 it opened 799 new positions, added to 1914, reduced 1781 and exited 780.

$79.6bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,602
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
0.9%
Largest position
The largest single position as a share of the reported equity book.
7.1%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
530
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 2019: 799 new, 1914 added, 1781 reduced, 780 exited

50 of 4,602
UTXZ UNITED TECHNOLOGIES CORP–0.9%$729m5.34m+1.7%added
CELG CELGENE CORP–0.9%$681m6.85m+36%added
META META PLATFORMS INCCommunication Services0.8%$605m3.40m−27%reduced
LHX L3HARRIS TECHNOLOGIES INCIndustrials0.7%$580m2.78m–new
VZ VERIZON COMMUNICATIONS INCCommunication Services0.7%$566m9.38m+5974%added
RTN1USD RAYTHEON CO–0.7%$530m2.70m+173%added
FIS FIDELITY NATL INFORMATION SVTechnology0.7%$520m3.91m+25%added
GOOGL ALPHABET INCCommunication Services0.7%$520m425,482+1901%added
GLD SPDR GOLD TRUST–0.6%$466m3.36m+1202%added
AMZN AMAZON COM INCConsumer Cyclical0.6%$462m266,138+7.9%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services0.6%$445m1.08m+10111%added
AEP AMERICAN ELEC PWR CO INCUtilities0.6%$441m4.70m+10%added
GM General Motors CorpConsumer Cyclical0.5%$385m10.27m+174%added
UAL UNITED AIRLINES HLDGS INCIndustrials0.5%$368m4.17m+48%added
SPY SPDR S&P 500 ETF Trust–0.5%$367m1.24m+158%added
COP CONOCOPHILLIPSEnergy0.5%$363m6.37m+6.7%added
ALLERGAN PLC no ticker–0.5%$360m2.14m+19%added
BNY BANK OF NY MELLON CORPFinancial Services0.4%$350m7.74m+88%added
MICROCHIP TECHNOLOGY INC no ticker–0.4%$345m181.15m−2.7%reduced
C CITIGROUP INCFinancial Services0.4%$344m4.98m−25%reduced
LYFT LYFT INCTechnology0.4%$334m8.18m+153%added
LOW LOWES COS INCConsumer Cyclical0.4%$327m2.98m−24%reduced
MU MICRON TECHNOLOGY INCTechnology0.4%$319m7.45m+16%added
OPTU OPTIMUM COMMUNICATIONS INCCommunication Services0.4%$319m11.11m−30%reduced
AMD ADVANCED MICRO DEVICES INCTechnology0.4%$316m53.25m+6.2%added
CNP CENTERPOINT ENERGY INCUtilities0.4%$306m10.15m+41%added
AME AMETEK INCIndustrials0.4%$304m3.31m−21%reduced
IR INGERSOLL-RAND PLCIndustrials0.4%$303m2.46m+8.2%added
ZAYOEUR ZAYO GROUP HLDGS INC–0.4%$302m8.91m+12%added
BKR BAKER HUGHES COMPANYEnergy0.4%$302m13.01m+146519%added
UNP UNION PACIFIC CORPIndustrials0.4%$287m1.77m−1.6%reduced
FFIV F5 INCTechnology0.4%$285m2.03m+117%added
BNS BANK NOVA SCOTIA B CFinancial Services0.4%$281m4.95m+35%added
BLK BLACKROCK INCFinancial Services0.4%$280m628,658+4545%added
AEE AMEREN CORPUtilities0.4%$280m3.50m+1450%added
DOV DOVER CORPIndustrials0.3%$279m2.80m+79%added
WTW WILLIS TOWERS WATSON PLC LTDFinancial Services0.3%$278m1.44m+83450%added
GS GOLDMAN SACHS GROUP INCFinancial Services0.3%$274m1.32m−41%reduced
CTSH COGNIZANT TECHNOLOGY SOLUTIOTechnology0.3%$264m4.39m−16%reduced
ETR ENTERGY CORP NEWUtilities0.3%$259m2.21m+94%added
NXPI NXP SEMICONDUCTORS N VTechnology0.3%$259m2.38m−11%reduced
PG PROCTER & GAMBLE COConsumer Defensive0.3%$259m2.08m+115%added
CME CME GROUP INCFinancial Services0.3%$258m1.22m−11%reduced
EQIX EQUINIX INCReal Estate0.3%$256m444,256+14%added
CBS CORP NEW no ticker–0.3%$247m6.13m+281%added
KMB KIMBERLY-CLARK CORPConsumer Defensive0.3%$231m1.62m−39%reduced
BSX BOSTON SCIENTIFIC CORPHealthcare0.3%$230m5.65m−5.0%reduced
TEAM ATLASSIAN CORP PLCTechnology0.3%$230m1.83m+101%added
EW EDWARDS LIFESCIENCES CORPHealthcare0.3%$229m1.04m+79%added
TRU TRANSUNIONFinancial Services0.3%$227m2.80m−37%reduced

Exited since Q2 2019

780 rows
RHT1EUR RED HAT INC0.7%$541m
APC3EUR ANADARKO PETE CORP0.4%$355m
WP WORLDPAY INC0.4%$317m
FDC FIRST DATA CORP NEW0.3%$250m
HRSEUR HARRIS CORP DEL0.3%$244m
ARRYEUR ARRAY BIOPHARMA INC0.2%$201m
L3 TECHNOLOGIES INC no ticker0.2%$191m
VCIT VANGUARD SCOTTSDALE FDS0.2%$179m
TSS TOTAL SYS SVCS INC0.2%$163m
AMP AMERIPRISE FINL INC0.2%$155m
POST POST HLDGS INC0.1%$92.3m
TMK TORCHMARK CORP0.1%$91.4m
XRXCHF XEROX CORP0.1%$81.3m
IEFA ISHARES TR0.07%$58.0m
KMX CARMAX INC0.05%$43.0m
TCF FINL CORP no ticker0.05%$39.2m
INTERXION HOLDING N.V no ticker0.05%$36.7m
HERBALIFE LTD no ticker0.05%$36.6m
OI S A no ticker0.04%$36.2m
REPLIGEN CORP no ticker0.04%$34.2m
PDL BIOPHARMA INC no ticker0.04%$33.4m
BF/B BROWN FORMAN CORP0.04%$32.9m
XOPUSD SPDR SERIES TRUST0.04%$30.9m
CRL CHARLES RIV LABS INTL INC0.04%$30.1m
AGG ISHARES TR0.04%$30.0m
ENSCO ROWAN PLC no ticker0.04%$29.1m
DATA TABLEAU SOFTWARE INC0.03%$25.9m
LIGAND PHARMACEUTICALS INC no ticker0.03%$25.7m
IUSB ISHARES TR0.03%$24.8m
SPLB SPDR SER TR0.03%$20.5m
DLR DIGITAL RLTY TR INC0.02%$20.2m
ARCH CAP GROUP LTD no ticker0.02%$19.8m
PXDEUR PIONEER NAT RES CO0.02%$19.1m
AMG AFFILIATED MANAGERS GROUP0.02%$19.0m
ASSERTIO THERAPEUTICS INC no ticker0.02%$18.5m
EFG ISHARES TR0.02%$18.0m
BRIGHTSPHERE INVESTMNT GRP P no ticker0.02%$17.7m
UNISYS CORP no ticker0.02%$17.6m
CL COLGATE PALMOLIVE CO0.02%$17.6m
MOLINA HEALTHCARE INC no ticker0.02%$17.4m
ABMDEUR ABIOMED INC0.02%$17.4m
EL PASO ELEC CO no ticker0.02%$17.1m
GHDX GENOMIC HEALTH INC0.02%$17.0m
IWO ISHARES TR0.02%$16.5m
HURON CONSULTING GROUP INC no ticker0.02%$16.4m
CRAY CRAY INC0.02%$16.3m
APLSUSD APELLIS PHARMACEUTICALS INC0.02%$16.3m
URBN URBAN OUTFITTERS INC0.02%$15.7m
FLOT ISHARES TR0.02%$14.1m
CE Celanese Corp0.02%$13.7m

Sector mix

  • Unclassified32.4%
  • Technology11.7%
  • Financial Services10.3%
  • Consumer Cyclical8.0%
  • Industrials8.0%
  • Healthcare7.1%
  • Communication Services5.3%
  • Utilities4.1%
  • Consumer Defensive3.8%
  • Energy3.5%
  • Real Estate3.4%
  • Basic Materials2.5%

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