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 | |
|---|---|---|---|---|---|---|
776
Owens Corning
OC
$12.2B
| $26.3M | 0.02% |
637,800
-640,731
| -50% | -$26.3M |
|
|
SCTY
777
PUT
DELISTED
SolarCity Corporation
SCTY
| $26.3M | 0.02% |
490,700
+135,400
| +38% | +$7.89M |
|
778
PUT
lululemon athletica
LULU
$14.5B
| $26.3M | 0.02% |
402,000
-116,600
| -22% | -$7.58M |
|
|
WP
779
DELISTED
Worldpay, Inc.
WP
| $26.2M | 0.02% |
686,252
+646,432
| +1,623% | +$25.7M |
|
780
Vail Resorts
MTN
$5.21B
| $26.1M | 0.02% |
239,278
-35,197
| -13% | -$3.68M |
|
781
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $26.1M | 0.02% |
683,200
+72,000
| +12% | +$2.75M |
|
782
Xcel Energy
XEL
$48B
| $26.1M | 0.02% |
810,308
-880,764
| -52% | -$29.6M |
|
|
EMC
783
PUT
DELISTED
EMC CORPORATION
EMC
| $26.1M | 0.02% |
988,000
-378,300
| -28% | -$10.1M |
|
784
Forum Energy Technologies
FET
$882M
| $26.1M | 0.02% |
64,246
+19,471
| +43% | +$8.36M |
|
785
LyondellBasell Industries
LYB
$20.2B
| $26M | 0.02% |
251,140
-65,249
| -21% | -$6.56M |
|
786
CALL
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$108M
| $26M | 0.02% |
+564,700
| New | +$12.8M |
|
787
Sysco
SYY
$40.1B
| $26M | 0.02% |
718,989
-1,073,304
| -60% | -$40.2M |
|
|
MFRM
788
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $25.9M | 0.02% |
425,672
-397,512
| -48% | -$24.2M |
|
789
PUT
Pfizer
PFE
$154B
| $25.9M | 0.02% |
815,164
+196,150
| +32% | +$6.39M |
|
790
GSK
GSK
$104B
| $25.8M | 0.02% |
495,262
+473,448
| +2,170% | +$26.7M |
|
|
CRC
791
DELISTED
California Resources Corporation
CRC
| $25.7M | 0.02% |
424,823
-285,684
| -40% | -$23M |
|
792
Travelers Companies
TRV
$78.3B
| $25.6M | 0.02% |
265,255
+258,742
| +3,973% | +$26.5M |
|
|
793
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $25.6M | 0.02% |
670,200
+225,400
| +51% | +$8.62M |
|
|
CSH
794
PUT
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $25.5M | 0.02% |
975,300
+968,400
| +14,035% | +$25.7M |
|
|
795
CALL
Pfizer
PFE
$154B
| $25.5M | 0.02% |
802,832
+79,577
| +11% | +$2.59M |
|
|
796
PUT
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$108M
| $25.5M | 0.02% |
+554,000
| New | +$12.6M |
|
|
ESRX
797
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $25.5M | 0.02% |
286,600
-2,400
| -0.8% | -$210K |
|
798
PUT
Whirlpool
WHR
$2.75B
| $25.4M | 0.02% |
146,900
+17,200
| +13% | +$3.23M |
|
799
Allison Transmission
ALSN
$10.3B
| $25.2M | 0.02% |
861,740
-456,121
| -35% | -$14.2M |
|
800
CALL
Eli Lilly
LLY
$1.1T
| $25.2M | 0.02% |
301,900
+68,900
| +30% | +$5.25M |
|
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.