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 |
SLB Ltd
SLB
|
+$399M |
| 2 |
Western Digital
WDC
|
+$286M |
| 3 |
Citizens Financial Group
CFG
|
+$272M |
| 4 |
NXP Semiconductors
NXPI
|
+$261M |
| 5 |
Vertex Pharmaceuticals
VRTX
|
+$244M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Canadian Pacific Kansas City
CP
|
+$399M |
| 2 |
CTRX
CATAMARAN CORP COM STK (CDA)
CTRX
|
+$322M |
| 3 |
Chubb
CB
|
+$284M |
| 4 |
Hilton Worldwide
HLT
|
+$263M |
| 5 |
PLL
PALL CORP
PLL
|
+$253M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 8.21% |
| 2 | Consumer Discretionary | 7.43% |
| 3 | Technology | 6.56% |
| 4 | Industrials | 6.01% |
| 5 | Energy | 5.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
CALL
JPMorgan Chase
JPM
$952B
| $48.3M | 0.05% |
823,100
-448,300
| -35% | -$29.4M |
|
427
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$6.11B
| $48.3M | 0.05% |
10,338,000
+1,540,000
| +18% | +$5.15M |
|
428
CALL
Johnson & Johnson
JNJ
$614B
| $48.3M | 0.05% |
517,700
-20,900
| -4% | -$2.02M |
|
429
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
| $48.3M | 0.05% |
441,000
-80,800
| -15% | -$8.82M |
|
430
PUT
Procter & Gamble
PG
$345B
| $48.2M | 0.05% |
669,800
-52,200
| -7% | -$3.91M |
|
|
AF
431
DELISTED
Astoria Financial Corporation
AF
| $48.1M | 0.05% |
2,988,103
-2,413,942
| -45% | -$37.3M |
|
432
CALL
Visa
V
$690B
| $48M | 0.05% |
689,700
+38,300
| +6% | +$2.73M |
|
433
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
| $48M | 0.05% |
725,100
+282,500
| +64% | +$20.6M |
|
434
Baxter International
BAX
$14.6B
| $48M | 0.05% |
1,459,754
-1,819,087
| -55% | -$68.9M |
|
|
LVNTA
435
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $47.9M | 0.05% |
1,186,763
-99,222
| -8% | -$4.02M |
|
436
Tapestry
TPR
$31.5B
| $47.6M | 0.05% |
1,644,635
+1,631,373
| +12,301% | +$50.4M |
|
|
LNKD
437
DELISTED
LinkedIn Corporation
LNKD
| $47.6M | 0.05% |
250,206
+93,663
| +60% | +$18.6M |
|
438
Mastercard
MA
$501B
| $47.5M | 0.05% |
+527,118
| New | +$49.5M |
|
|
PE
439
DELISTED
PARSLEY ENERGY INC
PE
| $47.3M | 0.05% |
3,141,361
+2,920,623
| +1,323% | +$45.4M |
|
|
AGN.PRA
440
DELISTED
Allergan plc
AGN.PRA
| $47.3M | 0.04% |
50,000
+15,000
| +43% | +$15.6M |
|
441
CALL
Home Depot
HD
$347B
| $47.1M | 0.04% |
408,200
-95,400
| -19% | -$11M |
|
|
442
CALL
Mastercard
MA
$501B
| $47.1M | 0.04% |
522,600
-166,500
| -24% | -$15.6M |
|
|
GWB
443
DELISTED
Great Western Bancorp, Inc.
GWB
| $46.9M | 0.04% |
1,849,698
-597,528
| -24% | -$15M |
|
|
LM
444
DELISTED
Legg Mason, Inc.
LM
| $46.4M | 0.04% |
1,114,753
+501,729
| +82% | +$23.2M |
|
445
Deere & Co
DE
$167B
| $46.2M | 0.04% |
624,970
+568,409
| +1,005% | +$50M |
|
|
CMA
446
DELISTED
Comerica
CMA
| $45.8M | 0.04% |
1,115,434
+904,159
| +428% | +$41.1M |
|
447
Truist Financial
TFC
$64.3B
| $45.3M | 0.04% |
1,272,256
-10,812
| -0.8% | -$417K |
|
448
Ally Financial
ALLY
$13.7B
| $45.3M | 0.04% |
2,221,291
+498,260
| +29% | +$10.8M |
|
449
CALL
Bank of America
BAC
$440B
| $45.2M | 0.04% |
2,902,100
+1,204,600
| +71% | +$20.3M |
|
450
Ford
F
$56.7B
| $45M | 0.04% |
3,317,170
+82,276
| +3% | +$1.18M |
|
Similar funds
Citadel Advisors's Q3 2015 Portfolio in Review
As of Q3 2015, Citadel Advisors held 9,776 positions worth $105B, down 8.7% from $115B the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Citadel Advisors withdrew a net $4.92B in Q3 2015, closing 925 positions and reducing 3,925 holdings. Its most notable exit was CATAMARAN CORP COM STK (CDA), an estimated $322M position sold in full.
By sector, the portfolio is most concentrated in Financials at 8.2% of assets, up from 7.8% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Citadel Advisors opened a new position in Citizens Financial Group worth $254M.
- Citadel Advisors's largest Q3 2015 buy was Citizens Financial Group: 10,652,034 shares worth $254M.
- Citadel Advisors added most to SLB Ltd in Q3 2015, an estimated $399M increase.
- Citadel Advisors's biggest Q3 2015 reduction was Canadian Pacific Kansas City, cutting an estimated $399M.
- Citadel Advisors fully exited CATAMARAN CORP COM STK (CDA) in Q3 2015, selling an estimated $322M.
- Citadel Advisors's ten largest holdings make up 18% of its $105B portfolio in Q3 2015.
- Citadel Advisors opened 1,066 new positions and closed 925 in Q3 2015.
- Citadel Advisors's portfolio value fell 8.7% quarter-over-quarter to $105B.
Based on Citadel Advisors's 13F filing for Q3 2015, filed 16 Nov 2015.