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 | 7.82% |
| 2 | Industrials | 7.49% |
| 3 | Consumer Discretionary | 7.33% |
| 4 | Energy | 6.43% |
| 5 | Technology | 6.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AGN.PRA
601
DELISTED
Allergan plc
AGN.PRA
| $36.6M | 0.03% |
+35,000
| New | +$36.6M |
|
602
PUT
eBay
EBAY
$48.3B
| $36.5M | 0.03% |
1,438,193
-218,592
| -13% | -$5.45M |
|
603
Archer Daniels Midland
ADM
$38.4B
| $36.3M | 0.03% |
753,018
+737,905
| +4,883% | +$37.2M |
|
|
HTS
604
DELISTED
HATTERAS FINANCIAL CORP
HTS
| $36.2M | 0.03% |
2,217,927
+17,710
| +0.8% | +$318K |
|
605
CALL
UnitedHealth
UNH
$373B
| $36.1M | 0.03% |
296,000
+58,800
| +25% | +$6.96M |
|
606
iShares MSCI EAFE ETF
EFA
$79.9B
| $36M | 0.03% |
567,337
+227,896
| +67% | +$15.2M |
|
|
607
PUT
Halliburton
HAL
$27.9B
| $36M | 0.03% |
836,100
-150,800
| -15% | -$6.95M |
|
|
MON
608
CALL
DELISTED
Monsanto Co
MON
| $36M | 0.03% |
337,400
+92,600
| +38% | +$10.7M |
|
609
CALL
Capri Holdings
CPRI
$1.73B
| $35.9M | 0.03% |
852,400
+442,600
| +108% | +$25M |
|
610
CALL
Valero Energy
VLO
$90.3B
| $35.7M | 0.03% |
570,800
+123,200
| +28% | +$7.28M |
|
|
SRC
611
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $35.7M | 0.03% |
823,884
-142,477
| -15% | -$7.11M |
|
612
CALL
American International
AIG
$40.7B
| $35.6M | 0.03% |
575,500
+109,900
| +24% | +$6.49M |
|
|
SNDK
613
CALL
DELISTED
SANDISK CORP
SNDK
| $35.5M | 0.03% |
610,400
+186,900
| +44% | +$12.5M |
|
614
CALL
Palo Alto Networks
PANW
$312B
| $35.5M | 0.03% |
1,220,400
+112,800
| +10% | +$3.01M |
|
615
ATI
ATI
$31.2B
| $35.5M | 0.03% |
1,176,579
-101,148
| -8% | -$3.34M |
|
616
Vishay Intertechnology
VSH
$5.19B
| $35.5M | 0.03% |
3,042,164
+1,056,519
| +53% | +$13.6M |
|
617
Genworth Financial
GNW
$3.7B
| $35.4M | 0.03% |
4,672,508
+3,575,086
| +326% | +$28.5M |
|
618
CALL
United States Oil Fund
USO
$1.77B
| $35.4M | 0.03% |
222,300
-12,838
| -5% | -$2.04M |
|
619
CALL
Intel
INTC
$498B
| $35.4M | 0.03% |
1,162,400
-438,700
| -27% | -$14.2M |
|
620
CALL
Deckers Outdoor
DECK
$13.2B
| $35.2M | 0.03% |
2,937,600
+2,610,600
| +798% | +$32.1M |
|
621
CALL
Bausch Health
BHC
$2.37B
| $35.2M | 0.03% |
158,300
-2,000
| -1% | -$443K |
|
|
HNT
622
DELISTED
HEALTH NET INC
HNT
| $35.1M | 0.03% |
547,082
+494,482
| +940% | +$29.5M |
|
623
CALL
Freeport-McMoran
FCX
$99B
| $35.1M | 0.03% |
1,882,700
+1,365,100
| +264% | +$28.2M |
|
|
TWTR
624
PUT
DELISTED
Twitter, Inc.
TWTR
| $35M | 0.03% |
965,900
-170,200
| -15% | -$6.96M |
|
625
iShares Russell 2000 ETF
IWM
$81.4B
| $35M | 0.03% |
280,000
+22,097
| +9% | +$2.76M |
|
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 7.8% of assets, up from 7.7% a quarter earlier, followed by Industrials and Consumer Discretionary.
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.