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 | |
|---|---|---|---|---|---|---|
|
FDC
1401
DELISTED
First Data Corporation
FDC
| $8.4M | 0.01% |
638,067
-1,208,966
| -65% | -$15.6M |
|
1402
Walker & Dunlop
WD
$1.45B
| $8.37M | 0.01% |
331,312
-109,138
| -25% | -$2.77M |
|
1403
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $8.37M | 0.01% |
+246,500
| New | +$8.7M |
|
1404
PUT
ProShares UltraShort Bloomberg Crude Oil
SCO
$596M
| $8.35M | 0.01% |
+2,580
| New | +$9.69M |
|
|
MDP
1405
DELISTED
Meredith Corporation
MDP
| $8.31M | 0.01% |
159,923
+38,996
| +32% | +$2.08M |
|
1406
CMS Energy
CMS
$21.9B
| $8.3M | 0.01% |
197,704
+132,344
| +202% | +$5.78M |
|
|
ZIONW
1407
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
| $8.3M | 0.01% |
2,029,128
-299,900
| -13% | -$948K |
|
|
NFX
1408
CALL
DELISTED
Newfield Exploration
NFX
| $8.3M | 0.01% |
190,900
+35,800
| +23% | +$1.57M |
|
1409
ACI Worldwide
ACIW
$5.25B
| $8.29M | 0.01% |
+427,787
| New | +$8.12M |
|
1410
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$202M
| $8.29M | 0.01% |
+771
| New | +$9.12M |
|
|
DYNC
1411
DELISTED
Vistra Energy Corp.
DYNC
| $8.29M | 0.01% |
100,000
| – | – |
|
1412
CALL
Travelers Companies
TRV
$77.9B
| $8.28M | 0.01% |
72,300
+4,600
| +7% | +$539K |
|
1413
CALL
PVH
PVH
$3.8B
| $8.28M | 0.01% |
74,900
+24,700
| +49% | +$2.55M |
|
|
LTXB
1414
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $8.26M | 0.01% |
261,196
+252,400
| +2,869% | +$7.47M |
|
|
ALXN
1415
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $8.26M | 0.01% |
67,400
+1,100
| +2% | +$142K |
|
|
BNY
1416
PUT
Bank of New York Mellon
BNY
$110B
| $8.26M | 0.01% |
207,000
+35,300
| +21% | +$1.41M |
|
1417
Pembina Pipeline
PBA
$28.4B
| $8.26M | 0.01% |
270,787
+138,199
| +104% | +$4.16M |
|
|
SCTY
1418
CALL
DELISTED
SolarCity Corporation
SCTY
| $8.24M | 0.01% |
421,200
-217,800
| -34% | -$4.88M |
|
1419
Eaton
ETN
$180B
| $8.21M | 0.01% |
124,962
+28,265
| +29% | +$1.83M |
|
1420
PUT
MGM Resorts International
MGM
$11B
| $8.21M | 0.01% |
315,300
-211,300
| -40% | -$5.13M |
|
1421
PUT
3D Systems Corp
DDD
$606M
| $8.2M | 0.01% |
456,800
+311,300
| +214% | +$4.67M |
|
1422
CALL
Hershey
HSY
$36.3B
| $8.19M | 0.01% |
85,700
-53,800
| -39% | -$5.69M |
|
1423
PUT
Hartford Financial Services
HIG
$37.9B
| $8.17M | 0.01% |
190,800
+148,100
| +347% | +$6.2M |
|
1424
McCormick & Company Non-Voting
MKC
$14.2B
| $8.16M | 0.01% |
163,314
-62,368
| -28% | -$3.16M |
|
1425
CALL
Range Resources
RRC
$9.4B
| $8.16M | 0.01% |
210,500
-1,700
| -0.8% | -$68.8K |
|
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.