WhaleCreep

Citadel Advisors LLC 13F holdings, Q4 2023

Hedge fundSEC filingsCompare with another fundHoldings as of 2023-12-31, filed 2024-02-14

Citadel Advisors LLC disclosed 5784 US equity positions worth $99.3bn in its Q4 2023 13F filing. Its largest position is SPY at 2.6% of the reported book, followed by NVDA and MSFT. Versus Q3 2023 it opened 1138 new positions, added to 2265, reduced 2299 and exited 1141.

$99.3bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
5,784
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.6%
Largest position
The largest single position as a share of the reported equity book.
11.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
313
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 2023: 1138 new, 2265 added, 2299 reduced, 1141 exited

50 of 5,784
SPY SPDR S&P 500 ETF Trust–2.6%$2.6bn5.52m+128%added
NVDA NVIDIA CORPORATIONTechnology1.8%$1.8bn3.63m+77%added
MSFT MICROSOFT CORPTechnology1.6%$1.6bn4.24m−16%reduced
AMZN AMAZON COM INCConsumer Cyclical1.0%$946m6.23m+227%added
AMD ADVANCED MICRO DEVICES INCTechnology0.9%$885m6.01m+140%added
META META PLATFORMS INCCommunication Services0.9%$869m2.46m+127%added
T AT&T INCCommunication Services0.9%$852m50.77m+139%added
JPM JPMORGAN CHASE & COFinancial Services0.8%$774m4.55m−11%reduced
LLY ELI LILLY & COHealthcare0.7%$744m1.28m+68%added
MRK MERCK & CO. INCHealthcare0.7%$689m6.32m−5.4%reduced
HUM HUMANA INCHealthcare0.7%$688m1.50m−5.5%reduced
SBAC SBA COMMUNICATIONS CORPReal Estate0.7%$673m2.65m+102%added
ISRG INTUITIVE SURGICAL INCHealthcare0.7%$652m1.93m+4.9%added
DIS DISNEY WALT COCommunication Services0.6%$631m6.99m+974%added
MU MICRON TECHNOLOGY INCTechnology0.6%$604m7.08m−13%reduced
SNOW SNOWFLAKE INCTechnology0.5%$539m2.71m+275%added
MCD MCDONALDS CORPConsumer Cyclical0.5%$533m1.80m+478%added
BSX BOSTON SCIENTIFIC CORPHealthcare0.5%$519m8.98m−58%reduced
CI THE CIGNA GROUPHealthcare0.5%$463m1.55m+587%added
SPGI S&P GLOBAL INCFinancial Services0.5%$460m1.04m+1942%added
CRM SALESFORCE INCTechnology0.5%$452m1.72m+13%added
CVX CHEVRON CORPORATIONEnergy0.5%$447m3.00m+108%added
DT DYNATRACE INCTechnology0.4%$435m7.95m+105432%added
C CITIGROUP INCFinancial Services0.4%$419m8.15m+3205%added
TFC TRUIST FINL CORPFinancial Services0.4%$402m10.89m+43%added
AAPL APPLE INCTechnology0.4%$401m2.08m−50%reduced
RBLX ROBLOX CORPCommunication Services0.4%$394m8.62m+217%added
LOW LOWES COS INCConsumer Cyclical0.4%$366m1.65m+1713%added
HYG ISHARES TR–0.4%$361m4.67m+347%added
WDC WESTERN DIGITAL CORP.Technology0.4%$361m6.90m+31%added
BLOK AMPLIFY ETF TR–0.4%$360m12.05m+23797%added
IWM ISHARES TR–0.4%$355m1.77m−7.3%reduced
KO COCA COLA COConsumer Defensive0.3%$343m5.83m+90%added
DLTR DOLLAR TREE INCConsumer Defensive0.3%$339m2.39m+51%added
STZ CONSTELLATION BRANDS INCConsumer Defensive0.3%$336m1.39m+118%added
PFE PFIZER INCHealthcare0.3%$335m11.63m+409%added
LW LAMB WESTON HLDGS INCConsumer Defensive0.3%$331m3.06m−19%reduced
WST WEST PHARMACEUTICAL SVSC INCHealthcare0.3%$327m929,017−40%reduced
KKR KKR & CO INCFinancial Services0.3%$323m3.90m−5.3%reduced
SPOT SPOTIFY TECHNOLOGY S ACommunication Services0.3%$311m1.66m+3127%added
PNC PNC FINL SVCS GROUP INCFinancial Services0.3%$311m2.01m+5246%added
BDX BECTON DICKINSON & COHealthcare0.3%$303m1.24m−27%reduced
ETN EATON CORP PLCIndustrials0.3%$303m1.26m+70%added
PM PHILIP MORRIS INTL INCConsumer Defensive0.3%$300m3.19m−17%reduced
DXCM DEXCOM INCHealthcare0.3%$295m2.38m+152%added
KHC KRAFT HEINZ COConsumer Defensive0.3%$295m7.96m+414%added
PODD INSULET CORPHealthcare0.3%$289m1.33m−4.9%reduced
RCL ROYAL CARIBBEAN CRUISES LTDConsumer Cyclical0.3%$288m2.22m−14%reduced
CL COLGATE PALMOLIVE COConsumer Defensive0.3%$282m3.54m−41%reduced
TMO THERMO FISHER SCIENTIFIC INCHealthcare0.3%$281m528,875+114%added

Exited since Q3 2023

1,141 rows
ATVIEUR ACTIVISION BLIZZARD INC1.5%$1.4bn
SGENUSD SEAGEN INC0.6%$515m
HORIZON THERAPEUTICS PUB L no ticker0.5%$480m
VMWEUR VMWARE INC0.2%$162m
BF/B BROWN FORMAN CORP0.1%$122m
ABCAM PLC no ticker0.1%$110m
PCTY PAYLOCITY HLDG CORP0.1%$101m
VRSK VERISK ANALYTICS INC0.08%$75.5m
VWO VANGUARD INTL EQUITY INDEX F0.08%$74.5m
PCOR PROCORE TECHNOLOGIES INC0.08%$70.2m
LI AUTO INC no ticker0.05%$49.6m
IJR ISHARES TR0.05%$48.1m
TCBI TEXAS CAP BANCSHARES INC0.04%$33.0m
LIBERTY GLOBAL PLC no ticker0.04%$32.6m
CHINDATA GROUP HLDGS LTD no ticker0.03%$31.2m
APPLIED OPTOELECTRONICS INC no ticker0.03%$30.0m
CPRT COPART INC0.03%$29.4m
NEWREUR NEW RELIC INC0.03%$26.8m
IRONWOOD PHARMACEUTICALS INC no ticker0.03%$26.7m
CHD CHURCH & DWIGHT CO INC0.03%$24.3m
WTFC WINTRUST FINL CORP0.03%$24.0m
IQV IQVIA HLDGS INC0.03%$24.0m
INTEGRA LIFESCIENCES HLDGS C no ticker0.03%$23.3m
SPBO SPDR SER TR0.02%$22.7m
TECH BIO-TECHNE CORP0.02%$21.3m
BRZE BRAZE INC0.02%$20.9m
VIPER ENERGY PARTNERS LP no ticker0.02%$20.4m
ASH ASHLAND INC0.02%$19.9m
PAYX PAYCHEX INC0.02%$19.7m
AEP AMERICAN ELEC PWR CO INC0.02%$19.4m
ALTERYX INC no ticker0.02%$19.2m
JPST J P MORGAN EXCHANGE TRADED F0.02%$18.9m
IRONWOOD PHARMACEUTICALS INC no ticker0.02%$18.8m
SYY SYSCO CORP0.02%$17.5m
BIV VANGUARD BD INDEX FDS0.02%$17.2m
NUVASIVE INC no ticker0.02%$16.7m
GLDM WORLD GOLD TR0.02%$16.3m
ZILLOW GROUP INC no ticker0.02%$15.6m
NATIONAL INSTRS CORP no ticker0.02%$15.4m
INFLECTION PT ACQUISITN CRP no ticker0.02%$15.3m
SPDW SPDR INDEX SHS FDS0.02%$14.5m
NATERA INC no ticker0.02%$14.4m
POINT BIOPHARMA GLOBAL INC no ticker0.02%$14.4m
BIL SPDR SER TR0.02%$14.3m
AGG ISHARES TR0.02%$14.0m
EZU ISHARES INC0.01%$13.7m
MSTR STRATEGY INC0.01%$13.6m
FIVE9 INC no ticker0.01%$13.6m
PAGERDUTY INC no ticker0.01%$13.2m
EEFT EURONET WORLDWIDE INC0.01%$13.1m

Sector mix

  • Technology18.2%
  • Unclassified17.7%
  • Healthcare13.2%
  • Consumer Cyclical10.5%
  • Financial Services10.3%
  • Industrials6.5%
  • Communication Services5.5%
  • Consumer Defensive5.3%
  • Real Estate4.0%
  • Energy3.6%
  • Basic Materials3.5%
  • Utilities1.7%

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