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 | |
|---|---|---|---|---|---|---|
201
PUT
iShares MSCI Brazil ETF
EWZ
$9.22B
| $116M | 0.09% |
2,783,200
+356,300
| +15% | +$13.9M |
|
|
202
PUT
Micron Technology
MU
$937B
| $115M | 0.09% |
2,934,500
-338,900
| -10% | -$10.7M |
|
203
PUT
IBM
IBM
$213B
| $114M | 0.09% |
824,457
-26,359
| -3% | -$3.67M |
|
|
ESRX
204
DELISTED
Express Scripts Holding Company
ESRX
| $114M | 0.09% |
1,796,433
+43,738
| +2% | +$2.72M |
|
205
DaVita
DVA
$15B
| $113M | 0.09% |
1,909,914
+1,814,805
| +1,908% | +$109M |
|
206
Dell
DELL
$277B
| $113M | 0.09% |
5,233,000
-2,115,729
| -29% | -$40.8M |
|
207
Patterson-UTI
PTEN
$3.9B
| $113M | 0.09% |
5,381,671
-1,504,621
| -22% | -$27.7M |
|
|
CLVS
208
DELISTED
Clovis Oncology, Inc.
CLVS
| $112M | 0.09% |
1,354,828
+533,011
| +65% | +$42.3M |
|
209
PUT
Adobe
ADBE
$99.9B
| $111M | 0.09% |
747,400
+283,700
| +61% | +$42.3M |
|
210
CALL
Costco
COST
$423B
| $111M | 0.08% |
673,300
+900
| +0.1% | +$141K |
|
211
Cinemark Holdings
CNK
$4.39B
| $110M | 0.08% |
3,038,653
+2,710,004
| +825% | +$98.3M |
|
212
PUT
Chevron
CVX
$385B
| $110M | 0.08% |
934,900
-589,200
| -39% | -$64.3M |
|
|
CY
213
DELISTED
Cypress Semiconductor
CY
| $110M | 0.08% |
7,311,757
-1,681,669
| -19% | -$23.5M |
|
214
PUT
Home Depot
HD
$339B
| $110M | 0.08% |
670,200
+78,400
| +13% | +$12M |
|
|
MON
215
DELISTED
Monsanto Co
MON
| $109M | 0.08% |
913,510
+245,323
| +37% | +$28.9M |
|
216
Bunge Global
BG
$20.2B
| $109M | 0.08% |
1,575,214
+768,454
| +95% | +$58.2M |
|
217
PUT
iShares Biotechnology ETF
IBB
$9.18B
| $109M | 0.08% |
978,000
-322,200
| -25% | -$34.4M |
|
218
Baker Hughes
BKR
$60.4B
| $108M | 0.08% |
+2,949,418
| New | +$105M |
|
219
Booz Allen Hamilton
BAH
$8.56B
| $108M | 0.08% |
2,877,330
+1,571,542
| +120% | +$54M |
|
220
PUT
Verizon
VZ
$198B
| $108M | 0.08% |
2,173,300
-113,300
| -5% | -$5.33M |
|
221
CALL
United Parcel Service
UPS
$90.8B
| $107M | 0.08% |
894,900
+481,500
| +116% | +$54.7M |
|
222
CALL
Walmart Inc
WMT
$881B
| $106M | 0.08% |
4,081,200
+1,481,100
| +57% | +$38.9M |
|
223
Quanta Services
PWR
$102B
| $106M | 0.08% |
2,837,786
+908,811
| +47% | +$31.9M |
|
224
Exelon
EXC
$47B
| $106M | 0.08% |
3,942,853
+3,258,088
| +476% | +$87.1M |
|
225
CALL
Intel
INTC
$459B
| $106M | 0.08% |
2,779,900
+896,800
| +48% | +$31.9M |
|
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.