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 | |
|---|---|---|---|---|---|---|
2701
PUT
Trane Technologies
TT
$106B
| $2.17M | ﹤0.01% |
32,000
+12,400
| +63% | +$826K |
|
2702
PUT
Liberty Global Class A
LBTYA
$3.6B
| $2.17M | ﹤0.01% |
+63,600
| New | +$2.02M |
|
2703
Western Digital
WDC
$150B
| $2.17M | ﹤0.01% |
49,180
-1,085,708
| -96% | -$40.9M |
|
2704
PUT
JetBlue
JBLU
$2.29B
| $2.17M | ﹤0.01% |
125,900
-81,700
| -39% | -$1.4M |
|
|
JPXN
2705
iShares JPX-Nikkei 400 ETF
JPXN
$140M
| $2.17M | ﹤0.01% |
39,951
+28,410
| +246% | +$1.5M |
|
2706
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.82B
| $2.17M | ﹤0.01% |
47,452
+34,323
| +261% | +$1.53M |
|
|
CORR
2707
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
| $2.17M | ﹤0.01% |
73,989
+32,139
| +77% | +$946K |
|
|
IMPV
2708
CALL
DELISTED
Imperva, Inc.
IMPV
| $2.17M | ﹤0.01% |
40,400
+23,900
| +145% | +$1.11M |
|
2709
CALL
Royal Bank of Canada
RY
$293B
| $2.17M | ﹤0.01% |
35,000
-6,200
| -15% | -$381K |
|
2710
Sturm, Ruger & Co
RGR
$593M
| $2.17M | ﹤0.01% |
37,498
+2,016
| +6% | +$128K |
|
2711
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $2.17M | ﹤0.01% |
+88,446
| New | +$2.25M |
|
2712
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.7B
| $2.16M | ﹤0.01% |
23,639
+3,747
| +19% | +$343K |
|
2713
PUT
Core Laboratories
CLB
$521M
| $2.16M | ﹤0.01% |
19,200
-16,100
| -46% | -$1.85M |
|
2714
CALL
Ashland
ASH
$3.5B
| $2.16M | ﹤0.01% |
38,018
-8,176
| -18% | -$469K |
|
2715
Fabrinet
FN
$20.1B
| $2.16M | ﹤0.01% |
+48,354
| New | +$1.92M |
|
2716
PUT
Rockwell Automation
ROK
$49B
| $2.15M | ﹤0.01% |
17,600
-15,000
| -46% | -$1.75M |
|
2717
iShares MSCI Australia ETF
EWA
$1.48B
| $2.15M | ﹤0.01% |
102,960
+68,559
| +199% | +$1.4M |
|
2718
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.26B
| $2.15M | ﹤0.01% |
+23,730
| New | +$2.13M |
|
|
MDCO
2719
PUT
DELISTED
Medicines Co
MDCO
| $2.15M | ﹤0.01% |
57,000
+13,900
| +32% | +$524K |
|
2720
PUT
Ally Financial
ALLY
$13.3B
| $2.15M | ﹤0.01% |
110,400
-14,900
| -12% | -$277K |
|
|
RDS.B
2721
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $2.14M | ﹤0.01% |
+40,572
| New | +$2.17M |
|
|
KITE
2722
DELISTED
Kite Pharma, Inc.
KITE
| $2.14M | ﹤0.01% |
38,357
-151,596
| -80% | -$8.45M |
|
2723
CALL
Toronto Dominion Bank
TD
$200B
| $2.14M | ﹤0.01% |
48,200
-28,500
| -37% | -$1.25M |
|
2724
Franklin Resources
BEN
$17.2B
| $2.14M | ﹤0.01% |
60,102
-112,698
| -65% | -$3.99M |
|
|
SOHU
2725
PUT
Sohu.com
SOHU
$357M
| $2.14M | ﹤0.01% |
48,300
-16,700
| -26% | -$675K |
|
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.