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 | |
|---|---|---|---|---|---|---|
926
Markel Group
MKL
$22.8B
| $16.1M | 0.02% |
17,375
+1,055
| +6% | +$984K |
|
927
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
| $16.1M | 0.02% |
+607,300
| New | +$16.3M |
|
|
FCB
928
DELISTED
FCB Financial Holdings, Inc.
FCB
| $16.1M | 0.02% |
418,015
+102,558
| +33% | +$3.78M |
|
929
CALL
Martin Marietta Materials
MLM
$32.7B
| $16M | 0.02% |
89,600
+59,500
| +198% | +$11.4M |
|
930
Agnico Eagle Mines
AEM
$91.3B
| $16M | 0.02% |
+295,915
| New | +$16.3M |
|
931
CALL
Southwest Airlines
LUV
$22B
| $16M | 0.02% |
412,100
+59,800
| +17% | +$2.27M |
|
932
Sun Communities
SUI
$14.6B
| $15.9M | 0.02% |
202,756
+141,777
| +233% | +$11M |
|
933
Marathon Petroleum
MPC
$100B
| $15.9M | 0.02% |
392,025
-471,531
| -55% | -$19.1M |
|
934
CALL
Prudential Financial
PRU
$43B
| $15.9M | 0.02% |
194,700
-47,100
| -19% | -$3.61M |
|
|
PARA
935
PUT
DELISTED
Paramount Global Class B
PARA
| $15.8M | 0.02% |
288,800
+188,000
| +187% | +$9.97M |
|
936
CALL
Ambarella
AMBA
$3.6B
| $15.8M | 0.02% |
214,700
-7,300
| -3% | -$457K |
|
937
PENN Entertainment
PENN
$2.53B
| $15.8M | 0.02% |
1,164,442
+668,067
| +135% | +$9.4M |
|
938
Timken Company
TKR
$9.1B
| $15.8M | 0.02% |
449,106
+278,986
| +164% | +$9.18M |
|
939
PUT
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$516M
| $15.8M | 0.02% |
+4,526
| New | +$22.1M |
|
|
LOCK
940
DELISTED
LifeLock, Inc.
LOCK
| $15.8M | 0.02% |
931,858
+907,249
| +3,687% | +$14.9M |
|
941
Polaris
PII
$3.91B
| $15.7M | 0.02% |
+203,051
| New | +$17.6M |
|
942
CALL
Northrop Grumman
NOC
$81.6B
| $15.7M | 0.02% |
73,200
-22,900
| -24% | -$4.96M |
|
|
COHR
943
DELISTED
Coherent Inc
COHR
| $15.7M | 0.02% |
+141,670
| New | +$14.7M |
|
944
Wayfair
W
$13.9B
| $15.6M | 0.02% |
396,028
+152,641
| +63% | +$6.17M |
|
945
Arthur J. Gallagher & Co
AJG
$65B
| $15.6M | 0.02% |
305,912
+62,893
| +26% | +$3.1M |
|
946
Liberty Latin America Class C
LILAK
$1.65B
| $15.6M | 0.02% |
647,920
+627,904
| +3,137% | +$16.8M |
|
947
CALL
Domino's
DPZ
$11.6B
| $15.5M | 0.02% |
102,200
+48,200
| +89% | +$7.04M |
|
|
EA
948
PUT
DELISTED
Electronic Arts
EA
| $15.5M | 0.02% |
181,600
-93,500
| -34% | -$7.48M |
|
949
PUT
eBay
EBAY
$46.5B
| $15.5M | 0.02% |
470,800
+111,700
| +31% | +$3.37M |
|
950
CALL
American Tower
AMT
$81.2B
| $15.5M | 0.02% |
136,500
-25,000
| -15% | -$2.86M |
|
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.