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 | |
|---|---|---|---|---|---|---|
3401
Cable One
CABO
$212M
| $1.21M | ﹤0.01% |
2,074
+111
| +6% | +$60K |
|
3402
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
| $1.21M | ﹤0.01% |
22,898
+14,797
| +183% | +$779K |
|
3403
ProShares UltraPro Russell2000
URTY
$352M
| $1.21M | ﹤0.01% |
+25,906
| New | +$1.14M |
|
|
RESP
3404
DELISTED
WisdomTree U.S. ESG Fund
RESP
| $1.21M | ﹤0.01% |
+48,369
| New | +$1.2M |
|
|
SNR
3405
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $1.21M | ﹤0.01% |
104,700
-299,219
| -74% | -$3.53M |
|
3406
iShares MSCI Thailand ETF
THD
$372M
| $1.21M | ﹤0.01% |
16,427
-29,001
| -64% | -$2.12M |
|
|
FDC
3407
PUT
DELISTED
First Data Corporation
FDC
| $1.21M | ﹤0.01% |
91,800
-18,400
| -17% | -$237K |
|
|
MDR
3408
DELISTED
McDermott International
MDR
| $1.21M | ﹤0.01% |
80,323
+76,990
| +2,310% | +$1.15M |
|
|
ILG
3409
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $1.21M | ﹤0.01% |
70,300
-31,800
| -31% | -$550K |
|
|
SYNT
3410
DELISTED
Syntel Inc
SYNT
| $1.21M | ﹤0.01% |
28,763
-1,589
| -5% | -$71.1K |
|
|
GES
3411
PUT
DELISTED
Guess Inc
GES
| $1.2M | ﹤0.01% |
82,400
+44,200
| +116% | +$669K |
|
3412
PUT
Tower Semiconductor
TSEM
$28.5B
| $1.2M | ﹤0.01% |
79,300
+27,100
| +52% | +$391K |
|
3413
Xencor
XNCR
$1.55B
| $1.2M | ﹤0.01% |
+49,147
| New | +$1.04M |
|
|
WOOF
3414
CALL
DELISTED
VCA Inc.
WOOF
| $1.2M | ﹤0.01% |
17,200
-2,500
| -13% | -$175K |
|
3415
Novavax
NVAX
$1.31B
| $1.2M | ﹤0.01% |
28,907
+26,954
| +1,380% | +$3.48M |
|
3416
PUT
Thor Industries
THO
$4.14B
| $1.2M | ﹤0.01% |
14,200
+3,900
| +38% | +$303K |
|
|
IBDF
3417
DELISTED
iShares iBonds Dec 2016 Term Corporate ETF
IBDF
| $1.2M | ﹤0.01% |
+48,015
| New | +$1.2M |
|
3418
Cenovus Energy
CVE
$52.1B
| $1.2M | ﹤0.01% |
83,449
-1,360,630
| -94% | -$19.4M |
|
3419
PUT
Stratasys
SSYS
$774M
| $1.2M | ﹤0.01% |
49,700
+16,800
| +51% | +$366K |
|
|
UFS
3420
DELISTED
DOMTAR CORPORATION (New)
UFS
| $1.2M | ﹤0.01% |
32,235
-23,931
| -43% | -$882K |
|
3421
CALL
ProShares UltraShort Energy
DUG
$22M
| $1.2M | ﹤0.01% |
+1,355
| New | +$1.29M |
|
3422
iShares Core MSCI Pacific ETF
IPAC
$2.77B
| $1.19M | ﹤0.01% |
+23,437
| New | +$1.16M |
|
3423
AeroVironment
AVAV
$9.45B
| $1.19M | ﹤0.01% |
48,788
+39,398
| +420% | +$1.06M |
|
|
CA
3424
PUT
DELISTED
CA, Inc.
CA
| $1.19M | ﹤0.01% |
36,000
+12,300
| +52% | +$415K |
|
3425
City Holding Co
CHCO
$2.04B
| $1.19M | ﹤0.01% |
+23,658
| New | +$1.14M |
|
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.