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 | |
|---|---|---|---|---|---|---|
|
ATHN
1951
CALL
DELISTED
Athenahealth, Inc.
ATHN
| $4.4M | ﹤0.01% |
34,900
-2,900
| -8% | -$369K |
|
|
MJN
1952
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $4.4M | ﹤0.01% |
55,700
+12,300
| +28% | +$1.05M |
|
1953
PUT
Stryker
SYK
$133B
| $4.4M | ﹤0.01% |
37,800
+9,600
| +34% | +$1.12M |
|
1954
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.2B
| $4.4M | ﹤0.01% |
+100,644
| New | +$4.42M |
|
1955
CONMED
CNMD
$1.5B
| $4.39M | ﹤0.01% |
109,604
+103,643
| +1,739% | +$4.4M |
|
1956
CALL
Plains All American Pipeline
PAA
$16.4B
| $4.39M | ﹤0.01% |
139,800
-28,600
| -17% | -$818K |
|
1957
PUT
CarMax
KMX
$8.29B
| $4.39M | ﹤0.01% |
82,300
-21,100
| -20% | -$1.2M |
|
1958
Quest Diagnostics
DGX
$26.2B
| $4.39M | ﹤0.01% |
51,842
-281,009
| -84% | -$23.6M |
|
1959
PUT
Marvell Technology
MRVL
$189B
| $4.38M | ﹤0.01% |
330,200
+245,000
| +288% | +$2.88M |
|
1960
CALL
Precigen
PGEN
$2.47B
| $4.38M | ﹤0.01% |
157,707
+4,642
| +3% | +$123K |
|
|
WLL
1961
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $4.38M | ﹤0.01% |
1,671
+173
| +12% | +$406K |
|
|
JOBS
1962
DELISTED
51job Inc
JOBS
| $4.37M | ﹤0.01% |
130,951
+64,938
| +98% | +$2.13M |
|
1963
Williams Companies
WMB
$88.2B
| $4.37M | ﹤0.01% |
142,065
-66,035
| -32% | -$1.75M |
|
1964
CALL
Vertex Pharmaceuticals
VRTX
$135B
| $4.36M | ﹤0.01% |
50,000
-700
| -1% | -$66.2K |
|
|
SWN
1965
CALL
DELISTED
Southwestern Energy Company
SWN
| $4.36M | ﹤0.01% |
314,900
-69,300
| -18% | -$961K |
|
|
SKX
1966
DELISTED
Skechers
SKX
| $4.35M | ﹤0.01% |
189,848
-361,999
| -66% | -$9.22M |
|
1967
CALL
Masco
MAS
$14.8B
| $4.33M | ﹤0.01% |
126,300
+56,900
| +82% | +$1.97M |
|
|
EVHC
1968
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $4.33M | ﹤0.01% |
64,879
+11,248
| +21% | +$775K |
|
1969
iShares US Consumer Discretionary ETF
IYC
$1.23B
| $4.31M | ﹤0.01% |
117,260
+76,044
| +185% | +$2.81M |
|
1970
CALL
Campbell Soup
CPB
$6.75B
| $4.31M | ﹤0.01% |
78,800
+1,800
| +2% | +$109K |
|
1971
Thor Industries
THO
$4.19B
| $4.3M | ﹤0.01% |
50,811
-158,158
| -76% | -$12.3M |
|
|
SCHW
1972
Charles Schwab
SCHW
$187B
| $4.3M | ﹤0.01% |
136,308
-803,124
| -85% | -$23.6M |
|
|
ESND
1973
DELISTED
Essendant Inc.
ESND
| $4.3M | ﹤0.01% |
209,470
+38,532
| +23% | +$850K |
|
1974
CALL
S&P Global
SPGI
$121B
| $4.29M | ﹤0.01% |
33,900
+1,800
| +6% | +$216K |
|
|
MNK
1975
CALL
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $4.28M | ﹤0.01% |
61,400
-40,300
| -40% | -$2.92M |
|
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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.