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 |
Meta Platforms (Facebook)
META
|
+$772M |
| 2 |
Eli Lilly
LLY
|
+$337M |
| 3 |
lululemon athletica
LULU
|
+$301M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$297M |
| 5 |
ResMed
RMD
|
+$273M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$576M |
| 2 |
AT&T
T
|
+$476M |
| 3 |
PNC Financial Services
PNC
|
+$393M |
| 4 |
Fortive
FTV
|
+$389M |
| 5 |
Accenture
ACN
|
+$374M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 2.82% |
| 2 | Technology | 2.79% |
| 3 | Financials | 2.26% |
| 4 | Consumer Discretionary | 1.92% |
| 5 | Industrials | 1.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $24.3B | 6.23% |
64,351,500
-10,036,700
| -13% | -$4.11B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $14.4B | 3.71% |
38,298,400
+8,031,600
| +27% | +$3.29B |
|
3
CALL
Tesla
TSLA
$1.31T
| $14B | 3.6% |
62,531,700
-3,238,200
| -5% | -$884M |
|
4
PUT
Invesco QQQ Trust
QQQ
$478B
| $11.7B | 3.01% |
41,877,700
+6,355,300
| +18% | +$1.97B |
|
|
5
PUT
Tesla
TSLA
$1.31T
| $11.1B | 2.84% |
49,356,900
-2,517,000
| -5% | -$687M |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$478B
| $9.03B | 2.32% |
32,201,900
+12,061,800
| +60% | +$3.74B |
|
7
CALL
Amazon
AMZN
$2.94T
| $7.02B | 1.8% |
66,080,400
-13,307,600
| -17% | -$1.67B |
|
8
CALL
Alphabet (Google) Class A
GOOGL
$4.2T
| $6.92B | 1.78% |
63,508,000
-5,664,000
| -8% | -$667M |
|
9
CALL
Apple
AAPL
$4.45T
| $6.08B | 1.56% |
44,453,500
+8,615,400
| +24% | +$1.3B |
|
10
CALL
Microsoft
MSFT
$3.74T
| $5.33B | 1.37% |
20,762,900
+6,179,300
| +42% | +$1.68B |
|
|
11
PUT
Amazon
AMZN
$2.94T
| $5.06B | 1.3% |
47,600,900
-32,889,100
| -41% | -$4.12B |
|
12
PUT
iShares Russell 2000 ETF
IWM
$81.8B
| $4.46B | 1.14% |
26,320,400
+7,146,200
| +37% | +$1.32B |
|
|
13
PUT
Alphabet (Google) Class A
GOOGL
$4.2T
| $4.32B | 1.11% |
39,630,000
-21,266,000
| -35% | -$2.5B |
|
|
14
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $3.85B | 0.99% |
52,256,700
+14,277,200
| +38% | +$1.11B |
|
|
15
PUT
Alphabet (Google) Class C
GOOG
$4.19T
| $3.44B | 0.88% |
31,424,000
-3,748,000
| -11% | -$443M |
|
|
16
CALL
Alphabet (Google) Class C
GOOG
$4.19T
| $3.4B | 0.87% |
31,062,000
-2,506,000
| -7% | -$296M |
|
|
17
CALL
Meta Platforms (Facebook)
META
$1.53T
| $3.36B | 0.86% |
20,833,000
-901,500
| -4% | -$174M |
|
|
18
PUT
Apple
AAPL
$4.45T
| $3.19B | 0.82% |
23,298,400
-1,470,300
| -6% | -$223M |
|
|
19
PUT
Microsoft
MSFT
$3.74T
| $3.01B | 0.77% |
11,709,900
-1,554,100
| -12% | -$422M |
|
20
PUT
NVIDIA
NVDA
$5.27T
| $2.69B | 0.69% |
177,185,000
+26,138,000
| +17% | +$493M |
|
|
21
CALL
NVIDIA
NVDA
$5.27T
| $2.55B | 0.65% |
168,052,000
+25,939,000
| +18% | +$490M |
|
|
22
CALL
iShares Russell 2000 ETF
IWM
$81.8B
| $2.49B | 0.64% |
14,719,200
+6,723,400
| +84% | +$1.24B |
|
|
23
PUT
Meta Platforms (Facebook)
META
$1.53T
| $1.89B | 0.49% |
11,749,200
-366,800
| -3% | -$70.8M |
|
24
CALL
Alibaba
BABA
$306B
| $1.5B | 0.39% |
13,204,900
-119,700
| -0.9% | -$11.7M |
|
25
PUT
Advanced Micro Devices
AMD
$774B
| $1.36B | 0.35% |
17,787,236
+2,506,476
| +16% | +$235M |
|
Similar funds
Citadel Advisors's Q2 2022 Portfolio in Review
As of Q2 2022, Citadel Advisors held 14,957 positions worth $390B, down 20% from $484B the previous quarter. Its ten largest holdings account for 28% of the portfolio.
Citadel Advisors's Q2 2022 filing shows 1,520 new, 5,503 increased, 5,522 reduced and 2,191 closed positions. Its largest new stake was ResMed: 1,280,595 shares worth $268M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $576M.
By sector, the portfolio is most concentrated in Healthcare at 2.8% of assets, up from 2.4% a quarter earlier, followed by Technology and Financials.
- Citadel Advisors's largest Q2 2022 buy was ResMed: 1,280,595 shares worth $268M.
- Citadel Advisors added most to Meta Platforms (Facebook) in Q2 2022, an estimated $772M increase.
- Citadel Advisors's biggest Q2 2022 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $576M.
- Citadel Advisors fully exited Vanguard Morningstar Small-Cap ETF in Q2 2022, selling an estimated $184M.
- Citadel Advisors's ten largest holdings make up 28% of its $390B portfolio in Q2 2022.
- Citadel Advisors opened 1,520 new positions and closed 2,191 in Q2 2022.
- Citadel Advisors's portfolio value fell 20% quarter-over-quarter to $390B.
Based on Citadel Advisors's 13F filing for Q2 2022, filed 15 Aug 2022.