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 | |
|---|---|---|---|---|---|---|
776
Teladoc Health
TDOC
$1.26B
| $21.7M | 0.02% |
+973,988
| New | +$26.3M |
|
777
PUT
Nasdaq
NDAQ
$53.3B
| $21.7M | 0.02% |
1,220,700
+29,700
| +2% | +$509K |
|
778
State Street Financial Select Sector SPDR ETF
XLF
$58.7B
| $21.7M | 0.02% |
+1,090,829
| New | +$23.1M |
|
779
CALL
Illumina
ILMN
$30.3B
| $21.7M | 0.02% |
126,752
+39,475
| +45% | +$7.98M |
|
780
PUT
ConocoPhillips
COP
$140B
| $21.7M | 0.02% |
451,600
-163,400
| -27% | -$8.31M |
|
781
Stewart Information Services
STC
$2.08B
| $21.6M | 0.02% |
528,994
-13,432
| -2% | -$533K |
|
782
Guidewire Software
GWRE
$13.3B
| $21.6M | 0.02% |
410,888
-44,622
| -10% | -$2.47M |
|
783
Agnico Eagle Mines
AEM
$82.7B
| $21.6M | 0.02% |
852,952
+340,713
| +67% | +$8.29M |
|
|
SCTY
784
CALL
DELISTED
SolarCity Corporation
SCTY
| $21.5M | 0.02% |
503,800
+235,800
| +88% | +$11.8M |
|
785
PUT
Skyworks Solutions
SWKS
$9.93B
| $21.5M | 0.02% |
255,200
-47,000
| -16% | -$4.3M |
|
786
CALL
Texas Instruments
TXN
$254B
| $21.4M | 0.02% |
432,800
+206,200
| +91% | +$10.1M |
|
|
ENH
787
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $21.4M | 0.02% |
350,299
+199,701
| +133% | +$13M |
|
788
Ambarella
AMBA
$3.49B
| $21.4M | 0.02% |
369,777
+227,442
| +160% | +$21.5M |
|
789
Steven Madden
SHOO
$3.58B
| $21.3M | 0.02% |
874,328
-174,849
| -17% | -$4.71M |
|
790
Avnet
AVT
$7.37B
| $21.3M | 0.02% |
499,295
-1,779,780
| -78% | -$74.1M |
|
|
DYAX
791
DELISTED
DYAX CORPORATION
DYAX
| $21.3M | 0.02% |
1,116,137
+483,524
| +76% | +$11.5M |
|
|
WMGI
792
DELISTED
Wright Medical Group Inc
WMGI
| $21.3M | 0.02% |
1,011,999
-141,450
| -12% | -$3.53M |
|
793
PUT
Valero Energy
VLO
$87.7B
| $21.3M | 0.02% |
353,600
+35,100
| +11% | +$2.23M |
|
|
SNDK
794
PUT
DELISTED
SANDISK CORP
SNDK
| $21.2M | 0.02% |
391,000
-100,400
| -20% | -$5.55M |
|
795
PUT
Micron Technology
MU
$1.02T
| $21.2M | 0.02% |
1,417,700
-1,885,400
| -57% | -$32.4M |
|
|
ESRX
796
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $21.2M | 0.02% |
261,500
-25,100
| -9% | -$2.19M |
|
797
PUT
United States Oil Fund
USO
$1.79B
| $21.1M | 0.02% |
180,088
-19,375
| -10% | -$2.38M |
|
798
PUT
Altria Group
MO
$113B
| $21.1M | 0.02% |
388,300
+33,500
| +9% | +$1.8M |
|
799
CALL
Phillips 66
PSX
$81.2B
| $21.1M | 0.02% |
274,900
+84,900
| +45% | +$6.75M |
|
800
Rockwell Automation
ROK
$50.3B
| $21.1M | 0.02% |
208,156
-764,188
| -79% | -$86.6M |
|
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.