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 | |
|---|---|---|---|---|---|---|
176
PUT
AutoZone
AZO
$48.8B
| $125M | 0.1% |
210,200
+29,300
| +16% | +$15.6M |
|
177
PUT
Nike
NKE
$63.3B
| $125M | 0.1% |
2,410,200
+583,200
| +32% | +$32.7M |
|
178
Deere & Co
DE
$163B
| $124M | 0.1% |
988,325
+261,847
| +36% | +$32.3M |
|
179
PUT
AT&T
T
$162B
| $124M | 0.1% |
4,191,254
+1,622,826
| +63% | +$46.1M |
|
180
Adobe
ADBE
$99.9B
| $123M | 0.09% |
822,273
+116,418
| +16% | +$17.4M |
|
181
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $123M | 0.09% |
898,600
+391,850
| +77% | +$49.1M |
|
182
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $123M | 0.09% |
1,380,400
-703,000
| -34% | -$62M |
|
183
State Street
STT
$50.5B
| $122M | 0.09% |
1,280,551
+1,199,418
| +1,478% | +$112M |
|
184
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $122M | 0.09% |
3,567,400
-2,671,800
| -43% | -$86.9M |
|
185
Dentsply Sirona
XRAY
$2.83B
| $122M | 0.09% |
2,039,043
+1,771,453
| +662% | +$105M |
|
186
XPO
XPO
$23.1B
| $121M | 0.09% |
5,171,351
+3,595,648
| +228% | +$75.3M |
|
187
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$202M
| $121M | 0.09% |
646,150
-184,650
| -22% | -$31M |
|
188
CALL
Regeneron Pharmaceuticals
REGN
$78.2B
| $121M | 0.09% |
270,800
+19,900
| +8% | +$9.47M |
|
189
Willis Towers Watson
WTW
$31.7B
| $121M | 0.09% |
+784,654
| New | +$117M |
|
|
VXX
190
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $121M | 0.09% |
3,085,600
+1,996,300
| +183% | +$92.7M |
|
191
Qualcomm
QCOM
$159B
| $121M | 0.09% |
2,330,571
+1,166,217
| +100% | +$61.7M |
|
192
DXC Technology
DXC
$1.78B
| $121M | 0.09% |
1,624,729
-489,324
| -23% | -$34.7M |
|
193
Suncor Energy
SU
$77.9B
| $120M | 0.09% |
3,435,367
+2,291,300
| +200% | +$73.1M |
|
194
Northrop Grumman
NOC
$77.9B
| $120M | 0.09% |
+416,340
| New | +$112M |
|
|
PF
195
DELISTED
Pinnacle Foods, Inc.
PF
| $120M | 0.09% |
2,091,659
+817,690
| +64% | +$48.5M |
|
196
Steel Dynamics
STLD
$37B
| $119M | 0.09% |
3,458,979
+2,478,874
| +253% | +$87M |
|
197
CALL
Wells Fargo
WFC
$266B
| $119M | 0.09% |
2,149,900
+218,900
| +11% | +$11.6M |
|
198
PUT
iShares China Large-Cap ETF
FXI
$4.35B
| $118M | 0.09% |
2,676,100
-428,400
| -14% | -$18.4M |
|
199
Lear
LEA
$6.27B
| $116M | 0.09% |
672,930
-1,335,657
| -66% | -$202M |
|
|
200
PUT
Broadcom
AVGO
$1.87T
| $116M | 0.09% |
4,792,000
-1,277,000
| -21% | -$31.6M |
|
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.