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 |
Applied Materials
AMAT
|
+$346M |
| 2 |
Broadcom
AVGO
|
+$326M |
| 3 |
Boeing
BA
|
+$263M |
| 4 |
Capital One
COF
|
+$258M |
| 5 |
Occidental Petroleum
OXY
|
+$257M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$550M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$549M |
| 3 |
Apple
AAPL
|
+$506M |
| 4 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$296M |
| 5 |
CSX Corp
CSX
|
+$257M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 7.15% |
| 2 | Financials | 5.56% |
| 3 | Consumer Discretionary | 5.28% |
| 4 | Industrials | 4.73% |
| 5 | Healthcare | 4.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
Arch Capital
ACGL
$33.8B
| $195M | 0.17% |
6,264,045
+5,843,073
| +1,388% | +$185M |
|
77
PUT
Chipotle Mexican Grill
CMG
$43.7B
| $193M | 0.16% |
23,245,000
+5,385,000
| +30% | +$50M |
|
78
CALL
Citigroup
C
$231B
| $193M | 0.16% |
2,881,900
+602,700
| +26% | +$37M |
|
|
ATVI
79
DELISTED
Activision Blizzard
ATVI
| $192M | 0.16% |
3,333,196
-3,392,773
| -50% | -$187M |
|
80
Kraft Heinz
KHC
$30.5B
| $190M | 0.16% |
2,213,768
+254,816
| +13% | +$23.1M |
|
81
T-Mobile US
TMUS
$186B
| $188M | 0.16% |
3,108,989
-2,831,637
| -48% | -$184M |
|
82
PUT
Baidu
BIDU
$37.7B
| $188M | 0.16% |
1,052,600
+665,600
| +172% | +$121M |
|
83
PUT
Bank of America
BAC
$442B
| $187M | 0.16% |
7,715,900
-2,077,100
| -21% | -$48.4M |
|
84
EOG Resources
EOG
$71.5B
| $187M | 0.16% |
2,062,927
+735,286
| +55% | +$67.7M |
|
85
PUT
Netflix
NFLX
$309B
| $186M | 0.16% |
12,416,000
+3,871,000
| +45% | +$59.6M |
|
|
WRK
86
DELISTED
WestRock Company
WRK
| $185M | 0.16% |
3,269,106
+371,232
| +13% | +$20.1M |
|
87
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
| $184M | 0.16% |
1,473,300
+463,400
| +46% | +$57.3M |
|
88
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $184M | 0.16% |
2,083,400
+1,622,600
| +352% | +$143M |
|
89
Illumina
ILMN
$30.2B
| $183M | 0.15% |
1,082,442
+695,962
| +180% | +$120M |
|
90
CALL
Microsoft
MSFT
$3.62T
| $182M | 0.15% |
2,644,600
+601,500
| +29% | +$41.3M |
|
|
91
PUT
Citigroup
C
$231B
| $180M | 0.15% |
2,692,800
-151,200
| -5% | -$9.27M |
|
92
TechnipFMC
FTI
$27.2B
| $179M | 0.15% |
8,827,635
+1,102,304
| +14% | +$24.9M |
|
|
93
PUT
Walt Disney
DIS
$177B
| $179M | 0.15% |
1,681,200
+122,000
| +8% | +$13.4M |
|
|
94
PUT
Microsoft
MSFT
$3.62T
| $178M | 0.15% |
2,580,900
+959,900
| +59% | +$65.9M |
|
95
PUT
Costco
COST
$418B
| $176M | 0.15% |
1,097,500
+630,300
| +135% | +$109M |
|
96
Progressive
PGR
$124B
| $171M | 0.15% |
3,882,882
+773,234
| +25% | +$32.1M |
|
|
AET
97
DELISTED
Aetna Inc
AET
| $171M | 0.14% |
1,123,950
-352,282
| -24% | -$49.8M |
|
98
Mohawk Industries
MHK
$9.19B
| $170M | 0.14% |
704,952
-271,977
| -28% | -$64.2M |
|
|
99
PUT
Boeing
BA
$190B
| $169M | 0.14% |
855,800
+67,800
| +9% | +$12.6M |
|
100
NXP Semiconductors
NXPI
$58.3B
| $169M | 0.14% |
1,543,832
-52,892
| -3% | -$5.67M |
|
Similar funds
Citadel Advisors's Q2 2017 Portfolio in Review
As of Q2 2017, Citadel Advisors held 8,702 positions worth $118B, up 7.8% from $109B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
Citadel Advisors's Q2 2017 filing shows 1,333 new, 3,126 increased, 2,721 reduced and 1,293 closed positions. Its largest new stake was Equity Residential: 2,436,064 shares worth $160M. The largest sale was Walt Disney, an estimated $550M.
By sector, the portfolio is most concentrated in Technology at 7.1% of assets, up from 7.1% a quarter earlier, followed by Financials and Consumer Discretionary.
- Citadel Advisors's largest Q2 2017 buy was Equity Residential: 2,436,064 shares worth $160M.
- Citadel Advisors added most to Applied Materials in Q2 2017, an estimated $346M increase.
- Citadel Advisors's biggest Q2 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $549M.
- Citadel Advisors fully exited Walt Disney in Q2 2017, selling an estimated $550M.
- Citadel Advisors's ten largest holdings make up 17% of its $118B portfolio in Q2 2017.
- Citadel Advisors opened 1,333 new positions and closed 1,293 in Q2 2017.
- Citadel Advisors's portfolio value rose 7.8% quarter-over-quarter to $118B.
Based on Citadel Advisors's 13F filing for Q2 2017, filed 11 Aug 2017.