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 | |
|---|---|---|---|---|---|---|
901
CALL
eBay
EBAY
$46.5B
| $16.7M | 0.02% |
506,900
-201,500
| -28% | -$6.08M |
|
|
B
902
PUT
Barrick Mining
B
$67.3B
| $16.7M | 0.02% |
940,900
-146,600
| -13% | -$2.92M |
|
903
CALL
Phillips 66
PSX
$92.8B
| $16.7M | 0.02% |
206,800
-82,000
| -28% | -$6.37M |
|
904
CALL
GoPro
GPRO
$117M
| $16.6M | 0.02% |
997,400
-295,700
| -23% | -$4.06M |
|
905
Targa Resources
TRGP
$57.2B
| $16.6M | 0.02% |
338,118
-132,115
| -28% | -$5.74M |
|
906
Tesla
TSLA
$1.34T
| $16.6M | 0.02% |
1,217,955
-352,950
| -22% | -$5.1M |
|
907
CALL
Illumina
ILMN
$29.1B
| $16.5M | 0.02% |
93,651
-10,897
| -10% | -$1.74M |
|
908
Valmont Industries
VMI
$9.5B
| $16.5M | 0.02% |
122,879
+105,684
| +615% | +$13.9M |
|
|
PNRA
909
PUT
DELISTED
Panera Bread Co
PNRA
| $16.4M | 0.02% |
84,400
+36,900
| +78% | +$7.8M |
|
910
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $16.4M | 0.02% |
+308,600
| New | +$16.8M |
|
911
United Rentals
URI
$69.7B
| $16.4M | 0.02% |
208,921
-63,401
| -23% | -$4.86M |
|
912
CALL
Ford
F
$55.4B
| $16.4M | 0.02% |
1,358,200
-65,000
| -5% | -$820K |
|
913
PUT
Corning
GLW
$137B
| $16.4M | 0.02% |
692,400
+176,300
| +34% | +$3.93M |
|
914
American Water Works
AWK
$27.1B
| $16.3M | 0.02% |
218,409
+154,685
| +243% | +$12.1M |
|
|
JCP
915
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $16.3M | 0.02% |
1,771,800
+851,500
| +93% | +$8.11M |
|
916
PUT
Ambarella
AMBA
$3.6B
| $16.3M | 0.02% |
221,900
+102,200
| +85% | +$6.4M |
|
917
CALL
iShares MSCI Brazil ETF
EWZ
$8.55B
| $16.3M | 0.02% |
+483,400
| New | +$16M |
|
918
Charles River Laboratories
CRL
$13.4B
| $16.3M | 0.02% |
195,399
+93,462
| +92% | +$7.83M |
|
919
LyondellBasell Industries
LYB
$20.2B
| $16.3M | 0.02% |
201,682
-571,355
| -74% | -$44.2M |
|
920
PUT
JD.com
JD
$39.6B
| $16.3M | 0.02% |
623,200
+183,900
| +42% | +$4.43M |
|
921
Las Vegas Sands
LVS
$29.6B
| $16.2M | 0.02% |
282,400
-374,283
| -57% | -$19.3M |
|
922
PUT
Intercontinental Exchange
ICE
$87.2B
| $16.2M | 0.02% |
301,000
-111,500
| -27% | -$6.09M |
|
923
Microchip Technology
MCHP
$42.2B
| $16.2M | 0.02% |
+521,040
| New | +$15.2M |
|
924
BP
BP
$110B
| $16.2M | 0.02% |
546,327
+397,135
| +266% | +$11.5M |
|
925
CALL
Thermo Fisher Scientific
TMO
$220B
| $16.2M | 0.02% |
101,600
+32,900
| +48% | +$5.07M |
|
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.