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 | |
|---|---|---|---|---|---|---|
1101
CALL
iShares MSCI Mexico ETF
EWW
$1.87B
| $12.2M | 0.01% |
+252,300
| New | +$12.7M |
|
1102
CALL
CME Group
CME
$96.1B
| $12.2M | 0.01% |
117,000
+7,100
| +6% | +$741K |
|
1103
Signet Jewelers
SIG
$3.6B
| $12.2M | 0.01% |
164,041
-93,980
| -36% | -$7.95M |
|
1104
CALL
Illinois Tool Works
ITW
$82.9B
| $12.2M | 0.01% |
102,000
-9,400
| -8% | -$1.09M |
|
1105
CALL
Capri Holdings
CPRI
$1.77B
| $12.2M | 0.01% |
261,200
-88,700
| -25% | -$4.42M |
|
|
ACOR
1106
DELISTED
Acorda Therapeutics
ACOR
| $12.2M | 0.01% |
4,870
+3,841
| +373% | +$11.5M |
|
1107
CALL
Perrigo
PRGO
$1.78B
| $12.2M | 0.01% |
132,100
+20,000
| +18% | +$1.84M |
|
|
NVO
1108
Novo Nordisk
NVO
$205B
| $12.2M | 0.01% |
586,132
+272,608
| +87% | +$6.76M |
|
1109
Bank of Montreal
BMO
$129B
| $12.2M | 0.01% |
+185,767
| New | +$12.1M |
|
1110
CALL
HSBC
HSBC
$358B
| $12.2M | 0.01% |
357,782
+52,609
| +17% | +$1.65M |
|
|
STAY
1111
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $12.2M | 0.01% |
856,003
-63,961
| -7% | -$929K |
|
1112
CALL
Sherwin-Williams
SHW
$87.8B
| $12.1M | 0.01% |
131,700
+58,500
| +80% | +$5.67M |
|
1113
Reliance Steel & Aluminium
RS
$21.7B
| $12.1M | 0.01% |
168,266
+50,014
| +42% | +$3.75M |
|
1114
Loews
L
$23B
| $12.1M | 0.01% |
293,959
+217,261
| +283% | +$8.92M |
|
1115
Packaging Corp of America
PKG
$22.9B
| $12.1M | 0.01% |
148,819
+53,676
| +56% | +$4.1M |
|
1116
CALL
Viatris
VTRS
$18.4B
| $12.1M | 0.01% |
317,000
-21,600
| -6% | -$960K |
|
|
SPLK
1117
CALL
DELISTED
Splunk Inc
SPLK
| $12.1M | 0.01% |
205,600
+12,900
| +7% | +$773K |
|
|
MTGE
1118
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $12.1M | 0.01% |
701,440
+215,773
| +44% | +$3.64M |
|
|
GWPH
1119
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $12M | 0.01% |
90,600
+27,800
| +44% | +$2.66M |
|
1120
CALL
Paychex
PAYX
$44.6B
| $12M | 0.01% |
207,600
-26,600
| -11% | -$1.59M |
|
1121
Rockwell Automation
ROK
$49.5B
| $12M | 0.01% |
97,856
+75,462
| +337% | +$8.82M |
|
1122
Dollar General
DG
$26.9B
| $11.9M | 0.01% |
170,457
+37,575
| +28% | +$3.18M |
|
1123
CALL
Archer Daniels Midland
ADM
$38.6B
| $11.9M | 0.01% |
282,500
+3,200
| +1% | +$138K |
|
1124
LKQ Corp
LKQ
$6.38B
| $11.9M | 0.01% |
335,942
-489,937
| -59% | -$17M |
|
1125
CALL
Truist Financial
TFC
$64.7B
| $11.9M | 0.01% |
315,300
+44,400
| +16% | +$1.65M |
|
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.