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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$742M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$497M |
| 3 |
APC
Anadarko Petroleum
APC
|
+$304M |
| 4 |
Micron Technology
MU
|
+$293M |
| 5 |
Costco
COST
|
+$260M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Fidelity National Information Services
FIS
|
+$391M |
| 2 |
Charter Communications
CHTR
|
+$346M |
| 3 |
Boston Scientific
BSX
|
+$235M |
| 4 |
DFS
Discover Financial Services
DFS
|
+$234M |
| 5 |
Dollar Tree
DLTR
|
+$215M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 6.62% |
| 2 | Consumer Discretionary | 5.31% |
| 3 | Healthcare | 4.79% |
| 4 | Financials | 4.64% |
| 5 | Industrials | 4.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
CALL
ConocoPhillips
COP
$153B
| $45.4M | 0.05% |
1,044,600
+345,800
| +49% | +$14.4M |
|
402
PUT
Altria Group
MO
$110B
| $45.2M | 0.05% |
714,700
+106,100
| +17% | +$7.05M |
|
403
First Solar
FSLR
$24.5B
| $45.1M | 0.05% |
1,141,319
+1,115,566
| +4,332% | +$46.2M |
|
404
CALL
Salesforce
CRM
$162B
| $45.1M | 0.05% |
631,600
+143,800
| +29% | +$11.2M |
|
405
Criteo S.A. Ordinary Shares
CRTO
$941M
| $45M | 0.05% |
1,281,738
+1,274,710
| +18,138% | +$50.5M |
|
406
CALL
Palo Alto Networks
PANW
$315B
| $44.9M | 0.05% |
1,692,000
+44,400
| +3% | +$1.01M |
|
407
Pacira BioSciences
PCRX
$921M
| $44.8M | 0.05% |
1,308,529
+771,927
| +144% | +$30.2M |
|
408
Marvell Technology
MRVL
$198B
| $44.8M | 0.05% |
3,372,882
+2,933,828
| +668% | +$34.4M |
|
409
Eli Lilly
LLY
$1.06T
| $44.7M | 0.04% |
556,568
-1,013,313
| -65% | -$81.1M |
|
410
SL Green Realty
SLG
$4.02B
| $44.6M | 0.04% |
426,170
+10,432
| +3% | +$1.15M |
|
411
PUT
Philip Morris
PM
$297B
| $44.5M | 0.04% |
458,100
+119,800
| +35% | +$12M |
|
412
W.W. Grainger
GWW
$62.4B
| $44.4M | 0.04% |
197,684
-489,379
| -71% | -$110M |
|
413
Conagra Brands
CAG
$7.47B
| $44.3M | 0.04% |
1,208,111
-1,460,100
| -55% | -$52.4M |
|
414
Caterpillar
CAT
$394B
| $44.2M | 0.04% |
498,208
+358,073
| +256% | +$29.3M |
|
415
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.8B
| $44.1M | 0.04% |
755,700
+347,300
| +85% | +$20.2M |
|
416
Ovintiv
OVV
$17.4B
| $44M | 0.04% |
841,132
+438,028
| +109% | +$19.7M |
|
417
CALL
Coca-Cola
KO
$378B
| $43.8M | 0.04% |
1,035,200
+76,900
| +8% | +$3.37M |
|
418
PPG Industries
PPG
$25.4B
| $43.7M | 0.04% |
+422,715
| New | +$44.4M |
|
|
MON
419
CALL
DELISTED
Monsanto Co
MON
| $43.6M | 0.04% |
426,500
+121,600
| +40% | +$12.8M |
|
420
CALL
3M
MMM
$94.7B
| $43.6M | 0.04% |
295,771
+11,721
| +4% | +$1.75M |
|
421
Terex
TEX
$7.75B
| $43.6M | 0.04% |
1,714,891
+673,607
| +65% | +$15.7M |
|
422
Coty
COTY
$2.48B
| $43.6M | 0.04% |
1,856,427
+1,245,062
| +204% | +$32.9M |
|
423
CALL
Deere & Co
DE
$165B
| $43.5M | 0.04% |
510,000
+227,800
| +81% | +$18.6M |
|
424
PUT
iShares China Large-Cap ETF
FXI
$4.17B
| $43.4M | 0.04% |
+1,141,000
| New | +$41.8M |
|
425
Kraft Heinz
KHC
$30.1B
| $43.4M | 0.04% |
484,444
+409,454
| +546% | +$36.2M |
|
Similar funds
Citadel Advisors's Q3 2016 Portfolio in Review
As of Q3 2016, Citadel Advisors held 8,433 positions worth $99.5B, up 11% from $89.7B the previous quarter. Its ten largest holdings account for 22% of the portfolio.
Citadel Advisors's Q3 2016 filing shows 1,668 new, 2,794 increased, 2,487 reduced and 1,259 closed positions. Its largest new stake was Alphabet (Google) Class A: 12,706,900 shares worth $511M. The largest sale was Fidelity National Information Services, an estimated $391M.
By sector, the portfolio is most concentrated in Technology at 6.6% of assets, down from 6.8% a quarter earlier, followed by Consumer Discretionary and Healthcare.
- Citadel Advisors's largest Q3 2016 buy was Alphabet (Google) Class A: 12,706,900 shares worth $511M.
- Citadel Advisors added most to State Street SPDR S&P 500 ETF Trust in Q3 2016, an estimated $742M increase.
- Citadel Advisors's biggest Q3 2016 reduction was Fidelity National Information Services, cutting an estimated $391M.
- Citadel Advisors fully exited Lockheed Martin in Q3 2016, selling an estimated $165M.
- Citadel Advisors's ten largest holdings make up 22% of its $99.5B portfolio in Q3 2016.
- Citadel Advisors opened 1,668 new positions and closed 1,259 in Q3 2016.
- Citadel Advisors's portfolio value rose 11% quarter-over-quarter to $99.5B.
Based on Citadel Advisors's 13F filing for Q3 2016, filed 10 Nov 2016.