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 | 4.99% |
| 2 | Technology | 4.47% |
| 3 | Consumer Discretionary | 3.8% |
| 4 | Industrials | 3.78% |
| 5 | Healthcare | 3.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
CALL
Costco
COST
$419B
| $190M | 0.1% |
933,400
+146,600
| +19% | +$32.7M |
|
127
PNC Financial Services
PNC
$101B
| $188M | 0.1% |
1,606,057
-1,690,645
| -51% | -$216M |
|
128
Devon Energy
DVN
$49.9B
| $186M | 0.1% |
8,233,394
+7,910,588
| +2,451% | +$243M |
|
129
PUT
Walt Disney
DIS
$179B
| $185M | 0.1% |
1,688,600
-56,300
| -3% | -$6.4M |
|
130
PUT
Nike
NKE
$61.3B
| $185M | 0.1% |
2,494,500
+72,800
| +3% | +$5.45M |
|
131
PUT
Advanced Micro Devices
AMD
$774B
| $184M | 0.1% |
9,977,100
-2,071,900
| -17% | -$44.8M |
|
132
Royal Caribbean
RCL
$82.1B
| $184M | 0.1% |
1,880,910
-1,325,487
| -41% | -$145M |
|
133
PUT
Bank of America
BAC
$448B
| $184M | 0.1% |
7,454,400
-7,132,600
| -49% | -$194M |
|
134
PUT
Goldman Sachs
GS
$301B
| $183M | 0.1% |
1,094,600
+23,700
| +2% | +$4.78M |
|
135
CALL
ExxonMobil
XOM
$657B
| $183M | 0.1% |
2,680,500
+137,100
| +5% | +$10.8M |
|
|
136
CALL
Comcast
CMCSA
$91B
| $183M | 0.1% |
5,367,100
-1,683,300
| -24% | -$61.5M |
|
137
PUT
PayPal
PYPL
$50.5B
| $182M | 0.1% |
2,160,600
-139,300
| -6% | -$11.6M |
|
138
Vulcan Materials
VMC
$37.3B
| $181M | 0.1% |
1,832,429
+367,990
| +25% | +$37.3M |
|
139
CALL
AT&T
T
$168B
| $180M | 0.1% |
8,367,150
+1,553,449
| +23% | +$36.2M |
|
140
CALL
IBM
IBM
$225B
| $180M | 0.1% |
1,656,550
-166,000
| -9% | -$19.9M |
|
141
PUT
Merck
MRK
$322B
| $179M | 0.1% |
2,448,652
+931,462
| +61% | +$65.8M |
|
142
State Street
STT
$51.4B
| $178M | 0.1% |
2,821,443
+1,728,351
| +158% | +$124M |
|
143
Kimberly-Clark
KMB
$36.1B
| $177M | 0.1% |
1,554,149
+1,158,457
| +293% | +$129M |
|
144
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $177M | 0.1% |
1,665,025
+467,950
| +39% | +$65.4M |
|
145
CALL
Mastercard
MA
$492B
| $176M | 0.1% |
935,400
-158,200
| -14% | -$31.4M |
|
146
Nutrien
NTR
$32.1B
| $176M | 0.1% |
3,737,505
+1,686,521
| +82% | +$88M |
|
|
VMW
147
DELISTED
VMware, Inc
VMW
| $176M | 0.1% |
1,280,968
+743,239
| +138% | +$112M |
|
148
Dollar General
DG
$26.5B
| $175M | 0.1% |
1,623,754
+1,564,183
| +2,626% | +$169M |
|
149
PUT
Intel
INTC
$493B
| $174M | 0.1% |
3,709,500
-20,700
| -0.6% | -$969K |
|
150
Emerson Electric
EMR
$91.7B
| $174M | 0.1% |
2,911,941
+1,168,837
| +67% | +$78.8M |
|
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 1,237 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.