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 |
Goldman Sachs
GS
|
+$540M |
| 2 |
Citizens Financial Group
CFG
|
+$304M |
| 3 |
Analog Devices
ADI
|
+$303M |
| 4 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$293M |
| 5 |
Travelers Companies
TRV
|
+$281M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Visa
V
|
+$548M |
| 2 |
Micron Technology
MU
|
+$461M |
| 3 |
Citigroup
C
|
+$334M |
| 4 |
Broadcom
AVGO
|
+$319M |
| 5 |
AbbVie
ABBV
|
+$267M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 6.99% |
| 2 | Financials | 5.48% |
| 3 | Industrials | 4.89% |
| 4 | Consumer Discretionary | 4.88% |
| 5 | Healthcare | 4.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Coca-Cola
KO
$374B
| $98M | 0.08% |
2,176,536
+2,103,693
| +2,888% | +$95.7M |
|
252
PUT
Procter & Gamble
PG
$338B
| $97.8M | 0.08% |
1,075,400
+25,800
| +2% | +$2.35M |
|
253
AB InBev
BUD
$166B
| $97.7M | 0.08% |
819,267
+708,811
| +642% | +$83M |
|
|
AVXS
254
DELISTED
AveXis, Inc. Common Stock
AVXS
| $96.4M | 0.07% |
996,221
+33,445
| +3% | +$3.02M |
|
255
International Flavors & Fragrances
IFF
$20.6B
| $96.4M | 0.07% |
674,206
+254,581
| +61% | +$34.9M |
|
256
Lumentum
LITE
$60.7B
| $96.3M | 0.07% |
1,772,416
+1,056,440
| +148% | +$61.4M |
|
257
CALL
ExxonMobil
XOM
$643B
| $96.3M | 0.07% |
1,174,300
-273,500
| -19% | -$21.7M |
|
258
Reinsurance Group of America
RGA
$15.5B
| $96.1M | 0.07% |
688,871
+393,680
| +133% | +$53.3M |
|
|
VXX
259
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $95.9M | 0.07% |
2,447,200
+845,925
| +53% | +$39.3M |
|
|
CPN
260
DELISTED
Calpine Corporation
CPN
| $95.8M | 0.07% |
6,494,045
+6,145,056
| +1,761% | +$87.7M |
|
261
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| $95.6M | 0.07% |
2,133,000
-507,800
| -19% | -$22.4M |
|
262
CALL
iShares US Real Estate ETF
IYR
$4.67B
| $95.4M | 0.07% |
1,194,400
+632,900
| +113% | +$50.8M |
|
263
Jazz Pharmaceuticals
JAZZ
$15.8B
| $95.2M | 0.07% |
650,923
+153,361
| +31% | +$23.2M |
|
264
NRG Energy
NRG
$29.2B
| $94.7M | 0.07% |
3,700,399
+1,333,398
| +56% | +$31.5M |
|
|
CLR
265
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $94.3M | 0.07% |
2,441,255
+1,964,535
| +412% | +$66.7M |
|
|
NVRO
266
DELISTED
NEVRO CORP.
NVRO
| $93.8M | 0.07% |
1,032,585
-53,224
| -5% | -$4.56M |
|
|
AGN
267
CALL
DELISTED
Allergan plc
AGN
| $93.8M | 0.07% |
457,800
-8,700
| -2% | -$2.02M |
|
268
Agnico Eagle Mines
AEM
$74.6B
| $93.8M | 0.07% |
2,074,223
+866,473
| +72% | +$40.6M |
|
|
WRK
269
DELISTED
WestRock Company
WRK
| $93.7M | 0.07% |
1,651,406
-1,617,700
| -49% | -$92.4M |
|
270
Monster Beverage
MNST
$91.5B
| $93.5M | 0.07% |
3,383,600
+579,400
| +21% | +$15.6M |
|
271
Eagle Materials
EXP
$6.59B
| $93.1M | 0.07% |
872,162
+788,068
| +937% | +$75.2M |
|
|
272
PUT
iShares US Real Estate ETF
IYR
$4.67B
| $92.8M | 0.07% |
1,162,300
+385,000
| +50% | +$30.9M |
|
|
ETFC
273
DELISTED
E*Trade Financial Corporation
ETFC
| $92.5M | 0.07% |
2,120,639
-4,342,381
| -67% | -$176M |
|
274
Sarepta Therapeutics
SRPT
$1.68B
| $92.3M | 0.07% |
2,035,190
+1,032,421
| +103% | +$41.3M |
|
275
Mohawk Industries
MHK
$8.11B
| $92.3M | 0.07% |
372,950
-332,002
| -47% | -$82.7M |
|
Similar funds
Citadel Advisors's Q3 2017 Portfolio in Review
As of Q3 2017, Citadel Advisors held 8,628 positions worth $130B, up 10% from $118B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
Citadel Advisors's Q3 2017 filing shows 1,224 new, 3,315 increased, 2,707 reduced and 1,164 closed positions. Its largest new stake was Goldman Sachs: 2,394,331 shares worth $568M. The largest sale was Visa, an estimated $548M.
By sector, the portfolio is most concentrated in Technology at 7% of assets, down from 7.1% a quarter earlier, followed by Financials and Industrials.
- Citadel Advisors's largest Q3 2017 buy was Goldman Sachs: 2,394,331 shares worth $568M.
- Citadel Advisors added most to Citizens Financial Group in Q3 2017, an estimated $304M increase.
- Citadel Advisors's biggest Q3 2017 reduction was Visa, cutting an estimated $548M.
- Citadel Advisors fully exited Citigroup in Q3 2017, selling an estimated $334M.
- Citadel Advisors's ten largest holdings make up 17% of its $130B portfolio in Q3 2017.
- Citadel Advisors opened 1,224 new positions and closed 1,164 in Q3 2017.
- Citadel Advisors's portfolio value rose 10% quarter-over-quarter to $130B.
Based on Citadel Advisors's 13F filing for Q3 2017, filed 9 Nov 2017.