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 |
Invesco QQQ Trust
QQQ
|
+$293M |
| 2 |
Tyson Foods
TSN
|
+$236M |
| 3 |
JPMorgan Chase
JPM
|
+$236M |
| 4 |
Archer Daniels Midland
ADM
|
+$211M |
| 5 |
LTRPA
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
|
+$188M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$573M |
| 2 |
Apple
AAPL
|
+$465M |
| 3 |
Invesco
IVZ
|
+$235M |
| 4 |
Visa
V
|
+$219M |
| 5 |
Citigroup
C
|
+$198M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 7.67% |
| 2 | Consumer Discretionary | 7.23% |
| 3 | Energy | 7.11% |
| 4 | Healthcare | 5.3% |
| 5 | Industrials | 5.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Ross Stores
ROST
$81B
| $128M | 0.13% |
3,391,354
+3,204,848
| +1,718% | +$112M |
|
127
McDonald's
MCD
$191B
| $127M | 0.13% |
1,342,483
+901,123
| +204% | +$85.9M |
|
128
Lennar Class A
LEN
$20.2B
| $126M | 0.13% |
3,416,910
-386,251
| -10% | -$14.3M |
|
129
Oracle
ORCL
$367B
| $125M | 0.13% |
3,272,693
+2,599,514
| +386% | +$105M |
|
130
Merck
MRK
$321B
| $124M | 0.13% |
2,195,677
+1,820,768
| +486% | +$102M |
|
|
HOT
131
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $123M | 0.13% |
1,474,797
-930,314
| -39% | -$76.7M |
|
132
TechnipFMC
FTI
$27.5B
| $122M | 0.13% |
3,016,232
-2,617,133
| -46% | -$116M |
|
133
Vulcan Materials
VMC
$35.2B
| $122M | 0.13% |
2,022,325
+684,869
| +51% | +$43.2M |
|
134
PUT
iShares Morningstar Value ETF
ILCV
$1.32B
| $121M | 0.13% |
2,764,600
+2,295,800
| +490% | +$98.1M |
|
135
Packaging Corp of America
PKG
$22.2B
| $121M | 0.13% |
1,893,197
+1,185,346
| +167% | +$79.6M |
|
136
Nabors Industries
NBR
$1.22B
| $119M | 0.13% |
104,936
-77,511
| -42% | -$103M |
|
137
PUT
IBM
IBM
$209B
| $119M | 0.12% |
656,470
+80,647
| +14% | +$14.7M |
|
138
Tractor Supply
TSCO
$15.8B
| $119M | 0.12% |
9,632,875
+9,110,195
| +1,743% | +$114M |
|
139
Burlington
BURL
$23.4B
| $118M | 0.12% |
2,958,701
-2,093,318
| -41% | -$72.3M |
|
140
Humana
HUM
$44B
| $118M | 0.12% |
902,630
-77,546
| -8% | -$9.86M |
|
141
Dollar Tree
DLTR
$24.7B
| $118M | 0.12% |
2,097,258
+1,842,348
| +723% | +$102M |
|
142
Advance Auto Parts
AAP
$3.39B
| $116M | 0.12% |
893,893
-342,294
| -28% | -$44.9M |
|
143
Edison International
EIX
$30.3B
| $116M | 0.12% |
2,078,902
+749,509
| +56% | +$42.8M |
|
|
JNS
144
PUT
DELISTED
Janus Capital Group Inc
JNS
| $116M | 0.12% |
7,988,800
+5,294,500
| +197% | +$64.3M |
|
145
Popular Inc
BPOP
$11.2B
| $116M | 0.12% |
3,946,069
+315,608
| +9% | +$10.1M |
|
146
Lear
LEA
$7.33B
| $116M | 0.12% |
1,341,274
+957,240
| +249% | +$92.4M |
|
147
Lowe's Companies
LOW
$118B
| $116M | 0.12% |
2,188,034
-525,686
| -19% | -$26.6M |
|
|
148
Invesco
IVZ
$13B
| $115M | 0.12% |
2,915,970
-5,977,962
| -67% | -$235M |
|
|
ATHL
149
DELISTED
ATHLON ENERGY INC COM
ATHL
| $115M | 0.12% |
1,976,514
-1,290,455
| -40% | -$59.8M |
|
150
PUT
State Street SPDR NYSE Technology ETF
XNTK
$2.05B
| $114M | 0.12% |
3,956,800
+1,259,200
| +47% | +$61.2M |
|
Similar funds
Citadel Advisors's Q3 2014 Portfolio in Review
As of Q3 2014, Citadel Advisors held 8,903 positions worth $95.5B, up 9.4% from $87.3B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Citadel Advisors deployed $4.75B of net new capital in Q3 2014, opening 941 new positions and adding to 3,966 existing holdings. Its largest new stake was Liberty TripAdvisor Holdings, Inc. Series A: 5,382,881 shares worth $182M.
By sector, the portfolio is most concentrated in Financials at 7.7% of assets, down from 8.1% a quarter earlier, followed by Consumer Discretionary and Energy.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $573M trimmed.
- Citadel Advisors's largest Q3 2014 buy was Liberty TripAdvisor Holdings, Inc. Series A: 5,382,881 shares worth $182M.
- Citadel Advisors added most to Invesco QQQ Trust in Q3 2014, an estimated $293M increase.
- Citadel Advisors's biggest Q3 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $573M.
- Citadel Advisors fully exited INTERMUNE INC in Q3 2014, selling an estimated $52.7M.
- Citadel Advisors's ten largest holdings make up 16% of its $95.5B portfolio in Q3 2014.
- Citadel Advisors opened 941 new positions and closed 819 in Q3 2014.
- Citadel Advisors's portfolio value rose 9.4% quarter-over-quarter to $95.5B.
Based on Citadel Advisors's 13F filing for Q3 2014, filed 14 Nov 2014.