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 | 6.18% |
| 2 | Consumer Discretionary | 5.22% |
| 3 | Financials | 4.55% |
| 4 | Healthcare | 4.43% |
| 5 | Industrials | 4.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
PUT
ConocoPhillips
COP
$144B
| $43.3M | 0.04% |
996,600
+304,200
| +44% | +$12.6M |
|
427
Zions Bancorporation
ZION
$10.1B
| $43.3M | 0.04% |
1,396,276
+1,185,958
| +564% | +$33.7M |
|
428
Texas Roadhouse
TXRH
$13.7B
| $43.3M | 0.04% |
+1,109,095
| New | +$49.6M |
|
429
Roper Technologies
ROP
$40.4B
| $42.9M | 0.04% |
234,851
+48,469
| +26% | +$8.45M |
|
430
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $42.7M | 0.04% |
+1,123,500
| New | +$41.2M |
|
431
CALL
American Express
AXP
$224B
| $42.6M | 0.04% |
665,600
+199,600
| +43% | +$12.8M |
|
432
PUT
American Airlines Group
AAL
$9.82B
| $42.5M | 0.04% |
1,162,000
-474,900
| -29% | -$16.8M |
|
433
Corning
GLW
$107B
| $42.5M | 0.04% |
1,798,364
-949,284
| -35% | -$21.2M |
|
434
CALL
iShares US Real Estate ETF
IYR
$4.75B
| $42.4M | 0.04% |
+526,200
| New | +$43.6M |
|
|
MIK
435
DELISTED
Michaels Stores, Inc
MIK
| $42.2M | 0.04% |
1,744,890
+1,732,222
| +13,674% | +$44.3M |
|
|
BUFF
436
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $42.2M | 0.04% |
1,774,099
-671,041
| -27% | -$17M |
|
437
Kimberly-Clark
KMB
$37.6B
| $42.1M | 0.04% |
+334,129
| New | +$43.2M |
|
438
CALL
Texas Instruments
TXN
$248B
| $42.1M | 0.04% |
599,400
+243,200
| +68% | +$16.6M |
|
439
CALL
iShares Silver Trust
SLV
$27.7B
| $42M | 0.04% |
2,306,500
-144,400
| -6% | -$2.69M |
|
|
440
CALL
Micron Technology
MU
$835B
| $41.9M | 0.04% |
2,356,700
+118,000
| +5% | +$1.8M |
|
441
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
| $41.8M | 0.04% |
+630,800
| New | +$39M |
|
442
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $41.8M | 0.04% |
+706,800
| New | +$41M |
|
|
WPX
443
DELISTED
WPX Energy, Inc.
WPX
| $41.7M | 0.04% |
3,160,493
+2,037,817
| +182% | +$22.6M |
|
444
Verisk Analytics
VRSK
$27.9B
| $41.6M | 0.04% |
511,309
+66,572
| +15% | +$5.51M |
|
|
DATA
445
DELISTED
Tableau Software, Inc.
DATA
| $41.4M | 0.04% |
748,912
+522,019
| +230% | +$28.7M |
|
446
PUT
Mastercard
MA
$498B
| $41.3M | 0.04% |
406,100
+51,700
| +15% | +$4.96M |
|
|
WBA
447
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $41.3M | 0.04% |
512,600
+96,100
| +23% | +$7.84M |
|
|
MIC
448
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $41.2M | 0.04% |
494,857
+133,422
| +37% | +$10.6M |
|
|
LNKD
449
CALL
DELISTED
LinkedIn Corporation
LNKD
| $41M | 0.04% |
214,400
-217,200
| -50% | -$41.6M |
|
|
VIAB
450
DELISTED
Viacom Inc. Class B
VIAB
| $40.9M | 0.04% |
1,072,974
-947,661
| -47% | -$39.3M |
|
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, 2,795 increased, 2,486 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 6.2% of assets, down from 6.3% a quarter earlier, followed by Consumer Discretionary and Financials.
- 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.