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 | |
|---|---|---|---|---|---|---|
1026
PUT
The Mosaic Company
MOS
$6.92B
| $13.6M | 0.01% |
557,200
+41,900
| +8% | +$1.14M |
|
1027
PUT
Archer Daniels Midland
ADM
$38.6B
| $13.6M | 0.01% |
322,900
+95,200
| +42% | +$4.12M |
|
|
BNY
1028
Bank of New York Mellon
BNY
$110B
| $13.6M | 0.01% |
340,960
-3,832,118
| -92% | -$153M |
|
|
AVXS
1029
DELISTED
AveXis, Inc. Common Stock
AVXS
| $13.6M | 0.01% |
+329,179
| New | +$12.5M |
|
|
ANDV
1030
CALL
DELISTED
Andeavor
ANDV
| $13.5M | 0.01% |
170,300
+18,200
| +12% | +$1.4M |
|
1031
CALL
Helmerich & Payne
HP
$4.3B
| $13.5M | 0.01% |
201,100
+87,600
| +77% | +$5.5M |
|
1032
CALL
Signet Jewelers
SIG
$3.6B
| $13.5M | 0.01% |
180,500
+56,900
| +46% | +$4.81M |
|
|
HOUS
1033
DELISTED
Anywhere Real Estate
HOUS
| $13.4M | 0.01% |
520,031
-1,051,501
| -67% | -$29.1M |
|
1034
PUT
Thermo Fisher Scientific
TMO
$220B
| $13.4M | 0.01% |
84,300
+23,200
| +38% | +$3.58M |
|
1035
CALL
Nucor
NUE
$61.8B
| $13.4M | 0.01% |
270,800
-117,800
| -30% | -$5.99M |
|
|
ODP
1036
DELISTED
ODP
ODP
| $13.4M | 0.01% |
375,026
+243,673
| +186% | +$8.64M |
|
1037
Kirby Corp
KEX
$7.26B
| $13.4M | 0.01% |
+215,306
| New | +$12.4M |
|
|
RAI
1038
DELISTED
Reynolds American Inc
RAI
| $13.3M | 0.01% |
282,944
-1,455,166
| -84% | -$73M |
|
1039
lululemon athletica
LULU
$13.6B
| $13.3M | 0.01% |
217,985
+207,208
| +1,923% | +$15.3M |
|
1040
Cleveland-Cliffs
CLF
$6.93B
| $13.3M | 0.01% |
2,271,570
-458,172
| -17% | -$2.99M |
|
1041
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $13.3M | 0.01% |
687,700
-1,595,946
| -70% | -$32.9M |
|
|
AKS
1042
DELISTED
AK Steel Holding Corp
AKS
| $13.3M | 0.01% |
2,748,012
-1,304,512
| -32% | -$6.62M |
|
1043
TripAdvisor
TRIP
$1.29B
| $13.3M | 0.01% |
209,737
+183,214
| +691% | +$11.8M |
|
|
TCF
1044
DELISTED
TCF Financial Corporation Common Stock
TCF
| $13.2M | 0.01% |
299,918
+174,684
| +139% | +$7.44M |
|
1045
CALL
Harley-Davidson
HOG
$2.9B
| $13.2M | 0.01% |
251,600
+120,900
| +93% | +$6.25M |
|
|
SSRI
1046
DELISTED
Silver Standard Resources
SSRI
| $13.2M | 0.01% |
1,096,749
+934,661
| +577% | +$12.6M |
|
1047
PUT
Emerson Electric
EMR
$91.6B
| $13.2M | 0.01% |
241,300
+111,000
| +85% | +$5.95M |
|
1048
Columbia Sportswear
COLM
$2.96B
| $13.1M | 0.01% |
231,153
-89,776
| -28% | -$5.12M |
|
1049
PUT
State Street Technology Select Sector SPDR ETF
XLK
$125B
| $13.1M | 0.01% |
548,200
+78,400
| +17% | +$1.82M |
|
1050
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
| $13.1M | 0.01% |
547,600
-4,317,400
| -89% | -$104M |
|
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.