WhaleCreep

Citadel Advisors LLC 13F holdings, Q4 2019

Hedge fundSEC filingsCompare with another fundHoldings as of 2019-12-31, filed 2020-02-14

Citadel Advisors LLC disclosed 4561 US equity positions worth $82.5bn in its Q4 2019 13F filing. Its largest position is AMZN at 1.4% of the reported book, followed by FIS and UTXZ. Versus Q3 2019 it opened 812 new positions, added to 1794, reduced 1856 and exited 853.

$82.5bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,561
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.4%
Largest position
The largest single position as a share of the reported equity book.
7.5%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
478
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 Q3 2019: 812 new, 1794 added, 1856 reduced, 853 exited

50 of 4,561
AMZN AMAZON COM INCConsumer Cyclical1.4%$1.1bn613,804+131%added
FIS FIDELITY NATL INFORMATION SVTechnology0.9%$705m5.07m+29%added
UTXZ UNITED TECHNOLOGIES CORP–0.8%$694m4.64m−13%reduced
LHX L3HARRIS TECHNOLOGIES INCIndustrials0.8%$676m3.41m+23%added
UBER UBER TECHNOLOGIES INCTechnology0.7%$564m18.95m+4981%added
SWK STANLEY BLACK & DECKER INCIndustrials0.6%$498m3.01m+108%added
PYPL PAYPAL HLDGS INCFinancial Services0.6%$492m4.55m+1981%added
EXPE EXPEDIA GROUP INCConsumer Cyclical0.6%$483m4.47m+37951%added
JNJ JOHNSON & JOHNSONHealthcare0.6%$480m3.29m+200%added
NVDA NVIDIA CORPORATIONTechnology0.6%$467m1.98m+257%added
GS GOLDMAN SACHS GROUP INCFinancial Services0.6%$466m2.03m+53%added
GPN GLOBAL PMTS INCIndustrials0.6%$464m2.54m+111%added
BAX BAXTER INTL INCHealthcare0.6%$461m5.51m+451%added
ETN EATON CORP PLCIndustrials0.5%$439m4.64m+11975%added
ADBE ADOBE INCTechnology0.5%$432m1.31m+61%added
UNP UNION PACIFIC CORPIndustrials0.5%$415m2.29m+30%added
PG PROCTER & GAMBLE COConsumer Defensive0.5%$405m3.24m+56%added
C CITIGROUP INCFinancial Services0.5%$401m5.02m+0.9%added
NXPI NXP SEMICONDUCTORS N VTechnology0.5%$398m3.13m+32%added
MICROCHIP TECHNOLOGY INC no ticker–0.5%$390m181.15m0.0%held
CNP CENTERPOINT ENERGY INCUtilities0.5%$390m14.29m+41%added
BNY BANK OF NY MELLON CORPFinancial Services0.5%$373m7.42m−4.1%reduced
WDAY WORKDAY INCTechnology0.4%$365m2.22m+835%added
GM General Motors CorpConsumer Cyclical0.4%$365m9.97m−3.0%reduced
HD HOME DEPOT INCConsumer Cyclical0.4%$357m1.64m+165%added
STZ CONSTELLATION BRANDS INCConsumer Defensive0.4%$352m1.86m+101%added
AEE AMEREN CORPUtilities0.4%$351m4.57m+31%added
AEP AMERICAN ELEC PWR CO INCUtilities0.4%$340m3.60m−24%reduced
GE GENERAL ELECTRIC COIndustrials0.4%$337m30.21m+47%added
SNAP SNAP INCCommunication Services0.4%$331m20.27m+88%added
TFC TRUIST FINL CORPFinancial Services0.4%$328m5.82m–new
CXOEUR CONCHO RES INC–0.4%$327m3.73m+76%added
NFLX NETFLIX INC.Communication Services0.4%$323m998,915+148%added
BA BOEING COIndustrials0.4%$319m977,748+1038%added
HCA HCA HEALTHCARE INCHealthcare0.4%$317m2.15m+106%added
CMCSA COMCAST CORP NEWCommunication Services0.4%$315m7.00m+586%added
WTW WILLIS TOWERS WATSON PLC LTDFinancial Services0.4%$313m1.55m+7.7%added
CTSH COGNIZANT TECHNOLOGY SOLUTIOTechnology0.4%$308m4.96m+13%added
DE DEERE & COIndustrials0.4%$305m1.76m+211%added
CFG CITIZENS FINL GROUP INCFinancial Services0.3%$286m7.04m+49%added
ATVIEUR ACTIVISION BLIZZARD INC–0.3%$283m4.75m+49%added
KEY KEYCORPFinancial Services0.3%$282m13.95m+86%added
ZAYOEUR ZAYO GROUP HLDGS INC–0.3%$280m8.08m−9.3%reduced
COP CONOCOPHILLIPSEnergy0.3%$277m4.26m−33%reduced
META META PLATFORMS INCCommunication Services0.3%$265m1.29m−62%reduced
BSX BOSTON SCIENTIFIC CORPHealthcare0.3%$264m5.84m+3.4%added
ROP ROPER TECHNOLOGIES INCTechnology0.3%$263m743,731+1190%added
MDT Medtronic PlcHealthcare0.3%$259m2.29m+571%added
UAL UNITED AIRLINES HLDGS INCIndustrials0.3%$251m2.85m−32%reduced
WRKUSD WESTROCK CO–0.3%$245m5.72m+39%added

Exited since Q3 2019

853 rows
CELG CELGENE CORP0.9%$681m
IR INGERSOLL-RAND PLC0.4%$303m
CBS CORP NEW no ticker0.3%$247m
ALL ALLSTATE CORP0.2%$196m
AABAUSD ALTABA INC0.2%$165m
QQQ INVESCO QQQ TR0.2%$130m
BKIEUR BLACK KNIGHT INC0.2%$125m
LGI HOMES INC no ticker0.1%$118m
HCP INC no ticker0.1%$109m
CTRA COTERRA ENERGY INC0.1%$104m
IEMG ISHARES INC0.1%$97.3m
ADI ANALOG DEVICES INC0.1%$88.4m
EOG EOG Resources Inc0.1%$84.9m
SOLARCITY CORP no ticker0.1%$81.6m
VEU VANGUARD INTL EQUITY INDEX F0.10%$75.8m
TCF TCF FINANCIAL CORPORATION NE0.09%$74.9m
ONCEEUR SPARK THERAPEUTICS INC0.08%$63.5m
AWK AMERICAN WTR WKS CO INC NEW0.07%$53.1m
LMT LOCKHEED MARTIN CORP0.07%$52.8m
INSULET CORP no ticker0.06%$51.7m
SHV ISHARES TR0.06%$46.2m
FSLR FIRST SOLAR INC0.05%$43.8m
SPIB SPDR SERIES TRUST0.05%$41.5m
FLT1EUR FLEETCOR TECHNOLOGIES INC0.05%$41.0m
GANNETT CO INC no ticker0.05%$41.0m
VGK VANGUARD INTL EQUITY INDEX F0.05%$40.1m
PHM PULTE GROUP INC0.05%$37.6m
GWRUSD GENESEE & WYO INC0.05%$37.1m
THG HANOVER INS GROUP INC0.04%$33.3m
SMTC SEMTECH CORP0.04%$32.4m
PEP PEPSICO INC0.04%$32.2m
BOLDEUR AUDENTES THERAPEUTICS INC0.04%$28.6m
CSCO CISCO SYS INC0.04%$28.5m
FLRN SPDR SERIES TRUST0.03%$27.8m
WEIBO CORP no ticker0.03%$26.2m
ARE ALEXANDRIA REAL ESTATE EQ IN0.03%$25.1m
CARBON BLACK INC no ticker0.03%$25.1m
KEANE GROUP INC no ticker0.03%$23.1m
LYONDELLBASELL INDUSTRIES NV no ticker0.03%$22.9m
CTRPUSD CTRIP COM INTL LTD0.03%$22.4m
SYF SYNCHRONY FINANCIAL0.03%$22.2m
CARBONITE INC no ticker0.03%$22.2m
OIEUR OWENS ILL INC0.03%$22.1m
INVACARE CORP no ticker0.03%$21.9m
PDL BIOPHARMA INC no ticker0.03%$21.4m
ALDER BIOPHARMACEUTICALS INC no ticker0.03%$21.3m
AK STL CORP no ticker0.03%$20.0m
VIAB VIACOM INC NEW0.02%$19.8m
MFS1EUR WELBILT INC0.02%$18.5m
VITAMIN SHOPPE INC no ticker0.02%$17.7m

Sector mix

  • Unclassified29.6%
  • Technology12.2%
  • Financial Services11.2%
  • Industrials9.6%
  • Consumer Cyclical9.0%
  • Healthcare8.9%
  • Utilities3.9%
  • Communication Services3.8%
  • Consumer Defensive3.7%
  • Real Estate3.2%
  • Energy2.8%
  • 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