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 | 5.93% |
| 2 | Technology | 4.66% |
| 3 | Healthcare | 4.45% |
| 4 | Industrials | 4.14% |
| 5 | Consumer Discretionary | 3.93% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
HMSY
1976
DELISTED
HMS Holdings Corp.
HMSY
| $10M | ﹤0.01% |
305,116
-198,783
| -39% | -$5.75M |
|
1977
CALL
Flex
FLEX
$46.6B
| $10M | ﹤0.01% |
1,012,103
+261,286
| +35% | +$2.74M |
|
1978
STMicroelectronics
STM
$48.5B
| $9.99M | ﹤0.01% |
544,989
+143,417
| +36% | +$2.97M |
|
1979
iShares US Oil & Gas Exploration & Production ETF
IEO
$595M
| $9.98M | ﹤0.01% |
131,383
+37,059
| +39% | +$2.75M |
|
|
LOXO
1980
CALL
DELISTED
Loxo Oncology, Inc
LOXO
| $9.98M | ﹤0.01% |
58,400
-40,300
| -41% | -$6.77M |
|
1981
CALL
Darden Restaurants
DRI
$25.6B
| $9.97M | ﹤0.01% |
89,700
-78,300
| -47% | -$8.82M |
|
1982
MidCap Financial Investment
MFIC
$803M
| $9.95M | ﹤0.01% |
609,875
-21,917
| -3% | -$373K |
|
1983
Xenon Pharmaceuticals
XENE
$6.03B
| $9.95M | ﹤0.01% |
+753,935
| New | +$8.74M |
|
1984
Ziff Davis
ZD
$1.9B
| $9.94M | ﹤0.01% |
137,993
+13,086
| +10% | +$958K |
|
1985
iShares US Financials ETF
IYF
$4.43B
| $9.93M | ﹤0.01% |
163,554
-35,250
| -18% | -$2.16M |
|
|
ESRX
1986
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $9.93M | ﹤0.01% |
104,500
-51,000
| -33% | -$4.35M |
|
1987
iShares MSCI ACWI ETF
ACWI
$33.6B
| $9.93M | ﹤0.01% |
+133,679
| New | +$9.78M |
|
1988
PUT
Travelers Companies
TRV
$77.2B
| $9.88M | ﹤0.01% |
76,200
+17,600
| +30% | +$2.27M |
|
1989
PUT
Thor Industries
THO
$4.11B
| $9.88M | ﹤0.01% |
118,000
+6,300
| +6% | +$603K |
|
1990
CALL
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $9.87M | ﹤0.01% |
118,800
+106,700
| +882% | +$8.88M |
|
1991
CALL
Zoetis
ZTS
$30.5B
| $9.87M | ﹤0.01% |
107,800
-8,700
| -7% | -$772K |
|
1992
PUT
Ball Corp
BALL
$16.4B
| $9.86M | ﹤0.01% |
224,200
+154,400
| +221% | +$6.28M |
|
|
MNDT
1993
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $9.86M | ﹤0.01% |
579,800
+190,400
| +49% | +$3.05M |
|
1994
PUT
Cardinal Health
CAH
$54.7B
| $9.86M | ﹤0.01% |
182,500
+39,200
| +27% | +$2.01M |
|
1995
iShares Future Exponential Technologies ETF
XT
$3.99B
| $9.83M | ﹤0.01% |
253,788
+180,353
| +246% | +$6.85M |
|
1996
Webster Financial
WBS
$12.8B
| $9.82M | ﹤0.01% |
166,592
+148,430
| +817% | +$9.65M |
|
1997
CALL
Lumentum
LITE
$82.1B
| $9.82M | ﹤0.01% |
163,800
+6,600
| +4% | +$395K |
|
|
JAG
1998
CALL
DELISTED
Jagged Peak Energy Inc.
JAG
| $9.82M | ﹤0.01% |
709,900
+607,800
| +595% | +$8.24M |
|
1999
Schwab Fundamental International Small Company Index ETF
FNDC
$3.18B
| $9.81M | ﹤0.01% |
+284,213
| New | +$9.8M |
|
2000
PUT
Raymond James Financial
RJF
$34.8B
| $9.81M | ﹤0.01% |
159,900
+103,800
| +185% | +$6.4M |
|
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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.