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 | |
|---|---|---|---|---|---|---|
576
PUT
3M
MMM
$91.4B
| $32.2M | 0.03% |
271,612
+52,146
| +24% | +$6.41M |
|
577
Regeneron Pharmaceuticals
REGN
$78.2B
| $32M | 0.03% |
68,869
-292,083
| -81% | -$157M |
|
|
SCHW
578
Charles Schwab
SCHW
$184B
| $32M | 0.03% |
1,119,337
-1,163,374
| -51% | -$37.3M |
|
579
DigitalBridge
DBRG
$2.93B
| $31.9M | 0.03% |
555,954
-846,448
| -60% | -$59.3M |
|
|
VWR
580
DELISTED
VWR Corporation
VWR
| $31.9M | 0.03% |
1,240,427
-688,053
| -36% | -$18M |
|
|
VIAB
581
DELISTED
Viacom Inc. Class B
VIAB
| $31.7M | 0.03% |
734,504
-2,887,842
| -80% | -$143M |
|
582
iShares US Home Construction ETF
ITB
$2.31B
| $31.7M | 0.03% |
1,214,066
+304,353
| +33% | +$8.47M |
|
|
TMHC
583
DELISTED
Taylor Morrison
TMHC
| $31.5M | 0.03% |
1,690,670
-410,032
| -20% | -$8.1M |
|
584
United Airlines
UAL
$41.7B
| $31.5M | 0.03% |
593,557
-31,059
| -5% | -$1.75M |
|
585
Vornado Realty Trust
VNO
$7.51B
| $31.4M | 0.03% |
430,141
+423,089
| +6,000% | +$31.9M |
|
|
STOR
586
DELISTED
STORE Capital Corporation
STOR
| $31.4M | 0.03% |
1,518,571
-1,796,185
| -54% | -$37.5M |
|
587
PUT
iShares Morningstar Value ETF
ILCV
$1.35B
| $31.3M | 0.03% |
975,800
-159,400
| -14% | -$6.49M |
|
|
AIV
588
Aimco
AIV
$387M
| $31.2M | 0.03% |
6,325,526
-3,598,229
| -36% | -$18.2M |
|
589
ON Semiconductor
ON
$31.4B
| $31.1M | 0.03% |
3,312,175
+399,846
| +14% | +$4.06M |
|
590
State Street SPDR S&P 500 ETF Trust
SPY
$821B
| $31M | 0.03% |
161,956
+124,235
| +329% | +$25.2M |
|
591
Wintrust Financial
WTFC
$11B
| $31M | 0.03% |
580,531
+5,876
| +1% | +$311K |
|
592
PUT
Palo Alto Networks
PANW
$299B
| $30.9M | 0.03% |
1,078,200
+15,000
| +1% | +$443K |
|
593
CALL
PepsiCo
PEP
$190B
| $30.9M | 0.03% |
327,400
-2,069,100
| -86% | -$197M |
|
594
PUT
GE Aerospace
GE
$383B
| $30.9M | 0.03% |
255,402
-276,937
| -52% | -$33.9M |
|
595
PUT
Cisco
CSCO
$480B
| $30.8M | 0.03% |
1,174,600
+53,200
| +5% | +$1.44M |
|
596
PVH
PVH
$4.09B
| $30.8M | 0.03% |
301,679
-127,247
| -30% | -$14.5M |
|
|
YHOO
597
CALL
DELISTED
Yahoo Inc
YHOO
| $30.7M | 0.03% |
1,062,700
-264,400
| -20% | -$9.17M |
|
|
598
CALL
3M
MMM
$91.4B
| $30.7M | 0.03% |
259,173
+38,989
| +18% | +$4.79M |
|
599
CALL
ProShares UltraShort Industrials
SIJ
$5.47M
| $30.7M | 0.03% |
48,600
+15,775
| +48% | +$11.1M |
|
600
Green Dot
GDOT
$754M
| $30.6M | 0.03% |
1,739,107
-257,682
| -13% | -$4.79M |
|
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.