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 | |
|---|---|---|---|---|---|---|
|
BHI
1826
CALL
DELISTED
Baker Hughes
BHI
| $5.08M | 0.01% |
100,700
+11,900
| +13% | +$573K |
|
|
DFS
1827
PUT
DELISTED
Discover Financial Services
DFS
| $5.08M | 0.01% |
89,800
+1,600
| +2% | +$91.7K |
|
1828
ProShares UltraPro QQQ
TQQQ
$36.7B
| $5.08M | 0.01% |
+1,894,704
| New | +$4.68M |
|
1829
CALL
Clorox
CLX
$13.1B
| $5.07M | 0.01% |
40,500
-18,600
| -31% | -$2.44M |
|
|
KSU
1830
PUT
DELISTED
Kansas City Southern
KSU
| $5.07M | 0.01% |
54,300
+9,500
| +21% | +$900K |
|
|
ESL
1831
DELISTED
Esterline Technologies
ESL
| $5.07M | 0.01% |
66,608
-61,548
| -48% | -$4.32M |
|
1832
HP
HPQ
$26.6B
| $5.05M | 0.01% |
324,992
+259,803
| +399% | +$3.7M |
|
1833
Groupon
GRPN
$886M
| $5.04M | 0.01% |
48,921
+10,448
| +27% | +$1.02M |
|
|
IPHI
1834
DELISTED
INPHI CORPORATION
IPHI
| $5.04M | 0.01% |
+115,783
| New | +$4.47M |
|
1835
PUT
iShares MSCI Germany ETF
EWG
$1.68B
| $5.03M | 0.01% |
+191,600
| New | +$4.91M |
|
1836
CALL
Mattel
MAT
$4.3B
| $5.03M | 0.01% |
166,100
-51,200
| -24% | -$1.67M |
|
1837
DTE Energy
DTE
$28.7B
| $5.03M | 0.01% |
63,075
+12,046
| +24% | +$982K |
|
1838
Lumen
LUMN
$6.59B
| $5.03M | 0.01% |
183,305
-257,899
| -58% | -$7.53M |
|
|
AKS
1839
CALL
DELISTED
AK Steel Holding Corp
AKS
| $5.02M | 0.01% |
1,039,000
+458,900
| +79% | +$2.33M |
|
1840
H&R Block
HRB
$5.85B
| $5.01M | 0.01% |
216,556
-919,257
| -81% | -$21.5M |
|
1841
PUT
Norfolk Southern
NSC
$75.2B
| $5.01M | 0.01% |
51,600
-18,100
| -26% | -$1.65M |
|
1842
CALL
Rockwell Automation
ROK
$49.9B
| $5M | 0.01% |
40,900
+13,700
| +50% | +$1.6M |
|
1843
CALL
Williams Companies
WMB
$88.3B
| $4.99M | 0.01% |
162,400
+84,400
| +108% | +$2.24M |
|
1844
Autodesk
ADSK
$53.1B
| $4.99M | 0.01% |
+68,993
| New | +$4.35M |
|
|
1845
PUT
Mattel
MAT
$4.3B
| $4.98M | 0.01% |
164,500
+74,800
| +83% | +$2.45M |
|
|
TBRG
1846
DELISTED
TruBridge
TBRG
| $4.98M | 0.01% |
191,098
+132,332
| +225% | +$4.16M |
|
|
MTSC
1847
DELISTED
MTS Systems Corp
MTSC
| $4.98M | 0.01% |
108,170
+96,006
| +789% | +$4.52M |
|
|
RAI
1848
CALL
DELISTED
Reynolds American Inc
RAI
| $4.97M | 0.01% |
105,500
-83,200
| -44% | -$4.17M |
|
1849
CALL
Healthpeak Properties
DOC
$14.2B
| $4.97M | 0.01% |
143,728
+6,917
| +5% | +$242K |
|
1850
Enerpac Tool Group
EPAC
$1.91B
| $4.96M | 0.01% |
213,489
+192,189
| +902% | +$4.5M |
|
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, 2,794 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.