WhaleCreep

Citadel Advisors LLC 13F holdings, Q2 2020

Hedge fundSEC filingsCompare with another fundHoldings as of 2020-06-30, filed 2020-08-14

Citadel Advisors LLC disclosed 4563 US equity positions worth $73.1bn in its Q2 2020 13F filing. Its largest position is AMZN at 2.9% of the reported book, followed by AAPL and TMUS. Versus Q1 2020 it opened 841 new positions, added to 1665, reduced 1975 and exited 1063.

$73.1bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,563
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.9%
Largest position
The largest single position as a share of the reported equity book.
9.2%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
373
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 2020: 841 new, 1665 added, 1975 reduced, 1063 exited

50 of 4,563
AMZN AMAZON COM INCConsumer Cyclical2.9%$2.1bn769,929+86%added
AAPL APPLE INCTechnology1.0%$723m1.98m+212%added
TMUS T-MOBILE US INCCommunication Services1.0%$706m6.78m+108%added
SEA LTD no ticker–0.8%$553m102.26m+36%added
DEXCOM INC no ticker–0.7%$542m217.82m+271%added
TELADOC HEALTH INC no ticker–0.6%$440m123.57m+318%added
IACIEUR IAC INTERACTIVECORP–0.6%$429m1.33m−20%reduced
ATVIEUR ACTIVISION BLIZZARD INC–0.6%$407m5.37m+17%added
TESLA INC no ticker–0.6%$404m115.25m+466%added
INSULET CORP no ticker–0.5%$385m180.88m+18%added
PG PROCTER & GAMBLE COConsumer Defensive0.5%$381m3.18m−30%reduced
EXPE EXPEDIA GROUP INCConsumer Cyclical0.5%$376m4.57m+53%added
FISV FISERV INC–0.5%$370m3.79m+35%added
JPM JPMORGAN CHASE & COFinancial Services0.5%$366m3.89m+1855%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.5%$354m6.02m+356%added
TERADYNE INC no ticker–0.5%$337m125.42m+136%added
ABBV ABBVIE INCHealthcare0.5%$337m3.43m−34%reduced
ALL ALLSTATE CORPFinancial Services0.4%$322m3.32m+88%added
CHTR CHARTER COMMUNICATIONS INCCommunication Services0.4%$322m631,368−61%reduced
MSFT MICROSOFT CORPTechnology0.4%$315m1.55m−12%reduced
AON AON PLCFinancial Services0.4%$312m1.62m+4693%added
BAC BANK OF AMER CORPFinancial Services0.4%$296m12.45m+7595%added
TRU TRANSUNIONFinancial Services0.4%$295m3.39m+25%added
HO1 HOLOGIC INC–0.4%$292m5.13m+69%added
INTC INTEL CORPTechnology0.4%$286m4.78m−3.5%reduced
SIRI SIRIUS XM HOLDINGS INCCommunication Services0.4%$286m48.69m+339%added
DOV DOVER CORPIndustrials0.4%$286m2.96m−0.2%held
IEMG ISHARES INC–0.4%$284m5.97m+4265%added
CB CHUBB LIMITEDFinancial Services0.4%$282m2.23m+39%added
YUM YUM BRANDS INCConsumer Cyclical0.4%$282m3.25m+184%added
MS MORGAN STANLEYFinancial Services0.4%$280m5.79m+35%added
BDX BECTON DICKINSON & COHealthcare0.4%$266m1.11m–new
MDT Medtronic PlcHealthcare0.4%$257m2.80m+175%added
QQQ INVESCO QQQ TR–0.4%$256m1.03m−65%reduced
AME AMETEK INCIndustrials0.3%$255m2.85m+2.8%added
NFLX NETFLIX INC.Communication Services0.3%$252m553,898−14%reduced
OMC OMNICOM GROUP INCCommunication Services0.3%$248m4.54m+753%added
EQH EQUITABLE HLDGS INCFinancial Services0.3%$246m12.77m+8.9%added
ADBE ADOBE INCTechnology0.3%$245m561,807−22%reduced
LOW LOWES COS INCConsumer Cyclical0.3%$241m1.79m+13%added
DD DUPONT DE NEMOURS INCBasic Materials0.3%$239m4.50m+23%added
AEROJET ROCKETDYNE HLDGS INC no ticker–0.3%$238m149.76m+33%added
DHR DANAHER CORP DELHealthcare0.3%$237m1.34m−32%reduced
CONE1EUR CYRUSONE INC–0.3%$235m3.23m+125%added
ETSY INC no ticker–0.3%$234m79.64m+331%added
NXPI NXP SEMICONDUCTORS N VTechnology0.3%$233m2.05m+11%added
AMGN AMGEN INCHealthcare0.3%$230m974,287+444%added
AVGO BROADCOM INCTechnology0.3%$227m718,137+428%added
SBAC SBA COMMUNICATIONS CORPReal Estate0.3%$223m749,216−9.9%reduced
GM General Motors CorpConsumer Cyclical0.3%$222m8.77m+12%added

Exited since Q1 2020

1,063 rows
ALLERGAN PLC no ticker0.9%$603m
DEXCOM INC no ticker0.6%$417m
BND VANGUARD BD INDEX FDS0.4%$243m
BIV VANGUARD BD INDEX FDS0.4%$241m
TELADOC HEALTH INC no ticker0.4%$233m
EQIX EQUINIX INC0.3%$211m
INPHI CORP no ticker0.2%$154m
CYEUR CYPRESS SEMICONDUCTOR CORP0.2%$141m
CTRA COTERRA ENERGY INC0.2%$135m
EIX EDISON INTL0.2%$130m
IWM ISHARES TR0.2%$119m
UTXZ UNITED TECHNOLOGIES CORP0.2%$117m
GPK GRAPHIC PACKAGING HLDG CO0.2%$116m
WBC1EUR WABCO HLDGS INC0.2%$115m
LYV LIVE NATION ENTERTAINMENT IN0.2%$109m
VRTX VERTEX PHARMACEUTICALS INC0.2%$106m
RTN1USD RAYTHEON CO0.1%$96.1m
PRICELINE GRP INC no ticker0.1%$95.8m
MELLANOX TECHNOLOGIES LTD no ticker0.1%$87.9m
TEGPUSD TALLGRASS ENERGY LP0.1%$86.7m
SOLARCITY CORP no ticker0.10%$62.5m
AXE3EUR ANIXTER INTL INC0.08%$50.8m
EMR Emerson Electric Inc.0.08%$49.2m
EXC EXELON CORP0.08%$49.1m
BR BROADRIDGE FINL SOLUTIONS IN0.07%$46.5m
GNTX GENTEX CORP0.07%$45.2m
EFA ISHARES TR0.07%$45.0m
SLV ISHARES SILVER TRUST0.06%$40.7m
LKNCY LUCKIN COFFEE INC0.06%$37.3m
EXEL EXELIXIS INC0.06%$36.0m
FIREEYE INC no ticker0.05%$35.2m
MICROCHIP TECHNOLOGY INC no ticker0.05%$34.5m
ALLEGHENY TECHNOLOGIES INC no ticker0.05%$34.2m
URBN URBAN OUTFITTERS INC0.05%$33.7m
PLUG POWER INC no ticker0.05%$32.3m
JAZZ INVESTMENTS I LTD no ticker0.05%$31.8m
SPGI S&P GLOBAL INC0.05%$31.3m
D DOMINION ENERGY INC0.05%$29.9m
FTSVEUR FORTY SEVEN INC0.05%$29.8m
DHT DHT HOLDINGS INC0.04%$28.8m
VSS VANGUARD INTL EQUITY INDEX F0.04%$27.4m
APTV APTIV PLC0.04%$27.2m
GLPI GAMING & LEISURE P0.04%$26.3m
CARDTRONICS INC no ticker0.04%$26.2m
GLW CORNING INC0.04%$25.8m
CHE CHEMED CORP NEW0.04%$25.8m
GVI ISHARES TR0.04%$24.9m
SPIB SPDR SERIES TRUST0.04%$24.3m
PROSHARES TR II no ticker0.04%$23.9m
LIGAND PHARMACEUTICALS INC no ticker0.03%$22.6m

Sector mix

  • Unclassified35.1%
  • Consumer Cyclical10.5%
  • Technology10.1%
  • Financial Services10.0%
  • Healthcare9.9%
  • Industrials7.2%
  • Communication Services4.7%
  • Consumer Defensive3.9%
  • Real Estate2.7%
  • Basic Materials2.5%
  • Utilities2.1%
  • Energy1.4%

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