Citadel Advisors Portfolio holdings
Citadel Advisors, founded in 1990 by Kenneth C. Griffin as Citadel LLC and headquartered in Chicago, Illinois, is one of the world’s most prominent hedge funds, managing tens of billions in assets through sophisticated quantitative trading strategies. The firm excels in market-making and high-frequency trading across asset classes like equities, fixed income, options, and commodities, leveraging cutting-edge technology and data analysis to generate returns. Citadel operates two main arms: its hedge fund business, which serves institutional and high-net-worth investors, and Citadel Securities, a leading market maker that facilitates a significant portion of U.S. equity and options trades. Known for its secretive, high-performance culture, Citadel has grown into a financial titan under Griffin’s leadership, influencing global markets with its scale and innovation.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Chubb
CB
|
+$457M |
| 2 |
Ameriprise Financial
AMP
|
+$406M |
| 3 |
Salesforce
CRM
|
+$299M |
| 4 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$291M |
| 5 |
Halliburton
HAL
|
+$285M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dollar General
DG
|
+$323M |
| 2 |
PARA
Paramount Global Class B
PARA
|
+$294M |
| 3 |
Citizens Financial Group
CFG
|
+$280M |
| 4 |
TRW
TRW AUTOMOTIVE HOLDINGS CORP
TRW
|
+$269M |
| 5 |
McDonald's
MCD
|
+$230M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 8% |
| 2 | Consumer Discretionary | 7.85% |
| 3 | Industrials | 7.53% |
| 4 | Energy | 7.35% |
| 5 | Technology | 6.64% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3926
Liquidity Services
LQDT
$1.36B
| $923K | ﹤0.01% |
95,890
-192,786
| -67% | -$1.9M |
|
3927
Shenandoah Telecom
SHEN
$735M
| $922K | ﹤0.01% |
53,878
+16,700
| +45% | +$277K |
|
3928
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
| $921K | ﹤0.01% |
8,414
+428
| +5% | +$46.6K |
|
3929
Invesco S&P 500 Value with Momentum ETF
SPVM
$133M
| $921K | ﹤0.01% |
+30,432
| New | +$936K |
|
|
AAT
3930
American Assets Trust
AAT
$1.4B
| $920K | ﹤0.01% |
23,478
-33,971
| -59% | -$1.38M |
|
3931
CALL
Republic Services
RSG
$65.7B
| $920K | ﹤0.01% |
23,500
+3,200
| +16% | +$129K |
|
3932
PUT
Alaunos Therapeutics
TCRT
$4.71M
| $920K | ﹤0.01% |
511
+18
| +4% | +$27.9K |
|
3933
VanEck Morningstar Wide Moat ETF
MOAT
$12.4B
| $919K | ﹤0.01% |
29,950
-28,954
| -49% | -$905K |
|
3934
Kadant
KAI
$3.95B
| $918K | ﹤0.01% |
19,441
-676
| -3% | -$33.7K |
|
3935
PUT
Live Nation Entertainment
LYV
$43.9B
| $918K | ﹤0.01% |
33,400
+7,600
| +29% | +$208K |
|
|
OCLR
3936
DELISTED
Oclaro Inc.
OCLR
| $918K | ﹤0.01% |
406,009
+241,431
| +147% | +$537K |
|
3937
First Trust Emerging Markets AlphaDEX Fund
FEM
$790M
| $917K | ﹤0.01% |
39,939
-184,341
| -82% | -$4.49M |
|
3938
First Trust Enhanced Short Maturity ETF
FTSM
$6.54B
| $916K | ﹤0.01% |
15,261
-2,352
| -13% | -$141K |
|
3939
iShares MSCI USA Momentum Factor ETF
MTUM
$26.2B
| $916K | ﹤0.01% |
+12,822
| New | +$914K |
|
3940
CALL
CenterPoint Energy
CNP
$26.9B
| $915K | ﹤0.01% |
48,100
-11,100
| -19% | -$224K |
|
3941
CALL
Cognex
CGNX
$11B
| $914K | ﹤0.01% |
38,000
+2,400
| +7% | +$59K |
|
3942
CALL
Wabtec
WAB
$50.5B
| $914K | ﹤0.01% |
9,700
+1,200
| +14% | +$118K |
|
|
MFRM
3943
CALL
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $914K | ﹤0.01% |
15,000
-21,600
| -59% | -$1.32M |
|
|
MTOR
3944
CALL
DELISTED
MERITOR, Inc.
MTOR
| $912K | ﹤0.01% |
69,500
+28,000
| +67% | +$376K |
|
|
CHMI
3945
Cherry Hill Mortgage Investment Corp
CHMI
$108M
| $911K | ﹤0.01% |
56,194
-99,588
| -64% | -$1.74M |
|
3946
PUT
Targa Resources
TRGP
$59.1B
| $910K | ﹤0.01% |
10,200
+6,700
| +191% | +$654K |
|
|
PBY
3947
PUT
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $910K | ﹤0.01% |
74,200
+48,400
| +188% | +$491K |
|
3948
CALL
Cimpress
CMPR
$2.3B
| $909K | ﹤0.01% |
10,800
-5,400
| -33% | -$461K |
|
|
JMBA
3949
DELISTED
Jamba, Inc.
JMBA
| $909K | ﹤0.01% |
58,704
+53,699
| +1,073% | +$844K |
|
3950
iShares MSCI France ETF
EWQ
$332M
| $908K | ﹤0.01% |
35,289
+8,544
| +32% | +$231K |
|
Similar funds
Citadel Advisors's Q2 2015 Portfolio in Review
As of Q2 2015, Citadel Advisors held 9,571 positions worth $115B, up 9.3% from $106B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Citadel Advisors deployed $5.11B of net new capital in Q2 2015, opening 1,066 new positions and adding to 4,008 existing holdings. Its largest new stake was Macy's: 3,207,474 shares worth $216M.
By sector, the portfolio is most concentrated in Financials at 8% of assets, up from 7.9% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Dollar General, an estimated $323M trimmed.
- Citadel Advisors's largest Q2 2015 buy was Macy's: 3,207,474 shares worth $216M.
- Citadel Advisors added most to Chubb in Q2 2015, an estimated $457M increase.
- Citadel Advisors's biggest Q2 2015 reduction was Dollar General, cutting an estimated $323M.
- Citadel Advisors fully exited Citizens Financial Group in Q2 2015, selling an estimated $280M.
- Citadel Advisors's ten largest holdings make up 15% of its $115B portfolio in Q2 2015.
- Citadel Advisors opened 1,066 new positions and closed 872 in Q2 2015.
- Citadel Advisors's portfolio value rose 9.3% quarter-over-quarter to $115B.
Based on Citadel Advisors's 13F filing for Q2 2015, filed 14 Aug 2015.