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 |
Sherwin-Williams
SHW
|
+$398M |
| 2 |
Visa
V
|
+$318M |
| 3 |
Salesforce
CRM
|
+$285M |
| 4 |
Charter Communications
CHTR
|
+$272M |
| 5 |
Walt Disney
DIS
|
+$221M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$412M |
| 2 |
Meta Platforms (Facebook)
META
|
+$369M |
| 3 |
Micron Technology
MU
|
+$328M |
| 4 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$266M |
| 5 |
Baxter International
BAX
|
+$249M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 5.32% |
| 2 | Financials | 4.87% |
| 3 | Consumer Discretionary | 4.75% |
| 4 | Communication Services | 3.98% |
| 5 | Healthcare | 3.76% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CDK
126
DELISTED
CDK Global, Inc.
CDK
| $116M | 0.12% |
1,945,207
+752,739
| +63% | +$43.1M |
|
127
Hilton Worldwide
HLT
$72.5B
| $115M | 0.12% |
1,414,562
+1,391,777
| +6,108% | +$102M |
|
128
Norfolk Southern
NSC
$75B
| $114M | 0.12% |
1,058,748
+501,817
| +90% | +$50.7M |
|
129
CALL
Home Depot
HD
$332B
| $114M | 0.12% |
849,500
+345,800
| +69% | +$44.6M |
|
130
CALL
iShares US Real Estate ETF
IYR
$4.69B
| $114M | 0.11% |
1,478,000
+951,800
| +181% | +$72.3M |
|
131
Leidos
LDOS
$14.1B
| $113M | 0.11% |
2,210,302
+1,558,696
| +239% | +$72.9M |
|
|
GRA
132
DELISTED
W.R. Grace & Co.
GRA
| $112M | 0.11% |
1,660,415
+806,720
| +94% | +$55.1M |
|
133
CALL
Boeing
BA
$175B
| $112M | 0.11% |
717,400
+29,000
| +4% | +$4.24M |
|
134
Texas Instruments
TXN
$255B
| $111M | 0.11% |
1,526,247
+947,927
| +164% | +$67.7M |
|
|
CSC
135
DELISTED
Computer Sciences
CSC
| $110M | 0.11% |
1,857,206
-1,818,315
| -49% | -$105M |
|
136
CALL
IBM
IBM
$209B
| $110M | 0.11% |
693,393
-68,304
| -9% | -$10.4M |
|
137
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $110M | 0.11% |
1,902,900
+679,100
| +55% | +$39.2M |
|
138
CALL
American Airlines Group
AAL
$10.2B
| $110M | 0.11% |
2,352,200
+470,800
| +25% | +$20.5M |
|
139
PUT
Bank of America
BAC
$433B
| $109M | 0.11% |
4,950,000
-1,453,500
| -23% | -$28M |
|
140
Lam Research
LRCX
$373B
| $109M | 0.11% |
10,280,860
-1,062,070
| -9% | -$10.8M |
|
141
CALL
Costco
COST
$423B
| $109M | 0.11% |
678,500
+338,400
| +100% | +$51.7M |
|
142
Wells Fargo
WFC
$258B
| $108M | 0.11% |
1,959,488
+151,520
| +8% | +$7.62M |
|
143
PUT
AT&T
T
$159B
| $108M | 0.11% |
3,355,678
-1,405,029
| -30% | -$41.5M |
|
144
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $108M | 0.11% |
902,900
+99,000
| +12% | +$12.4M |
|
145
Gen Digital
GEN
$16.3B
| $107M | 0.11% |
4,487,660
+3,517,810
| +363% | +$86.4M |
|
146
Mohawk Industries
MHK
$7.29B
| $107M | 0.11% |
535,611
-436,498
| -45% | -$85.7M |
|
|
147
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $107M | 0.11% |
897,500
+57,000
| +7% | +$7.14M |
|
148
General Dynamics
GD
$103B
| $105M | 0.11% |
608,856
-314,976
| -34% | -$51.5M |
|
149
CALL
Delta Air Lines
DAL
$58.3B
| $105M | 0.11% |
2,132,900
+402,400
| +23% | +$18.3M |
|
|
150
Bank of America
BAC
$433B
| $104M | 0.11% |
4,707,596
-6,829,450
| -59% | -$132M |
|
Similar funds
Citadel Advisors's Q4 2016 Portfolio in Review
As of Q4 2016, Citadel Advisors held 8,487 positions worth $99B, down 0.53% from $99.5B the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Citadel Advisors withdrew a net $6.44B in Q4 2016, closing 1,304 positions and reducing 2,813 holdings. Its most notable exit was Amazon, an estimated $412M position sold in full.
By sector, the portfolio is most concentrated in Technology at 5.3% of assets, down from 6.2% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Citadel Advisors opened a new position in Walt Disney worth $236M.
- Citadel Advisors's largest Q4 2016 buy was Walt Disney: 2,268,888 shares worth $236M.
- Citadel Advisors added most to Sherwin-Williams in Q4 2016, an estimated $398M increase.
- Citadel Advisors's biggest Q4 2016 reduction was Micron Technology, cutting an estimated $328M.
- Citadel Advisors fully exited Amazon in Q4 2016, selling an estimated $412M.
- Citadel Advisors's ten largest holdings make up 21% of its $99B portfolio in Q4 2016.
- Citadel Advisors opened 1,329 new positions and closed 1,304 in Q4 2016.
- Citadel Advisors's portfolio value fell 0.53% quarter-over-quarter to $99B.
Based on Citadel Advisors's 13F filing for Q4 2016, filed 10 Feb 2017.