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 | |
|---|---|---|---|---|---|---|
3001
CALL
Labcorp
LH
$25.9B
| $1.42M | ﹤0.01% |
13,386
-1,048
| -7% | -$108K |
|
|
MXIM
3002
PUT
DELISTED
Maxim Integrated Products
MXIM
| $1.42M | ﹤0.01% |
37,400
-1,900
| -5% | -$72.7K |
|
|
CPHD
3003
DELISTED
Cepheid Inc
CPHD
| $1.42M | ﹤0.01% |
38,886
+16,294
| +72% | +$579K |
|
|
LXK
3004
CALL
DELISTED
Lexmark Intl Inc
LXK
| $1.42M | ﹤0.01% |
43,800
-100
| -0.2% | -$3.27K |
|
|
BLUE
3005
DELISTED
bluebird bio
BLUE
| $1.42M | ﹤0.01% |
1,707
-4,023
| -70% | -$4.02M |
|
|
FRC
3006
CALL
DELISTED
First Republic Bank
FRC
| $1.42M | ﹤0.01% |
21,500
+4,300
| +25% | +$284K |
|
3007
First Trust Energy AlphaDEX Fund
FXN
$393M
| $1.42M | ﹤0.01% |
+102,411
| New | +$1.6M |
|
|
XLBS
3008
DELISTED
POWERSHARES S&P SMALLCAP MATERIALS PORT
XLBS
| $1.42M | ﹤0.01% |
45,248
+2,256
| +5% | +$70.7K |
|
3009
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$691M
| $1.42M | ﹤0.01% |
+25,647
| New | +$1.46M |
|
3010
CALL
Celanese
CE
$4.98B
| $1.41M | ﹤0.01% |
21,000
-2,800
| -12% | -$190K |
|
3011
PUT
Plains All American Pipeline
PAA
$16.8B
| $1.41M | ﹤0.01% |
61,200
+12,700
| +26% | +$342K |
|
3012
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24.6B
| $1.41M | ﹤0.01% |
+16,456
| New | +$1.44M |
|
|
NAV
3013
DELISTED
Navistar International
NAV
| $1.41M | ﹤0.01% |
159,771
-120,222
| -43% | -$1.48M |
|
|
NEWR
3014
DELISTED
New Relic, Inc.
NEWR
| $1.41M | ﹤0.01% |
38,722
-116,439
| -75% | -$4.36M |
|
|
AIRM
3015
DELISTED
Air Methods Corp
AIRM
| $1.41M | ﹤0.01% |
33,622
-19,232
| -36% | -$781K |
|
3016
CALL
Sturm, Ruger & Co
RGR
$598M
| $1.41M | ﹤0.01% |
23,600
+9,600
| +69% | +$539K |
|
|
SAVE
3017
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.41M | ﹤0.01% |
35,300
-7,300
| -17% | -$297K |
|
3018
CALL
Ameriprise Financial
AMP
$50.3B
| $1.41M | ﹤0.01% |
13,200
-18,300
| -58% | -$2.05M |
|
3019
CALL
Helen of Troy
HELE
$700M
| $1.4M | ﹤0.01% |
14,900
-200
| -1% | -$20K |
|
3020
PUT
Alnylam Pharmaceuticals
ALNY
$30.5B
| $1.4M | ﹤0.01% |
14,900
-19,800
| -57% | -$1.84M |
|
3021
Regis Corp
RGS
$69.3M
| $1.4M | ﹤0.01% |
4,938
-1,195
| -19% | -$362K |
|
3022
Genesco
GCO
$389M
| $1.4M | ﹤0.01% |
24,556
-4,377
| -15% | -$253K |
|
3023
CALL
Lazard
LAZ
$4.42B
| $1.4M | ﹤0.01% |
31,000
-1,500
| -5% | -$68.7K |
|
|
ICON
3024
DELISTED
Iconix Brand Group, Inc.
ICON
| $1.4M | ﹤0.01% |
20,417
-89,293
| -81% | -$9.15M |
|
3025
CALL
Exelixis
EXEL
$12.6B
| $1.39M | ﹤0.01% |
247,200
+108,200
| +78% | +$605K |
|
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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.