WhaleCreep

Citadel Advisors LLC 13F holdings, Q1 2020

Hedge fundSEC filingsCompare with another fundHoldings as of 2020-03-31, filed 2020-05-15

Citadel Advisors LLC disclosed 4785 US equity positions worth $65.3bn in its Q1 2020 13F filing. Its largest position is AMZN at 1.2% of the reported book, followed by CHTR and FIS. Versus Q4 2019 it opened 1059 new positions, added to 1889, reduced 1777 and exited 835.

$65.3bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,785
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
1.2%
Largest position
The largest single position as a share of the reported equity book.
8.3%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
461
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 Q4 2019: 1059 new, 1889 added, 1777 reduced, 835 exited

50 of 4,785
AMZN AMAZON COM INCConsumer Cyclical1.2%$806m413,477−33%reduced
CHTR CHARTER COMMUNICATIONS INCCommunication Services1.1%$709m1.63m+2874%added
FIS FIDELITY NATL INFORMATION SVTechnology1.0%$627m5.16m+1.8%added
ALLERGAN PLC no ticker–0.9%$603m3.40m+200%added
QQQ INVESCO QQQ TR–0.9%$562m2.95m–new
PG PROCTER & GAMBLE COConsumer Defensive0.8%$501m4.56m+40%added
MCK MCKESSON CORPHealthcare0.6%$418m3.09m+1696%added
DEXCOM INC no ticker–0.6%$417m153.42m+80%added
ABBV ABBVIE INCHealthcare0.6%$399m5.24m+90%added
LHX L3HARRIS TECHNOLOGIES INCIndustrials0.5%$355m1.97m−42%reduced
LQD ISHARES TR–0.5%$348m2.82m+206%added
BAX BAXTER INTL INCHealthcare0.5%$347m4.27m−23%reduced
MO ALTRIA GROUP INCConsumer Defensive0.5%$316m8.16m+137%added
JCI JOHNSON CONTROLS INTERNATIONIndustrials0.5%$311m11.54m+14677%added
DUK DUKE ENERGY CORP NEWUtilities0.5%$301m3.72m+73%added
IACIEUR IAC INTERACTIVECORP–0.5%$298m1.66m+625%added
CSX CSX CORPIndustrials0.4%$290m5.06m+3835%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.4%$282m8.64m+48%added
INSULET CORP no ticker–0.4%$281m153.54m+73%added
CXOEUR CONCHO RES INC–0.4%$278m6.48m+74%added
MSFT MICROSOFT CORPTechnology0.4%$276m1.75m+3961%added
EBAY EBAY INC.Consumer Cyclical0.4%$276m9.17m+672%added
DHR DANAHER CORP DELHealthcare0.4%$275m1.98m+6495%added
TMUS T-MOBILE US INCCommunication Services0.4%$274m3.26m+50%added
ATVIEUR ACTIVISION BLIZZARD INC–0.4%$273m4.59m−3.4%reduced
INTC INTEL CORPTechnology0.4%$268m4.96m+455%added
FISV FISERV INC–0.4%$267m2.81m+88%added
PFE PFIZER INCHealthcare0.4%$267m8.17m+183%added
CDNS CADENCE DESIGN SYSTEM INCTechnology0.4%$262m3.96m+48%added
ALXN ALEXION PHARMACEUTICALS INC–0.4%$258m2.88m+3997%added
DOV DOVER CORPIndustrials0.4%$249m2.97m+48%added
NVDA NVIDIA CORPORATIONTechnology0.4%$248m940,128−53%reduced
SWK STANLEY BLACK & DECKER INCIndustrials0.4%$247m2.47m−18%reduced
PH PARKER-HANNIFIN CORPIndustrials0.4%$245m1.89m+101%added
TFC TRUIST FINL CORPFinancial Services0.4%$244m7.90m+36%added
BND VANGUARD BD INDEX FDS–0.4%$243m2.85m+679%added
NFLX NETFLIX INC.Communication Services0.4%$242m644,702−35%reduced
BIV VANGUARD BD INDEX FDS–0.4%$241m2.70m+3235%added
TELADOC HEALTH INC no ticker–0.4%$233m66.18m–new
ADBE ADOBE INCTechnology0.4%$229m719,443−45%reduced
TTWO TAKE-TWO INTERACTIVE SOFTWARCommunication Services0.3%$228m1.93m+1361%added
SBAC SBA COMMUNICATIONS CORPReal Estate0.3%$225m831,805+137%added
LNT ALLIANT ENERGY CORPUtilities0.3%$223m4.62m+80%added
ETR ENTERGY CORP NEWUtilities0.3%$220m2.34m+81%added
USB US BANCORPFinancial Services0.3%$217m6.29m+6192%added
DG DOLLAR GEN CORPConsumer Defensive0.3%$215m1.43m+107%added
FFIV F5 INCTechnology0.3%$215m2.02m+21%added
PYPL PAYPAL HLDGS INCFinancial Services0.3%$214m2.23m−51%reduced
SPY SPDR S&P 500 ETF Trust–0.3%$211m819,145+834%added
EQIX EQUINIX INCReal Estate0.3%$211m337,368+24%added

Exited since Q4 2019

835 rows
ZAYOEUR ZAYO GROUP HLDGS INC0.3%$280m
AXA EQUITABLE HLDGS INC no ticker0.3%$225m
EWZ ISHARES INC0.2%$174m
PGR PROGRESSIVE CORP0.2%$160m
WCGEUR WELLCARE HEALTH PLANS INC0.1%$118m
LPTUSD LIBERTY PPTY TR0.1%$116m
FBIN FORTUNE BRANDS INNOVATIONS I0.1%$95.2m
INTERXION HOLDING N.V no ticker0.1%$83.9m
CMI CUMMINS INC0.10%$81.1m
RCL ROYAL CARIBBEAN CRUISES LTD0.10%$79.0m
EWJ ISHARES INC0.10%$78.5m
EZU ISHARES INC0.09%$72.0m
ARQLUSD ARQULE INC0.08%$66.0m
TCBI TEXAS CAP BANCSHARES INC0.08%$65.3m
MEDICINES CO no ticker0.08%$63.9m
FIRST MAJESTIC SILVER CORP no ticker0.07%$60.1m
ACWI ISHARES TR0.06%$52.7m
TYL TYLER TECHNOLOGIES INC0.06%$51.5m
SMH VANECK ETF TRUST0.06%$47.2m
ENCANA CORP no ticker0.05%$44.2m
VT VANGUARD INTL EQUITY INDEX F0.05%$44.1m
CAT CATERPILLAR INC0.05%$42.3m
INSEEGO CORP no ticker0.05%$41.6m
FTNT FORTINET INC0.05%$38.1m
JP MORGAN EXCHANGE TRADED FD no ticker0.05%$37.2m
COLM COLUMBIA SPORTSWEAR CO0.04%$34.1m
LULU LULULEMON ATHLETICA INC0.04%$33.6m
GRA1EUR GRACE W R & CO DEL NEW0.04%$32.4m
XOPUSD SPDR SERIES TRUST0.04%$30.1m
DELL DELL TECHNOLOGIES INC0.04%$29.8m
EWL ISHARES INC0.03%$28.7m
ISRG INTUITIVE SURGICAL INC0.03%$28.1m
MEDICINES CO no ticker0.03%$26.6m
TSLA TESLA INC0.03%$25.6m
ECHO GLOBAL LOGISTICS INC no ticker0.03%$22.8m
EWG ISHARES INC0.03%$22.6m
ADP AUTOMATIC DATA PROCESSING IN0.03%$21.9m
BFAM BRIGHT HORIZONS FAM SOL IN D0.03%$21.1m
CONSOLIDATED TOMOKA LD CO no ticker0.03%$20.7m
ARMK ARAMARK0.02%$20.1m
TCO TAUBMAN CTRS INC0.02%$20.1m
IVV ISHARES TR0.02%$19.5m
VNO VORNADO RLTY TR0.02%$19.4m
STE STERIS PLC0.02%$19.0m
ACA ARCOSA INC0.02%$18.6m
VEEV VEEVA SYS INC0.02%$17.6m
INOTEK PHARMACEUTICALS CORP no ticker0.02%$16.7m
CVGWGBP CALAVO GROWERS INC0.02%$16.6m
MDCOUSD MEDICINES CO0.02%$16.6m
SDCCQ SMILEDIRECTCLUB INC0.02%$16.6m

Sector mix

  • Unclassified36.1%
  • Technology10.7%
  • Healthcare9.9%
  • Financial Services8.5%
  • Industrials8.2%
  • Consumer Cyclical7.5%
  • Consumer Defensive4.2%
  • Communication Services4.2%
  • Utilities3.8%
  • Real Estate2.9%
  • Basic Materials2.4%
  • Energy1.5%

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