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 | |
|---|---|---|---|---|---|---|
1526
PUT
Burlington
BURL
$22.6B
| $7.19M | 0.01% |
88,700
+77,800
| +714% | +$6.02M |
|
|
LM
1527
DELISTED
Legg Mason, Inc.
LM
| $7.14M | 0.01% |
213,132
-1,658,344
| -89% | -$55.2M |
|
1528
iShares US Financials ETF
IYF
$4.4B
| $7.13M | 0.01% |
158,402
-55,826
| -26% | -$2.5M |
|
1529
CALL
Diageo
DEO
$52.8B
| $7.13M | 0.01% |
61,400
+10,300
| +20% | +$1.18M |
|
1530
PUT
Ralph Lauren
RL
$23.7B
| $7.12M | 0.01% |
70,400
-18,600
| -21% | -$1.87M |
|
|
SHPG
1531
CALL
DELISTED
Shire pic
SHPG
| $7.12M | 0.01% |
36,700
-109,000
| -75% | -$21.3M |
|
1532
CALL
Toyota
TM
$225B
| $7.11M | 0.01% |
61,300
+32,100
| +110% | +$3.67M |
|
1533
PUT
Nasdaq
NDAQ
$53.1B
| $7.1M | 0.01% |
315,300
-1,069,500
| -77% | -$24.7M |
|
1534
PUT
Intuit
INTU
$92B
| $7.1M | 0.01% |
64,500
+43,100
| +201% | +$4.82M |
|
1535
CALL
TripAdvisor
TRIP
$1.28B
| $7.08M | 0.01% |
112,100
-74,800
| -40% | -$4.81M |
|
|
RAI
1536
PUT
DELISTED
Reynolds American Inc
RAI
| $7.06M | 0.01% |
149,700
+5,400
| +4% | +$271K |
|
|
CONN
1537
DELISTED
Conn's Inc.
CONN
| $7.05M | 0.01% |
+683,491
| New | +$5.36M |
|
1538
CALL
Diamondback Energy
FANG
$56.5B
| $7.04M | 0.01% |
72,900
-19,700
| -21% | -$1.81M |
|
|
NSR
1539
DELISTED
Neustar Inc
NSR
| $7.03M | 0.01% |
264,545
+177,272
| +203% | +$4.43M |
|
|
HES
1540
DELISTED
Hess
HES
| $7.03M | 0.01% |
131,150
-34,580
| -21% | -$1.85M |
|
1541
National Grid
NGG
$80.7B
| $7M | 0.01% |
+102,104
| New | +$7.06M |
|
1542
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $7M | 0.01% |
283,600
-229,600
| -45% | -$5.69M |
|
1543
PUT
Eastman Chemical
EMN
$8.55B
| $6.99M | 0.01% |
103,200
-20,800
| -17% | -$1.4M |
|
1544
CALL
Norfolk Southern
NSC
$75.2B
| $6.98M | 0.01% |
71,900
+3,200
| +5% | +$291K |
|
1545
PUT
Alaska Air
ALK
$5.4B
| $6.97M | 0.01% |
105,800
-4,900
| -4% | -$322K |
|
|
S
1546
PUT
DELISTED
Sprint Corporation
S
| $6.97M | 0.01% |
1,050,700
+849,100
| +421% | +$5.03M |
|
1547
PUT
Waste Management
WM
$90.7B
| $6.96M | 0.01% |
109,100
-6,700
| -6% | -$438K |
|
|
ICPT
1548
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $6.95M | 0.01% |
42,200
-11,300
| -21% | -$1.78M |
|
|
NBL
1549
CALL
DELISTED
Noble Energy, Inc.
NBL
| $6.91M | 0.01% |
193,400
+1,300
| +0.7% | +$45.7K |
|
1550
CALL
W.W. Grainger
GWW
$61.3B
| $6.9M | 0.01% |
30,700
+8,500
| +38% | +$1.91M |
|
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.