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 | |
|---|---|---|---|---|---|---|
2976
State Street Blackstone Senior Loan ETF
SRLN
$5.36B
| $1.72M | ﹤0.01% |
+36,304
| New | +$1.71M |
|
2977
A.O. Smith
AOS
$8.7B
| $1.71M | ﹤0.01% |
+34,700
| New | +$1.62M |
|
|
NVRO
2978
CALL
DELISTED
NEVRO CORP.
NVRO
| $1.71M | ﹤0.01% |
16,400
-500
| -3% | -$45.2K |
|
2979
iShares MSCI Sweden ETF
EWD
$595M
| $1.71M | ﹤0.01% |
58,849
-30,508
| -34% | -$864K |
|
2980
PUT
Enterprise Products Partners
EPD
$81.7B
| $1.71M | ﹤0.01% |
61,900
-20,300
| -25% | -$561K |
|
2981
PUT
Danaher
DHR
$144B
| $1.71M | ﹤0.01% |
24,590
-37,899
| -61% | -$2.69M |
|
2982
Liberty Global Class C
LBTYK
$3.49B
| $1.71M | ﹤0.01% |
51,724
+35,300
| +215% | +$1.09M |
|
|
RWT
2983
Redwood Trust
RWT
$594M
| $1.71M | ﹤0.01% |
120,587
-54,309
| -31% | -$773K |
|
2984
CALL
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $1.71M | ﹤0.01% |
+77,500
| New | +$1.63M |
|
2985
CALL
AngloGold Ashanti
AU
$48.7B
| $1.7M | ﹤0.01% |
107,000
+17,200
| +19% | +$327K |
|
2986
CALL
iShares National Muni Bond ETF
MUB
$45.9B
| $1.7M | ﹤0.01% |
+15,100
| New | +$1.71M |
|
2987
Vishay Intertechnology
VSH
$5.43B
| $1.7M | ﹤0.01% |
120,773
-124,618
| -51% | -$1.68M |
|
|
BLUE
2988
PUT
DELISTED
bluebird bio
BLUE
| $1.7M | ﹤0.01% |
1,938
-231
| -11% | -$167K |
|
2989
PUT
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.18B
| $1.7M | ﹤0.01% |
+6,140
| New | +$1.75M |
|
|
UTEK
2990
DELISTED
Ultratech Inc.
UTEK
| $1.7M | ﹤0.01% |
73,663
+23,421
| +47% | +$569K |
|
2991
iShares MSCI Intl Quality Factor ETF
IQLT
$14.2B
| $1.7M | ﹤0.01% |
+65,587
| New | +$1.67M |
|
|
JUNO
2992
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $1.7M | ﹤0.01% |
56,600
+19,100
| +51% | +$594K |
|
|
WMC
2993
DELISTED
Western Asset Mortgage Capital Corporation
WMC
| $1.7M | ﹤0.01% |
16,283
+13,249
| +437% | +$1.37M |
|
|
CALD
2994
DELISTED
Callidus Software, Inc.
CALD
| $1.7M | ﹤0.01% |
+92,425
| New | +$1.81M |
|
|
FRP
2995
DELISTED
Fairpoint Communications, Inc.
FRP
| $1.7M | ﹤0.01% |
112,833
+101,458
| +892% | +$1.48M |
|
2996
CALL
Nasdaq
NDAQ
$52.9B
| $1.7M | ﹤0.01% |
75,300
-44,700
| -37% | -$1.03M |
|
2997
Tronox
TROX
$1.04B
| $1.7M | ﹤0.01% |
180,882
-215,706
| -54% | -$1.66M |
|
2998
PUT
Fair Isaac
FICO
$22.5B
| $1.69M | ﹤0.01% |
13,600
+1,500
| +12% | +$187K |
|
2999
CALL
Barclays
BCS
$94.1B
| $1.69M | ﹤0.01% |
206,558
+61,141
| +42% | +$483K |
|
3000
PUT
Olin
OLN
$2.12B
| $1.69M | ﹤0.01% |
82,500
+2,600
| +3% | +$56K |
|
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.