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 | |
|---|---|---|---|---|---|---|
176
PTC
PTC
$15.3B
| $90.7M | 0.09% |
2,046,385
+434,742
| +27% | +$18M |
|
|
XL
177
DELISTED
XL Group Ltd.
XL
| $90.2M | 0.09% |
2,682,391
+929,172
| +53% | +$31.2M |
|
178
CALL
AutoZone
AZO
$51.4B
| $90M | 0.09% |
117,200
+62,800
| +115% | +$48.9M |
|
179
BioMarin Pharmaceuticals
BMRN
$11.9B
| $90M | 0.09% |
973,285
-680,698
| -41% | -$64.1M |
|
|
HDS
180
DELISTED
HD Supply Holdings, Inc.
HDS
| $90M | 0.09% |
2,813,469
+2,684,510
| +2,082% | +$93M |
|
181
PUT
iShares Biotechnology ETF
IBB
$9.45B
| $89.9M | 0.09% |
+932,100
| New | +$88.7M |
|
182
S&P Global
SPGI
$124B
| $89.6M | 0.09% |
708,109
+692,561
| +4,454% | +$83.2M |
|
|
183
CALL
iShares Biotechnology ETF
IBB
$9.45B
| $89.4M | 0.09% |
+926,400
| New | +$88.1M |
|
|
184
PUT
AutoZone
AZO
$51.4B
| $89M | 0.09% |
115,800
+64,600
| +126% | +$50.3M |
|
185
PUT
Baidu
BIDU
$35.7B
| $88.9M | 0.09% |
488,300
+112,200
| +30% | +$19.4M |
|
|
LGF
186
DELISTED
Lions Gate Entertainment
LGF
| $88.4M | 0.09% |
4,421,555
+3,624,165
| +455% | +$74.2M |
|
187
PUT
FedEx
FDX
$73.1B
| $88.2M | 0.09% |
505,200
+115,000
| +29% | +$18.8M |
|
|
VXX
188
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $86.1M | 0.09% |
631,900
+404,344
| +178% | +$64.6M |
|
|
X
189
DELISTED
US Steel
X
| $86.1M | 0.09% |
4,563,148
+3,918,193
| +608% | +$80.9M |
|
190
PUT
Walmart Inc
WMT
$909B
| $85.6M | 0.09% |
3,559,200
-251,400
| -7% | -$6.1M |
|
191
Warner Bros
WBD
$64.2B
| $84.3M | 0.08% |
3,130,933
+1,108,710
| +55% | +$28.4M |
|
192
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $84.2M | 0.08% |
+547,075
| New | +$78.5M |
|
|
LVLT
193
DELISTED
Level 3 Communications Inc
LVLT
| $83.6M | 0.08% |
1,802,940
-301,873
| -14% | -$15.3M |
|
194
VF Corp
VFC
$5.89B
| $83.4M | 0.08% |
1,580,684
+1,558,851
| +7,140% | +$90M |
|
195
PUT
NVIDIA
NVDA
$4.61T
| $83M | 0.08% |
48,480,000
+9,760,000
| +25% | +$14.4M |
|
|
CBI
196
DELISTED
Chicago Bridge & Iron Nv
CBI
| $82.7M | 0.08% |
2,949,956
+2,283,743
| +343% | +$74.1M |
|
197
McDonald's
MCD
$193B
| $82.4M | 0.08% |
714,695
+583,734
| +446% | +$69.2M |
|
198
Bausch Health
BHC
$1.74B
| $82.4M | 0.08% |
3,356,030
+1,923,768
| +134% | +$49.8M |
|
199
Royal Caribbean
RCL
$86.9B
| $82.3M | 0.08% |
1,098,606
+902,999
| +462% | +$63.6M |
|
200
Axalta
AXTA
$7.46B
| $81.9M | 0.08% |
2,895,893
+1,818,987
| +169% | +$50.9M |
|
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.