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 | |
|---|---|---|---|---|---|---|
901
PUT
Twilio
TWLO
$38.3B
| $37M | 0.02% |
428,400
+35,300
| +9% | +$2.58M |
|
|
BKI
902
DELISTED
Black Knight, Inc. Common Stock
BKI
| $36.9M | 0.02% |
709,933
+100,236
| +16% | +$5.38M |
|
|
HES
903
DELISTED
Hess
HES
| $36.9M | 0.02% |
515,029
-1,092,693
| -68% | -$72M |
|
904
PUT
Charter Communications
CHTR
$18.7B
| $36.9M | 0.02% |
113,100
-36,900
| -25% | -$11.3M |
|
905
Kohl's
KSS
$2.22B
| $36.8M | 0.02% |
494,251
-39,643
| -7% | -$3M |
|
|
BHVN
906
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $36.8M | 0.02% |
980,747
+129,697
| +15% | +$4.77M |
|
907
PUT
Aflac
AFL
$60.7B
| $36.8M | 0.02% |
782,100
+580,400
| +288% | +$26.6M |
|
908
Edison International
EIX
$27.2B
| $36.8M | 0.02% |
543,125
-490,784
| -47% | -$32.8M |
|
909
Oshkosh
OSK
$9.41B
| $36.6M | 0.02% |
513,963
-1,154,590
| -69% | -$83.2M |
|
910
PUT
Trip.com Group
TCOM
$28.3B
| $36.6M | 0.02% |
984,000
+64,900
| +7% | +$2.63M |
|
911
CALL
VanEck Oil Services ETF
OIH
$1.95B
| $36.6M | 0.02% |
72,595
+29,000
| +67% | +$14.6M |
|
912
CALL
Duke Energy
DUK
$97.1B
| $36.6M | 0.02% |
457,000
+94,100
| +26% | +$7.61M |
|
|
SPLK
913
DELISTED
Splunk Inc
SPLK
| $36.6M | 0.02% |
302,309
-144,341
| -32% | -$16M |
|
914
PUT
Automatic Data Processing
ADP
$110B
| $36.6M | 0.02% |
242,600
-29,200
| -11% | -$4.13M |
|
915
CALL
Ralph Lauren
RL
$23.1B
| $36.5M | 0.02% |
265,600
+84,900
| +47% | +$11.3M |
|
916
TD Synnex
SNX
$20.4B
| $36.4M | 0.02% |
859,478
+437,510
| +104% | +$21.1M |
|
917
Hewlett Packard
HPE
$79.2B
| $36.3M | 0.02% |
2,227,057
-5,452,876
| -71% | -$87.3M |
|
918
W.W. Grainger
GWW
$62.2B
| $36.2M | 0.02% |
101,373
-211,236
| -68% | -$72.7M |
|
919
Sony
SONY
$138B
| $36.2M | 0.02% |
2,986,420
+106,350
| +4% | +$1.17M |
|
|
EV
920
DELISTED
Eaton Vance Corp.
EV
| $36.2M | 0.02% |
688,821
-788,301
| -53% | -$41.8M |
|
|
I
921
PUT
DELISTED
INTELSAT S. A.
I
| $36M | 0.02% |
1,200,000
+62,900
| +6% | +$1.38M |
|
922
CALL
Corning
GLW
$137B
| $36M | 0.02% |
1,018,400
+583,800
| +134% | +$19M |
|
923
CALL
Kroger
KR
$35.1B
| $35.9M | 0.02% |
1,233,100
-639,900
| -34% | -$19M |
|
924
PUT
Dollar General
DG
$26.9B
| $35.9M | 0.02% |
328,000
+57,500
| +21% | +$5.98M |
|
925
PUT
EOG Resources
EOG
$74.2B
| $35.6M | 0.02% |
279,100
+3,300
| +1% | +$401K |
|
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.