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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.16B |
| 2 |
Bank of America
BAC
|
+$855M |
| 3 |
Comcast
CMCSA
|
+$620M |
| 4 |
Amazon
AMZN
|
+$505M |
| 5 |
Micron Technology
MU
|
+$486M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$441M |
| 2 |
Palo Alto Networks
PANW
|
+$300M |
| 3 |
Verizon
VZ
|
+$286M |
| 4 |
Fidelity National Information Services
FIS
|
+$285M |
| 5 |
Stanley Black & Decker
SWK
|
+$244M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 6.22% |
| 2 | Financials | 6.16% |
| 3 | Industrials | 5.09% |
| 4 | Consumer Discretionary | 4.89% |
| 5 | Healthcare | 4.54% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
226
PUT
Comcast
CMCSA
$92.9B
| $132M | 0.08% |
3,299,000
+1,551,000
| +89% | +$58.3M |
|
227
PVH
PVH
$3.8B
| $132M | 0.08% |
961,271
+383,772
| +66% | +$50.1M |
|
228
Johnson & Johnson
JNJ
$627B
| $132M | 0.08% |
941,494
+389,810
| +71% | +$54.3M |
|
229
PUT
Walmart Inc
WMT
$917B
| $131M | 0.08% |
3,981,900
-2,071,500
| -34% | -$63.4M |
|
230
PUT
State Street Energy Select Sector SPDR ETF
XLE
$40.5B
| $131M | 0.08% |
3,625,400
-80,000
| -2% | -$2.75M |
|
231
CALL
Cisco
CSCO
$440B
| $130M | 0.08% |
3,392,600
+1,314,400
| +63% | +$47M |
|
232
Dominion Energy
D
$60.5B
| $130M | 0.08% |
1,601,356
+609,464
| +61% | +$49.4M |
|
233
Northern Trust
NTRS
$35B
| $129M | 0.08% |
1,290,828
+754,707
| +141% | +$71.9M |
|
234
CALL
Constellation Brands
STZ
$23.8B
| $129M | 0.08% |
562,600
+335,900
| +148% | +$72.6M |
|
235
PUT
General Motors
GM
$76.1B
| $128M | 0.08% |
3,122,800
+1,299,200
| +71% | +$56.4M |
|
|
236
CALL
Walmart Inc
WMT
$917B
| $128M | 0.08% |
3,874,500
-206,700
| -5% | -$6.32M |
|
237
Texas Instruments
TXN
$255B
| $127M | 0.08% |
1,217,368
-1,208,895
| -50% | -$118M |
|
238
Marriott International
MAR
$93B
| $127M | 0.08% |
934,161
+98,953
| +12% | +$12.1M |
|
239
Corpay
CPAY
$27.4B
| $126M | 0.08% |
653,727
+100,345
| +18% | +$17.6M |
|
240
PUT
Regeneron Pharmaceuticals
REGN
$82.7B
| $126M | 0.08% |
334,600
+47,400
| +17% | +$19.2M |
|
241
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.72B
| $126M | 0.08% |
845,350
-53,250
| -6% | -$7.42M |
|
242
CALL
Lowe's Companies
LOW
$122B
| $126M | 0.08% |
1,351,700
+656,600
| +94% | +$54.3M |
|
243
First Horizon
FHN
$12.4B
| $125M | 0.08% |
6,265,342
+3,562,391
| +132% | +$68.6M |
|
244
CALL
Nike
NKE
$60.4B
| $125M | 0.08% |
2,000,400
+549,500
| +38% | +$31.6M |
|
|
SCHW
245
Charles Schwab
SCHW
$192B
| $125M | 0.08% |
2,434,990
-2,248,070
| -48% | -$106M |
|
246
NiSource
NI
$20.4B
| $125M | 0.08% |
4,860,151
+1,879,557
| +63% | +$49.9M |
|
|
247
Palo Alto Networks
PANW
$313B
| $125M | 0.08% |
5,158,302
-12,332,214
| -71% | -$300M |
|
248
PUT
Starbucks
SBUX
$123B
| $124M | 0.08% |
2,162,500
+892,200
| +70% | +$50.5M |
|
249
PUT
iShares US Real Estate ETF
IYR
$4.59B
| $124M | 0.08% |
1,531,100
+368,800
| +32% | +$29.9M |
|
250
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $124M | 0.08% |
500,352
+486,906
| +3,621% | +$115M |
|
Similar funds
Citadel Advisors's Q4 2017 Portfolio in Review
As of Q4 2017, Citadel Advisors held 8,908 positions worth $164B, up 26% from $130B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
Citadel Advisors deployed $21.1B of net new capital in Q4 2017, opening 1,440 new positions and adding to 3,569 existing holdings. Its largest new stake was Celgene Corp: 3,708,916 shares worth $387M.
By sector, the portfolio is most concentrated in Technology at 6.2% of assets, down from 7.2% a quarter earlier, followed by Financials and Industrials.
On the sell side, the largest reduction was Goldman Sachs, an estimated $441M trimmed.
- Citadel Advisors's largest Q4 2017 buy was Celgene Corp: 3,708,916 shares worth $387M.
- Citadel Advisors added most to State Street SPDR S&P 500 ETF Trust in Q4 2017, an estimated $1.16B increase.
- Citadel Advisors's biggest Q4 2017 reduction was Goldman Sachs, cutting an estimated $441M.
- Citadel Advisors fully exited CR Bard Inc. in Q4 2017, selling an estimated $209M.
- Citadel Advisors's ten largest holdings make up 19% of its $164B portfolio in Q4 2017.
- Citadel Advisors opened 1,440 new positions and closed 988 in Q4 2017.
- Citadel Advisors's portfolio value rose 26% quarter-over-quarter to $164B.
Based on Citadel Advisors's 13F filing for Q4 2017, filed 9 Feb 2018.