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 | |
|---|---|---|---|---|---|---|
201
Broadcom
AVGO
$1.85T
| $91.1M | 0.1% |
10,475,290
-3,462,030
| -25% | -$27M |
|
|
CBI
202
DELISTED
Chicago Bridge & Iron Nv
CBI
| $90.1M | 0.09% |
1,557,875
+959,680
| +160% | +$60.5M |
|
203
PUT
Mastercard
MA
$510B
| $89.2M | 0.09% |
1,206,200
+82,900
| +7% | +$6.31M |
|
204
PUT
Microsoft
MSFT
$3.35T
| $87M | 0.09% |
1,876,900
+320,600
| +21% | +$14.3M |
|
205
BioMarin Pharmaceuticals
BMRN
$11.7B
| $86.7M | 0.09% |
1,201,892
+634,138
| +112% | +$41.7M |
|
206
Liberty Media Series C
FWONK
$25.1B
| $86.6M | 0.09% |
+3,443,686
| New | +$88.1M |
|
207
PUT
iShares MSCI Australia ETF
EWA
$1.41B
| $86.4M | 0.09% |
2,198,300
+493,700
| +29% | +$13M |
|
|
VXX
208
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $85.4M | 0.09% |
171,163
+48,788
| +40% | +$22.6M |
|
209
PUT
GoPro
GPRO
$124M
| $85.4M | 0.09% |
+910,900
| New | +$46.6M |
|
210
T. Rowe Price
TROW
$25.6B
| $85.1M | 0.09% |
1,085,363
+1,006,831
| +1,282% | +$80.8M |
|
|
UCD
211
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $85M | 0.09% |
511,100
+79,025
| +18% | +$6.13M |
|
212
CALL
IBM
IBM
$209B
| $84.5M | 0.09% |
465,575
+124,265
| +36% | +$22.6M |
|
|
LNKD
213
CALL
DELISTED
LinkedIn Corporation
LNKD
| $83.9M | 0.09% |
403,700
+73,600
| +22% | +$14.7M |
|
214
PUT
WisdomTree
WT
$2.88B
| $83.3M | 0.09% |
7,320,600
+3,794,600
| +108% | +$43.2M |
|
215
Polaris
PII
$3.88B
| $83.2M | 0.09% |
555,492
+390,126
| +236% | +$56.4M |
|
216
Meritage Homes
MTH
$4.72B
| $82.8M | 0.09% |
4,665,770
-299,074
| -6% | -$6M |
|
217
PUT
Caterpillar
CAT
$373B
| $82.3M | 0.09% |
830,700
+409,300
| +97% | +$43.4M |
|
|
PHH
218
DELISTED
PHH Corporation
PHH
| $82M | 0.09% |
3,669,523
+1,515,146
| +70% | +$35.8M |
|
219
PUT
Autoliv
ALV
$9.09B
| $81.2M | 0.09% |
1,226,714
+1,213,112
| +8,919% | +$89.1M |
|
220
Navient
NAVI
$794M
| $80.8M | 0.08% |
4,561,244
+2,106,097
| +86% | +$37.1M |
|
|
TSS
221
DELISTED
Total System Services, Inc.
TSS
| $80.5M | 0.08% |
2,601,431
-225,452
| -8% | -$7.13M |
|
|
CB
222
DELISTED
CHUBB CORPORATION
CB
| $80.5M | 0.08% |
883,408
-162,890
| -16% | -$14.8M |
|
223
Eastman Chemical
EMN
$8.01B
| $80.4M | 0.08% |
993,603
+939,254
| +1,728% | +$78.4M |
|
224
Home Depot
HD
$332B
| $80M | 0.08% |
871,746
-2,223,404
| -72% | -$191M |
|
225
VF Corp
VFC
$5.87B
| $79.9M | 0.08% |
1,285,771
+709,653
| +123% | +$42.5M |
|
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.