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 | |
|---|---|---|---|---|---|---|
|
JHG
1001
DELISTED
Janus Henderson
JHG
| $31.8M | 0.01% |
1,180,904
+1,159,815
| +5,500% | +$33.8M |
|
1002
CALL
Freeport-McMoran
FCX
$93.6B
| $31.8M | 0.01% |
2,281,100
+437,700
| +24% | +$6.61M |
|
|
RDC
1003
DELISTED
Rowan Companies Plc
RDC
| $31.7M | 0.01% |
1,682,858
-2,711,434
| -62% | -$40.6M |
|
1004
A.O. Smith
AOS
$8.49B
| $31.7M | 0.01% |
593,098
+475,278
| +403% | +$27.9M |
|
1005
CALL
APA Corp
APA
$14B
| $31.6M | 0.01% |
663,400
+100,500
| +18% | +$4.52M |
|
1006
LiveRamp
RAMP
$2.31B
| $31.5M | 0.01% |
638,112
+553,152
| +651% | +$24.5M |
|
1007
Match Group
MTCH
$8.56B
| $31.4M | 0.01% |
542,092
+188,293
| +53% | +$8.82M |
|
1008
CALL
Ford
F
$55.4B
| $31.4M | 0.01% |
3,392,500
-115,000
| -3% | -$1.15M |
|
|
P
1009
DELISTED
Pandora Media Inc
P
| $31.3M | 0.01% |
3,295,839
+374,467
| +13% | +$3.15M |
|
|
AHL
1010
DELISTED
ASPEN Insurance Holding Limited
AHL
| $31.3M | 0.01% |
748,165
-388,591
| -34% | -$15.5M |
|
|
RDUS
1011
DELISTED
Radius Health, Inc.
RDUS
| $31.3M | 0.01% |
1,756,455
+571,747
| +48% | +$12.9M |
|
|
DOCU
1012
PUT
DocuSign
DOCU
$12.2B
| $31.1M | 0.01% |
592,500
+322,400
| +119% | +$18.3M |
|
1013
DaVita
DVA
$11.4B
| $31M | 0.01% |
432,992
+362,163
| +511% | +$25.6M |
|
1014
Liberty Global Class A
LBTYA
$3.58B
| $31M | 0.01% |
1,072,085
-206,182
| -16% | -$5.75M |
|
1015
PUT
T-Mobile US
TMUS
$197B
| $30.9M | 0.01% |
441,000
+13,900
| +3% | +$893K |
|
1016
Weyerhaeuser
WY
$17.9B
| $30.9M | 0.01% |
956,905
-1,106,227
| -54% | -$38.4M |
|
1017
Criteo S.A. Ordinary Shares
CRTO
$915M
| $30.8M | 0.01% |
1,343,508
-976,274
| -42% | -$27.6M |
|
|
PXD
1018
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $30.8M | 0.01% |
176,900
-68,000
| -28% | -$12.2M |
|
|
VXX
1019
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $30.7M | 0.01% |
1,151,706
+702,081
| +156% | +$21.1M |
|
1020
Archer Daniels Midland
ADM
$38.6B
| $30.7M | 0.01% |
610,403
-1,004,492
| -62% | -$49.3M |
|
1021
CALL
S&P Global
SPGI
$125B
| $30.7M | 0.01% |
157,000
+85,100
| +118% | +$17.6M |
|
1022
Newmont
NEM
$120B
| $30.7M | 0.01% |
1,015,696
-418,479
| -29% | -$14.2M |
|
1023
BorgWarner
BWA
$13.8B
| $30.7M | 0.01% |
813,942
-143,149
| -15% | -$5.63M |
|
1024
CALL
ProShares Ultra S&P500
SSO
$8.51B
| $30.6M | 0.01% |
1,920,800
+150,400
| +8% | +$2.3M |
|
1025
PUT
Herbalife
HLF
$1.28B
| $30.6M | 0.01% |
561,200
-51,600
| -8% | -$2.85M |
|
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.