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 | |
|---|---|---|---|---|---|---|
1976
CALL
Danaher
DHR
$145B
| $4.28M | ﹤0.01% |
61,589
-82,879
| -57% | -$5.87M |
|
1977
CALL
iShares MSCI Japan ETF
EWJ
$22.8B
| $4.28M | ﹤0.01% |
+85,300
| New | +$4.15M |
|
1978
PUT
Prologis
PLD
$132B
| $4.28M | ﹤0.01% |
79,900
+53,500
| +203% | +$2.82M |
|
1979
Northwest Bancshares
NWBI
$2.28B
| $4.28M | ﹤0.01% |
272,273
-274,455
| -50% | -$4.17M |
|
|
MOMO
1980
Hello Group
MOMO
$875M
| $4.28M | ﹤0.01% |
190,047
+174,456
| +1,119% | +$3.09M |
|
1981
PUT
Vulcan Materials
VMC
$37.3B
| $4.28M | ﹤0.01% |
37,600
+3,900
| +12% | +$460K |
|
1982
KLA
KLAC
$264B
| $4.28M | ﹤0.01% |
613,280
+415,630
| +210% | +$2.99M |
|
1983
PUT
CF Industries
CF
$18B
| $4.27M | ﹤0.01% |
175,400
+17,400
| +11% | +$425K |
|
|
TSL
1984
CALL
DELISTED
Trina Solar Limited
TSL
| $4.27M | ﹤0.01% |
417,000
+326,100
| +359% | +$3.2M |
|
1985
CALL
Vanguard FTSE Europe ETF
VGK
$31.1B
| $4.27M | ﹤0.01% |
87,600
-72,800
| -45% | -$3.5M |
|
|
MBFI
1986
DELISTED
MB Financial Corp
MBFI
| $4.27M | ﹤0.01% |
112,221
+86,020
| +328% | +$3.29M |
|
1987
PUT
PACCAR
PCAR
$69.8B
| $4.27M | ﹤0.01% |
108,900
+68,550
| +170% | +$2.61M |
|
1988
PUT
Universal Display
OLED
$4.3B
| $4.26M | ﹤0.01% |
76,700
+7,800
| +11% | +$494K |
|
1989
Essential Utilities
WTRG
$11.2B
| $4.26M | ﹤0.01% |
139,607
+62,189
| +80% | +$2.02M |
|
|
CA
1990
CALL
DELISTED
CA, Inc.
CA
| $4.24M | ﹤0.01% |
128,200
-14,100
| -10% | -$475K |
|
1991
PUT
Boston Beer
SAM
$1.83B
| $4.24M | ﹤0.01% |
27,300
+16,500
| +153% | +$2.88M |
|
1992
PUT
Royal Bank of Canada
RY
$293B
| $4.24M | ﹤0.01% |
68,400
-5,000
| -7% | -$307K |
|
|
RDS.A
1993
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.24M | ﹤0.01% |
87,592
-3,855
| -4% | -$188K |
|
|
TSRO
1994
PUT
DELISTED
TESARO, Inc.
TSRO
| $4.23M | ﹤0.01% |
42,200
+3,100
| +8% | +$290K |
|
|
LL
1995
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $4.23M | ﹤0.01% |
214,900
+13,700
| +7% | +$225K |
|
|
SC
1996
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $4.22M | ﹤0.01% |
347,282
-57,756
| -14% | -$667K |
|
1997
PUT
ProShares Ultra QQQ
QLD
$14B
| $4.22M | ﹤0.01% |
+780,800
| New | +$3.99M |
|
1998
Invesco S&P 500 Pure Growth ETF
RPG
$2.05B
| $4.21M | ﹤0.01% |
+250,235
| New | +$4.21M |
|
|
GRUB
1999
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.2M | ﹤0.01% |
48,850
-2,950
| -6% | -$221K |
|
2000
BGC Group
BGC
$4.86B
| $4.2M | ﹤0.01% |
746,175
+624,975
| +516% | +$3.57M |
|
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.