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 | |
|---|---|---|---|---|---|---|
4401
PUT
G-III Apparel Group
GIII
$1.44B
| $465K | ﹤0.01% |
10,500
-8,200
| -44% | -$428K |
|
4402
CALL
Monolithic Power Systems
MPWR
$68.9B
| $465K | ﹤0.01% |
7,300
+5,200
| +248% | +$323K |
|
4403
PUT
Pricesmart
PSMT
$5.33B
| $465K | ﹤0.01% |
5,600
+800
| +17% | +$69.4K |
|
|
NS
4404
PUT
DELISTED
NuStar Energy L.P.
NS
| $465K | ﹤0.01% |
11,600
-7,400
| -39% | -$319K |
|
4405
PUT
Global Payments
GPN
$22.7B
| $464K | ﹤0.01% |
7,200
-17,000
| -70% | -$1.15M |
|
4406
PUT
Ares Capital
ARCC
$14.3B
| $462K | ﹤0.01% |
32,400
-49,200
| -60% | -$747K |
|
4407
CALL
CDW
CDW
$16.9B
| $462K | ﹤0.01% |
11,000
+200
| +2% | +$8.71K |
|
4408
PUT
Cullen/Frost Bankers
CFR
$10.3B
| $462K | ﹤0.01% |
7,700
-3,600
| -32% | -$239K |
|
4409
CALL
Sabre
SABR
$803M
| $462K | ﹤0.01% |
16,500
+1,600
| +11% | +$46.3K |
|
|
FLTX
4410
PUT
DELISTED
Fleetmatics Group PLC
FLTX
| $462K | ﹤0.01% |
9,100
+6,100
| +203% | +$339K |
|
|
RSE
4411
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $462K | ﹤0.01% |
31,722
-45,464
| -59% | -$743K |
|
4412
CALL
Jack Henry & Associates
JKHY
$10.9B
| $461K | ﹤0.01% |
5,900
-5,600
| -49% | -$430K |
|
|
SPR
4413
PUT
DELISTED
Spirit AeroSystems
SPR
| $461K | ﹤0.01% |
9,200
-4,700
| -34% | -$240K |
|
|
ZGNX
4414
DELISTED
Zogenix, Inc.
ZGNX
| $461K | ﹤0.01% |
31,323
-37,852
| -55% | -$509K |
|
|
KKD
4415
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $461K | ﹤0.01% |
30,600
-40,100
| -57% | -$570K |
|
|
AMED
4416
PUT
DELISTED
Amedisys
AMED
| $460K | ﹤0.01% |
11,700
-1,000
| -8% | -$40K |
|
4417
iShares Global Materials ETF
MXI
$361M
| $460K | ﹤0.01% |
+10,215
| New | +$485K |
|
4418
CALL
Timken Company
TKR
$8.91B
| $460K | ﹤0.01% |
16,100
+900
| +6% | +$27.1K |
|
|
YDKG
4419
Yueda Digital Holding
YDKG
$6.25M
| $459K | ﹤0.01% |
41
-5
| -11% | -$54.8K |
|
|
IMOS
4420
CALL
ChipMOS TECHNOLOGIES
IMOS
$2.06B
| $459K | ﹤0.01% |
21,055
-14,067
| -40% | -$286K |
|
|
DNR
4421
PUT
DELISTED
Denbury Resources, Inc.
DNR
| $459K | ﹤0.01% |
227,400
-17,500
| -7% | -$56.4K |
|
|
BRCD
4422
CALL
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $459K | ﹤0.01% |
50,000
-20,700
| -29% | -$203K |
|
4423
Fair Isaac
FICO
$22.4B
| $458K | ﹤0.01% |
4,859
-53,700
| -92% | -$4.88M |
|
4424
CALL
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.38B
| $458K | ﹤0.01% |
28,400
-47,400
| -63% | -$2.39M |
|
4425
CALL
Jakks Pacific
JAKK
$291M
| $457K | ﹤0.01% |
5,740
+1,940
| +51% | +$158K |
|
Similar funds
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.