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 | |
|---|---|---|---|---|---|---|
|
SBNY
101
DELISTED
Signature Bank
SBNY
| $184M | 0.14% |
1,434,823
+558,886
| +64% | +$73.4M |
|
102
Comcast
CMCSA
$87.2B
| $182M | 0.14% |
4,719,639
-1,053,377
| -18% | -$41.5M |
|
|
103
CALL
Citigroup
C
$222B
| $181M | 0.14% |
2,481,800
-400,100
| -14% | -$27.3M |
|
|
104
PUT
Citigroup
C
$222B
| $180M | 0.14% |
2,478,300
-214,500
| -8% | -$14.6M |
|
105
Boeing
BA
$179B
| $180M | 0.14% |
708,538
-762,575
| -52% | -$178M |
|
106
CALL
Bank of America
BAC
$436B
| $178M | 0.14% |
7,031,100
+723,800
| +11% | +$17.6M |
|
107
Cisco
CSCO
$456B
| $177M | 0.14% |
5,252,360
+4,010,498
| +323% | +$128M |
|
108
lululemon athletica
LULU
$13.7B
| $175M | 0.13% |
2,806,069
-595,412
| -18% | -$35.9M |
|
109
Mondelez International
MDLZ
$79.2B
| $174M | 0.13% |
4,286,281
-2,939,251
| -41% | -$125M |
|
110
Caterpillar
CAT
$381B
| $173M | 0.13% |
1,385,026
-754,068
| -35% | -$86.8M |
|
111
Conagra Brands
CAG
$7.05B
| $172M | 0.13% |
5,096,882
+2,166,101
| +74% | +$73.6M |
|
|
112
PUT
Bank of America
BAC
$436B
| $170M | 0.13% |
6,724,400
-991,500
| -13% | -$24.1M |
|
113
CALL
Walt Disney
DIS
$170B
| $167M | 0.13% |
1,692,100
-343,200
| -17% | -$35.3M |
|
114
CALL
AT&T
T
$161B
| $165M | 0.13% |
5,590,193
+3,256,246
| +140% | +$92.4M |
|
115
PUT
Bristol-Myers Squibb
BMY
$133B
| $165M | 0.13% |
2,584,200
+578,200
| +29% | +$33.8M |
|
116
CALL
Baidu
BIDU
$38.3B
| $164M | 0.13% |
663,700
-146,100
| -18% | -$31.9M |
|
117
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
| $164M | 0.13% |
733,200
+75,700
| +12% | +$16.6M |
|
|
KSU
118
DELISTED
Kansas City Southern
KSU
| $164M | 0.13% |
1,509,585
-366,076
| -20% | -$38.4M |
|
|
119
PUT
Goldman Sachs
GS
$301B
| $163M | 0.13% |
687,900
-301,200
| -30% | -$67.9M |
|
|
DNKN
120
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $162M | 0.12% |
3,051,107
+2,653,477
| +667% | +$141M |
|
|
121
CALL
Micron Technology
MU
$922B
| $160M | 0.12% |
4,070,700
+1,860,800
| +84% | +$58.8M |
|
122
Thermo Fisher Scientific
TMO
$214B
| $160M | 0.12% |
844,455
+700,283
| +486% | +$127M |
|
123
CALL
AutoZone
AZO
$48.9B
| $160M | 0.12% |
268,400
+45,400
| +20% | +$24.2M |
|
124
PUT
Walmart Inc
WMT
$880B
| $158M | 0.12% |
6,053,400
+2,102,700
| +53% | +$55.2M |
|
|
XEC
125
DELISTED
CIMAREX ENERGY CO
XEC
| $157M | 0.12% |
1,385,393
+987,763
| +248% | +$98.6M |
|
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.