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 | |
|---|---|---|---|---|---|---|
551
PUT
Eli Lilly
LLY
$1.06T
| $32.8M | 0.03% |
408,500
+181,400
| +80% | +$14.5M |
|
552
CALL
BP
BP
$109B
| $32.7M | 0.03% |
1,104,945
-266,224
| -19% | -$7.72M |
|
553
Occidental Petroleum
OXY
$58.1B
| $32.7M | 0.03% |
448,164
+23,798
| +6% | +$1.78M |
|
554
Northern Trust
NTRS
$34.9B
| $32.6M | 0.03% |
479,977
+400,834
| +506% | +$27.2M |
|
555
PUT
Simon Property Group
SPG
$71.5B
| $32.6M | 0.03% |
157,400
+72,100
| +85% | +$15.6M |
|
|
556
CALL
Eli Lilly
LLY
$1.06T
| $32.6M | 0.03% |
405,800
+103,500
| +34% | +$8.28M |
|
557
PUT
VanEck Gold Miners ETF
GDX
$27.7B
| $32.5M | 0.03% |
1,231,200
-1,364,800
| -53% | -$39.2M |
|
558
Whirlpool
WHR
$2.75B
| $32.2M | 0.03% |
198,536
+137,851
| +227% | +$24.4M |
|
559
PUT
Molson Coors Class B
TAP
$7.85B
| $32.1M | 0.03% |
292,100
+104,200
| +55% | +$10.6M |
|
560
Northrop Grumman
NOC
$82.3B
| $32M | 0.03% |
149,735
-403,275
| -73% | -$87.3M |
|
|
KLXI
561
DELISTED
KLX Inc.
KLXI
| $32M | 0.03% |
1,078,743
+213,809
| +25% | +$6.15M |
|
562
PUT
DuPont de Nemours
DD
$19.4B
| $32M | 0.03% |
243,839
+120,439
| +98% | +$16.1M |
|
563
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $31.9M | 0.03% |
+599,000
| New | +$32.6M |
|
564
CALL
Western Digital
WDC
$173B
| $31.8M | 0.03% |
719,712
-205,594
| -22% | -$7.75M |
|
565
PUT
Royal Caribbean
RCL
$82.9B
| $31.8M | 0.03% |
423,700
+149,600
| +55% | +$10.5M |
|
566
Reinsurance Group of America
RGA
$16.3B
| $31.7M | 0.03% |
293,896
+263,964
| +882% | +$26.9M |
|
567
AbbVie
ABBV
$441B
| $31.7M | 0.03% |
502,251
-29,138
| -5% | -$1.89M |
|
568
HCA Healthcare
HCA
$88.7B
| $31.7M | 0.03% |
418,762
+383,028
| +1,072% | +$29.3M |
|
569
CALL
Las Vegas Sands
LVS
$29.7B
| $31.6M | 0.03% |
548,900
-131,700
| -19% | -$6.79M |
|
570
Lowe's Companies
LOW
$122B
| $31.3M | 0.03% |
434,042
-166,047
| -28% | -$12.9M |
|
|
PTHN
571
DELISTED
Patheon N.V.
PTHN
| $31.2M | 0.03% |
+1,053,871
| New | +$28.9M |
|
572
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
| $31.2M | 0.03% |
285,300
-149,700
| -34% | -$16.3M |
|
|
TECD
573
DELISTED
Tech Data Corp
TECD
| $31.2M | 0.03% |
+367,789
| New | +$28.5M |
|
574
PUT
Broadcom
AVGO
$1.94T
| $31.1M | 0.03% |
1,804,000
-278,000
| -13% | -$4.65M |
|
575
CALL
United Airlines
UAL
$40.7B
| $31.1M | 0.03% |
592,700
-311,000
| -34% | -$15M |
|
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.