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 | |
|---|---|---|---|---|---|---|
126
PUT
JPMorgan Chase
JPM
$930B
| $114M | 0.11% |
1,706,400
-183,400
| -10% | -$12M |
|
|
TWTR
127
CALL
DELISTED
Twitter, Inc.
TWTR
| $114M | 0.11% |
4,927,100
+2,342,500
| +91% | +$44.1M |
|
128
PUT
Intel
INTC
$423B
| $112M | 0.11% |
2,964,200
+973,500
| +49% | +$34.5M |
|
129
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
| $111M | 0.11% |
+803,900
| New | +$112M |
|
130
PUT
Goldman Sachs
GS
$295B
| $110M | 0.11% |
684,700
+28,800
| +4% | +$4.68M |
|
|
CIT
131
DELISTED
CIT Group Inc.
CIT
| $110M | 0.11% |
3,017,587
+958,955
| +47% | +$33.5M |
|
132
Electronic Arts
EA
$52.4B
| $109M | 0.11% |
1,281,715
-996,779
| -44% | -$79.7M |
|
|
HOLX
133
DELISTED
Hologic
HOLX
| $109M | 0.11% |
2,811,539
+1,689,428
| +151% | +$63.8M |
|
134
Hershey
HSY
$37.6B
| $109M | 0.11% |
1,137,572
+964,347
| +557% | +$102M |
|
135
US Foods
USFD
$22.6B
| $109M | 0.11% |
4,601,256
+81,531
| +2% | +$1.98M |
|
|
WFM
136
DELISTED
Whole Foods Market Inc
WFM
| $108M | 0.11% |
3,793,546
+1,274,529
| +51% | +$39.2M |
|
|
MNK
137
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $107M | 0.11% |
1,540,092
-61,599
| -4% | -$4.46M |
|
138
Lam Research
LRCX
$320B
| $107M | 0.11% |
11,342,930
-12,938,470
| -53% | -$118M |
|
139
Global Payments
GPN
$24B
| $107M | 0.11% |
1,396,409
+1,390,562
| +23,782% | +$105M |
|
140
Spectrum Brands
SPB
$2.03B
| $107M | 0.11% |
777,744
+160,061
| +26% | +$20.4M |
|
141
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.6B
| $107M | 0.11% |
+2,853,700
| New | +$104M |
|
142
PUT
Amgen
AMGN
$211B
| $107M | 0.11% |
640,600
+198,900
| +45% | +$33.6M |
|
143
PUT
Netflix
NFLX
$303B
| $106M | 0.11% |
10,733,000
-3,058,000
| -22% | -$29.2M |
|
144
PUT
Gilead Sciences
GILD
$167B
| $105M | 0.11% |
1,330,800
+428,200
| +47% | +$34.8M |
|
145
CALL
Qualcomm
QCOM
$169B
| $104M | 0.1% |
1,524,600
+452,000
| +42% | +$27.5M |
|
146
Monster Beverage
MNST
$95.3B
| $103M | 0.1% |
4,206,810
+2,888,802
| +219% | +$75M |
|
147
PUT
Regeneron Pharmaceuticals
REGN
$72.9B
| $102M | 0.1% |
254,700
-26,700
| -9% | -$10.7M |
|
|
YHOO
148
DELISTED
Yahoo Inc
YHOO
| $102M | 0.1% |
2,360,518
-1,839,929
| -44% | -$75.4M |
|
149
PUT
PepsiCo
PEP
$197B
| $102M | 0.1% |
934,000
+523,500
| +128% | +$56.4M |
|
150
CALL
Caterpillar
CAT
$361B
| $101M | 0.1% |
1,141,000
+190,000
| +20% | +$15.5M |
|
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, 2,795 increased, 2,486 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.