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 | |
|---|---|---|---|---|---|---|
1651
PUT
Allstate
ALL
$66.3B
| $6.08M | 0.01% |
87,900
+50,500
| +135% | +$3.48M |
|
1652
CALL
Qorvo
QRVO
$8.53B
| $6.08M | 0.01% |
109,100
+42,800
| +65% | +$2.43M |
|
1653
CALL
DaVita
DVA
$11.4B
| $6.08M | 0.01% |
92,000
+51,800
| +129% | +$3.65M |
|
1654
Ameriprise Financial
AMP
$49.7B
| $6.08M | 0.01% |
60,914
-55,168
| -48% | -$5.35M |
|
|
CIT
1655
CALL
DELISTED
CIT Group Inc.
CIT
| $6.08M | 0.01% |
167,400
-36,100
| -18% | -$1.26M |
|
|
GOLD
1656
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $6.07M | 0.01% |
60,700
-17,200
| -22% | -$1.86M |
|
1657
Harley-Davidson
HOG
$2.78B
| $6.07M | 0.01% |
115,392
+106,959
| +1,268% | +$5.53M |
|
1658
Materion
MTRN
$5.85B
| $6.07M | 0.01% |
197,611
+112,985
| +134% | +$3.17M |
|
1659
Teradata
TDC
$2.5B
| $6.07M | 0.01% |
195,680
-9,371
| -5% | -$279K |
|
1660
CALL
Acuity Brands
AYI
$10.7B
| $6.06M | 0.01% |
22,900
-18,900
| -45% | -$5.03M |
|
|
KSU
1661
CALL
DELISTED
Kansas City Southern
KSU
| $6.06M | 0.01% |
64,900
-10,700
| -14% | -$1.01M |
|
|
ETP
1662
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $6.05M | 0.01% |
163,500
+800
| +0.5% | +$31.4K |
|
1663
CALL
Teck Resources
TECK
$32.4B
| $6.04M | 0.01% |
334,700
+69,200
| +26% | +$1.1M |
|
1664
Leggett & Platt
LEG
$1.3B
| $6.03M | 0.01% |
132,175
-413,600
| -76% | -$21.3M |
|
|
WLL
1665
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $6.02M | 0.01% |
2,297
+123
| +6% | +$288K |
|
1666
PUT
Hecla Mining
HL
$11.9B
| $6.02M | 0.01% |
1,056,100
+642,700
| +155% | +$3.93M |
|
|
K
1667
PUT
DELISTED
Kellanova
K
| $6.02M | 0.01% |
82,751
-5,325
| -6% | -$407K |
|
|
RPT
1668
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $6.01M | 0.01% |
320,893
+270,519
| +537% | +$5.22M |
|
1669
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$303M
| $6.01M | 0.01% |
95,519
+91,405
| +2,222% | +$5.57M |
|
|
WNR
1670
PUT
DELISTED
Western Refining Inc
WNR
| $6.01M | 0.01% |
227,100
+76,300
| +51% | +$1.8M |
|
1671
PUT
Sherwin-Williams
SHW
$88.5B
| $6M | 0.01% |
65,100
-29,100
| -31% | -$2.82M |
|
1672
PUT
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $6M | 0.01% |
+40,300
| New | +$5.87M |
|
1673
PUT
Hewlett Packard
HPE
$72B
| $6M | 0.01% |
453,539
+328,971
| +264% | +$4.06M |
|
|
ALXN
1674
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $5.99M | 0.01% |
48,900
-28,500
| -37% | -$3.67M |
|
1675
PUT
Petrobras
PBR
$116B
| $5.98M | 0.01% |
641,400
-16,900
| -3% | -$148K |
|
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.