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 |
Morgan Stanley
MS
|
+$798M |
| 2 |
AT&T
T
|
+$527M |
| 3 |
Microchip Technology
MCHP
|
+$472M |
| 4 |
Netflix
NFLX
|
+$446M |
| 5 |
PNC Financial Services
PNC
|
+$444M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$694M |
| 2 |
KeyCorp
KEY
|
+$401M |
| 3 |
Deere & Co
DE
|
+$322M |
| 4 |
CSX Corp
CSX
|
+$318M |
| 5 |
NXP Semiconductors
NXPI
|
+$314M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 5.91% |
| 2 | Technology | 4.35% |
| 3 | Healthcare | 4.25% |
| 4 | Industrials | 4.06% |
| 5 | Consumer Discretionary | 3.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
726
State Street Energy Select Sector SPDR ETF
XLE
$39.8B
| $50.7M | 0.02% |
1,339,208
+588,034
| +78% | +$22M |
|
727
Synchrony
SYF
$26.2B
| $50.7M | 0.02% |
1,631,468
+1,393,474
| +586% | +$44.4M |
|
|
RHT
728
PUT
DELISTED
Red Hat Inc
RHT
| $50.7M | 0.02% |
371,800
-64,700
| -15% | -$9.26M |
|
729
CALL
Royal Caribbean
RCL
$83.1B
| $50.4M | 0.02% |
387,900
+195,000
| +101% | +$22.9M |
|
730
Domino's
DPZ
$11.7B
| $50.4M | 0.02% |
170,837
+103,845
| +155% | +$29.4M |
|
731
Hanover Insurance
THG
$7.74B
| $50.3M | 0.02% |
407,824
+53,692
| +15% | +$6.63M |
|
|
PPL
732
PPL Corp
PPL
$26.8B
| $50.3M | 0.02% |
1,719,024
-1,394,853
| -45% | -$40.8M |
|
733
First Industrial Realty Trust
FR
$8.4B
| $50.2M | 0.02% |
1,600,201
-484,915
| -23% | -$15.7M |
|
734
CALL
RH
RH
$3.46B
| $50.2M | 0.02% |
383,500
+133,000
| +53% | +$18.7M |
|
735
PUT
CVS Health
CVS
$121B
| $50.2M | 0.02% |
637,800
-505,800
| -44% | -$36.2M |
|
|
736
PUT
Royal Caribbean
RCL
$83.1B
| $50.1M | 0.02% |
385,800
+182,400
| +90% | +$21.4M |
|
737
Magna International
MGA
$18.7B
| $50.1M | 0.02% |
953,699
+886,740
| +1,324% | +$49.8M |
|
738
PUT
Transocean
RIG
$6.36B
| $50M | 0.02% |
3,586,100
+892,000
| +33% | +$11.1M |
|
739
United Parcel Service
UPS
$89.7B
| $49.9M | 0.02% |
427,318
+125,839
| +42% | +$14.8M |
|
740
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
| $49.9M | 0.02% |
924,500
-233,500
| -20% | -$12.5M |
|
741
PUT
W.W. Grainger
GWW
$61.9B
| $49.8M | 0.02% |
139,200
+20,900
| +18% | +$7.19M |
|
742
PUT
DuPont de Nemours
DD
$19.4B
| $49.7M | 0.02% |
304,967
+71,592
| +31% | +$12.3M |
|
|
SPLK
743
CALL
DELISTED
Splunk Inc
SPLK
| $49.7M | 0.02% |
410,700
+116,400
| +40% | +$12.9M |
|
744
CALL
Kraft Heinz
KHC
$29.9B
| $49.6M | 0.02% |
899,800
+88,500
| +11% | +$5.29M |
|
745
Zoetis
ZTS
$30.9B
| $49.4M | 0.02% |
539,965
+220,861
| +69% | +$19.6M |
|
746
CALL
Mohawk Industries
MHK
$9.45B
| $49.4M | 0.02% |
281,900
+252,800
| +869% | +$49.6M |
|
747
Vornado Realty Trust
VNO
$7.43B
| $49.4M | 0.02% |
676,384
+150,299
| +29% | +$11.1M |
|
748
CALL
Southwest Airlines
LUV
$22.1B
| $49.3M | 0.02% |
789,500
+322,100
| +69% | +$18.8M |
|
749
PUT
Delta Air Lines
DAL
$60.2B
| $49.3M | 0.02% |
851,800
-1,167,800
| -58% | -$64.3M |
|
750
CALL
Expedia Group
EXPE
$39.4B
| $49.2M | 0.02% |
377,400
+150,000
| +66% | +$19.5M |
|
Similar funds
Citadel Advisors's Q3 2018 Portfolio in Review
As of Q3 2018, Citadel Advisors held 10,190 positions worth $224B, up 10% from $203B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Citadel Advisors deployed $7.48B of net new capital in Q3 2018, opening 1,427 new positions and adding to 4,227 existing holdings. Its largest new stake was Alibaba: 1,030,311 shares worth $170M.
By sector, the portfolio is most concentrated in Financials at 5.9% of assets, down from 6.2% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was Goldman Sachs, an estimated $694M trimmed.
- Citadel Advisors's largest Q3 2018 buy was Alibaba: 1,030,311 shares worth $170M.
- Citadel Advisors added most to Morgan Stanley in Q3 2018, an estimated $798M increase.
- Citadel Advisors's biggest Q3 2018 reduction was Goldman Sachs, cutting an estimated $694M.
- Citadel Advisors fully exited XL Group Ltd. in Q3 2018, selling an estimated $207M.
- Citadel Advisors's ten largest holdings make up 25% of its $224B portfolio in Q3 2018.
- Citadel Advisors opened 1,427 new positions and closed 1,044 in Q3 2018.
- Citadel Advisors's portfolio value rose 10% quarter-over-quarter to $224B.
Based on Citadel Advisors's 13F filing for Q3 2018, filed 13 Nov 2018.