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 |
Citigroup
C
|
+$702M |
| 2 |
Applied Materials
AMAT
|
+$507M |
| 3 |
Keurig Dr Pepper
KDP
|
+$387M |
| 4 |
KeyCorp
KEY
|
+$383M |
| 5 |
Visa
V
|
+$349M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$948M |
| 2 |
Broadcom
AVGO
|
+$446M |
| 3 |
NXP Semiconductors
NXPI
|
+$434M |
| 4 |
Analog Devices
ADI
|
+$309M |
| 5 |
Lam Research
LRCX
|
+$269M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 6.16% |
| 2 | Technology | 4.5% |
| 3 | Industrials | 4.26% |
| 4 | Consumer Discretionary | 4.07% |
| 5 | Healthcare | 3.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $167M | 0.08% |
1,959,800
+562,800
| +40% | +$48.2M |
|
202
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
| $166M | 0.08% |
1,746,100
+413,300
| +31% | +$38M |
|
|
203
PUT
Lam Research
LRCX
$320B
| $166M | 0.08% |
9,588,000
+3,198,000
| +50% | +$61.6M |
|
204
CALL
General Motors
GM
$81.8B
| $165M | 0.08% |
4,190,100
+1,142,900
| +38% | +$45M |
|
|
205
PUT
Broadcom
AVGO
$1.79T
| $165M | 0.08% |
6,795,000
-3,447,000
| -34% | -$84.5M |
|
206
CALL
Chevron
CVX
$382B
| $165M | 0.08% |
1,301,900
+208,400
| +19% | +$25.9M |
|
207
CALL
JPMorgan Chase
JPM
$930B
| $165M | 0.08% |
1,579,400
-455,000
| -22% | -$49.9M |
|
208
Knight Transportation
KNX
$11.3B
| $164M | 0.08% |
4,297,340
+947,818
| +28% | +$39M |
|
209
AT&T
T
$167B
| $164M | 0.08% |
6,762,695
+5,329,935
| +372% | +$134M |
|
210
PUT
ExxonMobil
XOM
$651B
| $164M | 0.08% |
1,976,500
+419,700
| +27% | +$33.4M |
|
211
Morgan Stanley
MS
$324B
| $161M | 0.08% |
3,397,288
-297,230
| -8% | -$15.5M |
|
|
VXX
212
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $161M | 0.08% |
4,339,300
-990,500
| -19% | -$38.3M |
|
213
AbbVie
ABBV
$471B
| $160M | 0.08% |
1,726,651
+1,345,279
| +353% | +$131M |
|
214
Jacobs Solutions
J
$16.2B
| $160M | 0.08% |
3,044,492
-1,333,677
| -30% | -$68.6M |
|
215
CALL
Nike
NKE
$63.4B
| $160M | 0.08% |
2,006,200
+454,500
| +29% | +$32M |
|
216
PUT
iShares MSCI EAFE ETF
EFA
$76.5B
| $158M | 0.08% |
2,366,700
+597,300
| +34% | +$41.9M |
|
217
CALL
Bank of America
BAC
$435B
| $158M | 0.08% |
5,620,300
-1,584,400
| -22% | -$47.3M |
|
218
CALL
Salesforce
CRM
$154B
| $156M | 0.08% |
1,146,600
-735,300
| -39% | -$93.8M |
|
219
PUT
Oracle
ORCL
$341B
| $156M | 0.08% |
3,534,600
+1,548,700
| +78% | +$71.4M |
|
220
Stryker
SYK
$134B
| $156M | 0.08% |
922,121
+680,484
| +282% | +$114M |
|
221
SLB Ltd
SLB
$73.3B
| $155M | 0.08% |
2,318,556
+1,871,993
| +419% | +$129M |
|
|
222
PUT
Morgan Stanley
MS
$324B
| $155M | 0.08% |
3,274,700
+1,661,200
| +103% | +$86.8M |
|
223
PepsiCo
PEP
$197B
| $155M | 0.08% |
1,420,040
+942,412
| +197% | +$97.3M |
|
224
Diamondback Energy
FANG
$55.8B
| $155M | 0.08% |
1,174,999
+1,079,129
| +1,126% | +$134M |
|
|
ETFC
225
DELISTED
E*Trade Financial Corporation
ETFC
| $154M | 0.08% |
2,520,844
+1,989,163
| +374% | +$123M |
|
Similar funds
Citadel Advisors's Q2 2018 Portfolio in Review
As of Q2 2018, Citadel Advisors held 9,765 positions worth $203B, up 11% from $184B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Citadel Advisors deployed $8.95B of net new capital in Q2 2018, opening 1,572 new positions and adding to 4,160 existing holdings. Its largest new stake was Equitable Holdings: 16,008,962 shares worth $330M.
By sector, the portfolio is most concentrated in Financials at 6.2% of assets, up from 4.9% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $948M trimmed.
- Citadel Advisors's largest Q2 2018 buy was Equitable Holdings: 16,008,962 shares worth $330M.
- Citadel Advisors added most to Citigroup in Q2 2018, an estimated $702M increase.
- Citadel Advisors's biggest Q2 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $948M.
- Citadel Advisors fully exited Time Warner Inc in Q2 2018, selling an estimated $268M.
- Citadel Advisors's ten largest holdings make up 24% of its $203B portfolio in Q2 2018.
- Citadel Advisors opened 1,572 new positions and closed 1,012 in Q2 2018.
- Citadel Advisors's portfolio value rose 11% quarter-over-quarter to $203B.
Based on Citadel Advisors's 13F filing for Q2 2018, filed 10 Aug 2018.