量化多策略Quant multi-strategy · famous
Citadel Advisors
城堡投资
公开持仓Public holdings
13F-RS 研究可用度13F-RS research usability
46.6
覆盖coverage 75% · 置信confidence B
结论先行Answer first
前五大占12.5%，最值得继续核验的动作是增持ISHARES TRTop five represent 12.5%; increase in ISHARES TR is the clearest next diligence lead
最大可见非期权证券持仓为ISHARES TR（1.5%）；季度快照换手代理为38.4%，前十大延续率为100.0%。该机构归入“量化多策略”，13F只能解释公开的美国可报告证券多头。
The largest visible non-option security is ISHARES TR (1.5%). The quarterly snapshot turnover proxy is 38.4%, and top-ten persistence is 100.0%. The manager is classified as Quant/multi-strategy; 13F covers only visible reportable U.S. long securities.
按上季可见权重 × 股数降幅排序；完整非期权证券变化见下方。Ranked by prior visible weight × share decline; the full non-option security changes appear below.
下一步Next diligence
把增持ISHARES TR作为研究线索，结合公司基本面、估值、催化剂及13D/G核验；不要直接跟单。
Treat the increase in ISHARES TR as a research lead and verify fundamentals, valuation, catalysts and any 13D/G filings; do not copy mechanically.
CUSIP bridge · terminal event
公司行动换算与事件退出Corporate-action adjustments and event exits
下列旧证券没有被机械写成“清仓”。股票事件按权威比例恢复可比基线；现金/CVR并购没有 13F 继承证券，直接从卖出分类剔除。
These obsolete securities are not mechanically labeled as exits. Stock events use primary-source ratios to restore comparable baselines; cash/CVR mergers have no 13F successor and are excluded from sale classification.
| 生效日Effective | 上季证券Prior security | 可比证券 / 事件处置Comparable security / event treatment | 证据Evidence |
|---|---|---|---|
| 2026-04-07 | HOLOGIC INCCUSIP 436440101 · 1,090,660 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceBlackstone 与 TPG 完成收购；每股 76 美元现金加一份最高 3 美元的 CVR，证券注销，不推断为管理人主动卖出Blackstone and TPG completed the acquisition for $76 cash plus one CVR worth up to $3 per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-04-08 | AIR LEASE CORPCUSIP 00912X302 · 363,462 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceSumisho Air Lease 完成私有化；每股 65 美元现金，A 类普通股注销，不推断为管理人主动卖出Sumisho Air Lease completed the take-private for $65 cash per share; the Class A common stock was cancelled, so no manager-initiated sale is inferred |
| 2026-04-09 | SEALED AIR CORP NEWCUSIP 81211K100 · 185,173 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceCD&R 完成收购；每股 42.15 美元现金，证券注销，不推断为管理人主动卖出CD&R completed the acquisition for $42.15 cash per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-04-27 | AMICUS THERAPEUTICSCUSIP 03152W109 · 124,794 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceBioMarin 完成收购；每股 14.50 美元现金，证券注销，不推断为管理人主动卖出BioMarin completed the acquisition for $14.50 cash per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-04-28 | ARCELLX INCCUSIP 03940C100 · 21,806 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceGilead 完成收购；每股 115 美元现金加一份 5 美元 CVR，证券注销，不推断为管理人主动卖出Gilead completed the acquisition for $115 cash plus one $5 CVR per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-05-05 | TERNS PHARMACEUTICALS INCCUSIP 880881107 · 3,218,810 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceMerck 完成要约收购及合并；每股 53 美元现金，证券注销，不推断为管理人主动卖出Merck completed the tender offer and merger for $53 cash per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-05-07 | COTERRA ENERGY INCCUSIP 127097103 · 6,158,585 股shares | DEVON ENERGY CORP NEWCUSIP 25179M103换股所得 4,311,010 股 + 原有继承证券 2,018,174 股 = 可比基准 6,329,184 股；本季申报 8,870,747 股Converted 4,311,010 shares + 2,018,174 pre-existing successor shares = 6,329,184 comparable baseline shares; current filing 8,870,747 shares | 核验来源Verification sourceCoterra 与 Devon 完成全股票合并；每股 Coterra 换 0.70 股 Devon，先并入原有 Devon 基线再比较Coterra and Devon completed an all-stock merger; each Coterra share converted into 0.70 Devon shares, which are added to any existing Devon baseline before comparison |
| 2026-05-14 | TRI POINTE HOMES INCCUSIP 87265H109 · 89,011 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceSumitomo Forestry 完成收购；每股 47 美元现金，证券注销，不推断为管理人主动卖出Sumitomo Forestry completed the acquisition for $47 cash per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-05-14 | APELLIS PHARMACEUTICALS INCCUSIP 03753U106 · 38,887 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceBiogen 完成收购；每股 41 美元现金加一份最高 4 美元的 CVR，证券注销，不推断为管理人主动卖出Biogen completed the acquisition for $41 cash plus one CVR worth up to $4 per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-05-18 | SOLENO THERAPEUTICS INCCUSIP 834203309 · 386,545 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceNeurocrine 完成收购；每股 53 美元现金，证券注销，不推断为管理人主动卖出Neurocrine completed the acquisition for $53 cash per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-06-10 | MASIMO CORPCUSIP 574795100 · 281,366 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceDanaher 完成收购；每股 180 美元现金，证券注销，不推断为管理人主动卖出Danaher completed the acquisition for $180 cash per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-06-24 | CENTESSA PHARMACEUTICALS PLCCUSIP 152309100 · 598,197 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourceLilly 完成收购；每股 38 美元现金加一份最高 9 美元的 CVR，ADS 注销，不推断为管理人主动卖出Lilly completed the acquisition for $38 cash plus one CVR worth up to $9 per share; the ADS was cancelled, so no manager-initiated sale is inferred |
| 2026-06-25 | CLEARWATER ANALYTICS HLDGS ICUSIP 185123106 · 8,441,416 股shares | 现金/CVR 已结算；无 13F 继承证券。本项列入公司事件，不推断为主动卖出。Cash/CVR settled with no 13F successor security. This is recorded as a corporate event, not inferred as an active sale. | 核验来源Verification sourcePermira 与 Warburg Pincus 牵头的投资者集团完成私有化；每股 24.55 美元现金，证券注销，不推断为管理人主动卖出A Permira- and Warburg Pincus-led investor group completed the take-private for $24.55 cash per share; the security was cancelled, so no manager-initiated sale is inferred |
| 2026-05-04 | THOMSON REUTERS CORPCUSIP 884903808 · 135,969 股shares | THOMSON REUTERS CORPCUSIP 884903881权威比例基准 133,870 股；本季申报 0 股Primary-ratio baseline 133,870 shares; current filing 0 shares | 核验来源Verification source资本返还后按 0.984560:1 合股并更换 CUSIP0.984560-for-1 share consolidation after a return of capital, with a CUSIP change |
| 2026-05-07 | CARNIVAL CORPCUSIP 143658300 · 4,692,458 股shares | CARNIVAL CORP LTDCUSIP G2004J103权威比例基准 4,692,458 股；本季申报 2,204,741 股Primary-ratio baseline 4,692,458 shares; current filing 2,204,741 shares | 核验来源Verification source公司结构简化及迁册，旧股按 1:1 对应新 CUSIPCorporate simplification and redomiciliation, with old shares mapped 1:1 to the new CUSIP |
| 2026-06-24 | DUPONT DE NEMOURS INCCUSIP 26614N102 · 898,340 股shares | DUPONT DE NEMOURS INCCUSIP 26614N201权威比例基准 299,447 股；本季申报 314,084 股Primary-ratio baseline 299,447 shares; current filing 314,084 shares | 核验来源Verification source1:3 反向拆股并更换 CUSIP1-for-3 reverse stock split and CUSIP change |
| 2026-06-29 | HONEYWELL INTL INCCUSIP 438516106 · 521,906 股shares | HONEYWELL AEROSPACE INCCUSIP 43849R105权威比例基准 260,953 股；本季申报 704,545 股Primary-ratio baseline 260,953 shares; current filing 704,545 shares HONEYWELL INTL INCCUSIP 438516205权威比例基准 260,953 股；本季申报 679,171 股Primary-ratio baseline 260,953 shares; current filing 679,171 shares | 核验来源Verification source航天业务分拆，同时原公司 1:2 反向拆股并更换 CUSIPAerospace spin-off plus a 1-for-2 reverse split and CUSIP change for the remaining company |
| 2026-06-30 | MARQETA INCCUSIP 57142B104 · 3,757,985 股shares | MARQETA INCCUSIP 57142B203权威比例基准 939,496 股；本季申报 0 股Primary-ratio baseline 939,496 shares; current filing 0 shares | 核验来源Verification source1:4 反向拆股在季末收盘生效；部分13F用新CUSIP但仍报拆股前数量，本季只桥接身份、不推断交易A 1-for-4 reverse split took effect at the quarter-end close; some 13Fs use the new CUSIP with pre-split quantities, so this quarter bridges identity without inferring trading |
CIK · accession · accepted date
本季申报链Current filing chain
先展示 13F-NT 关系通知，再展示解析到的 13F-HR / HR-A。价值单位说明保留检测结果和归一化倍数。
Relationship notices appear before resolved 13F-HR / HR-A filings. Unit notes preserve the detection result and normalization multiplier.
| 法律申报人Legal filer | CIK | Form | Accession | 申报日Filed | 解析 / 单位说明Resolution / unit note |
|---|---|---|---|---|---|
| CITADEL ADVISORS LLC | CIK 0001423053 | 13F-HR | 0001104659-26-097200 | 2026-08-14 | usd_consistent_with_implied_prices |
2026-03-31 → 2026-06-30
持仓与季度变化Holdings and quarterly change
前十大可见非期权证券Top visible non-option holdings 10
| 证券Security | Put / Call | 申报价值Filed value | 权重Weight | 股数 / 标的股数Shares / underlying shares | 股数变化Share change |
|---|---|---|---|---|---|
| ISHARES TRCORE S&P500 ETF · CUSIP 464287200 | — | $13.24bn | 1.51% | 17,676,489 | 335.3% |
| AMAZON COM INCCOM · CUSIP 023135106 | — | $2.59bn | 0.30% | 10,882,003 | 34.3% |
| NVIDIA CORPORATIONCOM · CUSIP 67066G104 | — | $2.36bn | 0.27% | 11,815,467 | -36.7% |
| APPLE INCCOM · CUSIP 037833100 | — | $2.11bn | 0.24% | 7,296,076 | 39.9% |
| MICROSOFT CORPCOM · CUSIP 594918104 | — | $1.41bn | 0.16% | 3,770,405 | 42.9% |
| ELECTRONIC ARTS INCCOM · CUSIP 285512109 | — | $1.21bn | 0.14% | 5,906,884 | 103.0% |
| WARNER BROS DISCOVERY INCCOM SER A · CUSIP 934423104 | — | $1.19bn | 0.14% | 44,587,810 | 51.8% |
| ELI LILLY & COCOM · CUSIP 532457108 | — | $1.13bn | 0.13% | 945,456 | 291.1% |
| BROADCOM INCCOM · CUSIP 11135F101 | — | $1.10bn | 0.12% | 2,901,715 | -10.9% |
| ALPHABET INCCAP STK CL A · CUSIP 02079K305 | — | $1.07bn | 0.12% | 2,990,581 | 5.3% |
新建仓位New positions 10
| 证券Security | Put / Call | 申报价值Filed value | 权重Weight | 股数 / 标的股数Shares / underlying shares | 股数变化Share change |
|---|---|---|---|---|---|
| SPACE EXPLORATION TECHN CORPCLASS A COM STK · CUSIP 84615Q103 | — | $876.5m | 0.10% | 5,129,884 | — |
| CEREBRAS SYSTEMS INCCOM CL A · CUSIP 15675D103 | — | $275.8m | 0.03% | 1,248,170 | — |
| MADISON AIR SOLUTIONS CORPCOM SHS CL A · CUSIP 55658T105 | — | $251.5m | 0.03% | 6,448,221 | — |
| QUANTINUUM INCCL A COM · CUSIP 74768A104 | — | $188.0m | 0.02% | 2,299,997 | — |
| ALPHABET INCDEP SHS RP1/20 B · CUSIP 02079K602 | — | $177.9m | 0.02% | 3,550,000 | — |
| INNIO NVORDINARY SHARES · CUSIP N52A8C105 | — | $149.7m | 0.02% | 3,784,191 | — |
| ADVANCED ENERGY INDSCOM · CUSIP 007973100 | — | $144.6m | 0.02% | 387,850 | — |
| FIDELITY COVINGTON TRUSTENH MID COR ETF · CUSIP 31609A503 | — | $118.7m | 0.01% | 2,926,269 | — |
| PROCORE TECHNOLOGIES INCCOM · CUSIP 74275K108 | — | $90.9m | 0.01% | 2,237,524 | — |
| ALPHABET INCDEP SHS RP1/20 A · CUSIP 02079K404 | — | $83.3m | 0.01% | 1,650,004 | — |
增持仓位Added positions 10
| 证券Security | Put / Call | 申报价值Filed value | 权重Weight | 股数 / 标的股数Shares / underlying shares | 股数变化Share change |
|---|---|---|---|---|---|
| ISHARES TRCORE S&P500 ETF · CUSIP 464287200 | — | $13.24bn | 1.51% | 17,676,489 | 335.3% |
| ELI LILLY & COCOM · CUSIP 532457108 | — | $1.13bn | 0.13% | 945,456 | 291.1% |
| ADVANCED MICRO DEVICES INCCOM · CUSIP 007903107 | — | $929.1m | 0.11% | 1,599,430 | 154.9% |
| KLA CORPCOM NEW · CUSIP 482480100 | — | $766.7m | 0.09% | 2,541,076 | 6,607.7% |
| SEAGATE TECHNOLOGY HLDNGS PLORD SHS · CUSIP G7997R103 | — | $729.1m | 0.08% | 755,495 | 582.2% |
| ABBVIE INCCOM · CUSIP 00287Y109 | — | $797.6m | 0.09% | 3,169,783 | 546.5% |
| MONDELEZ INTL INCCL A · CUSIP 609207105 | — | $544.0m | 0.06% | 9,404,510 | 2,458.0% |
| TEXAS INSTRS INCCOM · CUSIP 882508104 | — | $612.7m | 0.07% | 2,055,598 | 459.3% |
| ABBOTT LABORATORIESCOM · CUSIP 002824100 | — | $780.1m | 0.09% | 8,597,227 | 348.7% |
| KEURIG DR PEPPER INCCOM · CUSIP 49271V100 | — | $545.4m | 0.06% | 16,662,968 | 827.4% |
减持仓位Reduced positions 10
用公司行动调整后的股数判断，按上季可见权重 × 股数降幅排序；报告权重变化不是交易量。Classified from corporate-action-adjusted shares and ranked by prior visible weight × share decline; reported weight change is not trading volume.
| 证券Security | Put / Call | 申报价值Filed value | 权重Weight | 股数 / 标的股数Shares / underlying shares | 股数变化Share change |
|---|---|---|---|---|---|
| STATE STR SPDR DOW JONES INDUT SER 1 · CUSIP 78467X109 | — | $138.1m | 0.02% | 264,408 | -92.1% |
| MICRON TECHNOLOGY INCCOM · CUSIP 595112103 | — | $693.2m | 0.08% | 600,523 | -86.9% |
| NVIDIA CORPORATIONCOM · CUSIP 67066G104 | — | $2.36bn | 0.27% | 11,815,467 | -36.7% |
| TAIWAN SEMICONDUCTOR MANUFACSPONSORED ADS · CUSIP 874039100 | — | $251.2m | 0.03% | 525,939 | -87.0% |
| MARRIOTT INTL INC NEWCL A · CUSIP 571903202 | — | $70.8m | 0.01% | 190,950 | -89.1% |
| CARDINAL HEALTH INCCOM · CUSIP 14149Y108 | — | $46.1m | 0.01% | 193,920 | -91.7% |
| ROSS STORES INCCOM · CUSIP 778296103 | — | $67.3m | 0.01% | 316,244 | -85.8% |
| INTUITIVE SURGICAL INCCOM NEW · CUSIP 46120E602 | — | $186.9m | 0.02% | 470,076 | -65.3% |
| META PLATFORMS INCCL A · CUSIP 30303M102 | — | $631.1m | 0.07% | 1,120,322 | -38.8% |
| GE AEROSPACECOM NEW · CUSIP 369604301 | — | $204.2m | 0.02% | 546,373 | -72.0% |
退出候选Apparent exits 10
仅表示排除已知公司事件后，本期未见同一可比证券；到期、退市及未知事件仍须核验。Only means the comparable security is absent after known event checks; maturities, delistings and unknown events still require review.
| 证券Security | Put / Call | 申报价值Filed value | 权重Weight | 股数 / 标的股数Shares / underlying shares | 股数变化Share change |
|---|---|---|---|---|---|
| WESTERN DIGITAL CORPNOTE 3.000%11/1 · CUSIP 958102AT2 | — | $696.7m | 0.11% | 97,265,000 | -100.0% |
| ISHARES TR7-10 YR TRSY BD · CUSIP 464287440 | — | $327.5m | 0.05% | 3,431,225 | -100.0% |
| LIVE NATION ENTERTAINMENT INNOTE 3.125% 1/1 · CUSIP 538034BA6 | — | $217.3m | 0.04% | 142,850,000 | -100.0% |
| GLOBUS MED INCCL A · CUSIP 379577208 | — | $169.4m | 0.03% | 1,966,114 | -100.0% |
| PROTAGONIST THERAPEUTICS INCCOM · CUSIP 74366E102 | — | $163.6m | 0.03% | 1,551,900 | -100.0% |
| TECHNIPFMC PLCCOM · CUSIP G87110105 | — | $104.6m | 0.02% | 1,513,157 | -100.0% |
| MIRUM PHARMACEUTICALS INCCOM · CUSIP 604749101 | — | $97.2m | 0.02% | 1,052,048 | -100.0% |
| ALIGNMENT HEALTHCARE INCCOM · CUSIP 01625V104 | — | $94.5m | 0.01% | 5,362,666 | -100.0% |
| MASTEC INCCOM · CUSIP 576323109 | — | $90.0m | 0.01% | 279,778 | -100.0% |
| COLUMBIA BKG SYS INCCOM · CUSIP 197236102 | — | $87.1m | 0.01% | 3,173,756 | -100.0% |
期权切片Options slice 10
Put/Call 股数是标的股数；13F 没有执行价、到期日、权利金或净方向。Put/call shares are underlying shares; 13F omits strike, expiry, premium and net direction.
| 证券Security | Put / Call | 申报价值Filed value | 权重Weight | 股数 / 标的股数Shares / underlying shares | 股数变化Share change |
|---|---|---|---|---|---|
| STATE STR SPDR S&P 500 ETF TTR UNIT · CUSIP 78462F103 | CALL | $35.66bn | 4.08% | 47,748,200 | 76.7% |
| INVESCO QQQ TRUNIT SER 1 · CUSIP 46090E103 | PUT | $26.55bn | 3.03% | 36,059,900 | 1.3% |
| INVESCO QQQ TRUNIT SER 1 · CUSIP 46090E103 | CALL | $23.49bn | 2.68% | 31,899,300 | 63.6% |
| STATE STR SPDR S&P 500 ETF TTR UNIT · CUSIP 78462F103 | PUT | $23.27bn | 2.66% | 31,154,800 | -16.2% |
| MICRON TECHNOLOGY INCCOM · CUSIP 595112103 | PUT | $22.25bn | 2.54% | 19,275,300 | 15.3% |
| MICRON TECHNOLOGY INCCOM · CUSIP 595112103 | CALL | $16.34bn | 1.87% | 14,155,700 | 37.2% |
| TESLA INCCOM · CUSIP 88160R101 | CALL | $13.70bn | 1.56% | 32,564,700 | -10.5% |
| NVIDIA CORPORATIONCOM · CUSIP 67066G104 | CALL | $12.19bn | 1.39% | 60,899,600 | -8.9% |
| SANDISK CORPCOM · CUSIP 80004C200 | PUT | $11.72bn | 1.34% | 5,155,949 | 109.4% |
| VANECK ETF TRUSTSEMICONDUCTR ETF · CUSIP 92189F676 | PUT | $11.57bn | 1.32% | 17,637,400 | 284.4% |
13F-RS-v1.0
评分拆解Score breakdown
| 维度Dimension | 得分Score | 相对满分Relative to max | 比例Ratio |
|---|---|---|---|
| 申报完整性Filing integrity | 15.0 / 15 | 100% | |
| 实体映射Entity mapping | 10.0 / 10 | 100% | |
| 策略适配度Strategy fit | 5.2 / 15 | 35% | |
| 集中度信息密度Concentration signal | 2.3 / 10 | 23% | |
| 高确信度可识别性Conviction identifiability | 0.9 / 15 | 6% | |
| 延续性 / 换手Persistence / turnover | 7.7 / 10 | 77% | |
| 申报时滞Filing lag | 0.0 / 10 | 0% | |
| 不可见风险Opacity risk | 5.5 / 10 | 55% | |
| 独立共识Independent consensus | 0.0 / 5 | 0% |
策略分类：量化多策略。分数衡量公开13F的研究可用度，不评价未来收益。Strategy classification: Quant multi-strategy. The score measures public-13F research usability, not future returns.
H（高确信度可识别性）当前以单仓≥2%为有限代理，尚未接入风格基准主动权重，因此该分项覆盖度只有50%。H (conviction identifiability) currently uses positions ≥2% as a limited proxy; style-benchmark active weights are not yet available, so this component has only 50% coverage.