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 | |
|---|---|---|---|---|---|---|
2301
CALL
Stratasys
SSYS
$769M
| $3.12M | ﹤0.01% |
129,500
+6,000
| +5% | +$131K |
|
2302
Schwab Fundamental International Small Company Index ETF
FNDC
$3.14B
| $3.12M | ﹤0.01% |
+106,422
| New | +$3.02M |
|
2303
CALL
Packaging Corp of America
PKG
$22.7B
| $3.11M | ﹤0.01% |
38,300
-22,200
| -37% | -$1.7M |
|
2304
New Jersey Resources
NJR
$5.45B
| $3.09M | ﹤0.01% |
+94,050
| New | +$3.33M |
|
2305
ProShares Ultra S&P500
SSO
$8.41B
| $3.09M | ﹤0.01% |
348,064
+182,944
| +111% | +$1.61M |
|
|
SE
2306
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $3.08M | ﹤0.01% |
72,100
-205,200
| -74% | -$7.81M |
|
2307
CALL
Vale
VALE
$63.4B
| $3.07M | ﹤0.01% |
558,700
+66,700
| +14% | +$366K |
|
2308
CALL
Omnicom Group
OMC
$23.2B
| $3.07M | ﹤0.01% |
36,100
+20,800
| +136% | +$1.74M |
|
2309
PUT
Ecolab
ECL
$79.7B
| $3.07M | ﹤0.01% |
25,200
-1,700
| -6% | -$205K |
|
|
EPE
2310
DELISTED
EP Energy Corporation
EPE
| $3.07M | ﹤0.01% |
699,915
+12,870
| +2% | +$53.7K |
|
|
BIG
2311
DELISTED
Big Lots, Inc.
BIG
| $3.06M | ﹤0.01% |
64,161
-103,411
| -62% | -$5.29M |
|
2312
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$274M
| $3.06M | ﹤0.01% |
86,874
+55,702
| +179% | +$1.98M |
|
2313
iShares Morningstar Value ETF
ILCV
$1.36B
| $3.06M | ﹤0.01% |
+69,436
| New | +$3.07M |
|
2314
Melco Resorts & Entertainment
MLCO
$2.12B
| $3.06M | ﹤0.01% |
189,810
-1,349,539
| -88% | -$19M |
|
2315
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.9M
| $3.05M | ﹤0.01% |
24,100
-56,300
| -70% | -$7.22M |
|
|
CRZO
2316
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $3.05M | ﹤0.01% |
75,100
+45,300
| +152% | +$1.62M |
|
|
MINI
2317
DELISTED
Mobile Mini Inc
MINI
| $3.05M | ﹤0.01% |
101,011
+82,917
| +458% | +$2.62M |
|
|
LORL
2318
DELISTED
Loral Space and Communications, Inc.
LORL
| $3.05M | ﹤0.01% |
77,923
+36,775
| +89% | +$1.33M |
|
|
CA
2319
DELISTED
CA, Inc.
CA
| $3.04M | ﹤0.01% |
92,009
-1,048,285
| -92% | -$35.3M |
|
|
DPLO
2320
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $3.04M | ﹤0.01% |
+108,605
| New | +$3.64M |
|
2321
PUT
Masco
MAS
$14.7B
| $3.04M | ﹤0.01% |
88,600
-359,000
| -80% | -$12.4M |
|
|
MXIM
2322
DELISTED
Maxim Integrated Products
MXIM
| $3.03M | ﹤0.01% |
75,944
-483,308
| -86% | -$19.1M |
|
2323
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.58B
| $3.03M | ﹤0.01% |
+28,371
| New | +$3.03M |
|
2324
FIVE9
FIVN
$2.58B
| $3.02M | ﹤0.01% |
192,908
+13,436
| +7% | +$183K |
|
2325
CALL
SM Energy
SM
$7.55B
| $3.02M | ﹤0.01% |
78,400
+18,200
| +30% | +$583K |
|
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.