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 |
Invesco QQQ Trust
QQQ
|
+$293M |
| 2 |
Tyson Foods
TSN
|
+$236M |
| 3 |
JPMorgan Chase
JPM
|
+$236M |
| 4 |
Archer Daniels Midland
ADM
|
+$211M |
| 5 |
LTRPA
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
|
+$188M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$573M |
| 2 |
Apple
AAPL
|
+$465M |
| 3 |
Invesco
IVZ
|
+$235M |
| 4 |
Visa
V
|
+$219M |
| 5 |
Citigroup
C
|
+$198M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 7.67% |
| 2 | Consumer Discretionary | 7.23% |
| 3 | Energy | 7.11% |
| 4 | Healthcare | 5.3% |
| 5 | Industrials | 5.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
551
PUT
HP
HPQ
$24.9B
| $34M | 0.04% |
2,107,754
+1,165,518
| +124% | +$18.9M |
|
552
CALL
Darden Restaurants
DRI
$23.3B
| $33.9M | 0.04% |
737,219
+706,231
| +2,279% | +$29.8M |
|
553
CALL
Starbucks
SBUX
$120B
| $33.5M | 0.04% |
888,600
-14,800
| -2% | -$572K |
|
554
Amgen
AMGN
$208B
| $33.5M | 0.04% |
238,503
+5,132
| +2% | +$670K |
|
555
Evertec
EVTC
$1.88B
| $33.4M | 0.04% |
1,496,239
-151,422
| -9% | -$3.46M |
|
556
Synchrony
SYF
$24.7B
| $33.4M | 0.04% |
+1,360,871
| New | +$33.2M |
|
557
Orion
OEC
$381M
| $33.4M | 0.04% |
+1,894,878
| New | +$33.1M |
|
558
CALL
AutoZone
AZO
$49.2B
| $33.4M | 0.03% |
65,500
+11,400
| +21% | +$6M |
|
559
PUT
Walmart Inc
WMT
$885B
| $33.3M | 0.03% |
1,308,000
-221,700
| -14% | -$5.6M |
|
560
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $33.3M | 0.03% |
802,179
+747,320
| +1,362% | +$33M |
|
561
Exelon
EXC
$46.9B
| $33.3M | 0.03% |
1,370,951
+458,280
| +50% | +$10.7M |
|
|
WBA
562
DELISTED
Walgreens Boots Alliance
WBA
| $33.3M | 0.03% |
562,164
-1,425,804
| -72% | -$93.5M |
|
563
United Airlines
UAL
$39.4B
| $33.3M | 0.03% |
711,883
+345,161
| +94% | +$16M |
|
564
Weyerhaeuser
WY
$18B
| $33.2M | 0.03% |
1,042,744
-1,499,829
| -59% | -$49.2M |
|
565
SLB Ltd
SLB
$73.6B
| $33.1M | 0.03% |
325,417
-133,308
| -29% | -$14.5M |
|
|
XLNX
566
DELISTED
Xilinx Inc
XLNX
| $33.1M | 0.03% |
780,915
-1,022,139
| -57% | -$44.6M |
|
567
American International
AIG
$41.7B
| $33M | 0.03% |
610,144
+5,194
| +0.9% | +$284K |
|
568
Webster Financial
WBS
$12.5B
| $32.9M | 0.03% |
1,127,346
-205,042
| -15% | -$6.1M |
|
569
CALL
Capri Holdings
CPRI
$1.83B
| $32.8M | 0.03% |
459,500
+300,000
| +188% | +$24.1M |
|
570
CALL
Burlington
BURL
$23.2B
| $32.7M | 0.03% |
820,400
+818,300
| +38,967% | +$28.3M |
|
571
American Electric Power
AEP
$69.6B
| $32.7M | 0.03% |
626,084
+371,333
| +146% | +$19.6M |
|
572
Paychex
PAYX
$41.6B
| $32.5M | 0.03% |
734,585
+471,623
| +179% | +$19.8M |
|
573
DaVita
DVA
$15.4B
| $32.5M | 0.03% |
443,793
-579,774
| -57% | -$42.4M |
|
|
MON
574
DELISTED
Monsanto Co
MON
| $32.4M | 0.03% |
287,915
-361,319
| -56% | -$42.2M |
|
|
SNDK
575
CALL
DELISTED
SANDISK CORP
SNDK
| $32.4M | 0.03% |
330,700
-8,600
| -3% | -$841K |
|
Similar funds
Citadel Advisors's Q3 2014 Portfolio in Review
As of Q3 2014, Citadel Advisors held 8,903 positions worth $95.5B, up 9.4% from $87.3B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Citadel Advisors deployed $4.75B of net new capital in Q3 2014, opening 941 new positions and adding to 3,966 existing holdings. Its largest new stake was Liberty TripAdvisor Holdings, Inc. Series A: 5,382,881 shares worth $182M.
By sector, the portfolio is most concentrated in Financials at 7.7% of assets, down from 8.1% a quarter earlier, followed by Consumer Discretionary and Energy.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $573M trimmed.
- Citadel Advisors's largest Q3 2014 buy was Liberty TripAdvisor Holdings, Inc. Series A: 5,382,881 shares worth $182M.
- Citadel Advisors added most to Invesco QQQ Trust in Q3 2014, an estimated $293M increase.
- Citadel Advisors's biggest Q3 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $573M.
- Citadel Advisors fully exited INTERMUNE INC in Q3 2014, selling an estimated $52.7M.
- Citadel Advisors's ten largest holdings make up 16% of its $95.5B portfolio in Q3 2014.
- Citadel Advisors opened 941 new positions and closed 819 in Q3 2014.
- Citadel Advisors's portfolio value rose 9.4% quarter-over-quarter to $95.5B.
Based on Citadel Advisors's 13F filing for Q3 2014, filed 14 Nov 2014.