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 | |
|---|---|---|---|---|---|---|
1951
PUT
TotalEnergies
TTE
$194B
| $4.62M | ﹤0.01% |
90,700
-6,200
| -6% | -$299K |
|
1952
Invesco S&P 500 Pure Value ETF
RPV
$1.67B
| $4.62M | ﹤0.01% |
80,262
+57,364
| +251% | +$3.17M |
|
1953
CALL
Ionis Pharmaceuticals
IONS
$9.06B
| $4.61M | ﹤0.01% |
96,400
-3,200
| -3% | -$127K |
|
1954
CALL
ProShares UltraPro S&P 500
UPRO
$5.38B
| $4.6M | ﹤0.01% |
337,800
-82,200
| -20% | -$1.04M |
|
1955
CALL
Williams-Sonoma
WSM
$28.2B
| $4.6M | ﹤0.01% |
190,200
-48,600
| -20% | -$1.24M |
|
1956
iShares Global Materials ETF
MXI
$341M
| $4.6M | ﹤0.01% |
83,843
+73,466
| +708% | +$3.98M |
|
1957
iShares MSCI China ETF
MCHI
$6.31B
| $4.59M | ﹤0.01% |
105,084
+86,226
| +457% | +$4M |
|
1958
PUT
Weyerhaeuser
WY
$18.2B
| $4.59M | ﹤0.01% |
152,700
+11,300
| +8% | +$348K |
|
1959
PUT
Sarepta Therapeutics
SRPT
$1.68B
| $4.59M | ﹤0.01% |
167,400
-283,000
| -63% | -$11.4M |
|
|
JOYY
1960
CALL
JOYY Inc
JOYY
$3.73B
| $4.59M | ﹤0.01% |
116,400
-85,900
| -42% | -$4.04M |
|
|
BT
1961
DELISTED
BT Group plc (ADR)
BT
| $4.58M | ﹤0.01% |
198,966
+178,280
| +862% | +$4.12M |
|
1962
Citigroup
C
$224B
| $4.57M | ﹤0.01% |
+76,901
| New | +$4.15M |
|
1963
CALL
SL Green Realty
SLG
$3.85B
| $4.56M | ﹤0.01% |
43,800
-21,073
| -32% | -$2.14M |
|
|
AMTD
1964
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $4.55M | ﹤0.01% |
104,400
+67,800
| +185% | +$2.63M |
|
1965
Public Service Enterprise Group
PEG
$38.2B
| $4.55M | ﹤0.01% |
103,612
+88,533
| +587% | +$3.69M |
|
|
RDS.A
1966
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.54M | ﹤0.01% |
83,400
-100,900
| -55% | -$5.2M |
|
1967
CALL
ProShares UltraShort Yen
YCS
$29M
| $4.53M | ﹤0.01% |
226,000
+124,000
| +122% | +$2.19M |
|
|
FTR
1968
DELISTED
Frontier Communications Corp.
FTR
| $4.53M | ﹤0.01% |
89,435
-64,583
| -42% | -$3.54M |
|
1969
PUT
Hershey
HSY
$35.7B
| $4.53M | ﹤0.01% |
43,800
-38,800
| -47% | -$3.83M |
|
1970
PUT
Rio Tinto
RIO
$156B
| $4.51M | ﹤0.01% |
117,300
+47,800
| +69% | +$1.75M |
|
1971
Morningstar
MORN
$7.46B
| $4.51M | ﹤0.01% |
61,275
+12,903
| +27% | +$949K |
|
1972
PUT
Becton Dickinson
BDX
$46.9B
| $4.5M | ﹤0.01% |
27,880
+8,815
| +46% | +$1.46M |
|
1973
CALL
Cardinal Health
CAH
$55.2B
| $4.5M | ﹤0.01% |
62,500
+14,100
| +29% | +$1.02M |
|
1974
Corning
GLW
$126B
| $4.5M | ﹤0.01% |
185,312
-1,613,052
| -90% | -$38.3M |
|
1975
CALL
Albemarle
ALB
$14B
| $4.49M | ﹤0.01% |
52,200
-54,600
| -51% | -$4.62M |
|
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.