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 |
Alphabet (Google) Class A
GOOGL
|
+$596M |
| 2 |
Honeywell
HON
|
+$400M |
| 3 |
Lowe's Companies
LOW
|
+$340M |
| 4 |
Alibaba
BABA
|
+$281M |
| 5 |
HES
Hess
HES
|
+$223M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$545M |
| 2 |
Amazon
AMZN
|
+$416M |
| 3 |
Western Digital
WDC
|
+$385M |
| 4 |
Illinois Tool Works
ITW
|
+$327M |
| 5 |
Edwards Lifesciences
EW
|
+$311M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 7.75% |
| 2 | Consumer Discretionary | 7.19% |
| 3 | Technology | 6.93% |
| 4 | Energy | 6.67% |
| 5 | Healthcare | 5.64% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2726
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$65M
| $1.75M | ﹤0.01% |
12,100
+4,200
| +53% | +$624K |
|
|
GNC
2727
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $1.75M | ﹤0.01% |
56,300
+50,200
| +823% | +$1.69M |
|
2728
CALL
Vail Resorts
MTN
$5.28B
| $1.74M | ﹤0.01% |
13,600
+2,400
| +21% | +$282K |
|
2729
PUT
Henry Schein
HSIC
$10B
| $1.74M | ﹤0.01% |
28,050
+765
| +3% | +$45.5K |
|
|
NTRI
2730
DELISTED
NutriSystem, Inc.
NTRI
| $1.74M | ﹤0.01% |
80,327
-116,251
| -59% | -$2.74M |
|
2731
CALL
TransDigm Group
TDG
$69.5B
| $1.74M | ﹤0.01% |
7,600
+3,600
| +90% | +$810K |
|
2732
iShares US Medical Devices ETF
IHI
$3.46B
| $1.74M | ﹤0.01% |
84,984
-97,122
| -53% | -$1.94M |
|
2733
CALL
GoDaddy
GDDY
$12B
| $1.73M | ﹤0.01% |
54,100
+36,400
| +206% | +$1.11M |
|
2734
PUT
KeyCorp
KEY
$25B
| $1.73M | ﹤0.01% |
131,400
+40,600
| +45% | +$532K |
|
|
PEGI
2735
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $1.73M | ﹤0.01% |
82,868
+50,609
| +157% | +$1.05M |
|
|
BXLT
2736
PUT
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $1.73M | ﹤0.01% |
44,400
+29,600
| +200% | +$1.03M |
|
|
CVC
2737
CALL
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $1.73M | ﹤0.01% |
54,300
-31,800
| -37% | -$1.01M |
|
2738
PUT
American Eagle Outfitters
AEO
$2.71B
| $1.73M | ﹤0.01% |
111,600
+22,500
| +25% | +$352K |
|
2739
FlexShares International Quality Dividend Dynamic Index Fund
IQDY
$114M
| $1.73M | ﹤0.01% |
77,005
+49,312
| +178% | +$1.14M |
|
2740
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
| $1.73M | ﹤0.01% |
72,829
+51,411
| +240% | +$1.33M |
|
|
OUTR
2741
PUT
DELISTED
OUTERWALL INC
OUTR
| $1.73M | ﹤0.01% |
47,300
+3,100
| +7% | +$173K |
|
2742
Pool Corp
POOL
$7.08B
| $1.73M | ﹤0.01% |
21,381
-400
| -2% | -$32K |
|
2743
National Grid
NGG
$81.5B
| $1.72M | ﹤0.01% |
25,659
+21,237
| +480% | +$1.44M |
|
|
CNCE
2744
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $1.72M | ﹤0.01% |
90,726
+51,933
| +134% | +$1.13M |
|
|
ECOL
2745
DELISTED
US Ecology, Inc.
ECOL
| $1.72M | ﹤0.01% |
47,211
+40,458
| +599% | +$1.62M |
|
|
JAH
2746
PUT
DELISTED
JARDEN CORPORATION
JAH
| $1.72M | ﹤0.01% |
30,100
+17,700
| +143% | +$887K |
|
2747
Beazer Homes USA
BZH
$872M
| $1.72M | ﹤0.01% |
149,345
-1,212,748
| -89% | -$16.6M |
|
2748
FreightCar America
RAIL
$240M
| $1.72M | ﹤0.01% |
88,269
-29,665
| -25% | -$623K |
|
2749
PUT
Royal Bank of Canada
RY
$301B
| $1.72M | ﹤0.01% |
32,000
-13,900
| -30% | -$780K |
|
2750
CALL
IMAX
IMAX
$2.9B
| $1.71M | ﹤0.01% |
48,100
+10,800
| +29% | +$405K |
|
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Citadel Advisors's Q4 2015 Portfolio in Review
As of Q4 2015, Citadel Advisors held 9,881 positions worth $91.6B, down 13% from $105B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Citadel Advisors withdrew a net $23.5B in Q4 2015, closing 1,198 positions and reducing 4,313 holdings. Its most notable exit was HP, an estimated $182M position sold in full.
By sector, the portfolio is most concentrated in Financials at 7.8% of assets, down from 8.3% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Citadel Advisors opened a new position in Alphabet (Google) Class A worth $627M.
- Citadel Advisors's largest Q4 2015 buy was Alphabet (Google) Class A: 16,114,160 shares worth $627M.
- Citadel Advisors added most to Honeywell in Q4 2015, an estimated $400M increase.
- Citadel Advisors's biggest Q4 2015 reduction was Alphabet (Google) Class C, cutting an estimated $545M.
- Citadel Advisors fully exited HP in Q4 2015, selling an estimated $182M.
- Citadel Advisors's ten largest holdings make up 15% of its $91.6B portfolio in Q4 2015.
- Citadel Advisors opened 1,019 new positions and closed 1,198 in Q4 2015.
- Citadel Advisors's portfolio value fell 13% quarter-over-quarter to $91.6B.
Based on Citadel Advisors's 13F filing for Q4 2015, filed 12 Feb 2016.