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 |
Amazon
AMZN
|
+$1.68B |
| 2 |
Synchrony
SYF
|
+$441M |
| 3 |
Meta Platforms (Facebook)
META
|
+$370M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$349M |
| 5 |
Comcast
CMCSA
|
+$338M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AET
Aetna Inc
AET
|
+$783M |
| 2 |
Morgan Stanley
MS
|
+$518M |
| 3 |
Lowe's Companies
LOW
|
+$474M |
| 4 |
Visa
V
|
+$425M |
| 5 |
Netflix
NFLX
|
+$419M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 5.01% |
| 2 | Technology | 4.76% |
| 3 | Consumer Discretionary | 3.82% |
| 4 | Industrials | 3.81% |
| 5 | Communication Services | 3.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3201
PUT
Agilent Technologies
A
$41.9B
| $3.38M | ﹤0.01% |
50,100
-15,200
| -23% | -$1.02M |
|
3202
CALL
iShares MSCI China ETF
MCHI
$6.16B
| $3.38M | ﹤0.01% |
64,200
+33,700
| +110% | +$1.85M |
|
3203
PUT
AstraZeneca
AZN
$243B
| $3.38M | ﹤0.01% |
44,450
+13,100
| +42% | +$1.02M |
|
3204
CALL
Ovintiv
OVV
$17.4B
| $3.37M | ﹤0.01% |
116,500
+65,940
| +130% | +$2.84M |
|
3205
MKS Inc
MKSI
$21B
| $3.36M | ﹤0.01% |
52,069
-55,676
| -52% | -$4.03M |
|
|
DCH
3206
PUT
Dauch Corp
DCH
$1.6B
| $3.36M | ﹤0.01% |
302,900
-9,500
| -3% | -$127K |
|
3207
Edison International
EIX
$27.5B
| $3.36M | ﹤0.01% |
59,213
-483,912
| -89% | -$30.1M |
|
|
TTM
3208
PUT
DELISTED
Tata Motors Limited
TTM
| $3.35M | ﹤0.01% |
275,200
-261,800
| -49% | -$3.27M |
|
3209
Roku
ROKU
$23.4B
| $3.35M | ﹤0.01% |
109,355
-158,633
| -59% | -$7.48M |
|
3210
PUT
TD Synnex
SNX
$20.7B
| $3.34M | ﹤0.01% |
82,600
+19,400
| +31% | +$768K |
|
3211
CALL
CenterPoint Energy
CNP
$26.9B
| $3.34M | ﹤0.01% |
118,200
+5,500
| +5% | +$153K |
|
|
MRSH
3212
PUT
Marsh
MRSH
$89.6B
| $3.33M | ﹤0.01% |
41,800
+1,200
| +3% | +$100K |
|
3213
Encore Capital Group
ECPG
$2.2B
| $3.33M | ﹤0.01% |
141,798
-127,068
| -47% | -$3.41M |
|
|
ERUS
3214
DELISTED
iShares MSCI Russia ETF
ERUS
| $3.33M | ﹤0.01% |
108,156
+68,877
| +175% | +$2.3M |
|
|
FAZ
3215
CALL
Direxion Daily Financial Bear 3x ETF
FAZ
$84.6M
| $3.33M | ﹤0.01% |
614
+433
| +239% | +$2M |
|
3216
Autoliv
ALV
$8.94B
| $3.33M | ﹤0.01% |
47,346
+3,624
| +8% | +$294K |
|
3217
First Trust Technology AlphaDEX Fund
FXL
$2.88B
| $3.33M | ﹤0.01% |
63,272
+5,949
| +10% | +$330K |
|
|
MCRN
3218
DELISTED
Milacron Holdings Corp.
MCRN
| $3.32M | ﹤0.01% |
279,548
+227,202
| +434% | +$3.41M |
|
3219
Cable One
CABO
$196M
| $3.32M | ﹤0.01% |
4,052
-5,501
| -58% | -$4.76M |
|
3220
EastGroup Properties
EGP
$10.9B
| $3.32M | ﹤0.01% |
36,225
+33,134
| +1,072% | +$3.2M |
|
3221
PUT
ProShares VIX Mid-Term Futures ETF
VIXM
$94.3M
| $3.32M | ﹤0.01% |
124,100
+5,100
| +4% | +$124K |
|
3222
CALL
iShares MSCI ACWI ETF
ACWI
$33.6B
| $3.32M | ﹤0.01% |
51,700
+32,400
| +168% | +$2.22M |
|
3223
Invesco KBW Premium Yield Equity REIT ETF
KBWY
$309M
| $3.32M | ﹤0.01% |
122,953
+90,871
| +283% | +$2.8M |
|
3224
Independence Realty Trust
IRT
$4.01B
| $3.31M | ﹤0.01% |
360,918
-146,004
| -29% | -$1.44M |
|
3225
Rollins
ROL
$17.4B
| $3.31M | ﹤0.01% |
137,667
-500,948
| -78% | -$12.9M |
|
Similar funds
Citadel Advisors's Q4 2018 Portfolio in Review
As of Q4 2018, Citadel Advisors held 10,385 positions worth $183B, down 19% from $224B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Citadel Advisors withdrew a net $8B in Q4 2018, closing 1,371 positions and reducing 3,800 holdings. Its most notable exit was Aetna Inc, an estimated $783M position sold in full.
By sector, the portfolio is most concentrated in Financials at 5% of assets, down from 5.9% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Citadel Advisors opened a new position in Assurant worth $99.4M.
- Citadel Advisors's largest Q4 2018 buy was Assurant: 1,111,342 shares worth $99.4M.
- Citadel Advisors added most to Amazon in Q4 2018, an estimated $1.68B increase.
- Citadel Advisors's biggest Q4 2018 reduction was Morgan Stanley, cutting an estimated $518M.
- Citadel Advisors fully exited Aetna Inc in Q4 2018, selling an estimated $783M.
- Citadel Advisors's ten largest holdings make up 24% of its $183B portfolio in Q4 2018.
- Citadel Advisors opened 1,236 new positions and closed 1,371 in Q4 2018.
- Citadel Advisors's portfolio value fell 19% quarter-over-quarter to $183B.
Based on Citadel Advisors's 13F filing for Q4 2018, filed 14 Feb 2019.