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 | |
|---|---|---|---|---|---|---|
|
TTM
2101
CALL
DELISTED
Tata Motors Limited
TTM
| $3.76M | ﹤0.01% |
+94,100
| New | +$3.65M |
|
2102
CALL
Cardinal Health
CAH
$55.5B
| $3.76M | ﹤0.01% |
48,400
-10,600
| -18% | -$857K |
|
2103
iShares International Select Dividend ETF
IDV
$8.53B
| $3.76M | ﹤0.01% |
+125,392
| New | +$3.71M |
|
2104
ScottsMiracle-Gro
SMG
$3.63B
| $3.75M | ﹤0.01% |
45,104
+29,822
| +195% | +$2.35M |
|
2105
PUT
C.H. Robinson
CHRW
$17.3B
| $3.74M | ﹤0.01% |
53,100
+3,700
| +7% | +$259K |
|
2106
CALL
FirstEnergy
FE
$27.1B
| $3.74M | ﹤0.01% |
113,000
+42,300
| +60% | +$1.44M |
|
|
TRVN
2107
DELISTED
Trevena, Inc.
TRVN
| $3.74M | ﹤0.01% |
886
-971
| -52% | -$4.16M |
|
2108
AutoZone
AZO
$50.1B
| $3.74M | ﹤0.01% |
4,863
-7,820
| -62% | -$6.09M |
|
2109
CALL
Pan American Silver
PAAS
$21.8B
| $3.73M | ﹤0.01% |
212,000
-66,400
| -24% | -$1.24M |
|
2110
ProShares UltraPro S&P 500
UPRO
$5.76B
| $3.73M | ﹤0.01% |
304,062
+245,970
| +423% | +$3M |
|
2111
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.94B
| $3.73M | ﹤0.01% |
101,412
+56,897
| +128% | +$2.05M |
|
2112
Prothena Corp
PRTA
$468M
| $3.73M | ﹤0.01% |
+62,124
| New | +$3.33M |
|
2113
WisdomTree Japan SmallCap Dividend Fund
DFJ
$396M
| $3.72M | ﹤0.01% |
60,533
-10,614
| -15% | -$624K |
|
2114
Tootsie Roll Industries
TR
$2.97B
| $3.72M | ﹤0.01% |
135,867
+54,767
| +68% | +$1.53M |
|
2115
State Street SPDR S&P Capital Markets ETF
KCE
$466M
| $3.72M | ﹤0.01% |
91,763
+59,907
| +188% | +$2.37M |
|
|
AEL
2116
DELISTED
American Equity Investment Life Holding Company
AEL
| $3.72M | ﹤0.01% |
209,621
-472,907
| -69% | -$7.81M |
|
2117
PUT
Wolfspeed
WOLF
$1.52B
| $3.7M | ﹤0.01% |
143,700
-10,700
| -7% | -$276K |
|
|
CAVM
2118
CALL
DELISTED
Cavium, Inc.
CAVM
| $3.7M | ﹤0.01% |
63,500
+6,700
| +12% | +$335K |
|
|
VIVO
2119
DELISTED
Meridian Bioscience Inc
VIVO
| $3.69M | ﹤0.01% |
191,394
-72,589
| -27% | -$1.42M |
|
|
CAB
2120
PUT
DELISTED
Cabela's Inc
CAB
| $3.69M | ﹤0.01% |
67,100
+31,200
| +87% | +$1.6M |
|
2121
PUT
Toll Brothers
TOL
$14B
| $3.68M | ﹤0.01% |
123,100
+21,800
| +22% | +$630K |
|
2122
iShares MSCI Malaysia ETF
EWM
$330M
| $3.67M | ﹤0.01% |
113,073
+99,355
| +724% | +$3.28M |
|
2123
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$526M
| $3.66M | ﹤0.01% |
+90,374
| New | +$3.82M |
|
2124
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$126B
| $3.66M | ﹤0.01% |
+97,300
| New | +$3.62M |
|
2125
PUT
Plains All American Pipeline
PAA
$16.4B
| $3.66M | ﹤0.01% |
116,500
+22,700
| +24% | +$649K |
|
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.