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 | |
|---|---|---|---|---|---|---|
1851
Vanguard FTSE Europe ETF
VGK
$31.4B
| $4.83M | ﹤0.01% |
+98,192
| New | +$5.2M |
|
|
MRO
1852
PUT
DELISTED
Marathon Oil Corporation
MRO
| $4.83M | ﹤0.01% |
313,500
-46,100
| -13% | -$875K |
|
|
SPLS
1853
CALL
DELISTED
Staples Inc
SPLS
| $4.82M | ﹤0.01% |
410,900
-1,856,700
| -82% | -$26.1M |
|
|
LLTC
1854
PUT
DELISTED
Linear Technology Corp
LLTC
| $4.82M | ﹤0.01% |
119,400
-8,100
| -6% | -$332K |
|
1855
CALL
Diamondback Energy
FANG
$52.6B
| $4.81M | ﹤0.01% |
74,400
+17,900
| +32% | +$1.22M |
|
1856
CALL
Arista Networks
ANET
$238B
| $4.8M | ﹤0.01% |
1,254,400
+576,000
| +85% | +$2.74M |
|
1857
CALL
Fidelity National Financial
FNF
$13.5B
| $4.79M | ﹤0.01% |
194,310
+127,187
| +189% | +$3.33M |
|
1858
Host Hotels & Resorts
HST
$15.9B
| $4.78M | ﹤0.01% |
+302,429
| New | +$5.66M |
|
1859
iShares Core MSCI Europe ETF
IEUR
$9.16B
| $4.78M | ﹤0.01% |
+114,830
| New | +$5.11M |
|
1860
PUT
Xerox
XRX
$424M
| $4.78M | ﹤0.01% |
186,448
+132,749
| +247% | +$3.68M |
|
|
GG.WS.A
1861
PUT
DELISTED
GOLDCORP INC SERIES A WARRANTS EXP 5/30/2007
GG.WS.A
| $4.77M | ﹤0.01% |
381,000
-31,100
| -8% | -$389K |
|
1862
PTC Therapeutics
PTCT
$6.12B
| $4.75M | ﹤0.01% |
178,124
-69,792
| -28% | -$2.99M |
|
1863
PUT
Automatic Data Processing
ADP
$108B
| $4.73M | ﹤0.01% |
58,900
+800
| +1% | +$64.1K |
|
1864
CALL
DexCom
DXCM
$32B
| $4.73M | ﹤0.01% |
220,400
+81,600
| +59% | +$1.82M |
|
1865
CALL
Allstate
ALL
$67.5B
| $4.73M | ﹤0.01% |
81,200
+49,700
| +158% | +$3.11M |
|
1866
CALL
Kraft Heinz
KHC
$30B
| $4.73M | ﹤0.01% |
+67,000
| New | +$5.06M |
|
1867
CALL
Marathon Petroleum
MPC
$83.7B
| $4.72M | ﹤0.01% |
101,900
-203,700
| -67% | -$10.5M |
|
1868
CALL
Avis
CAR
$5.01B
| $4.71M | ﹤0.01% |
107,900
-20,100
| -16% | -$872K |
|
1869
iShares TIPS Bond ETF
TIP
$14.5B
| $4.71M | ﹤0.01% |
42,512
+21,883
| +106% | +$2.44M |
|
1870
CALL
Parker-Hannifin
PH
$135B
| $4.7M | ﹤0.01% |
48,300
+30,200
| +167% | +$3.28M |
|
|
CST
1871
DELISTED
CST Brands, Inc.
CST
| $4.7M | ﹤0.01% |
139,619
-158,192
| -53% | -$5.73M |
|
1872
PUT
Expeditors International
EXPD
$23.2B
| $4.69M | ﹤0.01% |
99,700
+40,800
| +69% | +$1.93M |
|
1873
Teradyne
TER
$59.3B
| $4.69M | ﹤0.01% |
260,458
-236,312
| -48% | -$4.36M |
|
1874
Packaging Corp of America
PKG
$22.8B
| $4.68M | ﹤0.01% |
77,845
-204,281
| -72% | -$13.6M |
|
|
BETR
1875
DELISTED
Amplify Snack Brands, Inc.
BETR
| $4.66M | ﹤0.01% |
+435,285
| New | +$5.7M |
|
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.