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 | |
|---|---|---|---|---|---|---|
4026
CALL
Leggett & Platt
LEG
$1.32B
| $867K | ﹤0.01% |
17,800
+4,200
| +31% | +$196K |
|
4027
PUT
ManpowerGroup
MAN
$2.71B
| $867K | ﹤0.01% |
9,700
-24,000
| -71% | -$2.07M |
|
4028
CALL
Lazard
LAZ
$4.35B
| $866K | ﹤0.01% |
15,400
-7,500
| -33% | -$417K |
|
4029
Harte-Hanks
HHS
$31.9M
| $865K | ﹤0.01% |
14,495
-655
| -4% | -$44K |
|
4030
PUT
Methode Electronics
MEI
$608M
| $865K | ﹤0.01% |
31,500
+16,700
| +113% | +$748K |
|
|
AUY
4031
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $865K | ﹤0.01% |
288,300
-7,500
| -3% | -$27.4K |
|
|
BPT
4032
CALL
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
| $864K | ﹤0.01% |
14,000
-47,500
| -77% | -$3.14M |
|
|
XL
4033
CALL
DELISTED
XL Group Ltd.
XL
| $863K | ﹤0.01% |
23,200
+4,600
| +25% | +$172K |
|
|
AVP
4034
CALL
DELISTED
Avon Products, Inc.
AVP
| $861K | ﹤0.01% |
137,600
-700
| -0.5% | -$5.2K |
|
|
SCG
4035
CALL
DELISTED
Scana
SCG
| $861K | ﹤0.01% |
17,000
+9,000
| +113% | +$475K |
|
|
EXAM
4036
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $860K | ﹤0.01% |
21,992
+4,625
| +27% | +$190K |
|
4037
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$273M
| – | – |
0
| – | – |
|
4038
CorVel
CRVL
$3.32B
| $858K | ﹤0.01% |
80,415
+19,491
| +32% | +$227K |
|
4039
Regional Management Corp
RM
$309M
| $858K | ﹤0.01% |
48,032
+2,347
| +5% | +$39.2K |
|
|
MDCO
4040
PUT
DELISTED
Medicines Co
MDCO
| $858K | ﹤0.01% |
30,000
+11,000
| +58% | +$306K |
|
|
CJES
4041
CALL
DELISTED
C&J ENERGY SVCS LTD
CJES
| $858K | ﹤0.01% |
65,000
+26,600
| +69% | +$394K |
|
4042
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.72B
| $856K | ﹤0.01% |
+14,982
| New | +$878K |
|
4043
British American Tobacco
BTI
$123B
| $855K | ﹤0.01% |
15,798
-28,514
| -64% | -$1.57M |
|
4044
PUT
IMAX
IMAX
$2.9B
| $854K | ﹤0.01% |
21,200
-22,700
| -52% | -$881K |
|
4045
CALL
Ingredion
INGR
$6.63B
| $854K | ﹤0.01% |
10,700
+4,200
| +65% | +$337K |
|
4046
Thor Industries
THO
$4.11B
| $854K | ﹤0.01% |
15,166
-45,091
| -75% | -$2.73M |
|
|
CY
4047
CALL
DELISTED
Cypress Semiconductor
CY
| $854K | ﹤0.01% |
72,600
+46,300
| +176% | +$610K |
|
4048
PUT
Cogent Communications
CCOI
$579M
| $853K | ﹤0.01% |
25,200
+13,000
| +107% | +$436K |
|
4049
CALL
Commault Systems
CVLT
$6.1B
| $852K | ﹤0.01% |
20,100
+7,100
| +55% | +$322K |
|
4050
American Electric Power
AEP
$68.4B
| $851K | ﹤0.01% |
16,068
-301,665
| -95% | -$16.7M |
|
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.