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 | |
|---|---|---|---|---|---|---|
801
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.33B
| $20M | 0.02% |
+451,200
| New | +$21.4M |
|
802
Xcel Energy
XEL
$49.1B
| $20M | 0.02% |
485,079
+432,112
| +816% | +$18.5M |
|
803
BJ's Restaurants
BJRI
$1.48B
| $20M | 0.02% |
561,256
+177,861
| +46% | +$7.16M |
|
804
PUT
General Mills
GIS
$20.4B
| $19.9M | 0.02% |
312,200
+214,200
| +219% | +$14.9M |
|
|
ENDP
805
DELISTED
Endo International plc
ENDP
| $19.9M | 0.02% |
986,120
+690,139
| +233% | +$13.7M |
|
806
PUT
Tyson Foods
TSN
$19.8B
| $19.8M | 0.02% |
265,700
+41,700
| +19% | +$3.06M |
|
807
Middleby
MIDD
$5.38B
| $19.7M | 0.02% |
159,688
+154,235
| +2,828% | +$18.9M |
|
808
CALL
Honeywell
HON
$74.6B
| $19.6M | 0.02% |
186,855
-108,507
| -37% | -$11.3M |
|
|
WBC
809
DELISTED
WABCO HOLDINGS INC.
WBC
| $19.6M | 0.02% |
172,275
-390,610
| -69% | -$39.8M |
|
810
Bath & Body Works
BBWI
$3.65B
| $19.5M | 0.02% |
341,387
+312,439
| +1,079% | +$18.4M |
|
811
Flex
FLEX
$45.9B
| $19.5M | 0.02% |
1,901,511
+1,742,928
| +1,099% | +$16.9M |
|
812
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $19.5M | 0.02% |
204,500
+12,800
| +7% | +$1.21M |
|
813
Vail Resorts
MTN
$5.29B
| $19.5M | 0.02% |
124,063
+77,512
| +167% | +$11.8M |
|
814
American Eagle Outfitters
AEO
$2.72B
| $19.4M | 0.02% |
1,087,094
+380,465
| +54% | +$6.83M |
|
815
CALL
Cheniere Energy
LNG
$55.4B
| $19.4M | 0.02% |
445,300
+70,000
| +19% | +$2.95M |
|
816
PUT
TJX Companies
TJX
$169B
| $19.4M | 0.02% |
519,200
+223,600
| +76% | +$8.75M |
|
817
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$306M
| $19.4M | 0.02% |
+612,800
| New | +$19.2M |
|
|
BSFT
818
DELISTED
BroadSoft, Inc.
BSFT
| $19.3M | 0.02% |
415,514
+160,533
| +63% | +$7.16M |
|
819
Target
TGT
$69.9B
| $19.3M | 0.02% |
281,103
-644,370
| -70% | -$46.2M |
|
820
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $19.3M | 0.02% |
68,300
-45,600
| -40% | -$12.8M |
|
821
CALL
Colgate-Palmolive
CL
$73.6B
| $19.3M | 0.02% |
260,000
+63,200
| +32% | +$4.67M |
|
822
CALL
Corning
GLW
$137B
| $19.3M | 0.02% |
814,800
+151,600
| +23% | +$3.38M |
|
|
VTLE
823
DELISTED
Vital Energy
VTLE
| $19.3M | 0.02% |
74,684
+26,153
| +54% | +$5.97M |
|
824
Kohl's
KSS
$2.19B
| $19.2M | 0.02% |
438,859
+319,899
| +269% | +$13.4M |
|
825
PUT
Royal Gold
RGLD
$19.1B
| $19.2M | 0.02% |
247,700
+62,500
| +34% | +$5.02M |
|
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 6.2% 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.