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 | |
|---|---|---|---|---|---|---|
|
HAYN
3376
DELISTED
Haynes International, Inc.
HAYN
| $1.23M | ﹤0.01% |
33,202
+12,992
| +64% | +$486K |
|
3377
State Street Ultra Short Term Bond ETF
ULST
$526M
| $1.23M | ﹤0.01% |
30,602
-2,792
| -8% | -$112K |
|
|
WW
3378
CALL
DELISTED
WW International
WW
| $1.23M | ﹤0.01% |
119,100
-12,300
| -9% | -$135K |
|
3379
CALL
Paycom
PAYC
$9.69B
| $1.23M | ﹤0.01% |
24,500
+2,000
| +9% | +$97.7K |
|
3380
CALL
Boston Properties
BXP
$11.1B
| $1.23M | ﹤0.01% |
9,000
-16,600
| -65% | -$2.3M |
|
3381
iShares International Equity Factor ETF
INTF
$3.72B
| $1.23M | ﹤0.01% |
51,554
+36,109
| +234% | +$841K |
|
3382
Northern Oil and Gas
NOG
$2.35B
| $1.23M | ﹤0.01% |
45,788
+35,845
| +361% | +$1.31M |
|
|
DCH
3383
CALL
Dauch Corp
DCH
$1.51B
| $1.23M | ﹤0.01% |
71,200
+29,500
| +71% | +$496K |
|
|
SOHU
3384
CALL
Sohu.com
SOHU
$357M
| $1.23M | ﹤0.01% |
27,700
+2,600
| +10% | +$105K |
|
|
SNI
3385
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.23M | ﹤0.01% |
19,300
+6,300
| +48% | +$403K |
|
3386
PUT
Magna International
MGA
$18.8B
| $1.22M | ﹤0.01% |
28,500
+11,800
| +71% | +$465K |
|
3387
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
| $1.22M | ﹤0.01% |
29,306
-16,308
| -36% | -$686K |
|
3388
CALL
Brunswick
BC
$5.28B
| $1.22M | ﹤0.01% |
25,000
+6,100
| +32% | +$291K |
|
3389
CALL
Bank of Montreal
BMO
$127B
| $1.22M | ﹤0.01% |
18,600
-28,800
| -61% | -$1.87M |
|
3390
CALL
Lumentum
LITE
$69.3B
| $1.22M | ﹤0.01% |
+29,200
| New | +$961K |
|
3391
PUT
Neurocrine Biosciences
NBIX
$16.6B
| $1.22M | ﹤0.01% |
24,100
-7,000
| -23% | -$349K |
|
3392
PUT
Universal Health Services
UHS
$10.5B
| $1.22M | ﹤0.01% |
9,900
+200
| +2% | +$25.3K |
|
|
WIN
3393
CALL
DELISTED
Windstream Holdings Inc
WIN
| $1.22M | ﹤0.01% |
24,280
-4,720
| -16% | -$216K |
|
3394
Invesco KBW Bank ETF
KBWB
$6.87B
| $1.22M | ﹤0.01% |
33,422
+25,764
| +336% | +$919K |
|
3395
PUT
Hormel Foods
HRL
$13.8B
| $1.22M | ﹤0.01% |
32,100
-43,500
| -58% | -$1.62M |
|
3396
Invesco Dorsey Wright Energy Momentum ETF
PXI
$50.5M
| $1.22M | ﹤0.01% |
+29,302
| New | +$1.14M |
|
3397
TFS Financial
TFSL
$4.93B
| $1.22M | ﹤0.01% |
68,302
-1,435
| -2% | -$25.8K |
|
3398
PUT
Puma Biotechnology
PBYI
$454M
| $1.21M | ﹤0.01% |
18,100
+3,200
| +21% | +$162K |
|
3399
CALL
Banco Bradesco
BBD
$36.7B
| $1.21M | ﹤0.01% |
258,491
+90,678
| +54% | +$411K |
|
3400
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $1.21M | ﹤0.01% |
60,700
+20,800
| +52% | +$431K |
|
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.