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 | |
|---|---|---|---|---|---|---|
1626
PUT
Canadian Pacific Kansas City
CP
$80.8B
| $6.25M | 0.01% |
204,500
-72,500
| -26% | -$2.13M |
|
1627
PUT
Bread Financial
BFH
$4.36B
| $6.24M | 0.01% |
36,462
+4,761
| +15% | +$811K |
|
|
FCE.A
1628
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $6.23M | 0.01% |
269,541
-209,106
| -44% | -$4.89M |
|
1629
Canadian Natural Resources
CNQ
$98.1B
| $6.22M | 0.01% |
397,191
+371,899
| +1,470% | +$5.66M |
|
1630
PUT
Edwards Lifesciences
EW
$54B
| $6.22M | 0.01% |
154,800
-91,800
| -37% | -$3.46M |
|
1631
Children's Place
PLCE
$56.3M
| $6.21M | 0.01% |
77,811
+72,566
| +1,384% | +$5.98M |
|
|
AGU
1632
PUT
DELISTED
Agrium
AGU
| $6.21M | 0.01% |
68,500
-16,200
| -19% | -$1.49M |
|
1633
LCI Industries
LCII
$2.61B
| $6.21M | 0.01% |
63,331
+19,102
| +43% | +$1.82M |
|
1634
CALL
Transocean
RIG
$6.49B
| $6.2M | 0.01% |
581,600
-81,000
| -12% | -$856K |
|
|
ARRY
1635
DELISTED
Array Biopharma Inc
ARRY
| $6.19M | 0.01% |
917,065
-861,696
| -48% | -$3.33M |
|
|
RSX
1636
PUT
DELISTED
VanEck Russia ETF
RSX
| $6.18M | 0.01% |
+329,700
| New | +$6.04M |
|
1637
iShare MSCI Eurozone ETF
EZU
$9.91B
| $6.18M | 0.01% |
179,222
-139,295
| -44% | -$4.69M |
|
1638
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $6.16M | 0.01% |
+195,000
| New | +$6.1M |
|
|
AL
1639
DELISTED
Air Lease Corp
AL
| $6.14M | 0.01% |
214,790
+75,534
| +54% | +$2.14M |
|
1640
PUT
Cleveland-Cliffs
CLF
$7.08B
| $6.14M | 0.01% |
1,049,100
-122,800
| -10% | -$801K |
|
|
VSI
1641
DELISTED
Vitamin Shoppe Inc.
VSI
| $6.14M | 0.01% |
+228,557
| New | +$6.49M |
|
1642
PUT
Digital Realty Trust
DLR
$70.6B
| $6.13M | 0.01% |
63,100
+10,000
| +19% | +$1.02M |
|
|
1643
CALL
Canadian Pacific Kansas City
CP
$80.8B
| $6.12M | 0.01% |
200,500
-111,500
| -36% | -$3.28M |
|
1644
SFL Corp
SFL
$1.54B
| $6.12M | 0.01% |
+415,313
| New | +$6.22M |
|
|
PRAH
1645
DELISTED
PRA Health Sciences, Inc.
PRAH
| $6.11M | 0.01% |
108,162
-630
| -0.6% | -$30.9K |
|
|
ELLI
1646
DELISTED
Ellie Mae Inc
ELLI
| $6.11M | 0.01% |
58,044
+41,372
| +248% | +$4.01M |
|
1647
CALL
Williams-Sonoma
WSM
$29.5B
| $6.1M | 0.01% |
238,800
+34,000
| +17% | +$889K |
|
1648
VanEck Junior Gold Miners ETF
GDXJ
$8.53B
| $6.1M | 0.01% |
137,675
+83,631
| +155% | +$3.96M |
|
1649
iShares US Industrials ETF
IYJ
$1.95B
| $6.08M | 0.01% |
106,424
+42,118
| +65% | +$2.39M |
|
1650
IPG Photonics
IPGP
$3.65B
| $6.08M | 0.01% |
73,860
+62,872
| +572% | +$5.25M |
|
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.