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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.38B |
| 2 |
NVIDIA
NVDA
|
+$732M |
| 3 |
Amazon
AMZN
|
+$606M |
| 4 |
Walt Disney
DIS
|
+$559M |
| 5 |
AT&T
T
|
+$466M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ATVI
Activision Blizzard
ATVI
|
+$1.41B |
| 2 |
Comcast
CMCSA
|
+$658M |
| 3 |
Boston Scientific
BSX
|
+$650M |
| 4 |
Palo Alto Networks
PANW
|
+$642M |
| 5 |
T-Mobile US
TMUS
|
+$577M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 3.81% |
| 2 | Healthcare | 2.95% |
| 3 | Financials | 2.19% |
| 4 | Consumer Discretionary | 2.15% |
| 5 | Industrials | 1.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $46.5B | 9.29% |
97,773,900
-10,527,600
| -10% | -$4.69B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $28.1B | 5.62% |
59,174,100
+9,586,100
| +19% | +$4.27B |
|
3
PUT
Invesco QQQ Trust
QQQ
$436B
| $17.1B | 3.42% |
41,757,000
-11,293,700
| -21% | -$4.29B |
|
4
CALL
Tesla
TSLA
$1.18T
| $11.6B | 2.32% |
46,673,900
-1,059,300
| -2% | -$252M |
|
|
5
CALL
Invesco QQQ Trust
QQQ
$436B
| $11B | 2.2% |
26,835,200
-18,939,600
| -41% | -$7.19B |
|
|
6
PUT
NVIDIA
NVDA
$4.6T
| $9.22B | 1.84% |
186,181,000
-32,327,000
| -15% | -$1.5B |
|
7
PUT
iShares Russell 2000 ETF
IWM
$79.1B
| $8.85B | 1.77% |
44,112,400
+1,596,800
| +4% | +$286M |
|
|
8
PUT
Tesla
TSLA
$1.18T
| $7.85B | 1.57% |
31,582,300
+1,433,800
| +5% | +$341M |
|
|
9
CALL
NVIDIA
NVDA
$4.6T
| $7.63B | 1.53% |
154,099,000
-49,783,000
| -24% | -$2.31B |
|
10
CALL
Meta Platforms (Facebook)
META
$1.49T
| $7.03B | 1.41% |
19,872,000
-1,609,100
| -7% | -$524M |
|
11
PUT
Microsoft
MSFT
$2.9T
| $6.58B | 1.31% |
17,487,600
+825,400
| +5% | +$294M |
|
|
12
CALL
iShares Russell 2000 ETF
IWM
$79.1B
| $6.16B | 1.23% |
30,687,500
+1,164,000
| +4% | +$209M |
|
|
13
CALL
Microsoft
MSFT
$2.9T
| $6.01B | 1.2% |
15,983,200
-2,408,800
| -13% | -$857M |
|
14
CALL
Apple
AAPL
$4.97T
| $5.47B | 1.09% |
28,387,600
-6,744,700
| -19% | -$1.25B |
|
|
15
PUT
Apple
AAPL
$4.97T
| $5.17B | 1.03% |
26,837,300
-4,116,400
| -13% | -$760M |
|
|
16
PUT
Meta Platforms (Facebook)
META
$1.49T
| $4.71B | 0.94% |
13,293,700
-934,700
| -7% | -$304M |
|
|
17
CALL
Amazon
AMZN
$2.44T
| $4.45B | 0.89% |
29,292,600
-4,781,300
| -14% | -$670M |
|
18
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $4.01B | 0.8% |
51,864,400
+2,886,800
| +6% | +$215M |
|
|
19
PUT
Amazon
AMZN
$2.44T
| $3.69B | 0.74% |
24,259,600
-763,300
| -3% | -$107M |
|
|
20
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $2.63B | 0.52% |
5,524,977
+3,105,016
| +128% | +$1.38B |
|
21
CALL
Alphabet (Google) Class C
GOOG
$4.11T
| $2.58B | 0.52% |
18,338,600
-2,708,300
| -13% | -$367M |
|
|
22
CALL
Alphabet (Google) Class A
GOOGL
$4.12T
| $2.51B | 0.5% |
17,934,700
-738,100
| -4% | -$99.2M |
|
23
CALL
Netflix
NFLX
$307B
| $2.36B | 0.47% |
48,469,000
+1,544,000
| +3% | +$67.4M |
|
24
PUT
Booking.com
BKNG
$156B
| $2.31B | 0.46% |
16,270,000
+2,075,000
| +15% | +$259M |
|
|
25
PUT
Alphabet (Google) Class A
GOOGL
$4.12T
| $2.25B | 0.45% |
16,130,400
-471,700
| -3% | -$63.4M |
|
Similar funds
Citadel Advisors's Q4 2023 Portfolio in Review
As of Q4 2023, Citadel Advisors held 15,795 positions worth $500B, up 7.2% from $467B the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Citadel Advisors withdrew a net $25.4B in Q4 2023, closing 1,626 positions and reducing 6,315 holdings. Its most notable exit was Activision Blizzard, an estimated $1.41B position sold in full.
By sector, the portfolio is most concentrated in Technology at 3.8% of assets, down from 3.9% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Citadel Advisors opened a new position in iShares iBoxx $ Investment Grade Corporate Bond ETF worth $129M.
- Citadel Advisors's largest Q4 2023 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,167,658 shares worth $129M.
- Citadel Advisors added most to State Street SPDR S&P 500 ETF Trust in Q4 2023, an estimated $1.38B increase.
- Citadel Advisors's biggest Q4 2023 reduction was Comcast, cutting an estimated $658M.
- Citadel Advisors fully exited Activision Blizzard in Q4 2023, selling an estimated $1.41B.
- Citadel Advisors's ten largest holdings make up 31% of its $500B portfolio in Q4 2023.
- Citadel Advisors opened 1,585 new positions and closed 1,626 in Q4 2023.
- Citadel Advisors's portfolio value rose 7.2% quarter-over-quarter to $500B.
Based on Citadel Advisors's 13F filing for Q4 2023, filed 14 Feb 2024.