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 | |
|---|---|---|---|---|---|---|
151
PUT
iShares MSCI EAFE ETF
EFA
$78.3B
| $140M | 0.11% |
2,041,100
-2,168,000
| -52% | -$145M |
|
152
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
| $139M | 0.11% |
1,110,800
-362,500
| -25% | -$45.6M |
|
153
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$202M
| $138M | 0.11% |
736,250
-149,950
| -17% | -$25.2M |
|
154
Amphenol
APH
$200B
| $138M | 0.11% |
6,521,648
+4,962,164
| +318% | +$97.5M |
|
155
Alibaba
BABA
$306B
| $136M | 0.1% |
788,311
-1,545,322
| -66% | -$251M |
|
156
Norfolk Southern
NSC
$75.2B
| $136M | 0.1% |
1,029,528
+1,020,164
| +10,895% | +$124M |
|
157
Bristol-Myers Squibb
BMY
$133B
| $135M | 0.1% |
2,121,807
-119,553
| -5% | -$6.98M |
|
|
AGN
158
PUT
DELISTED
Allergan plc
AGN
| $135M | 0.1% |
658,500
+77,600
| +13% | +$18M |
|
|
LOGM
159
DELISTED
LogMein, Inc.
LOGM
| $135M | 0.1% |
1,223,321
+659,981
| +117% | +$74M |
|
160
Carter's
CRI
$1.5B
| $134M | 0.1% |
1,357,340
+343,144
| +34% | +$30.6M |
|
|
CELG
161
CALL
DELISTED
Celgene Corp
CELG
| $133M | 0.1% |
910,200
-73,100
| -7% | -$9.96M |
|
162
Honeywell
HON
$77.6B
| $132M | 0.1% |
1,029,393
-258,264
| -20% | -$32M |
|
163
Alcoa
AA
$11.7B
| $131M | 0.1% |
2,808,087
-698,874
| -20% | -$27.9M |
|
164
PUT
Wells Fargo
WFC
$264B
| $130M | 0.1% |
2,354,900
+411,200
| +21% | +$21.9M |
|
165
PUT
Gilead Sciences
GILD
$161B
| $129M | 0.1% |
1,590,000
+143,800
| +10% | +$11M |
|
166
PUT
Regeneron Pharmaceuticals
REGN
$78.3B
| $128M | 0.1% |
287,200
-40,800
| -12% | -$19.4M |
|
|
AET
167
DELISTED
Aetna Inc
AET
| $127M | 0.1% |
801,638
-322,312
| -29% | -$50.3M |
|
168
PUT
Salesforce
CRM
$153B
| $127M | 0.1% |
1,362,200
+347,100
| +34% | +$31.9M |
|
169
PUT
ExxonMobil
XOM
$641B
| $127M | 0.1% |
1,552,200
-154,200
| -9% | -$12.2M |
|
170
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $127M | 0.1% |
3,705,400
-552,000
| -13% | -$18M |
|
171
Aptiv
APTV
$12B
| $127M | 0.1% |
1,289,195
+878,468
| +214% | +$82.9M |
|
172
WEX
WEX
$6.44B
| $126M | 0.1% |
1,124,837
+87,101
| +8% | +$9.44M |
|
173
Sherwin-Williams
SHW
$85.3B
| $126M | 0.1% |
1,055,763
+372,543
| +55% | +$42.7M |
|
|
SHPG
174
DELISTED
Shire pic
SHPG
| $126M | 0.1% |
822,380
+473,841
| +136% | +$74.3M |
|
175
Puma Biotechnology
PBYI
$386M
| $125M | 0.1% |
1,046,080
+108,283
| +12% | +$10.1M |
|
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.