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 | 7.63% |
| 2 | Consumer Discretionary | 6.85% |
| 3 | Technology | 6.32% |
| 4 | Energy | 5.91% |
| 5 | Industrials | 5.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
4376
Dorman Products
DORM
$3.95B
| $474K | ﹤0.01% |
9,978
-10,791
| -52% | -$526K |
|
|
PMT
4377
PennyMac Mortgage Investment
PMT
$824M
| $474K | ﹤0.01% |
31,026
-97,775
| -76% | -$1.52M |
|
|
EBSB
4378
DELISTED
Meridian Bancorp, Inc.
EBSB
| $474K | ﹤0.01% |
33,619
-12,374
| -27% | -$176K |
|
|
KING
4379
PUT
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $474K | ﹤0.01% |
26,500
-83,500
| -76% | -$1.39M |
|
|
DNY
4380
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
| $474K | ﹤0.01% |
32,200
-13,800
| -30% | -$203K |
|
|
TWOU
4381
PUT
DELISTED
2U Inc
TWOU
| $473K | ﹤0.01% |
563
+160
| +40% | +$120K |
|
|
WLB
4382
CALL
DELISTED
Westmoreland Coal Company
WLB
| $473K | ﹤0.01% |
80,500
-21,200
| -21% | -$171K |
|
4383
American Public Education
APEI
$837M
| $472K | ﹤0.01% |
25,344
+23,234
| +1,101% | +$510K |
|
4384
CALL
BOK Financial
BOKF
$8.75B
| $472K | ﹤0.01% |
7,900
+6,900
| +690% | +$452K |
|
|
WIN
4385
CALL
DELISTED
Windstream Holdings Inc
WIN
| $472K | ﹤0.01% |
14,660
+4,100
| +39% | +$132K |
|
4386
PUT
Lindsay Corp
LNN
$1.17B
| $471K | ﹤0.01% |
6,500
-900
| -12% | -$62.3K |
|
4387
CALL
Methode Electronics
MEI
$595M
| $471K | ﹤0.01% |
14,800
-11,700
| -44% | -$395K |
|
|
MW
4388
DELISTED
THE MENS WAREHOUSE INC
MW
| $471K | ﹤0.01% |
32,099
-123,920
| -79% | -$3.42M |
|
4389
VanEck BDC Income ETF
BIZD
$1.69B
| $470K | ﹤0.01% |
+29,796
| New | +$487K |
|
|
AVP
4390
CALL
DELISTED
Avon Products, Inc.
AVP
| $470K | ﹤0.01% |
116,000
-75,500
| -39% | -$277K |
|
4391
Brink's
BCO
$4.69B
| $468K | ﹤0.01% |
16,243
-291
| -2% | -$8.89K |
|
4392
PUT
Equifax
EFX
$21.4B
| $468K | ﹤0.01% |
4,200
-1,500
| -26% | -$162K |
|
4393
ProShares VIX Short-Term Futures ETF
VIXY
$195M
| $468K | ﹤0.01% |
22
-1
| -4% | -$21.2K |
|
|
ETP
4394
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $468K | ﹤0.01% |
18,200
+8,000
| +78% | +$221K |
|
4395
CALL
Fidelity National Information Services
FIS
$22.1B
| $467K | ﹤0.01% |
7,700
-7,100
| -48% | -$470K |
|
|
SQI
4396
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
| $467K | ﹤0.01% |
36,020
-30,497
| -46% | -$365K |
|
4397
Buckle
BKE
$2.37B
| $466K | ﹤0.01% |
15,138
+10,704
| +241% | +$355K |
|
4398
CALL
Box
BOX
$4.55B
| $466K | ﹤0.01% |
33,400
-12,900
| -28% | -$169K |
|
4399
Performance Food Group
PFGC
$17.9B
| $466K | ﹤0.01% |
+20,145
| New | +$456K |
|
4400
PUT
Timken Company
TKR
$8.91B
| $466K | ﹤0.01% |
16,300
-9,200
| -36% | -$277K |
|
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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 7.6% of assets, down from 8.2% 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.